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/senpai-md-consumer/.env.example

@@ -0,0 +1,38 @@
+# SenpAI Market-Data Consumer Configuration
+# Copy to .env and adjust as needed
+
+# ── NATS ──────────────────────────────────────────────────────────────
+NATS_URL=nats://localhost:4222
+NATS_SUBJECT=md.events.>
+NATS_QUEUE_GROUP=senpai-md
+USE_JETSTREAM=false
+
+# ── Internal queue ────────────────────────────────────────────────────
+QUEUE_SIZE=50000
+QUEUE_DROP_THRESHOLD=0.9
+
+# ── Features / signals ───────────────────────────────────────────────
+FEATURES_ENABLED=true
+FEATURES_PUB_RATE_HZ=10
+FEATURES_PUB_SUBJECT=senpai.features
+SIGNALS_PUB_SUBJECT=senpai.signals
+ALERTS_PUB_SUBJECT=senpai.alerts
+
+# ── Rolling window ───────────────────────────────────────────────────
+ROLLING_WINDOW_SECONDS=60.0
+
+# ── Signal rules ─────────────────────────────────────────────────────
+SIGNAL_RETURN_THRESHOLD=0.003
+SIGNAL_VOLUME_THRESHOLD=1.0
+SIGNAL_SPREAD_MAX_BPS=20.0
+
+# ── Alert thresholds ─────────────────────────────────────────────────
+ALERT_LATENCY_MS=1000.0
+ALERT_GAP_SECONDS=30.0
+
+# ── HTTP API ─────────────────────────────────────────────────────────
+HTTP_HOST=0.0.0.0
+HTTP_PORT=8892
+
+# ── Logging ──────────────────────────────────────────────────────────
+LOG_LEVEL=INFO