---
phase: 14-rust-core-gap-fields-conditional-reset
plan: 01
subsystem: rust-core
tags: [opendeviationbar, gap-detection, arrow, pyo3, microstructure]

requires: []
provides:
  - "Gap awareness fields on OpenDeviationBar struct (has_gap, gap_trade_count, max_gap_duration_us, is_exchange_gap)"
  - "Gap detection in update_with_trade() via TID discontinuity check"
  - "Arrow schema and RecordBatch export for gap fields"
  - "PyO3 dict export/import for gap fields"
affects: [14-02, clickhouse-schema, kintsugi, sidecar, heartbeat]

tech-stack:
  added: []
  patterns:
    ["Tier 3b gap awareness fields between Trade Tracking and Price Context"]

key-files:
  modified:
    - "crates/opendeviationbar-core/src/types.rs"
    - "crates/opendeviationbar-core/src/arrow_export.rs"
    - "src/helpers.rs"
    - "src/arrow_bindings.rs"

key-decisions:
  - "Gap detection uses close_time (last trade timestamp before gap) for duration estimation"
  - "is_exchange_gap left as default false -- Python layer sets it after REST backfill confirms no trades at source"

patterns-established:
  - "Tier 3b: Gap Awareness section in OpenDeviationBar struct for transient gap metadata"

requirements-completed: [CORE-02, CORE-03]

duration: 41min
completed: 2026-03-27
---

# Phase 14 Plan 01: Gap Fields + Detection Summary

**4 gap awareness fields on OpenDeviationBar with TID-based gap detection in update_with_trade, exported through Arrow and PyO3 dict paths**

## Performance

- **Duration:** 41 min
- **Started:** 2026-03-27T05:40:54Z
- **Completed:** 2026-03-27T06:21:54Z
- **Tasks:** 2
- **Files modified:** 4

## Accomplishments

- Added has_gap, gap_trade_count, max_gap_duration_us, is_exchange_gap fields to OpenDeviationBar struct (Tier 3b)
- Wired gap detection into update_with_trade() -- fires when incoming TID > last_tid + 1 with last_tid > 0
- Arrow schema extended with 4 new columns, RecordBatch builder populates them
- PyO3 dict export includes 4 new keys; dict_to_opendeviationbar and dict_to_opendeviationbar_full handle round-trip

## Task Commits

1. **Task 1: Add gap fields to OpenDeviationBar struct + gap detection** - `a8aa2b4` (feat)
2. **Task 2: Wire gap fields into Arrow export and PyO3 dict export** - `126be65` (feat)

## Files Created/Modified

- `crates/opendeviationbar-core/src/types.rs` - 4 gap fields in Tier 3b, gap detection in update_with_trade(), initialization in new()
- `crates/opendeviationbar-core/src/arrow_export.rs` - Arrow schema, builders, append_value, finish() for gap fields
- `src/helpers.rs` - opendeviationbar_to_dict() and dict_to_opendeviationbar() gap field export/import
- `src/arrow_bindings.rs` - dict_to_opendeviationbar_full() gap field extraction

## Decisions Made

- Gap detection uses `self.close_time` (timestamp of previous trade) for duration estimation -- this is the last-updated timestamp before the gap
- `is_exchange_gap` has no Rust-side setter, only defaults to false -- Python layer sets it after repair attempts fail
- Boolean extraction in dict_to_opendeviationbar_full uses inline `.extract::<bool>()` pattern since no `get_bool_optional` helper existed

## Deviations from Plan

### Auto-fixed Issues

**1. [Rule 3 - Blocking] Added gap fields to dict_to_opendeviationbar_full in arrow_bindings.rs**

- **Found during:** Task 2 (Arrow + PyO3 export wiring)
- **Issue:** Plan mentioned checking arrow_bindings.rs for dict_to_opendeviationbar_full -- it exists and constructs OpenDeviationBar, would fail to compile without gap fields
- **Fix:** Added gap field extraction with boolean inline pattern and get_i64_optional for counts
- **Files modified:** src/arrow_bindings.rs
- **Verification:** cargo check -p opendeviationbar-py succeeds
- **Committed in:** 126be65 (Task 2 commit)

---

**Total deviations:** 1 auto-fixed (1 blocking)
**Impact on plan:** Required for compilation. No scope creep.

## Issues Encountered

- Build lock contention due to parallel agent worktrees sharing cargo target directory -- resolved by waiting for lock
- 12 pre-existing test failures (test_data_loader missing CSV files, cross_boundary_validation, golden_snapshot, interbar_math) -- not related to gap field changes

## User Setup Required

None - no external service configuration required.

## Next Phase Readiness

- Gap fields are fully wired through Rust core, Arrow export, and PyO3 dict paths
- Ready for Phase 14 Plan 02 (conditional midnight reset / Aion mode)
- ClickHouse schema migration for gap columns deferred to a separate phase

---

_Phase: 14-rust-core-gap-fields-conditional-reset_
_Completed: 2026-03-27_
