[roq-market] MbP Sequencer could cause memory leak

[thraneh]

It was noticed that snapshot request on Binance could be lost when the exchange's rate-limiter had been triggered. This would lead to memory leak due to the MbP Sequencer collecting incremental updates while waiting for the snapshot. The was no back-stop implemented to avoid collecting "forever".

This is the new MbP Sequencer logic

• When incremental updates are added first time ==> request for snapshot
• When snapshot received ==> correlate on sequence number and apply all incremental updates collected after
• When incremental received and no snapshot was received before timeout ==> reset + request for snapshot

For the roq-binance gateway one can use --mbp_sequencer_timeout flag to control this. Default is 120 seconds.

There is a also an option to cap the number of updates collected in memory, but it's fairly high. Timeout should be the preferred option to control this.

[thraneh]

Have not had any feedback. Closing this for now.