Claude/market data backend design 62ykx0 - #137
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Document the as-built market data subsystem in planning/MARKET_DATA_DESIGN.md: unified MarketDataSource interface, thread-safe PriceCache, GBM simulator with Cholesky-correlated moves, Massive REST poller, factory selection, and the SSE streaming endpoint — each with the real implementation code and the reasoning behind it. Also covers FastAPI lifecycle wiring, watchlist coordination, consumer recipes for trade execution and portfolio valuation, the test suite with proposed SSE and thread-safety tests, error handling, a configuration reference, and known gaps (daily change %, module-level router, ticker normalization). Supersedes the pre-implementation docs now in planning/archive/. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01YUPx7AzgWLLH6oNFsDShih
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