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Document Alpaca equities adapter env

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Updates the env example and README to cover the Alpaca equities feed selection and adapter availability.
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dirtydishes 2026-01-20 10:43:38 -05:00
parent 1175dd00cc
commit 0e1b9666b4
2 changed files with 8 additions and 3 deletions
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.env.example
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@ -45,6 +45,8 @@ IBKR_PYTHON_BIN=python3
# Equities ingest # Equities ingest
EQUITIES_INGEST_ADAPTER=synthetic EQUITIES_INGEST_ADAPTER=synthetic
EMIT_INTERVAL_MS=1000 EMIT_INTERVAL_MS=1000
# When using EQUITIES_INGEST_ADAPTER=alpaca, choose "iex" (free) or "sip" (paid).
ALPACA_EQUITIES_FEED=iex
# Testing mode # Testing mode
TESTING_MODE=false TESTING_MODE=false

9
README.md
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@ -22,6 +22,7 @@ Done now (in repo):
- UI: alerts + classifier hits panels, ticker filter, evidence drawer, severity strip - UI: alerts + classifier hits panels, ticker filter, evidence drawer, severity strip
- Databento historical replay adapter (options) with symbol mapping - Databento historical replay adapter (options) with symbol mapping
- Alpaca options adapter (dev-only, bounded contract list) - 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`) - 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 - 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 - Testing-mode throttling for ingest to reduce CPU during local dev
@ -29,7 +30,7 @@ Done now (in repo):
In progress / blocked: In progress / blocked:
- Production-grade licensed live data feeds (beyond current dev/test bridges) - Production-grade licensed live data feeds (beyond current dev/test bridges)
- Advanced clustering (spreads/rolls beyond basic structure tags) - 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: Not started:
- Reference data/corporate action enrichment - Reference data/corporate action enrichment
@ -45,7 +46,7 @@ Not started:
## Current Capabilities ## Current Capabilities
- Synthetic options/equity prints with deterministic sequencing across the S&P 500 - 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 - Raw event persistence in ClickHouse + streaming via NATS JetStream
- Deterministic option FlowPacket clustering (time-window) - Deterministic option FlowPacket clustering (time-window)
- Rolling stats baselines in Redis with z-score features on FlowPackets - 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 - Aggressor mix features from NBBO placement on FlowPackets
- Classifiers + alert scoring (rule-first) with WS/REST endpoints - Classifiers + alert scoring (rule-first) with WS/REST endpoints
- API gateway with REST, WS, and replay 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 - 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 - Alpaca options adapter (dev-only) with bounded contract selection
- IBKR options adapter (single-underlying bridge via Python sidecar) - 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 ### Adapter selection
- `OPTIONS_INGEST_ADAPTER` (default `synthetic`) — options ingest adapter: `synthetic`, `alpaca`, `ibkr`, `databento`. - `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. - `EMIT_INTERVAL_MS` (default `1000`) — synthetic equities emit cadence.
### Alpaca options adapter (dev-only) ### 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_REST_URL` (default `https://data.alpaca.markets`) — REST endpoint.
- `ALPACA_WS_BASE_URL` (default `wss://stream.data.alpaca.markets/v1beta1`) — streaming 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_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_UNDERLYINGS` (default `SPY,NVDA,AAPL`) — comma-separated list of symbols.
- `ALPACA_STRIKES_PER_SIDE` (default `8`) — strikes per side around ATM. - `ALPACA_STRIKES_PER_SIDE` (default `8`) — strikes per side around ATM.
- `ALPACA_MAX_DTE_DAYS` (default `30`) — expiry horizon. - `ALPACA_MAX_DTE_DAYS` (default `30`) — expiry horizon.