From 0e1b9666b48cef92d145a87cb5446552ed52bb5f Mon Sep 17 00:00:00 2001 From: dirtydishes Date: Tue, 20 Jan 2026 10:43:38 -0500 Subject: [PATCH] Document Alpaca equities adapter env Updates the env example and README to cover the Alpaca equities feed selection and adapter availability. --- .env.example | 2 ++ README.md | 9 ++++++--- 2 files changed, 8 insertions(+), 3 deletions(-) diff --git a/.env.example b/.env.example index ae5499b..0c7385a 100644 --- a/.env.example +++ b/.env.example @@ -45,6 +45,8 @@ IBKR_PYTHON_BIN=python3 # Equities ingest EQUITIES_INGEST_ADAPTER=synthetic EMIT_INTERVAL_MS=1000 +# When using EQUITIES_INGEST_ADAPTER=alpaca, choose "iex" (free) or "sip" (paid). +ALPACA_EQUITIES_FEED=iex # Testing mode TESTING_MODE=false diff --git a/README.md b/README.md index 3468c9c..724436d 100644 --- a/README.md +++ b/README.md @@ -22,6 +22,7 @@ Done now (in repo): - UI: alerts + classifier hits panels, ticker filter, evidence drawer, severity strip - Databento historical replay adapter (options) with symbol mapping - Alpaca options adapter (dev-only, bounded contract list) +- Alpaca equities adapter (stocks trades/quotes via WS) - IBKR options adapter (single-underlying bridge via `ib_insync`) - Dark-pool-style inference (absorbed blocks, stealth accumulation, distribution) with WS/REST surfaces and UI list - Testing-mode throttling for ingest to reduce CPU during local dev @@ -29,7 +30,7 @@ Done now (in repo): In progress / blocked: - Production-grade licensed live data feeds (beyond current dev/test bridges) - Advanced clustering (spreads/rolls beyond basic structure tags) -- Candles/overlays service (scaffolded, not yet emitting data) +- Chart overlays beyond basic candles (candles service emits data; UI overlays still limited) Not started: - Reference data/corporate action enrichment @@ -45,7 +46,7 @@ Not started: ## Current Capabilities - Synthetic options/equity prints with deterministic sequencing across the S&P 500 -- Ingest adapter seam (env-selected; options default `synthetic`, equities default `synthetic`) +- Ingest adapter seam (env-selected; options default `synthetic`, equities: `synthetic` or `alpaca`) - Raw event persistence in ClickHouse + streaming via NATS JetStream - Deterministic option FlowPacket clustering (time-window) - Rolling stats baselines in Redis with z-score features on FlowPackets @@ -53,6 +54,7 @@ Not started: - Aggressor mix features from NBBO placement on FlowPackets - Classifiers + alert scoring (rule-first) with WS/REST endpoints - API gateway with REST, WS, and replay endpoints +- Server-built equity candles (service + REST/WS surfaces) - UI tapes for options/equities/flow packets + alerts/hits with live/replay toggle and pause controls - Alpaca options adapter (dev-only) with bounded contract selection - IBKR options adapter (single-underlying bridge via Python sidecar) @@ -126,7 +128,7 @@ These define how services connect to the event bus and storage backends. Documen ### Adapter selection - `OPTIONS_INGEST_ADAPTER` (default `synthetic`) — options ingest adapter: `synthetic`, `alpaca`, `ibkr`, `databento`. -- `EQUITIES_INGEST_ADAPTER` (default `synthetic`) — equities ingest adapter. +- `EQUITIES_INGEST_ADAPTER` (default `synthetic`) — equities ingest adapter: `synthetic`, `alpaca`. - `EMIT_INTERVAL_MS` (default `1000`) — synthetic equities emit cadence. ### Alpaca options adapter (dev-only) @@ -137,6 +139,7 @@ Provider links: [Alpaca](https://alpaca.markets/), [Alpaca Market Data API](http - `ALPACA_REST_URL` (default `https://data.alpaca.markets`) — REST endpoint. - `ALPACA_WS_BASE_URL` (default `wss://stream.data.alpaca.markets/v1beta1`) — streaming endpoint. - `ALPACA_FEED` (default `indicative`) — use `opra` when you have a subscription. +- `ALPACA_EQUITIES_FEED` (default `iex`) — equities feed: `iex` (free) or `sip` (paid). - `ALPACA_UNDERLYINGS` (default `SPY,NVDA,AAPL`) — comma-separated list of symbols. - `ALPACA_STRIKES_PER_SIDE` (default `8`) — strikes per side around ATM. - `ALPACA_MAX_DTE_DAYS` (default `30`) — expiry horizon.