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Add detailed market data backend design document - #2

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Add detailed market data backend design document#2
evido90 wants to merge 1 commit into
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claude/charming-galileo-t1lf3u

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@evido90 evido90 commented Sep 10, 2026

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Summary

  • Adds planning/MARKET_DATA_DESIGN.md, a detailed design document for the market data backend (unified MarketDataSource interface, GBM simulator, Massive/Polygon.io REST client).
  • Content is drawn from and verified against the actual implementation in backend/app/market/ rather than the earlier draft in planning/archive/, and corrects a few small discrepancies between that draft and the shipped code (e.g. PriceUpdate computing change/direction as properties, MassiveDataSource's immediate first poll and _fetch_snapshots thread-offload helper).
  • Covers architecture, data model, price cache, GBM math and correlated moves, Massive polling/error handling, factory selection, SSE streaming, app wiring, testing strategy, and extension points.

Test plan

  • Documentation-only change — no code modified.
  • Code snippets cross-checked line-by-line against backend/app/market/*.py.

🤖 Generated with Claude Code

https://claude.ai/code/session_018yvjiC2dmc9RXSfknhoHxk


Generated by Claude Code

Documents the completed market data subsystem (unified interface,
GBM simulator, Massive API client) with code snippets drawn from the
actual implementation in backend/app/market/, consolidating the
architecture, math, and integration points into a single reference.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_018yvjiC2dmc9RXSfknhoHxk
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2 participants