document research basis for phase plans

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dirtydishes 2026-06-16 13:53:54 -04:00
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This roadmap breaks `docs/plans/synthetic-market-data-architecture-review.md` into implementation-sized phases. The recommended direction is still Option B: extract deterministic synthetic generation into a first-class reusable engine while keeping the useful NATS, ClickHouse, compute, API, replay, and web stack.
## Source Documents
- Architecture plan: [`docs/plans/synthetic-market-data-architecture-review.md`](../../plans/synthetic-market-data-architecture-review.md)
- Research report: [`docs/research-docs/synthetic-market-data-generation.md`](../../research-docs/synthetic-market-data-generation.md)
- Research architecture review copy: [`docs/research-docs/synthetic-data-architecture-review.md`](../../research-docs/synthetic-data-architecture-review.md)
The research documents are background and rationale only. Scope comes from the Beads issue and the phase document.
## Core Constraints
- Emit canonical market event types: `OptionPrint`, `OptionNBBO`, `EquityPrint`, and `EquityQuote`.