fix alpaca news auth and native worker wiring
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e9739f5dc9
commit
7d25608b35
21 changed files with 285 additions and 80 deletions
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@ -1,4 +1,9 @@
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import { decode, encode } from "@msgpack/msgpack";
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import {
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buildAlpacaAuthHeaders,
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buildAlpacaWebSocketAuthMessage,
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type AlpacaCredentials
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} from "@islandflow/config";
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import { createLogger } from "@islandflow/observability";
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import type { OptionIngestAdapter, OptionIngestHandlers } from "./types";
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import WebSocket from "ws";
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@ -6,7 +11,7 @@ import WebSocket from "ws";
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type AlpacaFeed = "indicative" | "opra";
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type AlpacaOptionsAdapterConfig = {
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apiKey: string;
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credentials: AlpacaCredentials;
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restUrl: string;
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wsBaseUrl: string;
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feed: AlpacaFeed;
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@ -147,18 +152,12 @@ const normalizeUnderlyings = (value: string[]): string[] => {
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return result;
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};
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const buildHeaders = (config: AlpacaOptionsAdapterConfig): Record<string, string> => {
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return {
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Authorization: `Bearer ${config.apiKey}`
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};
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};
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const fetchJson = async <T>(
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url: URL,
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config: AlpacaOptionsAdapterConfig
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): Promise<T> => {
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const response = await fetch(url.toString(), {
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headers: buildHeaders(config)
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headers: buildAlpacaAuthHeaders(config.credentials)
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});
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if (!response.ok) {
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@ -398,8 +397,8 @@ export const createAlpacaOptionsAdapter = (
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return {
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name: "alpaca",
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start: async (handlers: OptionIngestHandlers) => {
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if (!config.apiKey) {
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throw new Error("Alpaca adapter requires ALPACA_API_KEY.");
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if (!config.credentials.keyId) {
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throw new Error("Alpaca adapter requires Alpaca credentials.");
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}
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const underlyings = normalizeUnderlyings(config.underlyings);
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@ -485,15 +484,22 @@ export const createAlpacaOptionsAdapter = (
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const wsUrl = `${wsBase}/${config.feed}`;
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const ws = new WebSocket(wsUrl, {
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headers: {
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...buildHeaders(config),
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...buildAlpacaAuthHeaders(config.credentials),
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"Content-Type": "application/msgpack"
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}
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});
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let seq = 0;
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let stopped = false;
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let subscribed = false;
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const subscribe = () => {
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if (subscribed) {
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return;
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}
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subscribed = true;
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ws.on("open", () => {
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const subscribe: Record<string, unknown> = {
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action: "subscribe",
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trades: selectedSymbols
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@ -504,6 +510,10 @@ export const createAlpacaOptionsAdapter = (
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}
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ws.send(encode(subscribe));
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};
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ws.on("open", () => {
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ws.send(encode(buildAlpacaWebSocketAuthMessage(config.credentials)));
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});
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ws.on("message", (data) => {
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@ -583,7 +593,13 @@ export const createAlpacaOptionsAdapter = (
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if (type === "error") {
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logger.error("alpaca stream error", { message });
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} else if (type === "success" || type === "subscription") {
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} else if (type === "success") {
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const status = (message as { msg?: string }).msg ?? "";
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if (status === "authenticated") {
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subscribe();
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}
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logger.info("alpaca stream status", { message });
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} else if (type === "subscription") {
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logger.info("alpaca stream status", { message });
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}
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}
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@ -1,4 +1,4 @@
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import { readEnv } from "@islandflow/config";
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import { hasAlpacaCredentials, readEnv, resolveAlpacaCredentials } from "@islandflow/config";
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import { createLogger } from "@islandflow/observability";
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import {
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SUBJECT_OPTION_NBBO,
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@ -55,6 +55,10 @@ const envSchema = z.object({
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CLICKHOUSE_DATABASE: z.string().default("default"),
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OPTIONS_INGEST_ADAPTER: z.string().min(1).default("synthetic"),
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ALPACA_API_KEY: z.string().default(""),
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ALPACA_API_KEY_ID: z.string().default(""),
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ALPACA_KEY_ID: z.string().default(""),
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ALPACA_API_SECRET_KEY: z.string().default(""),
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ALPACA_SECRET_KEY: z.string().default(""),
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ALPACA_REST_URL: z.string().default("https://data.alpaca.markets"),
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ALPACA_WS_BASE_URL: z.string().default("wss://stream.data.alpaca.markets/v1beta1"),
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ALPACA_FEED: z.enum(["indicative", "opra"]).default("indicative"),
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@ -120,6 +124,7 @@ const envSchema = z.object({
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});
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const env = readEnv(envSchema);
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const alpacaCredentials = resolveAlpacaCredentials(env);
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const syntheticModes = resolveSyntheticMarketModes({
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syntheticMarketMode: env.SYNTHETIC_MARKET_MODE,
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syntheticOptionsMode: env.SYNTHETIC_OPTIONS_MODE
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@ -277,15 +282,17 @@ const selectAdapter = (
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}
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if (name === "alpaca") {
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if (!env.ALPACA_API_KEY) {
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logger.warn("alpaca credentials missing; set ALPACA_API_KEY");
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throw new Error("ALPACA_API_KEY is required for the alpaca adapter.");
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if (!hasAlpacaCredentials(alpacaCredentials)) {
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logger.warn("alpaca credentials missing; set ALPACA_API_KEY_ID and ALPACA_API_SECRET_KEY");
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throw new Error(
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"Alpaca adapter requires ALPACA_API_KEY_ID and ALPACA_API_SECRET_KEY (or legacy ALPACA_API_KEY)."
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);
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}
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const underlyings = env.ALPACA_UNDERLYINGS.split(",").map((symbol) => symbol.trim());
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return createAlpacaOptionsAdapter({
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apiKey: env.ALPACA_API_KEY,
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credentials: alpacaCredentials,
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restUrl: env.ALPACA_REST_URL,
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wsBaseUrl: env.ALPACA_WS_BASE_URL,
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feed: env.ALPACA_FEED,
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