Dear Alpaca devs,
I have a few hundred orders that expire at 6pm every day. Automated cancellations start to flow in via websockets but the connection invariably breaks shortly (a min or two) thereafter, leaving my local database and alpaca’s server in an inconsistent state. Because of that, each day I need to sync the databases through REST calls, which is needlessly expensive. This has been happening for the last couple of months but /not/ before. Now this is a daily occurrence. Is there anything you can possibly do to alleviate this? Websockets always close with:
WARNING: code = 1006 (connection closed abnormally [internal]), no reason
The API reconnects, but again, the problem is that my local database is left in an async state.