piker/ai/prompt-io
Gud Boi a26e060c3a Skip stale trade ticks in 1s sampler
Queued IB startup trades can arrive after samplerd has advanced
the current 1s bar. Writing them into that bar creates a false
price and volume spike. Compare each stamped trade with the
current bar before updating either SHM buffer. Warn whenever a
next-slot trade must wait for samplerd; skip other mismatches
and leave untimestamped feeds on the receive-time path.

Add focused tests for epoch units, queued trades, and warning
before the next-slot wait. Note that incomplete provider bars
still need a correction path for late trades.

Prompt-IO: ai/prompt-io/codex/20260925T190523Z_c0dae89a_prompt_io.md

(this patch was generated in some part by `codex` using `gpt-6` (`openai`))
2026-09-25 17:54:42 -04:00
..
claude .ib.broker: lazily qualify contracts on order req 2026-06-10 17:36:51 -04:00
codex Skip stale trade ticks in 1s sampler 2026-09-25 17:54:42 -04:00
opencode Fix IB idle timer arithmetic for packet nanoseconds 2026-09-24 13:43:13 -04:00