feat(intrade): add observed tick history

AGENTS.md

@@ -55,6 +55,33 @@
 - [Commit conventions](guides/commit-conventions.md) - формат коммитов, если
   пользователь просит создать commit.
 
+## Header Ownership And Include Context
+
+Before editing a header under `include/optionx_cpp`, classify it as a
+supported public entry point or an internal leaf:
+
+- Supported public entry points are the aggregate/facade headers listed in
+  `guides/api-and-header-contracts.md`. Headers under paths such as
+  `platforms/<Platform>/`, `market_data/`, and `data/*` are internal leaves
+  unless the documentation explicitly promotes them.
+- An internal leaf is not a standalone include target. Do not add a project
+  cross-domain include, a `../` path, or a broad aggregate merely to make the
+  leaf compile in isolation. A leaf may use standard-library, third-party,
+  and same-family dependencies supplied by its owning domain.
+- The nearest owning aggregate/facade owns the complete cross-domain include
+  closure and its order. Add prerequisites there, before including the leaf.
+  For example, `platforms.hpp` prepares `utils.hpp`, `data.hpp`,
+  `components.hpp`, and the platform contracts before including
+  `platforms/IntradeBarPlatform.hpp`; that context transitively supplies
+  `platforms/IntradeBarPlatform/ObservedTickHistory.hpp`.
+- Tests and examples that verify the include contract must include the same
+  supported aggregate used by consumers. Do not use a direct leaf include as
+  an aggregate/include-policy test. A direct leaf test is valid only when the
+  leaf is intentionally documented and tested as self-contained.
+- When the ownership is unclear, inspect the owning aggregate and its include
+  order first, then verify the chosen public path with an aggregate consumer
+  compile before changing a leaf include.
+
 ## Critical Defaults
 
 - Перед правками проверь `git status --short` и не перетирай чужие изменения.

CMakeLists.txt

@@ -1110,6 +1110,7 @@ if(OPTIONX_BUILD_TESTS)
         telegram_worker_source_test
         trading_view_bridge_test
         market_data_tick_history_contract_test
+        intrade_observed_tick_history_test
     )
     if(OPTIONX_LIGHTWEIGHT_BRIDGE_SMOKE_TESTS)
         list(APPEND OPTIONX_LIGHTWEIGHT_TESTS

guides/api-and-header-contracts.md

@@ -70,6 +70,28 @@
 `include`. Он совпадает с consumer contract `<optionx_cpp/...>` и не маскирует
 неверные cross-domain quoted includes во вложенных headers.
 
+### Internal Leaf Include Context
+
+Classify a header before adding a project include. A supported public
+aggregate/facade owns the include closure for its internal leaves; a leaf is
+not automatically a standalone include target.
+
+- Headers under `platforms/<Platform>/`, `market_data/`, and `data/*` are
+  internal leaves unless this document explicitly lists them as public entry
+  points.
+- Do not add a cross-domain project include, `../` path, or broad aggregate to
+  an internal leaf solely to make a direct include compile. Put the prerequisite
+  in the owning aggregate, in the intended order, using the installed
+  `<optionx_cpp/...>` spelling for cross-domain edges.
+- For example, `platforms.hpp` prepares shared `utils`, `data`, `components`,
+  and platform prerequisites before including `platforms/IntradeBarPlatform.hpp`.
+  The latter then includes `platforms/IntradeBarPlatform/ObservedTickHistory.hpp`
+  through the prepared context.
+- Include-contract tests and examples must include the supported aggregate
+  (`<optionx_cpp/platforms.hpp>` in this case), not the internal leaf. A direct
+  leaf test is appropriate only when standalone leaf compilation is an
+  intentional documented contract.
+
 ## Header-Only Ownership
 
 `optionx_cpp` - header-only C++17 библиотека. Большая часть публичной
@@ -268,6 +290,32 @@ Contract rules:
 - `MarketDataContinuityService` is the thin helper for routing recovered history
   into the same bar batch pipeline. It marks payload bars as
   `HISTORICAL` and, for gap recovery, `BACKFILL`.
+- Historical ticks use `TickHistoryRequest` and `TickHistoryResult` with an
+  inclusive millisecond range. `range_complete` is an explicit completeness
+  assertion; successful observations with `false` must not be used as proof of
+  continuity. Equal timestamps are valid, and exact duplicate removal remains
+  provider/consumer policy.
+
+### Intrade observed tick history
+
+`platforms::IntradeBarPlatform::fetch_tick_history()` reads a bounded in-memory
+archive populated by the platform's `/price_now` polling path. These are
+observed quote snapshots, not a historical tick endpoint supplied by the
+broker:
+
+- `Tick::time_ms` keeps the broker timestamp, whose effective granularity is
+  one second.
+- `Tick::received_ms` keeps local receipt time when the polling response was
+  parsed.
+- The archive is per symbol, session-scoped, non-persistent, and bounded by
+  item count and lookback duration.
+- Identical market observations are deduplicated; distinct observations with
+  the same second remain separate.
+- `range_complete=true` is returned only for aligned requests where every
+  expected one-second sample is retained. Missing, unaligned, or evicted
+  samples leave it false while the returned observations remain usable.
+- `trade_check2.php` is a trade settlement/result check keyed by deal ID. It
+  is not the implementation of `fetch_tick_history()`.
 - `BarSubscriptionRequest::continuity` enables Router-owned bar prefill and
   optional timestamp-gap recovery. Router buffers live batches until the
   corresponding history operation completes and reports route-scoped progress

guides/build-and-test.md

@@ -191,8 +191,7 @@ destination `OptionX` folders.
 обновляй тест, который подключает intended public entry point:
 
 ```cpp
-#include <optionx_cpp/data.hpp>
-#include <optionx_cpp/platforms/IntradeBarPlatform.hpp>
+#include <optionx_cpp/platforms.hpp>
 ```
 
 Direct leaf includes допустимы для white-box tests only when that domain

guides/coding-style.md

@@ -26,6 +26,10 @@
   prefix, for example `<optionx_cpp/data/trading.hpp>` or
   `<optionx_cpp/utils/tasks.hpp>`. Do not use quoted `"optionx_cpp/..."` paths
   and do not rely on `include/optionx_cpp` as an additional include root.
+- This cross-domain rule applies to supported aggregates and facades. Internal
+  leaves receive that context from their owner and must not add a project
+  cross-domain include, `../` path, or broad aggregate solely to compile in
+  isolation.
 - Prefer the nearest aggregate header for public-domain and cross-domain
   dependencies; do not rebuild aggregate include order inside leaf DTO headers.
 - Do not use `../` in `#include` directives.

guides/market-data-router.md

@@ -634,11 +634,23 @@ service.request_tick_history_batch(
     true); // require_complete_range
 ```
 
-`MarketDataRouter` still integrates continuity only for bars. No current
-provider in this repository exposes authoritative tick history, so the base
-operation returns `false` until a provider-specific endpoint and semantics are
-implemented. This is intentional: a current-price snapshot cannot be reused as
-historical tick data.
+`MarketDataRouter` still has its mature continuity state machine on bars. The
+Intrade Bar provider now also implements `fetch_tick_history()` as a bounded,
+session-scoped archive of observed `/price_now` snapshots. This is useful for
+short reconnect windows, but it is not an authoritative broker tick archive:
+
+- broker timestamps have one-second granularity;
+- the archive starts empty for a new authenticated session and evicts old data;
+- `range_complete=true` means every expected observed second is retained, not
+  that every broker micro-event was captured;
+- distinct snapshots sharing one second are preserved, while exact duplicate
+  snapshots are removed;
+- `trade_check2.php` remains a settlement/trade-result API and is not used for
+  range history.
+
+Router tick continuity is the next layer. Until that integration is enabled,
+callers can use the provider operation directly and must treat
+`range_complete=false` as an observation result rather than continuity proof.
 
 ## Owner Loop And Bot Threads
 

guides/market-data-router.ru.md

@@ -791,8 +791,21 @@ service.request_tick_history_batch(
     true); // require_complete_range
 ```
 
-`MarketDataRouter` пока интегрирует continuity только для bars. Ни один
-текущий provider в этом репозитории не предоставляет authoritative tick
-history, поэтому базовая операция возвращает `false`, пока не появятся
-конкретный endpoint и его семантика. Это намеренно: текущий price snapshot
-нельзя выдавать за исторические ticks.
+`MarketDataRouter` уже имеет полноценную state machine continuity для bars.
+Кроме того, Intrade Bar теперь реализует `fetch_tick_history(...)` через
+ограниченный архив наблюдаемых snapshots из `/price_now`. Это полезно для
+короткого восстановления после reconnect, но не является authoritative
+broker tick archive:
+
+- broker timestamps имеют гранулярность в одну секунду;
+- архив пуст для новой authenticated session и вытесняет старые данные;
+- `range_complete=true` означает наличие каждого ожидаемого наблюдаемого
+  second, а не получение каждого micro-event брокера;
+- разные snapshots с одним timestamp сохраняются, а полностью одинаковые
+  snapshots удаляются;
+- `trade_check2.php` остаётся settlement/trade-result API и не используется
+  для range history.
+
+Интеграция tick continuity в Router выполняется следующим слоем. До неё
+вызывающий код может использовать provider operation напрямую и обязан
+считать `range_complete=false` observations, а не доказательством continuity.

guides/platform-api-guide.md

@@ -91,6 +91,7 @@ long-lived condition hub does not retain a stale tradable snapshot.
 | `apply_subscriptions(batch, callback)` | Атомарно применить набор subscribe/unsubscribe изменений | Одиночные helpers являются wrappers над batch |
 | `unsubscribe(handle, callback)` | Остановить live stream | Handle должен принадлежать этому provider instance |
 | `fetch_bar_history(request, callback)` | Запросить исторические бары | Возвращает `BarHistoryResult`, а не пустой массив при ошибке |
+| `fetch_tick_history(request, callback)` | Получить наблюдаемые или исторические ticks | Inclusive millisecond range; `range_complete` отделяет доказанную полноту от observations |
 
 Subscription rules:
 
@@ -128,6 +129,9 @@ Subscription rules:
   timer-based final snapshot to be delivered.
 - `MarketDataContinuityService` routes recovered historical bars into the same
   `BarDataBatch` pipeline and marks them as `HISTORICAL`/`BACKFILL`.
+- `TickHistoryRequest` and `TickHistoryResult` use inclusive millisecond ranges.
+  A successful result may be useful even when `range_complete=false`; that
+  flag is the provider's proof that the requested range is fully accounted for.
 - `BarSubscriptionRequest::continuity` lets `MarketDataRouter` request initial
   bar history before live delivery and optionally recover timestamp gaps. Live
   batches are buffered while history is in flight. Route-scoped progress is
@@ -146,11 +150,13 @@ Subscription rules:
   `READY`, while a plain or completed `PREFILL` route does not gain outage
   recovery. Tick routes do not have this guarantee because the provider contract
   still lacks generic tick-history.
-- Router continuity is currently bar-only. Providers have a separate
-  `fetch_tick_history()` contract with inclusive millisecond ranges and an
-  explicit `range_complete` result, but no current provider implements
-  authoritative tick history yet. See the complete EN/RU Router guides and
-  `market_data_continuity_example.cpp`.
+- Router continuity is currently bar-first. Intrade additionally exposes a
+  bounded, session-scoped observed-tick archive populated by `/price_now`.
+  Its timestamps have one-second broker granularity, and `range_complete=true`
+  means every expected observed second is present in the retained archive, not
+  that every broker micro-event was captured. The archive is non-persistent and
+  starts empty for a new authenticated session. `trade_check2.php` remains a
+  settlement/trade-result endpoint and is not used for tick history.
 - `BaseMarketDataProvider` is non-copyable and non-movable so provider identity
   cannot be duplicated after handles were issued.
 - Public subscriptions describe consumer routing. Internal platform polling or

guides/refactor-backlog.md

@@ -14,17 +14,18 @@ series. Keep it short and remove items once they are handled.
   monotonic stale/degraded durations.
 - The generic tick-history foundation now has typed timestamp-range request and
   result DTOs, a provider hook, ordering/range validation, explicit
-  completeness semantics, and a batch adapter. No provider-specific endpoint
-  or Router tick continuity is implied yet.
+  completeness semantics, and a batch adapter.
+- Intrade Bar now exposes a bounded, session-scoped observed-tick archive fed by
+  `/price_now`. It preserves distinct same-second snapshots and reports
+  `range_complete` only for proven one-second coverage; it is not a persistent
+  or authoritative broker tick archive.
 
 ## Next PR Candidates
 
-- Add a provider-specific tick-history implementation only where the provider
-  can supply authoritative historical ticks, then integrate it with Router
-  continuity in a separate change.
-- Integrate tick continuity into Router only after a provider-specific history
-  endpoint defines sequence/timestamp deduplication, retry, and history-to-live
-  boundary semantics.
+- Integrate Intrade's observed-tick archive with Router continuity while keeping
+  incomplete ranges fail-closed and documenting the session/retention limit.
+- Add an authoritative provider tick-history implementation only if a broker
+  later exposes one; do not treat `trade_check2.php` as a range-history API.
 - Replace the dense-bar assumption with an explicit provider completeness
   capability or `range_complete` history result for session-based markets.
 - Allow reconnect candle boundaries to use a broker-aligned clock instead of

include/optionx_cpp/platforms/IntradeBarPlatform.hpp

@@ -14,6 +14,7 @@
 #include "IntradeBarPlatform/AuthData.hpp"
 #include "IntradeBarPlatform/AccountInfoData.hpp"
 #include "IntradeBarPlatform/ApiResponses.hpp"
+#include "IntradeBarPlatform/ObservedTickHistory.hpp"
 #include "IntradeBarPlatform/http_utils.hpp"
 #include "IntradeBarPlatform/http_parsers.hpp"
 #include "IntradeBarPlatform/HttpClientComponent.hpp"
@@ -46,7 +47,8 @@ namespace optionx::platforms {
         ///
         /// Initializes all required components, including HTTP communication, authentication,
         /// balance tracking, trade execution, and price updates.
-        IntradeBarPlatform()
+        explicit IntradeBarPlatform(
+                intrade_bar::IntradeObservedTickHistoryOptions tick_history_options = {})
             : BaseTradingPlatform(std::make_shared<intrade_bar::AccountInfoData>()),
               m_http_client(*this),
               m_request_manager(*this, m_http_client),
@@ -55,7 +57,8 @@ namespace optionx::platforms {
               m_balance_manager(*this, m_request_manager, m_account_info),
               m_active_trades_sync_manager(*this, m_request_manager, m_account_info),
               m_trading_condition_manager(*this, m_account_info),
-              m_price_manager(*this, m_request_manager),
+              m_tick_history(std::move(tick_history_options)),
+              m_price_manager(*this, m_request_manager, m_tick_history),
               m_btc_price_manager(*this),
               m_fx_price_websocket_manager(*this),
               m_market_data_subscriptions(
@@ -153,6 +156,18 @@ namespace optionx::platforms {
             return true;
         }
 
+        /// \brief Returns observed Intrade polling ticks from the in-memory archive.
+        /// \param request Inclusive broker-time range in milliseconds.
+        /// \param callback Callback receiving observations or a typed failure.
+        /// \return True when the request was accepted for local processing.
+        bool fetch_tick_history(
+                const TickHistoryRequest& request,
+                market_data::BaseMarketDataProvider::tick_history_callback_t callback) override {
+            if (!callback || !request.valid()) return false;
+            callback(m_tick_history.fetch(request));
+            return true;
+        }
+
         /// \brief Returns the live bar data callback.
         market_data::BaseMarketDataProvider::bars_callback_t& on_bar_data() override {
             return m_bar_data_callback;
@@ -236,6 +251,7 @@ namespace optionx::platforms {
         intrade_bar::BalanceManager       m_balance_manager;  ///< Tracks account balance.
         intrade_bar::ActiveTradesSyncManager m_active_trades_sync_manager; ///< Syncs broker active trade snapshots.
         intrade_bar::TradingConditionManager m_trading_condition_manager; ///< Publishes current trading conditions.
+        intrade_bar::IntradeObservedTickHistory m_tick_history; ///< Bounded polling tick archive.
         intrade_bar::PriceManager         m_price_manager;    ///< Retrieves and updates price data.
         intrade_bar::BtcPriceManager      m_btc_price_manager;///< Retrieves BTC/USDT quotes from the websocket stream.
         intrade_bar::FxPriceWebSocketManager m_fx_price_websocket_manager; ///< Retrieves FX quotes from websocket streams.