fix(connectors): stamp order books with the venue's event timestamp; …

[silahian]

…add {{metric}} webhook placeholder

The five exchange libraries all deliver a genuine venue event timestamp on the book stream (Binance E, Coinbase per-entry event_time, Kraken book-v2 timestamp, KuCoin time, Bitfinex DataTime) and every connector discarded it, stamping LastUpdated from local socket receive time. Each connector gains one ResolveBookTimestamp decision point: venue event time in local kind, or null when the frame carries none -- a default(DateTime) stamp would fabricate a colossal latency spike, and receive time must never masquerade as exchange time. Binance's EventTime clobber is deleted and its freshness warn keys on ReceiveTime.

TriggerEngine: the {{metric}} placeholder the RestApiAction docs promised now substitutes with the firing metric; {{plugin}} keeps its historical output so saved templates render unchanged; help text and the seeded template updated.

[Copilot]

Pull request overview

This PR updates multiple market connector plugins to stamp order books using the exchange-provided event timestamp (when available) instead of local receive time, and extends TriggerEngine webhook templating to support a documented {{metric}} placeholder while preserving legacy {{plugin}} behavior.

Changes:

• Market connectors: propagate venue event timestamps into the order book LastUpdated field (nullable when the feed frame provides no usable timestamp).
• TriggerEngine: add/seed {{metric}} in webhook body templates and keep {{plugin}} substitution compatible with existing saved templates.

Reviewed changes

Copilot reviewed 8 out of 8 changed files in this pull request and generated 6 comments.

Show a summary per file

File	Description
VisualHFT.Plugins/MarketConnectors.KuCoin/KuCoinPlugin.cs	Buffer and book update pipeline now carries nullable venue timestamps and resolves KuCoin frame time.
VisualHFT.Plugins/MarketConnectors.Kraken/KrakenPlugin.cs	Uses Kraken book-v2 frame timestamp as the book stamp (nullable when absent) while keeping freshness checks on receive time.
VisualHFT.Plugins/MarketConnectors.Coinbase/CoinbasePlugin.cs	Resolves Coinbase per-entry event_time into a nullable frame timestamp for stamping.
VisualHFT.Plugins/MarketConnectors.Bitfinex/BitfinexPlugin.cs	Uses Bitfinex wrapper DataTime (when present) as the venue timestamp for book updates.
VisualHFT.Plugins/MarketConnectors.Binance/BinancePlugin.cs	Stops overwriting EventTime, adds a single timestamp decision point, and stamps LastUpdated with venue time (nullable).
TriggerEngine/View/TriggerSettingAddOrUpdate.xaml	Updates UI help text to document the available webhook placeholders including {{metric}}.
TriggerEngine/View/AddAPISetting.xaml.cs	Seeds the default webhook body template to use {{metric}}.
TriggerEngine/TriggerEngineService.cs	Implements {{metric}} substitution while keeping {{plugin}} output stable for older templates.

Suppressed comments (5)

VisualHFT.Plugins/MarketConnectors.Coinbase/CoinbasePlugin.cs:609

• Same issue as above: ServerTimeStamp = ts ?? DateTime.Now introduces a second wall-clock read inside the same frame. Prefer ts ?? now for consistency and to reduce overhead.

                        IsBid = true,
                        LocalTimeStamp = now,
                        ServerTimeStamp = ts ?? DateTime.Now,
                        Symbol = symbol
                    });

VisualHFT.Plugins/MarketConnectors.Coinbase/CoinbasePlugin.cs:626

• Same issue as above: use the already-cached now value when ts is null so timestamps are consistent within the frame and you avoid multiple DateTime.Now calls.

                        IsBid = false,
                        LocalTimeStamp = now,
                        ServerTimeStamp = ts ?? DateTime.Now,
                        Symbol = symbol
                    });

VisualHFT.Plugins/MarketConnectors.Coinbase/CoinbasePlugin.cs:638

• Same issue as above: ServerTimeStamp should use the cached now when ts is null to avoid inconsistent timestamps and extra wall-clock reads.

                        IsBid = false,
                        LocalTimeStamp = now,
                        ServerTimeStamp = ts ?? DateTime.Now,
                        Symbol = symbol
                    });

VisualHFT.Plugins/MarketConnectors.KuCoin/KuCoinPlugin.cs:779

• Same as above: avoid multiple DateTime.Now reads for a single ask-level update by caching now and using ts ?? now. This keeps timestamps within the same frame consistent and reduces overhead.

                        else
                            local_lob.AddOrUpdateLevel(false, string.Empty, (double)item.Price, (double)item.Quantity, DateTime.Now, ts ?? DateTime.Now);
                    }

VisualHFT.Plugins/MarketConnectors.Bitfinex/BitfinexPlugin.cs:715

• Same issue as the delete path: cache one now per delta so LocalTimeStamp and ts-null fallback for ServerTimeStamp are consistent, and avoid duplicate DateTime.Now calls.

                    var delta = new DeltaBookItem()
                    {
                        Price = (double)lob_update.Price,
                        Size = (double)Math.Abs(lob_update.Quantity),
                        IsBid = isBid,
                        LocalTimeStamp = DateTime.Now,
                        ServerTimeStamp = ts ?? DateTime.Now,
                        Symbol = local_lob.Symbol,

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