How should an agentic trading system recover after losing its live market-data stream? I’m working through a problem in the supervised trading system I’m building and would be interested in how others would approach it. The system consumes live market data through a WebSocket. During controlled observation sessions, the connection can occasionally close unexpectedly. Reconnecting to the provider is the easy part. The harder question is: After reconnecting, how does the system prove that its view of the market is complete and trustworthy enough to resume making decisions? My current thinking is that a lost connection should immediately remove decision authority. The system can continue recording diagnostics, but it shouldn’t treat a successful reconnection as proof that continuity has been restored. A few possible problems remain after the socket reconnects: - Events may have been missed during the outage - The first messages received may not rebuild the full current state - Delayed or duplicate events may arrive - Subscriptions may not match the original session - Indicators may have been calculated from an incomplete sequence - The agent’s previous thesis may no longer be valid - Broker or position state may have changed independently The recovery path I’m considering looks something like this: 1. Mark the live stream unhealthy and suspend decision authority. 2. Record the disconnect reason and last accepted event. 3. Open a new connection with a new connection-generation identity. 4. Authenticate and restore the required subscriptions. 5. Backfill the missing market-data window through an independent source. 6. Deduplicate and reorder events where possible. 7. Rebuild indicators and the current market snapshot. 8. Reconcile positions and outstanding orders independently. 9. Re-evaluate the previous thesis using fresh information. 10. Restore authority only after explicit continuity checks pass. The design question I’m still wrestling with is what evidence should be considered sufficient to restore authority.