Feat/v2 stable rust binance okx

.env.example

@@ -1,6 +1,15 @@
 # ── DNSE OpenAPI ────────────────────────────────
 DNSE_API_KEY=
 DNSE_API_SECRET_KEY=
+DNSE_API_VERSION=2026-07-23
+DNSE_REST_BASE=https://openapi.dnse.com.vn
+DNSE_WS_BASE=wss://ws-openapi.dnse.com.vn
+# Keep false unless an approved egress proxy is required and monitored.
+DNSE_REST_USE_ENV_PROXY=false
+DNSE_REST_CONNECT_TIMEOUT_SECONDS=5
+DNSE_REST_READ_TIMEOUT_SECONDS=30
+DNSE_REST_ATTEMPTS=4
+DNSE_REST_MAX_BACKOFF_SECONDS=30
 
 # ── vnstock ─────────────────────────────────────
 VNSTOCK_API_KEY=
@@ -35,6 +44,13 @@ DATA_LAYER_PRELOAD_WATCHDOG_ENABLED=true
 BINANCE_WS_MAX_CONNS_PER_SOURCE=0
 STREAM_STALE_SECONDS=180
 STREAM_STRICT_FEED_HEALTH=false
+BINANCE_WS_FIRST_FRAME_TIMEOUT_SECONDS=15
+BINANCE_WS_IDLE_TIMEOUT_SECONDS=90
+BINANCE_WS_QUEUE_PUT_TIMEOUT_SECONDS=2
+BINANCE_KLINE_RECOVERY_ENABLED=true
+BINANCE_KLINE_RECOVERY_POLL_SECONDS=2
+BINANCE_KLINE_RECOVERY_SETTLE_SECONDS=1
+BINANCE_KLINE_RECOVERY_CONCURRENCY=4
 BINANCE_SYMBOLS_FILE=/app/data/cache/binance_usdm_symbols.json
 BINANCE_SPOT_SYMBOLS_FILE=/app/symbols_spot.json
 

AGENTS.md

@@ -0,0 +1,63 @@
+# Data Layer Agent Rules
+
+This tracked file carries the workspace baseline into every clone of this
+repository. For Data Layer work, the mandatory main journal is
+`DATA_LAYER_UNIFIED_IMPLEMENTATION_PLAN.md`; detailed design is governed by
+`upgrade/quant-data-layer-fund-grade-upgrade-architecture.md` and applicable
+provider guides. Host-level `/home/bobby/AGENTS.md`, when present, may add
+stricter workspace rules but may not weaken this file.
+
+## Scope And Sources Of Truth
+
+1. Before acting, read the nearest `AGENTS.md`, the project's main implementation plan, the approved detailed guide, and the relevant code/config. Do not rely on chat memory alone.
+2. When the user asks to discuss, evaluate, explain, or plan only, do not edit files, restart services, mutate data, or run destructive commands.
+3. Implement only the approved scope. Report newly discovered out-of-scope bugs and proposed fixes before changing them unless the user explicitly authorized fixing all discovered issues.
+4. Preserve the declared domain source of truth. For alpha migrations, backtest/approved research logic and parameters are authoritative unless the user says otherwise. Do not silently simplify business logic.
+
+## Mandatory Plan Journal
+
+5. Every project change must be recorded in that project's main plan markdown. The plan update is part of the implementation transaction, not optional documentation after the fact.
+6. Before code changes, record or confirm the phase/task status, goal, guide links, approved scope, invariants, test gates, rollback, and decision boundary in the main plan.
+7. During implementation, update the plan incrementally after each coherent tested slice with exact work completed, commands/tests actually run, results, cleanup evidence, decisions, and remaining debt.
+8. Never claim a task or phase is complete until the main plan and any governing detailed guide agree with the code and evidence. A final response must state the recorded status and link/path.
+9. Technical debt means a real external, cost, infrastructure, licensing, business-semantics, or approval gate. Fix in-scope defects before closure; do not relabel unfinished work or failed tests as debt.
+10. If a project has no identified main plan, identify or create one before substantial implementation. Do not scatter progress across ad hoc markdown files without linking them from the main plan.
+
+## Runtime And Data Safety
+
+11. Protect running production/V1 consumers by default. Use isolated names, ports, networks, schemas, Redis prefixes, volumes, topics, consumer groups, credentials, and evidence paths for development and tests.
+12. Do not restart, recreate, cut over, prune, flush, truncate, force-close, delete volumes/data, or change authority unless the user explicitly approves the exact blast radius and rollback.
+13. Production/shadow market data must come from approved real providers or replay of durably captured provider bytes. Synthetic/generated data is test-only and must carry test provenance.
+14. Never commit secrets, raw credentials, private keys, unbounded logs, caches, runtime state, or generated data. Evidence stores identifiers, hashes, bounded metrics, and provenance only.
+15. Clean disposable test resources and scoped smoke rows after verification. Never clean shared state broadly when an exact alpha/account/test namespace is available.
+
+## Verification And Evidence
+
+16. Test correctness before performance: identity, units, decimals, timestamps/timezones, ordering, bar closure, sequence, source authority, state transitions, risk/order semantics, and business-domain parity.
+17. Use applicable unit, contract/golden, parity/oracle, migration-idempotency, integration, failure/reconnect, recovery/rollback, compatibility, security, resource/capacity, and bounded real-provider tests.
+18. A health endpoint or process-up state alone is not acceptance. Report exact cases, pass/fail/skip counts, untested boundaries, production mutations, and cleanup results.
+19. Never present local/same-host rehearsal as production, HA, independent failure-domain, broker-authoritative, sandbox/live, or real-provider evidence. Missing evidence fails closed and is documented honestly.
+20. Read large logs and databases intelligently: filter relevant time ranges and warning/error/event IDs first, then query exact related rows. Avoid unbounded output and token-heavy tool use.
+
+## Git And Change Discipline
+
+21. Inspect branch/worktree before editing. Preserve user/unrelated changes and never revert them without explicit instruction.
+22. Use feature branches from `dev` when the repository workflow requires it. Feature branches merge to `dev`; `main` is release-only. Never merge or push unless explicitly requested.
+23. Commit each coherent, tested implementation slice with a clear message. Do not create excessive tiny commits or one giant untraceable commit.
+24. Commits must use the user's configured identity (`BobbyAxerol <vugioan11022002@gmail.com>`), never a system/root identity. Verify identity before commit.
+25. Before commit: run `git diff --check`, inspect staged scope, confirm tests/evidence and plan updates, and exclude unrelated files. After commit: report commit SHA, branch, worktree state, and whether anything was pushed/merged.
+
+## Engineering And Operations
+
+26. Prefer existing shared runtime, SDK, contracts, wrappers, parsers, and domain abstractions. Copy unchanged code mechanically when appropriate; avoid duplicated strategy-specific infrastructure.
+27. Keep public V1/stable endpoints and schemas backward-compatible unless an approved versioned migration says otherwise. Internal implementation language and transport must stay behind contracts.
+28. Design provider-neutral, venue-capability-driven, scalable boundaries. Do not hardcode one venue/mode where the domain needs extension to Binance, OKX, DNSE/VN, Deribit, or future brokers.
+29. Optimize only after correctness. Measure CPU, memory, disk, queue/lag, I/O and latency; require no unexplained loss, duplicate, gap, or state mismatch before promotion.
+30. Keep logs structured, host-visible where required, bounded and aligned to strategy/feed intervals. Avoid tick-level INFO spam unless actively diagnosing a new feed.
+31. Use the smallest useful set of tools and agents. Prefer `rg`, targeted reads, scoped tests, reusable commands, and compact evidence over broad scans or repeated full-output calls.
+32. Use `apply_patch` for manual edits when available. If the sandbox helper is broken, use an exact-match scripted replacement and immediately verify the diff.
+
+## Reporting
+
+33. Working updates explain what is being checked or changed and why. Final reports state: implemented scope, domain behavior, tests/evidence, runtime impact, cleanup, remaining decision gates, commit/branch, and the next permitted step.
+34. Do not hide blockers or overstate readiness. Distinguish `implemented`, `tested locally`, `shadow-certified`, `production-ready`, and `production-authoritative` explicitly.

Cargo.toml

@@ -4,6 +4,7 @@ members = [
     "rust/qdl-core",
     "rust/qdl-kafka",
     "rust/qdl-provider-envelope",
+    "rust/qdl-realtime-core",
     "rust/qdl-venue-core",
 ]
 resolver = "2"
@@ -27,6 +28,6 @@ rustls = { version = "=0.23.43", default-features = false, features = ["ring", "
 serde = { version = "=1.0.228", features = ["derive"] }
 serde_json = "=1.0.145"
 sha2 = "0.10.9"
-tokio = { version = "=1.48.0", features = ["fs", "io-util", "macros", "rt-multi-thread", "sync", "time"] }
+tokio = { version = "=1.48.0", features = ["fs", "io-util", "macros", "rt-multi-thread", "signal", "sync", "time"] }
 tokio-tungstenite = { version = "=0.24.0", features = ["rustls-tls-webpki-roots"] }
 zeroize = "=1.8.1"