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fix(market-data): deduplicate tick history overlaps - #166

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LimiNode wants to merge 1 commit into
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fix/tick-continuity-dedup
Open

fix(market-data): deduplicate tick history overlaps#166
LimiNode wants to merge 1 commit into
mainfrom
fix/tick-continuity-dedup

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@LimiNode

@LimiNode LimiNode commented Sep 8, 2026

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Summary

  • make tick history-overlap identity configurable per route
  • add provider default identity hook; Intrade defaults to timestamp identity
  • support timestamp, time-plus-prices, and exact-observation policies
  • retain the last delivered timestamp group and remove exact policy matches across inclusive history batches and prefill anchors
  • replace quadratic intra-batch deduplication with hash-based lookup
  • add cross-batch, provider-default, route-override, and public contract regressions
  • synchronize EN/RU Router and API-contract documentation

This fixes duplicate delivery of inclusive history anchors while preserving distinct observations when the selected identity policy considers them distinct.

Chunked initial prefill for max_backfill_ms is intentionally left for the next stacked PR.

Verification

  • market_data_subscription_contract_test: 26/26
  • market_data_router_test: 23/23
  • market_data_continuity_test: 46/46
  • market_data_tick_history_contract_test: 8/8
  • market_data_tick_continuity_test: 16/16
  • intrade_observed_tick_history_test: 7/7
  • public umbrella-header C++17 syntax-check: passed
  • git diff --check: passed

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