---
phase: 03-rust-hot-path
verified: 2026-03-20T09:15:00Z
status: passed
score: 3/3 must-haves verified
re_verification: false
---

# Phase 3: Rust Hot Path Verification Report

**Phase Goal:** Eliminate unnecessary allocations in trade processing and bar construction.
**Verified:** 2026-03-20T09:15:00Z
**Status:** passed
**Re-verification:** No — initial verification

## Goal Achievement

### Observable Truths

| #   | Truth                                                                                                  | Status   | Evidence                                                                                                                                          |
| --- | ------------------------------------------------------------------------------------------------------ | -------- | ------------------------------------------------------------------------------------------------------------------------------------------------- |
| 1   | CSV f64 price/volume converts to FixedPoint without heap allocation (no `.to_string()`)                | VERIFIED | `from_f64` called at lines 211, 212, 245, 246 in historical.rs; zero `to_string()` in conversion blocks                                           |
| 2   | IntraDayChunkIterator does not re-decompress already-consumed ZIP on each chunk                        | VERIFIED | `day_csv_bytes: Option<Vec<u8>>` field at line 1026; `ZipArchive::new` inside `if self.day_csv_bytes.is_none()` guard at line 1136                |
| 3   | WS select loop reuses a single `Vec<AggTrade>` across iterations instead of allocating per trade batch | VERIFIED | `let mut frame: Vec<AggTrade> = Vec::with_capacity(32)` at line 1511 before the loop; `frame.clear()` at line 1583 inside `Some(first_trade)` arm |

**Score:** 3/3 truths verified

### Required Artifacts

| Artifact                                                      | Expected                                         | Status   | Details                                                                                                                                                                                    |
| ------------------------------------------------------------- | ------------------------------------------------ | -------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ |
| `crates/opendeviationbar-core/src/fixed_point.rs`             | `FixedPoint::from_f64()` method                  | VERIFIED | `pub fn from_f64(value: f64) -> Self` at line 95; uses `(value * SCALE as f64).round() as i64`; 5 tests including oracle validation                                                        |
| `crates/opendeviationbar-providers/src/binance/historical.rs` | Zero-alloc CSV conversion + O(N) chunk iteration | VERIFIED | 4 `from_f64` call sites (lines 211, 212, 245, 246); `day_csv_bytes` field initialized to `None`, decompressed once inside `is_none()` guard, cleared on day advancement (lines 1227, 1238) |
| `crates/opendeviationbar-streaming/src/live_engine.rs`        | Reused burst frame Vec                           | VERIFIED | `frame` declared at line 1511 before `loop {`; `frame.clear()` at line 1583 resets without reallocation                                                                                    |

### Key Link Verification

| From                                     | To                                    | Via                                                                | Status | Details                                                                                                                 |
| ---------------------------------------- | ------------------------------------- | ------------------------------------------------------------------ | ------ | ----------------------------------------------------------------------------------------------------------------------- |
| CsvAggTrade conversion (historical.rs)   | FixedPoint::from_f64 (fixed_point.rs) | Direct call replacing `from_str(&.to_string())`                    | WIRED  | Pattern `FixedPoint::from_f64` found at lines 211, 212, 245, 246; no `to_string()` in conversion blocks                 |
| parse_chunk_from_zip (historical.rs)     | Cached `day_csv_bytes`                | `if self.day_csv_bytes.is_none()` guard                            | WIRED  | `ZipArchive::new` at line 1139 is inside `is_none()` branch; in-memory `Cursor` used for subsequent chunks at line 1147 |
| symbol_task select loop (live_engine.rs) | burst frame Vec\<AggTrade\>           | `clear()` + push instead of `Vec::with_capacity(32)` per iteration | WIRED  | `frame.clear()` at line 1583 inside `Some(first_trade)` arm; allocation at line 1511 is before the `loop {` block       |

### Requirements Coverage

| Requirement | Source Plan   | Description                                                                      | Status    | Evidence                                                                                                           |
| ----------- | ------------- | -------------------------------------------------------------------------------- | --------- | ------------------------------------------------------------------------------------------------------------------ |
| RUST-01     | 03-01-PLAN.md | Vision CSV parsing uses FixedPoint::from_f64(), not f64→String→FixedPoint        | SATISFIED | 4 call sites in historical.rs (lines 211, 212, 245, 246); zero `to_string()` in CsvAggTrade conversion             |
| RUST-02     | 03-01-PLAN.md | IntraDayChunkIterator persists CSV reader across chunks (O(N) not O(N²))         | SATISFIED | `day_csv_bytes: Option<Vec<u8>>` field; `ZipArchive::new` guarded by `is_none()`; cache cleared on day advancement |
| RUST-03     | 03-02-PLAN.md | Burst frame Vec in WS select loop reused via clear(), not re-allocated per trade | SATISFIED | `frame` declared before `loop`; `frame.clear()` inside trade arm                                                   |

No orphaned requirements — all three RUST-0x IDs claimed by plans and marked Complete in REQUIREMENTS.md.

### Anti-Patterns Found

| File             | Line | Pattern                              | Severity | Impact                                                |
| ---------------- | ---- | ------------------------------------ | -------- | ----------------------------------------------------- |
| `live_engine.rs` | 1296 | `TODO(#279)` re: combined WS streams | Info     | Pre-existing; unrelated to Phase 3 burst frame change |
| `live_engine.rs` | 1382 | `#[XXX]` in junction fill comment    | Info     | Pre-existing; unrelated to Phase 3 burst frame change |

No blockers or warnings. The two Info-level items are in unrelated code sections and were pre-existing before Phase 3.

### Human Verification Required

None. All correctness properties are mechanically verifiable:

- `from_f64` correctness: oracle test at line 381 of fixed_point.rs validates bit-identity against `from_str` for production values
- O(N) decompression: `ZipArchive::new` inside `is_none()` guard is structurally enforced
- Vec reuse: allocation before loop + `clear()` inside arm is structurally enforced

### Gaps Summary

No gaps. All three observable truths are verified at all three levels (exists, substantive, wired). Commits bb480d0, ff60036, and 065edba are present in git history. REQUIREMENTS.md marks RUST-01, RUST-02, RUST-03 as Complete.

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_Verified: 2026-03-20T09:15:00Z_
_Verifier: Claude (gsd-verifier)_
