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alpaca-facade

alpaca-facade is the high-level convenience layer that composes the lower alpaca-rust crates into application-friendly adapters.

Main Types and Helpers​

  • AlpacaData
  • AlpacaDataConfig
  • CacheStats
  • OptionPricingReference
  • ResolvedOptionStratPositions
  • AlpacaData::get_prices_for_iv_calculation(...)
  • map_snapshot(...)
  • map_snapshot_with_pricing_reference(...)
  • map_snapshots(...)
  • map_snapshots_with_pricing_references(...)
  • map_live_snapshots(...)
  • map_live_snapshots_from_client(...)
  • pricing_references_for_snapshots(...)
  • resolve_positions_from_optionstrat_url(...)

Typical Uses​

  • Reuse alpaca-data::cache::CachedClient behind a richer option-aware facade
  • Enrich Alpaca option snapshots into alpaca-option core models
  • Outside regular session, ignore provider IV/Greeks and invert IV from the last completed close plus bid/ask mid; compute snapshot Greeks at that same close-state stock. Bid/ask stay provider quotes.
  • Resolve IV-inversion stock references through AlpacaData::get_prices_for_iv_calculation(...), using uncached realtime stock snapshots during regular session and the last completed trading day's daily-bar close outside regular session.
  • Keep application-specific singleton or scheduling logic outside the shared crate

For option chains, call alpaca-data directly through client.options().chain_all(...), then map snapshots with AlpacaData::map_live_snapshots(...) if enriched alpaca-option models are needed.

Not Included​

  • environment bootstrapping
  • application singletons
  • application-level provider failover orchestration
  • strategy logic or order workflows