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[codex] Add market data subscriber hub#65

Merged
NewYaroslav merged 3 commits into
mainfrom
codex/market-data-subscriber-hub
Jul 5, 2026
Merged

[codex] Add market data subscriber hub#65
NewYaroslav merged 3 commits into
mainfrom
codex/market-data-subscriber-hub

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@NewYaroslav

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Summary

  • add IMarketDataSubscriber and MarketDataHub as an optional fan-out layer over provider callbacks
  • cache and replay last stream status updates to late subscribers without replaying tick/bar payloads
  • expose the hub through market_data.hpp, document the contract, and add CI coverage

Checks

  • cmake -S . -B build-codex
  • cmake --build build-codex --target market_data_hub_test -- -j1
  • .\build-codex\market_data_hub_test.exe --gtest_brief=1
  • .\build-codex\market_data_subscription_contract_test.exe --gtest_brief=1
  • git diff --check

@NewYaroslav NewYaroslav marked this pull request as ready for review July 5, 2026 17:23
@NewYaroslav NewYaroslav merged commit e2ade42 into main Jul 5, 2026
1 check passed
@NewYaroslav NewYaroslav deleted the codex/market-data-subscriber-hub branch July 5, 2026 17:23
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