Market data review - #11
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Single implementation-ready design of record for the market data subsystem, covering the unified data-source API, the GBM simulator, and the Massive REST client, plus the shared price cache, SSE streaming, the FastAPI wiring, and the watchlist/trade routes that consume them. Written against the as-built code rather than as a forward-looking spec: every code snippet is the shipped implementation, and the numeric constants (seed prices, GBM parameters, correlations, simulated universe) were diffed against source to confirm they match. Documents the reasoning behind the non-obvious choices — why the SSE stream emits unconditionally and computes direction per connection, why ensure_priced exists alongside add_ticker, why the no-residue guarantee is achieved by ordering rather than rollback, why the cache rounds at the write boundary, and why there is no runtime failover from Massive to the simulator. The four split documents are superseded. market_data_design.md moves to archive/MARKET_DATA_DESIGN_V2.md (renamed to avoid a case-collision with the existing archive/MARKET_DATA_DESIGN.md on case-insensitive filesystems), and the ten cross-references in the remaining companion docs are repointed at the new sections. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01MtZb6BTTzEFNEzR6kq1wJ4
Instructor redo: consolidated market data design doc, rebuilt from clean main
Reviews backend/app/market/ as of b45d882. Records the 127-test/97% coverage baseline and what this branch resolved since main (per-call APIRouter, SSE tests, symbol normalization, ensure_priced). Findings still open, each verified by execution: - No FastAPI app exists; create_stream_router has no production caller - add_ticker bypasses the simulated universe that ensure_priced enforces, so the watchlist path can stream invented prices - GBM dt is not derived from update_interval - The stream emits nothing on an empty priced set, contradicting its documented "silence means disconnected" contract - daily change % (PLAN.md:381) cannot be sourced from current data - The {seq, ts, prices} SSE envelope is undocumented in PLAN.md Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
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