alpaca
A TypeScript Node.js library for the https://alpaca.markets REST API and WebSocket streams.
Contents
Features
- Fully typed.
- Fully asynchronous promise based API.
- Extensible
AlpacaClientandAlpacaStreamclasses. - Built-in rate limiting.
- Built-in number and date parsing.
- A 1:1 mapping of the official Alpaca docs.
- Auto-transpiled modern ESM alternative.
- OAuth integration support.
- Minified and non-minified bundles.
- Various bundles provided:
alpaca.js- ESM bundle (for node)alpaca.bundle.js- ESM bundle with dependencies (for node)alpaca.browser.js- UMD bundle (for browser)alpaca.browser.modern.js- ESM modern bundle (for browser)
Install
From NPM:
> npm i @master-chief/alpacaFrom GitHub:
- CommonJS
- Typescript
- ES
- ES bundled
- ES bundled with dependencies
- ES6 + UMD (classic)
- ES6 + ESM (modern)
From these popular CDNs:
Import
Import with CommonJS:
let { AlpacaClient, AlpacaStream } = require('@master-chief/alpaca');Import with ESM:
import { AlpacaClient, AlpacaStream } from '@master-chief/alpaca';Import as script:
<script src="https://unpkg.com/@master-chief/alpaca/dist/alpaca.browser.min.js"></script>Import as module:
<script type="module">
import alpaca from 'alpaca.browser.modern.min.js';
</script>Client
Creating a new client
If you wish to use env vars, populate these fields with process.env on your
own. Paper account key detection is automatic. Using OAuth? Simply pass an
access_token in the credentials object.
const client = new AlpacaClient({
credentials: {
key: 'xxxxxx',
secret: 'xxxxxxxxxxxx',
// access_token: 'xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx',
paper: true,
},
rate_limit: true,
});Built-in parsing
Alpaca provides numbers as strings. From their docs:
Decimal numbers are returned as strings to preserve full precision across platforms. When making a request, it is recommended that you also convert your numbers to strings to avoid truncation and precision errors.
This package provides numbers as number instead, and date strings as Date
objects which is what most developers want out of the box. If you want the
original data, as it came from Alpaca, you can call raw() on any entity.
const account = await client.getAccount();
console.log(typeof account.buying_power); // number
console.log(typeof account.raw().buying_power); // stringMethods
The following methods are available on the client.
Account
- isAuthenticated
- getAccount
- getOrder
- getOrders
- placeOrder
- replaceOrder
- cancelOrder
- cancelOrders
- getPosition
- getPositions
- closePosition
- closePositions
- getAsset
- getAssets
- getWatchlist
- getWatchlists
- createWatchlist
- updateWatchlist
- addToWatchlist
- removeFromWatchlist
- deleteWatchlist
- getCalendar
- getClock
- getAccountConfigurations
- updateAccountConfigurations
- getAccountActivities
- getPortfolioHistory
Market Data v1
Market Data v2
isAuthenticated
await client.isAuthenticated();getAccount
await client.getAccount();getOrder
await client.getOrder({ order_id: '6187635d-04e5-485b-8a94-7ce398b2b81c' });getOrders
await client.getOrders({ limit: 25, status: 'all' });placeOrder
await client.placeOrder({
symbol: 'SPY',
qty: 1,
// or
// notional: 100,
side: 'buy',
type: 'market',
time_in_force: 'day',
});replaceOrder
await client.replaceOrder({
order_id: '69a3db8b-cc63-44da-a26a-e3cca9490308',
limit_price: 9.74,
});cancelOrder
await client.cancelOrder({ order_id: '69a3db8b-cc63-44da-a26a-e3cca9490308' });cancelOrders
await client.cancelOrders();getPosition
await client.getPosition({ symbol: 'SPY' });getPositions
await client.getPositions();closePosition
await client.closePosition({ symbol: 'SPY' });closePositions
await client.closePositions();getAsset
await client.getAsset({ asset_id_or_symbol: 'SPY' });getAssets
await client.getAssets({ status: 'active' });getWatchlist
await client.getWatchlist({ uuid: '2000e463-6f87-41c0-a8ba-3e40cbf67128' });getWatchlists
await client.getWatchlists();createWatchlist
await client.createWatchlist({
name: 'my watchlist',
symbols: ['SPY', 'DIA', 'EEM', 'XLF'],
});updateWatchlist
await client.updateWatchlist({
uuid: '2000e463-6f87-41c0-a8ba-3e40cbf67128',
name: 'new watchlist name',
symbols: ['TSLA', 'AAPL'],
});addToWatchlist
await client.addToWatchlist({
uuid: '2000e463-6f87-41c0-a8ba-3e40cbf67128',
symbol: 'F',
});removeFromWatchlist
await client.removeFromWatchlist({
uuid: '2000e463-6f87-41c0-a8ba-3e40cbf67128',
symbol: 'F',
});deleteWatchlist
await client.deleteWatchlist({ uuid: '2000e463-6f87-41c0-a8ba-3e40cbf67128' });getCalendar
await client.getCalendar({ start: new Date(), end: new Date() });getClock
await client.getClock();getAccountConfigurations
await client.getAccountConfigurations();updateAccountConfigurations
await client.updateAccountConfigurations({
no_shorting: true,
suspend_trade: true,
});getAccountActivities
await client.getAccountActivities({ activity_type: 'FILL' });getPortfolioHistory
await client.getPortfolioHistory({ period: '1D', timeframe: '1Min' });getLastTrade_v1
await client.getLastTrade_v1({ symbol: 'SPY' });getLastQuote_v1
await client.getLastQuote_v1({ symbol: 'SPY' });getBars_v1
await client.getBars_v1({ symbols: ['SPY', 'DIA', 'XLF'], timeframe: '1Min' });getLatestTrade
await client.getLatestTrade({ symbol: 'SPY' });getTrades
Basic
await client.getTrades({
symbol: 'SPY',
start: new Date('2021-02-26T14:30:00.007Z'),
end: new Date('2021-02-26T14:35:00.007Z'),
});Paginated
let trades = []
let page_token = ''
// until the next token we receive is null
while (page_token != null) {
let resp = await client.getTrades({ ..., page_token })
trades.push(...resp.trades)
page_token = resp.next_page_token
}
// wooh! we have collected trades from multiple pages
console.log(trades.length)getQuotes
Basic
await client.getQuotes({
symbol: 'SPY',
start: new Date('2021-02-26T14:30:00.007Z'),
end: new Date('2021-02-26T14:35:00.007Z'),
});Paginated
let quotes = []
let page_token = ''
// until the next token we receive is null
while (page_token != null) {
let resp = await client.getQuotes({ ..., page_token })
quotes.push(...resp.quotes)
page_token = resp.next_page_token
}
// wooh! we have collected quotes from multiple pages
console.log(quotes.length)getBars
Basic
await client.getBars({
symbol: 'SPY',
start: new Date('2021-02-26T14:30:00.007Z'),
end: new Date('2021-02-26T14:35:00.007Z'),
timeframe: '1Min',
// page_token: "MjAyMS0wMi0wNlQxMzowOTo0Mlo7MQ=="
});Paginated
let bars = []
let page_token = ''
// until the next token we receive is null
while (page_token != null) {
let resp = await client.getBars({ ..., page_token })
bars.push(...resp.bars)
page_token = resp.next_page_token
}
// wooh! we have collected bars from multiple pages
console.log(bars.length)getSnapshot
await client.getSnapshot({ symbol: 'SPY' });getSnapshots
await client.getSnapshots({ symbols: ['SPY', 'DIA'] });getNews
await client.getNews({ symbols: ['SPY'] });Stream
Creating a new stream
If you wish to use env vars, populate these fields with process.env on your
own.
import { AlpacaStream } from '@master-chief/alpaca';
const stream = new AlpacaStream({
credentials: {
key: 'xxxxxx',
secret: 'xxxxxxxxxxxx',
paper: true,
},
type: 'market_data', // or "account"
source: 'iex', // or "sip" depending on your subscription
});Methods
The following methods are available on the stream.
Channels
| Channel | Type |
|---|---|
trade_updates |
account |
trades |
market_data |
quotes |
market_data |
bars |
market_data |
subscribe
stream.once('authenticated', () =>
stream.subscribe('bars', ['SPY', 'AAPL', 'TSLA']),
);unsubscribe
stream.unsubscribe('bars', ['SPY']);on
stream.on('message', (message) => console.log(message));
stream.on('trade', (trade) => console.log(trade));
stream.on('bar', (bar) => console.log(bar));
stream.on('quote', (quote) => console.log(quote));
stream.on('trade_updates', (update) => console.log(update));
stream.on('error', (error) => console.warn(error));getConnection
stream.getConnection();Common Issues
If you are having difficulty getting Jest to work with this library, add this to your configuration:
moduleNameMapper: {
'@master-chief/alpaca': '<rootDir>/node_modules/@master-chief/alpaca/dist/cjs/index.cjs',
},Credit to @calvintwr and @wailinkyaww for finding this solution.
Examples
Don't know where to start? Check out our community-made examples here.
Contributing
Feel free to contribute and PR to your π's content.