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>

services/market-data-service/tests/test_bybit_parse.py

@@ -0,0 +1,151 @@
+"""
+Unit tests for Bybit provider — raw JSON → domain event parsing.
+"""
+import pytest
+
+from app.domain.events import EventType
+from app.providers.bybit import BybitProvider
+
+
+@pytest.fixture
+def provider():
+    return BybitProvider()
+
+
+# ── Trade parsing ──────────────────────────────────────────────────────
+
+
+def test_parse_trade_basic(provider):
+    """Basic publicTrade parsing."""
+    raw = {
+        "topic": "publicTrade.BTCUSDT",
+        "data": [
+            {
+                "s": "BTCUSDT",
+                "S": "Buy",
+                "v": "0.001",
+                "p": "70500.5",
+                "T": 1672515782136,
+                "i": "trade123",
+            }
+        ],
+    }
+    event = provider._parse(raw)
+    assert event is not None
+    assert event.event_type == EventType.TRADE
+    assert event.symbol == "BTCUSDT"
+    assert event.price == 70500.5
+    assert event.size == 0.001
+    assert event.side == "buy"
+    assert event.trade_id == "trade123"
+    assert event.provider == "bybit"
+
+
+def test_parse_trade_sell_side(provider):
+    """Sell side trade."""
+    raw = {
+        "topic": "publicTrade.ETHUSDT",
+        "data": [
+            {
+                "s": "ETHUSDT",
+                "S": "Sell",
+                "v": "10.5",
+                "p": "2100.00",
+                "T": 1672515782136,
+                "i": "t456",
+            }
+        ],
+    }
+    event = provider._parse(raw)
+    assert event.side == "sell"
+    assert event.symbol == "ETHUSDT"
+
+
+def test_parse_trade_batch_takes_last(provider):
+    """Multiple trades in a batch — takes the last one."""
+    raw = {
+        "topic": "publicTrade.BTCUSDT",
+        "data": [
+            {"s": "BTCUSDT", "S": "Buy", "v": "0.001", "p": "70000.0", "T": 100, "i": "first"},
+            {"s": "BTCUSDT", "S": "Sell", "v": "0.01", "p": "70100.0", "T": 200, "i": "last"},
+        ],
+    }
+    event = provider._parse(raw)
+    assert event.trade_id == "last"
+    assert event.price == 70100.0
+
+
+def test_parse_trade_timestamp(provider):
+    """Exchange timestamp is correctly parsed."""
+    raw = {
+        "topic": "publicTrade.BTCUSDT",
+        "data": [
+            {"s": "BTCUSDT", "S": "Buy", "v": "1", "p": "70000", "T": 1672515782136, "i": "x"},
+        ],
+    }
+    event = provider._parse(raw)
+    assert event.ts_exchange is not None
+    assert event.ts_exchange.year >= 2022
+
+
+# ── Ticker (quote) parsing ─────────────────────────────────────────────
+
+
+def test_parse_ticker_basic(provider):
+    """Bybit tickers → QuoteEvent."""
+    raw = {
+        "topic": "tickers.BTCUSDT",
+        "data": {
+            "symbol": "BTCUSDT",
+            "bid1Price": "70000.5",
+            "bid1Size": "1.5",
+            "ask1Price": "70001.0",
+            "ask1Size": "2.0",
+            "ts": "1672515782136",
+        },
+    }
+    event = provider._parse(raw)
+    assert event is not None
+    assert event.event_type == EventType.QUOTE
+    assert event.symbol == "BTCUSDT"
+    assert event.bid == 70000.5
+    assert event.ask == 70001.0
+    assert event.bid_size == 1.5
+    assert event.ask_size == 2.0
+    assert event.provider == "bybit"
+
+
+def test_parse_ticker_missing_bid(provider):
+    """Ticker without bid → returns None."""
+    raw = {
+        "topic": "tickers.BTCUSDT",
+        "data": {"symbol": "BTCUSDT"},
+    }
+    event = provider._parse(raw)
+    assert event is None
+
+
+# ── Edge cases ─────────────────────────────────────────────────────────
+
+
+def test_parse_unknown_topic(provider):
+    """Unknown topic → None."""
+    raw = {"topic": "some_unknown.BTCUSDT", "data": {}}
+    event = provider._parse(raw)
+    assert event is None
+
+
+def test_parse_pong_skipped(provider):
+    """Pong/subscribe messages are not events."""
+    raw = {"op": "pong", "success": True}
+    # _parse would not be called for op messages (handled in stream()),
+    # but let's verify _parse returns None for incomplete data
+    event = provider._parse(raw)
+    assert event is None
+
+
+def test_parse_empty_trade_data(provider):
+    """Empty trade data array → None."""
+    raw = {"topic": "publicTrade.BTCUSDT", "data": []}
+    event = provider._parse(raw)
+    assert event is None