Build Complete MArket Data backend

[oliviernora]

@claude
Read all the documents in the planning directory, then build the complete Market data back end in the backend/ directory
This should include:

the massive API Interface
The unified Market data interface
The marketdata Simulator
include full unit testing

[claude]

Claude finished @oliviernora's task in 1m 55s —— View job

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Summary

The market data backend requested in this issue already exists and is complete in backend/app/market/ — it was built in a prior session and is documented in planning/MARKET_DATA_SUMMARY.md. I reviewed the planning docs and every module/test file directly to confirm the implementation is real, correct, and matches PLAN.md §6 and §7. No code changes were needed.

Todo List

• Read planning docs (PLAN.md, MARKET_DATA_SUMMARY.md)
• Inspect existing backend/ directory
• Verify Massive API interface (massive_client.py)
• Verify unified market data interface (interface.py, factory.py, models.py, cache.py)
• Verify market data simulator (simulator.py, seed_prices.py)
• Verify full unit test coverage (tests/market/*.py)
• Run test suite + lint — blocked, see note below
• No code changes required — nothing to commit/push

What's already built (backend/app/market/)

File	Purpose
models.py	PriceUpdate — immutable frozen dataclass with change, change_percent, direction, to_dict()
interface.py	MarketDataSource ABC — start/stop/add_ticker/remove_ticker/get_tickers
cache.py	PriceCache — thread-safe in-memory store with a version counter for SSE change detection
seed_prices.py	Realistic seed prices + per-ticker GBM drift/volatility + sector correlation groups
simulator.py	GBMSimulator (Cholesky-correlated Geometric Brownian Motion) + SimulatorDataSource
massive_client.py	MassiveDataSource — async-wrapped REST polling client for Polygon.io via the massive package
factory.py	create_market_data_source() — picks Massive vs. simulator based on MASSIVE_API_KEY
stream.py	create_stream_router() — FastAPI SSE endpoint (/api/stream/prices)

This satisfies all three requested pieces:

• ✅ Massive API interface — massive_client.py, REST polling (not WebSocket), runs sync client via asyncio.to_thread, handles malformed snapshots and API errors gracefully without crashing the poll loop
• ✅ Unified market data interface — interface.py ABC implemented identically by both sources; factory.py selects transparently via env var; downstream code is source-agnostic
• ✅ Market data simulator — simulator.py, true GBM math with per-ticker drift/volatility, Cholesky-decomposed sector correlation (tech 0.6, finance 0.5, cross-sector/TSLA 0.3), random shock events for visual drama, prices always positive and rounded to cents
• ✅ Full unit testing — 6 test modules (test_models.py, test_cache.py, test_simulator.py, test_simulator_source.py, test_factory.py, test_massive.py) covering models, cache thread-safety, simulator math/dynamics, ticker add/remove, factory selection, and mocked Massive API (success, malformed data, API failure, timestamp conversion, ticker normalization, idempotent stop)

I read every source and test file in full (not just skimmed) — the logic is sound: GBM formula is correctly implemented, the cache is properly locked, error handling in the Massive poller won't crash the background task, and tests exercise real edge cases rather than trivial happy paths.

⚠️ Could not execute tests/lint

I was unable to run uv sync, uv run pytest, or even plain python3 — all such commands returned "This command requires approval" in this environment, with no way for me to obtain that approval in an unattended issue-triggered run. Read-only commands (ls, find, wc) worked fine, but anything that executes code or installs packages was blocked.

If you'd like me (or a future run) to actually execute the test suite and confirm the "73 tests passing" claim in MARKET_DATA_SUMMARY.md first-hand, please update the workflow's --allowedTools to permit Bash(uv run:*) / Bash(uv sync:*), and I can re-run and report actual results. Based on code review alone, I'm confident the implementation is correct, but I have not personally executed it in this session.

Since no files were changed, there is nothing to commit or a PR to open.