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feat(market-data): add Router tick continuity - #165

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LimiNode merged 5 commits into
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feat/router-observed-tick-continuity
Sep 8, 2026
Merged

feat(market-data): add Router tick continuity#165
LimiNode merged 5 commits into
mainfrom
feat/router-observed-tick-continuity

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@LimiNode

@LimiNode LimiNode commented Sep 7, 2026

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Summary

  • connect TickSubscriptionRequest continuity to Router history-first delivery
  • add tick prefill, gap detection, bounded recovery, retry, reconnect STALE/READY handling, sticky DEGRADED and exact-overlap deduplication
  • keep event-oriented tick recovery inclusive: expected_interval_ms is only a suspicion threshold, the triggering tick is retained, and bounded chunks overlap without inventing tick slots
  • use Intrade observed /price_now history through fetch_tick_history(); preserve distinct same-second observations
  • align Intrade history requests to the provider clock/grid; estimate broker offset from a bounded median of recent time_ms - received_ms samples
  • stop history recovery at the last completed Intrade provider boundary instead of rounding an off-grid live timestamp into the future
  • document the EN/RU contract and register the regression suite

This PR is stacked on #164 (feat/intrade-observed-tick-history).

Verification

  • Ubuntu Smoke run 34214674466: passed
  • Windows Smoke run 34214674525: passed
  • market_data_tick_continuity_test: 13/13 locally
  • market_data_subscription_contract_test: 25/25
  • market_data_router_test: 23/23
  • market_data_continuity_test: 46/46
  • market_data_tick_history_contract_test: 8/8
  • intrade_observed_tick_history_test: passed in Ubuntu and Windows CI
  • git diff --check: passed

@LimiNode
LimiNode force-pushed the feat/router-observed-tick-continuity branch from f406f0b to 5241905 Compare September 7, 2026 12:22
@LimiNode
LimiNode force-pushed the feat/router-observed-tick-continuity branch from f16c4bb to ee388da Compare September 7, 2026 17:41
@LimiNode
LimiNode changed the base branch from feat/intrade-observed-tick-history to main September 8, 2026 18:00
@LimiNode
LimiNode merged commit 7d7a65f into main Sep 8, 2026
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