Docs/market data design - #162
Closed
GBRCenter wants to merge 2 commits into
Closed
Conversation
Design doc for the market data subsystem: unified MarketDataSource API,
GBM simulator, and Massive REST client, with implementation-ready snippets.
Grounded in the current code rather than the existing planning docs:
- Records actual test state (73 passing, 91% coverage; stream.py at 33%),
correcting the stale 84% in MARKET_DATA_SUMMARY.md
- Documents the two reproduced defects in massive_client.py: last_trade
has no `timestamp` attribute (correct name is `sip_timestamp`) and the
divisor treats nanoseconds as milliseconds, so the Massive path writes
nothing to the cache at all
- Specifies the four missing pieces: rolling price history in PriceCache,
GET /api/prices/{ticker}/history, the SSE keepalive, and lifespan wiring
with startup reconciliation over watchlist union positions
- Adds an ordered 5-step implementation plan
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VBCDeXTMgiy4SEZsVfgziA
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
No description provided.