feat(archive): durable Maker strategy acceptance

[csmithington]

Summary

• add durable SQLite acceptance for the five strategy_data Maker tables, with per-table retry isolation, fixed quota/retention, restart recovery, stable ClickHouse deduplication tokens, and explicit health/telemetry
• lock the Maker hb_runtime wire contract and v2 schema/DDL migrations against Maker commit 563594435853c88cca5b187b8c999f845e31136b
• add real ClickHouse 24.8 CI coverage for fresh install, legacy upgrade, all-five-table ingestion, and retry deduplication
• transition production soak out of OpenSpec completion and retain it as the FIET-937 deployment/cutover observation gate
• sync and archive canonical-cex-market-data-replay-archive; add maker-archive-forwarder-conformance for the cross-service boundary
• release package version 0.2.37; the tag is intentionally created only after this PR merges

Contract boundaries

• Maker owns exactly one delivery attempt per batch.
• CEX Broker owns durable acceptance, retries, ClickHouse insertion, and deduplication after HTTP 202.
• Broker-origin archive traffic remains synchronous and unchanged.
• No new core full-broker CEX_BROKER_* environment variables are introduced. The only new deployment option is the forwarder-local ARCHIVE_FORWARDER_SPOOL_PATH; quota and retention are fixed contract constants.
• Parquet materialization remains an out-of-band ClickHouse consumer under FIET-907.

Verification

• bun test — 593 pass, 0 fail
• focused forwarder tests — 48 pass, 0 fail
• real ClickHouse 24.8 integration — 12 pass, 0 fail
• bunx tsc --noEmit
• bun run build
• bunx @biomejs/biome lint .
• openspec validate maker-archive-forwarder-conformance --strict
• docker compose -f services/archive-forwarder/docker-compose.yml config --quiet
• git diff --check

Cross-service fixture

• Maker producer commit: 563594435853c88cca5b187b8c999f845e31136b
• Byte-identical fixture: test/fixtures/archive_forwarder_envelope.json
• SHA-256: 784f647e048052a6c3382309b1a86abfbe08bc162363ead9fc88eaa1ba3d50c9

Linear: FIET-901, FIET-903, FIET-909, FIET-937

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Warn		Potentially malicious package (AI signal): pypi numpy is 60.0% likely malicious Notes: This module provides a powerful compile-and-import mechanism that converts caller-provided C fragments (and init text) into a native extension, compiles it via Meson, and immediately executes it in the current Python interpreter. If any upstream logic can supply or influence functions[*].code, prologue, more_init, or related build/module naming inputs, the package effectively enables arbitrary native code execution (high impact RCE). The provided snippet also contains apparent corruption/unfinished code constructs, but this does not mitigate the central, visible capability. Confidence: 0.60 Severity: 0.90 From: research/python/uv.lock → pypi/pandas@3.0.5 → pypi/numpy@2.5.1 ℹ Read more on: This package | This alert | What is AI-detected potential malware? Next steps: Take a moment to review the security alert above. Review the linked package source code to understand the potential risk. Ensure the package is not malicious before proceeding. If you're unsure how to proceed, reach out to your security team or ask the Socket team for help at support@socket.dev. Suggestion: Given the AI system's identification of this package as malware, extreme caution is advised. It is recommended to avoid downloading or installing this package until the threat is confirmed or flagged as a false positive. Mark the package as acceptable risk. To ignore this alert only in this pull request, reply with the comment @SocketSecurity ignore pypi/numpy@2.5.1. You can also ignore all packages with @SocketSecurity ignore-all. To ignore an alert for all future pull requests, use Socket's Dashboard to change the triage state of this alert.
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Warn		Potentially malicious package (AI signal): pypi numpy is 60.0% likely malicious Notes: This module provides a powerful compile-and-import mechanism that converts caller-provided C fragments (and init text) into a native extension, compiles it via Meson, and immediately executes it in the current Python interpreter. If any upstream logic can supply or influence functions[*].code, prologue, more_init, or related build/module naming inputs, the package effectively enables arbitrary native code execution (high impact RCE). The provided snippet also contains apparent corruption/unfinished code constructs, but this does not mitigate the central, visible capability. Confidence: 0.60 Severity: 0.90 From: research/python/uv.lock → pypi/pandas@3.0.5 → pypi/numpy@2.5.1 ℹ Read more on: This package | This alert | What is AI-detected potential malware? Next steps: Take a moment to review the security alert above. Review the linked package source code to understand the potential risk. Ensure the package is not malicious before proceeding. If you're unsure how to proceed, reach out to your security team or ask the Socket team for help at support@socket.dev. Suggestion: Given the AI system's identification of this package as malware, extreme caution is advised. It is recommended to avoid downloading or installing this package until the threat is confirmed or flagged as a false positive. Mark the package as acceptable risk. To ignore this alert only in this pull request, reply with the comment @SocketSecurity ignore pypi/numpy@2.5.1. You can also ignore all packages with @SocketSecurity ignore-all. To ignore an alert for all future pull requests, use Socket's Dashboard to change the triage state of this alert.
Warn		Potentially malicious package (AI signal): pypi numpy is 60.0% likely malicious Notes: This module provides a powerful compile-and-import mechanism that converts caller-provided C fragments (and init text) into a native extension, compiles it via Meson, and immediately executes it in the current Python interpreter. If any upstream logic can supply or influence functions[*].code, prologue, more_init, or related build/module naming inputs, the package effectively enables arbitrary native code execution (high impact RCE). The provided snippet also contains apparent corruption/unfinished code constructs, but this does not mitigate the central, visible capability. Confidence: 0.60 Severity: 0.90 From: research/python/uv.lock → pypi/pandas@3.0.5 → pypi/numpy@2.5.1 ℹ Read more on: This package | This alert | What is AI-detected potential malware? Next steps: Take a moment to review the security alert above. Review the linked package source code to understand the potential risk. Ensure the package is not malicious before proceeding. If you're unsure how to proceed, reach out to your security team or ask the Socket team for help at support@socket.dev. Suggestion: Given the AI system's identification of this package as malware, extreme caution is advised. It is recommended to avoid downloading or installing this package until the threat is confirmed or flagged as a false positive. Mark the package as acceptable risk. To ignore this alert only in this pull request, reply with the comment @SocketSecurity ignore pypi/numpy@2.5.1. You can also ignore all packages with @SocketSecurity ignore-all. To ignore an alert for all future pull requests, use Socket's Dashboard to change the triage state of this alert.
Warn		Potentially malicious package (AI signal): pypi numpy is 60.0% likely malicious Notes: This module provides a powerful compile-and-import mechanism that converts caller-provided C fragments (and init text) into a native extension, compiles it via Meson, and immediately executes it in the current Python interpreter. If any upstream logic can supply or influence functions[*].code, prologue, more_init, or related build/module naming inputs, the package effectively enables arbitrary native code execution (high impact RCE). The provided snippet also contains apparent corruption/unfinished code constructs, but this does not mitigate the central, visible capability. Confidence: 0.60 Severity: 0.90 From: research/python/uv.lock → pypi/pandas@3.0.5 → pypi/numpy@2.5.1 ℹ Read more on: This package | This alert | What is AI-detected potential malware? Next steps: Take a moment to review the security alert above. Review the linked package source code to understand the potential risk. Ensure the package is not malicious before proceeding. If you're unsure how to proceed, reach out to your security team or ask the Socket team for help at support@socket.dev. Suggestion: Given the AI system's identification of this package as malware, extreme caution is advised. It is recommended to avoid downloading or installing this package until the threat is confirmed or flagged as a false positive. Mark the package as acceptable risk. To ignore this alert only in this pull request, reply with the comment @SocketSecurity ignore pypi/numpy@2.5.1. You can also ignore all packages with @SocketSecurity ignore-all. To ignore an alert for all future pull requests, use Socket's Dashboard to change the triage state of this alert.
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Warn		Potentially malicious package (AI signal): pypi numpy is 60.0% likely malicious Notes: This module provides a powerful compile-and-import mechanism that converts caller-provided C fragments (and init text) into a native extension, compiles it via Meson, and immediately executes it in the current Python interpreter. If any upstream logic can supply or influence functions[*].code, prologue, more_init, or related build/module naming inputs, the package effectively enables arbitrary native code execution (high impact RCE). The provided snippet also contains apparent corruption/unfinished code constructs, but this does not mitigate the central, visible capability. Confidence: 0.60 Severity: 0.90 From: research/python/uv.lock → pypi/pandas@3.0.5 → pypi/numpy@2.5.1 ℹ Read more on: This package | This alert | What is AI-detected potential malware? Next steps: Take a moment to review the security alert above. Review the linked package source code to understand the potential risk. Ensure the package is not malicious before proceeding. If you're unsure how to proceed, reach out to your security team or ask the Socket team for help at support@socket.dev. Suggestion: Given the AI system's identification of this package as malware, extreme caution is advised. It is recommended to avoid downloading or installing this package until the threat is confirmed or flagged as a false positive. Mark the package as acceptable risk. To ignore this alert only in this pull request, reply with the comment @SocketSecurity ignore pypi/numpy@2.5.1. You can also ignore all packages with @SocketSecurity ignore-all. To ignore an alert for all future pull requests, use Socket's Dashboard to change the triage state of this alert.
Warn		Potentially malicious package (AI signal): pypi numpy is 60.0% likely malicious Notes: This module provides a powerful compile-and-import mechanism that converts caller-provided C fragments (and init text) into a native extension, compiles it via Meson, and immediately executes it in the current Python interpreter. If any upstream logic can supply or influence functions[*].code, prologue, more_init, or related build/module naming inputs, the package effectively enables arbitrary native code execution (high impact RCE). The provided snippet also contains apparent corruption/unfinished code constructs, but this does not mitigate the central, visible capability. Confidence: 0.60 Severity: 0.90 From: research/python/uv.lock → pypi/pandas@3.0.5 → pypi/numpy@2.5.1 ℹ Read more on: This package | This alert | What is AI-detected potential malware? Next steps: Take a moment to review the security alert above. Review the linked package source code to understand the potential risk. Ensure the package is not malicious before proceeding. If you're unsure how to proceed, reach out to your security team or ask the Socket team for help at support@socket.dev. Suggestion: Given the AI system's identification of this package as malware, extreme caution is advised. It is recommended to avoid downloading or installing this package until the threat is confirmed or flagged as a false positive. Mark the package as acceptable risk. To ignore this alert only in this pull request, reply with the comment @SocketSecurity ignore pypi/numpy@2.5.1. You can also ignore all packages with @SocketSecurity ignore-all. To ignore an alert for all future pull requests, use Socket's Dashboard to change the triage state of this alert.
Warn		Potentially malicious package (AI signal): pypi numpy is 60.0% likely malicious Notes: This module provides a powerful compile-and-import mechanism that converts caller-provided C fragments (and init text) into a native extension, compiles it via Meson, and immediately executes it in the current Python interpreter. If any upstream logic can supply or influence functions[*].code, prologue, more_init, or related build/module naming inputs, the package effectively enables arbitrary native code execution (high impact RCE). The provided snippet also contains apparent corruption/unfinished code constructs, but this does not mitigate the central, visible capability. Confidence: 0.60 Severity: 0.90 From: research/python/uv.lock → pypi/pandas@3.0.5 → pypi/numpy@2.5.1 ℹ Read more on: This package | This alert | What is AI-detected potential malware? Next steps: Take a moment to review the security alert above. Review the linked package source code to understand the potential risk. Ensure the package is not malicious before proceeding. If you're unsure how to proceed, reach out to your security team or ask the Socket team for help at support@socket.dev. Suggestion: Given the AI system's identification of this package as malware, extreme caution is advised. It is recommended to avoid downloading or installing this package until the threat is confirmed or flagged as a false positive. Mark the package as acceptable risk. To ignore this alert only in this pull request, reply with the comment @SocketSecurity ignore pypi/numpy@2.5.1. You can also ignore all packages with @SocketSecurity ignore-all. To ignore an alert for all future pull requests, use Socket's Dashboard to change the triage state of this alert.
Warn		Potentially malicious package (AI signal): pypi numpy is 60.0% likely malicious Notes: This module provides a powerful compile-and-import mechanism that converts caller-provided C fragments (and init text) into a native extension, compiles it via Meson, and immediately executes it in the current Python interpreter. If any upstream logic can supply or influence functions[*].code, prologue, more_init, or related build/module naming inputs, the package effectively enables arbitrary native code execution (high impact RCE). The provided snippet also contains apparent corruption/unfinished code constructs, but this does not mitigate the central, visible capability. Confidence: 0.60 Severity: 0.90 From: research/python/uv.lock → pypi/pandas@3.0.5 → pypi/numpy@2.5.1 ℹ Read more on: This package | This alert | What is AI-detected potential malware? Next steps: Take a moment to review the security alert above. Review the linked package source code to understand the potential risk. Ensure the package is not malicious before proceeding. If you're unsure how to proceed, reach out to your security team or ask the Socket team for help at support@socket.dev. Suggestion: Given the AI system's identification of this package as malware, extreme caution is advised. It is recommended to avoid downloading or installing this package until the threat is confirmed or flagged as a false positive. Mark the package as acceptable risk. To ignore this alert only in this pull request, reply with the comment @SocketSecurity ignore pypi/numpy@2.5.1. You can also ignore all packages with @SocketSecurity ignore-all. To ignore an alert for all future pull requests, use Socket's Dashboard to change the triage state of this alert.

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📒 Files selected for processing (94)

• .github/workflows/ci.yml
• .gitignore
• README.md
• docker/clickhouse-research.compose.yml
• docs/archive-forwarder-durable-acceptance.md
• docs/canonical-market-data-replay.md
• openspec/changes/archive/2026-06-05-cex-broker-server-modularization/README.md
• openspec/changes/archive/2026-08-03-canonical-cex-market-data-replay-archive/.openspec.yaml
• openspec/changes/archive/2026-08-03-canonical-cex-market-data-replay-archive/design.md
• openspec/changes/archive/2026-08-03-canonical-cex-market-data-replay-archive/proposal.md
• openspec/changes/archive/2026-08-03-canonical-cex-market-data-replay-archive/specs/cex-market-data-replay-capture/spec.md
• openspec/changes/archive/2026-08-03-canonical-cex-market-data-replay-archive/specs/cex-order-book-replay-archive/spec.md
• openspec/changes/archive/2026-08-03-canonical-cex-market-data-replay-archive/tasks.md
• openspec/changes/archive/2026-08-03-cex-broker-order-book-depth-sourcing/.openspec.yaml
• openspec/changes/archive/2026-08-03-cex-broker-order-book-depth-sourcing/README.md
• openspec/changes/archive/2026-08-03-cex-broker-order-book-depth-sourcing/design.md
• openspec/changes/archive/2026-08-03-cex-broker-order-book-depth-sourcing/proposal.md
• openspec/changes/archive/2026-08-03-cex-broker-order-book-depth-sourcing/specs/cex-broker-order-book-depth-sourcing/spec.md
• openspec/changes/archive/2026-08-03-cex-broker-order-book-depth-sourcing/tasks.md
• openspec/changes/maker-archive-forwarder-conformance/.openspec.yaml
• openspec/changes/maker-archive-forwarder-conformance/design.md
• openspec/changes/maker-archive-forwarder-conformance/proposal.md
• openspec/changes/maker-archive-forwarder-conformance/specs/archive-forwarder-durable-acceptance/spec.md
• openspec/changes/maker-archive-forwarder-conformance/specs/strategy-runtime-archive-ingestion/spec.md
• openspec/changes/maker-archive-forwarder-conformance/tasks.md
• openspec/specs/cex-broker-order-book-depth-sourcing/spec.md
• openspec/specs/cex-market-data-replay-capture/spec.md
• openspec/specs/cex-order-book-replay-archive/spec.md
• package.json
• research/hummingbot/canonical_capture_fixture.py
• research/hummingbot/order_book_parquet_fixture.py
• research/python/pyproject.toml
• research/python/tests/test_canonical_capture_fixture.py
• schema/clickhouse/canonical_market_data_replay.sql
• schema/clickhouse/market_data.sql
• schema/clickhouse/migrations/canonical_market_data_replay_cutover.sql
• schema/clickhouse/strategy_data.sql
• scripts/export-canonical-orderbook-parquet.ts
• scripts/migrate-legacy-market-data-to-canonical.ts
• scripts/validate-canonical-market-replay.ts
• services/archive-forwarder/Dockerfile
• services/archive-forwarder/config.ts
• services/archive-forwarder/health.ts
• services/archive-forwarder/index.ts
• services/archive-forwarder/insert.ts
• services/archive-forwarder/limits.ts
• services/archive-forwarder/request.ts
• services/archive-forwarder/router.ts
• services/archive-forwarder/strategy-contract.ts
• services/archive-forwarder/strategy-spool.ts
• services/archive-forwarder/strategy-worker.ts
• services/archive-forwarder/telemetry.ts
• services/archive-forwarder/types.ts
• services/ohlcv-collector/collector.ts
• services/ohlcv-collector/config.ts
• services/ohlcv-collector/index.ts
• src/handlers/execute-action/handler.ts
• src/handlers/execute-action/order-book-call.ts
• src/handlers/subscribe/handler.ts
• src/helpers/broker-execution-archive/index.ts
• src/helpers/broker-execution-archive/rows.ts
• src/helpers/broker-execution-archive/types.ts
• src/helpers/broker-execution-archive/writer.ts
• src/helpers/market-data-archive/canonical-orderbook.ts
• src/helpers/market-data-archive/capture-context.ts
• src/helpers/market-data-archive/capture-contract.ts
• src/helpers/market-data-archive/capture.ts
• src/helpers/market-data-archive/index.ts
• src/helpers/market-data-archive/legacy-migration.ts
• src/helpers/market-data-archive/ohlcv-history.ts
• src/helpers/market-data-archive/rows.ts
• src/helpers/market-data-archive/types.ts
• src/index.ts
• test/archive-forwarder-config.test.ts
• test/archive-forwarder-health.test.ts
• test/archive-forwarder-spool.test.ts
• test/archive-forwarder-strategy-contract.test.ts
• test/archive-forwarder-strategy-request.test.ts
• test/archive-forwarder-telemetry.test.ts
• test/archive-forwarder-worker.test.ts
• test/archive-forwarder.test.ts
• test/broker-execution-archive.test.ts
• test/canonical-market-data-contract.test.ts
• test/canonical-market-data-fixtures.test.ts
• test/canonical-market-data-migration.test.ts
• test/clickhouse-schema.integration.test.ts
• test/fixtures/archive_forwarder_envelope.json
• test/fixtures/canonical-market-capture-v1.json
• test/market-data-archive.test.ts
• test/ohlcv-collector-config.test.ts
• test/ohlcv-collector.test.ts
• test/order-book-rpc.test.ts
• test/strategy-data-schema-contract.test.ts
• test/subscribe-handler.test.ts

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