Files
momentum-system/alpaca_paper
momentum devandClaude Opus 4.8 e134818aea Fix unbounded universe -> over-cap ingest 400 (audit HIGH #2)
The live 'symbols' list only ever grew (discover appends every 5 min, dashboard
injects add more) and was comma-joined into ONE bars request; once >~100 symbols
Alpaca 400s the whole batch -> ALL minute-bar ingestion silently stops mid-session.

- client.get_minute_bars / get_daily_bars / get_latest_trades batch symbols in
  chunks of 100 (cap-safe) and merge; get_daily_bars also paginates now.
- run_live_paper bounds the watchlist (WATCHER_MAX_UNIVERSE, default 80) so it
  rotates toward current movers instead of growing all day.

Found by the silent-failure audit workflow. Verified _chunked(250)->[100,100,50],
live calls intact. 71/71 tests green.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-16 13:43:35 -04:00
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