feat: MD pipeline — market-data-service hardening + SenpAI NATS consumer

Producer (market-data-service):
- Backpressure: smart drop policy (heartbeats→quotes→trades preserved)
- Heartbeat monitor: synthetic HeartbeatEvent on provider silence
- Graceful shutdown: WS→bus→storage→DB engine cleanup sequence
- Bybit V5 public WS provider (backup for Binance, no API key needed)
- FailoverManager: health-based provider switching with recovery
- NATS output adapter: md.events.{type}.{symbol} for SenpAI
- /bus-stats endpoint for backpressure monitoring
- Dockerfile + docker-compose.node1.yml integration
- 36 tests (parsing + bus + failover), requirements.lock

Consumer (senpai-md-consumer):
- NATSConsumer: subscribe md.events.>, queue group senpai-md, backpressure
- State store: LatestState + RollingWindow (deque, 60s)
- Feature engine: 11 features (mid, spread, VWAP, return, vol, latency)
- Rule-based signals: long/short on return+volume+spread conditions
- Publisher: rate-limited features + signals + alerts to NATS
- HTTP API: /health, /metrics, /state/latest, /features/latest, /stats
- 10 Prometheus metrics
- Dockerfile + docker-compose.senpai.yml
- 41 tests (parsing + state + features + rate-limit), requirements.lock

CI: ruff + pytest + smoke import for both services
Tests: 77 total passed, lint clean
Co-authored-by: Cursor <cursoragent@cursor.com>

docker-compose.node1.yml

@@ -626,6 +626,76 @@ services:
       timeout: 10s
       retries: 3
       start_period: 60s
+  market-data-service:
+    container_name: dagi-market-data-node1
+    restart: unless-stopped
+    build:
+      context: ./services/market-data-service
+      dockerfile: Dockerfile
+    environment:
+      - BINANCE_WS_URL=wss://stream.binance.com:9443/ws
+      - BYBIT_WS_URL=wss://stream.bybit.com/v5/public/spot
+      - ALPACA_DRY_RUN=true
+      - SQLITE_URL=sqlite+aiosqlite:////data/market_data.db
+      - JSONL_PATH=/data/events.jsonl
+      - HTTP_HOST=0.0.0.0
+      - HTTP_PORT=8891
+      - NATS_URL=nats://nats:4222
+      - NATS_ENABLED=true
+      - NATS_SUBJECT_PREFIX=md.events
+      - LOG_LEVEL=INFO
+      - LOG_SAMPLE_RATE=500
+    ports:
+      - "8891:8891"
+    volumes:
+      - market-data-node1:/data
+    networks:
+      - dagi-network
+    depends_on:
+      - nats
+    command: ["run", "--provider", "binance,bybit", "--symbols", "BTCUSDT,ETHUSDT"]
+    healthcheck:
+      test:
+        - CMD-SHELL
+        - python -c "import urllib.request; urllib.request.urlopen('http://localhost:8891/health')"
+      interval: 15s
+      timeout: 5s
+      retries: 3
+      start_period: 10s
+  senpai-md-consumer:
+    container_name: dagi-senpai-md-consumer-node1
+    restart: unless-stopped
+    build:
+      context: ./services/senpai-md-consumer
+      dockerfile: Dockerfile
+    environment:
+      - NATS_URL=nats://nats:4222
+      - NATS_SUBJECT=md.events.>
+      - NATS_QUEUE_GROUP=senpai-md
+      - FEATURES_ENABLED=true
+      - FEATURES_PUB_RATE_HZ=10
+      - FEATURES_PUB_SUBJECT=senpai.features
+      - SIGNALS_PUB_SUBJECT=senpai.signals
+      - ALERTS_PUB_SUBJECT=senpai.alerts
+      - LOG_LEVEL=INFO
+      - HTTP_PORT=8892
+    ports:
+      - "8892:8892"
+    networks:
+      - dagi-network
+    depends_on:
+      nats:
+        condition: service_started
+      market-data-service:
+        condition: service_healthy
+    healthcheck:
+      test:
+        - CMD-SHELL
+        - python -c "import urllib.request; urllib.request.urlopen('http://localhost:8892/health')"
+      interval: 15s
+      timeout: 5s
+      retries: 3
+      start_period: 15s
 volumes:
   qdrant-data-node1: null
   neo4j-data-node1: null
@@ -640,6 +710,7 @@ volumes:
   nats-data-node1: null
   minio-data-node1: null
   postgres_data_node1: null
+  market-data-node1: null
 networks:
   dagi-network:
     external: true