feat: merge canonical history into market bars

apps/backend-api/src/main/java/com/idea2strategy/backend/api/marketdata/MarketBarController.java

@@ -29,7 +29,7 @@ public MarketBarController(MarketBarService service) {
     public SnapshotResponse recent(
             @PathVariable UUID instrumentId,
             @RequestParam(defaultValue = "30m") String timeframe,
-            @RequestParam(defaultValue = "300") int limit) {
+            @RequestParam(defaultValue = "400") int limit) {
         MarketBarTimeframe parsedTimeframe = MarketBarTimeframe.parse(timeframe);
         MarketBarSnapshot snapshot = service.findRecentSnapshot(instrumentId, parsedTimeframe, limit);
         return new SnapshotResponse(

apps/backend-api/src/test/java/com/idea2strategy/backend/api/marketdata/MarketBarControllerTest.java

@@ -1,5 +1,6 @@
 package com.idea2strategy.backend.api.marketdata;
 
+import static org.junit.jupiter.api.Assertions.assertEquals;
 import static org.springframework.test.web.servlet.request.MockMvcRequestBuilders.get;
 import static org.springframework.test.web.servlet.result.MockMvcResultMatchers.jsonPath;
 import static org.springframework.test.web.servlet.result.MockMvcResultMatchers.status;
@@ -13,6 +14,7 @@
 import java.time.Instant;
 import java.util.List;
 import java.util.UUID;
+import java.util.concurrent.atomic.AtomicInteger;
 import org.junit.jupiter.api.BeforeEach;
 import org.junit.jupiter.api.Test;
 import org.springframework.test.web.servlet.MockMvc;
@@ -21,13 +23,16 @@
 class MarketBarControllerTest {
     private static final UUID AAPL_ID = UUID.fromString("70000000-0000-4000-8000-000000000001");
     private MockMvc mvc;
+    private AtomicInteger requestedLimit;
 
     @BeforeEach
     void setUp() {
+        requestedLimit = new AtomicInteger();
         MarketBarPort port = new MarketBarPort() {
             @Override
             public List<com.idea2strategy.backend.application.marketdata.MarketBar> findRecent(
                     UUID instrumentId, MarketBarTimeframe timeframe, int limit) {
+                requestedLimit.set(limit);
                 return List.of(new com.idea2strategy.backend.application.marketdata.MarketBar(
                         "event-1", AAPL_ID, "ALPACA", "SIP",
                         Instant.parse("2026-08-06T14:30:00Z"), 1, 0,
@@ -48,13 +53,13 @@ public List<com.idea2strategy.backend.application.marketdata.MarketBar> findRece
     @Test
     void returnsChronologicalStrategyBarsForTheRequestedTimeframe() throws Exception {
         mvc.perform(get("/api/v1/market-data/instruments/{instrumentId}/bars", AAPL_ID)
-                        .queryParam("timeframe", "4h")
-                        .queryParam("limit", "300"))
+                        .queryParam("timeframe", "4h"))
                 .andExpect(status().isOk())
                 .andExpect(jsonPath("$.instrumentId").value(AAPL_ID.toString()))
                 .andExpect(jsonPath("$.symbol").value("AAPL"))
                 .andExpect(jsonPath("$.timeframe").value("4h"))
                 .andExpect(jsonPath("$.bars[0].close").value(210.12));
+        assertEquals(400, requestedLimit.get());
     }
 
     @Test

modules/backend-messaging/src/main/java/com/idea2strategy/backend/messaging/marketdata/MarketBarJsonCodec.java

@@ -5,6 +5,8 @@
 import com.idea2strategy.backend.application.marketdata.MarketBar;
 import java.math.BigDecimal;
 import java.time.Instant;
+import java.util.ArrayList;
+import java.util.List;
 import java.util.UUID;
 
 final class MarketBarJsonCodec {
@@ -34,6 +36,47 @@ MarketBar decode(String encoded, com.idea2strategy.backend.application.marketdat
         }
     }
 
+    List<MarketBar> decodeHistory(
+            String encoded,
+            UUID instrumentId,
+            com.idea2strategy.backend.application.marketdata.MarketBarTimeframe timeframe) {
+        try {
+            JsonNode root = objectMapper.readTree(encoded);
+            if (root.path("schemaVersion").asInt() != 1) {
+                throw new IllegalArgumentException("Unsupported history schema version");
+            }
+            if (!"all".equals(root.path("adjustment").asText())) {
+                throw new IllegalArgumentException("History bars must use adjustment=all");
+            }
+            if (!timeframe.value().equals(root.path("timeframe").asText())) {
+                throw new IllegalArgumentException("History timeframe does not match the request");
+            }
+            if (!instrumentId.toString().equals(root.path("instrumentId").asText())) {
+                throw new IllegalArgumentException("History instrument does not match the request");
+            }
+            List<MarketBar> bars = new ArrayList<>();
+            for (JsonNode value : root.path("bars")) {
+                Instant occurredAt = Instant.parse(requiredText(value, "t"));
+                long sequence = Math.floorDiv(
+                        occurredAt.getEpochSecond(), timeframe.minutes() * 60L);
+                bars.add(new MarketBar(
+                        "history:" + instrumentId + ":" + timeframe.value() + ":" + occurredAt,
+                        instrumentId,
+                        "ALPACA",
+                        "SIP",
+                        occurredAt,
+                        sequence,
+                        0,
+                        decimal(value, "o"), decimal(value, "h"),
+                        decimal(value, "l"), decimal(value, "c"),
+                        decimal(value, "v")));
+            }
+            return List.copyOf(bars);
+        } catch (Exception exception) {
+            throw new IllegalArgumentException("Invalid historical market bar payload", exception);
+        }
+    }
+
     private static String requiredText(JsonNode node, String field) {
         String value = node.path(field).asText();
         if (value.isBlank()) throw new IllegalArgumentException("Missing " + field);

modules/backend-messaging/src/main/java/com/idea2strategy/backend/messaging/marketdata/RedisMarketBarAdapter.java

@@ -14,6 +14,7 @@
 import java.math.BigDecimal;
 import java.util.LinkedHashMap;
 import java.util.Map;
+import java.util.TreeMap;
 
 public final class RedisMarketBarAdapter implements MarketBarPort, AutoCloseable {
     private final RedisClient client;
@@ -49,11 +50,16 @@ public List<MarketBar> findRecent(UUID instrumentId, MarketBarTimeframe timefram
         if (timeframe.displayOnly()) {
             return findRecentDisplayBars(instrumentId, timeframe, limit);
         }
-        List<String> encoded = commands.sync().zrevrange(recentBarsKey(instrumentId, timeframe), 0, limit - 1L);
-        List<MarketBar> bars = new ArrayList<>(encoded.size());
-        encoded.forEach(value -> bars.add(codec.decode(value, timeframe)));
-        Collections.reverse(bars);
-        return List.copyOf(bars);
+        List<String> encoded = commands.sync().zrevrange(
+                recentBarsKey(instrumentId, timeframe), 0, limit - 1L);
+        List<MarketBar> live = new ArrayList<>(encoded.size());
+        encoded.forEach(value -> live.add(codec.decode(value, timeframe)));
+        Collections.reverse(live);
+        String historical = commands.sync().get(historyBarsKey(instrumentId, timeframe));
+        List<MarketBar> history = historical == null
+                ? List.of()
+                : codec.decodeHistory(historical, instrumentId, timeframe);
+        return mergeCanonicalHistoryWithLive(history, live, limit);
     }
 
     private List<MarketBar> findRecentDisplayBars(
@@ -107,6 +113,25 @@ String recentBarsKey(UUID instrumentId, MarketBarTimeframe timeframe) {
         return "{" + keyPrefix + ":market}:bars:" + instrumentId + ":" + timeframe.value();
     }
 
+    String historyBarsKey(UUID instrumentId, MarketBarTimeframe timeframe) {
+        return "{" + keyPrefix + ":market}:history:bars:"
+                + instrumentId + ":" + timeframe.value();
+    }
+
+    static List<MarketBar> mergeCanonicalHistoryWithLive(
+            List<MarketBar> history, List<MarketBar> live, int limit) {
+        TreeMap<Instant, MarketBar> merged = new TreeMap<>();
+        history.forEach(bar -> merged.put(bar.occurredAt(), bar));
+        Instant historicalCutoff = merged.isEmpty() ? null : merged.lastKey();
+        live.stream()
+                .filter(bar -> historicalCutoff == null || bar.occurredAt().isAfter(historicalCutoff))
+                .forEach(bar -> merged.put(bar.occurredAt(), bar));
+        List<MarketBar> ordered = new ArrayList<>(merged.values());
+        return ordered.size() <= limit
+                ? List.copyOf(ordered)
+                : List.copyOf(ordered.subList(ordered.size() - limit, ordered.size()));
+    }
+
     private static String requirePrefix(String value) {
         if (value == null || value.isBlank() || value.contains("{") || value.contains("}")) {
             throw new IllegalArgumentException("market-data.redis-key-prefix must be a plain non-empty value");

modules/backend-messaging/src/test/java/com/idea2strategy/backend/messaging/marketdata/RedisMarketBarAdapterTest.java

@@ -34,6 +34,50 @@ void aggregatesPersistedDisplayMinutesIntoFiveMinuteOhlcv() {
         });
     }
 
+    @Test
+    void mergesOnlyLiveBarsAfterTheCanonicalHistoryCutoff() {
+        Instant start = Instant.parse("2026-08-06T14:30:00Z");
+        MarketBar historical = minute(start, 0);
+        MarketBar historicalLatest = minute(start.plusSeconds(1800), 1);
+        MarketBar staleBeforeHistory = new MarketBar(
+                "stale-before-history", INSTRUMENT, "ALPACA", "SIP",
+                start, 1, 1,
+                BigDecimal.valueOf(150), BigDecimal.valueOf(151),
+                BigDecimal.valueOf(149), BigDecimal.valueOf(150), BigDecimal.TEN);
+        MarketBar staleOverlap = new MarketBar(
+                "stale-overlap", INSTRUMENT, "ALPACA", "SIP",
+                start.plusSeconds(1800), 2, 1,
+                BigDecimal.valueOf(200), BigDecimal.valueOf(201),
+                BigDecimal.valueOf(199), BigDecimal.valueOf(200), BigDecimal.TEN);
+        MarketBar liveLatest = minute(start.plusSeconds(3600), 3);
+
+        List<MarketBar> result = RedisMarketBarAdapter.mergeCanonicalHistoryWithLive(
+                List.of(historical, historicalLatest),
+                List.of(staleBeforeHistory, staleOverlap, liveLatest),
+                3);
+
+        assertThat(result).extracting(MarketBar::eventId)
+                .containsExactly("minute-0", "minute-1", "minute-3");
+    }
+
+    @Test
+    void decodesCompactAdjustedHistoryProjection() {
+        String payload = """
+                {"schemaVersion":1,"adjustment":"all","timeframe":"30m",
+                 "instrumentId":"70000000-0000-4000-8000-000000000001","bars":[
+                  {"t":"2026-08-06T14:30:00Z","o":100,"h":102,"l":99,"c":101,"v":1200}]}
+                """;
+
+        List<MarketBar> result = new MarketBarJsonCodec().decodeHistory(
+                payload, INSTRUMENT, MarketBarTimeframe.THIRTY_MINUTES);
+
+        assertThat(result).singleElement().satisfies(bar -> {
+            assertThat(bar.occurredAt()).isEqualTo("2026-08-06T14:30:00Z");
+            assertThat(bar.close()).isEqualByComparingTo("101");
+            assertThat(bar.provider()).isEqualTo("ALPACA");
+        });
+    }
+
     private static MarketBar minute(Instant at, int index) {
         BigDecimal open = BigDecimal.valueOf(100 + index);
         return new MarketBar(