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//! Puck: inline gap fill on trade-ID discontinuity.
use super::trade_dispatch::{ExtraSinks, maybe_reset_at_midnight, maybe_reset_at_week_gap};
use super::types::*;
use crate::ring_buffer::ConcurrentRingBuffer;
use opendeviationbar_core::processor::OpenDeviationBarProcessor;
use opendeviationbar_providers::binance::AdaptiveRateLimiter;
use std::collections::HashMap;
use std::sync::Arc;
use std::sync::atomic::Ordering;
use tokio::sync::watch;
use tokio_util::sync::CancellationToken;
/// Puck: inline gap fill on trade-ID discontinuity.
///
/// When a gap is detected between the last processed trade and an incoming
/// WebSocket trade, fetches the missing trades using Binance REST API's
/// parallel `fromId` fetch and processes them through all threshold processors.
/// Sub-3s recovery for typical reconnection gaps.
///
/// Returns the number of trades recovered (0 on error or skip -- non-fatal).
#[allow(clippy::too_many_arguments)]
pub(crate) async fn puck_fill(
symbol: &str,
last_known_id: i64,
first_ws_id: i64,
processors: &mut [(u32, OpenDeviationBarProcessor)],
bar_buffer: &ConcurrentRingBuffer<CompletedBar>,
metrics: &LiveEngineMetrics,
shutdown: &CancellationToken,
rate_limiter: Option<Arc<AdaptiveRateLimiter>>,
forming_tx_map: &HashMap<u32, watch::Sender<Option<FormingBar>>>, // Issue #214
event_type: &str, // "junction_fill", "normal_gap_fill", or "on_demand_gap_fill"
committed_floors: &mut HashMap<u32, i64>, // #295: dedup bars already in CH
ouroboros_mode: OuroborosMode, // Phase 16: per-symbol mode (Day or Aion)
extra_sinks: &ExtraSinks, // Issue #318: fan-out to BarSink implementations
) -> u64 {
let _ = &extra_sinks; // Suppress unused warning when clickhouse-sink disabled
let full_gap_size = first_ws_id - last_known_id - 1;
// Cap gap-fill size per invocation. Gaps larger than MAX_PUCK_GAP_FILL_TRADES
// are deferred to kintsugi (per writer ownership model #280). Puck fills
// only the tail MAX_PUCK_GAP_FILL_TRADES trades, the rest becomes a
// historical gap that kintsugi will discover on its next audit pass.
//
// Without this cap, a single WS reconnect after minutes of churn can fire
// a million-trade Puck invocation (observed 1.15M trades on 2026-04-14)
// that saturates the IP REST budget and triggers Binance WS policy closes.
let max_cap = super::MAX_PUCK_GAP_FILL_TRADES as i64;
let (from_id, gap_size, capped) = if full_gap_size > max_cap {
let capped_from = first_ws_id - max_cap;
tracing::warn!(
%symbol, full_gap_size, capped_trades = max_cap, last_known_id, first_ws_id, event_type,
"puck: gap exceeds MAX_PUCK_GAP_FILL_TRADES — filling tail only, deferring head to kintsugi"
);
(capped_from, max_cap, true)
} else {
(last_known_id + 1, full_gap_size, false)
};
let _ = capped; // Reserved for future telemetry counter
tracing::info!(
%symbol, gap_size, full_gap_size, last_known_id, first_ws_id, event_type,
"puck: filling gap via parallel REST API"
);
// Issue #257: Use parallel fetch for sub-3s gap recovery.
// to_id is inclusive — use first_ws_id - 1 because first_ws_id
// is the WS trade that already arrived (don't duplicate it).
// #347: Retry with exponential backoff (1s, 2s, 4s) on failure.
let max_retries: u32 = 3;
let mut trades = Vec::new();
let mut last_err = None;
for attempt in 0..=max_retries {
if attempt > 0 {
let backoff_ms = 1000u64 << (attempt - 1); // 1s, 2s, 4s
tracing::warn!(
%symbol, attempt, backoff_ms, event_type, gap_size,
"puck: retrying REST gap-fill after failure"
);
tokio::time::sleep(tokio::time::Duration::from_millis(backoff_ms)).await;
if shutdown.is_cancelled() {
tracing::info!(%symbol, "puck: retry aborted by shutdown");
return 0;
}
}
match opendeviationbar_providers::binance::parallel_fetch::fetch_aggtrades_parallel(
symbol,
from_id,
first_ws_id - 1,
rate_limiter.clone(),
None, // Use default concurrency (5)
None, // Use default REST base URL
None, // No extra REST headers
)
.await
{
Ok(t) => {
trades = t;
last_err = None;
break;
}
Err(e) => {
last_err = Some(e);
}
}
}
if let Some(e) = last_err {
tracing::error!(
%symbol, ?e, gap_size, event_type, attempts = max_retries + 1,
"puck: REST gap-fill FAILED after all retries — junction gap UNRECOVERED"
);
return 0;
}
// Process fetched trades sequentially through all threshold processors
// (CRITICAL: processor is order-sensitive, trades must be in agg_trade_id order)
let mut trades_recovered = 0u64;
let symbol_arc: Arc<str> = Arc::from(symbol);
// Track current UTC day per processor for midnight reset
let mut last_days: Vec<i64> = processors.iter().map(|_| -1i64).collect();
// Phase 52: Track last trade timestamp per processor for Week gap detection
let mut last_trade_timestamps_us: Vec<i64> = processors.iter().map(|_| 0i64).collect();
for trade in &trades {
// Check shutdown periodically
if shutdown.is_cancelled() {
tracing::info!(%symbol, trades_recovered, "gap fill interrupted by shutdown");
break;
}
// Fan out to all threshold processors
for (idx, (threshold, processor)) in processors.iter_mut().enumerate() {
// Week gap check: emit orphan if inter-trade gap exceeds max_gap_us
if let OuroborosMode::Week { max_gap_us } = ouroboros_mode
&& let Some(orphan) = maybe_reset_at_week_gap(
processor,
trade.timestamp,
&mut last_trade_timestamps_us[idx],
max_gap_us,
)
{
if let Some(&floor) = committed_floors.get(threshold)
&& orphan.last_agg_trade_id > 0
&& orphan.last_agg_trade_id <= floor
{
tracing::debug!(%symbol, threshold = *threshold, last_tid = orphan.last_agg_trade_id, floor, "puck_fill: skipping week-gap orphan (within committed range)");
continue;
}
metrics.bars_emitted.fetch_add(1, Ordering::Relaxed);
let completed = CompletedBar {
symbol: symbol_arc.clone(),
threshold_decimal_bps: *threshold,
bar: orphan,
};
committed_floors.insert(*threshold, completed.bar.last_agg_trade_id);
if !bar_buffer.push(completed.clone()) {
metrics.dropped_bars.fetch_add(1, Ordering::Relaxed);
metrics.backpressure_events.fetch_add(1, Ordering::Relaxed);
}
#[cfg(feature = "clickhouse-sink")]
if let Some(sinks) = extra_sinks {
crate::clickhouse_writer::guards::dispatch_to_sinks(&completed, sinks);
}
}
// Midnight reset: if trade crosses day boundary, emit orphan and reset
if let Some(orphan) = maybe_reset_at_midnight(
processor,
trade.timestamp,
&mut last_days[idx],
ouroboros_mode,
) {
// #295: Dedup orphan bars against committed_floors
if let Some(&floor) = committed_floors.get(threshold)
&& orphan.last_agg_trade_id > 0
&& orphan.last_agg_trade_id <= floor
{
tracing::debug!(%symbol, threshold = *threshold, last_tid = orphan.last_agg_trade_id, floor, "puck_fill: skipping orphan (within committed range)");
continue;
}
metrics.bars_emitted.fetch_add(1, Ordering::Relaxed);
let completed = CompletedBar {
symbol: symbol_arc.clone(),
threshold_decimal_bps: *threshold,
bar: orphan,
};
committed_floors.insert(*threshold, completed.bar.last_agg_trade_id);
if !bar_buffer.push(completed.clone()) {
metrics.dropped_bars.fetch_add(1, Ordering::Relaxed);
metrics.backpressure_events.fetch_add(1, Ordering::Relaxed);
}
// Issue #318: Fan-out to extra sinks AFTER ring buffer push
#[cfg(feature = "clickhouse-sink")]
if let Some(sinks) = extra_sinks {
crate::clickhouse_writer::guards::dispatch_to_sinks(&completed, sinks);
}
}
match processor.process_single_trade(trade) {
Ok(Some(bar)) => {
// #295: Dedup bars against committed_floors
if let Some(&floor) = committed_floors.get(threshold)
&& bar.last_agg_trade_id > 0
&& bar.last_agg_trade_id <= floor
{
tracing::debug!(%symbol, threshold = *threshold, last_tid = bar.last_agg_trade_id, floor, "puck_fill: skipping bar (within committed range)");
if let Some(tx) = forming_tx_map.get(threshold) {
let _ = tx.send(None);
}
continue;
}
// Issue #214: Clear forming bar BEFORE emitting completed bar
if let Some(tx) = forming_tx_map.get(threshold) {
let _ = tx.send(None);
}
metrics.bars_emitted.fetch_add(1, Ordering::Relaxed);
let completed = CompletedBar {
symbol: symbol_arc.clone(),
threshold_decimal_bps: *threshold,
bar,
};
committed_floors.insert(*threshold, completed.bar.last_agg_trade_id);
if !bar_buffer.push(completed.clone()) {
metrics.dropped_bars.fetch_add(1, Ordering::Relaxed);
metrics.backpressure_events.fetch_add(1, Ordering::Relaxed);
}
// Issue #318: Fan-out to extra sinks AFTER ring buffer push
#[cfg(feature = "clickhouse-sink")]
if let Some(sinks) = extra_sinks {
crate::clickhouse_writer::guards::dispatch_to_sinks(&completed, sinks);
}
}
Ok(None) => {
// Issue #214: Update forming bar snapshot during gap fill
if let Some(tx) = forming_tx_map.get(threshold)
&& let Some(incomplete) = processor.get_incomplete_bar()
{
let _ = tx.send(Some(FormingBar {
symbol: symbol_arc.clone(),
threshold_decimal_bps: *threshold,
bar: incomplete,
last_trade_timestamp_us: trade.timestamp,
}));
}
}
Err(e) => {
tracing::warn!(
%symbol, threshold = *threshold, ?e,
"gap-fill trade processing error"
);
}
}
}
trades_recovered += 1;
}
tracing::info!(
%symbol, trades_recovered, gap_size,
"reconnection gap fill complete"
);
trades_recovered
}