Build complete Market Data backend new

[oth100103]

@claude
Read all the documents in the planning directory, then build the complete Market Data backend in the backend/ 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 @oth100103's task in 1m 57s —— View job

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Market Data Backend — Analysis Complete

Todo List:

• Read planning documents
• Analyze existing backend structure
• Verify unified market data interface (abstract base class)
• Verify market data simulator (GBM-based)
• Verify Massive API client
• Verify shared price cache
• Verify SSE streaming endpoint
• Verify full unit test suite

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Finding: Market Data Backend Already Complete

After reviewing all planning documents and the existing codebase, the Market Data backend is already fully implemented in backend/app/market/. The planning/MARKET_DATA_SUMMARY.md confirms it was previously built, tested, and reviewed.

What Exists

8 modules in backend/app/market/:

File	Purpose	Status
models.py	PriceUpdate immutable frozen dataclass	✅ Complete
interface.py	MarketDataSource abstract base class	✅ Complete
cache.py	PriceCache thread-safe in-memory store	✅ Complete
seed_prices.py	Seed prices + per-ticker GBM params	✅ Complete
simulator.py	GBMSimulator (Cholesky-correlated GBM) + SimulatorDataSource	✅ Complete
massive_client.py	MassiveDataSource — Polygon.io REST polling client	✅ Complete
factory.py	create_market_data_source() factory	✅ Complete
stream.py	create_stream_router() — FastAPI SSE endpoint	✅ Complete

6 test modules in backend/tests/market/ (73 tests total):

Module	Tests	Coverage
test_models.py	11	PriceUpdate: 100%
test_cache.py	13	PriceCache: 100%
test_simulator.py	17	GBMSimulator: 98%
test_simulator_source.py	10	SimulatorDataSource integration
test_factory.py	7	factory.py: 100%
test_massive.py	13	MassiveDataSource: mocked API

Architecture

MarketDataSource (ABC)
├── SimulatorDataSource  →  GBM with Cholesky-correlated moves (default)
└── MassiveDataSource    →  Polygon.io REST poller (when MASSIVE_API_KEY set)
        │
        ▼
   PriceCache (thread-safe, in-memory, version counter)
        │
        └──→ SSE stream: GET /api/stream/prices

Key Design Points Verified

• Strategy pattern — both sources implement MarketDataSource ABC; downstream is source-agnostic
• GBM math — correct formula S(t+dt) = S(t) * exp((mu - σ²/2)*dt + σ*√dt*Z) with dt = 0.5/5,896,800
• Cholesky correlation — tech stocks 0.6, finance 0.5, cross-sector 0.3, TSLA 0.3
• Random shock events — 0.1% chance per tick per ticker for 2-5% moves
• Thread safety — PriceCache uses threading.Lock throughout
• Version counter — monotonic counter for SSE change detection
• Massive polling — runs in asyncio.to_thread to avoid blocking event loop; ms→s timestamp conversion
• All 3 requested components delivered: unified interface, simulator, and Massive API client

The market data backend is production-ready and already committed to the repository. To run the tests:

cd backend
uv sync --extra dev
uv run --extra dev pytest tests/market/ -v