القائمة
Use Alpaca CryptoDataStream websocket for real-time crypto bars in live trading (OHLC only, volume excluded)
التثبيت باستخدام Codex أو Claude انسخ هذا Prompt والصقه في Codex أو Claude أو مساعد آخر ليراجع صفحة Skill ويثبّتها لك.
استنادا إلى تصنيف SOC المهني
Normalize long-form CODEX cycle folders to short form before notebooks run. Trigger: cyc001_reg001_*, hard-coded cyc paths breaking, staged CODEX raw data failing in Notebooks 1/2.
v5.6.0 joint multi-TF model: single model per symbol with broadcast 1Hour context replaces dual 15Min/1Hour models. Trigger: (1) replacing weighted-voting model aggregation, (2) adding broadcast features to vectorized env, (3) limited training data + worried about overfitting from doubling obs_dim, (4) backtest builder mismatch with newer feature counts.
DEPRECATED in v5.6.0 — see joint-multi-tf-v560 skill. Documents the v5.2.0 dual-model approach (train separate 15Min/1Hour models, combine via weighted voting). Still relevant for: (1) loading legacy v5.5.0 dual models, (2) understanding the historical aggregation layer, (3) resampling pattern via origin='start'.
Surface a shipped-but-undocumented CLI feature in user-facing docs. Trigger: user reports a known feature missing from README/readthedocs even though the CLI command exists.
KINTSUGI Snakefile + CLI changes that route SLURM jobs around accounts saturated by OTHER users on the same QOS pool. Trigger: QOSGrpMemLimit, jobs stuck pending despite available GPU slots in config, noisy neighbor on shared QOS, multi-user investment pool exhaustion, _build_cycle_assignment static-vs-live.
KINTSUGI SLURM batch processing: Maximize throughput using multi-account resource calculation with GPU+CPU pools per account. Trigger: SLURM job submission, batch processing, resource maximization, GPU+CPU concurrent, headless processing, resource pool.
| name | crypto-websocket-bars |
| description | Use Alpaca CryptoDataStream websocket for real-time crypto bars in live trading (OHLC only, volume excluded) |
| version | 5.4.0 |
| status | success |
| date | "2026-03-27T00:00:00.000Z" |
| triggers | ["crypto websocket","real-time crypto bars","live crypto data","streaming crypto"] |
Live trader polled Alpaca REST API every 15 seconds for crypto bar updates. The MarketDataStream websocket was initialized but never queried — the stream data was wasted.
Wire MarketDataStream.get_latest_bar() into update_bars() for crypto symbols. Append real-time websocket bars with volume=0 (Alpaca crypto volume is platform-only, not global exchange volume).
Alpaca CryptoDataStream (websocket, background thread)
↓ _handle_bar() stores under both BTC/USD and BTCUSD keys
↓
update_bars(fetcher, symbol, current, market_stream=stream)
├─ REST fetch (always, for initial load + bulk history)
└─ Stream bar append (crypto only, if newer than last REST bar)
└─ volume=0 (exclude Alpaca platform volume)
_crypto_symbol_variants(symbol): Returns both ['BTC/USD', 'BTCUSD'] formssubscribe_bars(): Normalizes BTC/USD → BTCUSD for Alpaca API_handle_bar(): Stores bar under both key formatsget_latest_bar(): Tries both formats for lookupAlpaca crypto volume is platform-only ($250k-$750k/day BTC) vs global exchange volume ($30B). Using it would corrupt volume-based features. Setting to 0 ensures no downstream code uses unreliable volume.
| File | Change |
|---|---|
scripts/live_trader.py | update_bars() accepts market_stream, appends crypto stream bars with volume=0 |
alpaca_trading/data/stream.py | _crypto_symbol_variants(), dual-key storage, subscribe normalization |
enable_flag: --use-websocket 1
volume_for_stream_bars: 0.0 # Always zero for crypto
crypto_detection: detect_asset_type(symbol) == AssetType.CRYPTO
backwards_compatible: true # market_stream=None preserves existing behavior
BTC/USD vs BTCUSD)