Alpaca Broker Reconciliation Idempotency

Alpaca — Reconciliation & Idempotency

This is the skill that separates a demo from production. Alpaca is an asynchronous, eventually-consistent system: writes settle later, events can be missed or replayed, some rails emit no events at all, and "executed" can still be reversed. Your job is to make your local database a faithful, self-healing mirror of Alpaca's state.

Read alpaca-broker-integration, alpaca-broker-sse-events, and the relevant domain skills first. This skill is the architecture that ties them together.

The core principle

Treat Alpaca as the source of truth and your DB as a cache that must converge to it. Every write is a request, not a fact. Every event is a hint, not a guarantee. Correctness comes from idempotent processing plus a reconciliation loop — never from assuming any single call or event succeeded exactly once.

1. Three layers of defense

Layer 1 — Idempotent writes      : never create a duplicate when you retry
Layer 2 — Idempotent event intake: never double-process a replayed/duplicate event
Layer 3 — Reconciliation sweep   : re-pull authoritative state and fix any drift

You need all three. Layer 1+2 keep you correct in the happy/retry case; Layer 3 catches everything that still slips through (downtime, bugs, missing events, corrections).

2. Layer 1 — Idempotent writes

Every money/order write must be safe to retry, because you can't tell a timeout apart from a success.

• Orders: set your own client_order_id (≤128 chars) derived from your transaction ID. On a lost response, look the order up via orders:by_client_order_id before retrying.
• Journals: send an Idempotency-Key header. Same key + same body returns the original journal; same key + different body → 422. (See alpaca-broker-journals.)
• Local-first ordering: write your intent row (with a generated key) before the network call, so a crash mid-call leaves a record you can reconcile — never an orphaned Alpaca object you can't find.
• Persist the returned Alpaca ID immediately (account_id, order_id, journal_id, transfer_id). It is your only correlation key for events and reconciliation.

3. Layer 2 — Idempotent event intake

Events are at-least-once: replay cursors, reconnects, and corrections all cause the same event to arrive more than once.

• Snapshot-first, keyed on event_id. Insert the raw event with upsert / skip-on-duplicate on event_id (a ULID). A duplicate becomes a no-op. This single unique constraint is your dedup boundary.
• Key business records on the Alpaca ID, not on a local autoincrement, with upsert semantics.
• Guard transitions by current status. Before acting, check the record isn't already terminal — so a duplicate "executed"/"filled" doesn't re-fire a payout or notification.
• Lock the row while mutating (SELECT … FOR UPDATE or your engine's equivalent) so concurrent events for one record serialize.
• Advance the cursor only after success (at-least-once, made safe by the above).

4. Layer 3 — Reconciliation / heal jobs

A scheduled job that re-pulls authoritative state from Alpaca and upserts it locally. This is what makes the system self-healing.

Canonical nightly heal (lesson):

1. For each active account, page through trade activities and non-trade activities (GET /v1/accounts/activities, paginated) for the last N days (e.g. 3) — a moving window that re-covers recent days so anything missed by SSE gets backfilled.
2. Page through journals (GET /v1/journals) and transfers for the same window.
3. Upsert each into your tables keyed on the Alpaca ID (insert-or-update). Re-running is safe and converges.
4. Bound concurrency (a small worker pool) and respect rate limits (alpaca-broker-rate-limits-resilience).

Why a window and not just "since last run": it absorbs corrections, late settlements, and any events dropped during a deploy — without rescanning all history every night.

5. Polling the rails that have no events

Not everything emits SSE. Where there's no event, you must poll.

• Funding-wallet per-transfer status (v1beta) is not pushed — poll GET /v1beta/.../funding_wallet/transfers/{id} on a schedule.
• Stagger pollers (e.g. one rail at :00, another at :30) to spread API load.
• Only poll records in a non-terminal state. Filter your query to status IN (pending, processing, …); once a record reaches a terminal status, drop it from the polling set. This bounds the work and prevents re-notifying.
• Gotcha — no GET-by-id on classic wire transfers: you must GET /v1/accounts/{id}/transfers?direction=OUTGOING (a list) and match the ID client-side; cache the list per account within a run.

Lesson: polling implies latency. Document the expected lag (e.g. "withdrawal status updates within ~1h") so product/support set the right expectations.

6. Status state-machine mapping

Alpaca exposes several status enums (account, order, journal, transfer, funding-wallet) — each with its own vocabulary. Don't scatter raw Alpaca strings through your app.

• Define one explicit mapping table per domain from Alpaca status → your internal status (e.g. executed/COMPLETE → COMPLETED; rejected/canceled/returned/failed → CANCELLED).
• Handle unknown statuses gracefully — log and skip, never crash. Alpaca adds values (and has shipped bad ones — e.g. a stray TRD activity type that consumers had to filter out).
• Know which states are terminal (they differ per enum) so you stop polling/processing them.

7. Eventual-consistency hazards to design for

• executed/COMPLETE is not always final — journals can be reversed by cashiering; transfers can be RETURNED after appearing done. Keep reconciling past the "happy" terminal state for a window.
• Corrections create new IDs. A journal correct cancels the original and issues a new journal ID carrying the real funds. Reconciliation keyed on event snapshots + Alpaca IDs handles this; logic that mutates the original record in place does not.
• 200 means accepted, not settled. Never confirm money moved to a user off the create response — confirm off the terminal event/poll.
• Out-of-order & duplicate events are normal (see alpaca-broker-sse-events §5). Idempotency absorbs them.

8. Anti-patterns (seen in the wild)

• ❌ Reconnecting an SSE stream without a since_id cursor → silently drops every event during the gap. (Fix: persist + replay the cursor.)
• ❌ Treating an SSE stream as your only source → no backstop for missed events. (Fix: add the heal job.)
• ❌ Blind retry of a journal/order without an idempotency key → double money movement.
• ❌ Acting on executed as irreversible → broken books when a reversal/correction lands.
• ❌ Dedup keyed on a confirmed set instead of a seen set → judge/reject churn re-processes forever. Dedup on everything seen, key on the Alpaca/event ID.

9. Putting it together

WRITE:   local intent row (idempotency key) → Alpaca call → store Alpaca ID
LIVE:    SSE consumer (cursor-replay, snapshot-keyed dedup, status-guarded upsert)
POLL:    schedulers for rails with no events (non-terminal records only)
HEAL:    nightly window re-pull of activities/journals/transfers → upsert
MAP:     Alpaca status → internal status, terminal-aware, unknown-tolerant

Related skills: event consumption mechanics → alpaca-broker-sse-events; idempotency keys per domain → alpaca-broker-journals, alpaca-broker-trading-orders; polling rails → alpaca-broker-funding-transfers; backoff & rate limits in heal jobs → alpaca-broker-rate-limits-resilience.