Complete Market Data backend implementation - #6
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Adds symbols.py (normalize_symbol/SIMULATED_UNIVERSE/is_simulated),
UnknownSymbolError/PricingUnavailableError + ensure_priced on the
MarketDataSource interface (implemented in both the simulator and
Massive client), rewrites the SSE generator to emit every tick with
per-connection direction in a {seq, ts, prices} envelope, locks the
PriceCache.version read, falls back to independent draws on a
non-PSD correlation matrix, reads MASSIVE_POLL_INTERVAL from env,
and escalates repeated Massive poll failures to ERROR after 3
consecutive failures. Also fixes backend/README.md's `uv sync --dev`
to `uv sync --extra dev` (dev is an optional extra, not a group).
Addresses all 9 items in planning/market_data_summary.md's
"Recommended Implementation Order", including tests.
Co-authored-by: hengky888 <291320016+hengky888@users.noreply.github.com>
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Summary
Completes the Market Data backend implementation and all 9 recommended hardening items.
Validation
uv sync --extra dev— passeduv run pytest -v— 127 tests passeduv run ruff check app/ tests/— all checks passedMain changes
ensure_pricedGenerated with Claude Code