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>

research/ingestion/market_data.py

@@ -188,6 +188,17 @@ def upsert_daily_bars(con, symbol: str, bars: list[dict]) -> int:
     return len(rows)
 
 
+def data_feed(client) -> str:
+    """The feed a client's market-data calls actually use. A broker wrapper
+    (TradierClient) carries its OWN settings and delegates data to the Alpaca
+    client in ``data_client``, so read the feed through it. Reading
+    ``client.settings.feed`` on the wrapper fell back to "iex", and on the live
+    Tradier stack that multiplied real SIP volume by the IEX->SIP ratios
+    (80-160x over-count, 2026-07-31..09-25)."""
+    src = getattr(client, "data_client", None) or client
+    return getattr(getattr(src, "settings", None), "feed", "iex")
+
+
 def ingest_live_minute_bars(
     con,
     client,
@@ -231,7 +242,7 @@ def ingest_live_minute_bars(
     # feed is SIP (paid plan), volume is already consolidated — applying the ~25-300x
     # ratios again would massively over-count. Resolve the EFFECTIVE feed and refuse
     # to scale anything that isn't IEX.
-    effective_feed = feed or getattr(getattr(client, "settings", None), "feed", "iex")
+    effective_feed = feed or data_feed(client)
     if effective_feed != "iex":
         volume_scale = None
     for symbol, bars in bars_by_symbol.items():

run_live_paper.py

@@ -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))

tests/unit/test_volume_ratio.py

@@ -94,3 +94,19 @@ def test_sip_feed_refuses_double_scaling():
     flat = [v for row in con.rows for v in row]
     assert 2500 in flat and 62500 not in flat   # sip volume kept, NOT re-scaled
     assert "alpaca_sip" in flat and "alpaca_iex_scaled" not in flat
+
+
+def test_tradier_wrapper_reads_the_wrapped_feed():
+    # the live Tradier stack wraps the Alpaca data client; the wrapper's own
+    # settings have no `feed`, which used to read as "iex" and re-scale real SIP
+    # volume by the IEX ratios (the 80-160x live over-count, 2026-07-31..09-25)
+    from tradier_broker.client import TradierClient
+    from tradier_broker.settings import TradierSettings
+
+    wrapped = TradierClient(TradierSettings(access_token="t", account_id="a"),
+                            data_client=_SipClient())
+    con = _Con()
+    ingest_live_minute_bars(con, wrapped, ["GOOD"], volume_scale={"GOOD": 25.0})
+    flat = [v for row in con.rows for v in row]
+    assert 2500 in flat and 62500 not in flat
+    assert "alpaca_sip" in flat and "alpaca_iex_scaled" not in flat