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/tests/test_rate_limit.py

@@ -0,0 +1,111 @@
+"""
+Test publisher rate limiting.
+"""
+from unittest.mock import AsyncMock
+
+import pytest
+
+from senpai.md_consumer.publisher import Publisher
+from senpai.md_consumer.models import FeatureSnapshot, TradeSignal
+
+
+@pytest.fixture
+def mock_nc():
+    """Mock NATS client."""
+    nc = AsyncMock()
+    nc.publish = AsyncMock()
+    return nc
+
+
+@pytest.fixture
+def publisher(mock_nc):
+    return Publisher(mock_nc)
+
+
+@pytest.mark.asyncio
+async def test_publish_features_respects_rate_limit(mock_nc, publisher):
+    """Second publish for same symbol within rate window should be skipped."""
+    snapshot = FeatureSnapshot(
+        symbol="BTCUSDT",
+        features={"mid": 70000.0},
+    )
+
+    # First publish should succeed
+    result1 = await publisher.publish_features(snapshot)
+    assert result1 is True
+
+    # Immediate second publish should be rate-limited
+    result2 = await publisher.publish_features(snapshot)
+    assert result2 is False  # rate-limited
+
+    # Only one actual NATS publish
+    assert mock_nc.publish.call_count == 1
+
+
+@pytest.mark.asyncio
+async def test_publish_features_different_symbols(mock_nc, publisher):
+    """Different symbols have independent rate limiters."""
+    snap1 = FeatureSnapshot(symbol="BTCUSDT", features={"mid": 70000.0})
+    snap2 = FeatureSnapshot(symbol="ETHUSDT", features={"mid": 2000.0})
+
+    r1 = await publisher.publish_features(snap1)
+    r2 = await publisher.publish_features(snap2)
+
+    assert r1 is True
+    assert r2 is True
+    assert mock_nc.publish.call_count == 2
+
+
+@pytest.mark.asyncio
+async def test_publish_signal_no_rate_limit(mock_nc, publisher):
+    """Signals are NOT rate limited."""
+    signal = TradeSignal(
+        symbol="BTCUSDT",
+        direction="long",
+        confidence=0.8,
+        reason="test",
+    )
+
+    r1 = await publisher.publish_signal(signal)
+    r2 = await publisher.publish_signal(signal)
+
+    assert r1 is True
+    assert r2 is True
+    assert mock_nc.publish.call_count == 2
+
+
+@pytest.mark.asyncio
+async def test_publish_features_after_rate_window(mock_nc, publisher):
+    """After rate window passes, publish should succeed again."""
+    # Override min interval to something very small for testing
+    publisher._min_interval = 0.01  # 10ms
+
+    snapshot = FeatureSnapshot(
+        symbol="BTCUSDT",
+        features={"mid": 70000.0},
+    )
+
+    r1 = await publisher.publish_features(snapshot)
+    assert r1 is True
+
+    # Wait for rate window to pass
+    import asyncio
+    await asyncio.sleep(0.02)
+
+    r2 = await publisher.publish_features(snapshot)
+    assert r2 is True
+    assert mock_nc.publish.call_count == 2
+
+
+@pytest.mark.asyncio
+async def test_publish_handles_nats_error(mock_nc, publisher):
+    """NATS publish error should not raise, just return False."""
+    mock_nc.publish.side_effect = Exception("NATS down")
+
+    snapshot = FeatureSnapshot(
+        symbol="BTCUSDT",
+        features={"mid": 70000.0},
+    )
+
+    result = await publisher.publish_features(snapshot)
+    assert result is False