plans(017)+data: Databento L2 key verified live — Phase 0 is now a ~$0 same-day experiment

Cost-checked (no data spent): DATABENTO_API_KEY reaches XNAS.ITCH TotalView
10-level depth; every real gapper (EHGO/ATPC/MUD/LASE/AEON) covered at
$0.0001-0.0066/fire, full 20-fire sniff <$1 inside free credits. Catalogs
all 13 provisioned-but-unwired keys with a wire-on-demand triage (Databento
= game-changer; 4 news APIs = skip; rest redundant).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

docs/research/data_sources_inventory.md

@@ -0,0 +1,29 @@
+# Data-source key inventory (2026-07-18)
+
+All keys below are in `.env` (gitignored). Most were provisioned but never
+wired into code — the system uses only Alpaca (bars/quotes), FMP (float),
+EDGAR/SEC full-text (filings), and RSS+Ollama (news). This catalogs what's
+available so a future need pulls the right one instead of assuming absence.
+
+**Triage — what's worth wiring, and what's redundant.** Do NOT wire all of
+these; more sources = more complexity, not more edge (news was already only
+weakly useful). Wire a source only when a specific hypothesis needs it.
+
+| Key | What it is | Verdict |
+|---|---|---|
+| `DATABENTO_API_KEY` | **Nasdaq TotalView L2 depth (MBP-10)**, pay-as-you-go + free credits | **GAME-CHANGER — unblocks plan 017 Phase 0 at ~$0. Verified live 2026-07-18: covers the real gapper universe, fractions of a cent per fire.** |
+| `POLYGON_API_KEY` | aggregated bars/quotes, some depth | Nice-to-have: cross-check / fallback for Alpaca bars; not urgent |
+| `SEC_API_KEY` | sec-api.io — STRUCTURED filings (vs raw EDGAR full-text the dilution feed uses now) | Minor upgrade to `research/ingestion/sec_dilution.py` if that feed ever needs form-subtype precision; the raw feed already works |
+| `Financial_Modeling_Prep_Api_Key` | FMP — float/fundamentals | **Already wired** (float_cache) |
+| `FINNHUB_API_KEY` | news + fundamentals + some float | Redundant with FMP/news pipe |
+| `Alpha_Vantage_Api_Key`, `Twelve_Data_Api_Key`, `Marketstack_Api_Key`, `EOD_Historical_Data_Api_Key` | bars/fundamentals/float, free tiers | Redundant — float refuted as a gate; bars come from Alpaca SIP |
+| `NewsAPI_Api_Key`, `NewsData.io_Api_Key`, `Marketaux_Api_Key`, `MediaStack_Api_Key` | news feeds, free tiers | SKIP for now — 4 news APIs is complexity, not edge; RSS+Ollama already covers catalyst. Revisit only if a news-LATENCY hypothesis is registered |
+
+**Bottom line:** one key (Databento) materially advances the project's founding
+question (can premarket data give autonomous selection confidence — via the
+order book). The rest are redundancy or unproven-need. Discipline over
+accumulation: wire on demand, not on availability.
+
+**Security:** these keys were pasted into a chat session 2026-07-18 — rotate
+Databento + Polygon (billing feeds) when convenient. `.env` is gitignored;
+never commit this file's real values (it holds none — names only).

plans/017-l2-depth-recorder.md

@@ -87,7 +87,20 @@ believe only what clears the bar.
 
 ## Phased plan (each phase gates the next)
 
-### Phase 0 — FREE evaluation: does any usable depth exist, and does it look predictive at all? ($0)
+> **UPDATE 2026-07-18 — Phase 0 is DE-RISKED, cost verified ~$0.** The owner's
+> `DATABENTO_API_KEY` (already in `.env`) is live and reaches **XNAS.ITCH
+> (Nasdaq TotalView, MBP-10 = 10-level order-book depth)**. Cost-checked (no
+> data spent, `metadata.get_cost`): 5 min of AAPL depth = $0.026; and every
+> real recent bot gapper tested — EHGO, ATPC, MUD, LASE, AEON — resolves with
+> full depth at **$0.0001–0.0066 per fire** (thin books = tiny payloads). The
+> full 20-fire Phase-0 sniff is **< $1, inside Databento's free signup
+> credits.** The "will we spend to find out" risk is gone for Phase 0 — it is
+> now a same-day free experiment. Databento covers the $2–20 Nasdaq-listed
+> universe the bot trades; NYSE/ARCA-listed gappers may need `DBEQ.BASIC`
+> (consolidated) — check per-symbol in 0b. `pip install databento` (research
+> layer only; NOT the loop).
+
+### Phase 0 — FREE evaluation: does any usable depth exist, and does it look predictive at all? ($0 — DATABENTO KEY IN HAND)
 
 Goal: decide whether L2 is worth a paid feed WITHOUT buying one, using free
 trials and free tiers only.

requirements.txt

@@ -10,3 +10,4 @@ apscheduler>=3.10
 youtube-transcript-api>=0.6
 rich>=13.0
 typer>=0.9
+databento  # L2 depth (plan 017, research layer)