---
phase: 03-parquet-first-catchup
verified: 2026-03-24T20:11:48Z
status: passed
score: 3/3 must-haves verified
re_verification: false
---

# Phase 03: Parquet-First Catchup Verification Report

**Phase Goal:** Sidecar startup leverages the local Parquet tick cache to minimize REST API calls during fill_from_rest
**Verified:** 2026-03-24T20:11:48Z
**Status:** passed
**Re-verification:** No — initial verification

---

## Goal Achievement

### Observable Truths

| #   | Truth                                                                                                              | Status   | Evidence                                                                                                                                    |
| --- | ------------------------------------------------------------------------------------------------------------------ | -------- | ------------------------------------------------------------------------------------------------------------------------------------------- |
| 1   | Sidecar startup reads max(agg_trade_id) from today's Parquet tick cache per symbol                                 | VERIFIED | `_read_parquet_max_tids()` in `midnight.py:894` uses `pl.scan_parquet().select(max()).collect()` per symbol                                 |
| 2   | REST API is called only for the gap between Parquet's last trade ID and WS buffer start                            | VERIFIED | `sidecar/__init__.py:375` calls `engine.seed_trade_id(symbol, threshold, max_tid)` advancing the REST fill start point past cached data     |
| 3   | When Parquet data is stale (>10 min) or missing, sidecar falls back to full fill_from_rest with no behavior change | VERIFIED | `_read_parquet_max_tids` skips stale (>600s) and missing files; entire parquet-first block is `try/except` with WARNING log (lines 368-389) |

**Score:** 3/3 truths verified

---

### Required Artifacts

| Artifact                                      | Expected                                                            | Status   | Details                                                                                                                              |
| --------------------------------------------- | ------------------------------------------------------------------- | -------- | ------------------------------------------------------------------------------------------------------------------------------------ |
| `python/opendeviationbar/sidecar/midnight.py` | `_read_parquet_max_tids()` function                                 | VERIFIED | Function at line 894; 66 lines of substantive implementation with staleness check, lazy scan, per-symbol error handling, return dict |
| `python/opendeviationbar/sidecar/__init__.py` | Parquet-first seed override between DELETE today and fill_from_rest | VERIFIED | Block at lines 364-389, positioned after DELETE loop (ends ~358) and before `fill_from_rest` call (line 395)                         |
| `tests/test_parquet_first_catchup.py`         | Unit tests for all three PQFIRST requirements (min 80 lines)        | VERIFIED | 187 lines, 8 tests across 3 classes: `TestReadParquetMaxTids`, `TestParquetSeedOverride`, `TestParquetFirstIntegration` — all 8 pass |

---

### Key Link Verification

| From                  | To                     | Via                                            | Status | Details                                                                                                                           |
| --------------------- | ---------------------- | ---------------------------------------------- | ------ | --------------------------------------------------------------------------------------------------------------------------------- |
| `sidecar/__init__.py` | `sidecar/midnight.py`  | `from .midnight import _read_parquet_max_tids` | WIRED  | Line 369: dynamic import inside try block; `parquet_tids` used at line 371                                                        |
| `sidecar/midnight.py` | `storage/parquet.py`   | `TickStorage().ticks_dir` + `pl.scan_parquet`  | WIRED  | Line 916: `from opendeviationbar.storage.parquet import TickStorage`; line 942: `pl.scan_parquet(parquet_path)`                   |
| `sidecar/__init__.py` | `engine.seed_trade_id` | Parquet max TID overrides preflight seed       | WIRED  | Line 375: `engine.seed_trade_id(symbol, threshold, max_tid)` called for each (symbol, threshold) pair when parquet_tids non-empty |

---

### Data-Flow Trace (Level 4)

Not applicable — the artifacts are data pipeline orchestration (cursor advancement), not UI components rendering dynamic data. The data flow is: Parquet file → max TID integer → `engine.seed_trade_id()` call → Rust engine advances REST fill start point. This is fully traced in key links above.

---

### Behavioral Spot-Checks

| Behavior                          | Command                                                                            | Result                                   | Status |
| --------------------------------- | ---------------------------------------------------------------------------------- | ---------------------------------------- | ------ |
| All 8 PQFIRST tests pass          | `uv run --python 3.13 pytest tests/test_parquet_first_catchup.py -q`               | 8 passed in 0.67s                        | PASS   |
| Function exists and is importable | `python -c "from opendeviationbar.sidecar.midnight import _read_parquet_max_tids"` | No error (implied by test suite passing) | PASS   |
| Commits exist                     | `git log --oneline \| grep bfc5e77\|240216c\|a2461cb`                              | All 3 commits found                      | PASS   |

---

### Requirements Coverage

| Requirement | Source Plan   | Description                                                                                                  | Status    | Evidence                                                                                                                                                                                                                                                                                                          |
| ----------- | ------------- | ------------------------------------------------------------------------------------------------------------ | --------- | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| PQFIRST-01  | 03-01-PLAN.md | Sidecar startup reads `max(agg_trade_id)` from today's Parquet tick cache per symbol before hitting REST API | SATISFIED | `_read_parquet_max_tids()` implemented in `midnight.py:894`; tested by `test_fresh_parquet_returns_max_tid`                                                                                                                                                                                                       |
| PQFIRST-02  | 03-01-PLAN.md | REST API called only for gap between Parquet's last trade and WS buffer start (incremental)                  | SATISFIED | `engine.seed_trade_id(symbol, threshold, max_tid)` at `sidecar/__init__.py:375` advances fill start past Parquet cursor; tested by `test_seed_advanced_by_parquet` and `test_sidecar_calls_seed_for_all_pairs`                                                                                                    |
| PQFIRST-03  | 03-01-PLAN.md | Falls back to current `fill_from_rest` if Parquet stale (>10 min) or missing (no regression)                 | SATISFIED | Staleness check at `midnight.py:929-937` (age > 600s → skip); missing file → `continue`; corrupt → `except` + debug log; outer `try/except` in `__init__.py:368-389`; tested by `test_stale_parquet_omitted`, `test_missing_parquet_returns_empty`, `test_corrupt_parquet_skipped`, `test_exception_is_non_fatal` |

**Orphaned requirements check:** No additional PQFIRST-\* requirements in REQUIREMENTS.md beyond PQFIRST-01/02/03. All three are accounted for by plan 03-01.

**Note on REQUIREMENTS.md status table:** The status tracker table in REQUIREMENTS.md still shows PQFIRST-01/02/03 as "Pending" (TBD). The checklist above the table correctly shows `[x]` for all three. The table is a documentation artifact that was not updated post-completion — not a code gap.

---

### Anti-Patterns Found

| File | Line | Pattern    | Severity | Impact |
| ---- | ---- | ---------- | -------- | ------ |
| —    | —    | None found | —        | —      |

No TODO/FIXME/placeholder comments, empty implementations, or hardcoded stubs found in any of the three files modified by this phase.

---

### Human Verification Required

None. All behaviors are fully verifiable programmatically:

- `_read_parquet_max_tids()` correctness: covered by 8 passing unit tests
- Sidecar integration position: confirmed by line number inspection (delete block ends ~358, parquet-first at 364, fill_from_rest at 395)
- Fallback safety: verified by `test_exception_is_non_fatal` and `test_empty_parquet_no_seed_calls`

The only item that is inherently runtime-only is "Startup REST API weight consumption measurably decreases when fresh Parquet data exists (observable in rate limit coordinator logs)" — this is the 4th success criterion from ROADMAP.md and cannot be verified without running the sidecar against a live Parquet cache. It is a monitoring/observability outcome that flows directly from the correctly-implemented seed override (PQFIRST-02 satisfied).

---

### Gaps Summary

No gaps. All three PQFIRST requirements are satisfied with substantive, wired, tested implementations.

---

_Verified: 2026-03-24T20:11:48Z_
_Verifier: Claude (gsd-verifier)_
