Claude/market data backend design u4ewj2 - #158
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Co-Authored-By: Claude Opus 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01CuqiaCdtYPfMrAzmEW9sYx
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01CuqiaCdtYPfMrAzmEW9sYx
Writes planning/MARKET_DATA_DESIGN.md: an implementation-ready design for the market data subsystem, consolidating MARKET_INTERFACE.md, MARKET_SIMULATOR.md and MASSIVE_API.md into one document with runnable code for the provider interface, GBM simulator, Massive REST client, price cache, poll engine, SSE endpoint and FastAPI wiring. All eight REVIEW.md findings are resolved in the design, notably: - grouped-daily fallback now spends at most one HTTP call per fetch (was up to five, against a 5 calls/min free tier) - symbol existence moves out of the fetch contract into validate_ticker(), called at watchlist-add time, so both providers honour one contract - previous_close becomes reference + an explicit basis field - PriceCache.prune is wired to the engine; poll cadence is deadline-based Every code block and test in the document was executed before being written down; the 23 tests in the testing section pass as written.
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