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Add comprehensive MARKET_DATA_DESIGN.md to planning directory#113

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Add comprehensive MARKET_DATA_DESIGN.md to planning directory#113
stephantaljaard24-boop wants to merge 1 commit into
ed-donner:mainfrom
stephantaljaard24-boop:claude/market-data-backend-design-glemfb

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Full implementation-ready design for the market data backend covering:

  • Architecture overview (strategy pattern, push model, thread-safe cache)
  • All 8 module files with complete code snippets
  • GBM math explanation and correlated moves via Cholesky decomposition
  • Massive API client with lazy import strategy and error handling policy
  • SSE streaming with correct AsyncGenerator return type annotation
  • FastAPI lifecycle integration and dependency injection patterns
  • Watchlist coordination flows including open-position edge case
  • Testing strategy with all 6 test modules and mock patterns
  • Configuration reference table

Incorporates all findings from the code review: version counter under lock, get_tickers() as public method, _fetch_snapshots mock strategy for test resilience without massive package installed, correct return type annotation on _generate_events.

Claude-Session: https://claude.ai/code/session_01F4SVHuet2LciDwg5otuvsr

Full implementation-ready design for the market data backend covering:
- Architecture overview (strategy pattern, push model, thread-safe cache)
- All 8 module files with complete code snippets
- GBM math explanation and correlated moves via Cholesky decomposition
- Massive API client with lazy import strategy and error handling policy
- SSE streaming with correct AsyncGenerator return type annotation
- FastAPI lifecycle integration and dependency injection patterns
- Watchlist coordination flows including open-position edge case
- Testing strategy with all 6 test modules and mock patterns
- Configuration reference table

Incorporates all findings from the code review: version counter under lock,
get_tickers() as public method, _fetch_snapshots mock strategy for test
resilience without massive package installed, correct return type annotation
on _generate_events.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01F4SVHuet2LciDwg5otuvsr
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