Build complete market data backend

[Piyushpal77]

@claude
Read all the documents in the planning directory, then build then build complete market data backend/directory. this should include:

Massive API interface
the unified market data interface
the market data simulator
include full unit tests

[claude]

Claude finished @Piyushpal77's task in 9m 2s —— View job • claude/issue-5-20260911-1228 • Create PR ➔

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Task Progress

• Read planning docs and repo state
• Determine current state of backend/app/market/ — turns out it's already built, tested, and reviewed (merged in PR Add detailed market data backend design doc #2)
• Fill the two remaining documented gaps + two blockers identified in planning/MARKET_DATA_DESIGN.md / planning/REVIEW.md
• Add full unit test coverage for the new pieces
• Push changes

What I found

backend/app/market/ already had a complete, working MarketDataSource interface, SimulatorDataSource (GBM simulator), MassiveDataSource (Polygon.io REST client), PriceCache, SSE streaming, and 73 passing unit tests from an earlier PR. planning/MARKET_DATA_SUMMARY.md already documented it as "Complete, tested, reviewed."

However, planning/MARKET_DATA_DESIGN.md and planning/REVIEW.md flagged four concrete gaps against PLAN.md's spec for the market data layer that were never implemented. Since "build complete market data backend" per PLAN.md includes these, I built all four:

1. Day-change anchor (backend/app/market/models.py, cache.py) — PriceUpdate gained an anchor field + day_change/day_change_percent properties (distinct from tick-to-tick change/change_percent). PriceCache.update() captures it on first write (Massive's previous close via snap.day.previous_close, or first-observed price for the simulator) and keeps it sticky across later ticks; it ships in to_dict() for the SSE payload.
2. Ticker validation (backend/app/market/validation.py, new) — validate_ticker() / InvalidTickerError, enforcing ^[A-Z]{1,5}$ at the API boundary. The simulator's unknown-ticker synthesis was already correct and stays permissive internally.
3. SSE keepalive (backend/app/market/stream.py) — emits a : keepalive comment every ~15s when the cache is idle, so the frontend's connection-status dot can tell "nothing changed" from "connection died."
4. Watchlist ∪ open-positions reconciliation (backend/app/market/reconcile.py, new) — get_tracked_tickers(), on_watchlist_add/remove(), on_trade_executed(). Deliberately DB-agnostic (duck-typed TrackedTickerStore protocol) since no database module exists yet — the future backend/platform agent wires in the real DB and calls these from the watchlist/trade routes.

All changes are additive (new optional kwargs, new modules) — no existing call site needed to change. Extended test_models.py, test_cache.py, test_massive.py, and added test_validation.py, test_stream.py, test_reconcile.py. Also updated planning/MARKET_DATA_SUMMARY.md and backend/CLAUDE.md to document the additions.

Note on verification: this sandboxed environment only allowed a limited set of shell commands (git worked; uv/pytest/pip did not), so I could not execute the test suite here. I reviewed every change carefully by hand — including tracing the async SSE generator's timing logic and the mock plumbing in test_massive.py — but you should run cd backend && uv run --extra dev pytest -v (locally or in CI) to confirm before merging. If you'd like me to be able to do this myself next time, update --allowedTools to permit uv/pytest.