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Write planning/MARKET_DATA_DESIGN.md: an implementation-ready design of record for the market data subsystem, covering the unified MarketDataSource interface, the GBM emulator, the Massive REST client, the shared price cache, and the SSE stream — each with code snippets and worked examples. The document reflects the code as built in backend/app/market/, and also: - Resolves the market data open questions from PLAN.md section 13 (trading unwatched tickers, positions vs. watchlist removal, ticker validation, actual SSE cadence, Massive batching, SQLite concurrency). - Specifies the integration work still to do: lifespan wiring, the tracked ticker set (watchlist union open positions), watchlist coordination, and ensure_tracked() for trade execution. - Adds a design for daily change percent, which the watchlist UI needs and PriceUpdate does not yet expose. - Documents GBM calibration with per-tick and per-day 1-sigma figures, testing patterns, error handling, and a hardening backlog. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01BMgwdTWSUNm5nXgd5tHf4c
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