Build complete market data backend.

[thayes75]

@claude

Read all the documents in the planning directory, then build the complete market data backend in the backend slash directory. This should include:

1. The massive API interface.
2. The unified market data interface.
3. The market data simulator.

Include full unit tests.

[claude]

Claude finished @thayes75's task in 3m 33s —— View job • claude/issue-2-20260903-1657 • Create PR ➔

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Tasks

• Read planning docs and inspect current repo state
• Verify existing backend/app/market/ implementation against the request
• Run the backend test suite (blocked — see note below)
• Fill any gaps (fixed one bug found during review)
• Final summary

Summary

The market data backend requested here (Massive API interface, unified MarketDataSource interface, GBM simulator, full unit tests) turned out to already be fully built in backend/app/market/, per planning/MARKET_DATA_SUMMARY.md — this was completed in a prior session before this issue was filed. I verified the implementation module-by-module against planning/MARKET_INTERFACE.md, planning/MASSIVE_API.md, and planning/MARKET_SIMULATOR.md, and read all 6 test modules in backend/tests/market/ (models, cache, simulator math, simulator integration, factory, mocked Massive client) — the code matches the documented design closely and the tests are substantive, not stubs.

Bug found and fixed: MassiveDataSource._poll_once() in backend/app/market/massive_client.py divided snap.last_trade.timestamp by 1000, treating it as Unix milliseconds. But planning/MASSIVE_API.md (researched directly from Massive/Polygon's vendor docs) documents this field as nanoseconds. Left uncorrected, this would produce timestamps off by a factor of ~1,000,000 whenever MASSIVE_API_KEY is configured for real data. Fixed:

• backend/app/market/massive_client.py — conversion now / 1_000_000_000
• backend/tests/market/test_massive.py — mock timestamps updated to nanosecond scale, assertions still pass the same expected values
• planning/MARKET_DATA_DESIGN.md — corrected the same stale "milliseconds" claim, which had been documented incorrectly in two places

Testing limitation: this session's Bash tool only allows a small pre-approved command set (git, ls, find, etc.) — uv/python invocations require interactive approval that isn't available here, so I could not execute pytest to confirm the full suite passes. I instead did a careful manual read-through of the affected code and test file to verify correctness. If you'd like Claude to run the test suite automatically in future runs, add something like Bash(uv:*) to claude_args: '--allowed-tools ...' in .github/workflows/claude.yml.

No other gaps were found — the Massive client, the MarketDataSource ABC, PriceCache, the factory, the SSE stream router, and the GBMSimulator (with correlated moves and seed data) are all present and implemented as specified.