feat: market-data-service for SenpAI trading agent

New service: real-time market data collection with unified event model.

Architecture:
- Domain events: TradeEvent, QuoteEvent, BookL2Event, HeartbeatEvent
- Provider interface: MarketDataProvider ABC with connect/subscribe/stream/close
- Async EventBus with fan-out to multiple consumers

Providers:
- BinanceProvider: public WebSocket (trades + bookTicker), no API key needed,
  auto-reconnect with exponential backoff, heartbeat timeout detection
- AlpacaProvider: IEX real-time data + paper trading auth,
  dry-run mode when no keys configured (heartbeats only)

Consumers:
- StorageConsumer: SQLite (via SQLAlchemy async) + JSONL append-only log
- MetricsConsumer: Prometheus counters, latency histograms, events/sec gauge
- PrintConsumer: sampled structured logging (1/100 events)

CLI: python -m app run --provider binance --symbols BTCUSDT,ETHUSDT
HTTP: /health, /metrics (Prometheus), /latest?symbol=XXX

Tests: 19/19 passed (Binance parse, Alpaca parse, bus smoke tests)

Config: pydantic-settings + .env, all secrets via environment variables.
Co-authored-by: Cursor <cursoragent@cursor.com>

services/market-data-service/app/domain/events.py

@@ -0,0 +1,89 @@
+"""
+Unified domain events for market data.
+
+All providers normalize raw messages into these canonical types.
+Timestamps are always UTC. ts_exchange may be None if the source
+doesn't provide exchange timestamps.
+"""
+from __future__ import annotations
+
+import time
+from datetime import datetime, timezone
+from enum import Enum
+from typing import Optional
+
+from pydantic import BaseModel, Field
+
+
+class EventType(str, Enum):
+    TRADE = "trade"
+    QUOTE = "quote"
+    BOOK_L2 = "book_l2"
+    HEARTBEAT = "heartbeat"
+
+
+def _utc_now() -> datetime:
+    return datetime.now(timezone.utc)
+
+
+def _mono_ns() -> int:
+    """Monotonic nanoseconds for internal latency measurement."""
+    return time.monotonic_ns()
+
+
+class BaseEvent(BaseModel):
+    """Common fields for every market-data event."""
+
+    event_type: EventType
+    provider: str
+    ts_recv: datetime = Field(default_factory=_utc_now)
+    ts_recv_mono_ns: int = Field(default_factory=_mono_ns)
+
+
+class TradeEvent(BaseEvent):
+    """A single matched trade (fill)."""
+
+    event_type: EventType = EventType.TRADE
+    symbol: str
+    price: float
+    size: float
+    ts_exchange: Optional[datetime] = None
+    side: Optional[str] = None  # "buy" | "sell" | None
+    trade_id: Optional[str] = None
+
+
+class QuoteEvent(BaseEvent):
+    """Best bid/ask (top-of-book)."""
+
+    event_type: EventType = EventType.QUOTE
+    symbol: str
+    bid: float
+    ask: float
+    bid_size: float
+    ask_size: float
+    ts_exchange: Optional[datetime] = None
+
+
+class BookLevel(BaseModel):
+    price: float
+    size: float
+
+
+class BookL2Event(BaseEvent):
+    """L2 order-book snapshot (partial depth)."""
+
+    event_type: EventType = EventType.BOOK_L2
+    symbol: str
+    bids: list[BookLevel] = Field(default_factory=list)
+    asks: list[BookLevel] = Field(default_factory=list)
+    ts_exchange: Optional[datetime] = None
+
+
+class HeartbeatEvent(BaseEvent):
+    """Provider heartbeat / keep-alive signal."""
+
+    event_type: EventType = EventType.HEARTBEAT
+
+
+# Union type for type-safe consumers
+Event = TradeEvent | QuoteEvent | BookL2Event | HeartbeatEvent