Add deterministic order book delta validation#5
Conversation
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Thanks for the PR. This is the current candidate for the WebSocket/order book delta validation bounty. Before this can be forwarded for upstream bounty review, I need to verify the diagnostic bundle and scope. Please keep the PR focused on issue #4, make sure the diagnostic files are exactly what If this PR remains fork-only, an upstream PR against |
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Thanks for the clarification. I opened the upstream PR here for merge and payout review: I also rechecked the scope: the candidate diff is limited to cd market && go test ./orderbook ./matching ./ws |
Summary
Adds deterministic order book snapshot and delta validation coverage for #4, including state-preservation checks for malformed, stale, out-of-order, and checksum-mismatched payloads.
Changes
DepthDelta,DepthDeltaLevel,ApplySnapshot, andApplyDeltahelpers for local order book delta handling.diagnostic/build-182f71ab.jsonanddiagnostic/build-182f71ab.logdfrom the required build run.Testing
cd market && go test ./orderbook ./matching ./ws- passpython3 build.py- 8/10 modules pass;marketpasses. Existing unrelated local failures remain infrailboxon macOS (MAP_HUGETLB) andopenapi-haskelldue missing Haskell packages (Data.Yaml/ related modules). Diagnostic artifacts were generated successfully.Checklist
Closes #4