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feat(market-data): harden bar continuity recovery - #159

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LimiNode merged 4 commits into
feat/market-data-continuityfrom
feat/market-data-reliability
Sep 5, 2026
Merged

feat(market-data): harden bar continuity recovery#159
LimiNode merged 4 commits into
feat/market-data-continuityfrom
feat/market-data-reliability

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@LimiNode LimiNode commented Sep 3, 2026

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Summary

  • harden bar continuity gap recovery with bounded provider requests;
  • validate that each successful gap response covers every expected timeframe slot after clipping to the actual request range;
  • reject partial or out-of-range gap history without delivering it or advancing the delivery watermark;
  • retain per-route continuity trust watermarks so terminal unusable history marks the earliest unresolved boundary;
  • keep DEGRADED sticky across later unrelated successful gap repairs until the unresolved range is verified;
  • report FAILED followed by DEGRADED when live delivery resumes without verified continuity;
  • report the actual bounded history range in continuity telemetry;
  • keep retry state value-owned, use owner-loop process() with capped exponential backoff, and use steady_clock deadlines;
  • keep live buffering bounded and document the recovery contract in EN and RU guides.

This PR is intentionally stacked on feat/market-data-continuity / PR #158.

Verification

  • market_data_continuity_test: 24/24, compiled and run directly with MinGW;
  • market_data_continuity_example.cpp: standalone syntax check passed;
  • git diff --check: passed.

The continuity suite covers missing-range start/end, clipping, actual bounded telemetry, sticky degradation after partial gaps and failed prefills, retry scheduling, buffer limits, stream mismatch, shutdown with in-flight history, and recovery failure semantics.

@LimiNode
LimiNode force-pushed the feat/market-data-reliability branch from 3b7c3b2 to a7d7d35 Compare September 4, 2026 22:01
@LimiNode
LimiNode marked this pull request as ready for review September 5, 2026 00:03
@LimiNode
LimiNode merged commit 8ce865c into feat/market-data-continuity Sep 5, 2026
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