single-market-data-feed-catalog

Instruction file imported from aaltaay/Nova (.cursor/rules/single-market-data-feed-catalog.mdc). Copyright stays with the author.

Single market-data feed & quote-panel coherence -- the catalog

This is the full text behind single-market-data-feed.mdc (ADR 051: the headlines load on every request; the mechanics, the anti-patterns and the module map load when you edit the code they govern). Nothing here is weaker for living behind a glob: it is the same law.

Scanner discovery is IBKR-only (NOVA_DISCOVERY_PROVIDER=ibkr). Interactive Brokers is the only price/volume/depth/chart/scanner feed. Alpaca is news + listing metadata only — never a selectable scanner source. Do not silently mix Alpaca market data into quote, chart, scanner, or Level 2.

Hard rules

1. One discovery feed for prices.

   • Scanner rows, quote ticks, chart bars, Level 2, and Time & Sales come from IBKR.
   • Settings must not offer Alpaca as a scanner source; /api/config coerces any stale alpaca value to ibkr.
   • Never fall back from IBKR → Alpaca without an explicit user-visible error. Silent fallback is forbidden.
   • Sim practice exception: the header Paper / Live / Sim toggle replays a real recorded or downloaded session of one ticker (ADR 019): a Session Record, an IBKR historical download, or the operator's own Massive flat files (ADR 046 -- the day's trades, 1-minute bars and NBBO, imported unaltered; the snapshot names the source); either historical window may also draw an exchange's own book imported by hand from a local MBP-10 file (ADR 057 -- that venue's depth only, named as that venue's on every level, never the consolidated book, never a quote or a fill). There is no synthetic instrument and no fabricated tape: with nothing loaded the Sim desk is empty off the live edge -- while the Sim clock follows the wall clock on today's date (live_edge on /api/sim/clock), a Sim tab reads the live IBKR paths above exactly as a Paper tab does (ADR 020 live-edge amendment; gate on sim/mode.is_replay_desk, not is_sim_mode). Never mix replayed ticks with IBKR paper/live prices, and never place Sim orders through Gateway. Switching off Sim restores the IBKR paths above.

2. Alpaca listing metadata is not a price feed. Asset flags (tradable / shortable / margin) may still come from Alpaca Assets API. Label them as listing/metadata — never as the quote source. Do not imply Alpaca is pricing the panel.

3. Quote panel symbol gate (mandatory). When opening or switching the quote / side panel / Stock View:

   • Clear prior ticker state immediately on symbol change (detail, Level 2 book, tape prints, chart series).
   • Render quote body / live chart only when detail.symbol === selectedSymbol (or show loading / empty — never the previous symbol's surfaces).
   • Depth and tape hooks must ignore WS messages whose symbol ≠ the hook's current symbol, and ignore events from a non-current WebSocket instance.
   • Prefer binding Level 2 and T&S to selectedSymbol (with key={symbol}), not a stale detail.symbol.
   • Quote Panel (scanner sidebar) is L1-only — quote header, chart, fundamentals, news. Do not mount Level 2 or Time & Sales there (avoids burning IBKR_MAX_DEPTH_SYMBOLS on casual clicks).
   • Trader View (ticker click / Stock View) owns L2 + T&S. A scanner ticker click opens Trader and adds or activates a tab (ADR 011, amended #201) -- never silent-replace. + adds a draft tab. Extract (Pop out or double-click a tab) opens a detached OS window. A ticker double-click has no special action. Drag that tab onto another Nova window (or Dock) to put it back -- drop target is the host that received the drop, not window.opener. A already-popped-out window shows Dock + close only (no second Pop out). Dock must add the symbol on the target host and close the float -- do not close the float unless the host accepted. Live cap is TRADER_MAX_LIVE_TABS (= depth plan cap, currently 3). Extra names stay on the strip gray / suspended (no L2); a new live name or a click on a gray tab evicts the least-recently-focused live tab. Scanner | Trader in the host window is a view switch: keep tabs and the Trader tree mounted (hidden) so tape/L2 WebSockets stay open. closeTraderView is last-tab X / detached close / explicit leave only. IB forbids a second reqTickByTickData within 15s of cancel -- do not unsubscribe just to show the scanner.
   • Row vs ticker is a spatial split, not click-vs-double-click (ADR 011 §7a). On tables that render a SymbolSelectButton (Gappers/Gainers/Losers/AH/Large Cap, Catalysts, HOD Momo + Running Up, Watchlist, Signals), the row body only calls onSelect (Quote Panel) -- it does not open Trader. Only the blue ticker button opens Trader. SelectableTableRow's openOnRowClick prop defaults to true for rows with no ticker button (Positions, Working/Closed Orders, Journal, Executor, HOD debug), where the row remains the only gesture into Trader. Once Trader is already showing there is no Quote Panel to update, so WorkspaceContext.selectRowSymbol adds or activates (traderDesk/useTraderDeskBinding.ts) -- a dock/roster row click while in Trader still lands on that symbol's tab and may gray the oldest live tab if a 4th live slot is needed.

4. Fail loud, not quiet. If IBKR bars/ticks/depth/tape are unavailable while discovery is ibkr, return/show a clear error (e.g. HTTP 503). Do not serve Alpaca candles under an IBKR quote. Chart bars (ADR 012): HTTP /bars is store-first. Archived IBKR bars may be painted immediately with coverage {as_of, complete_through, filling}. A fill is a background historical_service request (paced, concurrency 3), not a blocking 25s pull. Empty store + Gateway down is still 503. Never paint Alpaca candles. Never surface "Chart bars timed out -- IBKR historical may be busy" because a click queued behind unrelated cold work. Send rule: reqHistoricalData is never sent while pacing wait_seconds > 0. background/warm shed on any wait; open_chart reschedules every wait via call_later on the IB loop -- the 10-minute bucket debt and the short same-contract (2s) / identical-request (15s) windows alike -- and raises HistoricalShed so the hist semaphore is released while deferred. No sleep-then-send at any duration: an awaited pacing wait still parks the fill on the connect-loop holding a hist slot while reqMktData L1 ticks share that loop (2026-08-18 Gainers freeze; D-025). 10Sec first-paint rule: In Trader, the first symbol-gated IBKR AllLast print seeds an empty client 10Sec bar immediately; historical bars still replace/reconcile it. A late empty /bars response must not erase that live candle. Empty+filling retries must self-schedule until bars arrive or the pane stops being active -- retry continuation cannot depend on React state changing after another identical empty response. Store rule: bars_store.read / write_payload are SQLite round trips and always run through asyncio.to_thread from the IB loop -- a 1441-bar fill must never put an upsert loop + commit() in front of an L1 tick (D-018).

5. Scanner tables vs open ticker (two tiers).

   • Table / HOD hot path: bounded persistent IBKR reqMktData Level-1 streams for (a) every row in the active scanner tab and (b) a reserved HOD active pool (capacity-bounded — see rule 8 for exactly what is in that pool). Never stream the whole discovery universe. Coalesce ticks into batched /ws/scanner price_patch messages.
   • Do not use reqTickersAsync for the active-table freshness SLA — IB completes snapshots on tickSnapshotEnd ~11s later, so a 1Hz/4s-timeout loop is structurally impossible.
   • Cold / discovery only: infrequent reqTickersAsync (timeout ≥12s) for new/cold symbols outside the streamed set; serialized so it cannot starve L1.
   • A quote someone waits on is never a snapshot (ADR 054). The Trader's quote head, the ticker-detail backstop, the Cryptos page's bridge stocks and the Market page read a line held for a moment (ibkr/brief_lines.py): at most IBKR_BRIEF_LINE_BATCH lines open, every reader together, each cancelled within IBKR_BRIEF_LINE_WAIT_SEC, none opened with fewer than IBKR_BRIEF_MIN_FREE_LINES spare, the desk's own line borrowed and never cancelled. A stock snapshot waits ~11 s from midnight to 09:30 ET.
   • Quote Panel open ticker: dedicated reqMktData (shared owner with table/HOD when overlap) + chart — L1 only; no depth/tape.
   • Trader View: unbounded symbol tabs; at most TRADER_MAX_LIVE_TABS (= depth plan cap, currently 3) are live L2 in the current window. Gray / suspended tabs stay visible and do not mount L2/tape. Pop out / double-click a tab for a detached OS window (prefer one per monitor). Drag the tab back onto a Nova window to dock (ADR 011). Each live window/tab may hold live L1 + depth + tape. Host Scanner | Trader does not unmount those live tabs.
   • Tape linger: last T&S WebSocket close schedules IB cancelTickByTickData after IBKR_TAPE_LINGER_SEC (16s). A remount cancels the linger and reuses _tickers. Immediate cancel + resubscribe hits IB's 15s same-instrument guard ("Resubscribing in 10s").
   • Honesty: per-row source age + header stale when the active-tab subscription is incomplete or patches are late. Never hide lag behind a frozen green "updated" badge.

6. Session-owned persistent scanner rosters (ADR 008). backend/ibkr/scanner_stream.py owns persistent reqScannerSubscription handles for the life of the process — it does not poll. Desired subscriptions by session period: Premarket = Gainers only; RTH = Gainers + Losers (UI-only); Afterhours = AH Gainers; Closed = none (at most two persistent slots). Large Cap (ADR 014) adds a third, always-on lease (TOP_VOLUME_RATE + marketCapAbove/aboveVolume/stockTypeFilter="CORP") present in every session period including Closed — it is a swing table, not a day-trade table, and is deliberately exempt from the freeze-at-boundary contract below (see the _ALWAYS_LIVE carve-out in scanner_session.py). marketCapAbove is in millions of USD, not raw dollars (IB wire field marketCapAbove1e6) (verified 2026-08-25).

• Roster admission is name-only (ADR 010 decision 5). An IB scanner name becomes a row immediately, with price=null until the first L1 tick. Admission must never await a COLD snapshot_quotes / reqTickersAsync — that coupling emptied the desk for a full premarket on 2026-08-24 when every cold batch died on the 20s on_ib ceiling. Row order is IB's rank; do not re-sort a ranked scan.
• Premarket Gappers is a projection, not a lease. backend/ibkr/gapper_view.py filters the live Gainers roster to GAPPER_MIN_GAP_PCT. TOP_OPEN_PERC_GAIN has no open to measure before 09:30 ET (IB answers with Warning 165), so it gets no premarket lease. The projection freezes at 09:30 like any other table.
• One roster owner per table. With discovery=ibkr the persistent lease is the only writer: scanner_runners/discovery.py and scanner_runners/movers.py refuse, and adapters/ibkr_scanner.py raises. Rollback is git revert, not a second writer (ADR 010 decision 10).
• A lease that never answers is reopened. The watchdog (scanner_stream._watchdog_once) cancels and reopens a lease whose first batch has not arrived IBKR_SCANNER_FIRST_BATCH_RESUBSCRIBE_SEC after it opened, and again that long after each reopen (never faster). An empty batch (updateEvent with 0 rows) is an answer; only no event at all is silence. A lease IBKR refused with Error 322 first frees this client's leaked scanner slots (discovery.recover_scanner_slots, which never cancels a desired lease) and then reopens. On 2026-10-23 a refused Gainers lease sat empty 04:00–16:00 because the watchdog skipped leases that had never delivered.
• Every one-shot scan cancels what it sent. Nothing that can raise runs between reqScannerSubscription and the try/finally that cancels it in discovery._one_shot_scanner; a raise there leaks one of IBKR's ten scanner slots per call (the Market page's movers scan filled all ten overnight on 2026-10-23).
• Empty is not fresh. A batch with no names (Warning 165) must not stamp table_state=live + a new last_scan. Leave the roster untouched and let integrity alarm inside the table's live window. Closed (HOD_MOMO_INTEGRITY_TICK_IDLE_MODES) has no day-trade leases: empty hist/HOD/scanner buffers and missing L1 must pass, not Integrity fail. Gateway disconnect, live RTH/premarket empty Gainers with IBKR up, and hard-stale L1 still fail loud. Each table (gappers/gainers/losers/afterhours) carries its own session_key (04:00 ET-anchored), state (live/frozen/unavailable), revision, roster_ts, and frozen_at in runtime_state:
  • Gappers is live 04:00–09:30 ET, then frozen (immutable) for the rest of the session.
  • Gainers is live 04:00–16:00 ET, then frozen.
  • Afterhours is live 16:00–20:00 ET, then frozen.
  • A frozen table's membership, rank, values, metadata, and timestamp cannot change — HOD-owned L1 may keep evaluating retained symbols without mutating the frozen row. Do not resubscribe L1 for a frozen tab's own display; only a live tab consumes active-tab L1.
  • Every scanner/hydration callback must be fenced by IB READY generation + subscription epoch + table + session key before it can write state; a result from a superseded generation/epoch/session is discarded, not applied.

7. Time & Sales = IBKR only (Trader tabs).

   • Feed: reqTickByTickData(AllLast) via backend/ibkr/tape_stream.py.
   • Scope: symbols open in Trader View tabs — same lifecycle as Level 2 (refcounted, 15s resubscribe guard). Not mounted in the scanner Quote Panel.
   • Transport: /ws/ibkr/tape/{symbol} with msg.symbol gates on every message.
   • No Alpaca tape in the live UI. backend/l2/tape.py (Alpaca recorder) is for historical recording only.
   • Clear tape immediately on symbol switch (never bleed prior symbol's prints into the new view).

8. HOD eligibility is the current-session displayed union -- no side-channel scans.

   • Price/volume ticks into hod_momo.on_trade_update come from IBKR L1 streams (ibkr/scanner_l1.py / shared ibkr/ticks.py), not Alpaca WS.
   • HOD Momo's active set is exactly: current-session Gappers ∪ Gainers ∪ Afterhours ∪ manually curated Former Momo. Nothing else — Losers, the open ticker, IBKR volume seeds (HOT_BY_VOLUME/TOP_VOLUME_RATE/MOST_ACTIVE), a second belowPrice-filtered Gainers pass, Large Cap (ADR 014), and rotating discovery "explore" are excluded from HOD admission (ADR 008). Large Cap's own breakout alerts run on a separate channel (backend/large_cap_alerts.py), never through hod_momo.on_trade_update.
   • Sub-$20 stocks are ordinary Gainers rows — no special scanner, quota, or reserved slot.
   • HOD spends zero IB historical tokens. Session-high floor is tick-6 + observed prints; if still unseeded after HOD_MOMO_OBSERVED_SEED_WARMUP_SEC (60s), self-seed from max observed print with open_alert_window=False. Squeeze buffer is bars_store.read of already-stored 1Min bars. Those bars come from (a) chart hist fills and (b) live scanner L1 rolled by ibkr/l1_minute.py -- not from tape bars_1m and not from reqHistoricalData in HOD. Empty recent store = live-only ticks (Gainers change_pct covers the admission leg).
   • L1 1Min overlay stamps real size (D-049). l1_minute accumulates lastSize / RTVolume (233) / tick-8 day-volume deltas on the existing scanner/detail/HOD reqMktData owner (IBKR_L1_GENERIC_TICKS). First cumulative print is a baseline, not a day-volume dump. Hist still replaces the overlay candle. Do not paint ticker.vwap as a second session VWAP metric. Do not open a private reqMktData for 233 (D-020).
   • Halt ETA chip (L2 header) reads ticker.halted on the same shared L1 line. That field is incoming tick type 49 (EWrapper.tickGeneric). IBKR docs: Generic tick required = -. Never put 49 in genericTickList -- Warning 321 poisons the L1 upgrade (#178). Tape freeze ("Waiting for prints...") is a hint only -- it must not invent a countdown. halt_start is the first observed ticker.halted transition, not the SIP official start (label that in the tooltip). LULD (halted=2) is second-precise: LULD · 1:42 · 3:18 left, then Auction, then Extended · no ETA (no fake forever countdown). Kind badges: LULD / NEWS / UNK from codes 2 / 1 / other. If halt_start was observed late (reconnect / opened mid-halt), show elapsed-only unless Nasdaq Trade Halt RSS supplies an official start. Overlay official start / reason / pause threshold / scheduled quote+trade resume from https://www.nasdaqtrader.com/rss.aspx?feed=tradehalts (poll ≤1/min, no HTML scrape). RSS down or symbol missing: keep IBKR+clock, mark exchange detail pending, never invent resume times. MWCB Level 1/2/3 is a rare desk-wide banner from RSS MWC1/MWC2/MWC3 -- not per-symbol LULD tier. Clear immediately when ticker.halted returns to 0. NaN / missing / halted=-1 is not resume -- only code 0 clears (#237). After reqMktData attach, observe the ticker immediately (already-halted names may never fire another tick 49). Depth unsubscribe must not cancelMktData on a reqMktDepth-only line (that steals ticks' L1 and logs cancelMktData: No subscription). An RSS open row (no trade_resume) may seed the chip when IBKR never observed that symbol -- do not invent tick 49. IBKR code 0 still wins over a stale RSS row. Do not block Place from this chip. Do not request generic tick 49 and do not open a private reqMktData for halt.
   • websocket.alpaca_trades_drive_hod() is False when discovery=ibkr — skip on_trade_update and l2.tape.on_alpaca_trade for Alpaca prints.
   • websocket.stream_loop does not open Alpaca's market-data WebSocket under ibkr (idles and polls). Avoids dual-feed and Alpaca's one-connection limit.
   • Depth/tape hooks must compare msg.symbol to an uppercased current symbol key.

9. Two loops + hot/cold (ADR 010 -- implementation in progress).

   • Target: HTTP/WS on uvicorn; all ib.* on the connectAsync loop (dedicated IB thread). One process, one IBKR_CLIENT_ID.
   • snapshot_quotes / hydrate_rows / surge-seed / enrichment / reprice are COLD (ibkr/work_class.py). Persistent reqScannerSubscription, L1/depth/tape, and place/cancel are HOT.
   • New scanner names wait for L1 reqMktData / tick-6. Do not run a 40-wide reqTickersAsync on the hot path.
   • A slow IB loop blocks the desk honestly. It never auto-kills the process (API_WEDGED must not call startLocalApi / Electron restartApi once Task 4 ships).
   • Do not move connectAsync onto a new thread during a live NOVA_API_RELOAD=1 session.

10. Earnings tab is calendar metadata, not a price feed. backend/earnings_calendar.py fetches Finnhub's /calendar/earnings (symbol, date, BMO/AMC session, EPS/revenue estimate + actual) -- no IBKR reqScannerSubscription lease, no /ws/scanner price stream, and no HOD Momo admission (same carve-out as Large Cap, ADR 008). Company name/sector/market cap are decorated read-time from the existing yfinance fundamentals cache (cache-only, background-warmed by earnings_enrich_hooks.py) -- never a blocking per-row Yahoo call. Implied move / IV / surprise-% are not computed -- Finnhub's free calendar has no options data; do not invent a formula. A ticker click opens Trader the same way every other scanner ticker does (SymbolSelectButton -> onOpenTrading, ADR 011).

11. Nova News is an AI-in-trading headline desk, not a price feed. backend/nova_news/ aggregates targeted Google News RSS (AI trading / quant / bots / wires), Yahoo-scoped AI-trading RSS, trade-press and research feeds, Finnhub /news, and Alpaca /v1beta1/news. Admission requires a high-signal "AI is doing the trading" phrase or a headline that pairs an AI term with a trading term -- NVDA-as-an-AI-stock and generic Fed tape are not rows. It is not an IBKR scanner lease, has no /ws/scanner price stream, and must never admit symbols into HOD Momo. Empty + all-sources-down is a loud error, not a fresh empty desk. Live sources with only off-topic headlines are an honest empty desk. Ticker chips open Trader (SymbolSelectButton -> onOpenTrading, ADR 011). Do not scrape HTML. Do not paint Alpaca/Yahoo/Finnhub prices from this path. Do not reuse tools/ai_news_rank.rank_articles on this path. Catalysts stays on-roster-with-news; Nova News is the AI-in-trading desk.

12. Volume boost is a derived L1 spike list, not a scanner lease. backend/volume_boost.py watches day-volume already arriving on the shared scanner/detail/HOD reqMktData line (apply_l1_quote -> observe_l1). Metric is last-60s volume rate vs the prior 10 minutes -- not session rvol_5min, not Large Cap swing RVOL, not a third-party unusual-volume scrape. No private reqMktData. No IBKR reqScannerSubscription. No HOD admission. No /ws/scanner roster. Empty + IBKR ready is an honest empty desk. Empty + Gateway down is a loud feed_error. Debounce one-shot blips; show spike age and cool-off; cap top-N. Ticker click opens Trader (SymbolSelectButton -> onOpenTrading, ADR 011). The bot pack volume stays a stub (BOT_PACK_STUB) -- this tab is not live fire.

13. The Cryptos page is a labelled reference board, not a trading feed (ADR 040). backend/crypto/ reads the crypto market from named public sources -- CoinGecko (prices, changes, volumes, caps, dominance), Coinbase Exchange (candles, the 16:00 ET prices), alternative.me (Fear & Greed), Hyperliquid (funding, open interest), DefiLlama (stablecoins), Deribit (options expiries) and Alpaca news -- and the page names the source beside every number. Those numbers never reach a scanner row, a stock's quote / chart / Level 2 / tape, HOD Momo, a setup lane, a bot, an order or a fill. The page's stock numbers (the bridge panel) are IBKR's: cold snapshot_quotes and regular-hours daily closes through the paced historical service at background priority. No source stands in for another: a failed source's numbers read null with its error. Nothing polls while the page has not asked within CRYPTO_WANTED_SEC. Nova places no crypto order; the "Spot" chip only says IBKR lists the coin.

    The Market page (ADR 053) is a reference board too, but every price on it is IBKR's: futures front months, Cboe indexes and NYSE's indicators (AD / VOL / TICK / TRIN), ETFs and stocks, each from a line held for a moment (ibkr/brief_lines.py, ADR 053 amendment, ADR 054), bars through the paced historical service. It keeps no streaming line (a brief line only while IBKR_BRIEF_MIN_FREE_LINES are spare) and its non-stock requests are fenced (ibkr/reference_errors.py): an error on a FUT / CONTFUT / IND / CASH / CRYPTO contract never sets the stock session's delayed-data fallback or max-tickers note. Its non-price facts -- State Street holdings, BEA / BLS / Fed / SIFMA calendars -- are labelled. Nothing on it feeds a scanner row, a chart, HOD Momo, a setup, a bot or an order.

Anti-patterns

• ❌ Looping fake real tickers (SPY / AAPL) as Sim tape, or placing Sim orders through IBKR Gateway
• ❌ Writing Massive-sourced prints or bars into the IBKR chart store (bars_store), or drawing IBKR bars under a Massive replay window (ADR 046)
• ❌ Drawing an imported exchange book as the consolidated Level 2, dropping its venue label, or pricing a bid / ask or a practice fill from it (ADR 057)
• ❌ Painting Sim ticks as paper/live IBKR, or leaving Sim on while calling ibkr.orders.place
• ❌ Keeping previous detail while loading the next ticker so L2 stays on NXTC under an MVO quote
• ❌ chart_bars catching IBKR errors and calling Alpaca when discovery=ibkr
• ❌ UI copy that says "IBKR" while a silent Alpaca path still runs
• ❌ Applying trade_update / book updates before the matching initial / subscribed for the current symbol
• ❌ sleep-then-send for a short pacing window on the IB loop -- reschedule via call_later and release the hist semaphore (D-025)
• ❌ SQLite from an IB callback or the connect-loop -- ledger ack/fill/facts go through execution/persist_queue.py, bars_store through asyncio.to_thread (D-012, D-018)
• ❌ asyncio.to_thread(cancel_order_verified, ...) -- cancelOrder + the openTrades verify belong on the IB loop as an awaitable (cancel_order_verified_on_ib), never a worker thread that time.sleep-polls (D-012)
• ❌ Putting incoming tick types (49 Halted) into genericTickList -- IBKR Warning 321 poisons the shared L1 upgrade. Halted arrives as ticker.halted on default reqMktData (#178)
• ❌ Treating ticker.halted NaN / -1 as resume after cancel/resubscribe, or cancelMktData from a depth-only unsubscribe, or hiding an RSS-open halt because tick 49 never arrived (#237)
• ❌ A private reqMktData for shortability, RTVolume 233, halt, or the depth L1 fallback -- it is idempotent per contract, so it hands back the pooled ticker with no extra generic ticks, and its cancelMktData closes the desk's line. Take a ticks owner and merge legal generic ticks only (OWNER_LISTING / OWNER_DEPTH / IBKR_L1_GENERIC_TICKS = 233) (D-020, D-049, #178)
• ❌ Inventing a LULD countdown from a quiet Time & Sales tape, or keeping a confident forever clock after 10 minutes still halted
• ❌ Nesting table reprice inside _scan_loop sleep (starves prices for 10–90s during movers scans)
• ❌ Using reqTickersAsync / 4s timeouts for active-table freshness (IB tickSnapshotEnd ≈ 11s)
• ❌ Streaming the whole discovery universe via reqMktData
• ❌ Rebuilding every scanner cache list on each L1 tick (apply_l1_quote patches one indexed row)
• ❌ Returning commit_table False after REST already advanced because the WS roster push threw
• ❌ Leaving _inflight_scan_reqids intact across a full reconnect (new IB() never issued those ids)
• ❌ Blocking roster admission on a cold snapshot_quotes / reqTickersAsync result (a name with no quote is a row with price=null, not a dropped row)
• ❌ Rendering 0.00 for a newly admitted scanner name that has no L1 tick yet
• ❌ Opening a TOP_OPEN_PERC_GAIN lease before 09:30 ET, or treating its Warning 165 empty result as "no gaps today"
• ❌ A scanner watchdog that skips a lease because it never delivered, or reopens a silent lease faster than IBKR_SCANNER_FIRST_BATCH_RESUBSCRIBE_SEC
• ❌ Letting one empty table vouch for another ("OK if another scanner list is live") when both are empty
• ❌ Painting Integrity fail for empty hist/HOD/scanner buffers when current_mode is closed (no live roster is expected)
• ❌ Mutating a frozen table's membership/rank/values/timestamp after its session boundary
• ❌ Applying a scanner/hydration callback from a superseded IB generation, subscription epoch, or session key
• ❌ Reviving HOD volume seeds, a belowPrice Gainers pass, open-ticker priority, or Losers as HOD inputs
• ❌ Pretending table prices are live when the active-tab L1 subscription is incomplete
• ❌ Calling historical_service.request_bars / reqHistoricalData from HOD surge seed (charts own the 60/10min budget)
  • ❌ Feeding T&S from the Alpaca recorder (l2.tape) instead of tape_stream.py
• ❌ Showing prior symbol's prints in T&S after a symbol switch
• ❌ Mounting Level 2 or Time & Sales in the scanner Quote Panel (Trader tabs only)
• ❌ Unmounting Trader (closing tape/L2 WS) when the operator clicks Scanner
• ❌ Opening a 4th live L2 stream without graying the least-recent live tab (depth plan cap) -- extra names may stay on the strip, but they must not all be live
• ❌ Calling _hod_momo.on_trade_update from the Alpaca WS loop when discovery=ibkr
• ❌ Opening Alpaca market-data WebSocket while discovery=ibkr (burns the one WS slot for nothing)
• ❌ Classifying hydrate_rows / snapshot_quotes as HOT
• ❌ asyncio.to_thread around ib.* (place/cancel/req*)
• ❌ Auto-killing a listening API PID because /api/mode or /api/health timed out (loop starve is not a dead process)
• ❌ Serializing all reqHistoricalData through one cold_slot mutex (IB allows 50 in flight; the real limit is pacing)
• ❌ Client 25s abort that paints "IBKR historical may be busy" on a ticker click
• ❌ Classifying a pacing violation as retryable without a token bucket (retry storms)
• ❌ Returning a stored stub when pacing wait > 0 and dropping the fill (wedges derived 1Hour / 15Min panes)
• ❌ Letting scanner L1 last upserts rewrite a hist-owned bars_intraday candle (same (symbol, timeframe, ts) -- volume is not ownership; IB hist minutes can be volume=0)
• ❌ A client-side scanner filter (exchange, watch, etc.) dropping a row because a metadata field is unknown -- unknown must fail open, and a real narrowing must show a visible hidden-count, not a quiet empty table (2026-08-25: NASDAQ-only default + drop-on-unknown blanked 31 gappers/50 gainers to 1 row with no on-screen cause)
• ❌ Starting a second uvicorn / run_api.py while one already holds :8000 and clientId 17 (Error 326, session stuck connecting, door trail Failed to fetch)
• ❌ Opening an IBKR scanner lease, streaming L1, or admitting Earnings-tab symbols into HOD Momo -- it is a Finnhub calendar list, not a discovery table
• ❌ Inventing implied move / IV / surprise-% for the Earnings tab from price alone -- Finnhub's free calendar has no options data
• ❌ Treating Nova News as a scanner/price feed, admitting its symbols into HOD Momo, or scraping publisher HTML instead of the HTTP APIs/feeds
• ❌ Letting Catalysts copy claim a news universe while the filter is still IBKR-roster-only -- Nova News is the AI-in-trading desk
• ❌ Filling Nova News with generic tape or "AI stocks to buy" instead of AI-used-in-trading headlines
• ❌ Painting Positions Mkt Price / Day P&L only from a 5s portfolio poll when Nova already has a live L1 last for that symbol -- prefer ticks.last_quotes (do not open a private reqMktData just to mark a position)
• ❌ Firing accountSummaryAsync on the 1s account-cluster poll -- read the reqAccountUpdates cache (accountValues / portfolio)
• ❌ Opening a private reqMktData or IBKR scanner lease for Volume boost, ranking by session rvol_5min / Large Cap swing RVOL as if that were a spike, inventing volume from a quiet tape, or letting the bot volume pack fire from this tab

Related

• architecture/decisions/010-ib-loop-isolation.md -- two loops, one clientId, hot/cold scheduler
• backend/ibkr/work_class.py -- HOT/COLD label SSOT
• architecture/decisions/008-persistent-ibkr-scanner-rosters.md -- session-owned roster ADR
• backend/ibkr/scanner_stream.py — persistent scanner subscriptions, freeze/rollover
• architecture/decisions/012-local-first-chart-bars.md -- store-first bars + paced historical service
• backend/ibkr/historical_service.py -- sole production scheduler for reqHistoricalData
• backend/bars_store.py -- durable IBKR bars + coverage
• backend/chart_bars.py -- store-first IBKR-only when discovery=ibkr
• backend/ibkr/scanner_l1.py — active-tab + reserved HOD L1 streams → /ws/scanner
• backend/ibkr/l1_minute.py -- scanner L1 last + size deltas → live 1Min overlay (source=ibkr_l1); hist fills own the candle and replace it
• backend/ibkr/ticks.py — shared owner-aware reqMktData (detail / scanner / HOD / depth / listing); ticks_generic.py owns generic-tick merges and drops illegal STK ticks; default IBKR_L1_GENERIC_TICKS (233) rides that one line
• backend/ibkr/account_marks.py -- Positions / Day P&L prefer existing L1 last; account_stream.py keeps reqAccountUpdates subscribed
• backend/ibkr/halt_eta.py / halt_status.py -- LULD clock + ticker.halted observe; Stock View L2 HaltEtaChip
• backend/ibkr/nasdaq_halt_rss.py / nasdaq_halt_feed.py -- official Trade Halt RSS parse + ≤1/min poll; MWCB desk banner via /api/halts/desk
• backend/ibkr/cancel_verify.py -- IB-loop cancel + awaitable openTrades verify
• backend/execution/persist_queue.py -- FIFO off-loop drain for IB-callback ledger writes (telemetry_persist.py builds the jobs)
• backend/ibkr/reprice.py — detail backstop only (cold snapshots, not table SLA)
• backend/ibkr/tape_stream.py — reqTickByTickData AllLast subscriber
• backend/earnings_calendar.py -- Finnhub calendar fetch/cache; earnings_enrich_hooks.py -- background yfinance name/sector/mcap warm
• backend/nova_news/ -- Nova News desk (AI-in-trading headlines, criticality columns)
• backend/volume_boost.py -- Volume boost tab (L1 day-volume rate spike vs recent baseline; no new ticks)
• backend/scanner_push.py — /ws/scanner + set_active_tab
• frontend/src/hooks/useTickerStream.ts, useIbkrDepth.ts, useIbkrTape.ts, useScannerPriceStream.ts
• frontend/src/utils/dataSourceMap.ts — honest attribution

Recording source (ADR 017)

AllLast is the only production recording print source. Reuse its bounded capture/L2 fan-out; never open a second subscription or restore Alpaca tape ingest. A real tab requires a connected, non-rejected matching producer; waiting/stale/failed writers must remain visible. Do not manufacture quote/depth rows from print data.