# Implementation Plan: 010 Pricing Awareness and Market Data

> For the complete documentation index, see [llms.txt](https://deploy-preview-472--lucky-concha-f3599f.netlify.app/llms.txt).

## 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.