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Support single-token Alpaca auth

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dirtydishes 2026-05-05 03:14:01 -04:00
parent dd32be7717
commit 5025de78b9
8 changed files with 63 additions and 20 deletions
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1
.beads/issues.jsonl
View file

@ -4,6 +4,7 @@
{"_type":"issue","id":"islandflow-ayo","title":"Drop stale backlog events from live fanout","description":"Follow-up to live freshness rollout: /ws/live was still fanning out stale backlog events for freshness-gated channels, which kept tape panes in Live feed behind despite active synthetic ingest. Gate fanout and cache ingest by freshness for options/nbbo/equities/flow.","status":"closed","priority":1,"issue_type":"bug","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-04-28T21:26:39Z","created_by":"dirtydishes","updated_at":"2026-04-28T21:26:44Z","started_at":"2026-04-28T21:26:44Z","closed_at":"2026-04-28T21:26:44Z","close_reason":"Completed","dependency_count":0,"dependent_count":0,"comment_count":0}
{"_type":"issue","id":"islandflow-0v6","title":"Fix tape freshness, NBBO coverage, pause controls, and filter popup","description":"Implement the tape fixes requested for synthetic options notional sizing, strict live freshness, live-mode pause/resume behavior, stronger NBBO snapshot coverage, and moving flow filters behind a popup. Includes server-side live cache changes, web terminal state/UI changes, and tests for synthetic pricing, live snapshot freshness/NBBO retention, and live pause/filter interactions.","status":"closed","priority":1,"issue_type":"task","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-04-28T21:02:52Z","created_by":"dirtydishes","updated_at":"2026-04-28T21:13:38Z","started_at":"2026-04-28T21:02:57Z","closed_at":"2026-04-28T21:13:38Z","close_reason":"Completed","dependency_count":0,"dependent_count":0,"comment_count":0}
{"_type":"issue","id":"islandflow-e4r","title":"Implement smart-money flow filtering and synthetic firehose modes","description":"Implement the approved multi-surface plan for named synthetic market profiles, options raw-vs-signal filtering, live/API filter contracts, Tape page client-side flow filters, firehose-readiness improvements, tests, and README updates.","status":"closed","priority":1,"issue_type":"feature","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-04-28T20:10:49Z","created_by":"dirtydishes","updated_at":"2026-04-28T20:29:29Z","started_at":"2026-04-28T20:10:53Z","closed_at":"2026-04-28T20:29:29Z","close_reason":"Implemented synthetic market profiles, options signal-path filtering, signal-aware API/replay contracts, Tape page filters, tests, and README updates. Follow-up tracked in islandflow-biq.","dependency_count":0,"dependent_count":0,"comment_count":0}
{"_type":"issue","id":"islandflow-h47","title":"Support single-token Alpaca auth","description":"Support single-token Alpaca authentication across ingest adapters using ALPACA_API_KEY with fallback to ALPACA_KEY_ID/ALPACA_SECRET_KEY, and document env usage.\n","status":"closed","priority":2,"issue_type":"task","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-05-05T07:12:22Z","created_by":"dirtydishes","updated_at":"2026-05-05T07:13:54Z","started_at":"2026-05-05T07:12:25Z","closed_at":"2026-05-05T07:13:54Z","close_reason":"Added ALPACA_API_KEY support with key-pair fallback","dependency_count":0,"dependent_count":0,"comment_count":0}
{"_type":"issue","id":"islandflow-neu","title":"Add Alpha Vantage event calendar provider","description":"Add an Alpha Vantage earnings-calendar provider to services/refdata that fetches CSV, normalizes entries, writes the JSON cache consumed by compute, and documents the required env variables.\n","status":"closed","priority":2,"issue_type":"task","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-05-05T07:00:31Z","created_by":"dirtydishes","updated_at":"2026-05-05T07:02:30Z","started_at":"2026-05-05T07:00:37Z","closed_at":"2026-05-05T07:02:30Z","close_reason":"Added Alpha Vantage event-calendar provider","dependency_count":0,"dependent_count":0,"comment_count":0}
{"_type":"issue","id":"islandflow-b6d","title":"Finish smart-money event-calendar enrichment","description":"Finish the smart-money event-calendar provider layer in services/refdata and connect days-to-event / expiry-after-event enrichment into compute using timestamp-available data only.","status":"closed","priority":2,"issue_type":"task","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-05-04T21:35:26Z","created_by":"dirtydishes","updated_at":"2026-05-04T23:21:09Z","started_at":"2026-05-04T23:18:29Z","closed_at":"2026-05-04T23:21:09Z","close_reason":"Completed event-calendar provider and compute enrichment","dependency_count":0,"dependent_count":0,"comment_count":0}
{"_type":"issue","id":"islandflow-e60","title":"Add smart-money replay evaluation harness","description":"Add replay-style live-vs-batch consistency tests plus evaluation utilities for parent-event precision/recall, calibration, abstention rate, and economic sanity checks.","status":"closed","priority":2,"issue_type":"task","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-05-04T21:35:25Z","created_by":"dirtydishes","updated_at":"2026-05-05T06:08:08Z","started_at":"2026-05-05T06:07:22Z","closed_at":"2026-05-05T06:08:08Z","close_reason":"Completed smart-money replay consistency harness and evaluation utilities.","dependency_count":0,"dependent_count":0,"comment_count":0}

1
.env.example
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@ -5,6 +5,7 @@ REDIS_URL=redis://127.0.0.1:6379
# Options ingest
OPTIONS_INGEST_ADAPTER=synthetic
ALPACA_API_KEY=
ALPACA_KEY_ID=
ALPACA_SECRET_KEY=
ALPACA_REST_URL=https://data.alpaca.markets

7
README.md
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@ -148,8 +148,9 @@ Synthetic profile intent:
| Variable | Default | What it controls |
| --- | --- | --- |
| `ALPACA_KEY_ID` | empty | Alpaca API key for options/equities adapters. Required when `*_INGEST_ADAPTER=alpaca`. |
| `ALPACA_SECRET_KEY` | empty | Alpaca API secret for options/equities adapters. Required when `*_INGEST_ADAPTER=alpaca`. |
| `ALPACA_API_KEY` | empty | Single-token Alpaca API auth for options/equities adapters. Use this when your account provides one API key value. |
| `ALPACA_KEY_ID` | empty | Alpaca key-pair auth key id (legacy/auth-pair mode). |
| `ALPACA_SECRET_KEY` | empty | Alpaca key-pair auth secret (legacy/auth-pair mode). |
| `ALPACA_REST_URL` | `https://data.alpaca.markets` | Alpaca REST base URL for contract discovery/reference calls. |
| `ALPACA_WS_BASE_URL` | `wss://stream.data.alpaca.markets/v1beta1` (options), `wss://stream.data.alpaca.markets` (equities) | Alpaca websocket base URL. |
| `ALPACA_FEED` | `indicative` | Options feed tier for Alpaca options (`indicative` or `opra`). |
@ -161,6 +162,8 @@ Synthetic profile intent:
| `ALPACA_MAX_QUOTES` | `200` | Upper bound on selected Alpaca options contracts/quotes per cycle. |
| `ALPACA_EQUITIES_FEED` | `iex` | Alpaca equities feed (`iex` free tier, `sip` paid consolidated feed). |
For Alpaca adapters, configure either `ALPACA_API_KEY` or the `ALPACA_KEY_ID` + `ALPACA_SECRET_KEY` pair.
### Databento replay adapter configuration
| Variable | Default | What it controls |

1
deployment/docker/.env.example
View file

@ -20,6 +20,7 @@ NEXT_PUBLIC_NBBO_MAX_AGE_MS=1000
# Options ingest
OPTIONS_INGEST_ADAPTER=synthetic
ALPACA_API_KEY=
ALPACA_KEY_ID=
ALPACA_SECRET_KEY=
ALPACA_REST_URL=https://data.alpaca.markets

27
services/ingest-equities/src/adapters/alpaca.ts
View file

@ -6,6 +6,7 @@ import WebSocket from "ws";
export type AlpacaEquitiesFeed = "iex" | "sip";
export type AlpacaEquitiesAdapterConfig = {
apiKey: string;
keyId: string;
secretKey: string;
restUrl: string;
@ -63,10 +64,18 @@ const normalizeSymbols = (symbols: string[]): string[] => {
return result;
};
const buildHeaders = (config: AlpacaEquitiesAdapterConfig): Record<string, string> => ({
const buildHeaders = (config: AlpacaEquitiesAdapterConfig): Record<string, string> => {
if (config.apiKey) {
return {
Authorization: `Bearer ${config.apiKey}`
};
}
return {
"APCA-API-KEY-ID": config.keyId,
"APCA-API-SECRET-KEY": config.secretKey
});
};
};
const parseTimestamp = (value: string): number => {
const parsed = Date.parse(value);
@ -184,8 +193,10 @@ export const createAlpacaEquitiesAdapter = (
return {
name: "alpaca",
start: async (handlers: EquityIngestHandlers) => {
if (!config.keyId || !config.secretKey) {
throw new Error("Alpaca equities adapter requires ALPACA_KEY_ID and ALPACA_SECRET_KEY.");
if (!config.apiKey && (!config.keyId || !config.secretKey)) {
throw new Error(
"Alpaca equities adapter requires ALPACA_API_KEY or ALPACA_KEY_ID and ALPACA_SECRET_KEY."
);
}
const symbols = normalizeSymbols(config.symbols);
@ -195,7 +206,9 @@ export const createAlpacaEquitiesAdapter = (
const exchangeNameMap = await fetchExchangeMeta(config);
const wsUrl = buildWsUrl(config.wsBaseUrl, config.feed);
const ws = new WebSocket(wsUrl);
const ws = new WebSocket(wsUrl, {
headers: buildHeaders(config)
});
let seq = 0;
let stopped = false;
@ -205,8 +218,8 @@ export const createAlpacaEquitiesAdapter = (
ws.send(
JSON.stringify({
action: "auth",
key: config.keyId,
secret: config.secretKey
key: config.apiKey || config.keyId,
secret: config.apiKey ? "" : config.secretKey
})
);
});

11
services/ingest-equities/src/index.ts
View file

@ -41,6 +41,7 @@ const envSchema = z.object({
SYNTHETIC_EQUITIES_MODE: z.string().default(""),
// Alpaca (equities)
ALPACA_API_KEY: z.string().default(""),
ALPACA_KEY_ID: z.string().default(""),
ALPACA_SECRET_KEY: z.string().default(""),
ALPACA_REST_URL: z.string().default("https://data.alpaca.markets"),
@ -167,7 +168,17 @@ const selectAdapter = (name: string): EquityIngestAdapter => {
}
if (name === "alpaca") {
const hasApiKey = Boolean(env.ALPACA_API_KEY);
const hasKeyPair = Boolean(env.ALPACA_KEY_ID && env.ALPACA_SECRET_KEY);
if (!hasApiKey && !hasKeyPair) {
logger.warn("alpaca credentials missing; set ALPACA_API_KEY or ALPACA_KEY_ID and ALPACA_SECRET_KEY");
throw new Error(
"ALPACA_API_KEY or ALPACA_KEY_ID and ALPACA_SECRET_KEY are required for the alpaca adapter."
);
}
return createAlpacaEquitiesAdapter({
apiKey: env.ALPACA_API_KEY,
keyId: env.ALPACA_KEY_ID,
secretKey: env.ALPACA_SECRET_KEY,
restUrl: env.ALPACA_REST_URL,

17
services/ingest-options/src/adapters/alpaca.ts
View file

@ -6,6 +6,7 @@ import WebSocket from "ws";
type AlpacaFeed = "indicative" | "opra";
type AlpacaOptionsAdapterConfig = {
apiKey: string;
keyId: string;
secretKey: string;
restUrl: string;
@ -148,10 +149,18 @@ const normalizeUnderlyings = (value: string[]): string[] => {
return result;
};
const buildHeaders = (config: AlpacaOptionsAdapterConfig): Record<string, string> => ({
const buildHeaders = (config: AlpacaOptionsAdapterConfig): Record<string, string> => {
if (config.apiKey) {
return {
Authorization: `Bearer ${config.apiKey}`
};
}
return {
"APCA-API-KEY-ID": config.keyId,
"APCA-API-SECRET-KEY": config.secretKey
});
};
};
const fetchJson = async <T>(
url: URL,
@ -398,8 +407,8 @@ export const createAlpacaOptionsAdapter = (
return {
name: "alpaca",
start: async (handlers: OptionIngestHandlers) => {
if (!config.keyId || !config.secretKey) {
throw new Error("Alpaca adapter requires ALPACA_KEY_ID and ALPACA_SECRET_KEY.");
if (!config.apiKey && (!config.keyId || !config.secretKey)) {
throw new Error("Alpaca adapter requires ALPACA_API_KEY or ALPACA_KEY_ID and ALPACA_SECRET_KEY.");
}
const underlyings = normalizeUnderlyings(config.underlyings);

10
services/ingest-options/src/index.ts
View file

@ -49,6 +49,7 @@ const envSchema = z.object({
CLICKHOUSE_URL: z.string().default("http://127.0.0.1:8123"),
CLICKHOUSE_DATABASE: z.string().default("default"),
OPTIONS_INGEST_ADAPTER: z.string().min(1).default("synthetic"),
ALPACA_API_KEY: z.string().default(""),
ALPACA_KEY_ID: z.string().default(""),
ALPACA_SECRET_KEY: z.string().default(""),
ALPACA_REST_URL: z.string().default("https://data.alpaca.markets"),
@ -229,14 +230,17 @@ const selectAdapter = (name: string): OptionIngestAdapter => {
}
if (name === "alpaca") {
if (!env.ALPACA_KEY_ID || !env.ALPACA_SECRET_KEY) {
logger.warn("alpaca credentials missing; set ALPACA_KEY_ID and ALPACA_SECRET_KEY");
throw new Error("ALPACA_KEY_ID and ALPACA_SECRET_KEY are required for the alpaca adapter.");
const hasApiKey = Boolean(env.ALPACA_API_KEY);
const hasKeyPair = Boolean(env.ALPACA_KEY_ID && env.ALPACA_SECRET_KEY);
if (!hasApiKey && !hasKeyPair) {
logger.warn("alpaca credentials missing; set ALPACA_API_KEY or ALPACA_KEY_ID and ALPACA_SECRET_KEY");
throw new Error("ALPACA_API_KEY or ALPACA_KEY_ID and ALPACA_SECRET_KEY are required for the alpaca adapter.");
}
const underlyings = env.ALPACA_UNDERLYINGS.split(",").map((symbol) => symbol.trim());
return createAlpacaOptionsAdapter({
apiKey: env.ALPACA_API_KEY,
keyId: env.ALPACA_KEY_ID,
secretKey: env.ALPACA_SECRET_KEY,
restUrl: env.ALPACA_REST_URL,