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[codex] Finalize elapsed Intrade live bars - #151

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LimiNode merged 1 commit into
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fix/intrade-live-bar-finalization
Sep 3, 2026
Merged

[codex] Finalize elapsed Intrade live bars#151
LimiNode merged 1 commit into
mainfrom
fix/intrade-live-bar-finalization

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@LimiNode

@LimiNode LimiNode commented Aug 27, 2026

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Summary

  • finalize initialized Intrade live bars from the platform process cycle when their timeframe bucket has elapsed
  • preserve source price and volume precision for timer-finalized batches
  • ignore late ticks for finalized buckets while allowing later buckets to open normally
  • document the process-driven finalization contract

Tests

  • intrade_bar_api_response_test.exe --gtest_filter=IntradeBarApiResponses.IntradeBarBarSubscription* --gtest_brief=1 (5 passed)
  • intrade_bar_api_response_test.exe --gtest_brief=1 (83 passed)
  • header_only_odr_test.exe --gtest_brief=1 (4 passed)
  • market_data_subscription_contract_test.exe --gtest_brief=1 (21 passed)

Follow-up

  • Decouple event-time bar bucketing from local receipt/deadline timing so timer finalization remains stable under broker/local clock skew while preserving tick-driven next-bucket finalization.

Finalize initialized live bars from the platform process cycle when their timeframe bucket has elapsed, even when no next-bucket tick arrives. Preserve source precision metadata, ignore late ticks for finalized buckets, and document the callback lifecycle contract.
@LimiNode
LimiNode force-pushed the fix/intrade-live-bar-finalization branch from 8a92678 to eacae27 Compare September 3, 2026 00:39
@LimiNode
LimiNode marked this pull request as ready for review September 3, 2026 00:58
@LimiNode
LimiNode merged commit 7d61c34 into main Sep 3, 2026
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