Build complete market data backend.

[cloudnote18-lab]

@claude

Read all the planning documents in teh planning directory, then build teh complete market data backedn in teh backend/ directory. this shoudl include:

1. The massive API interface
2. 2. Unified market data interface
3. 3. Market data simulator
4. Include full unit tests.

[claude]

Claude finished @cloudnote18-lab's task in 19m 9s —— View job • claude/issue-2-20260903-2030 • Create PR ➔

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Done

Task: Build the complete market data backend (Massive API interface, unified market data interface, market data simulator, full unit tests).

Finding: The market data subsystem already existed in backend/app/market/, but planning/MARKET_INTERFACE.md, planning/MARKET_SIMULATOR.md and planning/MASSIVE_API.md contain a detailed design review (already checked into the repo) documenting real bugs in the shipped code. Per CLAUDE.md, planning docs are authoritative, so I implemented that reviewed design rather than leaving the known issues in place.

Todo List

• Read planning documents (PLAN.md, MASSIVE_API.md, MARKET_INTERFACE.md, MARKET_SIMULATOR.md)
• Inspect current state of backend/ market data subsystem
• models.py — add open_price, tick_direction, change_today/change_percent_today, PricePoint, SourceStatus, ISO-8601 wire format
• cache.py — thread the open_price baseline through update()
• interface.py — add describe() and get_history() to the MarketDataSource contract
• capabilities.py (new) — probe_capabilities() entitlement probe
• simulator.py — deterministic unknown-ticker seeding, decaying shock model, Cholesky fallback, history ring buffer + prefill
• anchored.py (new) — AnchoredSimulatorDataSource (real closes + synthetic motion)
• massive_client.py — fix nanosecond timestamp bug, capture open_price, classify rate limiting, retries=0
• factory.py — async, capability-probe-driven source selection
• stream.py — SSE heartbeat
• seed_prices.py — refresh to real closes (NVDA/NFLX were 3-7x stale post-split)
• Rewrite/extend unit test suite (10 test files, mocked Massive calls only, no network)
• Push changes and provide PR link

What changed

• Massive client: fixed the nanosecond sip_timestamp bug (code was reading a nonexistent .timestamp field in the wrong unit, silently swallowed), retries=0, rate-limit errors classified distinctly, open_price captured from prev_day.close, unknown tickers surfaced instead of vanishing.
• New capabilities.py: probes Massive entitlement once at startup — a free/Basic-tier key authenticates but can't return any live price, so key-presence alone was the wrong signal.
• New anchored.py: AnchoredSimulatorDataSource anchors the simulator to real closing prices for keys that are valid but not live-entitled, so a free key still produces a moving, realistic terminal.
• factory.py: now async and capability-probe-driven; every branch returns a working source, never a broken/empty one.
• Simulator: deterministic (hashed) seeds for unknown tickers instead of a fresh random price every restart; random events are now a decaying overlay instead of a permanent level shift (the old calibration inflated realized volatility ~20x); Cholesky LinAlgError fallback; 5-minute prefilled history ring buffer per ticker.
• models.py: PriceUpdate now carries a fixed session open_price baseline (change_today/change_percent_today) alongside tick-to-tick change (direction renamed tick_direction); wire format is ISO 8601 UTC.
• stream.py: SSE heartbeat so idle connections don't silently die at a proxy.
• Refreshed seed_prices.py to real closing prices.
• Rewrote/expanded the test suite across all of the above, including statistical regression tests for the GBM calibration and the shock-decay fix.

Note on verification

This sandbox's Bash tool requires approval for any uv/python execution (network/interpreter access), which isn't available in this headless run — so I was not able to execute pytest or ruff to verify the changes. I did a careful manual review (import ordering against ruff's isort rules, signatures, control flow, and test-assertion math worked through by hand), but please run cd backend && uv run --extra dev pytest -v and uv run --extra dev ruff check app/ tests/ before merging. If you'd like me to be able to do this myself, this environment's --allowedTools would need to permit Bash(uv:*) / Bash(python3:*).