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/senpai/md_consumer/metrics.py

@@ -0,0 +1,72 @@
+"""
+Prometheus metrics for SenpAI market-data consumer.
+"""
+from prometheus_client import Counter, Gauge, Histogram
+
+# ── Inbound events ─────────────────────────────────────────────────────
+EVENTS_IN = Counter(
+    "senpai_events_in_total",
+    "Total events received from NATS",
+    ["event_type", "provider"],
+)
+
+EVENTS_DROPPED = Counter(
+    "senpai_events_dropped_total",
+    "Events dropped due to backpressure or errors",
+    ["reason", "event_type"],
+)
+
+# ── Queue ──────────────────────────────────────────────────────────────
+QUEUE_FILL = Gauge(
+    "senpai_queue_fill_ratio",
+    "Internal processing queue fill ratio (0..1)",
+)
+
+QUEUE_SIZE = Gauge(
+    "senpai_queue_size",
+    "Current number of items in processing queue",
+)
+
+# ── Processing ─────────────────────────────────────────────────────────
+PROCESSING_LATENCY = Histogram(
+    "senpai_processing_latency_ms",
+    "End-to-end processing latency (NATS receive to feature publish) in ms",
+    buckets=[0.1, 0.5, 1, 2, 5, 10, 25, 50, 100, 250],
+)
+
+# ── Feature publishing ─────────────────────────────────────────────────
+FEATURE_PUBLISH = Counter(
+    "senpai_feature_publish_total",
+    "Total feature snapshots published to NATS",
+    ["symbol"],
+)
+
+FEATURE_PUBLISH_ERRORS = Counter(
+    "senpai_feature_publish_errors_total",
+    "Failed feature publishes",
+    ["symbol"],
+)
+
+# ── Signals ────────────────────────────────────────────────────────────
+SIGNALS_EMITTED = Counter(
+    "senpai_signals_emitted_total",
+    "Trade signals emitted",
+    ["symbol", "direction"],
+)
+
+ALERTS_EMITTED = Counter(
+    "senpai_alerts_emitted_total",
+    "Alerts emitted",
+    ["alert_type"],
+)
+
+# ── NATS connection ───────────────────────────────────────────────────
+NATS_CONNECTED = Gauge(
+    "senpai_nats_connected",
+    "Whether NATS connection is alive (1=yes, 0=no)",
+)
+
+NATS_RECONNECTS = Counter(
+    "senpai_nats_reconnects_total",
+    "Number of NATS reconnections",
+)