Add detailed market data backend design document - #156
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Adds planning/MARKET_DATA_DESIGN.md, a full design reference for the market data subsystem covering the unified API, GBM simulator, and Massive (Polygon.io) REST client. Contents: - Unified API: MarketDataSource ABC and the shared PriceCache, with the producer-writes/consumer-reads rule that makes sources interchangeable - Data model: PriceUpdate, derived change/direction properties, SSE serialization - Simulator: GBM math and dt derivation, Cholesky-correlated sector moves, random shock events, seed prices and per-ticker parameters - Massive API: snapshot endpoint, rate-limit-driven poll intervals, asyncio.to_thread offloading, two-level error handling - SSE endpoint: wire format, version-gated change detection, reconnect and disconnect behavior, EventSource client example - Integration contracts for the API layer: FastAPI lifespan wiring, watchlist coordination, trade fills and portfolio valuation - Error handling matrix, testing strategy with example tests, tuning reference, and open design items Code snippets reflect the implementation in backend/app/market/.
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Adds planning/MARKET_DATA_DESIGN.md, a full design reference for the market data subsystem covering the unified API, GBM simulator, and Massive (Polygon.io) REST client.
Contents:
Code snippets reflect the implementation in backend/app/market/.