Claude/market data backend design ay3abv - #140
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Consolidates the market data design into planning/MARKET_DATA_DESIGN.md: unified MarketDataSource interface, PriceCache, GBM simulator, Massive REST poller, factory selection, SSE endpoint, FastAPI wiring, consumer patterns, frontend integration, testing strategy, and configuration. Every module is given with complete, runnable code snippets plus the rationale behind each design decision. Incorporates the verified Massive SDK field names and timestamp units from MASSIVE_API.md, and the fixes from the earlier code review (top-level imports, public get_tickers, AsyncGenerator annotation, single correlation-fallback constant). Section 20 records six places where the shipped code differs from this design, three of them in the Massive path: last_trade has no .timestamp attribute (verified against the installed SDK), there is no price fallback chain for when last_trade is absent, and snapshot SIP timestamps are nanoseconds rather than milliseconds. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Qmvr6X765aSabbMAvD8vxi
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