Implementation Plan: 010 Pricing Awareness and Market Data

Scope

• Transition from 007-observability-lgtm-compose to 008-pricing-awareness-market-data.
• Add functional pricing enhancements while preserving runtime/messaging foundations from 007.
• Keep runtime model on Docker Compose + NGINX ingress.

Technical Approach

1. Add a new price-publisher component:
   • startup bootstrap from snapshot or yfinance,
   • publish NATS pricing.<TICKER> ticks on randomized interval (750-1500ms default) for random subset (25% default),
   • expose REST lookup for current ticker price.
2. Extend trade submission flow:
   • stamp execution price in trade-service,
   • persist trade price in trade-processor.
3. Extend position aggregation flow:
   • persist volume-weighted average cost basis at each trade update.
4. Extend frontend:
   • trade blotter price + relative execution time,
   • position blotter open/market/value/P&L updates from price stream with directional/semantic highlighting,
   • portfolio total value + total cost basis summary.
5. Extend conformance/smoke:
   • verify quote endpoint, pricing stream, persisted price/cost-basis fields.

Exit Criteria

• Trade and position schemas include pricing fields with correct precision.
• Price stream is active and consumed by UI.
• End-to-end trade flow remains functional with pricing enrichment.
• State runtime scripts and docs are published for generated branch output.