Complete market data backend: anchor, validation, keepalive, reconciliation - #6
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…SE keepalive, tracked-ticker reconciliation The market data subsystem (backend/app/market/) already had the Massive API client, the unified MarketDataSource interface, the GBM simulator, and 73 passing unit tests from an earlier PR. planning/MARKET_DATA_DESIGN.md and planning/REVIEW.md had flagged four follow-up items from PLAN.md's spec that were never built; this closes all four so the subsystem matches the plan: - PriceUpdate/PriceCache gain a day-change anchor (anchor, day_change, day_change_percent), captured on first write and sticky thereafter - New validation.py enforces the 1-5 uppercase letter ticker format at the API boundary - stream.py emits a ": keepalive" SSE comment every ~15s when the cache is idle, so the frontend can distinguish idle from disconnected - New reconcile.py keeps a MarketDataSource's tracked set in sync with watchlist union open positions, DB-agnostic pending the platform's DB layer All changes are additive; existing call sites are unaffected. Added/extended unit tests across test_models.py, test_cache.py, test_massive.py, plus new test_validation.py, test_stream.py, test_reconcile.py. Co-authored-by: Piyush Pal <120164578+Piyushpal77@users.noreply.github.com> Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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Closes #5.
The market data subsystem (
backend/app/market/) already had the Massive API client, unifiedMarketDataSourceinterface, GBM simulator, and 73 passing tests from an earlier PR.planning/MARKET_DATA_DESIGN.mdandplanning/REVIEW.mdflagged four follow-up items from PLAN.md's spec that were never built:PriceUpdate/PriceCache(anchor,day_change,day_change_percent), captured on first write and sticky thereaftervalidation.pyenforcing the 1-5 uppercase letter ticker format at the API boundary: keepalivecomment every ~15s when the cache is idlereconcile.pykeeping the tracked ticker set in sync with watchlist ∪ open positions, DB-agnostic pending the platform's DB layerAll changes are additive; existing call sites are unaffected. Extended test_models.py, test_cache.py, test_massive.py, plus new test_validation.py, test_stream.py, test_reconcile.py.
Note: test suite was reviewed by hand; please run
uv run --extra dev pytest -vin backend/ before merging.Generated with Claude Code