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fix(market-data): chunk initial tick prefill - #167

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LimiNode wants to merge 1 commit into
fix/tick-continuity-dedupfrom
feat/tick-prefill-chunks
Open

fix(market-data): chunk initial tick prefill#167
LimiNode wants to merge 1 commit into
fix/tick-continuity-dedupfrom
feat/tick-prefill-chunks

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@LimiNode

@LimiNode LimiNode commented Sep 8, 2026

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Summary

  • bound initial tick prefill by max_backfill_ms`n- continue inclusive chunks with provider-grid overlap until the prefill boundary
  • keep buffered live ticks until the final chunk and preserve restart-to-current-boundary semantics
  • add normal and interrupted chunked-prefill regression tests
  • document the contract in EN and RU guides

Verification

  • market_data_tick_continuity_test: 18/18
  • market_data_tick_history_contract_test: 8/8
  • market_data_router_test: 23/23
  • market_data_subscription_contract_test: 26/26
  • market_data_hub_test: 4/4
  • market_data_continuity_test: 46/46
  • git diff --check: passed

Stacked on #166 (base branch: ix/tick-continuity-dedup).

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