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Alpaca-Only Migration Workflow

Overview

Consolidate all historical and intraday data fetching to Alpaca API, removing Polygon/Massive dependency.

Benefits

• ✅ Single data source for all timeframes (m15, h1, h4, d1, w1)
• ✅ Cost savings: ~$150/month (cancel Polygon subscription)
• ✅ Simplified codebase: Remove provider routing complexity
• ✅ No provider label confusion: All data marked as 'alpaca'
• ✅ Better historical coverage: 7+ years from Alpaca

Migration Steps

1. Python Backfill Scripts

Files to update:

• ml/src/scripts/deep_backfill_ohlc_v2.py
• ml/src/scripts/process_backfill_queue.py
• ml/src/scripts/deep_backfill_ohlc.py
• ml/src/scripts/backfill_ohlc.py

Changes:

• Replace Polygon API calls with Alpaca API
• Update provider label from 'polygon'/'massive' to 'alpaca'
• Use Alpaca authentication (ALPACA_API_KEY, ALPACA_API_SECRET)
• Update rate limiting (Alpaca: 200 req/min vs Polygon: 5 req/min)

2. Edge Functions Provider Router

Files to update:

• supabase/functions/_shared/providers/factory.ts
• supabase/functions/_shared/providers/router.ts

Changes:

• Remove Massive/Polygon client initialization
• Simplify router policy to use Alpaca-only (no fallbacks)
• Remove health check and fallback logic
• Keep Yahoo for options chain (Alpaca doesn't provide options)

3. Database Schema

Create migration:

• backend/supabase/migrations/20260110120000_alpaca_only_migration.sql

Changes:

• Update provider constraint to deprecate 'polygon' and 'massive'
• Simplify validation trigger (remove Polygon rules)
• Update get_chart_data_v2 to remove provider priority logic
• Add comment documenting Alpaca-only strategy

4. SQL Helper Functions

Functions to update:

• get_chart_data_v2: Remove DISTINCT ON provider priority
• validate_ohlc_v2_write: Remove Polygon validation rules
• Any other functions with provider-specific logic

5. Remove Dead Code

Files to remove:

• supabase/functions/_shared/providers/massive-client.ts
• Any Polygon-specific configuration files

Files to clean:

• Remove MASSIVE_API_KEY references
• Remove Polygon rate limit configurations

6. Environment Variables

Update:

• Remove MASSIVE_API_KEY / POLYGON_API_KEY from:
  • GitHub Actions secrets
  • Local .env files
  • Supabase Edge Function secrets
  • CI/CD pipelines

Ensure set:

• ALPACA_API_KEY
• ALPACA_API_SECRET

7. Testing Checklist

• Historical data fetch (d1, w1) works via Alpaca
• Intraday data fetch (m15, h1, h4) works via Alpaca
• Chart rendering shows correct provider labels
• No provider priority conflicts in database
• Backfill scripts successfully populate data
• Rate limiting works correctly (200 req/min)
• No references to Polygon/Massive in logs

8. Rollback Plan

If issues arise:

1. Revert database migration
2. Re-enable Polygon client in factory.ts
3. Restore MASSIVE_API_KEY environment variable
4. Revert Python script changes

Post-Migration

1. Monitor Alpaca API usage and rate limits
2. Verify data quality matches Polygon
3. Cancel Polygon subscription after 1 week of stable operation
4. Update documentation to reflect Alpaca-only architecture

Notes

• Keep Yahoo Finance client for options chain data
• Keep Tradier client for real-time intraday (if needed as backup)
• Alpaca provides both historical and real-time data
• No data migration needed - let old Polygon data age out naturally