fix: read the data feed through the Tradier wrapper — live volume was 80-160x

With BROKER=tradier the loop's `client` is a TradierClient that delegates
market data to the Alpaca client in `data_client`. Two places read the feed
as getattr(client.settings, "feed", "iex"). TradierSettings has no feed, so
both read "iex" even though the container runs ALPACA_DATA_FEED=sip (verified
in the running loop and in config_overrides):

  - step_vratio kept computing IEX->SIP ratios as if on the free feed
  - ingest_live_minute_bars multiplied the real SIP volume by those ratios

Checked against the paper stack's SIP bars for the same minutes: prices are
identical and unscaled volume matches 1.00x, but scaled rows run x83 (GLND),
x117-126 (GRML) and x163 (SKYQ). The 2026-09-25 GRML signal logged a
cum_volume of 1.39 billion shares and an rvol of 64.6. For any name with a
ratio, every volume gate — rvol, the 300k day-volume floor, min dollar
volume, the 2.5%-of-volume liquidity cap, and the gap x rvol ranking — has
been reading inflated numbers since the stack went live on 2026-07-31.

data_feed() reads through data_client when present. The regression test
wraps a SIP client in a TradierClient and fails without the fix.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
momentum devandClaude Opus 5.5 committed 2026-09-25 11:14:11 -05:00
1 parent e2e9687c45
commit 7f1ebe9cab
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@@ -44,6 +44,7 @@ from api.main import DashboardState, serve_in_background
from research.ingestion.market_data import (
IngestionResult,
classify_session,
data_feed,
discover_active_symbols,
ingest_daily_history,
ingest_live_minute_bars,
@@ -706,7 +707,7 @@ def main(argv: list[str] | None = None) -> int:
(ingest_live_minute_bars refuses too; this just saves the API calls)."""
if not client:
return "skipped (no keys)"
if getattr(client.settings, "feed", "iex") != "iex":
if data_feed(client) != "iex":
return "off (live feed is SIP)"
from research.ingestion.volume_ratio import compute_ratios, persist_ratios
fresh = compute_ratios(client, list(symbols))