Add detailed market data backend design document - #1
Merged
Merged
Conversation
Documents the implemented app/market/ subsystem (unified interface, GBM simulator, Massive API client, SSE streaming, price cache) with current source snippets, plus forward-looking guidance for wiring it into the not-yet-built FastAPI main.py and other routers.
Both workflows only passed claude_code_oauth_token to anthropics/claude-code-action, so a repo secret named ANTHROPIC_API_KEY was silently ignored. Pass it through as an alternative credential.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
planning/MARKET_DATA_DESIGN.md, a detailed reference design for the market data backend (unifiedMarketDataSourceinterface,PriceCache, GBM simulator with correlated moves via Cholesky decomposition, Massive/Polygon.io REST client, SSE streaming endpoint) with code snippets drawn from the actual implementation inbackend/app/market/backend/app/main.py(FastAPIlifespanstartup/shutdown, dependency injection for other routers) and for watchlist coordinationTest plan
backend/app/market/*.pyat the time of writingGenerated by Claude Code