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Add market data code review findings#38

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YawarRizwan wants to merge 1 commit intoed-donner:mainfrom
YawarRizwan:planning/market-data-review
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Add market data code review findings#38
YawarRizwan wants to merge 1 commit intoed-donner:mainfrom
YawarRizwan:planning/market-data-review

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Comprehensive review of the market data backend implementation against PLAN.md and design docs. Documents 9 issues (3 critical, 2 high, 1 medium, 3 minor) including missing open_price field, SSE field name and timestamp format mismatches, and 33% stream.py test coverage gap.

Comprehensive review of the market data backend implementation against
PLAN.md and design docs. Documents 9 issues (3 critical, 2 high, 1 medium,
3 minor) including missing open_price field, SSE field name and timestamp
format mismatches, and 33% stream.py test coverage gap.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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