# Functional Delta: 008 Pricing Awareness and Market Data

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

Parent state: `007-observability-lgtm-compose`

## Added

*   Trade execution pricing (`trade.price`) with 3-decimal precision.
*   Position pre-aggregated volume-weighted average cost basis (`position.averageCostBasis`).
*   Market price stream topics (`pricing.<TICKER>`) from a new `price-publisher` component.
*   Startup-assigned per-ticker volatility band profile for synthetic pricing bounds (20% @ ±4%, 60% @ ±2%, 20% strict open/close).
*   UI valuation fields: market price, position value, unrealized P&L, portfolio totals.
*   Position blotter `OPEN` column and directional market marker (`▲/▼/■`) against open price.
*   Conditional valuation highlighting in position blotter for market-price/open and value-vs-cost comparisons.
*   Trade ticket selected-security live price stream subscription from `pricing.<TICKER>`.
*   Price snapshot REST retrieval contract for single-symbol and multi-symbol bootstrap use cases.
*   Server timestamp (`asOf`) carried on both snapshot and stream price payloads for deterministic freshness ordering.
*   Shared supported ticker universe configuration across `reference-data` and `price-publisher`.
*   Reference-data ticker normalization from `FB` to `META` for this state.
*   Price publisher randomized batch cadence: publish every `750-1500ms` (default) for random subset (`25%` default).
*   Expanded default sample symbol set includes financial-services institutions used in TraderX demos (`MS`, `UBS`, `C`, `GS`, `DB`, `JPM`, `COF`, `DFS`, `FNMA`, `FIS`, `FNF`).

## Changed

*   `trade-service` now enriches submitted trade orders with current price before NATS publication.
*   `trade-processor` now computes and persists average cost basis per account/security on every trade.
*   Trade blotter now includes execution price and relative execution timestamp rendering.
*   Position blotter now updates value and P&L in real time from price stream ticks.
*   Price-aware UI screens now perform snapshot bootstrap in parallel with subscription startup to avoid empty pre-first-tick states.
*   Realtime price rendering now resolves concurrent snapshot/stream arrivals by selecting the latest server timestamp.
*   Position blotter now applies semantic styling and marker cues for quick up/down valuation reading.
*   Runtime ticker lists are now intentionally constrained to a shared supported set for consistency across validation, pricing, and UI.

## Removed

*   No runtime component removals in this state.

## Flow Impact

*   [`F2`](https://deploy-preview-472--lucky-concha-f3599f.netlify.app/specs/baseline-uncontainerized-parity/system/end-to-end-flows.md#f2-bootstrap-trade--position-blotters) (trade submission and processing): now includes price lookup and persisted execution price.
*   [`F4`](https://deploy-preview-472--lucky-concha-f3599f.netlify.app/specs/baseline-uncontainerized-parity/system/end-to-end-flows.md#f4-process-trade-events) (real-time blotter updates): now includes market price stream consumption and valuation refresh.
*   [`F4`](https://deploy-preview-472--lucky-concha-f3599f.netlify.app/specs/baseline-uncontainerized-parity/system/end-to-end-flows.md#f4-process-trade-events) now also includes snapshot-before-stream bootstrap with server-time ordering guarantees.
*   [`F1`](https://deploy-preview-472--lucky-concha-f3599f.netlify.app/specs/baseline-uncontainerized-parity/system/end-to-end-flows.md#f1-load-accounts-on-initial-ui-load) (ticket entry + reference data): now includes consistent supported symbols aligned with streaming pricing universe.