I’m just updating my Alpaca API to support OAuth. However, I’ve noticed that there is no documentation for authenticating using OAuth access tokens for market data real-time websockets.
I can receive trade updates from the Trade API streaming socket data with OAuth, and I can access historical data ReST API using the
Authorization: Bearer header, but not for Market Data real-time websockets.
I’ve taken a look at the alpaca-py source code to try and figure out how to do it, but it doesn’t appear to implemented.
Am I missing something?
I did try the same format for sending a auth socket message as described for trade streaming authentication, but it didn’t work.
If it is the case that there is no Market Data Real-Time Websockets support for authenticating with OAuth, that seems like a glaring omission.
If I have missed something, please correct me.