Fix market data review issues#4
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gsarchioni merged 1 commit intomainfrom Mar 29, 2026
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Address issues from MARKET_DATA_REVIEW.md: - PriceCache.version now acquires lock on read (thread safety) - PriceCache.remove() bumps version (SSE detects ticker removal) - GBMSimulator and SimulatorDataSource normalize ticker case - Add PriceCache.tickers() method for querying tracked symbols - Move router creation inside create_stream_router() factory - Add event: price-update field to SSE events - Type _fetch_snapshots return as list[TickerSnapshot] - Fix stale CLAUDE.md references to nonexistent files Adds 16 new tests (89 total, all passing): - 6 tests for SSE stream generator (previously untested) - 5 tests for PriceCache (version on remove, tickers method) - 3 tests for GBMSimulator ticker normalization - 2 tests for SimulatorDataSource ticker normalization Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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Summary
Addresses all actionable issues from
planning/MARKET_DATA_REVIEW.md:PriceCache.versionread now acquires the lock (thread safety)PriceCache.remove()increments version so SSE detects ticker removalGBMSimulatorandSimulatorDataSourcenormalize ticker case (upper().strip()), matchingMassiveDataSourcebehaviorPriceCache.tickers()method returns the set of tracked symbolscreate_stream_router()— no module-level side effectevent: price-updatefield for named event listeners_fetch_snapshotsreturn typed aslist[TickerSnapshot]planning/MARKET_DATA_SUMMARY.mdandplanning/archiveIssues ed-donner#3 (SSE sends all tickers) and ed-donner#9 (GBM dt drift) are noted in the review as acceptable/non-blocking and are not addressed here.
Test plan