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CEX: WebSocket L2 delta 时序与连续性 collector #224

Description

@proerror77

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#219

What to build

为 CEX 盘口采集可回放的 snapshot+delta:source sequence、source time、received time、重连/补 snapshot 证据和 gap 计数。它为亚秒盘口演化提供独立数据面。

Acceptance criteria

  • 每个流有 snapshot seed、单调 sequence delta 与显式重连边界。
  • sequence gap、时间回退、无 snapshot 的 diff 会 fail closed。
  • manifest 提供 symbol coverage、gap/reconnect、延迟和深度统计。
  • shadow gate 与 canonical artifact 回读通过。

Blocked by

None - can start immediately

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