Build 060.25: implement Production Runtime Integration

app/.env.example

@@ -17,4 +17,14 @@ EXCHANGE_API_KEY=
 EXCHANGE_API_SECRET=
 EXCHANGE_TIMEOUT_SEC=10
 EXCHANGE_TESTNET=true
-DEFAULT_SYMBOL=BTC/USD_LEVERAGE
+DEFAULT_SYMBOL=BTC/USD_LEVERAGE
+
+TRADE_STREAM_ENABLED=false
+TRADE_STREAM_WS_URL=
+TRADE_STREAM_SYMBOLS=
+TRADE_STREAM_OPEN_TIMEOUT_SECONDS=10
+TRADE_STREAM_PROBE_TIMEOUT_SECONDS=20
+TRADE_STREAM_CLOSE_TIMEOUT_SECONDS=10
+TRADE_STREAM_HEARTBEAT_TIMEOUT_SECONDS=30
+TRADE_STREAM_SCHEDULER_INTERVAL_SECONDS=5
+TRADE_STREAM_RECOVERY_WINDOW_MS=3599999

app/src/bootstrap/app_factory.py

@@ -5,7 +5,11 @@ from __future__ import annotations
 from aiogram import Bot, Dispatcher
 from aiogram.client.default import DefaultBotProperties
 
+from src.bootstrap.application import ApplicationComposition
 from src.bootstrap.logging import setup_logging
+from src.bootstrap.trade_stream_runtime import (
+    build_trade_stream_production_runtime,
+)
 from src.core.config import load_settings
 from src.notifications.targets import NotificationTargetRegistry
 from src.storage.schema import init_schema
@@ -13,7 +17,7 @@ from src.telegram.routers import setup_routers
 from src.trading.journal.service import JournalService
 
 
-def create_app() -> tuple[Bot, Dispatcher]:
+def create_app() -> ApplicationComposition:
     settings = load_settings()
 
     setup_logging(settings.log_level)
@@ -37,18 +41,9 @@ def create_app() -> tuple[Bot, Dispatcher]:
             pass
         raise
 
-    try:
+    trade_stream_runtime = (
-        journal.log_info(
+        build_trade_stream_production_runtime(settings)
-            "app_started",
+    )
-            "Приложение запущено",
-            {
-                "env": settings.app_env,
-                "exchange_name": settings.exchange_name,
-                "default_symbol": settings.default_symbol,
-            },
-        )
-    except Exception:
-        pass
 
     bot = Bot(
         token=settings.bot_token,
@@ -61,4 +56,24 @@ def create_app() -> tuple[Bot, Dispatcher]:
 
     setup_routers(dispatcher)
 
-    return bot, dispatcher
+    try:
+        journal.log_info(
+            "app_started",
+            "Приложение запущено",
+            {
+                "env": settings.app_env,
+                "exchange_name": settings.exchange_name,
+                "default_symbol": settings.default_symbol,
+                "trade_stream_enabled": (
+                    settings.trade_stream.enabled
+                ),
+            },
+        )
+    except Exception:
+        pass
+
+    return ApplicationComposition(
+        bot=bot,
+        dispatcher=dispatcher,
+        trade_stream_runtime=trade_stream_runtime,
+    )

app/src/bootstrap/application.py

@@ -0,0 +1,254 @@
+from __future__ import annotations
+
+import asyncio
+from dataclasses import dataclass
+
+from aiogram import Bot, Dispatcher
+
+from src.market_data.acquisition.runtime.trade_stream_production_runtime import (
+    TradeStreamProductionRuntimeProtocol,
+)
+
+
+@dataclass(frozen=True, slots=True)
+class ApplicationComposition:
+    """Корневые компоненты одного запущенного экземпляра приложения."""
+
+    bot: Bot
+    dispatcher: Dispatcher
+    trade_stream_runtime: (
+        TradeStreamProductionRuntimeProtocol | None
+    )
+
+
+async def run_application(
+    application: ApplicationComposition,
+) -> None:
+    """
+    Выполнять Telegram polling и опциональный Trade Stream как одно целое.
+
+    Ошибка включённого Trade Stream считается фатальной для всего
+    приложения. Остановка Telegram, Trade Stream и bot session
+    выполняется одним владельцем и не оставляет фоновых root tasks.
+    """
+    polling_task = asyncio.create_task(
+        application.dispatcher.start_polling(
+            application.bot,
+            close_bot_session=False,
+        ),
+        name="telegram-polling",
+    )
+    runtime_task = (
+        asyncio.create_task(
+            application.trade_stream_runtime.run(),
+            name="trade-stream-runtime",
+        )
+        if application.trade_stream_runtime is not None
+        else None
+    )
+
+    primary_error: BaseException | None = None
+
+    try:
+        await _wait_for_root_tasks(
+            polling_task=polling_task,
+            runtime_task=runtime_task,
+        )
+    except BaseException as error:
+        primary_error = error
+
+    cleanup_task = asyncio.create_task(
+        _shutdown_application(
+            application=application,
+            polling_task=polling_task,
+            runtime_task=runtime_task,
+            primary_error=primary_error,
+        ),
+        name="application-shutdown",
+    )
+    cleanup_error = await _await_cleanup(
+        cleanup_task,
+        primary_error=primary_error,
+    )
+
+    if primary_error is not None:
+        if cleanup_error is not None:
+            primary_error.add_note(
+                "Application cleanup also failed: "
+                f"{type(cleanup_error).__name__}."
+            )
+
+        raise primary_error.with_traceback(
+            primary_error.__traceback__,
+        )
+
+    if cleanup_error is not None:
+        raise cleanup_error.with_traceback(
+            cleanup_error.__traceback__,
+        )
+
+
+async def _wait_for_root_tasks(
+    *,
+    polling_task: asyncio.Task[None],
+    runtime_task: asyncio.Task[None] | None,
+) -> None:
+    if runtime_task is None:
+        await polling_task
+        return
+
+    done_tasks, _ = await asyncio.wait(
+        (
+            polling_task,
+            runtime_task,
+        ),
+        return_when=asyncio.FIRST_COMPLETED,
+    )
+
+    if runtime_task in done_tasks:
+        if runtime_task.cancelled():
+            raise RuntimeError(
+                "Trade Stream Runtime was cancelled unexpectedly."
+            )
+
+        runtime_error = runtime_task.exception()
+
+        if runtime_error is not None:
+            raise runtime_error.with_traceback(
+                runtime_error.__traceback__,
+            )
+
+        raise RuntimeError(
+            "Trade Stream Runtime terminated unexpectedly."
+        )
+
+    await polling_task
+
+
+async def _shutdown_application(
+    *,
+    application: ApplicationComposition,
+    polling_task: asyncio.Task[None],
+    runtime_task: asyncio.Task[None] | None,
+    primary_error: BaseException | None,
+) -> BaseException | None:
+    cleanup_error: BaseException | None = None
+    polling_cancelled = False
+    runtime_cancelled = False
+
+    if not polling_task.done():
+        polling_cancelled = True
+        polling_task.cancel()
+
+    runtime = application.trade_stream_runtime
+
+    if runtime is not None:
+        try:
+            await runtime.stop()
+        except BaseException as error:
+            cleanup_error = _merge_cleanup_error(
+                cleanup_error,
+                error,
+            )
+
+    if runtime_task is not None and not runtime_task.done():
+        runtime_cancelled = True
+        runtime_task.cancel()
+
+    cleanup_error = await _observe_root_task(
+        polling_task,
+        expected_cancellation=polling_cancelled,
+        primary_error=primary_error,
+        cleanup_error=cleanup_error,
+    )
+
+    if runtime_task is not None:
+        cleanup_error = await _observe_root_task(
+            runtime_task,
+            expected_cancellation=runtime_cancelled,
+            primary_error=primary_error,
+            cleanup_error=cleanup_error,
+        )
+
+    try:
+        await application.bot.session.close()
+    except BaseException as error:
+        cleanup_error = _merge_cleanup_error(
+            cleanup_error,
+            error,
+        )
+
+    return cleanup_error
+
+
+async def _observe_root_task(
+    task: asyncio.Task[None],
+    *,
+    expected_cancellation: bool,
+    primary_error: BaseException | None,
+    cleanup_error: BaseException | None,
+) -> BaseException | None:
+    try:
+        await task
+    except asyncio.CancelledError as error:
+        if (
+            not expected_cancellation
+            and error is not primary_error
+            and not isinstance(primary_error, asyncio.CancelledError)
+        ):
+            return _merge_cleanup_error(
+                cleanup_error,
+                error,
+            )
+    except BaseException as error:
+        if error is not primary_error:
+            return _merge_cleanup_error(
+                cleanup_error,
+                error,
+            )
+
+    return cleanup_error
+
+
+async def _await_cleanup(
+    cleanup_task: asyncio.Task[BaseException | None],
+    *,
+    primary_error: BaseException | None,
+) -> BaseException | None:
+    interrupted_error: asyncio.CancelledError | None = None
+
+    while not cleanup_task.done():
+        try:
+            await asyncio.shield(cleanup_task)
+        except asyncio.CancelledError as error:
+            if primary_error is None:
+                primary_error = error
+                interrupted_error = error
+            continue
+
+    cleanup_error = cleanup_task.result()
+
+    if interrupted_error is not None:
+        if cleanup_error is not None:
+            interrupted_error.add_note(
+                "Application cleanup also failed: "
+                f"{type(cleanup_error).__name__}."
+            )
+
+        raise interrupted_error
+
+    return cleanup_error
+
+
+def _merge_cleanup_error(
+    current_error: BaseException | None,
+    new_error: BaseException,
+) -> BaseException:
+    if current_error is None:
+        return new_error
+
+    current_error.add_note(
+        "Additional application cleanup failure: "
+        f"{type(new_error).__name__}."
+    )
+    return current_error

app/src/bootstrap/trade_stream_runtime.py

@@ -0,0 +1,125 @@
+from __future__ import annotations
+
+from src.core.config import Settings
+from src.integrations.exchange.rest_client import ExchangeRestClient
+from src.market_data.acquisition.adapters.dzengi.rest import (
+    DzengiTradesDocumentSource,
+)
+from src.market_data.acquisition.adapters.dzengi.websocket import (
+    DzengiUnifiedWebSocketAdapter,
+)
+from src.market_data.acquisition.adapters.dzengi.websocket_control_message_handler import (
+    DzengiWebSocketControlMessageHandler,
+)
+from src.market_data.acquisition.adapters.dzengi.websocket_inbound_message_classifier import (
+    DzengiWebSocketInboundMessageClassifier,
+)
+from src.market_data.acquisition.adapters.dzengi.websocket_transport import (
+    DzengiWebSocketTransport,
+)
+from src.market_data.acquisition.runtime.acquisition_runtime_event_logging_consumer import (
+    AcquisitionRuntimeEventLoggingConsumer,
+)
+from src.market_data.acquisition.runtime.acquisition_runtime_event_publisher import (
+    AcquisitionRuntimeEventPublisher,
+)
+from src.market_data.acquisition.runtime.trade_stream_production_runtime import (
+    TradeStreamProductionRuntime,
+)
+from src.market_data.acquisition.runtime.websocket_session import (
+    WebSocketSession,
+)
+from src.market_data.acquisition.runtime.websocket_subscription_manager import (
+    WebSocketSubscriptionManager,
+)
+from src.market_data.acquisition.trade_stream_runtime_composition import (
+    build_trade_stream_runtime_composition,
+)
+
+
+def build_trade_stream_production_runtime(
+    settings: Settings,
+) -> TradeStreamProductionRuntime | None:
+    """
+    Собрать Production Trade Stream Runtime без запуска lifecycle.
+
+    Выключенный feature flag возвращает ``None`` до создания
+    WebSocket/REST-зависимостей. Все stateful-компоненты включённого
+    Runtime создаются один раз и затем передаются по identity.
+    """
+    trade_stream = settings.trade_stream
+
+    if not trade_stream.enabled:
+        return None
+
+    headers = {
+        "Origin": settings.exchange_base_url.rstrip("/"),
+        "Content-Type": "application/json",
+    }
+
+    if settings.exchange_api_key:
+        headers["X-MBX-APIKEY"] = settings.exchange_api_key
+
+    transport = DzengiWebSocketTransport(
+        url=trade_stream.websocket_url,
+        headers=headers,
+        open_timeout=trade_stream.open_timeout_seconds,
+        ping_interval=None,
+        ping_timeout=None,
+        probe_timeout=trade_stream.probe_timeout_seconds,
+        close_timeout=trade_stream.close_timeout_seconds,
+    )
+    session = WebSocketSession(transport)
+    subscription_manager = WebSocketSubscriptionManager(
+        transport,
+        supports_unsubscribe=False,
+    )
+    event_publisher = AcquisitionRuntimeEventPublisher(
+        (
+            AcquisitionRuntimeEventLoggingConsumer(),
+        )
+    )
+    recovery_document_source = DzengiTradesDocumentSource(
+        ExchangeRestClient(settings=settings),
+    )
+    message_adapter = DzengiUnifiedWebSocketAdapter()
+
+    composition = build_trade_stream_runtime_composition(
+        session=session,
+        transport=transport,
+        subscription_manager=subscription_manager,
+        event_publisher=event_publisher,
+        message_adapter=message_adapter,
+        recovery_document_source=recovery_document_source,
+        symbols=trade_stream.symbols,
+        heartbeat_timeout_seconds=(
+            trade_stream.heartbeat_timeout_seconds
+        ),
+        scheduler_interval_seconds=(
+            trade_stream.scheduler_interval_seconds
+        ),
+        max_recovery_window_ms=trade_stream.recovery_window_ms,
+    )
+
+    return TradeStreamProductionRuntime(
+        session=session,
+        transport=transport,
+        subscription_manager=subscription_manager,
+        event_publisher=event_publisher,
+        trade_stream_service=(
+            composition.trade_stream_acquisition_service
+        ),
+        message_classifier=(
+            DzengiWebSocketInboundMessageClassifier()
+        ),
+        control_message_handler=(
+            DzengiWebSocketControlMessageHandler()
+        ),
+        live_processing_gate=composition.live_processing_gate,
+        reconnect_recovery_coordinator=(
+            composition.runtime_reconnect_recovery_coordinator
+        ),
+        runtime_supervisor=composition.runtime_supervisor,
+        runtime_scheduler=composition.runtime_scheduler,
+        symbols=trade_stream.symbols,
+    )

app/src/core/config.py

@@ -2,6 +2,7 @@
 
 from __future__ import annotations
 
+import math
 import os
 from dataclasses import dataclass
 from pathlib import Path
@@ -19,6 +20,21 @@ ENV_FILE = BASE_DIR / ".env"
 load_dotenv(ENV_FILE)
 
 
+@dataclass(frozen=True, slots=True)
+class TradeStreamSettings:
+    """Настройки Production Trade Stream Runtime."""
+
+    enabled: bool
+    websocket_url: str
+    symbols: tuple[str, ...]
+    open_timeout_seconds: float
+    probe_timeout_seconds: float
+    close_timeout_seconds: float
+    heartbeat_timeout_seconds: float
+    scheduler_interval_seconds: float
+    recovery_window_ms: int
+
+
 @dataclass(slots=True)
 class Settings:
     # Telegram
@@ -40,6 +56,7 @@ class Settings:
     exchange_timeout_sec: int
     exchange_testnet: bool
     default_symbol: str
+    trade_stream: TradeStreamSettings
 
     # Database
     db_host: str
@@ -75,6 +92,206 @@ def _parse_int(raw_value: str, default: int) -> int:
     return int(value)
 
 
+def _parse_strict_bool(
+    raw_value: str,
+    *,
+    name: str,
+    default: bool,
+) -> bool:
+    value = (raw_value or "").strip().lower()
+
+    if not value:
+        return default
+
+    if value in {"1", "true", "yes", "on"}:
+        return True
+
+    if value in {"0", "false", "no", "off"}:
+        return False
+
+    raise ValueError(
+        f"{name} must be a boolean value"
+    )
+
+
+def _parse_positive_float(
+    raw_value: str,
+    *,
+    name: str,
+    default: float,
+) -> float:
+    value = (raw_value or "").strip()
+
+    try:
+        result = (
+            float(value)
+            if value
+            else float(default)
+        )
+    except ValueError as error:
+        raise ValueError(
+            f"{name} must be a number"
+        ) from error
+
+    if not math.isfinite(result) or result <= 0:
+        raise ValueError(
+            f"{name} must be positive and finite"
+        )
+
+    return result
+
+
+def _parse_positive_int(
+    raw_value: str,
+    *,
+    name: str,
+    default: int,
+) -> int:
+    value = (raw_value or "").strip()
+
+    try:
+        result = (
+            int(value)
+            if value
+            else int(default)
+        )
+    except ValueError as error:
+        raise ValueError(
+            f"{name} must be an integer"
+        ) from error
+
+    if result <= 0:
+        raise ValueError(
+            f"{name} must be positive"
+        )
+
+    return result
+
+
+def _parse_trade_stream_symbols(
+    raw_value: str,
+) -> tuple[str, ...]:
+    value = (raw_value or "").strip()
+
+    if not value:
+        raise RuntimeError(
+            "TRADE_STREAM_SYMBOLS is required when "
+            "TRADE_STREAM_ENABLED is true"
+        )
+
+    raw_symbols = value.split(",")
+
+    if any(not symbol.strip() for symbol in raw_symbols):
+        raise ValueError(
+            "TRADE_STREAM_SYMBOLS must not contain empty symbols"
+        )
+
+    return tuple(
+        sorted(
+            {
+                symbol.strip()
+                for symbol in raw_symbols
+            }
+        )
+    )
+
+
+def _load_trade_stream_settings(
+    *,
+    exchange_base_url: str,
+) -> TradeStreamSettings:
+    enabled = _parse_strict_bool(
+        os.getenv("TRADE_STREAM_ENABLED", "false"),
+        name="TRADE_STREAM_ENABLED",
+        default=False,
+    )
+
+    if not enabled:
+        return TradeStreamSettings(
+            enabled=False,
+            websocket_url="",
+            symbols=(),
+            open_timeout_seconds=10.0,
+            probe_timeout_seconds=20.0,
+            close_timeout_seconds=10.0,
+            heartbeat_timeout_seconds=30.0,
+            scheduler_interval_seconds=5.0,
+            recovery_window_ms=3_599_999,
+        )
+
+    websocket_url = os.getenv(
+        "TRADE_STREAM_WS_URL",
+        "",
+    ).strip()
+
+    if not websocket_url:
+        raise RuntimeError(
+            "TRADE_STREAM_WS_URL is required when "
+            "TRADE_STREAM_ENABLED is true"
+        )
+
+    if not exchange_base_url:
+        raise RuntimeError(
+            "EXCHANGE_BASE_URL is required for Trade Stream Recovery"
+        )
+
+    return TradeStreamSettings(
+        enabled=True,
+        websocket_url=websocket_url,
+        symbols=_parse_trade_stream_symbols(
+            os.getenv("TRADE_STREAM_SYMBOLS", ""),
+        ),
+        open_timeout_seconds=_parse_positive_float(
+            os.getenv(
+                "TRADE_STREAM_OPEN_TIMEOUT_SECONDS",
+                "10",
+            ),
+            name="TRADE_STREAM_OPEN_TIMEOUT_SECONDS",
+            default=10.0,
+        ),
+        probe_timeout_seconds=_parse_positive_float(
+            os.getenv(
+                "TRADE_STREAM_PROBE_TIMEOUT_SECONDS",
+                "20",
+            ),
+            name="TRADE_STREAM_PROBE_TIMEOUT_SECONDS",
+            default=20.0,
+        ),
+        close_timeout_seconds=_parse_positive_float(
+            os.getenv(
+                "TRADE_STREAM_CLOSE_TIMEOUT_SECONDS",
+                "10",
+            ),
+            name="TRADE_STREAM_CLOSE_TIMEOUT_SECONDS",
+            default=10.0,
+        ),
+        heartbeat_timeout_seconds=_parse_positive_float(
+            os.getenv(
+                "TRADE_STREAM_HEARTBEAT_TIMEOUT_SECONDS",
+                "30",
+            ),
+            name="TRADE_STREAM_HEARTBEAT_TIMEOUT_SECONDS",
+            default=30.0,
+        ),
+        scheduler_interval_seconds=_parse_positive_float(
+            os.getenv(
+                "TRADE_STREAM_SCHEDULER_INTERVAL_SECONDS",
+                "5",
+            ),
+            name="TRADE_STREAM_SCHEDULER_INTERVAL_SECONDS",
+            default=5.0,
+        ),
+        recovery_window_ms=_parse_positive_int(
+            os.getenv(
+                "TRADE_STREAM_RECOVERY_WINDOW_MS",
+                "3599999",
+            ),
+            name="TRADE_STREAM_RECOVERY_WINDOW_MS",
+            default=3_599_999,
+        ),
+    )
+
+
 # load all settings
 def load_settings() -> Settings:
     bot_token = os.getenv("BOT_TOKEN", "").strip()
@@ -82,6 +299,11 @@ def load_settings() -> Settings:
     if not bot_token:
         raise RuntimeError("BOT_TOKEN is not set in app/.env")
 
+    exchange_base_url = os.getenv(
+        "EXCHANGE_BASE_URL",
+        "",
+    ).strip()
+
     return Settings(
         # Telegram
         bot_token=bot_token,
@@ -99,7 +321,7 @@ def load_settings() -> Settings:
         # Exchange
         exchange_enabled=_parse_bool(os.getenv("EXCHANGE_ENABLED", "false")),
         exchange_name=os.getenv("EXCHANGE_NAME", "dzengi").strip() or "dzengi",
-        exchange_base_url=os.getenv("EXCHANGE_BASE_URL", "").strip(),
+        exchange_base_url=exchange_base_url,
         exchange_ws_url=os.getenv("EXCHANGE_WS_URL", "").strip(),
         exchange_api_key=os.getenv("EXCHANGE_API_KEY", "").strip(),
         exchange_api_secret=os.getenv("EXCHANGE_API_SECRET", "").strip(),
@@ -107,6 +329,9 @@ def load_settings() -> Settings:
         exchange_testnet=_parse_bool(os.getenv("EXCHANGE_TESTNET", "false")),
         default_symbol=os.getenv("DEFAULT_SYMBOL", "ETH/USD_LEVERAGE").strip()
         or "ETH/USD_LEVERAGE",
+        trade_stream=_load_trade_stream_settings(
+            exchange_base_url=exchange_base_url,
+        ),
 
         # Database
         db_host=os.getenv("DB_HOST", "localhost").strip() or "localhost",
@@ -114,4 +339,4 @@ def load_settings() -> Settings:
         db_name=os.getenv("DB_NAME", "dzentra_bot").strip() or "dzentra_bot",
         db_user=os.getenv("DB_USER", "dzentra_bot").strip() or "dzentra_bot",
         db_password=os.getenv("DB_PASSWORD", "").strip(),
-    )
+    )

app/src/integrations/exchange/rest_client.py

@@ -7,7 +7,7 @@ from urllib.error import HTTPError, URLError
 from urllib.parse import urlencode
 from urllib.request import Request, urlopen
 
-from src.core.config import load_settings
+from src.core.config import Settings, load_settings
 from src.integrations.exchange.exceptions import (
     ExchangeConnectionError,
     ExchangeResponseError,
@@ -15,8 +15,15 @@ from src.integrations.exchange.exceptions import (
 
 
 class ExchangeRestClient:
-    def __init__(self) -> None:
+    def __init__(
-        self.settings = load_settings()
+        self,
+        settings: Settings | None = None,
+    ) -> None:
+        self.settings = (
+            settings
+            if settings is not None
+            else load_settings()
+        )
         if not self.settings.exchange_base_url:
             raise ExchangeConnectionError("EXCHANGE_BASE_URL is empty.")
         self.base_url = self.settings.exchange_base_url.rstrip("/")
@@ -133,4 +140,4 @@ class ExchangeRestClient:
         if not isinstance(payload, dict):
             raise ExchangeResponseError("Exchange response is not a JSON object.")
 
-        return payload
+        return payload

app/src/main.py

@@ -2,26 +2,14 @@
 
 import asyncio
 
+from src.bootstrap.application import run_application
 from src.bootstrap.app_factory import create_app
 
 
 async def main() -> None:
-    # создаём bot + dispatcher
+    application = create_app()
-    bot, dispatcher = create_app()
+    await run_application(application)
-
-    # WebSocket stream временно отключён.
-    # Причина: Dzengi Swagger содержит wss:/api/v1/* endpoints,
-    # но runtime probe не нашёл endpoint с WebSocket Upgrade 101.
-    #
-    # Когда Dzengi подтвердит рабочий WS endpoint,
-    # можно будет вернуть запуск:
-    #
-    # from src.integrations.exchange.market_stream import start_market_stream
-    # market_stream_task = asyncio.create_task(start_market_stream())
-
-    # запускаем Telegram polling
-    await dispatcher.start_polling(bot)
 
 
 if __name__ == "__main__":
-    asyncio.run(main())
+    asyncio.run(main())

app/src/market_data/acquisition/adapters/dzengi/websocket_control_message_handler.py

@@ -0,0 +1,62 @@
+from __future__ import annotations
+
+from src.market_data.acquisition.exceptions import (
+    WebSocketControlMessageError,
+    WebSocketMessageRoutingError,
+)
+
+
+_TRADE_SUBSCRIPTION_DESTINATION = "trades.subscribe"
+_SUCCESS_STATUS = "OK"
+
+
+class DzengiWebSocketControlMessageHandler:
+    """
+    Provider-specific проверка Dzengi control/ACK сообщений.
+
+    Handler не управляет lifecycle и не хранит pending requests.
+    Ожидаемый correlation ID передаётся владельцем Runtime.
+    """
+
+    __slots__ = ()
+
+    def handle(
+        self,
+        document: object,
+        *,
+        expected_correlation_id: str,
+    ) -> None:
+        """Проверить ACK текущей Trade Stream подписки."""
+        if not isinstance(document, dict):
+            raise WebSocketMessageRoutingError(
+                "Control message Dzengi WebSocket должен быть объектом."
+            )
+
+        correlation_id = document.get("correlationId")
+
+        if correlation_id != expected_correlation_id:
+            raise WebSocketMessageRoutingError(
+                "Получен control message с неизвестным correlationId."
+            )
+
+        status = document.get("status")
+
+        if not isinstance(status, str) or not status.strip():
+            raise WebSocketMessageRoutingError(
+                "Control message Dzengi WebSocket должен содержать "
+                "непустой строковый status."
+            )
+
+        if status != _SUCCESS_STATUS:
+            raise WebSocketControlMessageError(
+                "Dzengi отклонил Trade Stream subscription ACK."
+            )
+
+        if (
+            document.get("destination")
+            != _TRADE_SUBSCRIPTION_DESTINATION
+        ):
+            raise WebSocketMessageRoutingError(
+                "Получен успешный control message с неизвестным "
+                "destination."
+            )

app/src/market_data/acquisition/adapters/dzengi/websocket_inbound_message_classifier.py

@@ -0,0 +1,82 @@
+from __future__ import annotations
+
+from src.market_data.acquisition.exceptions import (
+    WebSocketMessageRoutingError,
+)
+from src.market_data.acquisition.runtime.websocket_inbound_message import (
+    WebSocketInboundMessageKind,
+)
+
+
+_DZENGI_MARKET_DESTINATIONS = frozenset(
+    {
+        "internal.trade",
+        "ohlc.event",
+    }
+)
+
+
+class DzengiWebSocketInboundMessageClassifier:
+    """
+    Классификатор декодированных входящих сообщений Dzengi.
+
+    Market markers имеют приоритет над correlationId, чтобы market
+    document с дополнительными transport metadata не был ошибочно
+    принят за control response.
+    """
+
+    __slots__ = ()
+
+    def classify(
+        self,
+        document: object,
+    ) -> WebSocketInboundMessageKind:
+        """Разделить market documents и ответы на Runtime-команды."""
+        if not isinstance(document, dict):
+            raise WebSocketMessageRoutingError(
+                "Сообщение Dzengi WebSocket должно быть объектом."
+            )
+
+        destination = document.get("destination")
+
+        if (
+            (
+                isinstance(destination, str)
+                and destination in _DZENGI_MARKET_DESTINATIONS
+            )
+            or "Payload" in document
+        ):
+            return WebSocketInboundMessageKind.MARKET
+
+        if "correlationId" in document:
+            self._validate_correlation_id(
+                document["correlationId"],
+            )
+            return WebSocketInboundMessageKind.CONTROL
+
+        raise WebSocketMessageRoutingError(
+            "Не удалось определить категорию сообщения "
+            "Dzengi WebSocket."
+        )
+
+    @staticmethod
+    def _validate_correlation_id(
+        correlation_id: object,
+    ) -> None:
+        if (
+            isinstance(correlation_id, bool)
+            or not isinstance(correlation_id, (str, int))
+        ):
+            raise WebSocketMessageRoutingError(
+                "correlationId сообщения Dzengi WebSocket должен "
+                "быть строкой или целым числом."
+            )
+
+        if (
+            isinstance(correlation_id, str)
+            and not correlation_id.strip()
+        ):
+            raise WebSocketMessageRoutingError(
+                "correlationId сообщения Dzengi WebSocket "
+                "не должен быть пустым."
+            )

app/src/market_data/acquisition/adapters/dzengi/websocket_transport.py

@@ -0,0 +1,445 @@
+from __future__ import annotations
+
+import asyncio
+import math
+from collections.abc import Awaitable, Callable, Mapping
+from typing import Protocol, cast
+from urllib.parse import urlsplit, urlunsplit
+
+from websockets.asyncio.client import connect as websocket_connect
+from websockets.protocol import State
+from websockets.typing import Subprotocol
+
+from src.market_data.acquisition.exceptions import (
+    WebSocketTransportError,
+    WebSocketTransportNotConnectedError,
+)
+
+
+class _WebSocketConnectionProtocol(Protocol):
+    """
+    Минимальный контракт соединения.
+    """
+
+    @property
+    def state(self) -> State:
+        """Вернуть состояние WebSocket-соединения."""
+        ...
+
+    async def close(
+        self,
+        code: int = 1000,
+        reason: str = "",
+    ) -> None:
+        """Закрыть WebSocket-соединение."""
+        ...
+
+    async def send(
+        self,
+        message: str | bytes,
+    ) -> None:
+        """Отправить одно сообщение."""
+        ...
+
+    async def recv(self) -> str | bytes:
+        """Получить одно сообщение."""
+        ...
+
+    async def ping(self) -> Awaitable[float]:
+        """Отправить Ping и вернуть ожидание соответствующего Pong."""
+        ...
+
+
+WebSocketConnector = Callable[
+    ...,
+    Awaitable[_WebSocketConnectionProtocol],
+]
+
+
+def build_dzengi_websocket_url(
+    raw_url: str,
+) -> str:
+    """
+    Нормализовать Dzengi HTTP/WebSocket URL до endpoint ``/connect``.
+    """
+    if not isinstance(raw_url, str):
+        raise TypeError("raw_url must be a string")
+
+    normalized_url = raw_url.strip()
+
+    if not normalized_url:
+        raise ValueError("raw_url must not be empty")
+
+    parsed = urlsplit(normalized_url)
+
+    scheme = {
+        "http": "ws",
+        "https": "wss",
+        "ws": "ws",
+        "wss": "wss",
+    }.get(parsed.scheme.lower())
+
+    if scheme is None or not parsed.netloc:
+        raise ValueError(
+            "raw_url must be an absolute HTTP or WebSocket URL"
+        )
+
+    if parsed.fragment:
+        raise ValueError("raw_url must not contain a fragment")
+
+    path = parsed.path.rstrip("/")
+
+    if not path.endswith("/connect"):
+        path = f"{path}/connect"
+
+    return urlunsplit(
+        (
+            scheme,
+            parsed.netloc,
+            path,
+            parsed.query,
+            "",
+        )
+    )
+
+
+class DzengiWebSocketTransport:
+    """
+    Низкоуровневый WebSocket-транспорт Dzengi.
+
+    Transport управляет только соединением и непрозрачными
+    ``str``/``bytes`` сообщениями. JSON parsing, subscription routing,
+    recovery и lifecycle находятся за пределами этого компонента.
+    """
+
+    __slots__ = (
+        "_url",
+        "_headers",
+        "_open_timeout",
+        "_ping_interval",
+        "_ping_timeout",
+        "_probe_timeout",
+        "_close_timeout",
+        "_connector",
+        "_connection",
+        "_lifecycle_lock",
+    )
+
+    def __init__(
+        self,
+        *,
+        url: str,
+        headers: Mapping[str, str] | None = None,
+        open_timeout: float | None = 10.0,
+        ping_interval: float | None = 20.0,
+        ping_timeout: float | None = 20.0,
+        probe_timeout: float | None = None,
+        close_timeout: float | None = 10.0,
+        connector: WebSocketConnector | None = None,
+    ) -> None:
+        self._url = build_dzengi_websocket_url(url)
+        self._headers = self._validate_headers(headers)
+        self._open_timeout = self._validate_timeout(
+            "open_timeout",
+            open_timeout,
+        )
+        self._ping_interval = self._validate_timeout(
+            "ping_interval",
+            ping_interval,
+        )
+        self._ping_timeout = self._validate_timeout(
+            "ping_timeout",
+            ping_timeout,
+        )
+        self._probe_timeout = self._validate_probe_timeout(
+            (
+                probe_timeout
+                if probe_timeout is not None
+                else (
+                    ping_timeout
+                    if ping_timeout is not None
+                    else 20.0
+                )
+            ),
+        )
+        self._close_timeout = self._validate_timeout(
+            "close_timeout",
+            close_timeout,
+        )
+        self._connector = (
+            connector
+            if connector is not None
+            else cast(
+                WebSocketConnector,
+                websocket_connect,
+            )
+        )
+        self._connection: _WebSocketConnectionProtocol | None = None
+        self._lifecycle_lock = asyncio.Lock()
+
+    @property
+    def url(self) -> str:
+        """Вернуть нормализованный WebSocket URL."""
+        return self._url
+
+    @property
+    def is_connected(self) -> bool:
+        """Показывает, открыто ли соединение."""
+        connection = self._connection
+
+        return (
+            connection is not None
+            and connection.state is State.OPEN
+        )
+
+    async def connect(self) -> None:
+        """
+        Идемпотентно открыть WebSocket-соединение Dzengi.
+        """
+        async with self._lifecycle_lock:
+            if self.is_connected:
+                return
+
+            self._connection = None
+
+            try:
+                connection = await self._connector(
+                    self._url,
+                    additional_headers=(
+                        self._headers
+                        if self._headers
+                        else None
+                    ),
+                    subprotocols=(
+                        Subprotocol("json"),
+                    ),
+                    open_timeout=self._open_timeout,
+                    ping_interval=self._ping_interval,
+                    ping_timeout=self._ping_timeout,
+                    close_timeout=self._close_timeout,
+                )
+            except Exception as error:
+                raise WebSocketTransportError(
+                    "Не удалось открыть Dzengi WebSocket connection: "
+                    f"{error}"
+                ) from error
+
+            self._connection = connection
+
+            if self.is_connected:
+                return
+
+            self._connection = None
+
+            try:
+                await connection.close()
+            except Exception:
+                pass
+
+            raise WebSocketTransportError(
+                "Dzengi WebSocket connection не перешло "
+                "в состояние OPEN."
+            )
+
+    async def disconnect(self) -> None:
+        """
+        Идемпотентно закрыть WebSocket-соединение.
+        """
+        async with self._lifecycle_lock:
+            connection = self._connection
+            self._connection = None
+
+            if connection is None:
+                return
+
+            try:
+                await connection.close()
+            except Exception as error:
+                raise WebSocketTransportError(
+                    "Не удалось закрыть Dzengi WebSocket connection: "
+                    f"{error}"
+                ) from error
+
+    async def send(
+        self,
+        message: str | bytes,
+    ) -> None:
+        """Отправить непрозрачное транспортное сообщение."""
+        if not isinstance(message, (str, bytes)):
+            raise TypeError("message must be str or bytes")
+
+        connection = self._require_connection()
+
+        try:
+            await connection.send(message)
+        except Exception as error:
+            self._discard_closed_connection(connection)
+
+            raise WebSocketTransportError(
+                "Не удалось отправить Dzengi WebSocket message: "
+                f"{error}"
+            ) from error
+
+    async def receive(self) -> str | bytes:
+        """Получить непрозрачное транспортное сообщение."""
+        connection = self._require_connection()
+
+        try:
+            return await connection.recv()
+        except Exception as error:
+            self._discard_closed_connection(connection)
+
+            raise WebSocketTransportError(
+                "Не удалось получить Dzengi WebSocket message: "
+                f"{error}"
+            ) from error
+
+    async def probe(self) -> bool:
+        """
+        Подтвердить liveness текущего connection через Ping/Pong.
+
+        Закрытое соединение и отсутствие Pong являются штатным
+        отрицательным результатом. Cancellation не перехватывается.
+        """
+        connection = self._connection
+
+        if (
+            connection is None
+            or connection.state is not State.OPEN
+        ):
+            self._connection = None
+            return False
+
+        try:
+            pong_waiter = await connection.ping()
+
+            await asyncio.wait_for(
+                asyncio.shield(
+                    pong_waiter,
+                ),
+                timeout=self._probe_timeout,
+            )
+        except asyncio.TimeoutError:
+            return False
+        except asyncio.CancelledError:
+            raise
+        except Exception as error:
+            self._discard_closed_connection(connection)
+
+            if connection.state is not State.OPEN:
+                return False
+
+            raise WebSocketTransportError(
+                "Не удалось проверить Dzengi WebSocket liveness: "
+                f"{error}"
+            ) from error
+
+        return (
+            self._connection is connection
+            and connection.state is State.OPEN
+        )
+
+    def _require_connection(
+        self,
+    ) -> _WebSocketConnectionProtocol:
+        """
+        Вернуть открытое соединение.
+        """
+        connection = self._connection
+
+        if (
+            connection is None
+            or connection.state is not State.OPEN
+        ):
+            self._connection = None
+
+            raise WebSocketTransportNotConnectedError(
+                "Dzengi WebSocket transport is not connected."
+            )
+
+        return connection
+
+    def _discard_closed_connection(
+        self,
+        connection: _WebSocketConnectionProtocol,
+    ) -> None:
+        """
+        Удалить ссылку на закрытое соединение.
+        """
+        if (
+            self._connection is connection
+            and connection.state is not State.OPEN
+        ):
+            self._connection = None
+
+    @staticmethod
+    def _validate_headers(
+        headers: Mapping[str, str] | None,
+    ) -> dict[str, str]:
+        if headers is None:
+            return {}
+
+        if not isinstance(headers, Mapping):
+            raise TypeError("headers must be a mapping")
+
+        normalized_headers: dict[str, str] = {}
+
+        for name, value in headers.items():
+            if not isinstance(name, str) or not name.strip():
+                raise ValueError(
+                    "header names must be non-empty strings"
+                )
+
+            if not isinstance(value, str):
+                raise TypeError("header values must be strings")
+
+            normalized_headers[name] = value
+
+        return normalized_headers
+
+    @staticmethod
+    def _validate_timeout(
+        name: str,
+        value: float | None,
+    ) -> float | None:
+        if value is None:
+            return None
+
+        if (
+            isinstance(value, bool)
+            or not isinstance(value, (int, float))
+        ):
+            raise TypeError(
+                f"{name} must be an integer, float, or None"
+            )
+
+        if value <= 0:
+            raise ValueError(
+                f"{name} must be positive"
+            )
+
+        return float(value)
+
+    @staticmethod
+    def _validate_probe_timeout(
+        value: float,
+    ) -> float:
+        if (
+            isinstance(value, bool)
+            or not isinstance(value, (int, float))
+        ):
+            raise TypeError(
+                "probe_timeout must be an integer or float"
+            )
+
+        normalized_value = float(value)
+
+        if (
+            not math.isfinite(normalized_value)
+            or normalized_value <= 0
+        ):
+            raise ValueError(
+                "probe_timeout must be positive and finite"
+            )
+
+        return normalized_value

app/src/market_data/acquisition/exceptions.py

@@ -153,4 +153,31 @@ class TradeFeedRegistryError(MarketDataAcquisitionError):
 # Ошибка определения типа входящего WebSocket-сообщения
 # и выбора специализированного адаптера.
 class WebSocketMessageRoutingError(MarketDataAcquisitionError):
-    pass
+    pass
+
+
+# Ошибка декодирования сырого WebSocket-сообщения.
+class WebSocketMessageDecodeError(MarketDataAcquisitionError):
+    pass
+
+
+# Ошибка обработки control/ACK сообщения WebSocket-провайдера.
+class WebSocketControlMessageError(MarketDataAcquisitionError):
+    pass
+
+
+# Ошибка низкоуровневой WebSocket-инфраструктуры Acquisition Runtime.
+class WebSocketTransportError(MarketDataAcquisitionError):
+    pass
+
+
+# Попытка использовать WebSocket-транспорт без открытого соединения.
+class WebSocketTransportNotConnectedError(WebSocketTransportError):
+    pass
+
+
+# WebSocket-провайдер не поддерживает транспортную операцию unsubscribe.
+class WebSocketUnsubscribeNotSupportedError(
+    MarketDataAcquisitionError,
+):
+    pass

app/src/market_data/acquisition/runtime/acquisition_runtime_event_logging_consumer.py

@@ -0,0 +1,134 @@
+from __future__ import annotations
+
+import logging
+
+from src.market_data.acquisition.runtime.runtime_events import (
+    ConnectedEvent,
+    ConnectFailedEvent,
+    DisconnectedEvent,
+    HeartbeatTimeoutEvent,
+    MessageReceivedEvent,
+    MessageSentEvent,
+    ReconnectCompletedEvent,
+    ReconnectFailedEvent,
+    ReconnectStartedEvent,
+    TransportMessage,
+)
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    AcquisitionRuntimeEvent,
+)
+
+
+logger = logging.getLogger(__name__)
+
+
+class AcquisitionRuntimeEventLoggingConsumer:
+    """
+    Безопасно записывает Acquisition Runtime Events в standard logging.
+
+    Содержимое transport payload намеренно не журналируется. Для
+    MessageReceivedEvent и MessageSentEvent фиксируются только тип
+    сообщения и размер payload.
+    """
+
+    __slots__ = (
+        "_logger",
+    )
+
+    def __init__(
+        self,
+        event_logger: logging.Logger = logger,
+    ) -> None:
+        if not isinstance(event_logger, logging.Logger):
+            raise TypeError(
+                "event_logger must be a logging.Logger"
+            )
+
+        self._logger = event_logger
+
+    async def consume(
+        self,
+        event: AcquisitionRuntimeEvent,
+    ) -> None:
+        """Записать одно Acquisition Runtime Event."""
+        if isinstance(event, ConnectedEvent):
+            self._logger.info(
+                "Acquisition WebSocket connected."
+            )
+            return
+
+        if isinstance(event, DisconnectedEvent):
+            self._logger.info(
+                "Acquisition WebSocket disconnected."
+            )
+            return
+
+        if isinstance(event, ConnectFailedEvent):
+            self._logger.error(
+                "Acquisition WebSocket connection failed: %s",
+                event.reason,
+            )
+            return
+
+        if isinstance(event, MessageReceivedEvent):
+            self._log_transport_message(
+                direction="received",
+                message=event.message,
+            )
+            return
+
+        if isinstance(event, MessageSentEvent):
+            self._log_transport_message(
+                direction="sent",
+                message=event.message,
+            )
+            return
+
+        if isinstance(event, ReconnectStartedEvent):
+            self._logger.info(
+                "Acquisition WebSocket reconnect started: attempt=%d",
+                event.attempt,
+            )
+            return
+
+        if isinstance(event, ReconnectCompletedEvent):
+            self._logger.info(
+                "Acquisition WebSocket reconnect completed: attempt=%d",
+                event.attempt,
+            )
+            return
+
+        if isinstance(event, ReconnectFailedEvent):
+            self._logger.error(
+                "Acquisition WebSocket reconnect failed: "
+                "attempt=%d reason=%s",
+                event.attempt,
+                event.reason,
+            )
+            return
+
+        if isinstance(event, HeartbeatTimeoutEvent):
+            self._logger.warning(
+                "Acquisition WebSocket heartbeat timeout: "
+                "timeout_seconds=%s",
+                event.timeout_seconds,
+            )
+            return
+
+        raise TypeError(
+            "event must be an AcquisitionRuntimeEvent"
+        )
+
+    def _log_transport_message(
+        self,
+        *,
+        direction: str,
+        message: TransportMessage,
+    ) -> None:
+        self._logger.debug(
+            "Acquisition WebSocket message %s: "
+            "message_type=%s payload_size=%d",
+            direction,
+            type(message).__name__,
+            len(message.payload),
+        )

app/src/market_data/acquisition/runtime/acquisition_runtime_event_publisher.py

@@ -0,0 +1,148 @@
+from __future__ import annotations
+
+import asyncio
+import logging
+from collections.abc import Iterable
+from contextvars import ContextVar
+from typing import Protocol, runtime_checkable
+
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    AcquisitionRuntimeEvent,
+)
+
+
+logger = logging.getLogger(__name__)
+
+_active_publisher_ids: ContextVar[tuple[int, ...]] = ContextVar(
+    "active_acquisition_runtime_event_publisher_ids",
+    default=(),
+)
+
+
+@runtime_checkable
+class AcquisitionRuntimeEventConsumerProtocol(Protocol):
+    """
+    Контракт одного потребителя Acquisition Runtime Events.
+
+    Consumer обрабатывает уже произошедший инфраструктурный факт
+    и не управляет lifecycle Publisher.
+    """
+
+    async def consume(
+        self,
+        event: AcquisitionRuntimeEvent,
+    ) -> None:
+        """Обработать одно Acquisition Runtime Event."""
+        ...
+
+
+class AcquisitionRuntimeEventPublisher:
+    """
+    Последовательный in-process Publisher Acquisition Runtime Events.
+
+    Один вызов publish() полностью доставляет событие всем Consumer
+    в порядке их регистрации. Параллельные вызовы сериализуются одним
+    asyncio.Lock.
+
+    Publisher не создаёт фоновых задач, не хранит очередь и не управляет
+    lifecycle Consumer.
+
+    Обычная ошибка одного Consumer журналируется и не препятствует
+    доставке остальным Consumer. Сигналы отмены и другие BaseException
+    не перехватываются.
+    """
+
+    __slots__ = (
+        "_consumers",
+        "_publish_lock",
+    )
+
+    def __init__(
+        self,
+        consumers: Iterable[
+            AcquisitionRuntimeEventConsumerProtocol
+        ] = (),
+    ) -> None:
+        registered_consumers = tuple(consumers)
+
+        for consumer in registered_consumers:
+            if not isinstance(
+                consumer,
+                AcquisitionRuntimeEventConsumerProtocol,
+            ):
+                raise TypeError(
+                    "consumer must satisfy "
+                    "AcquisitionRuntimeEventConsumerProtocol"
+                )
+
+        self._consumers = registered_consumers
+        self._publish_lock = asyncio.Lock()
+
+    async def publish(
+        self,
+        event: AcquisitionRuntimeEvent,
+    ) -> None:
+        """
+        Последовательно доставить событие всем Consumer.
+
+        Рекурсивная публикация через тот же Publisher запрещена.
+        Такое ограничение предотвращает deadlock на publish lock.
+        """
+        if not isinstance(event, AcquisitionRuntimeEvent):
+            raise TypeError(
+                "event must be an AcquisitionRuntimeEvent"
+            )
+
+        publisher_id = id(self)
+        active_publisher_ids = _active_publisher_ids.get()
+
+        if publisher_id in active_publisher_ids:
+            raise RuntimeError(
+                "Recursive publication through the same "
+                "AcquisitionRuntimeEventPublisher is not supported."
+            )
+
+        active_token = _active_publisher_ids.set(
+            (*active_publisher_ids, publisher_id)
+        )
+
+        try:
+            async with self._publish_lock:
+                for consumer in self._consumers:
+                    try:
+                        await consumer.consume(event)
+                    except Exception as error:
+                        self._report_consumer_error(
+                            event=event,
+                            consumer=consumer,
+                            error=error,
+                        )
+        finally:
+            _active_publisher_ids.reset(active_token)
+
+    @staticmethod
+    def _report_consumer_error(
+        *,
+        event: AcquisitionRuntimeEvent,
+        consumer: AcquisitionRuntimeEventConsumerProtocol,
+        error: Exception,
+    ) -> None:
+        """
+        Безопасно зафиксировать ошибку Consumer.
+
+        Текст исключения и traceback намеренно не журналируются:
+        они могут содержать repr(event) с transport payload.
+
+        Ошибка logging handler не должна прерывать Runtime lifecycle
+        или доставку события остальным Consumer.
+        """
+        try:
+            logger.error(
+                "Acquisition Runtime Event consumer failed: "
+                "event=%s consumer=%s error_type=%s",
+                type(event).__name__,
+                type(consumer).__name__,
+                type(error).__name__,
+            )
+        except Exception:
+            return

app/src/market_data/acquisition/runtime/live_processing_gate.py

@@ -0,0 +1,118 @@
+from __future__ import annotations
+
+from types import TracebackType
+from typing import Protocol, runtime_checkable
+
+import asyncio
+
+
+@runtime_checkable
+class RuntimeLiveProcessingGateProtocol(Protocol):
+    """
+    Контракт общей границы Live processing и Runtime Recovery.
+    """
+
+    @property
+    def locked(self) -> bool:
+        """Показывает, закрыт ли gate текущей операцией."""
+        ...
+
+    @property
+    def failed(self) -> bool:
+        """Показывает, запрещено ли продолжать Live processing."""
+        ...
+
+    def fail(
+        self,
+        error: Exception,
+    ) -> None:
+        """Запретить Live processing после terminal Runtime error."""
+        ...
+
+    def reset(self) -> None:
+        """Разрешить Live processing для нового Runtime lifecycle."""
+        ...
+
+    async def __aenter__(
+        self,
+    ) -> RuntimeLiveProcessingGateProtocol:
+        """Закрыть gate и дождаться эксклюзивного доступа."""
+        ...
+
+    async def __aexit__(
+        self,
+        exc_type: type[BaseException] | None,
+        exc_value: BaseException | None,
+        traceback: TracebackType | None,
+    ) -> None:
+        """Открыть gate после завершения защищённой операции."""
+        ...
+
+
+class RuntimeLiveProcessingGate:
+    """
+    Единый asyncio gate для Live processing и Recovery.
+
+    Gate не содержит market state и не создаёт фоновые задачи.
+    """
+
+    __slots__ = (
+        "_lock",
+        "_failure",
+    )
+
+    def __init__(self) -> None:
+        self._lock = asyncio.Lock()
+        self._failure: Exception | None = None
+
+    @property
+    def locked(self) -> bool:
+        """Показывает, закрыт ли gate текущей операцией."""
+        return self._lock.locked()
+
+    @property
+    def failed(self) -> bool:
+        """Показывает, запрещено ли продолжать Live processing."""
+        return self._failure is not None
+
+    def fail(
+        self,
+        error: Exception,
+    ) -> None:
+        """Запретить Live processing после terminal Runtime error."""
+        if not isinstance(error, Exception):
+            raise TypeError("error must be an Exception")
+
+        self._failure = error
+
+    def reset(self) -> None:
+        """Разрешить Live processing для нового Runtime lifecycle."""
+        if self._lock.locked():
+            raise RuntimeError(
+                "Live processing gate cannot be reset while locked."
+            )
+
+        self._failure = None
+
+    async def __aenter__(
+        self,
+    ) -> RuntimeLiveProcessingGate:
+        """Закрыть gate и дождаться эксклюзивного доступа."""
+        await self._lock.acquire()
+
+        failure = self._failure
+
+        if failure is not None:
+            self._lock.release()
+            raise failure
+
+        return self
+
+    async def __aexit__(
+        self,
+        exc_type: type[BaseException] | None,
+        exc_value: BaseException | None,
+        traceback: TracebackType | None,
+    ) -> None:
+        """Открыть gate после завершения защищённой операции."""
+        self._lock.release()

app/src/market_data/acquisition/runtime/reconnect.py

@@ -7,6 +7,7 @@ from typing import Protocol, runtime_checkable
 
 from src.market_data.acquisition.runtime.runtime_commands import (
     ConnectCommand,
+    DisconnectCommand,
 )
 from src.market_data.acquisition.runtime.runtime_events import (
     ReconnectCompletedEvent,
@@ -73,7 +74,7 @@ class ReconnectCoordinator:
 
     - увеличивает номер попытки;
     - публикует ReconnectStartedEvent;
-    - передаёт ConnectCommand в Runtime Dispatcher;
+    - передаёт DisconnectCommand и ConnectCommand в Runtime Dispatcher;
     - восстанавливает зарегистрированные подписки;
     - публикует ReconnectCompletedEvent;
     - при ошибке публикует ReconnectFailedEvent;
@@ -132,6 +133,8 @@ class ReconnectCoordinator:
 
             ReconnectStartedEvent
                     ↓
+            DisconnectCommand
+                    ↓
             ConnectCommand
                     ↓
             restore_subscriptions()
@@ -155,6 +158,10 @@ class ReconnectCoordinator:
         )
 
         try:
+            await self._command_dispatcher.dispatch(
+                DisconnectCommand()
+            )
+
             await self._command_dispatcher.dispatch(
                 ConnectCommand()
             )

app/src/market_data/acquisition/runtime/runtime_liveness_probe.py

@@ -0,0 +1,21 @@
+from __future__ import annotations
+
+from typing import Protocol, runtime_checkable
+
+
+@runtime_checkable
+class RuntimeLivenessProbeProtocol(Protocol):
+    """
+    Контракт активной проверки transport liveness.
+
+    Успешная проверка подтверждается transport-level ответом, а не
+    наличием market events.
+    """
+
+    async def probe(self) -> bool:
+        """
+        Проверить активность текущего transport connection.
+
+        Вернуть True только после подтверждённого transport response.
+        """
+        ...

app/src/market_data/acquisition/runtime/runtime_reconnect_recovery_coordinator.py

@@ -0,0 +1,401 @@
+from __future__ import annotations
+
+import asyncio
+import time
+from collections.abc import Callable
+from typing import Protocol, runtime_checkable
+
+from src.market_data.acquisition.recovery.trade_recovery_result import (
+    TradeRecoveryResult,
+)
+from src.market_data.acquisition.runtime.live_processing_gate import (
+    RuntimeLiveProcessingGateProtocol,
+)
+from src.market_data.acquisition.runtime.reconnect import (
+    ReconnectCoordinatorProtocol,
+    ReconnectState,
+)
+from src.market_data.acquisition.runtime.runtime_recovery_protocol import (
+    RuntimeRecoveryProtocol,
+)
+
+
+RuntimeUnixTimeMillisecondsClock = Callable[[], int]
+
+
+def system_unix_time_ms() -> int:
+    """Вернуть текущее Unix time без промежуточного float."""
+    return time.time_ns() // 1_000_000
+
+
+@runtime_checkable
+class RuntimeReconnectRecoveryProtocol(
+    ReconnectCoordinatorProtocol,
+    Protocol,
+):
+    """
+    Контракт единой reconnect → restore → recovery операции.
+    """
+
+    @property
+    def generation(self) -> int:
+        """Вернуть поколение последней начатой операции."""
+        ...
+
+    @property
+    def live_processing_gate(
+        self,
+    ) -> RuntimeLiveProcessingGateProtocol:
+        """Вернуть общий gate Live processing и Recovery."""
+        ...
+
+    @property
+    def symbols(self) -> tuple[str, ...]:
+        """Вернуть нормализованные Recovery symbols."""
+        ...
+
+    async def reconnect_after_transport_failure(
+        self,
+        *,
+        observed_generation: int,
+    ) -> None:
+        """
+        Восстановить connection, если ошибка относится к текущему
+        поколению.
+        """
+        ...
+
+
+class _ReconnectRecoveryOperation:
+    __slots__ = (
+        "source_generation",
+        "completion",
+    )
+
+    def __init__(
+        self,
+        *,
+        source_generation: int,
+        completion: asyncio.Future[None],
+    ) -> None:
+        self.source_generation = source_generation
+        self.completion = completion
+
+
+class RuntimeReconnectRecoveryCoordinator:
+    """
+    Single-flight координатор reconnect → restore → recovery.
+
+    Существующий ReconnectCoordinator сохраняет ответственность только
+    за Disconnect → Connect → restore subscriptions. Этот компонент
+    закрывает общий Live processing gate и после reconnect выполняет
+    синхронный Runtime Recovery вне event loop.
+    """
+
+    __slots__ = (
+        "_reconnect_coordinator",
+        "_recovery_coordinator",
+        "_live_processing_gate",
+        "_symbols",
+        "_clock",
+        "_coordination_lock",
+        "_generation",
+        "_active_operation",
+        "_last_operation",
+        "_recovery_task",
+    )
+
+    def __init__(
+        self,
+        *,
+        reconnect_coordinator: ReconnectCoordinatorProtocol,
+        recovery_coordinator: RuntimeRecoveryProtocol,
+        live_processing_gate: RuntimeLiveProcessingGateProtocol,
+        symbols: tuple[str, ...],
+        clock: RuntimeUnixTimeMillisecondsClock = system_unix_time_ms,
+    ) -> None:
+        if not callable(clock):
+            raise TypeError("clock must be callable")
+
+        self._reconnect_coordinator = reconnect_coordinator
+        self._recovery_coordinator = recovery_coordinator
+        self._live_processing_gate = live_processing_gate
+        self._symbols = self._normalize_symbols(symbols)
+        self._clock = clock
+
+        self._coordination_lock = asyncio.Lock()
+        self._generation = 0
+        self._active_operation: _ReconnectRecoveryOperation | None = None
+        self._last_operation: _ReconnectRecoveryOperation | None = None
+        self._recovery_task: (
+            asyncio.Task[tuple[TradeRecoveryResult, ...]] | None
+        ) = None
+
+    @property
+    def state(self) -> ReconnectState:
+        """Вернуть состояние базовой reconnect-операции."""
+        return self._reconnect_coordinator.state
+
+    @property
+    def attempt(self) -> int:
+        """Вернуть номер последней базовой reconnect-попытки."""
+        return self._reconnect_coordinator.attempt
+
+    @property
+    def generation(self) -> int:
+        """Вернуть поколение последней начатой операции."""
+        return self._generation
+
+    @property
+    def live_processing_gate(
+        self,
+    ) -> RuntimeLiveProcessingGateProtocol:
+        """Вернуть общий gate Live processing и Recovery."""
+        return self._live_processing_gate
+
+    @property
+    def symbols(self) -> tuple[str, ...]:
+        """Вернуть нормализованные Recovery symbols."""
+        return self._symbols
+
+    async def reconnect(self) -> None:
+        """
+        Выполнить либо присоединиться к текущей single-flight операции.
+        """
+        await self._run_or_join(
+            observed_generation=None,
+        )
+
+    async def reconnect_after_transport_failure(
+        self,
+        *,
+        observed_generation: int,
+    ) -> None:
+        """
+        Обработать transport error конкретного connection generation.
+
+        Ошибка старого connection присоединяется к уже выполняемой
+        операции либо использует её завершённый результат и не запускает
+        второй reconnect.
+        """
+        self._validate_generation(observed_generation)
+
+        await self._run_or_join(
+            observed_generation=observed_generation,
+        )
+
+    async def _run_or_join(
+        self,
+        *,
+        observed_generation: int | None,
+    ) -> None:
+        operation, is_leader = await self._select_operation(
+            observed_generation=observed_generation,
+        )
+
+        if operation is None:
+            return
+
+        if not is_leader:
+            await asyncio.shield(
+                operation.completion,
+            )
+            return
+
+        try:
+            await self._execute_operation()
+        except asyncio.CancelledError:
+            operation.completion.cancel()
+            raise
+        except BaseException as error:
+            operation.completion.set_exception(error)
+            operation.completion.exception()
+            raise
+        else:
+            operation.completion.set_result(None)
+        finally:
+            if self._active_operation is operation:
+                self._last_operation = operation
+                self._active_operation = None
+
+    async def _select_operation(
+        self,
+        *,
+        observed_generation: int | None,
+    ) -> tuple[_ReconnectRecoveryOperation | None, bool]:
+        async with self._coordination_lock:
+            active_operation = self._active_operation
+
+            if active_operation is not None:
+                return (
+                    active_operation,
+                    False,
+                )
+
+            if (
+                observed_generation is not None
+                and observed_generation != self._generation
+            ):
+                last_operation = self._last_operation
+
+                if (
+                    last_operation is not None
+                    and last_operation.source_generation
+                    == observed_generation
+                ):
+                    return (
+                        last_operation,
+                        False,
+                    )
+
+                return (
+                    None,
+                    False,
+                )
+
+            source_generation = self._generation
+            self._generation += 1
+
+            operation = _ReconnectRecoveryOperation(
+                source_generation=source_generation,
+                completion=asyncio.get_running_loop().create_future(),
+            )
+            self._active_operation = operation
+
+            return (
+                operation,
+                True,
+            )
+
+    async def _execute_operation(self) -> None:
+        async with self._live_processing_gate:
+            try:
+                await self._reconnect_coordinator.reconnect()
+
+                recovery_end_time = self._clock()
+                self._validate_recovery_end_time(
+                    recovery_end_time,
+                )
+
+                recovery_task = asyncio.create_task(
+                    asyncio.to_thread(
+                        self._recover_symbols,
+                        recovery_end_time,
+                    ),
+                    name="trade-stream-runtime-recovery",
+                )
+                self._recovery_task = recovery_task
+
+                try:
+                    await asyncio.shield(
+                        recovery_task,
+                    )
+                except asyncio.CancelledError as cancellation:
+                    try:
+                        await self._wait_for_recovery_completion(
+                            recovery_task,
+                        )
+                    except BaseException as recovery_error:
+                        cancellation.add_note(
+                            "Trade Stream Runtime Recovery also failed: "
+                            f"{type(recovery_error).__name__}."
+                        )
+
+                    raise
+                finally:
+                    if self._recovery_task is recovery_task:
+                        self._recovery_task = None
+            except Exception as error:
+                self._live_processing_gate.fail(error)
+                raise
+
+    @staticmethod
+    async def _wait_for_recovery_completion(
+        recovery_task: asyncio.Task[
+            tuple[TradeRecoveryResult, ...]
+        ],
+    ) -> None:
+        while not recovery_task.done():
+            try:
+                await asyncio.shield(
+                    recovery_task,
+                )
+            except asyncio.CancelledError:
+                continue
+            except BaseException:
+                break
+
+        recovery_task.result()
+
+    def _recover_symbols(
+        self,
+        recovery_end_time: int,
+    ) -> tuple[TradeRecoveryResult, ...]:
+        return tuple(
+            self._recovery_coordinator.recover(
+                symbol=symbol,
+                recovery_end_time=recovery_end_time,
+            )
+            for symbol in self._symbols
+        )
+
+    @staticmethod
+    def _normalize_symbols(
+        symbols: tuple[str, ...],
+    ) -> tuple[str, ...]:
+        if not isinstance(symbols, tuple):
+            raise TypeError("symbols must be a tuple")
+
+        normalized_symbols: set[str] = set()
+
+        for symbol in symbols:
+            if not isinstance(symbol, str):
+                raise TypeError(
+                    "symbols must contain only strings"
+                )
+
+            normalized_symbol = symbol.strip()
+
+            if normalized_symbol:
+                normalized_symbols.add(normalized_symbol)
+
+        if not normalized_symbols:
+            raise ValueError(
+                "symbols must contain at least one non-empty symbol"
+            )
+
+        return tuple(sorted(normalized_symbols))
+
+    @staticmethod
+    def _validate_generation(
+        generation: int,
+    ) -> None:
+        if isinstance(generation, bool) or not isinstance(
+            generation,
+            int,
+        ):
+            raise TypeError(
+                "observed_generation must be an integer"
+            )
+
+        if generation < 0:
+            raise ValueError(
+                "observed_generation must not be negative"
+            )
+
+    @staticmethod
+    def _validate_recovery_end_time(
+        recovery_end_time: int,
+    ) -> None:
+        if isinstance(recovery_end_time, bool) or not isinstance(
+            recovery_end_time,
+            int,
+        ):
+            raise TypeError(
+                "clock must return an integer"
+            )
+
+        if recovery_end_time < 0:
+            raise ValueError(
+                "clock must not return a negative value"
+            )

app/src/market_data/acquisition/runtime/scheduler.py

@@ -9,6 +9,9 @@ from typing import Protocol, runtime_checkable
 from src.market_data.acquisition.runtime.heartbeat import (
     HeartbeatMonitorProtocol,
 )
+from src.market_data.acquisition.runtime.runtime_liveness_probe import (
+    RuntimeLivenessProbeProtocol,
+)
 from src.market_data.acquisition.runtime.supervisor import (
     RuntimeSupervisorProtocol,
 )
@@ -37,7 +40,29 @@ class RuntimeSchedulerProtocol(Protocol):
         """
         ...
 
-    async def start(self) -> None:
+    @property
+    def liveness_probe(self) -> RuntimeLivenessProbeProtocol:
+        """Вернуть используемый transport liveness probe."""
+        ...
+
+    @property
+    def runtime_supervisor(self) -> RuntimeSupervisorProtocol:
+        """Вернуть Supervisor, получающий timeout."""
+        ...
+
+    def claim(self, owner: object) -> None:
+        """Закрепить Scheduler за единственным lifecycle owner."""
+        ...
+
+    def release(self, owner: object) -> None:
+        """Освободить Scheduler после завершения owned task."""
+        ...
+
+    async def start(
+        self,
+        *,
+        owner: object | None = None,
+    ) -> None:
         """
         Запустить scheduler loop.
 
@@ -66,6 +91,12 @@ class RuntimeScheduler:
 
     Scheduler отвечает только за время выполнения проверок:
 
+        RuntimeLivenessProbe.probe()
+                    │
+                    ├── True
+                    │      └── RuntimeSupervisor.notify_activity()
+                    │
+                    ▼
         HeartbeatMonitor.check_timeout()
                     │
                     ├── False
@@ -85,20 +116,23 @@ class RuntimeScheduler:
     - retry policy;
     - публикацию Runtime Events.
 
-    Ошибки Heartbeat Monitor, Runtime Supervisor и sleep-функции
+    Ошибки liveness probe, Heartbeat Monitor, Runtime Supervisor и
-    распространяются вызывающему коду без обёртки.
+    sleep-функции распространяются вызывающему коду без обёртки.
     """
 
     __slots__ = (
+        "_liveness_probe",
         "_heartbeat_monitor",
         "_runtime_supervisor",
         "_interval_seconds",
         "_sleep",
         "_running",
+        "_owner",
     )
 
     def __init__(
         self,
+        liveness_probe: RuntimeLivenessProbeProtocol,
         heartbeat_monitor: HeartbeatMonitorProtocol,
         runtime_supervisor: RuntimeSupervisorProtocol,
         *,
@@ -121,11 +155,13 @@ class RuntimeScheduler:
         if not callable(sleep):
             raise TypeError("sleep must be callable")
 
+        self._liveness_probe = liveness_probe
         self._heartbeat_monitor = heartbeat_monitor
         self._runtime_supervisor = runtime_supervisor
         self._interval_seconds = float(interval_seconds)
         self._sleep = sleep
         self._running = False
+        self._owner: object | None = None
 
     @property
     def running(self) -> bool:
@@ -141,7 +177,57 @@ class RuntimeScheduler:
         """
         return self._interval_seconds
 
-    async def start(self) -> None:
+    @property
+    def liveness_probe(self) -> RuntimeLivenessProbeProtocol:
+        """Вернуть используемый transport liveness probe."""
+        return self._liveness_probe
+
+    @property
+    def runtime_supervisor(self) -> RuntimeSupervisorProtocol:
+        """Вернуть Supervisor, получающий timeout."""
+        return self._runtime_supervisor
+
+    def claim(self, owner: object) -> None:
+        """
+        Атомарно закрепить Scheduler за lifecycle owner.
+
+        После claim только этот owner может запустить loop. Claim не
+        создаёт asyncio-задачу и безопасен до длительного startup.
+        """
+        if owner is None:
+            raise TypeError("owner must not be None")
+
+        if self._owner is owner:
+            return
+
+        if self._owner is not None or self._running:
+            raise RuntimeError(
+                "Runtime Scheduler is already owned or active."
+            )
+
+        self._owner = owner
+
+    def release(self, owner: object) -> None:
+        """
+        Освободить Scheduler после остановки owned loop.
+        """
+        if self._owner is not owner:
+            raise RuntimeError(
+                "Runtime Scheduler ownership does not match."
+            )
+
+        if self._running:
+            raise RuntimeError(
+                "Cannot release a running Runtime Scheduler."
+            )
+
+        self._owner = None
+
+    async def start(
+        self,
+        *,
+        owner: object | None = None,
+    ) -> None:
         """
         Запустить периодический scheduler loop.
 
@@ -154,6 +240,16 @@ class RuntimeScheduler:
         - после ошибки;
         - после отмены внешней asyncio-задачи.
         """
+        if self._owner is not None and self._owner is not owner:
+            raise RuntimeError(
+                "Runtime Scheduler is owned by another lifecycle."
+            )
+
+        if self._owner is None and owner is not None:
+            raise RuntimeError(
+                "Runtime Scheduler owner must claim it before start."
+            )
+
         if self._running:
             return
 
@@ -183,14 +279,25 @@ class RuntimeScheduler:
 
     async def run_once(self) -> bool:
         """
-        Выполнить одну проверку Heartbeat.
+        Выполнить одну liveness- и Heartbeat-проверку.
 
-        Если Heartbeat Monitor подтверждает timeout, Scheduler
+        Успешный transport probe обновляет время активности через
-        передаёт его Runtime Supervisor.
+        Supervisor. Если Heartbeat Monitor подтверждает timeout,
+        Scheduler передаёт его Runtime Supervisor.
 
         Возвращаемое значение отражает только результат проверки
         Heartbeat Monitor.
         """
+        connection_is_live = await self._liveness_probe.probe()
+
+        if not isinstance(connection_is_live, bool):
+            raise TypeError(
+                "liveness probe must return a boolean"
+            )
+
+        if connection_is_live:
+            self._runtime_supervisor.notify_activity()
+
         timed_out = await self._heartbeat_monitor.check_timeout()
 
         if timed_out:

app/src/market_data/acquisition/runtime/supervisor.py

@@ -24,6 +24,28 @@ class RuntimeSupervisorState(str, Enum):
     FAILED = "failed"
 
 
+class RuntimeSupervisorReconnectProtocol(
+    ReconnectCoordinatorProtocol,
+    Protocol,
+):
+    """
+    Generation-aware reconnect-контракт Runtime Supervisor.
+    """
+
+    @property
+    def generation(self) -> int:
+        """Вернуть текущее connection generation."""
+        ...
+
+    async def reconnect_after_transport_failure(
+        self,
+        *,
+        observed_generation: int,
+    ) -> None:
+        """Восстановить только наблюдавшееся поколение connection."""
+        ...
+
+
 @runtime_checkable
 class RuntimeSupervisorProtocol(Protocol):
     """
@@ -100,16 +122,18 @@ class RuntimeSupervisor:
     __slots__ = (
         "_heartbeat_monitor",
         "_reconnect_coordinator",
+        "_observed_generation",
         "_state",
     )
 
     def __init__(
         self,
         heartbeat_monitor: HeartbeatMonitorProtocol,
-        reconnect_coordinator: ReconnectCoordinatorProtocol,
+        reconnect_coordinator: RuntimeSupervisorReconnectProtocol,
     ) -> None:
         self._heartbeat_monitor = heartbeat_monitor
         self._reconnect_coordinator = reconnect_coordinator
+        self._observed_generation = reconnect_coordinator.generation
         self._state = RuntimeSupervisorState.STOPPED
 
     @property
@@ -127,6 +151,9 @@ class RuntimeSupervisor:
         period и сохраняет Supervisor в состоянии RUNNING.
         """
         self._heartbeat_monitor.start()
+        self._observed_generation = (
+            self._reconnect_coordinator.generation
+        )
         self._state = RuntimeSupervisorState.RUNNING
 
     def stop(self) -> None:
@@ -150,6 +177,9 @@ class RuntimeSupervisor:
             return
 
         self._heartbeat_monitor.record_activity()
+        self._observed_generation = (
+            self._reconnect_coordinator.generation
+        )
 
     async def handle_heartbeat_timeout(self) -> bool:
         """
@@ -163,7 +193,7 @@ class RuntimeSupervisor:
                 ↓
             RECONNECTING
                 ↓
-            ReconnectCoordinator.reconnect()
+            reconnect текущего connection generation
                 ├── success:
                 │       start Heartbeat
                 │       RUNNING
@@ -190,14 +220,23 @@ class RuntimeSupervisor:
 
         self._heartbeat_monitor.stop()
         self._state = RuntimeSupervisorState.RECONNECTING
+        observed_generation = self._observed_generation
 
         try:
-            await self._reconnect_coordinator.reconnect()
+            await (
+                self._reconnect_coordinator
+                .reconnect_after_transport_failure(
+                    observed_generation=observed_generation,
+                )
+            )
         except Exception:
             self._state = RuntimeSupervisorState.FAILED
             raise
 
         self._heartbeat_monitor.start()
+        self._observed_generation = (
+            self._reconnect_coordinator.generation
+        )
         self._state = RuntimeSupervisorState.RUNNING
 
         return True

app/src/market_data/acquisition/runtime/trade_stream_production_runtime.py

@@ -0,0 +1,763 @@
+from __future__ import annotations
+
+import asyncio
+import json
+from enum import Enum
+from typing import Protocol, runtime_checkable
+from uuid import uuid4
+
+from src.market_data.acquisition.exceptions import (
+    WebSocketMessageDecodeError,
+    WebSocketTransportError,
+)
+from src.market_data.acquisition.runtime.live_processing_gate import (
+    RuntimeLiveProcessingGateProtocol,
+)
+from src.market_data.acquisition.runtime.runtime_reconnect_recovery_coordinator import (
+    RuntimeReconnectRecoveryProtocol,
+)
+from src.market_data.acquisition.runtime.scheduler import (
+    RuntimeSchedulerProtocol,
+)
+from src.market_data.acquisition.runtime.supervisor import (
+    RuntimeSupervisorProtocol,
+)
+from src.market_data.acquisition.runtime.runtime_events import (
+    ConnectedEvent,
+    ConnectFailedEvent,
+    DisconnectedEvent,
+    MessageReceivedEvent,
+)
+from src.market_data.acquisition.runtime.transport_messages import (
+    TransportBinaryMessage,
+    TransportTextMessage,
+)
+from src.market_data.acquisition.runtime.websocket_inbound_message import (
+    WebSocketControlMessageHandlerProtocol,
+    WebSocketInboundMessageClassifierProtocol,
+    WebSocketInboundMessageKind,
+)
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    AcquisitionRuntimeEventPublisherProtocol,
+    WebSocketSessionProtocol,
+    WebSocketSubscriptionManagerProtocol,
+    WebSocketTransportProtocol,
+)
+from src.market_data.acquisition.trade_stream_acquisition_protocol import (
+    TradeStreamAcquisitionServiceProtocol,
+)
+
+
+class TradeStreamProductionRuntimeState(str, Enum):
+    """
+    Состояние высокоуровневого lifecycle Trade Stream Runtime.
+    """
+
+    STOPPED = "stopped"
+    STARTING = "starting"
+    RUNNING = "running"
+    STOPPING = "stopping"
+    FAILED = "failed"
+
+
+@runtime_checkable
+class TradeStreamProductionRuntimeProtocol(Protocol):
+    """
+    Контракт единственного владельца Trade Stream runtime execution.
+    """
+
+    @property
+    def state(self) -> TradeStreamProductionRuntimeState:
+        """Вернуть текущее lifecycle-состояние."""
+        ...
+
+    @property
+    def running(self) -> bool:
+        """Показывает, выполняется ли receive lifecycle."""
+        ...
+
+    async def run(self) -> None:
+        """Запустить Runtime и выполнять его до stop или ошибки."""
+        ...
+
+    async def stop(self) -> None:
+        """Идемпотентно остановить Runtime и дождаться cleanup."""
+        ...
+
+
+class TradeStreamProductionRuntime:
+    """
+    Высокоуровневый владелец lifecycle Trade Stream.
+
+    Runtime:
+
+    - запускает WebSocket Session;
+    - регистрирует Trade subscription;
+    - создаёт ровно одну receive task;
+    - декодирует JSON и отделяет control messages от market documents;
+    - передаёт market documents в TradeStreamAcquisitionService;
+    - после transport failure выполняет reconnect и Runtime Recovery;
+    - запускает Runtime Supervisor и одну Scheduler task;
+    - отменяет и await-ит созданные им startup, Scheduler и receive tasks;
+    - выполняет полный cleanup при stop, cancellation и ошибке.
+
+    Scheduler останавливается до Supervisor и receive loop. Благодаря
+    этому shutdown не может запустить новую heartbeat recovery-операцию.
+    """
+
+    __slots__ = (
+        "_session",
+        "_transport",
+        "_subscription_manager",
+        "_event_publisher",
+        "_trade_stream_service",
+        "_message_classifier",
+        "_control_message_handler",
+        "_live_processing_gate",
+        "_reconnect_recovery_coordinator",
+        "_runtime_supervisor",
+        "_runtime_scheduler",
+        "_symbols",
+        "_state",
+        "_startup_task",
+        "_receive_task",
+        "_scheduler_task",
+        "_scheduler_claimed",
+        "_supervisor_started",
+        "_session_started",
+        "_subscription_correlation_id",
+        "_lifecycle_lock",
+        "_stop_requested",
+        "_stopped",
+    )
+
+    def __init__(
+        self,
+        *,
+        session: WebSocketSessionProtocol,
+        transport: WebSocketTransportProtocol,
+        subscription_manager: WebSocketSubscriptionManagerProtocol,
+        event_publisher: AcquisitionRuntimeEventPublisherProtocol,
+        trade_stream_service: TradeStreamAcquisitionServiceProtocol,
+        message_classifier: WebSocketInboundMessageClassifierProtocol,
+        control_message_handler: WebSocketControlMessageHandlerProtocol,
+        live_processing_gate: RuntimeLiveProcessingGateProtocol,
+        reconnect_recovery_coordinator: RuntimeReconnectRecoveryProtocol,
+        runtime_supervisor: RuntimeSupervisorProtocol,
+        runtime_scheduler: RuntimeSchedulerProtocol,
+        symbols: tuple[str, ...],
+    ) -> None:
+        self._session = session
+        self._transport = transport
+        self._subscription_manager = subscription_manager
+        self._event_publisher = event_publisher
+        self._trade_stream_service = trade_stream_service
+        self._message_classifier = message_classifier
+        self._control_message_handler = control_message_handler
+
+        normalized_symbols = self._normalize_symbols(symbols)
+
+        if (
+            reconnect_recovery_coordinator.live_processing_gate
+            is not live_processing_gate
+        ):
+            raise ValueError(
+                "Production Runtime and reconnect/recovery coordinator "
+                "must share one live processing gate."
+            )
+
+        if reconnect_recovery_coordinator.symbols != normalized_symbols:
+            raise ValueError(
+                "Production Runtime and reconnect/recovery coordinator "
+                "must use the same symbols."
+            )
+
+        if runtime_scheduler.runtime_supervisor is not runtime_supervisor:
+            raise ValueError(
+                "Production Runtime and Scheduler must share one "
+                "Runtime Supervisor."
+            )
+
+        if runtime_scheduler.liveness_probe is not transport:
+            raise ValueError(
+                "Production Runtime and Scheduler must share one "
+                "WebSocket Transport."
+            )
+
+        self._live_processing_gate = live_processing_gate
+        self._reconnect_recovery_coordinator = (
+            reconnect_recovery_coordinator
+        )
+        self._runtime_supervisor = runtime_supervisor
+        self._runtime_scheduler = runtime_scheduler
+        self._symbols = normalized_symbols
+
+        self._state = TradeStreamProductionRuntimeState.STOPPED
+        self._startup_task: asyncio.Task[None] | None = None
+        self._receive_task: asyncio.Task[None] | None = None
+        self._scheduler_task: asyncio.Task[None] | None = None
+        self._scheduler_claimed = False
+        self._supervisor_started = False
+        self._session_started = False
+        self._subscription_correlation_id: str | None = None
+
+        self._lifecycle_lock = asyncio.Lock()
+        self._stop_requested = asyncio.Event()
+        self._stopped = asyncio.Event()
+        self._stopped.set()
+
+    @property
+    def state(self) -> TradeStreamProductionRuntimeState:
+        """Вернуть текущее lifecycle-состояние."""
+        return self._state
+
+    @property
+    def running(self) -> bool:
+        """Показывает, выполняется ли receive lifecycle."""
+        return self._state is TradeStreamProductionRuntimeState.RUNNING
+
+    async def run(self) -> None:
+        """
+        Запустить Runtime и выполнять его до stop или terminal error.
+
+        Метод не создаёт скрытую корневую задачу. Внешний bootstrap
+        владеет coroutine task ``run()``, а Runtime владеет созданными
+        внутри startup, Scheduler и receive tasks.
+        """
+        await self._begin_run()
+
+        primary_error: BaseException | None = None
+
+        try:
+            await self._run_lifecycle()
+        except BaseException as error:
+            primary_error = error
+
+        cleanup_error = await self._shutdown(
+            primary_error=primary_error,
+        )
+
+        failed = (
+            isinstance(primary_error, Exception)
+            or isinstance(cleanup_error, Exception)
+        )
+        self._finish_run(failed=failed)
+
+        if primary_error is not None:
+            if cleanup_error is not None:
+                primary_error.add_note(
+                    "Trade Stream Runtime cleanup also failed: "
+                    f"{type(cleanup_error).__name__}."
+                )
+
+            raise primary_error.with_traceback(
+                primary_error.__traceback__,
+            )
+
+        if cleanup_error is not None:
+            raise cleanup_error.with_traceback(
+                cleanup_error.__traceback__,
+            )
+
+    async def stop(self) -> None:
+        """
+        Запросить остановку и дождаться полного cleanup.
+
+        stop() не отменяет внешнюю task ``run()``. Он останавливает
+        только startup, Scheduler и receive tasks, принадлежащие
+        Production Runtime.
+        """
+        async with self._lifecycle_lock:
+            if self._state in {
+                TradeStreamProductionRuntimeState.STOPPED,
+                TradeStreamProductionRuntimeState.FAILED,
+            }:
+                return
+
+            if (
+                self._state
+                is not TradeStreamProductionRuntimeState.STOPPING
+            ):
+                self._state = TradeStreamProductionRuntimeState.STOPPING
+                self._stop_requested.set()
+
+                startup_task = self._startup_task
+                scheduler_task = self._scheduler_task
+
+                if (
+                    startup_task is not None
+                    and not startup_task.done()
+                ):
+                    startup_task.cancel()
+
+                if (
+                    scheduler_task is not None
+                    and not scheduler_task.done()
+                ):
+                    self._runtime_scheduler.stop()
+                    scheduler_task.cancel()
+
+        await self._stopped.wait()
+
+    async def _begin_run(self) -> None:
+        async with self._lifecycle_lock:
+            if self._state not in {
+                TradeStreamProductionRuntimeState.STOPPED,
+                TradeStreamProductionRuntimeState.FAILED,
+            }:
+                raise RuntimeError(
+                    "Trade Stream Production Runtime is already active."
+                )
+
+            self._runtime_scheduler.claim(self)
+            self._scheduler_claimed = True
+
+            try:
+                self._live_processing_gate.reset()
+            except BaseException:
+                self._runtime_scheduler.release(self)
+                self._scheduler_claimed = False
+                raise
+
+            self._state = TradeStreamProductionRuntimeState.STARTING
+            self._startup_task = None
+            self._receive_task = None
+            self._scheduler_task = None
+            self._supervisor_started = False
+            self._session_started = False
+            self._subscription_correlation_id = None
+            self._stop_requested.clear()
+            self._stopped.clear()
+
+    async def _run_lifecycle(self) -> None:
+        startup_task = asyncio.create_task(
+            self._start_sequence(),
+            name="trade-stream-startup",
+        )
+
+        async with self._lifecycle_lock:
+            self._startup_task = startup_task
+
+            if self._stop_requested.is_set():
+                startup_task.cancel()
+
+        try:
+            await startup_task
+        except asyncio.CancelledError:
+            if not self._stop_requested.is_set():
+                raise
+
+            return
+
+        async with self._lifecycle_lock:
+            if self._stop_requested.is_set():
+                return
+
+            self._supervisor_started = True
+            self._runtime_supervisor.start()
+
+            receive_task = asyncio.create_task(
+                self._receive_loop(),
+                name="trade-stream-receive",
+            )
+            scheduler_task = asyncio.create_task(
+                self._runtime_scheduler.start(
+                    owner=self,
+                ),
+                name="trade-stream-scheduler",
+            )
+            self._receive_task = receive_task
+            self._scheduler_task = scheduler_task
+            self._state = TradeStreamProductionRuntimeState.RUNNING
+
+        try:
+            await self._wait_for_runtime_task(
+                receive_task=receive_task,
+                scheduler_task=scheduler_task,
+            )
+        except asyncio.CancelledError:
+            if not self._stop_requested.is_set():
+                raise
+
+    async def _start_sequence(self) -> None:
+        try:
+            await self._session.start()
+        except asyncio.CancelledError:
+            raise
+        except Exception as error:
+            await self._event_publisher.publish(
+                ConnectFailedEvent(
+                    reason=str(error),
+                )
+            )
+            raise
+
+        self._session_started = True
+
+        await self._event_publisher.publish(
+            ConnectedEvent(),
+        )
+
+        if self._stop_requested.is_set():
+            return
+
+        correlation_id = str(uuid4())
+        self._subscription_correlation_id = correlation_id
+
+        await self._trade_stream_service.subscribe(
+            self._symbols,
+            correlation_id=correlation_id,
+        )
+
+    async def _receive_loop(self) -> None:
+        while not self._stop_requested.is_set():
+            observed_generation = (
+                self._reconnect_recovery_coordinator.generation
+            )
+
+            try:
+                raw_message = await self._transport.receive()
+            except WebSocketTransportError:
+                if self._stop_requested.is_set():
+                    return
+
+                await (
+                    self._reconnect_recovery_coordinator
+                    .reconnect_after_transport_failure(
+                        observed_generation=observed_generation,
+                    )
+                )
+                continue
+
+            if self._stop_requested.is_set():
+                return
+
+            self._runtime_supervisor.notify_activity()
+
+            transport_message = self._wrap_transport_message(
+                raw_message,
+            )
+
+            await self._event_publisher.publish(
+                MessageReceivedEvent(
+                    message=transport_message,
+                )
+            )
+
+            document = self._decode_message(
+                raw_message,
+            )
+
+            async with self._live_processing_gate:
+                if self._stop_requested.is_set():
+                    return
+
+                message_kind = self._message_classifier.classify(
+                    document,
+                )
+
+                if (
+                    message_kind
+                    is WebSocketInboundMessageKind.CONTROL
+                ):
+                    correlation_id = (
+                        self._subscription_correlation_id
+                    )
+
+                    if correlation_id is None:
+                        raise RuntimeError(
+                            "Control message received without an "
+                            "active subscription correlation ID."
+                        )
+
+                    self._control_message_handler.handle(
+                        document,
+                        expected_correlation_id=correlation_id,
+                    )
+                    continue
+
+                if (
+                    message_kind
+                    is not WebSocketInboundMessageKind.MARKET
+                ):
+                    raise TypeError(
+                        "message classifier must return "
+                        "WebSocketInboundMessageKind"
+                    )
+
+                self._trade_stream_service.handle_message(
+                    document,
+                )
+
+    async def _shutdown(
+        self,
+        *,
+        primary_error: BaseException | None,
+    ) -> BaseException | None:
+        cleanup_error: BaseException | None = None
+        startup_task = self._startup_task
+        scheduler_task = self._scheduler_task
+        receive_task = self._receive_task
+
+        self._stop_requested.set()
+
+        if (
+            startup_task is not None
+            and not startup_task.done()
+        ):
+            startup_task.cancel()
+            try:
+                await startup_task
+            except asyncio.CancelledError:
+                pass
+            except BaseException as error:
+                cleanup_error = self._merge_cleanup_error(
+                    cleanup_error,
+                    error,
+                )
+
+        if scheduler_task is not None:
+            if not scheduler_task.done():
+                try:
+                    self._runtime_scheduler.stop()
+                except BaseException as error:
+                    cleanup_error = self._merge_cleanup_error(
+                        cleanup_error,
+                        error,
+                    )
+
+                scheduler_task.cancel()
+
+            try:
+                await scheduler_task
+            except asyncio.CancelledError:
+                pass
+            except BaseException as error:
+                if error is not primary_error:
+                    cleanup_error = self._merge_cleanup_error(
+                        cleanup_error,
+                        error,
+                    )
+
+        if self._scheduler_claimed:
+            try:
+                self._runtime_scheduler.release(self)
+            except BaseException as error:
+                cleanup_error = self._merge_cleanup_error(
+                    cleanup_error,
+                    error,
+                )
+            else:
+                self._scheduler_claimed = False
+
+        if self._supervisor_started:
+            try:
+                self._runtime_supervisor.stop()
+            except BaseException as error:
+                cleanup_error = self._merge_cleanup_error(
+                    cleanup_error,
+                    error,
+                )
+            finally:
+                self._supervisor_started = False
+
+        if receive_task is not None:
+            if not receive_task.done():
+                receive_task.cancel()
+
+            try:
+                await receive_task
+            except asyncio.CancelledError:
+                pass
+            except BaseException as error:
+                if error is not primary_error:
+                    cleanup_error = self._merge_cleanup_error(
+                        cleanup_error,
+                        error,
+                    )
+
+        session_stopped = False
+
+        try:
+            await self._session.stop()
+            session_stopped = True
+        except BaseException as error:
+            cleanup_error = self._merge_cleanup_error(
+                cleanup_error,
+                error,
+            )
+
+        try:
+            await self._subscription_manager.clear_subscriptions()
+        except BaseException as error:
+            cleanup_error = self._merge_cleanup_error(
+                cleanup_error,
+                error,
+            )
+
+        if self._session_started and session_stopped:
+            try:
+                await self._event_publisher.publish(
+                    DisconnectedEvent(),
+                )
+            except BaseException as error:
+                cleanup_error = self._merge_cleanup_error(
+                    cleanup_error,
+                    error,
+                )
+
+        self._startup_task = None
+        self._receive_task = None
+        self._scheduler_task = None
+        self._session_started = False
+        self._subscription_correlation_id = None
+
+        return cleanup_error
+
+    async def _wait_for_runtime_task(
+        self,
+        *,
+        receive_task: asyncio.Task[None],
+        scheduler_task: asyncio.Task[None],
+    ) -> None:
+        done_tasks, _ = await asyncio.wait(
+            (
+                receive_task,
+                scheduler_task,
+            ),
+            return_when=asyncio.FIRST_COMPLETED,
+        )
+
+        task_errors: list[BaseException] = []
+        cancelled_task_names: list[str] = []
+
+        for task in (
+            receive_task,
+            scheduler_task,
+        ):
+            if task not in done_tasks:
+                continue
+
+            if task.cancelled():
+                cancelled_task_names.append(
+                    task.get_name(),
+                )
+                continue
+
+            error = task.exception()
+
+            if error is not None:
+                task_errors.append(error)
+
+        if task_errors:
+            primary_error = task_errors[0]
+
+            for additional_error in task_errors[1:]:
+                primary_error.add_note(
+                    "Additional Trade Stream Runtime task failure: "
+                    f"{type(additional_error).__name__}."
+                )
+
+            raise primary_error.with_traceback(
+                primary_error.__traceback__,
+            )
+
+        if self._stop_requested.is_set():
+            return
+
+        if cancelled_task_names:
+            raise RuntimeError(
+                "Trade Stream Runtime task was cancelled unexpectedly: "
+                f"{', '.join(cancelled_task_names)}."
+            )
+
+        completed_task_names = ", ".join(
+            task.get_name()
+            for task in done_tasks
+        )
+        raise RuntimeError(
+            "Trade Stream Runtime task terminated unexpectedly: "
+            f"{completed_task_names}."
+        )
+
+    def _finish_run(
+        self,
+        *,
+        failed: bool,
+    ) -> None:
+        self._state = (
+            TradeStreamProductionRuntimeState.FAILED
+            if failed
+            else TradeStreamProductionRuntimeState.STOPPED
+        )
+        self._stopped.set()
+
+    @staticmethod
+    def _merge_cleanup_error(
+        current_error: BaseException | None,
+        new_error: BaseException,
+    ) -> BaseException:
+        if current_error is None:
+            return new_error
+
+        current_error.add_note(
+            "Additional Trade Stream Runtime cleanup failure: "
+            f"{type(new_error).__name__}."
+        )
+        return current_error
+
+    @staticmethod
+    def _wrap_transport_message(
+        raw_message: str | bytes,
+    ) -> TransportTextMessage | TransportBinaryMessage:
+        if isinstance(raw_message, str):
+            return TransportTextMessage(
+                payload=raw_message,
+            )
+
+        if isinstance(raw_message, bytes):
+            return TransportBinaryMessage(
+                payload=raw_message,
+            )
+
+        raise TypeError(
+            "WebSocket transport receive() must return str or bytes"
+        )
+
+    @staticmethod
+    def _decode_message(
+        raw_message: str | bytes,
+    ) -> object:
+        try:
+            return json.loads(raw_message)
+        except (json.JSONDecodeError, UnicodeDecodeError) as error:
+            raise WebSocketMessageDecodeError(
+                "Не удалось декодировать JSON из WebSocket message."
+            ) from error
+
+    @staticmethod
+    def _normalize_symbols(
+        symbols: tuple[str, ...],
+    ) -> tuple[str, ...]:
+        if not isinstance(symbols, tuple):
+            raise TypeError("symbols must be a tuple")
+
+        normalized_symbols: set[str] = set()
+
+        for symbol in symbols:
+            if not isinstance(symbol, str):
+                raise TypeError(
+                    "symbols must contain only strings"
+                )
+
+            normalized_symbol = symbol.strip()
+
+            if normalized_symbol:
+                normalized_symbols.add(normalized_symbol)
+
+        if not normalized_symbols:
+            raise ValueError(
+                "symbols must contain at least one non-empty symbol"
+            )
+
+        return tuple(sorted(normalized_symbols))

app/src/market_data/acquisition/runtime/websocket_inbound_message.py

@@ -0,0 +1,52 @@
+from __future__ import annotations
+
+from enum import Enum
+from typing import Protocol, runtime_checkable
+
+
+class WebSocketInboundMessageKind(str, Enum):
+    """
+    Категория декодированного входящего WebSocket-сообщения.
+    """
+
+    MARKET = "market"
+    CONTROL = "control"
+
+
+@runtime_checkable
+class WebSocketInboundMessageClassifierProtocol(Protocol):
+    """
+    Контракт классификации декодированного WebSocket-документа.
+
+    Конкретная реализация содержит provider-specific знания о форме
+    market и control messages. Production Runtime использует только
+    итоговую категорию и не интерпретирует exchange-specific поля.
+    """
+
+    def classify(
+        self,
+        document: object,
+    ) -> WebSocketInboundMessageKind:
+        """Классифицировать один декодированный документ."""
+        ...
+
+
+@runtime_checkable
+class WebSocketControlMessageHandlerProtocol(Protocol):
+    """
+    Контракт provider-specific проверки входящего control/ACK.
+
+    Production Runtime передаёт ожидаемый correlation ID, но не
+    интерпретирует provider-specific поля ответа самостоятельно.
+    """
+
+    def handle(
+        self,
+        document: object,
+        *,
+        expected_correlation_id: str,
+    ) -> None:
+        """
+        Проверить принадлежность и успешность control/ACK сообщения.
+        """
+        ...

app/src/market_data/acquisition/runtime/websocket_session.py

@@ -0,0 +1,81 @@
+from __future__ import annotations
+
+import asyncio
+from typing import Protocol
+
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    WebSocketTransportProtocol,
+)
+
+
+class _SessionTransportProtocol(
+    WebSocketTransportProtocol,
+    Protocol,
+):
+    """
+    Transport-контракт для Session lifecycle.
+    """
+
+    @property
+    def is_connected(self) -> bool:
+        """Показывает состояние Transport."""
+        ...
+
+
+class WebSocketSession:
+    """
+    Идемпотентный lifecycle WebSocket-сессии.
+
+    Session сериализует start/stop, делегирует сетевые операции
+    Transport и не содержит parsing, subscriptions или recovery.
+    """
+
+    __slots__ = (
+        "_transport",
+        "_started",
+        "_lifecycle_lock",
+    )
+
+    def __init__(
+        self,
+        transport: _SessionTransportProtocol,
+    ) -> None:
+        self._transport = transport
+        self._started = False
+        self._lifecycle_lock = asyncio.Lock()
+
+    @property
+    def is_connected(self) -> bool:
+        """Показывает состояние Session."""
+        return (
+            self._started
+            and self._transport.is_connected
+        )
+
+    async def start(self) -> None:
+        """
+        Открыть Session без повторного соединения.
+        """
+        async with self._lifecycle_lock:
+            if self.is_connected:
+                return
+
+            self._started = False
+            await self._transport.connect()
+            self._started = True
+
+    async def stop(self) -> None:
+        """
+        Закрыть Session и сбросить локальное состояние.
+        """
+        async with self._lifecycle_lock:
+            if (
+                not self._started
+                and not self._transport.is_connected
+            ):
+                return
+
+            try:
+                await self._transport.disconnect()
+            finally:
+                self._started = False

app/src/market_data/acquisition/runtime/websocket_subscription_manager.py

@@ -0,0 +1,176 @@
+from __future__ import annotations
+
+import asyncio
+
+from src.market_data.acquisition.exceptions import (
+    WebSocketUnsubscribeNotSupportedError,
+)
+from src.market_data.acquisition.runtime.transport_messages import (
+    TransportBinaryMessage,
+    TransportTextMessage,
+)
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    AcquisitionSubscriptionMessage,
+    WebSocketTransportProtocol,
+)
+
+
+class WebSocketSubscriptionManager:
+    """
+    Реестр WebSocket-подписок и механизм их восстановления.
+
+    Manager хранит только универсальные transport messages.
+    Он не разбирает payload и не содержит exchange-specific знаний.
+    """
+
+    __slots__ = (
+        "_transport",
+        "_supports_unsubscribe",
+        "_subscriptions",
+        "_active_subscription_keys",
+        "_lock",
+    )
+
+    def __init__(
+        self,
+        transport: WebSocketTransportProtocol,
+        *,
+        supports_unsubscribe: bool = False,
+    ) -> None:
+        if not isinstance(supports_unsubscribe, bool):
+            raise TypeError(
+                "supports_unsubscribe must be a boolean"
+            )
+
+        self._transport = transport
+        self._supports_unsubscribe = supports_unsubscribe
+        self._subscriptions: dict[
+            str,
+            AcquisitionSubscriptionMessage,
+        ] = {}
+        self._active_subscription_keys: set[str] = set()
+        self._lock = asyncio.Lock()
+
+    @property
+    def subscription_keys(self) -> tuple[str, ...]:
+        """Вернуть ключи в порядке регистрации."""
+        return tuple(self._subscriptions)
+
+    async def subscribe(
+        self,
+        subscription_key: str,
+        message: AcquisitionSubscriptionMessage,
+    ) -> None:
+        """
+        Идемпотентно отправить и зарегистрировать подписку.
+
+        Desired subscription сохраняется до сетевой отправки.
+        При ошибке она остаётся pending для последующего retry/reconnect.
+        """
+        self._validate_subscription_key(subscription_key)
+        self._validate_message(message)
+
+        async with self._lock:
+            if subscription_key in self._active_subscription_keys:
+                return
+
+            self._subscriptions[subscription_key] = message
+
+            await self._send(message)
+            self._active_subscription_keys.add(
+                subscription_key,
+            )
+
+    async def unsubscribe(
+        self,
+        subscription_key: str,
+        message: AcquisitionSubscriptionMessage,
+    ) -> None:
+        """
+        Отправить unsubscribe только при явной поддержке провайдером.
+
+        Dzengi ``trades.unsubscribe`` не поддерживает. Поэтому
+        ``supports_unsubscribe`` по умолчанию равно False.
+        """
+        self._validate_subscription_key(subscription_key)
+        self._validate_message(message)
+
+        if not self._supports_unsubscribe:
+            raise WebSocketUnsubscribeNotSupportedError(
+                "WebSocket provider does not support unsubscribe."
+            )
+
+        async with self._lock:
+            if subscription_key not in self._subscriptions:
+                return
+
+            if subscription_key in self._active_subscription_keys:
+                await self._send(message)
+
+            del self._subscriptions[subscription_key]
+            self._active_subscription_keys.discard(
+                subscription_key,
+            )
+
+    async def restore_subscriptions(self) -> None:
+        """
+        Последовательно восстановить подписки.
+        """
+        async with self._lock:
+            self._active_subscription_keys.clear()
+
+            for subscription_key, message in (
+                self._subscriptions.items()
+            ):
+                await self._send(message)
+                self._active_subscription_keys.add(
+                    subscription_key,
+                )
+
+    async def clear_subscriptions(self) -> None:
+        """
+        Очистить реестр без отправки сообщений.
+        """
+        async with self._lock:
+            self._subscriptions.clear()
+            self._active_subscription_keys.clear()
+
+    async def _send(
+        self,
+        message: AcquisitionSubscriptionMessage,
+    ) -> None:
+        if isinstance(message, TransportTextMessage):
+            await self._transport.send(message.payload)
+            return
+
+        await self._transport.send(message.payload)
+
+    @staticmethod
+    def _validate_subscription_key(
+        subscription_key: str,
+    ) -> None:
+        if not isinstance(subscription_key, str):
+            raise TypeError(
+                "subscription_key must be a string"
+            )
+
+        if not subscription_key.strip():
+            raise ValueError(
+                "subscription_key must not be empty"
+            )
+
+    @staticmethod
+    def _validate_message(
+        message: AcquisitionSubscriptionMessage,
+    ) -> None:
+        if not isinstance(
+            message,
+            (
+                TransportTextMessage,
+                TransportBinaryMessage,
+            ),
+        ):
+            raise TypeError(
+                "message must be TransportTextMessage "
+                "or TransportBinaryMessage"
+            )

app/src/market_data/acquisition/trade_stream_runtime_composition.py

@@ -7,6 +7,7 @@ import asyncio
 import time
 from collections.abc import Callable
 from dataclasses import dataclass
+from typing import Protocol
 
 from src.market_data.acquisition.adapters.dzengi.rest import (
     DzengiTradesDocumentSource,
@@ -30,9 +31,20 @@ from src.market_data.acquisition.runtime.acquisition_runtime_service import (
 from src.market_data.acquisition.runtime.heartbeat import (
     HeartbeatMonitor,
 )
+from src.market_data.acquisition.runtime.live_processing_gate import (
+    RuntimeLiveProcessingGate,
+)
 from src.market_data.acquisition.runtime.reconnect import (
     ReconnectCoordinator,
 )
+from src.market_data.acquisition.runtime.runtime_reconnect_recovery_coordinator import (
+    RuntimeReconnectRecoveryCoordinator,
+    RuntimeUnixTimeMillisecondsClock,
+    system_unix_time_ms,
+)
+from src.market_data.acquisition.runtime.runtime_liveness_probe import (
+    RuntimeLivenessProbeProtocol,
+)
 from src.market_data.acquisition.runtime.runtime_recovery_coordinator import (
     RuntimeRecoveryCoordinator,
 )
@@ -57,6 +69,14 @@ from src.market_data.acquisition.trade_stream_message_adapter_protocol import (
 )
 
 
+class _TradeStreamRuntimeTransportProtocol(
+    WebSocketTransportProtocol,
+    RuntimeLivenessProbeProtocol,
+    Protocol,
+):
+    """Общий Transport и liveness-контракт Composition."""
+
+
 @dataclass(frozen=True, slots=True)
 class TradeStreamRuntimeComposition:
     """
@@ -80,6 +100,11 @@ class TradeStreamRuntimeComposition:
     trade_stream_acquisition_service: TradeStreamAcquisitionService
 
     reconnect_coordinator: ReconnectCoordinator
+    live_processing_gate: RuntimeLiveProcessingGate
+    liveness_probe: RuntimeLivenessProbeProtocol
+    runtime_reconnect_recovery_coordinator: (
+        RuntimeReconnectRecoveryCoordinator
+    )
     heartbeat_monitor: HeartbeatMonitor
     runtime_supervisor: RuntimeSupervisor
     runtime_scheduler: RuntimeScheduler
@@ -88,15 +113,19 @@ class TradeStreamRuntimeComposition:
 def build_trade_stream_runtime_composition(
     *,
     session: WebSocketSessionProtocol,
-    transport: WebSocketTransportProtocol,
+    transport: _TradeStreamRuntimeTransportProtocol,
     subscription_manager: WebSocketSubscriptionManagerProtocol,
     event_publisher: AcquisitionRuntimeEventPublisherProtocol,
     message_adapter: TradeStreamMessageAdapterProtocol,
     recovery_document_source: DzengiTradesDocumentSource,
+    symbols: tuple[str, ...],
     heartbeat_timeout_seconds: float,
     scheduler_interval_seconds: float,
     max_recovery_window_ms: int = DEFAULT_TRADE_RECOVERY_WINDOW_MS,
     heartbeat_clock: Callable[[], float] = time.monotonic,
+    recovery_end_time_clock: RuntimeUnixTimeMillisecondsClock = (
+        system_unix_time_ms
+    ),
     scheduler_sleep: RuntimeSleep = asyncio.sleep,
 ) -> TradeStreamRuntimeComposition:
     """
@@ -151,6 +180,18 @@ def build_trade_stream_runtime_composition(
         event_publisher=event_publisher,
     )
 
+    live_processing_gate = RuntimeLiveProcessingGate()
+
+    runtime_reconnect_recovery_coordinator = (
+        RuntimeReconnectRecoveryCoordinator(
+            reconnect_coordinator=reconnect_coordinator,
+            recovery_coordinator=runtime_recovery_coordinator,
+            live_processing_gate=live_processing_gate,
+            symbols=symbols,
+            clock=recovery_end_time_clock,
+        )
+    )
+
     heartbeat_monitor = HeartbeatMonitor(
         event_publisher=event_publisher,
         timeout_seconds=heartbeat_timeout_seconds,
@@ -159,10 +200,13 @@ def build_trade_stream_runtime_composition(
 
     runtime_supervisor = RuntimeSupervisor(
         heartbeat_monitor=heartbeat_monitor,
-        reconnect_coordinator=reconnect_coordinator,
+        reconnect_coordinator=(
+            runtime_reconnect_recovery_coordinator
+        ),
     )
 
     runtime_scheduler = RuntimeScheduler(
+        liveness_probe=transport,
         heartbeat_monitor=heartbeat_monitor,
         runtime_supervisor=runtime_supervisor,
         interval_seconds=scheduler_interval_seconds,
@@ -178,6 +222,11 @@ def build_trade_stream_runtime_composition(
         acquisition_runtime_service=acquisition_runtime_service,
         trade_stream_acquisition_service=trade_stream_acquisition_service,
         reconnect_coordinator=reconnect_coordinator,
+        live_processing_gate=live_processing_gate,
+        liveness_probe=transport,
+        runtime_reconnect_recovery_coordinator=(
+            runtime_reconnect_recovery_coordinator
+        ),
         heartbeat_monitor=heartbeat_monitor,
         runtime_supervisor=runtime_supervisor,
         runtime_scheduler=runtime_scheduler,

app/tests/unit/bootstrap/test_app_factory.py

@@ -0,0 +1,166 @@
+from __future__ import annotations
+
+from types import SimpleNamespace
+
+import pytest
+
+import src.bootstrap.app_factory as app_factory
+from src.bootstrap.application import ApplicationComposition
+
+
+class RecordingJournal:
+    def __init__(self) -> None:
+        self.info_calls: list[
+            tuple[str, str, dict[str, object]]
+        ] = []
+
+    def log_info(
+        self,
+        event: str,
+        message: str,
+        context: dict[str, object],
+    ) -> None:
+        self.info_calls.append(
+            (
+                event,
+                message,
+                context,
+            )
+        )
+
+    def log_critical(
+        self,
+        event: str,
+        message: str,
+        context: dict[str, object],
+    ) -> None:
+        del event, message, context
+
+
+def make_settings() -> SimpleNamespace:
+    return SimpleNamespace(
+        bot_token="test-token",
+        bot_parse_mode="HTML",
+        log_level="INFO",
+        app_env="test",
+        exchange_name="dzengi",
+        default_symbol="BTC/USD_LEVERAGE",
+        trade_stream=SimpleNamespace(enabled=True),
+    )
+
+
+def test_create_app_builds_one_application_composition(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    settings = make_settings()
+    bot = object()
+    dispatcher = object()
+    runtime = object()
+    journal = RecordingJournal()
+    observed_runtime_settings: list[object] = []
+    registered_bots: list[object] = []
+    routed_dispatchers: list[object] = []
+
+    monkeypatch.setattr(
+        app_factory,
+        "load_settings",
+        lambda: settings,
+    )
+    monkeypatch.setattr(
+        app_factory,
+        "setup_logging",
+        lambda level: None,
+    )
+    monkeypatch.setattr(
+        app_factory,
+        "init_schema",
+        lambda: None,
+    )
+    monkeypatch.setattr(
+        app_factory,
+        "JournalService",
+        lambda: journal,
+    )
+
+    def build_runtime(received_settings: object) -> object:
+        observed_runtime_settings.append(received_settings)
+        return runtime
+
+    monkeypatch.setattr(
+        app_factory,
+        "build_trade_stream_production_runtime",
+        build_runtime,
+    )
+    monkeypatch.setattr(
+        app_factory,
+        "Bot",
+        lambda **kwargs: bot,
+    )
+    monkeypatch.setattr(
+        app_factory,
+        "Dispatcher",
+        lambda: dispatcher,
+    )
+    monkeypatch.setattr(
+        app_factory.NotificationTargetRegistry,
+        "set_bot",
+        registered_bots.append,
+    )
+    monkeypatch.setattr(
+        app_factory,
+        "setup_routers",
+        routed_dispatchers.append,
+    )
+
+    application = app_factory.create_app()
+
+    assert isinstance(application, ApplicationComposition)
+    assert application.bot is bot
+    assert application.dispatcher is dispatcher
+    assert application.trade_stream_runtime is runtime
+    assert observed_runtime_settings == [settings]
+    assert registered_bots == [bot]
+    assert routed_dispatchers == [dispatcher]
+    assert journal.info_calls[0][2]["trade_stream_enabled"] is True
+
+
+def test_runtime_build_error_is_fatal(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    expected = RuntimeError("invalid Trade Stream settings")
+
+    monkeypatch.setattr(
+        app_factory,
+        "load_settings",
+        make_settings,
+    )
+    monkeypatch.setattr(
+        app_factory,
+        "setup_logging",
+        lambda level: None,
+    )
+    monkeypatch.setattr(
+        app_factory,
+        "init_schema",
+        lambda: None,
+    )
+    monkeypatch.setattr(
+        app_factory,
+        "JournalService",
+        RecordingJournal,
+    )
+
+    def fail_runtime_build(settings: object) -> None:
+        del settings
+        raise expected
+
+    monkeypatch.setattr(
+        app_factory,
+        "build_trade_stream_production_runtime",
+        fail_runtime_build,
+    )
+
+    with pytest.raises(RuntimeError) as exc_info:
+        app_factory.create_app()
+
+    assert exc_info.value is expected

app/tests/unit/bootstrap/test_application.py

@@ -0,0 +1,442 @@
+from __future__ import annotations
+
+import asyncio
+
+import pytest
+
+from src.bootstrap.application import (
+    ApplicationComposition,
+    run_application,
+)
+from src.market_data.acquisition.runtime.trade_stream_production_runtime import (
+    TradeStreamProductionRuntimeState,
+)
+
+
+class FakeBotSession:
+    def __init__(
+        self,
+        *,
+        close_error: BaseException | None = None,
+    ) -> None:
+        self.close_calls = 0
+        self.close_error = close_error
+
+    async def close(self) -> None:
+        self.close_calls += 1
+
+        if self.close_error is not None:
+            raise self.close_error
+
+
+class FakeBot:
+    def __init__(
+        self,
+        *,
+        close_error: BaseException | None = None,
+    ) -> None:
+        self.session = FakeBotSession(
+            close_error=close_error,
+        )
+
+
+class FakeDispatcher:
+    def __init__(
+        self,
+        *,
+        return_immediately: bool = False,
+        error: BaseException | None = None,
+    ) -> None:
+        self.started = asyncio.Event()
+        self.release = asyncio.Event()
+        self.cancelled = asyncio.Event()
+        self.return_immediately = return_immediately
+        self.error = error
+        self.close_bot_session_values: list[bool] = []
+
+    async def start_polling(
+        self,
+        bot: FakeBot,
+        *,
+        close_bot_session: bool,
+    ) -> None:
+        del bot
+        self.close_bot_session_values.append(close_bot_session)
+        self.started.set()
+
+        try:
+            if not self.return_immediately:
+                await self.release.wait()
+        except asyncio.CancelledError:
+            self.cancelled.set()
+            raise
+
+        if self.error is not None:
+            raise self.error
+
+
+class FakeRuntime:
+    def __init__(
+        self,
+        *,
+        return_immediately: bool = False,
+        error: BaseException | None = None,
+        stop_error: BaseException | None = None,
+    ) -> None:
+        self.started = asyncio.Event()
+        self.release = asyncio.Event()
+        self.stopped = asyncio.Event()
+        self.return_immediately = return_immediately
+        self.error = error
+        self.stop_error = stop_error
+        self.stop_calls = 0
+
+    @property
+    def state(self) -> TradeStreamProductionRuntimeState:
+        return (
+            TradeStreamProductionRuntimeState.RUNNING
+            if self.started.is_set() and not self.stopped.is_set()
+            else TradeStreamProductionRuntimeState.STOPPED
+        )
+
+    @property
+    def running(self) -> bool:
+        return self.state is TradeStreamProductionRuntimeState.RUNNING
+
+    async def run(self) -> None:
+        self.started.set()
+
+        if not self.return_immediately:
+            await self.release.wait()
+
+        if self.error is not None:
+            raise self.error
+
+    async def stop(self) -> None:
+        self.stop_calls += 1
+        self.release.set()
+        self.stopped.set()
+
+        if self.stop_error is not None:
+            raise self.stop_error
+
+
+class BlockingStopRuntime(FakeRuntime):
+    def __init__(self) -> None:
+        super().__init__()
+
+        self.stop_entered = asyncio.Event()
+        self.stop_release = asyncio.Event()
+
+    async def stop(self) -> None:
+        self.stop_calls += 1
+        self.stop_entered.set()
+        await self.stop_release.wait()
+        self.release.set()
+        self.stopped.set()
+
+
+def make_application(
+    *,
+    dispatcher: FakeDispatcher,
+    runtime: FakeRuntime | None,
+    bot: FakeBot | None = None,
+) -> ApplicationComposition:
+    return ApplicationComposition(
+        bot=bot or FakeBot(),  # type: ignore[arg-type]
+        dispatcher=dispatcher,  # type: ignore[arg-type]
+        trade_stream_runtime=runtime,
+    )
+
+
+def test_disabled_runtime_runs_only_polling_and_closes_bot() -> None:
+    async def scenario() -> None:
+        dispatcher = FakeDispatcher(return_immediately=True)
+        bot = FakeBot()
+
+        await run_application(
+            make_application(
+                dispatcher=dispatcher,
+                runtime=None,
+                bot=bot,
+            )
+        )
+
+        assert dispatcher.close_bot_session_values == [False]
+        assert bot.session.close_calls == 1
+
+    asyncio.run(scenario())
+
+
+def test_polling_completion_stops_and_awaits_runtime() -> None:
+    async def scenario() -> None:
+        dispatcher = FakeDispatcher(return_immediately=True)
+        runtime = FakeRuntime()
+        bot = FakeBot()
+
+        await run_application(
+            make_application(
+                dispatcher=dispatcher,
+                runtime=runtime,
+                bot=bot,
+            )
+        )
+
+        assert runtime.started.is_set()
+        assert runtime.stop_calls == 1
+        assert runtime.stopped.is_set()
+        assert bot.session.close_calls == 1
+
+    asyncio.run(scenario())
+
+
+def test_runtime_error_is_fatal_and_stops_polling() -> None:
+    async def scenario() -> None:
+        expected = RuntimeError("trade stream failed")
+        dispatcher = FakeDispatcher()
+        runtime = FakeRuntime(
+            return_immediately=True,
+            error=expected,
+        )
+        bot = FakeBot()
+
+        with pytest.raises(RuntimeError) as exc_info:
+            await run_application(
+                make_application(
+                    dispatcher=dispatcher,
+                    runtime=runtime,
+                    bot=bot,
+                )
+            )
+
+        assert exc_info.value is expected
+        assert dispatcher.cancelled.is_set()
+        assert runtime.stop_calls == 1
+        assert bot.session.close_calls == 1
+
+    asyncio.run(scenario())
+
+
+def test_normal_runtime_completion_is_fatal() -> None:
+    async def scenario() -> None:
+        dispatcher = FakeDispatcher()
+        runtime = FakeRuntime(return_immediately=True)
+
+        with pytest.raises(
+            RuntimeError,
+            match="terminated unexpectedly",
+        ):
+            await run_application(
+                make_application(
+                    dispatcher=dispatcher,
+                    runtime=runtime,
+                )
+            )
+
+        assert dispatcher.cancelled.is_set()
+        assert runtime.stop_calls == 1
+
+    asyncio.run(scenario())
+
+
+def test_application_cancellation_performs_full_cleanup() -> None:
+    async def scenario() -> None:
+        dispatcher = FakeDispatcher()
+        runtime = FakeRuntime()
+        bot = FakeBot()
+        task = asyncio.create_task(
+            run_application(
+                make_application(
+                    dispatcher=dispatcher,
+                    runtime=runtime,
+                    bot=bot,
+                )
+            )
+        )
+
+        await dispatcher.started.wait()
+        await runtime.started.wait()
+        task.cancel()
+
+        with pytest.raises(asyncio.CancelledError):
+            await task
+
+        assert dispatcher.cancelled.is_set()
+        assert runtime.stop_calls == 1
+        assert runtime.stopped.is_set()
+        assert bot.session.close_calls == 1
+        await asyncio.sleep(0)
+        assert not {
+            child.get_name()
+            for child in asyncio.all_tasks()
+            if child is not asyncio.current_task()
+            and not child.done()
+            and child.get_name()
+            in {
+                "telegram-polling",
+                "trade-stream-runtime",
+                "application-shutdown",
+            }
+        }
+
+    asyncio.run(scenario())
+
+
+def test_polling_error_stops_runtime_and_preserves_error() -> None:
+    async def scenario() -> None:
+        expected = RuntimeError("polling failed")
+        dispatcher = FakeDispatcher(
+            return_immediately=True,
+            error=expected,
+        )
+        runtime = FakeRuntime()
+        bot = FakeBot()
+
+        with pytest.raises(RuntimeError) as exc_info:
+            await run_application(
+                make_application(
+                    dispatcher=dispatcher,
+                    runtime=runtime,
+                    bot=bot,
+                )
+            )
+
+        assert exc_info.value is expected
+        assert runtime.stop_calls == 1
+        assert runtime.stopped.is_set()
+        assert bot.session.close_calls == 1
+
+    asyncio.run(scenario())
+
+
+def test_simultaneous_root_failures_are_awaited_deterministically() -> None:
+    async def scenario() -> None:
+        polling_error = RuntimeError("polling failed")
+        runtime_error = ValueError("trade stream failed")
+        dispatcher = FakeDispatcher(
+            error=polling_error,
+        )
+        runtime = FakeRuntime(
+            error=runtime_error,
+        )
+        bot = FakeBot()
+        task = asyncio.create_task(
+            run_application(
+                make_application(
+                    dispatcher=dispatcher,
+                    runtime=runtime,
+                    bot=bot,
+                )
+            )
+        )
+
+        await dispatcher.started.wait()
+        await runtime.started.wait()
+        dispatcher.release.set()
+        runtime.release.set()
+
+        with pytest.raises(ValueError) as exc_info:
+            await task
+
+        assert exc_info.value is runtime_error
+        assert runtime.stop_calls == 1
+        assert bot.session.close_calls == 1
+        assert any(
+            "cleanup also failed" in note
+            for note in getattr(runtime_error, "__notes__", ())
+        )
+        await asyncio.sleep(0)
+        assert not {
+            child.get_name()
+            for child in asyncio.all_tasks()
+            if child is not asyncio.current_task()
+            and not child.done()
+            and child.get_name()
+            in {
+                "telegram-polling",
+                "trade-stream-runtime",
+                "application-shutdown",
+            }
+        }
+
+    asyncio.run(scenario())
+
+
+def test_repeated_cancellation_does_not_interrupt_cleanup() -> None:
+    async def scenario() -> None:
+        dispatcher = FakeDispatcher()
+        runtime = BlockingStopRuntime()
+        bot = FakeBot()
+        task = asyncio.create_task(
+            run_application(
+                make_application(
+                    dispatcher=dispatcher,
+                    runtime=runtime,
+                    bot=bot,
+                )
+            )
+        )
+
+        await dispatcher.started.wait()
+        await runtime.started.wait()
+        task.cancel()
+        await runtime.stop_entered.wait()
+
+        task.cancel()
+        runtime.stop_release.set()
+
+        with pytest.raises(asyncio.CancelledError):
+            await task
+
+        assert task.cancelled() is True
+        assert dispatcher.cancelled.is_set()
+        assert runtime.stop_calls == 1
+        assert runtime.stopped.is_set()
+        assert bot.session.close_calls == 1
+        await asyncio.sleep(0)
+        assert not {
+            child.get_name()
+            for child in asyncio.all_tasks()
+            if child is not asyncio.current_task()
+            and not child.done()
+            and child.get_name()
+            in {
+                "telegram-polling",
+                "trade-stream-runtime",
+                "application-shutdown",
+            }
+        }
+
+    asyncio.run(scenario())
+
+
+def test_cleanup_error_does_not_replace_runtime_error() -> None:
+    async def scenario() -> None:
+        expected = RuntimeError("trade stream failed")
+        dispatcher = FakeDispatcher()
+        runtime = FakeRuntime(
+            return_immediately=True,
+            error=expected,
+            stop_error=RuntimeError("stop failed"),
+        )
+        bot = FakeBot(
+            close_error=RuntimeError("close failed"),
+        )
+
+        with pytest.raises(RuntimeError) as exc_info:
+            await run_application(
+                make_application(
+                    dispatcher=dispatcher,
+                    runtime=runtime,
+                    bot=bot,
+                )
+            )
+
+        assert exc_info.value is expected
+        assert bot.session.close_calls == 1
+        assert any(
+            "cleanup also failed" in note
+            for note in getattr(expected, "__notes__", ())
+        )
+
+    asyncio.run(scenario())

app/tests/unit/bootstrap/test_trade_stream_production_integration.py

@@ -0,0 +1,890 @@
+from __future__ import annotations
+
+import asyncio
+import json
+import threading
+import time
+from collections.abc import Awaitable, Callable
+from typing import Any
+
+import pytest
+from websockets.protocol import State
+
+import src.bootstrap.trade_stream_runtime as production_factory
+from src.bootstrap.application import (
+    ApplicationComposition,
+    run_application,
+)
+from src.core.config import Settings, TradeStreamSettings
+from src.market_data.acquisition.adapters.dzengi.websocket_transport import (
+    DzengiWebSocketTransport,
+)
+from src.market_data.acquisition.consistency.trade_stream_state_store import (
+    TradeStreamStateStore,
+)
+from src.market_data.acquisition.exceptions import (
+    TradeTransportError,
+    WebSocketTransportError,
+)
+from src.market_data.acquisition.runtime.trade_stream_production_runtime import (
+    TradeStreamProductionRuntime,
+    TradeStreamProductionRuntimeState,
+)
+
+
+SYMBOL = "BTC/USD_LEVERAGE"
+
+_OWNED_TASK_NAMES = frozenset(
+    {
+        "application-shutdown",
+        "telegram-polling",
+        "trade-stream-receive",
+        "trade-stream-runtime",
+        "trade-stream-runtime-recovery",
+        "trade-stream-scheduler",
+        "trade-stream-startup",
+    }
+)
+
+
+class FakeBotSession:
+    def __init__(self) -> None:
+        self.close_calls = 0
+
+    async def close(self) -> None:
+        self.close_calls += 1
+
+
+class FakeBot:
+    def __init__(self) -> None:
+        self.session = FakeBotSession()
+
+
+class ControlledDispatcher:
+    def __init__(
+        self,
+        *,
+        return_immediately: bool = False,
+    ) -> None:
+        self.return_immediately = return_immediately
+        self.started = asyncio.Event()
+        self.release = asyncio.Event()
+        self.cancelled = asyncio.Event()
+        self.close_bot_session_values: list[bool] = []
+
+    async def start_polling(
+        self,
+        bot: FakeBot,
+        *,
+        close_bot_session: bool,
+    ) -> None:
+        del bot
+        self.close_bot_session_values.append(close_bot_session)
+        self.started.set()
+
+        if self.return_immediately:
+            return
+
+        try:
+            await self.release.wait()
+        except asyncio.CancelledError:
+            self.cancelled.set()
+            raise
+
+
+class ScriptedConnection:
+    def __init__(
+        self,
+        *,
+        name: str,
+        calls: list[str],
+        send_error: Exception | None = None,
+        close_on_receive_error: bool = True,
+    ) -> None:
+        self.name = name
+        self.calls = calls
+        self.send_error = send_error
+        self.close_on_receive_error = close_on_receive_error
+
+        self.state = State.OPEN
+        self.incoming: asyncio.Queue[
+            str | bytes | BaseException
+        ] = asyncio.Queue()
+        self.sent_messages: list[str | bytes] = []
+        self.subscription_sent = asyncio.Event()
+        self.close_calls = 0
+        self.ping_calls = 0
+
+    async def close(
+        self,
+        code: int = 1000,
+        reason: str = "",
+    ) -> None:
+        del code, reason
+        self.calls.append(f"{self.name}.close")
+        self.close_calls += 1
+        self.state = State.CLOSED
+
+    async def send(
+        self,
+        message: str | bytes,
+    ) -> None:
+        self.calls.append(f"{self.name}.send")
+
+        if self.send_error is not None:
+            self.state = State.CLOSED
+            raise self.send_error
+
+        self.sent_messages.append(message)
+        self.subscription_sent.set()
+
+        if not isinstance(message, str):
+            return
+
+        document = json.loads(message)
+
+        if document.get("destination") != "trades.subscribe":
+            return
+
+        self.feed(
+            json.dumps(
+                {
+                    "correlationId": document["correlationId"],
+                    "destination": "trades.subscribe",
+                    "status": "OK",
+                }
+            )
+        )
+
+    async def recv(self) -> str | bytes:
+        item = await self.incoming.get()
+
+        if isinstance(item, BaseException):
+            self.calls.append(f"{self.name}.receive_error")
+
+            if self.close_on_receive_error:
+                self.state = State.CLOSED
+
+            raise item
+
+        self.calls.append(f"{self.name}.receive")
+        return item
+
+    async def ping(self) -> Awaitable[float]:
+        self.calls.append(f"{self.name}.ping")
+        self.ping_calls += 1
+
+        async def wait_for_pong() -> float:
+            return 0.001
+
+        return wait_for_pong()
+
+    def feed(
+        self,
+        item: str | bytes | BaseException,
+    ) -> None:
+        self.incoming.put_nowait(item)
+
+
+class ScriptedConnector:
+    def __init__(
+        self,
+        *,
+        calls: list[str],
+        connections: tuple[ScriptedConnection, ...] = (),
+        error: Exception | None = None,
+    ) -> None:
+        self.calls = calls
+        self.connections = list(connections)
+        self.error = error
+        self.options: list[dict[str, Any]] = []
+
+    async def __call__(
+        self,
+        url: str,
+        **kwargs: Any,
+    ) -> ScriptedConnection:
+        self.calls.append("connector.connect")
+        self.options.append(
+            {
+                "url": url,
+                **kwargs,
+            }
+        )
+
+        if self.error is not None:
+            raise self.error
+
+        return self.connections.pop(0)
+
+
+class BlockingRestClient:
+    def __init__(
+        self,
+        *,
+        calls: list[str],
+        document: object,
+        error: Exception | None = None,
+    ) -> None:
+        self.calls = calls
+        self.document = document
+        self.error = error
+        self.entered = threading.Event()
+        self.release = threading.Event()
+        self.requests: list[
+            tuple[str, dict[str, str] | None]
+        ] = []
+
+    def get_payload(
+        self,
+        path: str,
+        params: dict[str, str] | None = None,
+        headers: dict[str, str] | None = None,
+    ) -> object:
+        del headers
+        self.calls.append("recovery.fetch")
+        self.requests.append(
+            (
+                path,
+                params,
+            )
+        )
+        self.entered.set()
+
+        if not self.release.wait(timeout=5):
+            raise TimeoutError("test did not release REST recovery")
+
+        if self.error is not None:
+            raise self.error
+
+        return self.document
+
+
+def make_settings(
+    *,
+    enabled: bool = True,
+) -> Settings:
+    return Settings(
+        bot_token="test-token",
+        bot_parse_mode="HTML",
+        app_env="test",
+        log_level="INFO",
+        tz="UTC",
+        exchange_enabled=True,
+        exchange_name="dzengi",
+        exchange_base_url="https://rest.example.test",
+        exchange_ws_url="wss://legacy.example.test",
+        exchange_api_key="",
+        exchange_api_secret="",
+        exchange_timeout_sec=10,
+        exchange_testnet=True,
+        default_symbol="LEGACY",
+        trade_stream=TradeStreamSettings(
+            enabled=enabled,
+            websocket_url="wss://stream.example.test",
+            symbols=(SYMBOL,),
+            open_timeout_seconds=1.0,
+            probe_timeout_seconds=1.0,
+            close_timeout_seconds=1.0,
+            heartbeat_timeout_seconds=120.0,
+            scheduler_interval_seconds=60.0,
+            recovery_window_ms=3_599_999,
+        ),
+        db_host="localhost",
+        db_port=5432,
+        db_name="test",
+        db_user="test",
+        db_password="test",
+        debug_enabled=False,
+        journal_debug_enabled=False,
+    )
+
+
+def make_trade_document(
+    *,
+    trade_id: int,
+    timestamp: int,
+) -> dict[str, object]:
+    return {
+        "status": "OK",
+        "destination": "internal.trade",
+        "payload": {
+            "id": trade_id,
+            "price": "64555.55",
+            "size": "0.002",
+            "ts": timestamp,
+            "symbol": SYMBOL,
+            "buyer": True,
+            "orderId": f"order-{trade_id}",
+        },
+    }
+
+
+def make_recovered_trade(
+    *,
+    trade_id: int,
+    timestamp: int,
+) -> dict[str, object]:
+    return {
+        "a": trade_id,
+        "p": "64555.56",
+        "q": "0.003",
+        "T": timestamp,
+        "m": False,
+    }
+
+
+def install_connector(
+    monkeypatch: pytest.MonkeyPatch,
+    connector: ScriptedConnector,
+) -> list[DzengiWebSocketTransport]:
+    transport_type = production_factory.DzengiWebSocketTransport
+    transports: list[DzengiWebSocketTransport] = []
+
+    def build_transport(
+        **kwargs: Any,
+    ) -> DzengiWebSocketTransport:
+        transport = transport_type(
+            connector=connector,
+            **kwargs,
+        )
+        transports.append(transport)
+        return transport
+
+    monkeypatch.setattr(
+        production_factory,
+        "DzengiWebSocketTransport",
+        build_transport,
+    )
+
+    return transports
+
+
+def make_application(
+    *,
+    runtime: TradeStreamProductionRuntime | None,
+    dispatcher: ControlledDispatcher,
+    bot: FakeBot,
+) -> ApplicationComposition:
+    return ApplicationComposition(
+        bot=bot,  # type: ignore[arg-type]
+        dispatcher=dispatcher,  # type: ignore[arg-type]
+        trade_stream_runtime=runtime,
+    )
+
+
+async def wait_until(
+    predicate: Callable[[], bool],
+) -> None:
+    for _ in range(1_000):
+        if predicate():
+            return
+
+        await asyncio.sleep(0)
+
+    raise AssertionError("condition was not reached")
+
+
+async def assert_no_owned_tasks() -> None:
+    await asyncio.sleep(0)
+
+    assert not {
+        task.get_name()
+        for task in asyncio.all_tasks()
+        if task is not asyncio.current_task()
+        and not task.done()
+        and task.get_name() in _OWNED_TASK_NAMES
+    }
+
+
+def state_store_from(
+    runtime: TradeStreamProductionRuntime,
+) -> TradeStreamStateStore:
+    return (
+        runtime
+        ._reconnect_recovery_coordinator
+        ._recovery_coordinator
+        ._state_store
+    )
+
+
+def test_disabled_feature_runs_only_telegram_without_runtime_graph(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    def forbidden_dependency(
+        *args: Any,
+        **kwargs: Any,
+    ) -> None:
+        del args, kwargs
+        raise AssertionError("disabled feature built a dependency")
+
+    monkeypatch.setattr(
+        production_factory,
+        "DzengiWebSocketTransport",
+        forbidden_dependency,
+    )
+    monkeypatch.setattr(
+        production_factory,
+        "ExchangeRestClient",
+        forbidden_dependency,
+    )
+
+    runtime = (
+        production_factory.build_trade_stream_production_runtime(
+            make_settings(enabled=False),
+        )
+    )
+
+    async def scenario() -> None:
+        bot = FakeBot()
+        dispatcher = ControlledDispatcher(
+            return_immediately=True,
+        )
+
+        await run_application(
+            make_application(
+                runtime=runtime,
+                dispatcher=dispatcher,
+                bot=bot,
+            )
+        )
+
+        assert dispatcher.close_bot_session_values == [False]
+        assert bot.session.close_calls == 1
+        await assert_no_owned_tasks()
+
+    assert runtime is None
+    asyncio.run(scenario())
+
+
+def test_production_factory_processes_ack_trade_and_shutdown(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    async def scenario() -> None:
+        calls: list[str] = []
+        connection = ScriptedConnection(
+            name="connection",
+            calls=calls,
+        )
+        connector = ScriptedConnector(
+            calls=calls,
+            connections=(connection,),
+        )
+        transports = install_connector(
+            monkeypatch,
+            connector,
+        )
+        runtime = (
+            production_factory.build_trade_stream_production_runtime(
+                make_settings(),
+            )
+        )
+
+        assert isinstance(runtime, TradeStreamProductionRuntime)
+
+        bot = FakeBot()
+        dispatcher = ControlledDispatcher()
+        application_task = asyncio.create_task(
+            run_application(
+                make_application(
+                    runtime=runtime,
+                    dispatcher=dispatcher,
+                    bot=bot,
+                )
+            )
+        )
+
+        await connection.subscription_sent.wait()
+
+        timestamp = time.time_ns() // 1_000_000
+        connection.feed(
+            json.dumps(
+                make_trade_document(
+                    trade_id=100,
+                    timestamp=timestamp,
+                )
+            )
+        )
+
+        state_store = state_store_from(runtime)
+        await wait_until(
+            lambda: (
+                state_store.contains(SYMBOL)
+                and state_store.get(SYMBOL).last_trade_id == 100
+            )
+        )
+
+        dispatcher.release.set()
+        await application_task
+
+        subscription = json.loads(
+            connection.sent_messages[0],
+        )
+
+        assert subscription["destination"] == "trades.subscribe"
+        assert subscription["payload"]["symbols"] == [SYMBOL]
+        assert connector.options[0]["ping_interval"] is None
+        assert connector.options[0]["ping_timeout"] is None
+        assert connection.close_calls == 1
+        assert runtime.state is (
+            TradeStreamProductionRuntimeState.STOPPED
+        )
+        assert runtime._subscription_manager.subscription_keys == ()
+        assert bot.session.close_calls == 1
+        assert len(transports) == 1
+        await assert_no_owned_tasks()
+
+    asyncio.run(scenario())
+
+
+def test_connection_startup_failure_is_fatal_and_leaves_no_tasks(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    async def scenario() -> None:
+        calls: list[str] = []
+        connector = ScriptedConnector(
+            calls=calls,
+            error=OSError("connect failed"),
+        )
+        install_connector(
+            monkeypatch,
+            connector,
+        )
+        runtime = (
+            production_factory.build_trade_stream_production_runtime(
+                make_settings(),
+            )
+        )
+
+        assert isinstance(runtime, TradeStreamProductionRuntime)
+
+        bot = FakeBot()
+        dispatcher = ControlledDispatcher()
+
+        with pytest.raises(
+            WebSocketTransportError,
+            match="connect failed",
+        ) as exc_info:
+            await run_application(
+                make_application(
+                    runtime=runtime,
+                    dispatcher=dispatcher,
+                    bot=bot,
+                )
+            )
+
+        assert isinstance(exc_info.value.__cause__, OSError)
+        assert dispatcher.cancelled.is_set()
+        assert runtime.state is (
+            TradeStreamProductionRuntimeState.FAILED
+        )
+        assert runtime._session.is_connected is False
+        assert runtime._subscription_manager.subscription_keys == ()
+        assert bot.session.close_calls == 1
+        await assert_no_owned_tasks()
+
+    asyncio.run(scenario())
+
+
+def test_subscription_startup_failure_rolls_back_concrete_graph(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    async def scenario() -> None:
+        calls: list[str] = []
+        connection = ScriptedConnection(
+            name="connection",
+            calls=calls,
+            send_error=OSError("subscription failed"),
+        )
+        connector = ScriptedConnector(
+            calls=calls,
+            connections=(connection,),
+        )
+        install_connector(
+            monkeypatch,
+            connector,
+        )
+        runtime = (
+            production_factory.build_trade_stream_production_runtime(
+                make_settings(),
+            )
+        )
+
+        assert isinstance(runtime, TradeStreamProductionRuntime)
+
+        bot = FakeBot()
+        dispatcher = ControlledDispatcher()
+
+        with pytest.raises(
+            WebSocketTransportError,
+            match="subscription failed",
+        ):
+            await run_application(
+                make_application(
+                    runtime=runtime,
+                    dispatcher=dispatcher,
+                    bot=bot,
+                )
+            )
+
+        assert dispatcher.cancelled.is_set()
+        assert connection.state is State.CLOSED
+        assert runtime.state is (
+            TradeStreamProductionRuntimeState.FAILED
+        )
+        assert runtime._session.is_connected is False
+        assert runtime._subscription_manager.subscription_keys == ()
+        assert bot.session.close_calls == 1
+        await assert_no_owned_tasks()
+
+    asyncio.run(scenario())
+
+
+def test_reconnect_restores_recovers_then_processes_buffered_trade(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    async def scenario() -> None:
+        calls: list[str] = []
+        first_connection = ScriptedConnection(
+            name="first",
+            calls=calls,
+            close_on_receive_error=False,
+        )
+        second_connection = ScriptedConnection(
+            name="second",
+            calls=calls,
+        )
+        connector = ScriptedConnector(
+            calls=calls,
+            connections=(
+                first_connection,
+                second_connection,
+            ),
+        )
+        install_connector(
+            monkeypatch,
+            connector,
+        )
+
+        live_timestamp = (
+            time.time_ns() // 1_000_000
+        ) - 10_000
+        rest_client = BlockingRestClient(
+            calls=calls,
+            document=[
+                make_recovered_trade(
+                    trade_id=101,
+                    timestamp=live_timestamp + 1,
+                )
+            ],
+        )
+        monkeypatch.setattr(
+            production_factory,
+            "ExchangeRestClient",
+            lambda settings: rest_client,
+        )
+
+        runtime = (
+            production_factory.build_trade_stream_production_runtime(
+                make_settings(),
+            )
+        )
+
+        assert isinstance(runtime, TradeStreamProductionRuntime)
+
+        bot = FakeBot()
+        dispatcher = ControlledDispatcher()
+        application_task = asyncio.create_task(
+            run_application(
+                make_application(
+                    runtime=runtime,
+                    dispatcher=dispatcher,
+                    bot=bot,
+                )
+            )
+        )
+
+        await first_connection.subscription_sent.wait()
+        first_connection.feed(
+            json.dumps(
+                make_trade_document(
+                    trade_id=100,
+                    timestamp=live_timestamp,
+                )
+            )
+        )
+
+        state_store = state_store_from(runtime)
+        await wait_until(
+            lambda: (
+                state_store.contains(SYMBOL)
+                and state_store.get(SYMBOL).last_trade_id == 100
+            )
+        )
+
+        first_connection.feed(
+            OSError("connection dropped"),
+        )
+
+        await wait_until(rest_client.entered.is_set)
+
+        assert second_connection.subscription_sent.is_set()
+        assert state_store.get(SYMBOL).last_trade_id == 100
+
+        second_connection.feed(
+            json.dumps(
+                make_trade_document(
+                    trade_id=102,
+                    timestamp=live_timestamp + 2,
+                )
+            )
+        )
+        rest_client.release.set()
+
+        await wait_until(
+            lambda: state_store.get(SYMBOL).last_trade_id == 102
+        )
+
+        dispatcher.release.set()
+        await application_task
+
+        state = state_store.get(SYMBOL)
+
+        assert state.last_trade_id == 102
+        assert state.last_trade is not None
+        assert state.last_trade.executed_at.timestamp() == pytest.approx(
+            (live_timestamp + 2) / 1_000,
+        )
+        assert len(connector.options) == 2
+        assert first_connection.close_calls == 1
+        assert second_connection.close_calls == 1
+        assert len(first_connection.sent_messages) == 1
+        assert len(second_connection.sent_messages) == 1
+        assert calls.index("second.send") < calls.index(
+            "recovery.fetch"
+        )
+        assert rest_client.requests[0][0] == "/api/v1/aggTrades"
+        request_params = rest_client.requests[0][1]
+
+        assert request_params is not None
+        assert request_params["symbol"] == SYMBOL
+        assert runtime._reconnect_recovery_coordinator.generation == 1
+        assert runtime.state is (
+            TradeStreamProductionRuntimeState.STOPPED
+        )
+        assert bot.session.close_calls == 1
+        await assert_no_owned_tasks()
+
+    asyncio.run(scenario())
+
+
+def test_recovery_failure_rejects_buffered_trade_and_cleans_up(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    async def scenario() -> None:
+        calls: list[str] = []
+        first_connection = ScriptedConnection(
+            name="first",
+            calls=calls,
+            close_on_receive_error=False,
+        )
+        second_connection = ScriptedConnection(
+            name="second",
+            calls=calls,
+        )
+        connector = ScriptedConnector(
+            calls=calls,
+            connections=(
+                first_connection,
+                second_connection,
+            ),
+        )
+        install_connector(
+            monkeypatch,
+            connector,
+        )
+
+        live_timestamp = (
+            time.time_ns() // 1_000_000
+        ) - 10_000
+        rest_client = BlockingRestClient(
+            calls=calls,
+            document=[],
+            error=OSError("recovery failed"),
+        )
+        monkeypatch.setattr(
+            production_factory,
+            "ExchangeRestClient",
+            lambda settings: rest_client,
+        )
+
+        runtime = (
+            production_factory.build_trade_stream_production_runtime(
+                make_settings(),
+            )
+        )
+
+        assert isinstance(runtime, TradeStreamProductionRuntime)
+
+        bot = FakeBot()
+        dispatcher = ControlledDispatcher()
+        application_task = asyncio.create_task(
+            run_application(
+                make_application(
+                    runtime=runtime,
+                    dispatcher=dispatcher,
+                    bot=bot,
+                )
+            )
+        )
+
+        await first_connection.subscription_sent.wait()
+        first_connection.feed(
+            json.dumps(
+                make_trade_document(
+                    trade_id=100,
+                    timestamp=live_timestamp,
+                )
+            )
+        )
+
+        state_store = state_store_from(runtime)
+        await wait_until(
+            lambda: (
+                state_store.contains(SYMBOL)
+                and state_store.get(SYMBOL).last_trade_id == 100
+            )
+        )
+
+        first_connection.feed(
+            OSError("connection dropped"),
+        )
+        await wait_until(rest_client.entered.is_set)
+
+        second_connection.feed(
+            json.dumps(
+                make_trade_document(
+                    trade_id=102,
+                    timestamp=live_timestamp + 2,
+                )
+            )
+        )
+        rest_client.release.set()
+
+        with pytest.raises(
+            TradeTransportError,
+            match="recovery failed",
+        ):
+            await application_task
+
+        assert state_store.get(SYMBOL).last_trade_id == 100
+        assert runtime._live_processing_gate.failed is True
+        assert dispatcher.cancelled.is_set()
+        assert runtime.state is (
+            TradeStreamProductionRuntimeState.FAILED
+        )
+        assert second_connection.close_calls == 1
+        assert bot.session.close_calls == 1
+        await assert_no_owned_tasks()
+
+    asyncio.run(scenario())

app/tests/unit/bootstrap/test_trade_stream_runtime.py

@@ -0,0 +1,157 @@
+from __future__ import annotations
+
+from src.bootstrap.trade_stream_runtime import (
+    build_trade_stream_production_runtime,
+)
+from src.core.config import Settings, TradeStreamSettings
+from src.market_data.acquisition.runtime.trade_stream_production_runtime import (
+    TradeStreamProductionRuntime,
+    TradeStreamProductionRuntimeState,
+)
+
+
+def make_settings(
+    *,
+    enabled: bool = True,
+    api_key: str = "api-key",
+) -> Settings:
+    return Settings(
+        bot_token="test-token",
+        bot_parse_mode="HTML",
+        app_env="test",
+        log_level="INFO",
+        tz="UTC",
+        exchange_enabled=False,
+        exchange_name="dzengi",
+        exchange_base_url="https://rest.example.test/",
+        exchange_ws_url="wss://legacy.example.test",
+        exchange_api_key=api_key,
+        exchange_api_secret="secret",
+        exchange_timeout_sec=17,
+        exchange_testnet=True,
+        default_symbol="LEGACY",
+        trade_stream=TradeStreamSettings(
+            enabled=enabled,
+            websocket_url="wss://stream.example.test/root",
+            symbols=(
+                "ETH/USD_LEVERAGE",
+                "BTC/USD_LEVERAGE",
+            ),
+            open_timeout_seconds=11.0,
+            probe_timeout_seconds=21.0,
+            close_timeout_seconds=9.0,
+            heartbeat_timeout_seconds=31.0,
+            scheduler_interval_seconds=6.0,
+            recovery_window_ms=123_456,
+        ),
+        db_host="localhost",
+        db_port=5432,
+        db_name="test",
+        db_user="test",
+        db_password="test",
+        debug_enabled=False,
+        journal_debug_enabled=False,
+    )
+
+
+def test_disabled_feature_does_not_build_runtime() -> None:
+    settings = make_settings(enabled=False)
+
+    assert build_trade_stream_production_runtime(settings) is None
+
+
+def test_builds_runtime_without_starting_lifecycle() -> None:
+    runtime = build_trade_stream_production_runtime(
+        make_settings(),
+    )
+
+    assert isinstance(runtime, TradeStreamProductionRuntime)
+    assert runtime.state is TradeStreamProductionRuntimeState.STOPPED
+    assert runtime.running is False
+    assert runtime._startup_task is None
+    assert runtime._receive_task is None
+    assert runtime._scheduler_task is None
+
+
+def test_uses_one_shared_stateful_dependency_graph() -> None:
+    runtime = build_trade_stream_production_runtime(
+        make_settings(),
+    )
+
+    assert isinstance(runtime, TradeStreamProductionRuntime)
+
+    transport = runtime._transport
+    service = runtime._trade_stream_service
+    reconnect_recovery = runtime._reconnect_recovery_coordinator
+    recovery = reconnect_recovery._recovery_coordinator
+
+    assert runtime._session._transport is transport
+    assert runtime._subscription_manager._transport is transport
+    assert runtime._runtime_scheduler.liveness_probe is transport
+    assert (
+        service._consistency_controller
+        is recovery._recovery_controller._consistency_controller
+    )
+    assert runtime._live_processing_gate is (
+        reconnect_recovery.live_processing_gate
+    )
+    assert runtime._runtime_scheduler.runtime_supervisor is (
+        runtime._runtime_supervisor
+    )
+
+
+def test_applies_explicit_transport_and_runtime_settings() -> None:
+    settings = make_settings()
+
+    runtime = build_trade_stream_production_runtime(settings)
+
+    assert isinstance(runtime, TradeStreamProductionRuntime)
+    transport = runtime._transport
+
+    assert transport._url == "wss://stream.example.test/root/connect"
+    assert transport._headers == {
+        "Origin": "https://rest.example.test",
+        "Content-Type": "application/json",
+        "X-MBX-APIKEY": "api-key",
+    }
+    assert transport._open_timeout == 11.0
+    assert transport._probe_timeout == 21.0
+    assert transport._close_timeout == 9.0
+    assert transport._ping_interval is None
+    assert transport._ping_timeout is None
+    assert runtime._symbols == (
+        "BTC/USD_LEVERAGE",
+        "ETH/USD_LEVERAGE",
+    )
+    assert runtime._runtime_scheduler.interval_seconds == 6.0
+    assert (
+        runtime._runtime_supervisor._heartbeat_monitor.timeout_seconds
+        == 31.0
+    )
+    assert (
+        runtime._reconnect_recovery_coordinator
+        ._recovery_coordinator
+        ._window_planner
+        .max_window_ms
+        == 123_456
+    )
+
+
+def test_recovery_rest_client_reuses_settings_snapshot() -> None:
+    settings = make_settings(api_key="")
+
+    runtime = build_trade_stream_production_runtime(settings)
+
+    assert isinstance(runtime, TradeStreamProductionRuntime)
+    document_source = (
+        runtime._reconnect_recovery_coordinator
+        ._recovery_coordinator
+        ._recovery_controller
+        ._document_source
+    )
+    rest_client = document_source._client
+
+    assert rest_client.settings is settings
+    assert rest_client.base_url == "https://rest.example.test"
+    assert rest_client.timeout == 17
+    assert "X-MBX-APIKEY" not in runtime._transport._headers

app/tests/unit/core/test_config.py

@@ -0,0 +1,202 @@
+from __future__ import annotations
+
+import pytest
+
+from src.core.config import load_settings
+
+
+_TRADE_STREAM_VARIABLES = (
+    "TRADE_STREAM_ENABLED",
+    "TRADE_STREAM_WS_URL",
+    "TRADE_STREAM_SYMBOLS",
+    "TRADE_STREAM_OPEN_TIMEOUT_SECONDS",
+    "TRADE_STREAM_PROBE_TIMEOUT_SECONDS",
+    "TRADE_STREAM_CLOSE_TIMEOUT_SECONDS",
+    "TRADE_STREAM_HEARTBEAT_TIMEOUT_SECONDS",
+    "TRADE_STREAM_SCHEDULER_INTERVAL_SECONDS",
+    "TRADE_STREAM_RECOVERY_WINDOW_MS",
+)
+
+
+def prepare_environment(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    monkeypatch.setenv("BOT_TOKEN", "test-token")
+    monkeypatch.delenv("EXCHANGE_BASE_URL", raising=False)
+    monkeypatch.delenv("EXCHANGE_ENABLED", raising=False)
+
+    for variable in _TRADE_STREAM_VARIABLES:
+        monkeypatch.delenv(variable, raising=False)
+
+
+def enable_trade_stream(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    monkeypatch.setenv("TRADE_STREAM_ENABLED", "true")
+    monkeypatch.setenv(
+        "TRADE_STREAM_WS_URL",
+        "wss://stream.example.test",
+    )
+    monkeypatch.setenv(
+        "TRADE_STREAM_SYMBOLS",
+        "ETH/USD_LEVERAGE,BTC/USD_LEVERAGE",
+    )
+    monkeypatch.setenv(
+        "EXCHANGE_BASE_URL",
+        "https://rest.example.test",
+    )
+
+
+def test_trade_stream_is_disabled_by_default(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    prepare_environment(monkeypatch)
+    monkeypatch.setenv("EXCHANGE_ENABLED", "true")
+
+    settings = load_settings()
+
+    assert settings.exchange_enabled is True
+    assert settings.trade_stream.enabled is False
+    assert settings.trade_stream.websocket_url == ""
+    assert settings.trade_stream.symbols == ()
+
+
+def test_disabled_trade_stream_ignores_dependent_values(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    prepare_environment(monkeypatch)
+    monkeypatch.setenv("TRADE_STREAM_OPEN_TIMEOUT_SECONDS", "invalid")
+    monkeypatch.setenv("TRADE_STREAM_SYMBOLS", ",")
+
+    settings = load_settings()
+
+    assert settings.trade_stream.enabled is False
+
+
+def test_trade_stream_flag_is_strict(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    prepare_environment(monkeypatch)
+    monkeypatch.setenv("TRADE_STREAM_ENABLED", "sometimes")
+
+    with pytest.raises(
+        ValueError,
+        match="TRADE_STREAM_ENABLED",
+    ):
+        load_settings()
+
+
+@pytest.mark.parametrize(
+    ("missing_variable", "message"),
+    (
+        (
+            "TRADE_STREAM_WS_URL",
+            "TRADE_STREAM_WS_URL",
+        ),
+        (
+            "TRADE_STREAM_SYMBOLS",
+            "TRADE_STREAM_SYMBOLS",
+        ),
+        (
+            "EXCHANGE_BASE_URL",
+            "EXCHANGE_BASE_URL",
+        ),
+    ),
+)
+def test_enabled_trade_stream_requires_explicit_endpoints_and_symbols(
+    monkeypatch: pytest.MonkeyPatch,
+    missing_variable: str,
+    message: str,
+) -> None:
+    prepare_environment(monkeypatch)
+    enable_trade_stream(monkeypatch)
+    monkeypatch.setenv(
+        "EXCHANGE_WS_URL",
+        "wss://legacy-fallback.example.test",
+    )
+    monkeypatch.setenv(
+        "DEFAULT_SYMBOL",
+        "LEGACY_FALLBACK",
+    )
+    monkeypatch.delenv(missing_variable)
+
+    with pytest.raises(
+        RuntimeError,
+        match=message,
+    ):
+        load_settings()
+
+
+def test_enabled_trade_stream_parses_independent_settings(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    prepare_environment(monkeypatch)
+    enable_trade_stream(monkeypatch)
+    monkeypatch.setenv(
+        "TRADE_STREAM_SYMBOLS",
+        " ETH/USD_LEVERAGE, BTC/USD_LEVERAGE,ETH/USD_LEVERAGE ",
+    )
+    monkeypatch.setenv("TRADE_STREAM_OPEN_TIMEOUT_SECONDS", "11.5")
+    monkeypatch.setenv("TRADE_STREAM_PROBE_TIMEOUT_SECONDS", "21")
+    monkeypatch.setenv("TRADE_STREAM_CLOSE_TIMEOUT_SECONDS", "9")
+    monkeypatch.setenv("TRADE_STREAM_HEARTBEAT_TIMEOUT_SECONDS", "31")
+    monkeypatch.setenv("TRADE_STREAM_SCHEDULER_INTERVAL_SECONDS", "6")
+    monkeypatch.setenv("TRADE_STREAM_RECOVERY_WINDOW_MS", "123456")
+
+    settings = load_settings()
+    trade_stream = settings.trade_stream
+
+    assert trade_stream.enabled is True
+    assert trade_stream.websocket_url == "wss://stream.example.test"
+    assert trade_stream.symbols == (
+        "BTC/USD_LEVERAGE",
+        "ETH/USD_LEVERAGE",
+    )
+    assert trade_stream.open_timeout_seconds == 11.5
+    assert trade_stream.probe_timeout_seconds == 21.0
+    assert trade_stream.close_timeout_seconds == 9.0
+    assert trade_stream.heartbeat_timeout_seconds == 31.0
+    assert trade_stream.scheduler_interval_seconds == 6.0
+    assert trade_stream.recovery_window_ms == 123_456
+
+
+@pytest.mark.parametrize(
+    ("variable", "value"),
+    (
+        ("TRADE_STREAM_OPEN_TIMEOUT_SECONDS", "0"),
+        ("TRADE_STREAM_PROBE_TIMEOUT_SECONDS", "-1"),
+        ("TRADE_STREAM_CLOSE_TIMEOUT_SECONDS", "nan"),
+        ("TRADE_STREAM_HEARTBEAT_TIMEOUT_SECONDS", "inf"),
+        ("TRADE_STREAM_SCHEDULER_INTERVAL_SECONDS", "invalid"),
+        ("TRADE_STREAM_RECOVERY_WINDOW_MS", "1.5"),
+        ("TRADE_STREAM_RECOVERY_WINDOW_MS", "0"),
+    ),
+)
+def test_enabled_trade_stream_rejects_invalid_numeric_settings(
+    monkeypatch: pytest.MonkeyPatch,
+    variable: str,
+    value: str,
+) -> None:
+    prepare_environment(monkeypatch)
+    enable_trade_stream(monkeypatch)
+    monkeypatch.setenv(variable, value)
+
+    with pytest.raises(ValueError, match=variable):
+        load_settings()
+
+
+def test_symbols_must_not_contain_empty_items(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    prepare_environment(monkeypatch)
+    enable_trade_stream(monkeypatch)
+    monkeypatch.setenv(
+        "TRADE_STREAM_SYMBOLS",
+        "BTC/USD_LEVERAGE,,ETH/USD_LEVERAGE",
+    )
+
+    with pytest.raises(
+        ValueError,
+        match="empty symbols",
+    ):
+        load_settings()

app/tests/unit/market_data/acquisition/adapters/dzengi/test_websocket_control_message_handler.py

@@ -0,0 +1,106 @@
+from __future__ import annotations
+
+import pytest
+
+from src.market_data.acquisition.adapters.dzengi.websocket_control_message_handler import (
+    DzengiWebSocketControlMessageHandler,
+)
+from src.market_data.acquisition.exceptions import (
+    WebSocketControlMessageError,
+    WebSocketMessageRoutingError,
+)
+from src.market_data.acquisition.runtime.websocket_inbound_message import (
+    WebSocketControlMessageHandlerProtocol,
+)
+
+
+CORRELATION_ID = "trade-subscription-1"
+
+
+@pytest.fixture
+def handler() -> DzengiWebSocketControlMessageHandler:
+    return DzengiWebSocketControlMessageHandler()
+
+
+def test_implements_public_protocol_and_uses_slots(
+    handler: DzengiWebSocketControlMessageHandler,
+) -> None:
+    assert isinstance(
+        handler,
+        WebSocketControlMessageHandlerProtocol,
+    )
+    assert not hasattr(handler, "__dict__")
+
+
+def test_accepts_matching_successful_subscription_ack(
+    handler: DzengiWebSocketControlMessageHandler,
+) -> None:
+    handler.handle(
+        {
+            "correlationId": CORRELATION_ID,
+            "destination": "trades.subscribe",
+            "status": "OK",
+        },
+        expected_correlation_id=CORRELATION_ID,
+    )
+
+
+def test_rejects_negative_subscription_ack(
+    handler: DzengiWebSocketControlMessageHandler,
+) -> None:
+    with pytest.raises(
+        WebSocketControlMessageError,
+        match="отклонил",
+    ):
+        handler.handle(
+            {
+                "correlationId": CORRELATION_ID,
+                "status": "ERROR",
+                "payload": {
+                    "errorCode": "BAD_REQUEST",
+                },
+            },
+            expected_correlation_id=CORRELATION_ID,
+        )
+
+
+@pytest.mark.parametrize(
+    "document",
+    [
+        None,
+        {},
+        {
+            "correlationId": "unknown",
+            "destination": "trades.subscribe",
+            "status": "OK",
+        },
+        {
+            "correlationId": CORRELATION_ID,
+            "destination": "unknown",
+            "status": "OK",
+        },
+        {
+            "correlationId": CORRELATION_ID,
+            "destination": "trades.subscribe",
+        },
+        {
+            "correlationId": CORRELATION_ID,
+            "destination": "trades.subscribe",
+            "status": "",
+        },
+        {
+            "correlationId": CORRELATION_ID,
+            "destination": "trades.subscribe",
+            "status": None,
+        },
+    ],
+)
+def test_rejects_unknown_or_malformed_control_messages(
+    handler: DzengiWebSocketControlMessageHandler,
+    document: object,
+) -> None:
+    with pytest.raises(WebSocketMessageRoutingError):
+        handler.handle(
+            document,
+            expected_correlation_id=CORRELATION_ID,
+        )

app/tests/unit/market_data/acquisition/adapters/dzengi/test_websocket_inbound_message_classifier.py

@@ -0,0 +1,137 @@
+from __future__ import annotations
+
+import pytest
+
+from src.market_data.acquisition.adapters.dzengi.websocket_inbound_message_classifier import (
+    DzengiWebSocketInboundMessageClassifier,
+)
+from src.market_data.acquisition.exceptions import (
+    WebSocketMessageRoutingError,
+)
+from src.market_data.acquisition.runtime.websocket_inbound_message import (
+    WebSocketInboundMessageClassifierProtocol,
+    WebSocketInboundMessageKind,
+)
+
+
+@pytest.fixture
+def classifier() -> DzengiWebSocketInboundMessageClassifier:
+    return DzengiWebSocketInboundMessageClassifier()
+
+
+def test_implements_public_protocol(
+    classifier: DzengiWebSocketInboundMessageClassifier,
+) -> None:
+    assert isinstance(
+        classifier,
+        WebSocketInboundMessageClassifierProtocol,
+    )
+
+
+def test_uses_slots(
+    classifier: DzengiWebSocketInboundMessageClassifier,
+) -> None:
+    assert not hasattr(
+        classifier,
+        "__dict__",
+    )
+
+
+@pytest.mark.parametrize(
+    "document",
+    [
+        {
+            "destination": "internal.trade",
+        },
+        {
+            "destination": "ohlc.event",
+        },
+        {
+            "Payload": {},
+        },
+    ],
+)
+def test_recognizes_market_documents(
+    classifier: DzengiWebSocketInboundMessageClassifier,
+    document: object,
+) -> None:
+    assert (
+        classifier.classify(document)
+        is WebSocketInboundMessageKind.MARKET
+    )
+
+
+@pytest.mark.parametrize(
+    "correlation_id",
+    [
+        "request-1",
+        1,
+    ],
+)
+def test_recognizes_control_responses(
+    classifier: DzengiWebSocketInboundMessageClassifier,
+    correlation_id: str | int,
+) -> None:
+    assert (
+        classifier.classify(
+            {
+                "correlationId": correlation_id,
+                "destination": "trades.subscribe",
+            }
+        )
+        is WebSocketInboundMessageKind.CONTROL
+    )
+
+
+def test_market_markers_take_priority_over_correlation_id(
+    classifier: DzengiWebSocketInboundMessageClassifier,
+) -> None:
+    assert (
+        classifier.classify(
+            {
+                "destination": "internal.trade",
+                "correlationId": "request-1",
+            }
+        )
+        is WebSocketInboundMessageKind.MARKET
+    )
+
+
+@pytest.mark.parametrize(
+    "document",
+    [
+        None,
+        [],
+        "message",
+        {},
+        {
+            "destination": "unknown",
+        },
+        {
+            "destination": [],
+        },
+        {
+            "correlationId": "",
+        },
+        {
+            "correlationId": "   ",
+        },
+        {
+            "correlationId": None,
+        },
+        {
+            "correlationId": True,
+        },
+        {
+            "correlationId": 1.5,
+        },
+    ],
+)
+def test_rejects_invalid_or_unknown_documents(
+    classifier: DzengiWebSocketInboundMessageClassifier,
+    document: object,
+) -> None:
+    with pytest.raises(
+        WebSocketMessageRoutingError,
+    ):
+        classifier.classify(document)

app/tests/unit/market_data/acquisition/adapters/dzengi/test_websocket_transport.py

@@ -0,0 +1,573 @@
+from __future__ import annotations
+
+import asyncio
+from collections.abc import Awaitable
+from typing import Any
+
+import pytest
+from websockets.protocol import State
+
+from src.market_data.acquisition.adapters.dzengi.websocket_transport import (
+    DzengiWebSocketTransport,
+    build_dzengi_websocket_url,
+)
+from src.market_data.acquisition.exceptions import (
+    WebSocketTransportError,
+    WebSocketTransportNotConnectedError,
+)
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    WebSocketTransportProtocol,
+)
+from src.market_data.acquisition.runtime.runtime_liveness_probe import (
+    RuntimeLivenessProbeProtocol,
+)
+
+
+class FakeConnection:
+    def __init__(
+        self,
+        *,
+        incoming: tuple[str | bytes, ...] = (),
+        state: State = State.OPEN,
+    ) -> None:
+        self.state = state
+        self.incoming = list(incoming)
+        self.sent_messages: list[str | bytes] = []
+        self.close_calls = 0
+        self.send_error: Exception | None = None
+        self.receive_error: Exception | None = None
+        self.ping_error: Exception | None = None
+        self.pong_error: Exception | None = None
+        self.pong_gate: asyncio.Event | None = None
+        self.ping_calls = 0
+        self.close_error: Exception | None = None
+
+    async def close(
+        self,
+        code: int = 1000,
+        reason: str = "",
+    ) -> None:
+        self.close_calls += 1
+        self.state = State.CLOSED
+
+        if self.close_error is not None:
+            raise self.close_error
+
+    async def send(
+        self,
+        message: str | bytes,
+    ) -> None:
+        if self.send_error is not None:
+            self.state = State.CLOSED
+            raise self.send_error
+
+        self.sent_messages.append(message)
+
+    async def recv(self) -> str | bytes:
+        if self.receive_error is not None:
+            self.state = State.CLOSED
+            raise self.receive_error
+
+        return self.incoming.pop(0)
+
+    async def ping(self) -> Awaitable[float]:
+        self.ping_calls += 1
+
+        if self.ping_error is not None:
+            raise self.ping_error
+
+        async def wait_for_pong() -> float:
+            if self.pong_gate is not None:
+                await self.pong_gate.wait()
+
+            if self.pong_error is not None:
+                raise self.pong_error
+
+            return 0.01
+
+        return wait_for_pong()
+
+
+class RecordingConnector:
+    def __init__(
+        self,
+        *connections: FakeConnection,
+    ) -> None:
+        self.connections = list(connections)
+        self.calls: list[
+            tuple[str, dict[str, Any]]
+        ] = []
+
+    async def __call__(
+        self,
+        url: str,
+        **kwargs: Any,
+    ) -> FakeConnection:
+        self.calls.append(
+            (
+                url,
+                kwargs,
+            )
+        )
+
+        return self.connections.pop(0)
+
+
+def create_transport(
+    connection: FakeConnection | None = None,
+) -> tuple[
+    DzengiWebSocketTransport,
+    FakeConnection,
+    RecordingConnector,
+]:
+    resolved_connection = connection or FakeConnection()
+    connector = RecordingConnector(
+        resolved_connection,
+    )
+    transport = DzengiWebSocketTransport(
+        url="https://api-adapter.dzengi.com",
+        headers={
+            "Origin": "https://api-adapter.dzengi.com",
+            "X-MBX-APIKEY": "test-key",
+        },
+        open_timeout=11,
+        ping_interval=12,
+        ping_timeout=13,
+        close_timeout=14,
+        connector=connector,
+    )
+
+    return (
+        transport,
+        resolved_connection,
+        connector,
+    )
+
+
+def test_transport_implements_protocol() -> None:
+    transport, *_ = create_transport()
+
+    assert isinstance(
+        transport,
+        WebSocketTransportProtocol,
+    )
+    assert isinstance(
+        transport,
+        RuntimeLivenessProbeProtocol,
+    )
+
+
+def test_transport_uses_slots() -> None:
+    transport, *_ = create_transport()
+
+    assert not hasattr(transport, "__dict__")
+
+
+@pytest.mark.parametrize(
+    ("raw_url", "expected"),
+    [
+        (
+            "https://api-adapter.dzengi.com",
+            "wss://api-adapter.dzengi.com/connect",
+        ),
+        (
+            "http://localhost:8080/",
+            "ws://localhost:8080/connect",
+        ),
+        (
+            "wss://api-adapter.dzengi.com/connect/",
+            "wss://api-adapter.dzengi.com/connect",
+        ),
+        (
+            "ws://localhost:8080/custom?token=abc",
+            "ws://localhost:8080/custom/connect?token=abc",
+        ),
+    ],
+)
+def test_build_url_normalizes_supported_urls(
+    raw_url: str,
+    expected: str,
+) -> None:
+    assert build_dzengi_websocket_url(raw_url) == expected
+
+
+@pytest.mark.parametrize(
+    "raw_url",
+    [
+        "",
+        "   ",
+        "ftp://api-adapter.dzengi.com",
+        "api-adapter.dzengi.com",
+        "wss:///connect",
+        "wss://api-adapter.dzengi.com/#fragment",
+    ],
+)
+def test_build_url_rejects_invalid_values(
+    raw_url: str,
+) -> None:
+    with pytest.raises(ValueError):
+        build_dzengi_websocket_url(raw_url)
+
+
+def test_build_url_rejects_non_string() -> None:
+    with pytest.raises(TypeError):
+        build_dzengi_websocket_url(123)  # type: ignore[arg-type]
+
+
+def test_connect_forwards_connection_options() -> None:
+    transport, _, connector = create_transport()
+
+    asyncio.run(transport.connect())
+
+    assert transport.is_connected is True
+    assert len(connector.calls) == 1
+
+    url, options = connector.calls[0]
+
+    assert url == "wss://api-adapter.dzengi.com/connect"
+    assert options["additional_headers"] == {
+        "Origin": "https://api-adapter.dzengi.com",
+        "X-MBX-APIKEY": "test-key",
+    }
+    assert tuple(options["subprotocols"]) == ("json",)
+    assert options["open_timeout"] == 11.0
+    assert options["ping_interval"] == 12.0
+    assert options["ping_timeout"] == 13.0
+    assert options["close_timeout"] == 14.0
+
+
+def test_connect_is_idempotent() -> None:
+    transport, _, connector = create_transport()
+
+    async def scenario() -> None:
+        await transport.connect()
+        await transport.connect()
+
+    asyncio.run(scenario())
+
+    assert len(connector.calls) == 1
+
+
+def test_connect_wraps_connector_error() -> None:
+    async def broken_connector(
+        url: str,
+        **kwargs: Any,
+    ) -> FakeConnection:
+        raise OSError("connection failed")
+
+    transport = DzengiWebSocketTransport(
+        url="wss://api-adapter.dzengi.com/connect",
+        connector=broken_connector,
+    )
+
+    with pytest.raises(
+        WebSocketTransportError,
+        match="connection failed",
+    ) as exc_info:
+        asyncio.run(transport.connect())
+
+    assert isinstance(exc_info.value.__cause__, OSError)
+    assert transport.is_connected is False
+
+
+def test_connect_rejects_non_open_connection() -> None:
+    connection = FakeConnection(
+        state=State.CLOSED,
+    )
+    transport, _, _ = create_transport(connection)
+
+    with pytest.raises(
+        WebSocketTransportError,
+        match="состояние OPEN",
+    ):
+        asyncio.run(transport.connect())
+
+    assert connection.close_calls == 1
+    assert transport.is_connected is False
+
+
+def test_disconnect_closes_connection_and_is_idempotent() -> None:
+    transport, connection, _ = create_transport()
+
+    async def scenario() -> None:
+        await transport.connect()
+        await transport.disconnect()
+        await transport.disconnect()
+
+    asyncio.run(scenario())
+
+    assert connection.close_calls == 1
+    assert transport.is_connected is False
+
+
+def test_disconnect_clears_connection_after_close_error() -> None:
+    connection = FakeConnection()
+    connection.close_error = RuntimeError("close failed")
+    transport, _, _ = create_transport(connection)
+
+    async def scenario() -> None:
+        await transport.connect()
+        await transport.disconnect()
+
+    with pytest.raises(
+        WebSocketTransportError,
+        match="close failed",
+    ):
+        asyncio.run(scenario())
+
+    assert transport.is_connected is False
+
+
+def test_send_forwards_text_and_binary_messages() -> None:
+    transport, connection, _ = create_transport()
+
+    async def scenario() -> None:
+        await transport.connect()
+        await transport.send("text")
+        await transport.send(b"binary")
+
+    asyncio.run(scenario())
+
+    assert connection.sent_messages == [
+        "text",
+        b"binary",
+    ]
+
+
+def test_send_requires_open_connection() -> None:
+    transport, _, _ = create_transport()
+
+    with pytest.raises(
+        WebSocketTransportNotConnectedError,
+    ):
+        asyncio.run(transport.send("message"))
+
+
+def test_send_error_is_wrapped_and_discards_closed_connection() -> None:
+    connection = FakeConnection()
+    connection.send_error = RuntimeError("send failed")
+    transport, _, _ = create_transport(connection)
+
+    async def scenario() -> None:
+        await transport.connect()
+        await transport.send("message")
+
+    with pytest.raises(
+        WebSocketTransportError,
+        match="send failed",
+    ):
+        asyncio.run(scenario())
+
+    assert transport.is_connected is False
+
+
+def test_receive_returns_text_and_binary_messages() -> None:
+    connection = FakeConnection(
+        incoming=(
+            "text",
+            b"binary",
+        ),
+    )
+    transport, _, _ = create_transport(connection)
+
+    async def scenario() -> tuple[str | bytes, str | bytes]:
+        await transport.connect()
+
+        return (
+            await transport.receive(),
+            await transport.receive(),
+        )
+
+    assert asyncio.run(scenario()) == (
+        "text",
+        b"binary",
+    )
+
+
+def test_receive_requires_open_connection() -> None:
+    transport, _, _ = create_transport()
+
+    with pytest.raises(
+        WebSocketTransportNotConnectedError,
+    ):
+        asyncio.run(transport.receive())
+
+
+def test_receive_error_is_wrapped_and_discards_closed_connection() -> None:
+    connection = FakeConnection()
+    connection.receive_error = RuntimeError("receive failed")
+    transport, _, _ = create_transport(connection)
+
+    async def scenario() -> None:
+        await transport.connect()
+        await transport.receive()
+
+    with pytest.raises(
+        WebSocketTransportError,
+        match="receive failed",
+    ):
+        asyncio.run(scenario())
+
+    assert transport.is_connected is False
+
+
+def test_probe_returns_true_after_pong() -> None:
+    transport, connection, _ = create_transport()
+
+    async def scenario() -> bool:
+        await transport.connect()
+        return await transport.probe()
+
+    assert asyncio.run(scenario()) is True
+    assert connection.ping_calls == 1
+
+
+def test_probe_returns_false_without_open_connection() -> None:
+    transport, connection, _ = create_transport()
+
+    assert asyncio.run(transport.probe()) is False
+    assert connection.ping_calls == 0
+
+
+def test_probe_returns_false_after_pong_timeout() -> None:
+    connection = FakeConnection()
+    connection.pong_gate = asyncio.Event()
+    connector = RecordingConnector(connection)
+    transport = DzengiWebSocketTransport(
+        url="wss://api-adapter.dzengi.com",
+        ping_timeout=0.001,
+        connector=connector,
+    )
+
+    async def scenario() -> bool:
+        await transport.connect()
+        return await transport.probe()
+
+    assert asyncio.run(scenario()) is False
+    assert connection.ping_calls == 1
+    assert transport.is_connected is True
+
+
+def test_probe_timeout_remains_finite_when_ping_timeout_is_disabled() -> None:
+    connection = FakeConnection()
+    connection.pong_gate = asyncio.Event()
+    connector = RecordingConnector(connection)
+    transport = DzengiWebSocketTransport(
+        url="wss://api-adapter.dzengi.com",
+        ping_timeout=None,
+        probe_timeout=0.001,
+        connector=connector,
+    )
+
+    async def scenario() -> bool:
+        await transport.connect()
+        return await transport.probe()
+
+    assert asyncio.run(scenario()) is False
+    assert connection.ping_calls == 1
+    assert connector.calls[0][1]["ping_timeout"] is None
+
+
+def test_probe_returns_false_when_connection_closes() -> None:
+    connection = FakeConnection()
+    connection.pong_error = RuntimeError("connection closed")
+    transport, _, _ = create_transport(connection)
+
+    async def scenario() -> bool:
+        await transport.connect()
+        connection.state = State.CLOSED
+        return await transport.probe()
+
+    assert asyncio.run(scenario()) is False
+    assert transport.is_connected is False
+
+
+def test_probe_wraps_unexpected_ping_error_on_open_connection() -> None:
+    connection = FakeConnection()
+    connection.ping_error = RuntimeError("ping failed")
+    transport, _, _ = create_transport(connection)
+
+    async def scenario() -> None:
+        await transport.connect()
+        await transport.probe()
+
+    with pytest.raises(
+        WebSocketTransportError,
+        match="ping failed",
+    ) as error_info:
+        asyncio.run(scenario())
+
+    assert isinstance(error_info.value.__cause__, RuntimeError)
+    assert transport.is_connected is True
+
+
+def test_probe_cancellation_is_not_swallowed() -> None:
+    async def scenario() -> DzengiWebSocketTransport:
+        connection = FakeConnection()
+        connection.pong_gate = asyncio.Event()
+        transport, _, _ = create_transport(connection)
+        await transport.connect()
+
+        probe_task = asyncio.create_task(
+            transport.probe(),
+        )
+
+        while connection.ping_calls == 0:
+            await asyncio.sleep(0)
+
+        probe_task.cancel()
+
+        with pytest.raises(asyncio.CancelledError):
+            await probe_task
+
+        return transport
+
+    assert asyncio.run(scenario()).is_connected is True
+
+
+@pytest.mark.parametrize(
+    ("name", "value"),
+    [
+        ("open_timeout", 0),
+        ("ping_interval", -1),
+        ("ping_timeout", True),
+        ("probe_timeout", float("inf")),
+        ("close_timeout", "10"),
+    ],
+)
+def test_rejects_invalid_timeout(
+    name: str,
+    value: object,
+) -> None:
+    options = {
+        name: value,
+    }
+
+    with pytest.raises(
+        (TypeError, ValueError),
+    ):
+        DzengiWebSocketTransport(
+            url="wss://api-adapter.dzengi.com",
+            **options,  # type: ignore[arg-type]
+        )
+
+
+def test_copies_headers_from_caller() -> None:
+    headers = {
+        "Origin": "https://api-adapter.dzengi.com",
+    }
+    connection = FakeConnection()
+    connector = RecordingConnector(connection)
+    transport = DzengiWebSocketTransport(
+        url="wss://api-adapter.dzengi.com",
+        headers=headers,
+        connector=connector,
+    )
+
+    headers["Origin"] = "changed"
+
+    asyncio.run(transport.connect())
+
+    assert connector.calls[0][1]["additional_headers"] == {
+        "Origin": "https://api-adapter.dzengi.com",
+    }

app/tests/unit/market_data/acquisition/runtime/test_acquisition_runtime_event_logging_consumer.py

@@ -0,0 +1,201 @@
+from __future__ import annotations
+
+import asyncio
+import logging
+
+import pytest
+
+from src.market_data.acquisition.runtime.acquisition_runtime_event_logging_consumer import (
+    AcquisitionRuntimeEventLoggingConsumer,
+)
+from src.market_data.acquisition.runtime.acquisition_runtime_event_publisher import (
+    AcquisitionRuntimeEventConsumerProtocol,
+)
+from src.market_data.acquisition.runtime.runtime_events import (
+    ConnectedEvent,
+    ConnectFailedEvent,
+    DisconnectedEvent,
+    HeartbeatTimeoutEvent,
+    MessageReceivedEvent,
+    MessageSentEvent,
+    ReconnectCompletedEvent,
+    ReconnectFailedEvent,
+    ReconnectStartedEvent,
+)
+from src.market_data.acquisition.runtime.transport_messages import (
+    TransportBinaryMessage,
+    TransportTextMessage,
+)
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    AcquisitionRuntimeEvent,
+)
+
+
+TEST_LOGGER_NAME = "tests.acquisition_runtime_events"
+
+
+def create_consumer() -> AcquisitionRuntimeEventLoggingConsumer:
+    return AcquisitionRuntimeEventLoggingConsumer(
+        event_logger=logging.getLogger(
+            TEST_LOGGER_NAME,
+        )
+    )
+
+
+def test_logging_consumer_satisfies_protocol() -> None:
+    assert isinstance(
+        create_consumer(),
+        AcquisitionRuntimeEventConsumerProtocol,
+    )
+
+
+def test_logging_consumer_uses_slots() -> None:
+    consumer = create_consumer()
+
+    assert not hasattr(consumer, "__dict__")
+
+
+def test_invalid_logger_is_rejected() -> None:
+    with pytest.raises(
+        TypeError,
+        match="logging.Logger",
+    ):
+        AcquisitionRuntimeEventLoggingConsumer(
+            event_logger=object(),  # type: ignore[arg-type]
+        )
+
+
+@pytest.mark.parametrize(
+    (
+        "event",
+        "expected_level",
+        "expected_message",
+    ),
+    (
+        (
+            ConnectedEvent(),
+            logging.INFO,
+            "connected",
+        ),
+        (
+            DisconnectedEvent(),
+            logging.INFO,
+            "disconnected",
+        ),
+        (
+            ConnectFailedEvent(
+                reason="connection refused",
+            ),
+            logging.ERROR,
+            "connection refused",
+        ),
+        (
+            ReconnectStartedEvent(
+                attempt=1,
+            ),
+            logging.INFO,
+            "attempt=1",
+        ),
+        (
+            ReconnectCompletedEvent(
+                attempt=2,
+            ),
+            logging.INFO,
+            "attempt=2",
+        ),
+        (
+            ReconnectFailedEvent(
+                attempt=3,
+                reason="timeout",
+            ),
+            logging.ERROR,
+            "attempt=3 reason=timeout",
+        ),
+        (
+            HeartbeatTimeoutEvent(
+                timeout_seconds=30.0,
+            ),
+            logging.WARNING,
+            "timeout_seconds=30.0",
+        ),
+    ),
+)
+def test_lifecycle_event_uses_expected_log_level(
+    caplog: pytest.LogCaptureFixture,
+    event: AcquisitionRuntimeEvent,
+    expected_level: int,
+    expected_message: str,
+) -> None:
+    consumer = create_consumer()
+
+    caplog.set_level(
+        logging.DEBUG,
+        logger=TEST_LOGGER_NAME,
+    )
+
+    asyncio.run(
+        consumer.consume(event)
+    )
+
+    assert len(caplog.records) == 1
+    assert caplog.records[0].levelno == expected_level
+    assert expected_message in caplog.records[0].getMessage()
+
+
+def test_message_events_log_metadata_without_payload(
+    caplog: pytest.LogCaptureFixture,
+) -> None:
+    consumer = create_consumer()
+    text_payload = "secret-subscription-payload"
+    binary_payload = b"secret-binary-payload"
+
+    caplog.set_level(
+        logging.DEBUG,
+        logger=TEST_LOGGER_NAME,
+    )
+
+    async def consume_messages() -> None:
+        await consumer.consume(
+            MessageReceivedEvent(
+                message=TransportTextMessage(
+                    payload=text_payload,
+                ),
+            )
+        )
+        await consumer.consume(
+            MessageSentEvent(
+                message=TransportBinaryMessage(
+                    payload=binary_payload,
+                ),
+            )
+        )
+
+    asyncio.run(consume_messages())
+
+    assert len(caplog.records) == 2
+    assert (
+        "message_type=TransportTextMessage "
+        f"payload_size={len(text_payload)}"
+        in caplog.records[0].getMessage()
+    )
+    assert (
+        "message_type=TransportBinaryMessage "
+        f"payload_size={len(binary_payload)}"
+        in caplog.records[1].getMessage()
+    )
+    assert text_payload not in caplog.text
+    assert binary_payload.decode() not in caplog.text
+
+
+def test_invalid_event_is_rejected() -> None:
+    consumer = create_consumer()
+
+    with pytest.raises(
+        TypeError,
+        match="AcquisitionRuntimeEvent",
+    ):
+        asyncio.run(
+            consumer.consume(
+                object(),  # type: ignore[arg-type]
+            )
+        )

app/tests/unit/market_data/acquisition/runtime/test_acquisition_runtime_event_publisher.py

@@ -0,0 +1,679 @@
+from __future__ import annotations
+
+import asyncio
+import logging
+
+import pytest
+
+from src.market_data.acquisition.runtime.acquisition_runtime_event_publisher import (
+    AcquisitionRuntimeEventConsumerProtocol,
+    AcquisitionRuntimeEventPublisher,
+    logger as publisher_logger,
+)
+from src.market_data.acquisition.runtime.heartbeat import (
+    HeartbeatMonitor,
+    HeartbeatState,
+)
+from src.market_data.acquisition.runtime.reconnect import (
+    ReconnectCoordinator,
+    ReconnectState,
+)
+from src.market_data.acquisition.runtime.runtime_commands import (
+    ConnectCommand,
+    DisconnectCommand,
+)
+from src.market_data.acquisition.runtime.runtime_events import (
+    ConnectedEvent,
+    DisconnectedEvent,
+    MessageReceivedEvent,
+    ReconnectStartedEvent,
+)
+from src.market_data.acquisition.runtime.transport_messages import (
+    TransportTextMessage,
+)
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    AcquisitionRuntimeCommand,
+    AcquisitionRuntimeEvent,
+    AcquisitionRuntimeEventPublisherProtocol,
+    AcquisitionSubscriptionMessage,
+)
+
+
+PUBLISHER_LOGGER_NAME = (
+    "src.market_data.acquisition.runtime."
+    "acquisition_runtime_event_publisher"
+)
+
+
+class RecordingConsumer:
+    def __init__(self) -> None:
+        self.events: list[AcquisitionRuntimeEvent] = []
+
+    async def consume(
+        self,
+        event: AcquisitionRuntimeEvent,
+    ) -> None:
+        self.events.append(event)
+
+
+def test_publisher_satisfies_protocol() -> None:
+    publisher = AcquisitionRuntimeEventPublisher()
+
+    assert isinstance(
+        publisher,
+        AcquisitionRuntimeEventPublisherProtocol,
+    )
+
+
+def test_consumer_satisfies_protocol() -> None:
+    assert isinstance(
+        RecordingConsumer(),
+        AcquisitionRuntimeEventConsumerProtocol,
+    )
+
+
+def test_publisher_uses_slots() -> None:
+    publisher = AcquisitionRuntimeEventPublisher()
+
+    assert not hasattr(publisher, "__dict__")
+
+
+def test_empty_publisher_accepts_event() -> None:
+    publisher = AcquisitionRuntimeEventPublisher()
+
+    asyncio.run(
+        publisher.publish(
+            ConnectedEvent(),
+        )
+    )
+
+
+def test_constructor_copies_consumer_collection() -> None:
+    first_consumer = RecordingConsumer()
+    consumers = [first_consumer]
+    publisher = AcquisitionRuntimeEventPublisher(consumers)
+
+    second_consumer = RecordingConsumer()
+    consumers.append(second_consumer)
+
+    event = ConnectedEvent()
+    asyncio.run(publisher.publish(event))
+
+    assert first_consumer.events == [event]
+    assert second_consumer.events == []
+
+
+def test_invalid_consumer_is_rejected() -> None:
+    with pytest.raises(
+        TypeError,
+        match="AcquisitionRuntimeEventConsumerProtocol",
+    ):
+        AcquisitionRuntimeEventPublisher(
+            consumers=(
+                object(),  # type: ignore[arg-type]
+            )
+        )
+
+
+def test_invalid_event_is_rejected() -> None:
+    publisher = AcquisitionRuntimeEventPublisher()
+
+    with pytest.raises(
+        TypeError,
+        match="AcquisitionRuntimeEvent",
+    ):
+        asyncio.run(
+            publisher.publish(
+                object(),  # type: ignore[arg-type]
+            )
+        )
+
+
+def test_event_is_delivered_to_consumers_in_registration_order() -> None:
+    calls: list[tuple[str, AcquisitionRuntimeEvent]] = []
+
+    class NamedConsumer:
+        def __init__(self, name: str) -> None:
+            self._name = name
+
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            calls.append(
+                (
+                    self._name,
+                    event,
+                )
+            )
+
+    event = ConnectedEvent()
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            NamedConsumer("first"),
+            NamedConsumer("second"),
+        )
+    )
+
+    asyncio.run(publisher.publish(event))
+
+    assert calls == [
+        (
+            "first",
+            event,
+        ),
+        (
+            "second",
+            event,
+        ),
+    ]
+    assert calls[0][1] is event
+    assert calls[1][1] is event
+
+
+def test_publish_waits_for_consumer_completion() -> None:
+    completed = False
+
+    class YieldingConsumer:
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            nonlocal completed
+
+            await asyncio.sleep(0)
+            completed = True
+
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            YieldingConsumer(),
+        )
+    )
+
+    asyncio.run(
+        publisher.publish(
+            ConnectedEvent(),
+        )
+    )
+
+    assert completed is True
+
+
+def test_concurrent_publications_are_serialized() -> None:
+    calls: list[tuple[str, int]] = []
+
+    async def scenario() -> None:
+        first_started = asyncio.Event()
+        release_first = asyncio.Event()
+
+        class BlockingConsumer:
+            async def consume(
+                self,
+                event: AcquisitionRuntimeEvent,
+            ) -> None:
+                assert isinstance(
+                    event,
+                    ReconnectStartedEvent,
+                )
+
+                calls.append(
+                    (
+                        "start",
+                        event.attempt,
+                    )
+                )
+
+                if event.attempt == 1:
+                    first_started.set()
+                    await release_first.wait()
+
+                calls.append(
+                    (
+                        "end",
+                        event.attempt,
+                    )
+                )
+
+        publisher = AcquisitionRuntimeEventPublisher(
+            consumers=(
+                BlockingConsumer(),
+            )
+        )
+
+        first_task = asyncio.create_task(
+            publisher.publish(
+                ReconnectStartedEvent(
+                    attempt=1,
+                )
+            )
+        )
+
+        await first_started.wait()
+
+        second_task = asyncio.create_task(
+            publisher.publish(
+                ReconnectStartedEvent(
+                    attempt=2,
+                )
+            )
+        )
+
+        await asyncio.sleep(0)
+
+        assert calls == [
+            (
+                "start",
+                1,
+            ),
+        ]
+
+        release_first.set()
+
+        await asyncio.gather(
+            first_task,
+            second_task,
+        )
+
+    asyncio.run(scenario())
+
+    assert calls == [
+        (
+            "start",
+            1,
+        ),
+        (
+            "end",
+            1,
+        ),
+        (
+            "start",
+            2,
+        ),
+        (
+            "end",
+            2,
+        ),
+    ]
+
+
+def test_consumer_error_is_logged_and_delivery_continues(
+    caplog: pytest.LogCaptureFixture,
+) -> None:
+    class BrokenConsumer:
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            raise RuntimeError(
+                "sensitive consumer failure detail",
+            )
+
+    recording_consumer = RecordingConsumer()
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            BrokenConsumer(),
+            recording_consumer,
+        )
+    )
+    event = ConnectedEvent()
+
+    caplog.set_level(
+        logging.ERROR,
+        logger=PUBLISHER_LOGGER_NAME,
+    )
+
+    asyncio.run(publisher.publish(event))
+
+    assert recording_consumer.events == [event]
+    assert len(caplog.records) == 1
+    assert (
+        "event=ConnectedEvent consumer=BrokenConsumer "
+        "error_type=RuntimeError"
+        in caplog.records[0].getMessage()
+    )
+    assert caplog.records[0].exc_info is None
+    assert (
+        "sensitive consumer failure detail"
+        not in caplog.text
+    )
+
+
+def test_consumer_error_log_does_not_include_transport_payload(
+    caplog: pytest.LogCaptureFixture,
+) -> None:
+    class PayloadEchoingBrokenConsumer:
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            raise RuntimeError(
+                f"consumer rejected {event!r}"
+            )
+
+    payload = "secret-runtime-payload"
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            PayloadEchoingBrokenConsumer(),
+        )
+    )
+
+    caplog.set_level(
+        logging.ERROR,
+        logger=PUBLISHER_LOGGER_NAME,
+    )
+
+    asyncio.run(
+        publisher.publish(
+            MessageReceivedEvent(
+                message=TransportTextMessage(
+                    payload=payload,
+                ),
+            )
+        )
+    )
+
+    assert payload not in caplog.text
+    assert "consumer rejected" not in caplog.text
+    assert "error_type=RuntimeError" in caplog.text
+
+
+def test_logging_handler_error_does_not_escape_or_stop_delivery() -> None:
+    class BrokenConsumer:
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            raise RuntimeError(
+                "consumer failed",
+            )
+
+    class RaisingHandler(logging.Handler):
+        def emit(
+            self,
+            record: logging.LogRecord,
+        ) -> None:
+            raise RuntimeError(
+                "logging failed",
+            )
+
+    handler = RaisingHandler()
+    recording_consumer = RecordingConsumer()
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            BrokenConsumer(),
+            recording_consumer,
+        )
+    )
+    event = ConnectedEvent()
+
+    publisher_logger.addHandler(handler)
+
+    try:
+        asyncio.run(publisher.publish(event))
+    finally:
+        publisher_logger.removeHandler(handler)
+
+    assert recording_consumer.events == [event]
+
+
+def test_consumer_cancellation_is_propagated() -> None:
+    class CancelledConsumer:
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            raise asyncio.CancelledError
+
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            CancelledConsumer(),
+        )
+    )
+
+    with pytest.raises(asyncio.CancelledError):
+        asyncio.run(
+            publisher.publish(
+                ConnectedEvent(),
+            )
+        )
+
+
+def test_publisher_can_be_reused_after_consumer_cancellation() -> None:
+    class CancelOnceConsumer:
+        def __init__(self) -> None:
+            self.calls = 0
+
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            self.calls += 1
+
+            if self.calls == 1:
+                raise asyncio.CancelledError
+
+    cancel_once_consumer = CancelOnceConsumer()
+    recording_consumer = RecordingConsumer()
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            cancel_once_consumer,
+            recording_consumer,
+        )
+    )
+    second_event = DisconnectedEvent()
+
+    async def scenario() -> None:
+        with pytest.raises(asyncio.CancelledError):
+            await publisher.publish(
+                ConnectedEvent(),
+            )
+
+        await publisher.publish(second_event)
+
+    asyncio.run(scenario())
+
+    assert cancel_once_consumer.calls == 2
+    assert recording_consumer.events == [
+        second_event,
+    ]
+
+
+def test_recursive_publication_is_rejected_without_deadlock(
+    caplog: pytest.LogCaptureFixture,
+) -> None:
+    class RecursiveConsumer:
+        def __init__(self) -> None:
+            self.publisher: (
+                AcquisitionRuntimeEventPublisher | None
+            ) = None
+
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            assert self.publisher is not None
+
+            await self.publisher.publish(
+                DisconnectedEvent(),
+            )
+
+    recursive_consumer = RecursiveConsumer()
+    recording_consumer = RecordingConsumer()
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            recursive_consumer,
+            recording_consumer,
+        )
+    )
+    recursive_consumer.publisher = publisher
+    event = ConnectedEvent()
+
+    caplog.set_level(
+        logging.ERROR,
+        logger=PUBLISHER_LOGGER_NAME,
+    )
+
+    asyncio.run(publisher.publish(event))
+
+    assert recording_consumer.events == [event]
+    assert (
+        "event=ConnectedEvent consumer=RecursiveConsumer "
+        "error_type=RuntimeError"
+        in caplog.text
+    )
+
+
+def test_child_task_recursive_publication_is_rejected() -> None:
+    class ChildTaskRecursiveConsumer:
+        def __init__(self) -> None:
+            self.publisher: (
+                AcquisitionRuntimeEventPublisher | None
+            ) = None
+            self.rejected = False
+
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            assert self.publisher is not None
+
+            if not isinstance(event, ConnectedEvent):
+                return
+
+            try:
+                await asyncio.create_task(
+                    self.publisher.publish(
+                        DisconnectedEvent(),
+                    )
+                )
+            except RuntimeError:
+                self.rejected = True
+
+    recursive_consumer = ChildTaskRecursiveConsumer()
+    recording_consumer = RecordingConsumer()
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            recursive_consumer,
+            recording_consumer,
+        )
+    )
+    recursive_consumer.publisher = publisher
+    event = ConnectedEvent()
+
+    asyncio.run(
+        asyncio.wait_for(
+            publisher.publish(event),
+            timeout=1.0,
+        )
+    )
+
+    assert recursive_consumer.rejected is True
+    assert recording_consumer.events == [event]
+
+
+def test_consumer_error_does_not_interrupt_heartbeat_timeout() -> None:
+    class BrokenConsumer:
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            raise RuntimeError(
+                "consumer failed",
+            )
+
+    current_time = [0.0]
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            BrokenConsumer(),
+        )
+    )
+    monitor = HeartbeatMonitor(
+        event_publisher=publisher,
+        timeout_seconds=10.0,
+        clock=lambda: current_time[0],
+    )
+
+    monitor.start()
+    current_time[0] = 10.0
+
+    result = asyncio.run(
+        monitor.check_timeout()
+    )
+
+    assert result is True
+    assert monitor.state is HeartbeatState.TIMED_OUT
+
+
+def test_consumer_error_does_not_interrupt_reconnect() -> None:
+    class BrokenConsumer:
+        async def consume(
+            self,
+            event: AcquisitionRuntimeEvent,
+        ) -> None:
+            raise RuntimeError(
+                "consumer failed",
+            )
+
+    class RecordingCommandDispatcher:
+        def __init__(self) -> None:
+            self.commands: list[
+                AcquisitionRuntimeCommand
+            ] = []
+
+        async def dispatch(
+            self,
+            command: AcquisitionRuntimeCommand,
+        ) -> None:
+            self.commands.append(command)
+
+    class RecordingSubscriptionManager:
+        def __init__(self) -> None:
+            self.restore_calls = 0
+
+        async def subscribe(
+            self,
+            subscription_key: str,
+            message: AcquisitionSubscriptionMessage,
+        ) -> None:
+            return None
+
+        async def unsubscribe(
+            self,
+            subscription_key: str,
+            message: AcquisitionSubscriptionMessage,
+        ) -> None:
+            return None
+
+        async def restore_subscriptions(self) -> None:
+            self.restore_calls += 1
+
+        async def clear_subscriptions(self) -> None:
+            return None
+
+    dispatcher = RecordingCommandDispatcher()
+    subscriptions = RecordingSubscriptionManager()
+    publisher = AcquisitionRuntimeEventPublisher(
+        consumers=(
+            BrokenConsumer(),
+        )
+    )
+    coordinator = ReconnectCoordinator(
+        command_dispatcher=dispatcher,
+        subscription_manager=subscriptions,
+        event_publisher=publisher,
+    )
+
+    asyncio.run(
+        coordinator.reconnect()
+    )
+
+    assert coordinator.state is ReconnectState.CONNECTED
+    assert coordinator.attempt == 1
+    assert [
+        type(command)
+        for command in dispatcher.commands
+    ] == [
+        DisconnectCommand,
+        ConnectCommand,
+    ]
+    assert subscriptions.restore_calls == 1

app/tests/unit/market_data/acquisition/runtime/test_live_processing_gate.py

@@ -0,0 +1,115 @@
+from __future__ import annotations
+
+import asyncio
+
+import pytest
+
+from src.market_data.acquisition.runtime.live_processing_gate import (
+    RuntimeLiveProcessingGate,
+    RuntimeLiveProcessingGateProtocol,
+)
+
+
+def test_implements_protocol_uses_slots_and_starts_open() -> None:
+    gate = RuntimeLiveProcessingGate()
+
+    assert isinstance(
+        gate,
+        RuntimeLiveProcessingGateProtocol,
+    )
+    assert not hasattr(gate, "__dict__")
+    assert gate.locked is False
+    assert gate.failed is False
+
+
+def test_serializes_protected_operations() -> None:
+    async def scenario() -> list[str]:
+        gate = RuntimeLiveProcessingGate()
+        order: list[str] = []
+
+        async def contender() -> None:
+            async with gate:
+                order.append("contender")
+
+        async with gate:
+            order.append("owner")
+            contender_task = asyncio.create_task(
+                contender(),
+            )
+            await asyncio.sleep(0)
+
+            assert contender_task.done() is False
+            assert gate.locked is True
+
+        await contender_task
+        return order
+
+    assert asyncio.run(scenario()) == [
+        "owner",
+        "contender",
+    ]
+
+
+def test_releases_gate_after_error() -> None:
+    async def scenario() -> RuntimeLiveProcessingGate:
+        gate = RuntimeLiveProcessingGate()
+
+        with pytest.raises(
+            RuntimeError,
+            match="protected failure",
+        ):
+            async with gate:
+                raise RuntimeError(
+                    "protected failure",
+                )
+
+        return gate
+
+    assert asyncio.run(scenario()).locked is False
+
+
+def test_failed_gate_rejects_waiters_until_reset() -> None:
+    async def scenario() -> RuntimeLiveProcessingGate:
+        gate = RuntimeLiveProcessingGate()
+        failure = RuntimeError("recovery failed")
+
+        gate.fail(failure)
+
+        with pytest.raises(
+            RuntimeError,
+            match="recovery failed",
+        ) as error_info:
+            async with gate:
+                raise AssertionError(
+                    "failed gate must not admit live processing"
+                )
+
+        assert error_info.value is failure
+        assert gate.locked is False
+        assert gate.failed is True
+
+        gate.reset()
+
+        async with gate:
+            assert gate.locked is True
+
+        return gate
+
+    gate = asyncio.run(scenario())
+
+    assert gate.locked is False
+    assert gate.failed is False
+
+
+def test_rejects_reset_while_gate_is_locked() -> None:
+    async def scenario() -> None:
+        gate = RuntimeLiveProcessingGate()
+
+        async with gate:
+            with pytest.raises(
+                RuntimeError,
+                match="cannot be reset while locked",
+            ):
+                gate.reset()
+
+    asyncio.run(scenario())

app/tests/unit/market_data/acquisition/runtime/test_reconnect_coordinator.py

@@ -14,6 +14,7 @@ from src.market_data.acquisition.runtime.reconnect import (
 )
 from src.market_data.acquisition.runtime.runtime_commands import (
     ConnectCommand,
+    DisconnectCommand,
 )
 from src.market_data.acquisition.runtime.runtime_events import (
     ReconnectCompletedEvent,
@@ -115,16 +116,14 @@ def test_initial_state_is_disconnected() -> None:
     assert coordinator.attempt == 0
 
 
-def test_reconnect_dispatches_connect_command() -> None:
+def test_reconnect_dispatches_disconnect_then_connect() -> None:
     coordinator, dispatcher, *_ = create_coordinator()
 
     asyncio.run(coordinator.reconnect())
 
-    assert len(dispatcher.commands) == 1
+    assert len(dispatcher.commands) == 2
-    assert isinstance(
+    assert isinstance(dispatcher.commands[0], DisconnectCommand)
-        dispatcher.commands[0],
+    assert isinstance(dispatcher.commands[1], ConnectCommand)
-        ConnectCommand,
-    )
 
 
 def test_reconnect_restores_subscriptions() -> None:
@@ -185,7 +184,9 @@ def test_connect_error_publishes_failed_event() -> None:
             command: Any,
         ) -> None:
             self.commands.append(command)
-            raise RuntimeError("connection failed")
+
+            if isinstance(command, ConnectCommand):
+                raise RuntimeError("connection failed")
 
     dispatcher = BrokenCommandDispatcher()
     subscriptions = FakeSubscriptionManager()
@@ -218,7 +219,8 @@ def test_connect_error_sets_failed_state() -> None:
             self,
             command: Any,
         ) -> None:
-            raise RuntimeError("connection failed")
+            if isinstance(command, ConnectCommand):
+                raise RuntimeError("connection failed")
 
     coordinator = ReconnectCoordinator(
         command_dispatcher=BrokenCommandDispatcher(),
@@ -239,7 +241,8 @@ def test_connect_error_does_not_restore_subscriptions() -> None:
             self,
             command: Any,
         ) -> None:
-            raise RuntimeError("connection failed")
+            if isinstance(command, ConnectCommand):
+                raise RuntimeError("connection failed")
 
     subscriptions = FakeSubscriptionManager()
 

app/tests/unit/market_data/acquisition/runtime/test_runtime_reconnect_recovery_coordinator.py

@@ -0,0 +1,711 @@
+from __future__ import annotations
+
+import asyncio
+import threading
+
+import pytest
+
+from src.market_data.acquisition.recovery.trade_recovery_result import (
+    TradeRecoveryResult,
+)
+from src.market_data.acquisition.runtime.live_processing_gate import (
+    RuntimeLiveProcessingGate,
+)
+from src.market_data.acquisition.runtime.reconnect import (
+    ReconnectState,
+)
+from src.market_data.acquisition.runtime.runtime_reconnect_recovery_coordinator import (
+    RuntimeReconnectRecoveryCoordinator,
+    RuntimeReconnectRecoveryProtocol,
+)
+
+
+BTC = "BTC/USD_LEVERAGE"
+ETH = "ETH/USD_LEVERAGE"
+RECOVERY_END_TIME_MS = 1_785_326_405_123
+
+
+class FakeReconnectCoordinator:
+    def __init__(
+        self,
+        *,
+        order: list[str],
+        gate: RuntimeLiveProcessingGate,
+        error: Exception | None = None,
+        entered: asyncio.Event | None = None,
+        release: asyncio.Event | None = None,
+    ) -> None:
+        self._order = order
+        self._gate = gate
+        self._error = error
+        self._entered = entered
+        self._release = release
+        self._state = ReconnectState.DISCONNECTED
+        self._attempt = 0
+
+    @property
+    def state(self) -> ReconnectState:
+        return self._state
+
+    @property
+    def attempt(self) -> int:
+        return self._attempt
+
+    async def reconnect(self) -> None:
+        assert self._gate.locked is True
+
+        self._attempt += 1
+        self._state = ReconnectState.CONNECTING
+        self._order.append("reconnect")
+
+        if self._entered is not None:
+            self._entered.set()
+
+        if self._release is not None:
+            await self._release.wait()
+
+        if self._error is not None:
+            self._state = ReconnectState.FAILED
+            raise self._error
+
+        self._state = ReconnectState.CONNECTED
+
+
+class FakeRecoveryCoordinator:
+    def __init__(
+        self,
+        *,
+        order: list[str],
+        gate: RuntimeLiveProcessingGate,
+        error: Exception | None = None,
+        started: threading.Event | None = None,
+        release: threading.Event | None = None,
+    ) -> None:
+        self._order = order
+        self._gate = gate
+        self._error = error
+        self._started = started
+        self._release = release
+        self.calls: list[tuple[str, int]] = []
+        self.thread_ids: list[int] = []
+
+    def recover(
+        self,
+        *,
+        symbol: str,
+        recovery_end_time: int,
+    ) -> TradeRecoveryResult:
+        assert self._gate.locked is True
+
+        self.calls.append(
+            (
+                symbol,
+                recovery_end_time,
+            )
+        )
+        self.thread_ids.append(
+            threading.get_ident(),
+        )
+        self._order.append(
+            f"recover:{symbol}",
+        )
+
+        if self._started is not None:
+            self._started.set()
+
+        if self._release is not None:
+            if not self._release.wait(timeout=2.0):
+                raise AssertionError(
+                    "recovery release was not signalled"
+                )
+
+        if self._error is not None:
+            raise self._error
+
+        return TradeRecoveryResult(
+            symbol=symbol,
+            requested_start_time=recovery_end_time,
+            requested_end_time=recovery_end_time,
+            recovered_trades=(),
+        )
+
+
+class RecordingClock:
+    def __init__(
+        self,
+        *,
+        order: list[str],
+        value: object = RECOVERY_END_TIME_MS,
+    ) -> None:
+        self._order = order
+        self._value = value
+        self.calls = 0
+
+    def __call__(self) -> int:
+        self.calls += 1
+        self._order.append("clock")
+        return self._value  # type: ignore[return-value]
+
+
+def create_coordinator(
+    *,
+    symbols: tuple[str, ...] = (BTC,),
+    reconnect_error: Exception | None = None,
+    recovery_error: Exception | None = None,
+    reconnect_entered: asyncio.Event | None = None,
+    reconnect_release: asyncio.Event | None = None,
+    recovery_started: threading.Event | None = None,
+    recovery_release: threading.Event | None = None,
+    clock_value: object = RECOVERY_END_TIME_MS,
+) -> tuple[
+    RuntimeReconnectRecoveryCoordinator,
+    RuntimeLiveProcessingGate,
+    FakeReconnectCoordinator,
+    FakeRecoveryCoordinator,
+    RecordingClock,
+    list[str],
+]:
+    order: list[str] = []
+    gate = RuntimeLiveProcessingGate()
+    reconnect = FakeReconnectCoordinator(
+        order=order,
+        gate=gate,
+        error=reconnect_error,
+        entered=reconnect_entered,
+        release=reconnect_release,
+    )
+    recovery = FakeRecoveryCoordinator(
+        order=order,
+        gate=gate,
+        error=recovery_error,
+        started=recovery_started,
+        release=recovery_release,
+    )
+    clock = RecordingClock(
+        order=order,
+        value=clock_value,
+    )
+    coordinator = RuntimeReconnectRecoveryCoordinator(
+        reconnect_coordinator=reconnect,
+        recovery_coordinator=recovery,
+        live_processing_gate=gate,
+        symbols=symbols,
+        clock=clock,
+    )
+
+    return (
+        coordinator,
+        gate,
+        reconnect,
+        recovery,
+        clock,
+        order,
+    )
+
+
+async def wait_until(
+    predicate: object,
+) -> None:
+    for _ in range(100):
+        if callable(predicate) and predicate():
+            return
+
+        await asyncio.sleep(0)
+
+    raise AssertionError("condition was not reached")
+
+
+def test_implements_protocol_uses_slots_and_delegates_state() -> None:
+    coordinator, _, reconnect, *_ = create_coordinator()
+
+    assert isinstance(
+        coordinator,
+        RuntimeReconnectRecoveryProtocol,
+    )
+    assert not hasattr(coordinator, "__dict__")
+    assert coordinator.state is ReconnectState.DISCONNECTED
+    assert coordinator.attempt == 0
+    assert coordinator.generation == 0
+    assert coordinator.live_processing_gate is coordinator._live_processing_gate
+    assert coordinator.symbols == (BTC,)
+
+    asyncio.run(coordinator.reconnect())
+
+    assert coordinator.state is reconnect.state
+    assert coordinator.state is ReconnectState.CONNECTED
+    assert coordinator.attempt == 1
+    assert coordinator.generation == 1
+
+
+@pytest.mark.parametrize(
+    ("symbols", "error_type"),
+    [
+        ([], TypeError),
+        ((), ValueError),
+        (("", "   "), ValueError),
+        ((BTC, 1), TypeError),
+    ],
+)
+def test_rejects_invalid_symbols(
+    symbols: object,
+    error_type: type[Exception],
+) -> None:
+    with pytest.raises(error_type):
+        create_coordinator(
+            symbols=symbols,  # type: ignore[arg-type]
+        )
+
+
+def test_reconnect_restore_boundary_and_recovery_order() -> None:
+    (
+        coordinator,
+        gate,
+        _,
+        recovery,
+        clock,
+        order,
+    ) = create_coordinator(
+        symbols=(
+            f" {ETH} ",
+            BTC,
+            ETH,
+        ),
+    )
+    main_thread_id = threading.get_ident()
+
+    asyncio.run(coordinator.reconnect())
+
+    assert order == [
+        "reconnect",
+        "clock",
+        f"recover:{BTC}",
+        f"recover:{ETH}",
+    ]
+    assert recovery.calls == [
+        (
+            BTC,
+            RECOVERY_END_TIME_MS,
+        ),
+        (
+            ETH,
+            RECOVERY_END_TIME_MS,
+        ),
+    ]
+    assert clock.calls == 1
+    assert all(
+        thread_id != main_thread_id
+        for thread_id in recovery.thread_ids
+    )
+    assert gate.locked is False
+
+
+def test_live_processing_waits_until_recovery_finishes() -> None:
+    async def scenario() -> list[str]:
+        recovery_started = threading.Event()
+        recovery_release = threading.Event()
+        (
+            coordinator,
+            gate,
+            *_,
+        ) = create_coordinator(
+            recovery_started=recovery_started,
+            recovery_release=recovery_release,
+        )
+        order: list[str] = []
+
+        coordinator_task = asyncio.create_task(
+            coordinator.reconnect(),
+        )
+        await wait_until(
+            recovery_started.is_set,
+        )
+
+        async def process_live() -> None:
+            async with gate:
+                order.append("live")
+
+        live_task = asyncio.create_task(
+            process_live(),
+        )
+        await asyncio.sleep(0)
+
+        assert live_task.done() is False
+        assert gate.locked is True
+
+        recovery_release.set()
+        await coordinator_task
+        await live_task
+
+        return order
+
+    assert asyncio.run(scenario()) == [
+        "live",
+    ]
+
+
+def test_concurrent_callers_share_one_operation() -> None:
+    async def scenario() -> tuple[
+        RuntimeReconnectRecoveryCoordinator,
+        FakeReconnectCoordinator,
+        FakeRecoveryCoordinator,
+    ]:
+        reconnect_entered = asyncio.Event()
+        reconnect_release = asyncio.Event()
+        (
+            coordinator,
+            _,
+            reconnect,
+            recovery,
+            *_,
+        ) = create_coordinator(
+            reconnect_entered=reconnect_entered,
+            reconnect_release=reconnect_release,
+        )
+
+        first = asyncio.create_task(
+            coordinator.reconnect(),
+        )
+        await reconnect_entered.wait()
+
+        second = asyncio.create_task(
+            coordinator.reconnect(),
+        )
+        await asyncio.sleep(0)
+
+        assert reconnect.attempt == 1
+
+        reconnect_release.set()
+        await asyncio.gather(
+            first,
+            second,
+        )
+
+        return (
+            coordinator,
+            reconnect,
+            recovery,
+        )
+
+    coordinator, reconnect, recovery = asyncio.run(
+        scenario()
+    )
+
+    assert reconnect.attempt == 1
+    assert len(recovery.calls) == 1
+    assert coordinator.generation == 1
+
+
+def test_timeout_and_transport_error_share_one_operation() -> None:
+    async def scenario() -> tuple[
+        RuntimeReconnectRecoveryCoordinator,
+        FakeReconnectCoordinator,
+        FakeRecoveryCoordinator,
+    ]:
+        reconnect_entered = asyncio.Event()
+        reconnect_release = asyncio.Event()
+        (
+            coordinator,
+            _,
+            reconnect,
+            recovery,
+            *_,
+        ) = create_coordinator(
+            reconnect_entered=reconnect_entered,
+            reconnect_release=reconnect_release,
+        )
+        observed_generation = coordinator.generation
+
+        timeout_task = asyncio.create_task(
+            coordinator.reconnect(),
+        )
+        await reconnect_entered.wait()
+
+        transport_task = asyncio.create_task(
+            coordinator.reconnect_after_transport_failure(
+                observed_generation=observed_generation,
+            ),
+        )
+        await asyncio.sleep(0)
+
+        assert reconnect.attempt == 1
+        reconnect_release.set()
+
+        await asyncio.gather(
+            timeout_task,
+            transport_task,
+        )
+
+        return (
+            coordinator,
+            reconnect,
+            recovery,
+        )
+
+    coordinator, reconnect, recovery = asyncio.run(
+        scenario()
+    )
+
+    assert reconnect.attempt == 1
+    assert len(recovery.calls) == 1
+    assert coordinator.generation == 1
+
+
+def test_stale_transport_error_reuses_completed_operation() -> None:
+    (
+        coordinator,
+        _,
+        reconnect,
+        recovery,
+        *_,
+    ) = create_coordinator()
+
+    observed_generation = coordinator.generation
+
+    asyncio.run(coordinator.reconnect())
+    asyncio.run(
+        coordinator.reconnect_after_transport_failure(
+            observed_generation=observed_generation,
+        )
+    )
+
+    assert reconnect.attempt == 1
+    assert len(recovery.calls) == 1
+
+
+def test_reconnect_error_skips_clock_and_recovery() -> None:
+    reconnect_error = RuntimeError("reconnect failed")
+    (
+        coordinator,
+        gate,
+        _,
+        recovery,
+        clock,
+        _,
+    ) = create_coordinator(
+        reconnect_error=reconnect_error,
+    )
+
+    with pytest.raises(
+        RuntimeError,
+        match="reconnect failed",
+    ) as error_info:
+        asyncio.run(coordinator.reconnect())
+
+    assert error_info.value is reconnect_error
+    assert recovery.calls == []
+    assert clock.calls == 0
+    assert gate.locked is False
+    assert gate.failed is True
+
+
+def test_recovery_error_is_not_wrapped() -> None:
+    recovery_error = RuntimeError("recovery failed")
+    (
+        coordinator,
+        gate,
+        *_,
+    ) = create_coordinator(
+        recovery_error=recovery_error,
+    )
+
+    with pytest.raises(
+        RuntimeError,
+        match="recovery failed",
+    ) as error_info:
+        asyncio.run(coordinator.reconnect())
+
+    assert error_info.value is recovery_error
+    assert gate.locked is False
+    assert gate.failed is True
+    assert coordinator._recovery_task is None
+
+
+def test_recovery_error_rejects_buffered_live_processing() -> None:
+    async def scenario() -> tuple[
+        RuntimeLiveProcessingGate,
+        list[str],
+    ]:
+        recovery_error = RuntimeError("recovery failed")
+        recovery_started = threading.Event()
+        recovery_release = threading.Event()
+        (
+            coordinator,
+            gate,
+            *_,
+        ) = create_coordinator(
+            recovery_error=recovery_error,
+            recovery_started=recovery_started,
+            recovery_release=recovery_release,
+        )
+        processed: list[str] = []
+        coordinator_task = asyncio.create_task(
+            coordinator.reconnect(),
+        )
+        await wait_until(
+            recovery_started.is_set,
+        )
+
+        async def process_live() -> None:
+            async with gate:
+                processed.append("live")
+
+        live_task = asyncio.create_task(
+            process_live(),
+        )
+        await asyncio.sleep(0)
+
+        assert live_task.done() is False
+        recovery_release.set()
+
+        with pytest.raises(
+            RuntimeError,
+            match="recovery failed",
+        ):
+            await coordinator_task
+
+        with pytest.raises(
+            RuntimeError,
+            match="recovery failed",
+        ):
+            await live_task
+
+        return (
+            gate,
+            processed,
+        )
+
+    gate, processed = asyncio.run(scenario())
+
+    assert processed == []
+    assert gate.locked is False
+    assert gate.failed is True
+
+
+@pytest.mark.parametrize(
+    ("clock_value", "error_type"),
+    [
+        (True, TypeError),
+        (1.5, TypeError),
+        (-1, ValueError),
+    ],
+)
+def test_rejects_invalid_clock_result(
+    clock_value: object,
+    error_type: type[Exception],
+) -> None:
+    coordinator, gate, *_ = create_coordinator(
+        clock_value=clock_value,
+    )
+
+    with pytest.raises(error_type):
+        asyncio.run(coordinator.reconnect())
+
+    assert gate.locked is False
+
+
+def test_cancellation_waits_for_worker_before_opening_gate() -> None:
+    async def scenario() -> tuple[
+        RuntimeReconnectRecoveryCoordinator,
+        RuntimeLiveProcessingGate,
+    ]:
+        recovery_started = threading.Event()
+        recovery_release = threading.Event()
+        (
+            coordinator,
+            gate,
+            *_,
+        ) = create_coordinator(
+            recovery_started=recovery_started,
+            recovery_release=recovery_release,
+        )
+        coordinator_task = asyncio.create_task(
+            coordinator.reconnect(),
+        )
+        await wait_until(
+            recovery_started.is_set,
+        )
+
+        coordinator_task.cancel()
+        await asyncio.sleep(0)
+
+        assert coordinator_task.done() is False
+        assert gate.locked is True
+        assert coordinator._recovery_task is not None
+
+        recovery_release.set()
+
+        with pytest.raises(asyncio.CancelledError):
+            await coordinator_task
+
+        return (
+            coordinator,
+            gate,
+        )
+
+    coordinator, gate = asyncio.run(scenario())
+
+    assert gate.locked is False
+    assert coordinator._recovery_task is None
+
+
+def test_repeated_cancellation_waits_for_worker_before_opening_gate() -> None:
+    async def scenario() -> tuple[
+        RuntimeReconnectRecoveryCoordinator,
+        RuntimeLiveProcessingGate,
+        list[str],
+    ]:
+        recovery_started = threading.Event()
+        recovery_release = threading.Event()
+        (
+            coordinator,
+            gate,
+            *_,
+        ) = create_coordinator(
+            recovery_started=recovery_started,
+            recovery_release=recovery_release,
+        )
+        processed: list[str] = []
+        coordinator_task = asyncio.create_task(
+            coordinator.reconnect(),
+        )
+        await wait_until(
+            recovery_started.is_set,
+        )
+
+        async def process_live() -> None:
+            async with gate:
+                processed.append("live")
+
+        live_task = asyncio.create_task(
+            process_live(),
+        )
+
+        coordinator_task.cancel()
+        await asyncio.sleep(0)
+        coordinator_task.cancel()
+        await asyncio.sleep(0)
+
+        assert coordinator_task.done() is False
+        assert live_task.done() is False
+        assert gate.locked is True
+        assert coordinator._recovery_task is not None
+
+        recovery_release.set()
+
+        with pytest.raises(asyncio.CancelledError):
+            await coordinator_task
+
+        await live_task
+
+        return (
+            coordinator,
+            gate,
+            processed,
+        )
+
+    coordinator, gate, processed = asyncio.run(scenario())
+
+    assert processed == ["live"]
+    assert gate.locked is False
+    assert gate.failed is False
+    assert coordinator._recovery_task is None

app/tests/unit/market_data/acquisition/runtime/test_runtime_recovery_coordinator.py

@@ -184,7 +184,9 @@ class FakeStateStore:
         self._states.clear()
 
 
-class RecordingWindowPlanner:
+class RecordingWindowPlanner(
+    TradeRecoveryWindowPlanner,
+):
     """
     Planner с заранее заданным результатом.
     """
@@ -290,7 +292,7 @@ def create_coordinator(
 
     coordinator = RuntimeRecoveryCoordinator(
         state_store=resolved_state_store,
-        window_planner=resolved_window_planner,  # type: ignore[arg-type]
+        window_planner=resolved_window_planner,
         recovery_controller=resolved_recovery_controller,
     )
 
@@ -924,15 +926,8 @@ def test_controller_error_is_not_swallowed() -> None:
 
 def test_planner_error_is_not_swallowed() -> None:
     class BrokenPlanner(
-        TradeRecoveryWindowPlanner,
+        RecordingWindowPlanner,
     ):
-        def __init__(self) -> None:
-            pass
-
-        @property
-        def max_window_ms(self) -> int:
-            return 1
-
         def build_windows(
             self,
             *,

app/tests/unit/market_data/acquisition/runtime/test_runtime_scheduler.py

@@ -11,6 +11,9 @@ import pytest
 from src.market_data.acquisition.runtime.heartbeat import (
     HeartbeatState,
 )
+from src.market_data.acquisition.runtime.runtime_liveness_probe import (
+    RuntimeLivenessProbeProtocol,
+)
 from src.market_data.acquisition.runtime.scheduler import (
     RuntimeScheduler,
     RuntimeSchedulerProtocol,
@@ -58,9 +61,37 @@ class FakeHeartbeatMonitor:
         return self._results.pop(0)
 
 
+class FakeLivenessProbe:
+    def __init__(
+        self,
+        results: list[object] | None = None,
+        *,
+        error: BaseException | None = None,
+    ) -> None:
+        self._results = list(
+            results
+            if results is not None
+            else [True]
+        )
+        self._error = error
+        self.calls = 0
+
+    async def probe(self) -> bool:
+        self.calls += 1
+
+        if self._error is not None:
+            raise self._error
+
+        if not self._results:
+            return True
+
+        return self._results.pop(0)  # type: ignore[return-value]
+
+
 class FakeRuntimeSupervisor:
     def __init__(self) -> None:
         self.handle_timeout_calls = 0
+        self.notify_activity_calls = 0
 
     @property
     def state(self) -> RuntimeSupervisorState:
@@ -73,7 +104,7 @@ class FakeRuntimeSupervisor:
         return None
 
     def notify_activity(self) -> None:
-        return None
+        self.notify_activity_calls += 1
 
     async def handle_heartbeat_timeout(self) -> bool:
         self.handle_timeout_calls += 1
@@ -101,6 +132,7 @@ class RecordingSleep:
 
 def create_scheduler(
     *,
+    liveness_results: list[object] | None = None,
     heartbeat_results: list[bool] | None = None,
     interval_seconds: float = 1.0,
     sleep: Callable[[float], Awaitable[None]] | None = None,
@@ -115,6 +147,9 @@ def create_scheduler(
     supervisor = FakeRuntimeSupervisor()
 
     scheduler = RuntimeScheduler(
+        liveness_probe=FakeLivenessProbe(
+            results=liveness_results,
+        ),
         heartbeat_monitor=heartbeat,
         runtime_supervisor=supervisor,
         interval_seconds=interval_seconds,
@@ -131,6 +166,10 @@ def create_scheduler(
 def test_scheduler_implements_protocol() -> None:
     scheduler, *_ = create_scheduler()
 
+    assert isinstance(
+        scheduler._liveness_probe,
+        RuntimeLivenessProbeProtocol,
+    )
     assert isinstance(
         scheduler,
         RuntimeSchedulerProtocol,
@@ -149,6 +188,71 @@ def test_initial_state_is_not_running() -> None:
     assert scheduler.running is False
 
 
+def test_claim_blocks_start_without_matching_owner() -> None:
+    scheduler, *_ = create_scheduler()
+    owner = object()
+    scheduler.claim(owner)
+
+    with pytest.raises(
+        RuntimeError,
+        match="owned by another lifecycle",
+    ):
+        asyncio.run(
+            scheduler.start()
+        )
+
+    scheduler.release(owner)
+
+
+def test_claim_rejects_active_scheduler() -> None:
+    scheduler, *_ = create_scheduler()
+    scheduler._running = True
+
+    with pytest.raises(
+        RuntimeError,
+        match="already owned or active",
+    ):
+        scheduler.claim(object())
+
+
+def test_release_rejects_running_owned_scheduler() -> None:
+    scheduler, *_ = create_scheduler()
+    owner = object()
+    scheduler.claim(owner)
+    scheduler._running = True
+
+    with pytest.raises(
+        RuntimeError,
+        match="Cannot release",
+    ):
+        scheduler.release(owner)
+
+
+def test_matching_owner_can_run_and_release_scheduler() -> None:
+    scheduler_holder: list[RuntimeScheduler] = []
+
+    async def stop_after_first_iteration(
+        seconds: float,
+    ) -> None:
+        scheduler_holder[0].stop()
+
+    scheduler, *_ = create_scheduler(
+        sleep=stop_after_first_iteration,
+    )
+    scheduler_holder.append(scheduler)
+    owner = object()
+    scheduler.claim(owner)
+
+    asyncio.run(
+        scheduler.start(
+            owner=owner,
+        )
+    )
+    scheduler.release(owner)
+
+    assert scheduler.running is False
+
+
 def test_exposes_interval_seconds() -> None:
     scheduler, *_ = create_scheduler(
         interval_seconds=2.5,
@@ -187,6 +291,7 @@ def test_rejects_invalid_interval_type(
 ) -> None:
     with pytest.raises(TypeError):
         RuntimeScheduler(
+            liveness_probe=FakeLivenessProbe(),
             heartbeat_monitor=FakeHeartbeatMonitor(),
             runtime_supervisor=FakeRuntimeSupervisor(),
             interval_seconds=interval_seconds,  # type: ignore[arg-type]
@@ -206,6 +311,7 @@ def test_rejects_non_positive_interval(
 ) -> None:
     with pytest.raises(ValueError):
         RuntimeScheduler(
+            liveness_probe=FakeLivenessProbe(),
             heartbeat_monitor=FakeHeartbeatMonitor(),
             runtime_supervisor=FakeRuntimeSupervisor(),
             interval_seconds=interval_seconds,
@@ -215,6 +321,7 @@ def test_rejects_non_positive_interval(
 def test_rejects_non_callable_sleep() -> None:
     with pytest.raises(TypeError):
         RuntimeScheduler(
+            liveness_probe=FakeLivenessProbe(),
             heartbeat_monitor=FakeHeartbeatMonitor(),
             runtime_supervisor=FakeRuntimeSupervisor(),
             interval_seconds=1.0,
@@ -233,9 +340,43 @@ def test_run_once_checks_heartbeat() -> None:
 
     assert result is False
     assert heartbeat.check_timeout_calls == 1
+    assert supervisor.notify_activity_calls == 1
     assert supervisor.handle_timeout_calls == 0
 
 
+def test_failed_probe_does_not_record_activity() -> None:
+    scheduler, heartbeat, supervisor = create_scheduler(
+        liveness_results=[False],
+        heartbeat_results=[False],
+    )
+
+    result = asyncio.run(
+        scheduler.run_once()
+    )
+
+    assert result is False
+    assert heartbeat.check_timeout_calls == 1
+    assert supervisor.notify_activity_calls == 0
+    assert supervisor.handle_timeout_calls == 0
+
+
+def test_rejects_non_boolean_probe_result() -> None:
+    scheduler, heartbeat, supervisor = create_scheduler(
+        liveness_results=["alive"],
+    )
+
+    with pytest.raises(
+        TypeError,
+        match="must return a boolean",
+    ):
+        asyncio.run(
+            scheduler.run_once()
+        )
+
+    assert heartbeat.check_timeout_calls == 0
+    assert supervisor.notify_activity_calls == 0
+
+
 def test_run_once_calls_supervisor_on_timeout() -> None:
     scheduler, heartbeat, supervisor = create_scheduler(
         heartbeat_results=[True],
@@ -402,6 +543,7 @@ def test_stop_during_run_once_prevents_sleep() -> None:
     heartbeat = StoppingHeartbeatMonitor()
 
     scheduler = RuntimeScheduler(
+        liveness_probe=FakeLivenessProbe(),
         heartbeat_monitor=heartbeat,
         runtime_supervisor=supervisor,
         interval_seconds=1.0,
@@ -438,6 +580,7 @@ def test_repeated_start_while_running_does_not_create_second_loop() -> None:
         scheduler.stop()
 
     scheduler = RuntimeScheduler(
+        liveness_probe=FakeLivenessProbe(),
         heartbeat_monitor=heartbeat,
         runtime_supervisor=supervisor,
         interval_seconds=1.0,
@@ -491,6 +634,7 @@ def test_heartbeat_error_is_propagated() -> None:
             raise RuntimeError("heartbeat failed")
 
     scheduler = RuntimeScheduler(
+        liveness_probe=FakeLivenessProbe(),
         heartbeat_monitor=BrokenHeartbeatMonitor(),
         runtime_supervisor=FakeRuntimeSupervisor(),
         interval_seconds=1.0,
@@ -511,6 +655,7 @@ def test_supervisor_error_is_propagated() -> None:
             raise RuntimeError("supervisor failed")
 
     scheduler = RuntimeScheduler(
+        liveness_probe=FakeLivenessProbe(),
         heartbeat_monitor=FakeHeartbeatMonitor(
             results=[True],
         ),
@@ -533,6 +678,7 @@ def test_start_resets_running_after_heartbeat_error() -> None:
             raise RuntimeError("heartbeat failed")
 
     scheduler = RuntimeScheduler(
+        liveness_probe=FakeLivenessProbe(),
         heartbeat_monitor=BrokenHeartbeatMonitor(),
         runtime_supervisor=FakeRuntimeSupervisor(),
         interval_seconds=1.0,
@@ -552,6 +698,7 @@ def test_start_resets_running_after_supervisor_error() -> None:
             raise RuntimeError("supervisor failed")
 
     scheduler = RuntimeScheduler(
+        liveness_probe=FakeLivenessProbe(),
         heartbeat_monitor=FakeHeartbeatMonitor(
             results=[True],
         ),
@@ -588,3 +735,45 @@ def test_sleep_error_is_propagated_and_resets_running() -> None:
 
     assert heartbeat.check_timeout_calls == 1
     assert scheduler.running is False
+
+
+def test_liveness_error_is_propagated_and_resets_running() -> None:
+    liveness_error = RuntimeError("liveness failed")
+    scheduler = RuntimeScheduler(
+        liveness_probe=FakeLivenessProbe(
+            error=liveness_error,
+        ),
+        heartbeat_monitor=FakeHeartbeatMonitor(),
+        runtime_supervisor=FakeRuntimeSupervisor(),
+        interval_seconds=1.0,
+    )
+
+    with pytest.raises(
+        RuntimeError,
+        match="liveness failed",
+    ) as error_info:
+        asyncio.run(
+            scheduler.start()
+        )
+
+    assert error_info.value is liveness_error
+    assert scheduler.running is False
+
+
+def test_liveness_cancellation_is_propagated() -> None:
+    cancellation = asyncio.CancelledError()
+    scheduler = RuntimeScheduler(
+        liveness_probe=FakeLivenessProbe(
+            error=cancellation,
+        ),
+        heartbeat_monitor=FakeHeartbeatMonitor(),
+        runtime_supervisor=FakeRuntimeSupervisor(),
+        interval_seconds=1.0,
+    )
+
+    with pytest.raises(asyncio.CancelledError):
+        asyncio.run(
+            scheduler.start()
+        )
+
+    assert scheduler.running is False

app/tests/unit/market_data/acquisition/runtime/test_runtime_supervisor.py

@@ -65,6 +65,7 @@ class FakeReconnectCoordinator:
     def __init__(self) -> None:
         self.reconnect_calls = 0
         self._attempt = 0
+        self._generation = 0
         self._state = ReconnectState.DISCONNECTED
 
     @property
@@ -75,11 +76,26 @@ class FakeReconnectCoordinator:
     def attempt(self) -> int:
         return self._attempt
 
+    @property
+    def generation(self) -> int:
+        return self._generation
+
     async def reconnect(self) -> None:
         self.reconnect_calls += 1
         self._attempt += 1
+        self._generation += 1
         self._state = ReconnectState.CONNECTED
 
+    async def reconnect_after_transport_failure(
+        self,
+        *,
+        observed_generation: int,
+    ) -> None:
+        if observed_generation != self._generation:
+            return
+
+        await self.reconnect()
+
 
 def create_supervisor() -> tuple[
     RuntimeSupervisor,
@@ -271,6 +287,41 @@ def test_timeout_runs_single_reconnect_attempt() -> None:
     assert reconnect.reconnect_calls == 1
 
 
+def test_delayed_timeout_reuses_completed_transport_reconnect() -> None:
+    async def scenario() -> tuple[
+        RuntimeSupervisor,
+        FakeHeartbeatMonitor,
+        FakeReconnectCoordinator,
+        bool,
+    ]:
+        supervisor, heartbeat, reconnect = create_supervisor()
+        supervisor.start()
+        observed_generation = reconnect.generation
+
+        await reconnect.reconnect_after_transport_failure(
+            observed_generation=observed_generation,
+        )
+        result = await supervisor.handle_heartbeat_timeout()
+
+        return (
+            supervisor,
+            heartbeat,
+            reconnect,
+            result,
+        )
+
+    supervisor, heartbeat, reconnect, result = asyncio.run(
+        scenario()
+    )
+
+    assert result is True
+    assert reconnect.reconnect_calls == 1
+    assert reconnect.generation == 1
+    assert heartbeat.stop_calls == 1
+    assert heartbeat.start_calls == 2
+    assert supervisor.state is RuntimeSupervisorState.RUNNING
+
+
 def test_successful_reconnect_restarts_heartbeat() -> None:
     supervisor, heartbeat, _ = create_supervisor()
 

app/tests/unit/market_data/acquisition/runtime/test_websocket_runtime_reconnect_integration.py

@@ -0,0 +1,252 @@
+from __future__ import annotations
+
+import asyncio
+from typing import Any
+
+import pytest
+from websockets.protocol import State
+
+from src.market_data.acquisition.adapters.dzengi.websocket_transport import (
+    DzengiWebSocketTransport,
+)
+from src.market_data.acquisition.exceptions import (
+    WebSocketTransportError,
+)
+from src.market_data.acquisition.runtime.acquisition_runtime_service import (
+    AcquisitionRuntimeService,
+)
+from src.market_data.acquisition.runtime.reconnect import (
+    ReconnectCoordinator,
+    ReconnectState,
+)
+from src.market_data.acquisition.runtime.runtime_events import (
+    ReconnectCompletedEvent,
+    ReconnectStartedEvent,
+)
+from src.market_data.acquisition.runtime.transport_messages import (
+    TransportTextMessage,
+)
+from src.market_data.acquisition.runtime.websocket_session import (
+    WebSocketSession,
+)
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    AcquisitionRuntimeEvent,
+)
+from src.market_data.acquisition.runtime.websocket_subscription_manager import (
+    WebSocketSubscriptionManager,
+)
+
+
+SUBSCRIPTION_KEY = "trades:BTC/USD_LEVERAGE"
+SUBSCRIPTION_PAYLOAD = '{"destination":"trades.subscribe"}'
+
+
+class FakeConnection:
+    def __init__(
+        self,
+        *,
+        send_error: Exception | None = None,
+    ) -> None:
+        self.state = State.OPEN
+        self.send_error = send_error
+        self.sent_messages: list[str | bytes] = []
+        self.close_calls = 0
+
+    async def close(
+        self,
+        code: int = 1000,
+        reason: str = "",
+    ) -> None:
+        self.close_calls += 1
+        self.state = State.CLOSED
+
+    async def send(
+        self,
+        message: str | bytes,
+    ) -> None:
+        if self.send_error is not None:
+            self.state = State.CLOSED
+            raise self.send_error
+
+        self.sent_messages.append(message)
+
+    async def recv(self) -> str | bytes:
+        return ""
+
+
+class RecordingConnector:
+    def __init__(
+        self,
+        *connections: FakeConnection,
+    ) -> None:
+        self._connections = list(connections)
+        self.calls: list[
+            tuple[str, dict[str, Any]]
+        ] = []
+
+    async def __call__(
+        self,
+        url: str,
+        **kwargs: Any,
+    ) -> FakeConnection:
+        self.calls.append(
+            (
+                url,
+                kwargs,
+            )
+        )
+
+        return self._connections.pop(0)
+
+
+class RecordingEventPublisher:
+    def __init__(self) -> None:
+        self.events: list[AcquisitionRuntimeEvent] = []
+
+    async def publish(
+        self,
+        event: AcquisitionRuntimeEvent,
+    ) -> None:
+        self.events.append(event)
+
+
+def create_runtime(
+    *connections: FakeConnection,
+) -> tuple[
+    WebSocketSession,
+    WebSocketSubscriptionManager,
+    ReconnectCoordinator,
+    RecordingConnector,
+    RecordingEventPublisher,
+]:
+    connector = RecordingConnector(
+        *connections,
+    )
+    transport = DzengiWebSocketTransport(
+        url="wss://api-adapter.dzengi.com",
+        connector=connector,
+    )
+    session = WebSocketSession(
+        transport,
+    )
+    subscriptions = WebSocketSubscriptionManager(
+        transport,
+    )
+    publisher = RecordingEventPublisher()
+    runtime_service = AcquisitionRuntimeService(
+        session=session,
+        transport=transport,
+        subscription_manager=subscriptions,
+        event_publisher=publisher,
+    )
+    reconnect = ReconnectCoordinator(
+        command_dispatcher=runtime_service,
+        subscription_manager=subscriptions,
+        event_publisher=publisher,
+    )
+
+    return (
+        session,
+        subscriptions,
+        reconnect,
+        connector,
+        publisher,
+    )
+
+
+def test_reconnect_replaces_open_connection_before_restore() -> None:
+    first_connection = FakeConnection()
+    second_connection = FakeConnection()
+    (
+        session,
+        subscriptions,
+        reconnect,
+        connector,
+        publisher,
+    ) = create_runtime(
+        first_connection,
+        second_connection,
+    )
+
+    async def scenario() -> None:
+        await session.start()
+        await subscriptions.subscribe(
+            SUBSCRIPTION_KEY,
+            TransportTextMessage(
+                payload=SUBSCRIPTION_PAYLOAD,
+            ),
+        )
+        await reconnect.reconnect()
+
+    asyncio.run(scenario())
+
+    assert len(connector.calls) == 2
+    assert first_connection.close_calls == 1
+    assert first_connection.state is State.CLOSED
+    assert first_connection.sent_messages == [
+        SUBSCRIPTION_PAYLOAD,
+    ]
+    assert second_connection.sent_messages == [
+        SUBSCRIPTION_PAYLOAD,
+    ]
+    assert session.is_connected is True
+    assert reconnect.state is ReconnectState.CONNECTED
+    assert publisher.events == [
+        ReconnectStartedEvent(attempt=1),
+        ReconnectCompletedEvent(attempt=1),
+    ]
+
+
+def test_reconnect_restores_subscription_after_initial_send_failure() -> None:
+    first_connection = FakeConnection(
+        send_error=RuntimeError(
+            "socket dropped while subscribing",
+        ),
+    )
+    second_connection = FakeConnection()
+    (
+        session,
+        subscriptions,
+        reconnect,
+        connector,
+        publisher,
+    ) = create_runtime(
+        first_connection,
+        second_connection,
+    )
+
+    async def scenario() -> None:
+        await session.start()
+
+        with pytest.raises(
+            WebSocketTransportError,
+            match="socket dropped while subscribing",
+        ):
+            await subscriptions.subscribe(
+                SUBSCRIPTION_KEY,
+                TransportTextMessage(
+                    payload=SUBSCRIPTION_PAYLOAD,
+                ),
+            )
+
+        assert subscriptions.subscription_keys == (
+            SUBSCRIPTION_KEY,
+        )
+
+        await reconnect.reconnect()
+
+    asyncio.run(scenario())
+
+    assert len(connector.calls) == 2
+    assert second_connection.sent_messages == [
+        SUBSCRIPTION_PAYLOAD,
+    ]
+    assert subscriptions.subscription_keys == (
+        SUBSCRIPTION_KEY,
+    )
+    assert session.is_connected is True
+    assert reconnect.state is ReconnectState.CONNECTED
+    assert publisher.events == [
+        ReconnectStartedEvent(attempt=1),
+        ReconnectCompletedEvent(attempt=1),
+    ]

app/tests/unit/market_data/acquisition/runtime/test_websocket_session.py

@@ -0,0 +1,196 @@
+from __future__ import annotations
+
+import asyncio
+
+import pytest
+
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    WebSocketSessionProtocol,
+)
+from src.market_data.acquisition.runtime.websocket_session import (
+    WebSocketSession,
+)
+
+
+class FakeTransport:
+    def __init__(self) -> None:
+        self.connected = False
+        self.connect_calls = 0
+        self.disconnect_calls = 0
+        self.connect_error: Exception | None = None
+        self.disconnect_error: Exception | None = None
+
+    @property
+    def is_connected(self) -> bool:
+        return self.connected
+
+    async def connect(self) -> None:
+        self.connect_calls += 1
+
+        if self.connect_error is not None:
+            raise self.connect_error
+
+        self.connected = True
+
+    async def disconnect(self) -> None:
+        self.disconnect_calls += 1
+        self.connected = False
+
+        if self.disconnect_error is not None:
+            raise self.disconnect_error
+
+    async def send(
+        self,
+        message: str | bytes,
+    ) -> None:
+        return None
+
+    async def receive(self) -> str | bytes:
+        return ""
+
+
+def create_session() -> tuple[
+    WebSocketSession,
+    FakeTransport,
+]:
+    transport = FakeTransport()
+    session = WebSocketSession(
+        transport,
+    )
+
+    return (
+        session,
+        transport,
+    )
+
+
+def test_session_implements_protocol() -> None:
+    session, _ = create_session()
+
+    assert isinstance(
+        session,
+        WebSocketSessionProtocol,
+    )
+
+
+def test_session_uses_slots() -> None:
+    session, _ = create_session()
+
+    assert not hasattr(session, "__dict__")
+
+
+def test_session_is_initially_disconnected() -> None:
+    session, _ = create_session()
+
+    assert session.is_connected is False
+
+
+def test_start_connects_transport() -> None:
+    session, transport = create_session()
+
+    asyncio.run(session.start())
+
+    assert session.is_connected is True
+    assert transport.connect_calls == 1
+
+
+def test_start_is_idempotent() -> None:
+    session, transport = create_session()
+
+    async def scenario() -> None:
+        await session.start()
+        await session.start()
+
+    asyncio.run(scenario())
+
+    assert session.is_connected is True
+    assert transport.connect_calls == 1
+
+
+def test_concurrent_start_creates_one_connection() -> None:
+    session, transport = create_session()
+
+    async def scenario() -> None:
+        await asyncio.gather(
+            session.start(),
+            session.start(),
+        )
+
+    asyncio.run(scenario())
+
+    assert session.is_connected is True
+    assert transport.connect_calls == 1
+
+
+def test_start_error_leaves_session_disconnected() -> None:
+    session, transport = create_session()
+    transport.connect_error = RuntimeError("start failed")
+
+    with pytest.raises(
+        RuntimeError,
+        match="start failed",
+    ):
+        asyncio.run(session.start())
+
+    assert session.is_connected is False
+
+
+def test_start_reconnects_after_remote_disconnect() -> None:
+    session, transport = create_session()
+
+    async def scenario() -> None:
+        await session.start()
+        transport.connected = False
+
+        assert session.is_connected is False
+
+        await session.start()
+
+    asyncio.run(scenario())
+
+    assert session.is_connected is True
+    assert transport.connect_calls == 2
+
+
+def test_stop_disconnects_transport() -> None:
+    session, transport = create_session()
+
+    async def scenario() -> None:
+        await session.start()
+        await session.stop()
+
+    asyncio.run(scenario())
+
+    assert session.is_connected is False
+    assert transport.disconnect_calls == 1
+
+
+def test_stop_is_idempotent() -> None:
+    session, transport = create_session()
+
+    async def scenario() -> None:
+        await session.start()
+        await session.stop()
+        await session.stop()
+
+    asyncio.run(scenario())
+
+    assert transport.disconnect_calls == 1
+    assert session.is_connected is False
+
+
+def test_stop_error_still_clears_session_state() -> None:
+    session, transport = create_session()
+    transport.disconnect_error = RuntimeError("stop failed")
+
+    async def scenario() -> None:
+        await session.start()
+        await session.stop()
+
+    with pytest.raises(
+        RuntimeError,
+        match="stop failed",
+    ):
+        asyncio.run(scenario())
+
+    assert session.is_connected is False

app/tests/unit/market_data/acquisition/runtime/test_websocket_subscription_manager.py

@@ -0,0 +1,419 @@
+from __future__ import annotations
+
+import asyncio
+
+import pytest
+
+from src.market_data.acquisition.exceptions import (
+    WebSocketUnsubscribeNotSupportedError,
+)
+from src.market_data.acquisition.runtime.transport_messages import (
+    TransportBinaryMessage,
+    TransportTextMessage,
+)
+from src.market_data.acquisition.runtime.websocket_protocol import (
+    WebSocketSubscriptionManagerProtocol,
+)
+from src.market_data.acquisition.runtime.websocket_subscription_manager import (
+    WebSocketSubscriptionManager,
+)
+
+
+class RecordingTransport:
+    def __init__(self) -> None:
+        self.messages: list[str | bytes] = []
+        self.send_error: Exception | None = None
+
+    async def connect(self) -> None:
+        return None
+
+    async def disconnect(self) -> None:
+        return None
+
+    async def send(
+        self,
+        message: str | bytes,
+    ) -> None:
+        if self.send_error is not None:
+            raise self.send_error
+
+        self.messages.append(message)
+
+    async def receive(self) -> str | bytes:
+        return ""
+
+
+def create_manager(
+    *,
+    supports_unsubscribe: bool = False,
+) -> tuple[
+    WebSocketSubscriptionManager,
+    RecordingTransport,
+]:
+    transport = RecordingTransport()
+    manager = WebSocketSubscriptionManager(
+        transport,
+        supports_unsubscribe=supports_unsubscribe,
+    )
+
+    return (
+        manager,
+        transport,
+    )
+
+
+def test_manager_implements_protocol() -> None:
+    manager, _ = create_manager()
+
+    assert isinstance(
+        manager,
+        WebSocketSubscriptionManagerProtocol,
+    )
+
+
+def test_manager_uses_slots() -> None:
+    manager, _ = create_manager()
+
+    assert not hasattr(manager, "__dict__")
+
+
+def test_manager_starts_with_empty_registry() -> None:
+    manager, _ = create_manager()
+
+    assert manager.subscription_keys == ()
+
+
+def test_subscribe_sends_and_registers_text_message() -> None:
+    manager, transport = create_manager()
+    message = TransportTextMessage(
+        payload='{"destination":"trades.subscribe"}',
+    )
+
+    asyncio.run(
+        manager.subscribe(
+            "trades:BTC",
+            message,
+        )
+    )
+
+    assert transport.messages == [
+        message.payload,
+    ]
+    assert manager.subscription_keys == (
+        "trades:BTC",
+    )
+
+
+def test_subscribe_sends_binary_message() -> None:
+    manager, transport = create_manager()
+    message = TransportBinaryMessage(
+        payload=b"\x01\x02",
+    )
+
+    asyncio.run(
+        manager.subscribe(
+            "binary",
+            message,
+        )
+    )
+
+    assert transport.messages == [
+        b"\x01\x02",
+    ]
+    assert manager.subscription_keys == (
+        "binary",
+    )
+
+
+def test_duplicate_subscription_key_is_idempotent() -> None:
+    manager, transport = create_manager()
+    first_message = TransportTextMessage(
+        payload="first",
+    )
+    second_message = TransportTextMessage(
+        payload="second",
+    )
+
+    async def scenario() -> None:
+        await manager.subscribe(
+            "trades:BTC",
+            first_message,
+        )
+        await manager.subscribe(
+            "trades:BTC",
+            second_message,
+        )
+
+    asyncio.run(scenario())
+
+    assert transport.messages == [
+        "first",
+    ]
+    assert manager.subscription_keys == (
+        "trades:BTC",
+    )
+
+
+def test_failed_subscribe_remains_registered_as_pending() -> None:
+    manager, transport = create_manager()
+    transport.send_error = RuntimeError("send failed")
+
+    with pytest.raises(
+        RuntimeError,
+        match="send failed",
+    ):
+        asyncio.run(
+            manager.subscribe(
+                "trades:BTC",
+                TransportTextMessage(
+                    payload="subscribe",
+                ),
+            )
+        )
+
+    assert manager.subscription_keys == (
+        "trades:BTC",
+    )
+
+
+def test_pending_subscription_can_be_retried() -> None:
+    manager, transport = create_manager()
+    transport.send_error = RuntimeError("send failed")
+
+    async def scenario() -> None:
+        with pytest.raises(
+            RuntimeError,
+            match="send failed",
+        ):
+            await manager.subscribe(
+                "trades:BTC",
+                TransportTextMessage(
+                    payload="first-attempt",
+                ),
+            )
+
+        transport.send_error = None
+
+        await manager.subscribe(
+            "trades:BTC",
+            TransportTextMessage(
+                payload="second-attempt",
+            ),
+        )
+
+    asyncio.run(scenario())
+
+    assert transport.messages == [
+        "second-attempt",
+    ]
+    assert manager.subscription_keys == (
+        "trades:BTC",
+    )
+
+
+def test_restore_sends_registered_messages_in_order() -> None:
+    manager, transport = create_manager()
+
+    async def scenario() -> None:
+        await manager.subscribe(
+            "first",
+            TransportTextMessage(
+                payload="first-message",
+            ),
+        )
+        await manager.subscribe(
+            "second",
+            TransportBinaryMessage(
+                payload=b"second-message",
+            ),
+        )
+
+        transport.messages.clear()
+        await manager.restore_subscriptions()
+
+    asyncio.run(scenario())
+
+    assert transport.messages == [
+        "first-message",
+        b"second-message",
+    ]
+
+
+def test_restore_error_preserves_registry() -> None:
+    manager, transport = create_manager()
+
+    async def prepare() -> None:
+        await manager.subscribe(
+            "trades:BTC",
+            TransportTextMessage(
+                payload="subscribe",
+            ),
+        )
+
+    asyncio.run(prepare())
+    transport.send_error = RuntimeError("restore failed")
+
+    with pytest.raises(
+        RuntimeError,
+        match="restore failed",
+    ):
+        asyncio.run(manager.restore_subscriptions())
+
+    assert manager.subscription_keys == (
+        "trades:BTC",
+    )
+
+
+def test_unsubscribe_is_explicitly_unsupported_by_default() -> None:
+    manager, transport = create_manager()
+
+    async def scenario() -> None:
+        await manager.subscribe(
+            "trades:BTC",
+            TransportTextMessage(
+                payload="subscribe",
+            ),
+        )
+        await manager.unsubscribe(
+            "trades:BTC",
+            TransportTextMessage(
+                payload="unsubscribe",
+            ),
+        )
+
+    with pytest.raises(
+        WebSocketUnsubscribeNotSupportedError,
+    ):
+        asyncio.run(scenario())
+
+    assert transport.messages == [
+        "subscribe",
+    ]
+    assert manager.subscription_keys == (
+        "trades:BTC",
+    )
+
+
+def test_supported_unsubscribe_sends_and_removes_subscription() -> None:
+    manager, transport = create_manager(
+        supports_unsubscribe=True,
+    )
+
+    async def scenario() -> None:
+        await manager.subscribe(
+            "generic",
+            TransportTextMessage(
+                payload="subscribe",
+            ),
+        )
+        await manager.unsubscribe(
+            "generic",
+            TransportTextMessage(
+                payload="unsubscribe",
+            ),
+        )
+
+    asyncio.run(scenario())
+
+    assert transport.messages == [
+        "subscribe",
+        "unsubscribe",
+    ]
+    assert manager.subscription_keys == ()
+
+
+def test_supported_unsubscribe_is_idempotent_for_missing_key() -> None:
+    manager, transport = create_manager(
+        supports_unsubscribe=True,
+    )
+
+    asyncio.run(
+        manager.unsubscribe(
+            "missing",
+            TransportTextMessage(
+                payload="unsubscribe",
+            ),
+        )
+    )
+
+    assert transport.messages == []
+    assert manager.subscription_keys == ()
+
+
+def test_clear_removes_registry_without_sending_messages() -> None:
+    manager, transport = create_manager()
+
+    async def scenario() -> None:
+        await manager.subscribe(
+            "trades:BTC",
+            TransportTextMessage(
+                payload="subscribe",
+            ),
+        )
+
+        transport.messages.clear()
+        await manager.clear_subscriptions()
+
+    asyncio.run(scenario())
+
+    assert manager.subscription_keys == ()
+    assert transport.messages == []
+
+
+@pytest.mark.parametrize(
+    "subscription_key",
+    [
+        "",
+        "   ",
+    ],
+)
+def test_rejects_empty_subscription_key(
+    subscription_key: str,
+) -> None:
+    manager, _ = create_manager()
+
+    with pytest.raises(ValueError):
+        asyncio.run(
+            manager.subscribe(
+                subscription_key,
+                TransportTextMessage(
+                    payload="subscribe",
+                ),
+            )
+        )
+
+
+def test_rejects_non_string_subscription_key() -> None:
+    manager, _ = create_manager()
+
+    with pytest.raises(TypeError):
+        asyncio.run(
+            manager.subscribe(
+                123,  # type: ignore[arg-type]
+                TransportTextMessage(
+                    payload="subscribe",
+                ),
+            )
+        )
+
+
+def test_rejects_unsupported_message_type() -> None:
+    manager, _ = create_manager()
+
+    with pytest.raises(TypeError):
+        asyncio.run(
+            manager.subscribe(
+                "trades:BTC",
+                object(),  # type: ignore[arg-type]
+            )
+        )
+
+
+def test_rejects_non_boolean_unsubscribe_capability() -> None:
+    transport = RecordingTransport()
+
+    with pytest.raises(TypeError):
+        WebSocketSubscriptionManager(
+            transport,
+            supports_unsubscribe="yes",  # type: ignore[arg-type]
+        )

app/tests/unit/market_data/acquisition/test_trade_stream_runtime_composition.py

@@ -28,6 +28,12 @@ from src.market_data.acquisition.runtime.reconnect import (
     ReconnectCoordinatorProtocol,
     ReconnectState,
 )
+from src.market_data.acquisition.runtime.runtime_reconnect_recovery_coordinator import (
+    RuntimeReconnectRecoveryProtocol,
+)
+from src.market_data.acquisition.runtime.runtime_liveness_probe import (
+    RuntimeLivenessProbeProtocol,
+)
 from src.market_data.acquisition.runtime.runtime_events import (
     ReconnectCompletedEvent,
     ReconnectStartedEvent,
@@ -123,11 +129,17 @@ class FakeSession:
 
 
 class FakeTransport:
-    def __init__(self) -> None:
+    def __init__(
+        self,
+        *,
+        probe_results: tuple[bool, ...] = (True,),
+    ) -> None:
         self.connect_calls = 0
         self.disconnect_calls = 0
         self.sent_messages: list[str | bytes] = []
         self.receive_calls = 0
+        self.probe_calls = 0
+        self._probe_results = list(probe_results)
 
     async def connect(self) -> None:
         self.connect_calls += 1
@@ -145,6 +157,14 @@ class FakeTransport:
         self.receive_calls += 1
         return ""
 
+    async def probe(self) -> bool:
+        self.probe_calls += 1
+
+        if not self._probe_results:
+            return True
+
+        return self._probe_results.pop(0)
+
 
 class FakeSubscriptionManager:
     def __init__(self) -> None:
@@ -264,6 +284,25 @@ class FakeClock:
     def __call__(self) -> float:
         return self.value
 
+    def advance(
+        self,
+        seconds: float,
+    ) -> None:
+        self.value += seconds
+
+
+class FakeUnixTimeClock:
+    def __init__(
+        self,
+        value: int = RECOVERY_END_TIME_MS,
+    ) -> None:
+        self.value = value
+        self.calls = 0
+
+    def __call__(self) -> int:
+        self.calls += 1
+        return self.value
+
 
 class RecordingSleep:
     def __init__(self) -> None:
@@ -285,6 +324,7 @@ class CompositionDependencies:
     message_adapter: FakeMessageAdapter
     recovery_document_source: StubTradesDocumentSource
     heartbeat_clock: FakeClock
+    recovery_end_time_clock: FakeUnixTimeClock
     scheduler_sleep: RecordingSleep
 
 
@@ -295,13 +335,16 @@ def create_composition(
     heartbeat_timeout_seconds: float = 10.0,
     scheduler_interval_seconds: float = 1.0,
     max_recovery_window_ms: int = 3_599_999,
+    probe_results: tuple[bool, ...] = (True,),
 ) -> tuple[
     TradeStreamRuntimeComposition,
     CompositionDependencies,
 ]:
     dependencies = CompositionDependencies(
         session=FakeSession(),
-        transport=FakeTransport(),
+        transport=FakeTransport(
+            probe_results=probe_results,
+        ),
         subscription_manager=FakeSubscriptionManager(),
         event_publisher=FakeEventPublisher(),
         message_adapter=FakeMessageAdapter(
@@ -311,6 +354,7 @@ def create_composition(
             recovery_document,
         ),
         heartbeat_clock=FakeClock(),
+        recovery_end_time_clock=FakeUnixTimeClock(),
         scheduler_sleep=RecordingSleep(),
     )
 
@@ -323,10 +367,14 @@ def create_composition(
         recovery_document_source=(
             dependencies.recovery_document_source
         ),
+        symbols=(SYMBOL,),
         heartbeat_timeout_seconds=heartbeat_timeout_seconds,
         scheduler_interval_seconds=scheduler_interval_seconds,
         max_recovery_window_ms=max_recovery_window_ms,
         heartbeat_clock=dependencies.heartbeat_clock,
+        recovery_end_time_clock=(
+            dependencies.recovery_end_time_clock
+        ),
         scheduler_sleep=dependencies.scheduler_sleep,
     )
 
@@ -373,6 +421,14 @@ def test_components_implement_public_protocols() -> None:
         composition.reconnect_coordinator,
         ReconnectCoordinatorProtocol,
     )
+    assert isinstance(
+        composition.runtime_reconnect_recovery_coordinator,
+        RuntimeReconnectRecoveryProtocol,
+    )
+    assert isinstance(
+        composition.liveness_probe,
+        RuntimeLivenessProbeProtocol,
+    )
     assert isinstance(
         composition.heartbeat_monitor,
         HeartbeatMonitorProtocol,
@@ -460,8 +516,27 @@ def test_runtime_components_share_lifecycle_dependencies() -> None:
     )
     assert (
         composition.runtime_supervisor._reconnect_coordinator
+        is composition.runtime_reconnect_recovery_coordinator
+    )
+    assert (
+        composition.runtime_reconnect_recovery_coordinator
+        ._reconnect_coordinator
         is composition.reconnect_coordinator
     )
+    assert (
+        composition.runtime_reconnect_recovery_coordinator
+        ._recovery_coordinator
+        is composition.runtime_recovery_coordinator
+    )
+    assert (
+        composition.runtime_reconnect_recovery_coordinator
+        .live_processing_gate
+        is composition.live_processing_gate
+    )
+    assert (
+        composition.runtime_reconnect_recovery_coordinator.symbols
+        == (SYMBOL,)
+    )
     assert (
         composition.runtime_scheduler._heartbeat_monitor
         is composition.heartbeat_monitor
@@ -470,6 +545,14 @@ def test_runtime_components_share_lifecycle_dependencies() -> None:
         composition.runtime_scheduler._runtime_supervisor
         is composition.runtime_supervisor
     )
+    assert (
+        composition.liveness_probe
+        is dependencies.transport
+    )
+    assert (
+        composition.runtime_scheduler._liveness_probe
+        is composition.liveness_probe
+    )
 
 
 def test_configuration_is_forwarded() -> None:
@@ -507,6 +590,7 @@ def test_creation_has_no_runtime_side_effects() -> None:
     assert dependencies.transport.disconnect_calls == 0
     assert dependencies.transport.sent_messages == []
     assert dependencies.transport.receive_calls == 0
+    assert dependencies.transport.probe_calls == 0
 
     assert dependencies.subscription_manager.subscriptions == []
     assert dependencies.subscription_manager.unsubscriptions == []
@@ -515,6 +599,7 @@ def test_creation_has_no_runtime_side_effects() -> None:
 
     assert dependencies.event_publisher.events == []
     assert dependencies.recovery_document_source.calls == []
+    assert dependencies.recovery_end_time_clock.calls == 0
 
     assert composition.heartbeat_monitor.state is HeartbeatState.IDLE
     assert (
@@ -528,6 +613,103 @@ def test_creation_has_no_runtime_side_effects() -> None:
     assert composition.runtime_scheduler.running is False
 
 
+def test_successful_probe_keeps_quiet_connection_alive() -> None:
+    composition, dependencies = create_composition(
+        heartbeat_timeout_seconds=10.0,
+        probe_results=(True,),
+    )
+    composition.runtime_supervisor.start()
+    dependencies.heartbeat_clock.advance(10.0)
+
+    timed_out = asyncio.run(
+        composition.runtime_scheduler.run_once()
+    )
+
+    assert timed_out is False
+    assert dependencies.transport.probe_calls == 1
+    assert dependencies.session.start_calls == 0
+    assert dependencies.session.stop_calls == 0
+    assert composition.heartbeat_monitor.last_activity_at == 110.0
+    assert (
+        composition.runtime_supervisor.state
+        is RuntimeSupervisorState.RUNNING
+    )
+
+
+def test_failed_probe_triggers_reconnect_after_timeout() -> None:
+    composition, dependencies = create_composition(
+        heartbeat_timeout_seconds=10.0,
+        probe_results=(False,),
+    )
+    composition.runtime_supervisor.start()
+    dependencies.heartbeat_clock.advance(10.0)
+
+    timed_out = asyncio.run(
+        composition.runtime_scheduler.run_once()
+    )
+
+    assert timed_out is True
+    assert dependencies.transport.probe_calls == 1
+    assert dependencies.session.stop_calls == 1
+    assert dependencies.session.start_calls == 1
+    assert dependencies.subscription_manager.restore_calls == 1
+    assert dependencies.recovery_end_time_clock.calls == 1
+    assert (
+        composition.runtime_supervisor.state
+        is RuntimeSupervisorState.RUNNING
+    )
+
+
+def test_delayed_timeout_does_not_repeat_completed_transport_reconnect() -> None:
+    async def scenario() -> tuple[
+        TradeStreamRuntimeComposition,
+        CompositionDependencies,
+        bool,
+    ]:
+        composition, dependencies = create_composition(
+            heartbeat_timeout_seconds=10.0,
+            probe_results=(False,),
+        )
+        composition.runtime_supervisor.start()
+        observed_generation = (
+            composition.runtime_reconnect_recovery_coordinator.generation
+        )
+
+        await (
+            composition.runtime_reconnect_recovery_coordinator
+            .reconnect_after_transport_failure(
+                observed_generation=observed_generation,
+            )
+        )
+        dependencies.heartbeat_clock.advance(10.0)
+        timed_out = await composition.runtime_scheduler.run_once()
+
+        return (
+            composition,
+            dependencies,
+            timed_out,
+        )
+
+    composition, dependencies, timed_out = asyncio.run(
+        scenario()
+    )
+
+    assert timed_out is True
+    assert dependencies.transport.probe_calls == 1
+    assert dependencies.session.stop_calls == 1
+    assert dependencies.session.start_calls == 1
+    assert dependencies.subscription_manager.restore_calls == 1
+    assert dependencies.recovery_end_time_clock.calls == 1
+    assert (
+        composition.runtime_reconnect_recovery_coordinator.generation
+        == 1
+    )
+    assert (
+        composition.runtime_supervisor.state
+        is RuntimeSupervisorState.RUNNING
+    )
+
+
 def test_live_checkpoint_is_visible_to_runtime_recovery() -> None:
     checkpoint_trade = make_trade()
 
@@ -642,6 +824,35 @@ def test_reconnect_uses_composed_runtime_dependencies() -> None:
     )
 
 
+def test_runtime_reconnect_runs_recovery_after_subscription_restore() -> None:
+    composition, dependencies = create_composition(
+        recovery_document=[],
+    )
+
+    composition.trade_stream_acquisition_service.handle_message(
+        {
+            "destination": "internal.trade",
+        }
+    )
+
+    asyncio.run(
+        composition.runtime_reconnect_recovery_coordinator.reconnect()
+    )
+
+    assert dependencies.session.stop_calls == 1
+    assert dependencies.session.start_calls == 1
+    assert dependencies.subscription_manager.restore_calls == 1
+    assert dependencies.recovery_end_time_clock.calls == 1
+    assert dependencies.recovery_document_source.calls == [
+        (
+            SYMBOL,
+            CHECKPOINT_TIME_MS,
+            RECOVERY_END_TIME_MS,
+            None,
+        )
+    ]
+
+
 def test_separate_compositions_have_independent_state() -> None:
     first, _ = create_composition()
     second, _ = create_composition()
@@ -690,6 +901,7 @@ def test_invalid_heartbeat_configuration_is_not_hidden(
             [],
         ),
         heartbeat_clock=FakeClock(),
+        recovery_end_time_clock=FakeUnixTimeClock(),
         scheduler_sleep=RecordingSleep(),
     )
 
@@ -705,9 +917,13 @@ def test_invalid_heartbeat_configuration_is_not_hidden(
             recovery_document_source=(
                 dependencies.recovery_document_source
             ),
+            symbols=(SYMBOL,),
             heartbeat_timeout_seconds=heartbeat_timeout_seconds,  # type: ignore[arg-type]
             scheduler_interval_seconds=1.0,
             heartbeat_clock=dependencies.heartbeat_clock,
+            recovery_end_time_clock=(
+                dependencies.recovery_end_time_clock
+            ),
             scheduler_sleep=dependencies.scheduler_sleep,
         )
 

app/tests/unit/test_main.py

@@ -0,0 +1,33 @@
+from __future__ import annotations
+
+import asyncio
+
+import src.main as main_module
+
+
+def test_main_runs_application_composition(
+    monkeypatch,
+) -> None:
+    application = object()
+    received_applications: list[object] = []
+
+    monkeypatch.setattr(
+        main_module,
+        "create_app",
+        lambda: application,
+    )
+
+    async def run(received_application: object) -> None:
+        received_applications.append(
+            received_application,
+        )
+
+    monkeypatch.setattr(
+        main_module,
+        "run_application",
+        run,
+    )
+
+    asyncio.run(main_module.main())
+
+    assert received_applications == [application]

docs/architecture/dzentra_target_architecture.md

@@ -0,0 +1,557 @@
+# Dzentra Target Architecture
+
+## Контроль документа
+
+| Свойство | Значение |
+|---|---|
+| Тип | Target Architecture |
+| Статус | Active Baseline |
+| Версия | 1.0 |
+| Дата | 2026-07-31 |
+| Проект | Dzentra |
+
+---
+
+## 1. Назначение
+
+Документ фиксирует целевую архитектурную карту Dzentra и связывает:
+
+- фактическую структуру существующего проекта;
+- выполняемую Build-by-Build миграцию;
+- будущие подсистемы профессиональной автоматической торговой системы;
+- обязательное направление зависимостей между доменами.
+
+Документ не требует немедленного создания всех перечисленных каталогов
+и не заменяет архитектурные спецификации отдельных Build.
+
+Целевая архитектура отвечает на вопрос:
+
+> Какие ответственности должны существовать в системе и как они могут
+> взаимодействовать?
+
+Последовательность реализации и текущий статус определяет
+`docs/roadmap/master-roadmap.md`.
+
+---
+
+## 2. Текущий контекст
+
+Dzentra является работающим modular monolith, который постепенно
+мигрирует из Telegram trading bot в модульную алгоритмическую торговую
+платформу.
+
+Проект не является greenfield-системой. В нём одновременно существуют:
+
+- принятые новые архитектурные слои;
+- рабочие legacy-компоненты;
+- временные compatibility boundaries;
+- будущие целевые подсистемы.
+
+Поэтому целевой каталог нельзя создавать механическим переносом файлов.
+Любое изменение ownership или направления зависимостей выполняется
+отдельным Build после анализа фактических consumers.
+
+---
+
+## 3. Верхнеуровневая карта
+
+```text
+External Exchanges and Data Sources
+                │
+                ▼
+┌───────────────────────────────────────────────┐
+│ Market Data                                  │
+│ Acquisition → Canonicalization → Quality     │
+│                    │                          │
+│                    ├── Live / Operational     │
+│                    └── Storage → Replay       │
+└───────────────────────────────────────────────┘
+                │ Canonical Live or Replay Data
+                ▼
+┌───────────────────────────────────────────────┐
+│ Market Intelligence                          │
+│ Processing → Features → Market State         │
+│ → Scenario Evaluation                        │
+└───────────────────────────────────────────────┘
+                │ Analysis Results
+                ▼
+┌───────────────────────────────────────────────┐
+│ Trading                                      │
+│ Strategy / Decision → Portfolio / Risk       │
+│ → Order Management → Execution               │
+│ → Position and Account Reconciliation        │
+└───────────────────────────────────────────────┘
+                │ Commands and Reports
+                ▼
+             Exchange
+```
+
+Все уровни обслуживаются общей Platform-плоскостью:
+
+```text
+Runtime and Scheduling
+Event Contracts
+Configuration and Secrets
+Logging, Audit and Observability
+Resilience and Recovery
+Security
+Deployment and Operations
+```
+
+Logging, Audit, Monitoring и Runtime не являются последними этапами
+торгового конвейера. Они действуют на всех уровнях системы.
+
+---
+
+## 4. Market Data
+
+### 4.1. Market Data Acquisition
+
+**Назначение:** получение внешних рыночных и справочных данных.
+
+Целевые семейства Feed:
+
+- Instrument Reference Data;
+- Quotes;
+- OHLCV / Candles;
+- Trades / Time & Sales;
+- Order Book;
+- Derivatives Market Data;
+- Market Index;
+- Exchange Time;
+- Exchange and Instrument Status.
+
+Каждый Feed развивается как самостоятельный vertical slice:
+
+```text
+external document
+    ↓
+schema validation
+    ↓
+parser / transport model
+    ↓
+value validation
+    ↓
+mapper
+    ↓
+canonical model
+    ↓
+handler / feed / service
+```
+
+REST и WebSocket могут иметь независимые transport pipelines, но до
+передачи downstream обязаны сходиться в одну source-independent
+Canonical Model.
+
+**Текущее размещение:**
+
+```text
+app/src/market_data/acquisition/
+```
+
+**Текущий активный результат:** Production Runtime для Trades Feed
+завершён в Build 060.25.
+
+### 4.2. Validation, Canonicalization and Data Quality
+
+**Назначение:**
+
+- проверять структуру внешних документов;
+- проверять допустимость значений;
+- нормализовать время, числовые значения и идентификаторы;
+- преобразовывать transport data в Canonical Models;
+- контролировать дубликаты, порядок и пропуски;
+- формировать явные признаки качества и freshness.
+
+Эта ответственность сейчас распределена между:
+
+```text
+adapters/
+validation/
+models/
+consistency/
+recovery/
+```
+
+Build 061.00 должен сначала проверить фактические границы, а уже затем
+решить, требуется ли отдельный каталог `normalization`.
+
+Schema Validation, Value Validation, Mapping, Stream Consistency и
+Missing Data Recovery не должны смешиваться в один универсальный
+компонент.
+
+### 4.3. Operational Market State
+
+Оперативное состояние необходимо для работы активного потока:
+
+- последний принятый Trade;
+- deduplication window;
+- состояние подписок;
+- connection generation;
+- liveness и reconnect state.
+
+Оно не является долговременной историей рынка.
+
+`TradeStreamState` принадлежит Consistency Layer, а не общему Market
+Data Storage и не WebSocket Transport.
+
+### 4.4. Persistent Market Data Storage
+
+**Назначение:** долговременно хранить Canonical Market Data для:
+
+- восстановления после перезапуска;
+- исторических запросов;
+- Replay;
+- разработки и проверки аналитики;
+- backtesting;
+- аудита качества данных.
+
+Хранилище должно определить:
+
+- raw и canonical retention policy;
+- ключи идемпотентности;
+- порядок и уникальность событий;
+- партиционирование по типу данных, символу и времени;
+- правила исправления и повторной загрузки;
+- provenance и версию Canonical schema.
+
+Существующий `app/src/storage/` нельзя автоматически считать готовым
+Market Data Storage. Его фактические контракты проверяются в
+Build 060.27.
+
+### 4.5. Historical Access and Replay
+
+**Назначение:**
+
+- исторические запросы;
+- последовательное воспроизведение Canonical Market Data;
+- управляемые виртуальные часы;
+- одинаковые контракты данных для production и replay consumers;
+- основа backtesting и воспроизводимой диагностики.
+
+Replay должен воспроизводить порядок событий и не обходить Canonical
+Models или validation guarantees.
+
+---
+
+## 5. Market Intelligence
+
+### 5.1. Market Data Processing
+
+Формирует устойчивое состояние и базовые рыночные представления:
+
+- Candle aggregation;
+- Order Book reconstruction;
+- best bid / ask / mid / spread;
+- trade-flow aggregation;
+- временные окна;
+- подтверждённые market events.
+
+Processing не принимает торговых решений.
+
+### 5.2. Feature Engineering
+
+Формирует производные признаки:
+
+- returns и momentum;
+- volatility;
+- relative и abnormal volume;
+- trade-flow intensity и delta;
+- Order Book imbalance и microprice;
+- liquidity;
+- time/session features;
+- statistical и cross-market features;
+- derivatives features.
+
+Canonical Trade price, quantity и timestamp уже являются исходными
+данными и не требуют отдельного дублирующего Trade Facts model без
+подтверждённого consumer.
+
+### 5.3. Market State Estimation
+
+Интерпретирует признаки и определяет:
+
+- market structure;
+- trend и range;
+- momentum и correction;
+- volatility regime;
+- liquidity regime;
+- order-flow state;
+- market phase;
+- microstructure context.
+
+**Текущее основное размещение:**
+
+```text
+app/src/trading/market_intelligence/
+```
+
+Изменение этого ownership требует отдельного архитектурного Build.
+
+### 5.4. Scenario Evaluation
+
+Dzentra рассматривает прогнозирование как оценку нескольких возможных
+сценариев:
+
+- scenario generation;
+- probability estimation;
+- ranking;
+- confidence and uncertainty.
+
+Scenario Evaluation является опциональной аналитической возможностью.
+Strategy, которой отдельный прогноз не требуется, не должна создавать
+фиктивную зависимость от Forecasting.
+
+---
+
+## 6. Trading
+
+### 6.1. Strategy and Trading Decision
+
+Преобразует рыночный анализ в торговое намерение:
+
+- enter;
+- hold;
+- reduce;
+- exit;
+- do nothing.
+
+Результат Decision не является биржевым ордером и не должен напрямую
+вызывать Transport.
+
+### 6.2. Portfolio and Risk
+
+Проверяет и ограничивает торговое намерение:
+
+- допустимый размер позиции;
+- leverage и margin;
+- общий капитал под риском;
+- концентрацию по символам;
+- drawdown и loss limits;
+- pre-trade, continuous и emergency risk controls.
+
+Risk не является только одним последовательным шагом после Strategy.
+Он может запрещать вход, изменять размер позиции и останавливать уже
+активное исполнение.
+
+### 6.3. Order Management System
+
+Отвечает за внутренний жизненный цикл собственных заявок:
+
+- создание client order identity;
+- переходы состояния заявки;
+- amend / cancel;
+- partial fills;
+- deduplication;
+- reconciliation с биржей;
+- восстановление после reconnect и restart.
+
+OMS не следует смешивать с Market Trades Feed: рыночная сделка и
+исполнение собственной заявки являются разными предметными сущностями.
+
+### 6.4. Execution Management
+
+Отвечает за:
+
+- преобразование одобренного намерения в execution command;
+- выбор цены и способа исполнения;
+- маршрутизацию на биржу;
+- контроль slippage, liquidity и freshness;
+- обработку transport и exchange errors.
+
+**Текущее основное размещение:**
+
+```text
+app/src/trading/execution/
+```
+
+### 6.5. Position and Account Reconciliation
+
+Сопоставляет локальное состояние с биржей:
+
+- позиции;
+- balances;
+- fills;
+- open orders;
+- fees;
+- realized и unrealized PnL.
+
+Биржевое состояние является внешним фактом и должно периодически
+сверяться, а не только вычисляться из локальных событий.
+
+---
+
+## 7. Platform and Governance
+
+### Runtime and Scheduling
+
+- явные владельцы задач и ресурсов;
+- конечные timeouts;
+- детерминированные startup и shutdown;
+- controlled retry/reconnect;
+- отсутствие скрытого fire-and-forget.
+
+### Event Contracts
+
+- типизированные и версионируемые события;
+- явная граница между market, runtime, execution и audit events;
+- контролируемое ordering;
+- отсутствие чувствительных transport payload в логах.
+
+### Configuration and Secrets
+
+- feature flags безопасны по умолчанию;
+- URL, symbols и credentials задаются явно;
+- production secrets не попадают в код, документацию и события.
+
+### Logging, Audit and Observability
+
+- технические логи;
+- domain audit trail;
+- Trade Journal;
+- metrics, latency и data freshness;
+- health и liveness;
+- alerting;
+- объяснение причин торгового решения.
+
+### Resilience
+
+- idempotency;
+- reconnect;
+- Recovery;
+- persistent checkpoint;
+- startup reconciliation;
+- controlled degradation;
+- failure isolation.
+
+### Backtesting and Simulation
+
+Backtesting является отдельной capability, но переиспользует:
+
+- Canonical Market Data;
+- Replay;
+- deterministic clock;
+- production Feature, Decision и Risk contracts;
+- exchange/OMS simulator.
+
+Отдельная копия торговой логики только для backtest не допускается.
+
+---
+
+## 8. Правила зависимостей
+
+Разрешённое основное направление:
+
+```text
+Market Data
+    ↓
+Market Intelligence
+    ↓
+Trading Decision
+    ↓
+Portfolio / Risk
+    ↓
+OMS / Execution
+    ↓
+Exchange Integration
+```
+
+Обязательные ограничения:
+
+- Market Data не импортирует Trading;
+- Canonical Models не зависят от Dzengi transport schema;
+- Market Intelligence не управляет WebSocket lifecycle;
+- Strategy не отправляет биржевую заявку напрямую;
+- Execution не изменяет правила Market Data Consistency;
+- Telegram UI не является владельцем domain state;
+- Storage не вызывает торговые решения;
+- Backtesting использует те же domain contracts, что production;
+- Platform-компоненты не получают лишнюю предметную ответственность.
+
+Обратная информация от Exchange возвращается через явные execution,
+order, account и runtime events, а не через обратные импорты между
+слоями.
+
+---
+
+## 9. Политика каталогов
+
+Логический домен и физический каталог не обязаны иметь одинаковое имя.
+
+Текущее соответствие:
+
+| Ответственность | Фактическое размещение |
+|---|---|
+| Market Data Acquisition | `app/src/market_data/acquisition/` |
+| Application Runtime Composition | `app/src/bootstrap/` |
+| Runtime Events | `app/src/runtime_events/` и локальные runtime events |
+| Storage foundation | `app/src/storage/` |
+| Market Intelligence | `app/src/trading/market_intelligence/` |
+| Trading Decision | `app/src/trading/decision/` |
+| Execution | `app/src/trading/execution/` |
+| Position | `app/src/trading/position/` |
+| Trade Journal | `app/src/trading/journal/` |
+| Exchange Integration | `app/src/integrations/exchange/` |
+
+Новый каталог создаётся только когда:
+
+1. ответственность подтверждена фактическими consumers;
+2. определён публичный контракт;
+3. существующее ownership признано неверным;
+4. подготовлен отдельный migration plan;
+5. проверено направление импортов.
+
+Предложенные имена вроде `analytics/features`,
+`market_data/normalization` или `market_data/storage` являются
+логическими ориентирами, а не заранее утверждённой файловой структурой.
+
+---
+
+## 10. Current-to-target status
+
+| Область | Состояние |
+|---|---|
+| Market Data Acquisition foundation | Реализуется Build-by-Build |
+| Trades Feed production runtime | Completed — Build 060.25 |
+| Runtime integration/stress verification | Next — Build 060.26 |
+| Persistent Market Data Storage | Planned — Build 060.27 |
+| Persistent Checkpoint / Startup Recovery | Planned — Build 060.28 |
+| Historical Access / Replay | Planned — Build 060.29 |
+| Validation ownership audit/refactoring | Planned — Build 061.00 |
+| Market Intelligence | Существующая активная подсистема |
+| Decision / Execution / Position | Существующие подсистемы, требуют будущих boundary audits |
+| OMS / Reconciliation | Целевая ответственность, отдельный план не утверждён |
+| Backtesting | Целевая capability после Storage и Replay |
+| Operations / Deployment | Целевая cross-cutting программа |
+
+`Completed` означает завершение утверждённого Build, а не окончательную
+сертификацию всей подсистемы для любой production-нагрузки.
+
+---
+
+## 11. Управление изменениями
+
+Этот документ изменяется только когда меняется:
+
+- ownership домена;
+- публичная архитектурная граница;
+- разрешённое направление зависимостей;
+- целевая карта подсистем.
+
+Статус конкретного Build изменяется в `master-roadmap.md` и его
+migration report.
+
+Детали реализации, тестовые evidence и локальные решения фиксируются в:
+
+```text
+docs/migrations/build_<number>_architecture.md
+docs/migrations/build_<number>.md
+docs/decisions/
+```
+
+При конфликте:
+
+1. фактический код и тесты определяют текущее поведение;
+2. принятый Build architecture document определяет локальное решение;
+3. настоящий документ определяет целевую границу;
+4. roadmap определяет порядок дальнейшей миграции.

docs/migrations/build_060_25.md

@@ -0,0 +1,419 @@
+# Build 060.25 — Production Runtime Integration
+
+**Engineering Migration Report**
+
+---
+
+## Контроль документа
+
+| Свойство | Значение |
+|---|---|
+| Build | 060.25 |
+| Статус | Completed |
+| Подсистема | Market Data Acquisition |
+| Компонент | Trades Feed / Trade Stream Runtime |
+| Дата завершения | 2026-07-31 |
+| Версия | 1.0 |
+
+---
+
+## Связанные документы
+
+- `build_060_24.md` — итог внутренней Runtime Recovery Architecture;
+- `build_060_24_architecture.md` — архитектурные границы Recovery Runtime;
+- `build_060_25_architecture.md` — полная спецификация Production Runtime
+  Integration и принятые ADR;
+- `dzentra_target_architecture.md` — место Trade Stream в целевой
+  архитектуре Dzentra;
+- `master-roadmap.md` — дальнейшая последовательность Build.
+
+---
+
+## 1. Назначение Build
+
+Build 060.24 создал внутренний граф компонентов Trade Stream Runtime,
+но не подключал его к реальному жизненному циклу приложения.
+
+Цель Build 060.25 — превратить этот граф в один управляемый production
+Runtime:
+
+```text
+Application Bootstrap
+        │
+        ▼
+Production Trade Stream Factory
+        │
+        ▼
+WebSocket connect and subscribe
+        │
+        ▼
+Trade receive loop
+        │
+        ├── ACK / control routing
+        ├── Canonical Trade pipeline
+        ├── Consistency checkpoint
+        └── Runtime Events
+        │
+        ▼
+Heartbeat / Supervisor / Scheduler
+        │
+        ▼
+reconnect → subscription restore → recovery
+        │
+        ▼
+resume buffered live processing
+```
+
+Build сохраняет границы Transport, Acquisition, Consistency, Recovery
+и Runtime. Внешний WebSocket документ становится Canonical Trade только
+после прохождения существующего Acquisition pipeline.
+
+---
+
+## 2. Завершённые подэтапы
+
+| Подэтап | Название | Статус |
+|---|---|---|
+| 060.25.0 | Static Contract Cleanup | Accepted |
+| 060.25.1 | Dzengi WebSocket Transport | Accepted |
+| 060.25.2 | WebSocket Session and Subscription Manager | Accepted |
+| 060.25.3 | Async Runtime Event Publisher | Accepted |
+| 060.25.4 | Trade Stream Production Runtime | Accepted |
+| 060.25.5 | Reconnect and Recovery Integration | Accepted |
+| 060.25.6 | Heartbeat and Scheduler Integration | Accepted |
+| 060.25.7 | Settings, Bootstrap and Graceful Shutdown | Accepted |
+| 060.25.8 | Targeted Runtime Verification | Accepted |
+
+Каждый подэтап прошёл отдельный архитектурный review. Обнаруженные
+findings исправлялись до принятия соответствующего этапа.
+
+---
+
+## 3. Итоговая ответственность компонентов
+
+### DzengiWebSocketTransport
+
+- открывает и закрывает WebSocket connection;
+- отправляет и получает только `str | bytes`;
+- выполняет конечный Ping/Pong liveness probe;
+- не знает JSON, Trade, подписки и Recovery;
+- использует отключённый встроенный WebSocket keepalive.
+
+### WebSocketSession
+
+- идемпотентно запускает и останавливает Transport;
+- повторный `start()` не заменяет исправное OPEN-соединение;
+- принудительная замена выполняется только явным reconnect.
+
+### WebSocketSubscriptionManager
+
+- разделяет желаемые и фактически активные подписки;
+- сохраняет намерение подписаться после временной ошибки send;
+- восстанавливает подписки после reconnect;
+- не имитирует неподдерживаемый Dzengi unsubscribe.
+
+### Async Runtime Event Publisher
+
+- последовательно и с `await` доставляет событие всем Consumer;
+- не создаёт скрытых background tasks;
+- изолирует обычную ошибку Consumer от Runtime lifecycle;
+- распространяет cancellation;
+- защищён от прямой и child-task reentrancy;
+- не включает чувствительный payload в аварийную диагностику.
+
+### TradeStreamProductionRuntime
+
+- является единственным владельцем startup, receive и Scheduler tasks;
+- маршрутизирует control и market сообщения;
+- передаёт Trade document в общий Acquisition/Consistency pipeline;
+- связывает transport failure с reconnect и Recovery;
+- выполняет полный cleanup при остановке, ошибке и cancellation.
+
+### RuntimeReconnectRecoveryCoordinator
+
+- обеспечивает single-flight для одного поколения соединения;
+- закрывает общий live-processing gate;
+- выполняет reconnect;
+- восстанавливает подписки;
+- запускает REST Recovery вне event loop;
+- открывает live processing только после завершения Recovery;
+- оставляет gate в failed state после terminal Recovery error.
+
+### Heartbeat, Supervisor и Scheduler
+
+- используют состояние Transport, а не частоту рыночных сделок;
+- выполняют Ping/Pong с конечным timeout;
+- объединяют одновременные heartbeat и receive failures в одну
+  reconnect/recovery operation;
+- создают ровно одну Scheduler task;
+- останавливаются в порядке Scheduler → Supervisor → receive loop.
+
+### Application Runner
+
+- владеет Telegram polling и опциональным Trade Stream Runtime;
+- считает ошибку включённого Trade Stream фатальной;
+- ожидает завершение обеих корневых задач;
+- не позволяет повторной cancellation прервать cleanup;
+- закрывает Bot session ровно один раз.
+
+---
+
+## 4. Production lifecycle
+
+### Запуск
+
+```text
+load settings
+    ↓
+feature flag disabled
+    └── Runtime graph не создаётся
+
+feature flag enabled
+    ↓
+build concrete dependency graph
+    ↓
+start WebSocket session
+    ↓
+send Trade subscription
+    ↓
+start Supervisor
+    ↓
+start receive loop and Scheduler
+```
+
+Фабрика только собирает граф зависимостей. Сетевые действия начинаются
+только из `TradeStreamProductionRuntime.run()`.
+
+### Reconnect и Recovery
+
+```text
+transport failure or failed liveness probe
+    ↓
+capture connection generation
+    ↓
+acquire single-flight operation
+    ↓
+close live-processing gate
+    ↓
+disconnect old connection
+    ↓
+connect new connection
+    ↓
+restore desired subscriptions
+    ↓
+recover missing Trades through REST
+    ↓
+process buffered live Trades
+```
+
+Recovery и live processing используют один экземпляр Consistency Layer
+и не изменяют checkpoint параллельно.
+
+### Остановка
+
+```text
+stop Scheduler
+    ↓
+await Scheduler task
+    ↓
+stop Supervisor
+    ↓
+cancel and await receive loop
+    ↓
+stop WebSocket session
+    ↓
+clear subscriptions
+    ↓
+close Bot session at Application boundary
+```
+
+---
+
+## 5. Конфигурация
+
+Trade Stream управляется отдельным безопасным feature flag:
+
+```text
+TRADE_STREAM_ENABLED
+```
+
+При включённом Runtime обязательны явные:
+
+- WebSocket URL;
+- список символов;
+- transport timeouts;
+- heartbeat timeout;
+- Scheduler interval;
+- максимальный размер Recovery Window.
+
+Legacy WebSocket URL и `default_symbol` не используются как fallback.
+Наличие `EXCHANGE_ENABLED` само по себе не включает Trade Stream.
+
+---
+
+## 6. Ключевые архитектурные гарантии
+
+После Build 060.25 выполняются следующие правила:
+
+```text
+exactly one production receive loop
+```
+
+```text
+exactly one scheduler task
+```
+
+```text
+at most one reconnect/recovery sequence per generation
+```
+
+```text
+reconnect =
+    disconnect
+    → connect
+    → restore subscriptions
+```
+
+```text
+recovery precedes buffered live processing
+```
+
+```text
+disabled Trade Stream creates no Runtime graph
+```
+
+```text
+construction has no network side effects
+```
+
+```text
+all owned tasks are cancelled or completed and awaited
+```
+
+---
+
+## 7. Реализованные файлы
+
+### Добавленные production-файлы
+
+```text
+app/src/bootstrap/
+    application.py
+    trade_stream_runtime.py
+
+app/src/market_data/acquisition/adapters/dzengi/
+    websocket_control_message_handler.py
+    websocket_inbound_message_classifier.py
+    websocket_transport.py
+
+app/src/market_data/acquisition/runtime/
+    acquisition_runtime_event_logging_consumer.py
+    acquisition_runtime_event_publisher.py
+    live_processing_gate.py
+    runtime_liveness_probe.py
+    runtime_reconnect_recovery_coordinator.py
+    trade_stream_production_runtime.py
+    websocket_inbound_message.py
+    websocket_session.py
+    websocket_subscription_manager.py
+```
+
+### Изменённые production-файлы
+
+```text
+app/.env.example
+app/src/bootstrap/app_factory.py
+app/src/core/config.py
+app/src/integrations/exchange/rest_client.py
+app/src/main.py
+app/src/market_data/acquisition/exceptions.py
+app/src/market_data/acquisition/runtime/reconnect.py
+app/src/market_data/acquisition/runtime/scheduler.py
+app/src/market_data/acquisition/runtime/supervisor.py
+app/src/market_data/acquisition/trade_stream_runtime_composition.py
+```
+
+### Тесты
+
+Добавлено или расширено покрытие:
+
+```text
+app/tests/unit/bootstrap/
+app/tests/unit/core/
+app/tests/unit/market_data/acquisition/adapters/dzengi/
+app/tests/unit/market_data/acquisition/runtime/
+app/tests/unit/market_data/acquisition/
+app/tests/unit/test_main.py
+```
+
+Постороннее пользовательское изменение `.gitignore` не относится к
+Build 060.25.
+
+---
+
+## 8. Targeted Runtime Verification
+
+060.25.8 добавил только тестовый код и не менял production-поведение.
+
+Через реальную production factory и реальные компоненты Runtime graph,
+но с управляемыми WebSocket и REST boundaries, проверены:
+
+1. выключенный feature flag не создаёт Runtime graph;
+2. subscribe → ACK → Trade обновляет общий checkpoint;
+3. ошибка connect фатальна и не оставляет задач;
+4. ошибка первой subscription send полностью откатывает startup;
+5. reconnect заменяет connection и восстанавливает подписку до Recovery;
+6. recovered Trade обрабатывается раньше buffered live Trade;
+7. Recovery error запрещает обработку buffered live Trade;
+8. одновременные ошибки корневых задач наблюдаются детерминированно;
+9. повторная cancellation не прерывает cleanup;
+10. Bot session закрывается один раз, owned tasks всегда await-ятся.
+
+Итоговый read-only review 060.25.8 новых findings не выявил.
+
+---
+
+## 9. Результаты тестирования
+
+Повторная проверка выполнена 2026-07-31:
+
+```text
+Expanded Production Runtime target:    445 passed
+Full project regression:              1869 passed
+```
+
+Тесты не используют реальную сеть, production credentials или
+недетерминированные внешние задержки.
+
+---
+
+## 10. Что не входит в Build
+
+Build 060.25 не реализует:
+
+- длительные live exchange и network fault scenarios;
+- production stress certification;
+- persistent market data storage;
+- persistent checkpoint;
+- startup recovery после перезапуска процесса;
+- historical query и Replay API;
+- аналитические вычисления поверх исторических данных.
+
+Эти задачи относятся к следующим Build и зафиксированы в
+`master-roadmap.md`.
+
+---
+
+## 11. Итог
+
+Build 060.25 завершён.
+
+Trade Stream подключён к bootstrap приложения как отдельный,
+отключённый по умолчанию production Runtime. Он управляет реальным
+WebSocket lifecycle, восстанавливает подписки и пропущенные сделки,
+сохраняет порядок Recovery и Live processing и детерминированно
+освобождает принадлежащие ему ресурсы.
+
+Следующий этап — Build 060.26, посвящённый интеграционным, fault,
+reconnect, recovery и stress-сценариям за пределами детерминированного
+in-process unit harness.

docs/roadmap/master-roadmap.md

@@ -1,12 +1,245 @@
-# Master Roadmap — Dzentra Bot
+# Master Roadmap — Dzentra
+
+## Контроль документа
+
+| Свойство | Значение |
+|---|---|
+| Тип | Master Delivery Roadmap |
+| Статус | Active |
+| Версия | 2.0 |
+| Дата актуализации | 2026-07-31 |
+| Текущий завершённый Build | 060.25 |
+| Следующий Build | 060.26 |
+
+---
 
 ## Цель проекта
-Создать Telegram-бота для:
+
-- ручной торговли;
+Dzentra развивается из работающего Telegram trading bot в модульную
-- мониторинга рынка;
+алгоритмическую торговую платформу, которая поддерживает:
-- автоторговли;
+
-- аналитики;
+- получение и хранение рыночных данных;
-- управления стратегиями.
+- Market Intelligence и объяснимую аналитику;
+- ручные и автоматические торговые решения;
+- управление риском, исполнением и позициями;
+- аудит и воспроизводимость решений;
+- безопасный production runtime;
+- исторический Replay и Backtesting.
+
+Целевая карта доменов и направление зависимостей определены в:
+
+```text
+docs/architecture/dzentra_target_architecture.md
+```
+
+Настоящий roadmap определяет порядок реализации. Подробные решения и
+test evidence находятся в документах конкретных Build.
+
+---
+
+# Текущая контрольная точка
+
+```text
+Market Data Acquisition
+        ↓
+Trades Feed / Time & Sales
+        ↓
+Build 060.25 — Production Runtime Integration
+        ↓
+Completed
+```
+
+060.25.0–060.25.8 приняты. Trade Stream:
+
+- подключён к application bootstrap через отдельный feature flag;
+- владеет WebSocket lifecycle;
+- восстанавливает подписки и пропущенные Trades;
+- сохраняет порядок Recovery → buffered Live;
+- использует transport Ping/Pong liveness;
+- детерминированно останавливает и ожидает owned tasks;
+- прошёл 445 целевых тестов и полную регрессию из 1869 тестов.
+
+Подробности:
+
+```text
+docs/migrations/build_060_25_architecture.md
+docs/migrations/build_060_25.md
+```
+
+---
+
+# Активная программа — Market Data Acquisition
+
+## Завершённая ветка Trades Feed
+
+| Build | Результат | Статус |
+|---|---|---|
+| 060.1–060.19 | Canonical Trade, REST/WS pipelines, Consistency и Recovery foundation | Completed |
+| 060.20 | Trade Runtime Architecture | Completed |
+| 060.20.1 | Trade Stream State Ownership Alignment | Completed |
+| 060.21 | Runtime Protocol Integration | Completed |
+| 060.22 | Runtime Service Integration | Completed |
+| 060.23 | Trade Stream Acquisition Integration | Completed |
+| 060.24 | Runtime Recovery Architecture | Completed |
+| 060.25 | Production Runtime Integration | Completed |
+
+## Следующие Build
+
+### Build 060.26 — Integration and Regression
+
+**Статус:** Next
+
+Назначение:
+
+- live exchange integration checks;
+- длительные reconnect scenarios;
+- recovery при реальных сетевых задержках;
+- network fault injection;
+- stress и soak testing;
+- проверка отсутствия утечек задач и ресурсов;
+- финальная verification Runtime documentation.
+
+Build не должен превращать сетевые сценарии в обязательную часть
+обычного unit suite.
+
+### Build 060.27 — Persistent Market Data Storage
+
+**Статус:** Planned
+
+Назначение:
+
+- долговременное хранение Canonical Trades;
+- подготовка хранения Quotes и Candles;
+- ключи идемпотентности и ordering;
+- raw/canonical retention policy;
+- Storage API;
+- партиционирование, retention и data provenance.
+
+Результат: история рынка сохраняется независимо от торгового цикла и
+времени жизни процесса.
+
+### Build 060.28 — Persistent Checkpoint and Startup Recovery
+
+**Статус:** Planned
+
+Назначение:
+
+- Checkpoint Service;
+- сохранение runtime checkpoint;
+- восстановление после перезапуска;
+- сверка checkpoint с durable Market Data;
+- Startup Recovery;
+- защита от повторной обработки и пропусков.
+
+Persistent checkpoint не заменяет Market Data Storage и не должен
+считаться более достоверным, чем подтверждённая сохранённая история.
+
+### Build 060.29 — Market Data Access and Replay
+
+**Статус:** Planned
+
+Назначение:
+
+- Data Access Layer;
+- Historical Queries;
+- Replay API;
+- детерминированные replay-часы;
+- одинаковые Canonical contracts для live и replay consumers.
+
+Полноценные аналитические вычисления не входят автоматически в этот
+Build. Они принадлежат Market Data Processing и Feature Engineering и
+получат отдельный scope после появления устойчивого Storage/Replay.
+
+### Build 060.30 — Market Data Acquisition Final Documentation
+
+**Статус:** Planned
+
+Назначение:
+
+- итоговый аудит ветки Trades Feed;
+- проверка контрактов и направления импортов;
+- сверка фактической структуры файлов;
+- эксплуатационная документация Runtime;
+- обновление architecture overview и project structure;
+- фиксация известных ограничений и следующей Feed-ветки.
+
+### Build 061.00 — Validation and Canonicalization Boundary Refactoring
+
+**Статус:** Planned
+
+Сначала выполняется read-only аудит фактического ownership:
+
+```text
+schema validation
+parser
+value validation
+normalization
+mapper
+canonical model
+consistency
+data quality
+missing data recovery
+```
+
+Только после аудита определяется, нужен ли отдельный каталог
+`market_data/normalization`. Механический перенос существующих
+валидаторов не является целью Build.
+
+---
+
+# Дальнейшие программы
+
+После 061.00 следующая Feed-ветка выбирается на основании фактических
+production consumers и доступных данных Dzengi.
+
+Кандидаты:
+
+- Quotes lifecycle consolidation;
+- OHLCV/Candles production integration;
+- Order Book snapshot and delta reconciliation;
+- Derivatives Market Data;
+- Market Index;
+- Exchange Time;
+- Exchange and Instrument Status.
+
+Нумерация и точный scope этих Build утверждаются только после отдельного
+read-only архитектурного анализа. Старый ориентировочный план из
+`build_044.md` сохраняет историческую ценность, но больше не является
+актуальной нумерацией.
+
+Следующие верхнеуровневые программы пока не имеют утверждённых Build:
+
+- Market Data Processing;
+- Feature Engineering;
+- Market Intelligence consolidation;
+- Scenario Evaluation;
+- Portfolio and Risk boundary;
+- Order Management System;
+- Position and Account Reconciliation;
+- Backtesting and Simulation;
+- Production Deployment and Operations.
+
+---
+
+# Правила ведения roadmap
+
+1. Один Build изменяет одну подтверждённую архитектурную область.
+2. Перед Build выполняется read-only анализ фактического кода и тестов.
+3. Дальние номера являются ориентиром до утверждения architecture plan.
+4. Каждый Build имеет критерии завершения и проверяемый test evidence.
+5. Архитектурные findings исправляются до статуса Accepted.
+6. Итоговый migration report создаётся после завершения Build.
+7. Master roadmap хранит только последовательность и статус, а не
+   дублирует подробную архитектурную спецификацию.
+8. Посторонние изменения рабочего каталога не включаются в Build.
+
+---
+
+# Исторический roadmap Stage 01–09
+
+Раздел ниже сохраняет историю развития первоначального Telegram bot.
+Его локальные пометки `в работе`, `не начат` и прежняя нумерация
+являются историческим снимком, а не текущим источником следующего шага.
 
 ---
 
@@ -135,7 +368,7 @@
 ✔ minimal trading layout  
 ✔ duplicate info removal  
 
-#### 07.4.3.2 — Engine Decoupling (NEXT) ✅
+#### 07.4.3.2 — Engine Decoupling ✅
 ✔ split analysis / UI refresh  
 ✔ fast price polling (1s)  
 ✔ slow UI updates (event-driven / 60s)  
@@ -1491,5 +1724,12 @@
 
 ## Текущий статус проекта
 
-👉 Завершён: 07.4.3.1  
+Этот блок исторического Stage-roadmap больше не определяет текущий
-👉 Следующий шаг: 07.4.3.2 — Engine Decoupling + Price Polling
+следующий шаг.
+
+Актуальная контрольная точка:
+
+```text
+Завершён: Build 060.25 — Production Runtime Integration
+Следующий: Build 060.26 — Integration and Regression
+```