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feat: align market-data breadth, limits, and replay contracts - #6

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nuttykenzo wants to merge 4 commits into
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fix/contract-parity-20260823
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feat: align market-data breadth, limits, and replay contracts#6
nuttykenzo wants to merge 4 commits into
masterfrom
fix/contract-parity-20260823

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@nuttykenzo

@nuttykenzo nuttykenzo commented Aug 23, 2026

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Summary

  • Adds typed HIP-3 breadth current and cursor-paginated history access, with explicit 2026-08-28 history availability and all six served downsampling intervals.
  • Supports Hyperliquid core l4_diffs and l4_orders replay as an initial l4_snapshot followed by ordered l4_batch frames; HIP-3, HIP-4, and Spot L4 remain live-only.
  • Corrects projected forced-liquidation price-level cadence to approximately five minutes and documents Lighter funding values as fractional and non-annualized.
  • Preserves all six Lighter WebSocket channels as replay-only and retains the candidate's family-specific limit, cursor, HIP-4, Spot, and Lighter contract repairs.

Validation

  • python3 -m pytest -q (46 passed)
  • Focused breadth interval contract (6 passed) and full coverage/WebSocket suite (46 passed)
  • Focused Ruff check passed
  • Wheel and source distribution built successfully
  • Clean wheel and source-distribution consumer imports passed
  • git diff --check, compileall, exact-path validation, and stale 45-minute scan passed

Baseline notes

  • Full-repository Ruff remains non-green only on inherited diagnostics outside this amendment; the focused changed-path lint gate is green.
  • This repository has no hosted check-runs or required status contexts for the exact head.

No package was published, tagged, merged, or released.

@nuttykenzo nuttykenzo changed the title Align candle limits and HIP-4 path guidance Align market-data limits and WebSocket capabilities Aug 28, 2026
@nuttykenzo nuttykenzo changed the title Align market-data limits and WebSocket capabilities feat: align market-data breadth, limits, and replay contracts Aug 29, 2026
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