Market Hours (9:30-4:00 ET):
  └── Alpaca (equities + crypto)

After Hours / Weekends (shifted):
  └── CCXT Unified Interface
        ├── Coinbase (primary - best compliance)
        ├── Kraken (secondary - lower fees)
        └── Binance.US (tertiary - if needed)

from alpaca_trading.trading.ccxt_broker import CCXTBroker, CCXTBrokerConfig

config = CCXTBrokerConfig(
    exchanges=['coinbase', 'kraken'],
    keys_file='API_key_CCXT.txt',
    sandbox=False,
    rate_limit_buffer_ms=100,
    max_retries=3,
)

broker = CCXTBroker(config)

# AlpacaBroker-compatible interface
account = broker.get_account()        # Aggregated across exchanges
positions = broker.get_positions()    # All exchange positions
order = broker.submit_order(          # Routes to best exchange
    symbol='BTC/USD',
    qty=0.01,
    side='buy',
    type='limit',
    limit_price=50000,
)

from alpaca_trading.trading.exchange_selector import ExchangeSelector

selector = ExchangeSelector(
    broker=ccxt_broker,
    min_balance_buffer=100.0,  # Keep $100 buffer
    prefer_maker=True,          # Prioritize lower maker fees
)

# Find best exchange for a trade
result = selector.select_exchange(
    symbol='BTC/USD',
    side='buy',
    notional=10000,  # $10k trade
)
# Returns: ExchangeScore(exchange_id='coinbase', score=145.0, ...)

from alpaca_trading.risk.capital_shift import CapitalShiftManager, CapitalShiftConfig

config = CapitalShiftConfig(
    enabled=True,
    shift_fraction=0.75,
    max_crypto_allocation=0.50,
    use_ccxt_when_shifted=True,     # Enable CCXT routing
    ccxt_keys_file='API_key_CCXT.txt',
)

shift_mgr = CapitalShiftManager(
    config,
    alpaca_broker=alpaca_broker,
    ccxt_broker=ccxt_broker,
)

# Get appropriate broker based on shift status
allocation = shift_mgr.calculate_asset_allocations(...)
crypto_broker = shift_mgr.get_crypto_broker(allocation)
# Returns CCXT broker when shifted, Alpaca otherwise

# API_key_CCXT.txt (NOT in git)
coinbase_api_key=your_api_key_here
coinbase_secret=your_secret_here
kraken_api_key=your_api_key_here
kraken_secret=your_secret_here
binanceus_api_key=your_api_key_here
binanceus_secret=your_secret_here

# Enable CCXT for after-hours crypto
python scripts/live_trader.py --paper 1 --use-ccxt 1 --ccxt-keys-file API_key_CCXT.txt

# Without CCXT (Alpaca only)
python scripts/live_trader.py --paper 1 --capital-shift 1

# Recommended CCXT configuration
CCXTBrokerConfig(
    exchanges=['coinbase', 'kraken'],  # US-regulated only
    sandbox=False,                      # True for testing
    rate_limit_buffer_ms=100,           # Extra safety margin
    max_retries=3,                      # Before exchange failover
)

# Exchange priority and fees
EXCHANGE_PRIORITY = {
    'coinbase': 1,      # Primary - best US compliance
    'kraken': 2,        # Secondary - lower fees (0.16%)
    'binanceus': 3,     # Tertiary - regulatory concerns
}

EXCHANGE_FEES = {
    'coinbase': {'maker': 0.004, 'taker': 0.006},  # 0.4%/0.6%
    'kraken': {'maker': 0.0016, 'taker': 0.0026},  # 0.16%/0.26%
    'binanceus': {'maker': 0.001, 'taker': 0.001}, # 0.1%/0.1%
}

# Verify these scenarios:
1. [ ] CCXT broker initializes with valid credentials
2. [ ] Exchange failover on InsufficientFunds
3. [ ] get_positions() aggregates across exchanges
4. [ ] submit_order() routes to best exchange
5. [ ] Capital shift activates CCXT when shifted
6. [ ] Capital shift uses Alpaca when not shifted
7. [ ] Symbol mapping works (BTC/USD -> BTC/USDT)
8. [ ] Sandbox mode prevents live orders during testing
9. [ ] Position reconciliation across both brokers
10. [ ] Rate limiting prevents 429 errors