fix(broker): get_latest_price uses market-data API (was always 0)

get_latest_price queried TradingClient.get_asset (asset metadata — no price fields) so it ALWAYS returned Decimal('0'). Every Kevin signal was priced 0, so the executor skipped them ("No current price") even after the Phase 1 sizing fix; the market-closed deferral masked it until the market-open drain.

Use StockHistoricalDataClient.get_stock_latest_trade with a daily-bar close fallback — both return the last session's data, so they work when the market is closed (Kevin posts at all hours). Validated live: MRVL 263.16, AVGO 385.10 with the market closed.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

shared/broker/alpaca_broker.py

@@ -32,6 +32,9 @@ from alpaca.trading.requests import (
     StopOrderRequest,
     TakeProfitRequest,
 )
+from alpaca.data.historical import StockHistoricalDataClient
+from alpaca.data.requests import StockBarsRequest, StockLatestTradeRequest
+from alpaca.data.timeframe import TimeFrame
 
 from shared.broker.base import BaseBroker
 from shared.schemas.trading import (
@@ -109,6 +112,13 @@ class AlpacaBroker(BaseBroker):
             secret_key=secret_key,
             paper=paper,
         )
+        # Market-data API — separate from the trading API. Provides real
+        # prices even when the market is closed (latest trade / daily bar).
+        # Same API keys; no paper/live distinction for data.
+        self._data_client = StockHistoricalDataClient(
+            api_key=api_key,
+            secret_key=secret_key,
+        )
 
     # -- internal helpers ----------------------------------------------------
 
@@ -324,18 +334,30 @@ class AlpacaBroker(BaseBroker):
             return False
 
     async def get_latest_price(self, symbol: str) -> Decimal:
-        """Last trade price for *symbol* as Decimal. Returns Decimal('0')
+        """Latest trade price for *symbol* via the Alpaca market-data API,
-        on lookup failure — callers should treat 0 as 'no price available'.
+        with a daily-bar close fallback. Both return the most recent
+        session's data, so they work when the market is closed. Returns
+        Decimal('0') only if every lookup fails — callers treat 0 as
+        'no price available'.
         """
         try:
-            # alpaca-py uses MarketDataClient for prices; the TradingClient
+            trade_req = StockLatestTradeRequest(symbol_or_symbols=symbol)
-            # does not expose latest_trade. Use the get_assets fallback
+            resp = await asyncio.to_thread(
-            # (returns last_close) when present.
+                self._data_client.get_stock_latest_trade, trade_req
-            asset = await asyncio.to_thread(self._client.get_asset, symbol)
+            )
-            for attr in ("last_trade_price", "close", "last_close"):
+            price = getattr(resp.get(symbol), "price", None)
-                v = getattr(asset, attr, None)
+            if price:
-                if v is not None:
+                return Decimal(str(price))
-                    return Decimal(str(v))
         except Exception:
-            pass
+            logger.warning("latest-trade lookup failed for %s; trying daily bar", symbol)
+        try:
+            bars_req = StockBarsRequest(
+                symbol_or_symbols=symbol, timeframe=TimeFrame.Day, limit=1
+            )
+            resp = await asyncio.to_thread(self._data_client.get_stock_bars, bars_req)
+            bars = resp.data.get(symbol)
+            if bars:
+                return Decimal(str(bars[-1].close))
+        except Exception:
+            logger.warning("daily-bar lookup failed for %s", symbol)
         return Decimal("0")

tests/test_broker.py

@@ -164,13 +164,71 @@ def mock_client() -> MagicMock:
 
 
 @pytest.fixture
-def broker(mock_client: MagicMock) -> AlpacaBroker:
+def mock_data_client() -> MagicMock:
-    """Return an ``AlpacaBroker`` whose internal client is mocked."""
+    """Return a mocked ``StockHistoricalDataClient`` (market-data API)."""
-    with patch("shared.broker.alpaca_broker.TradingClient", return_value=mock_client):
+    return MagicMock()
+
+
+@pytest.fixture
+def broker(mock_client: MagicMock, mock_data_client: MagicMock) -> AlpacaBroker:
+    """Return an ``AlpacaBroker`` whose internal clients are mocked."""
+    with (
+        patch("shared.broker.alpaca_broker.TradingClient", return_value=mock_client),
+        patch(
+            "shared.broker.alpaca_broker.StockHistoricalDataClient",
+            return_value=mock_data_client,
+        ),
+    ):
         b = AlpacaBroker(api_key="test-key", secret_key="test-secret", paper=True)
     return b
 
 
+# ---------------------------------------------------------------------------
+# get_latest_price — market-data API (works when market closed)
+# ---------------------------------------------------------------------------
+
+
+class TestGetLatestPrice:
+    @pytest.mark.asyncio
+    async def test_returns_latest_trade_price(
+        self, broker: AlpacaBroker, mock_data_client: MagicMock
+    ) -> None:
+        from decimal import Decimal
+
+        trade = MagicMock()
+        trade.price = 263.16
+        mock_data_client.get_stock_latest_trade.return_value = {"MRVL": trade}
+
+        price = await broker.get_latest_price("MRVL")
+        assert price == Decimal("263.16")
+
+    @pytest.mark.asyncio
+    async def test_falls_back_to_daily_bar_close(
+        self, broker: AlpacaBroker, mock_data_client: MagicMock
+    ) -> None:
+        from decimal import Decimal
+
+        mock_data_client.get_stock_latest_trade.side_effect = Exception("no quote")
+        bar = MagicMock()
+        bar.close = 263.47
+        mock_data_client.get_stock_bars.return_value = MagicMock(data={"MRVL": [bar]})
+
+        price = await broker.get_latest_price("MRVL")
+        assert price == Decimal("263.47")
+
+    @pytest.mark.asyncio
+    async def test_returns_zero_when_all_lookups_fail(
+        self, broker: AlpacaBroker, mock_data_client: MagicMock
+    ) -> None:
+        from decimal import Decimal
+
+        mock_data_client.get_stock_latest_trade.side_effect = Exception("x")
+        mock_data_client.get_stock_bars.side_effect = Exception("y")
+
+        price = await broker.get_latest_price("MRVL")
+        assert price == Decimal("0")
+
+
 # ---------------------------------------------------------------------------
 # Order submission
 # ---------------------------------------------------------------------------