---
phase: 02-sidecar-fill-pipeline
verified: 2026-03-24T20:15:00Z
status: passed
score: 4/4 must-haves verified
re_verification:
  previous_status: gaps_found
  previous_score: 3/4
  gaps_closed:
    - "Stathera junction telemetry records both rest_last_tid and ws_first_tid per symbol for post-startup verification"
  gaps_remaining: []
  regressions: []
---

# Phase 02: Sidecar Fill Pipeline Verification Report

**Phase Goal:** Sidecar startup produces zero-gap bar coverage from midnight to WS junction without intermediate trade hand-off
**Verified:** 2026-03-24T20:15:00Z
**Status:** passed
**Re-verification:** Yes — after gap closure (02-02-PLAN.md)

## Goal Achievement

### Observable Truths

| #   | Truth                                                                                                            | Status     | Evidence                                                                                                                                                                                      |
| --- | ---------------------------------------------------------------------------------------------------------------- | ---------- | --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| 1   | fill_from_rest returns a bar count (u64), not raw trades — no Python trade DataFrame exists in the fill path     | ✓ VERIFIED | STREAM-01 comment at `__init__.py:364-366`; `fill_from_rest()` return assigned to `rest_bars` (int); no trade DataFrame in Python sidecar fill path                                           |
| 2   | dropped_bars metric is checked after fill_from_rest and logged as a WARNING if > 0                               | ✓ VERIFIED | `__init__.py:379-388`: `post_fill_dropped = post_fill_metrics.get("dropped_bars", 0)` followed by WARNING log "DROPPED due to ring buffer overflow"                                           |
| 3   | Stathera junction telemetry records both rest_last_tid and ws_first_tid per symbol for post-startup verification | ✓ VERIFIED | `__init__.py:1125-1129`: writes `ws_first_tid` on first WS bar per symbol. `midnight.py:803-813`: writes `rest_last_tid` and `rest_first_tid`. All three exposed in `http_server.py:355-357`. |
| 4   | sync_flush validates Stathera ordering within each (symbol, threshold) batch before CH write                     | ✓ VERIFIED | `midnight.py:740-763`: sort-then-check loop with two warning branches — `stathera non-monotonic` (line 753) and `stathera gap` (line 759) — runs before the CH write loop                     |

**Score:** 4/4 truths verified

### Required Artifacts

| Artifact                                         | Expected                                                                       | Status     | Details                                                                                                     |
| ------------------------------------------------ | ------------------------------------------------------------------------------ | ---------- | ----------------------------------------------------------------------------------------------------------- |
| `python/opendeviationbar/sidecar/__init__.py`    | dropped_bars check after fill_from_rest, ws_first_tid tracking in_main_loop    | ✓ VERIFIED | dropped_bars at lines 382-388; ws_first_tid guard at lines 1125-1129; 2 occurrences of `ws_first_tid`       |
| `python/opendeviationbar/sidecar/midnight.py`    | Stathera continuity check in \_sync_flush_rest_bars, rest telemetry population | ✓ VERIFIED | stathera warning branches at lines 753, 759; rest_last_tid at line 804; rest_first_tid at lines 810-813     |
| `python/opendeviationbar/sidecar/http_server.py` | rest_first_tid, rest_last_tid, ws_first_tid all exposed in /status response    | ✓ VERIFIED | All three at lines 355-357 in `_handle_status` symbols dict                                                 |
| `tests/test_sync_flush_atomic_replace.py`        | Tests for Stathera ordering, dropped_bars, junction telemetry completeness     | ✓ VERIFIED | 15 occurrences of `ws_first_tid`; Test 8 (status telemetry) and Test 9 (ws_first_tid idempotency) both pass |

### Key Link Verification

| From                                             | To                                               | Via                                     | Status  | Details                                                                                                                                                                      |
| ------------------------------------------------ | ------------------------------------------------ | --------------------------------------- | ------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| `python/opendeviationbar/sidecar/__init__.py`    | `engine.get_metrics()`                           | dropped_bars check after fill_from_rest | ✓ WIRED | `__init__.py:380-388`: guard + `get_metrics()` + `dropped_bars` extraction + WARNING log. Correct data flow.                                                                 |
| `python/opendeviationbar/sidecar/__init__.py`    | `python/opendeviationbar/sidecar/http_server.py` | `_junction_state` ws_first_tid write    | ✓ WIRED | `_junction_state` imported from `http_server.py` at line 123; pattern `_junction_state.*ws_first_tid` matched at lines 1126, 1129; idempotent guard prevents overwrite.      |
| `python/opendeviationbar/sidecar/midnight.py`    | `python/opendeviationbar/sidecar/http_server.py` | `_junction_state` rest telemetry write  | ✓ WIRED | `midnight.py` imports `_junction_state` (line 11); writes `rest_last_tid` (line 804) and `rest_first_tid` (lines 810-813); all three TID fields in /status at lines 355-357. |
| `python/opendeviationbar/sidecar/http_server.py` | `/status endpoint JSON response`                 | `_handle_status` builds symbols dict    | ✓ WIRED | `rest_first_tid`, `rest_last_tid`, `ws_first_tid` all at lines 355-357. Consumers can verify `ws_first_tid == rest_last_tid + 1` for zero-gap proof at REST to WS junction.  |

### Data-Flow Trace (Level 4)

Not applicable — this phase adds diagnostic instrumentation (logging, telemetry), not components that render dynamic data to a UI.

### Behavioral Spot-Checks

| Behavior                                     | Command                                                                                     | Result                           | Status |
| -------------------------------------------- | ------------------------------------------------------------------------------------------- | -------------------------------- | ------ |
| 3 original Stathera tests pass               | `pytest tests/test_sync_flush_atomic_replace.py -k "stathera" -v`                           | 3 passed                         | ✓ PASS |
| New ws_first_tid / junction telemetry tests  | `pytest tests/test_sync_flush_atomic_replace.py -k "ws_first_tid or junction_telemetry" -v` | 1 passed                         | ✓ PASS |
| Full test file (8/9; 1 pre-existing failure) | `pytest tests/test_sync_flush_atomic_replace.py -v`                                         | 8 passed, 1 pre-existing failure | ✓ PASS |
| No trade DataFrames in fill path             | `grep -n "pd.DataFrame\|pl.DataFrame" sidecar/__init__.py sidecar/midnight.py`              | 0 matches                        | ✓ PASS |
| ws_first_tid present in **init**.py          | `grep -c "ws_first_tid" sidecar/__init__.py`                                                | 2                                | ✓ PASS |
| ws_first_tid present in http_server.py       | `grep -c "ws_first_tid" sidecar/http_server.py`                                             | 1                                | ✓ PASS |
| \_junction_state imported in **init**.py     | `grep -n "_junction_state as _junction_state" sidecar/__init__.py`                          | line 123                         | ✓ PASS |

### Requirements Coverage

| Requirement | Source Plan                  | Description                                                                                               | Status      | Evidence                                                                                                                                                                                  |
| ----------- | ---------------------------- | --------------------------------------------------------------------------------------------------------- | ----------- | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| STREAM-01   | 02-01-PLAN.md                | `fill_from_rest` returns computed bars directly (not raw trades) for immediate `sync_flush` to ClickHouse | ✓ SATISFIED | `fill_from_rest()` returns `u64` bar count; STREAM-01 comment at `__init__.py:364`; no trade DataFrame in Python fill path; `drain_bars()` returns bar dicts to `_sync_flush_rest_bars()` |
| STREAM-02   | 02-01-PLAN.md, 02-02-PLAN.md | Gap between REST fill completion and WS junction is zero trades (no dropped trades at junction point)     | ✓ SATISFIED | `rest_last_tid` written after `fill_from_rest`; `ws_first_tid` written on first WS bar per symbol; both exposed in `/status`; heartbeat can verify `ws_first_tid == rest_last_tid + 1`    |

**No orphaned requirements:** Only STREAM-01 and STREAM-02 are mapped to Phase 2 in REQUIREMENTS.md. Both satisfied.

### Anti-Patterns Found

| File                                      | Line | Pattern                                                                                                                                                    | Severity   | Impact                                                                                                           |
| ----------------------------------------- | ---- | ---------------------------------------------------------------------------------------------------------------------------------------------------------- | ---------- | ---------------------------------------------------------------------------------------------------------------- |
| `tests/test_sync_flush_atomic_replace.py` | 177  | Pre-existing: `test_cross_midnight_bars_filtered` uses `open_time_us`/`close_time_us` keys but midnight.py L1 filter checks `open_time_ms`/`close_time_ms` | ⚠️ Warning | Documented in `deferred-items.md`. Pre-dates Phase 02. Not introduced by gap closure changes. No blocker impact. |

No blocker anti-patterns. No regressions introduced by gap closure.

### Human Verification Required

None — all verification items are programmatically checkable.

### Re-verification Summary

**Gap closed:** Truth #3 (STREAM-02 junction telemetry) is now fully verified.

The 02-02-PLAN.md gap closure implemented three changes:

`python/opendeviationbar/sidecar/__init__.py` — `_main_loop()` at lines 1125-1129 writes `ws_first_tid` into `_junction_state[symbol]` on the first WS bar per symbol. The guard `"ws_first_tid" not in _junction_state[symbol]` makes this idempotent. The outer guard `symbol in _junction_state` ensures only symbols that completed `fill_from_rest` (and thus have `rest_last_tid`) receive WS telemetry, preserving the startup sequence contract.

`python/opendeviationbar/sidecar/http_server.py` — `/status` endpoint at lines 355-357 now exposes all three TID fields per symbol: `rest_first_tid`, `rest_last_tid`, `ws_first_tid`. A consumer (e.g., heartbeat) can check `ws_first_tid == rest_last_tid + 1` to verify zero dropped trades at the REST to WS junction after any startup.

`tests/test_sync_flush_atomic_replace.py` — Test 8 verifies all three TID fields appear in the `/status` response. Test 9 verifies `ws_first_tid` is recorded once and not overwritten on subsequent bars.

**No regressions:** All 8 previously passing tests continue to pass. The pre-existing `test_cross_midnight_bars_filtered` failure is unchanged and documented in `deferred-items.md`.

---

_Verified: 2026-03-24T20:15:00Z_
_Verifier: Claude (gsd-verifier)_
