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@master-chief/alpaca
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@master-chief/alpaca - npm Package Compare versions
Comparing version 4.4.1 to 4.4.4
@@ -1,2 +0,2 @@ | ||
| import { Account, Order, Position, Asset, Watchlist, Calendar, Clock, AccountConfigurations, PortfolioHistory, Bar, LastQuote, LastTrade, Activity, DefaultCredentials, OAuthCredentials } from './entities.js'; | ||
| import { Account, Order, Position, Asset, Watchlist, Calendar, Clock, AccountConfigurations, PortfolioHistory, Bar, LastQuote, LastTrade, Activity, DefaultCredentials, OAuthCredentials, OrderCancelation } from './entities.js'; | ||
| import { GetOrder, GetOrders, PlaceOrder, ReplaceOrder, CancelOrder, GetPosition, ClosePosition, GetAsset, GetAssets, GetWatchList, CreateWatchList, UpdateWatchList, AddToWatchList, RemoveFromWatchList, DeleteWatchList, GetCalendar, UpdateAccountConfigurations, GetAccountActivities, GetPortfolioHistory, GetBars, GetLastTrade, GetLastQuote } from './params.js'; | ||
@@ -20,3 +20,3 @@ export declare class AlpacaClient { | ||
| cancelOrder(params: CancelOrder): Promise<Boolean>; | ||
| cancelOrders(): Promise<Order[]>; | ||
| cancelOrders(): Promise<OrderCancelation[]>; | ||
| getPosition(params: GetPosition): Promise<Position>; | ||
@@ -23,0 +23,0 @@ getPositions(): Promise<Position[]>; |
@@ -460,2 +460,18 @@ /** | ||
| /** | ||
| * The parsed result of an order cancelation request. | ||
| */ | ||
| export interface OrderCancelation { | ||
| id: string; | ||
| status: number; | ||
| order: Order; | ||
| } | ||
| /** | ||
| * The id, http status code and order as part of the cancel all orders request. | ||
| */ | ||
| export interface RawOrderCancelation { | ||
| id: string; | ||
| status: number; | ||
| body: RawOrder; | ||
| } | ||
| /** | ||
| * The order entity with unparsed fields, exactly as Alpaca provides it. | ||
@@ -462,0 +478,0 @@ * We encourage you to use the Order interface, which has many of these fields parsed. |
@@ -10,3 +10,3 @@ export { AlpacaClient } from './client.js'; | ||
| export default _default; | ||
| export { Account, Order, Position, Asset, Watchlist, Calendar, Clock, DefaultCredentials, OAuthCredentials, AccountConfigurations, NonTradeActivity, TradeActivity, Activity, PortfolioHistory, Bar, LastQuote, LastTrade, } from './entities'; | ||
| export { Account, Order, OrderCancelation, Position, Asset, Watchlist, Calendar, Clock, DefaultCredentials, OAuthCredentials, AccountConfigurations, NonTradeActivity, TradeActivity, Activity, PortfolioHistory, Bar, LastQuote, LastTrade, } from './entities'; | ||
| export { GetOrder, GetOrders, PlaceOrder, ReplaceOrder, CancelOrder, GetPosition, ClosePosition, GetAsset, GetAssets, GetWatchList, CreateWatchList, UpdateWatchList, AddToWatchList, RemoveFromWatchList, DeleteWatchList, GetCalendar, UpdateAccountConfigurations, GetAccountActivities, GetPortfolioHistory, GetBars, GetLastTrade, GetLastQuote, } from './params'; |
@@ -1,2 +0,2 @@ | ||
| import { Account, RawAccount, RawOrder, Order, RawPosition, Position, RawTradeActivity, TradeActivity, RawNonTradeActivity, NonTradeActivity, RawActivity, Activity, RawClock, Clock } from './entities.js'; | ||
| import { Account, RawAccount, RawOrder, Order, RawPosition, Position, RawTradeActivity, TradeActivity, RawNonTradeActivity, NonTradeActivity, RawActivity, Activity, RawClock, Clock, RawOrderCancelation, OrderCancelation } from './entities.js'; | ||
| declare function account(rawAccount: RawAccount): Account; | ||
@@ -6,2 +6,3 @@ declare function clock(rawClock: RawClock): Clock; | ||
| declare function orders(rawOrders: RawOrder[]): Order[]; | ||
| declare function canceled_orders(rawOrderCancelations: RawOrderCancelation[]): OrderCancelation[]; | ||
| declare function position(rawPosition: RawPosition): Position; | ||
@@ -19,2 +20,3 @@ declare function positions(rawPositions: RawPosition[]): Position[]; | ||
| orders: typeof orders; | ||
| canceled_orders: typeof canceled_orders; | ||
| position: typeof position; | ||
@@ -21,0 +23,0 @@ positions: typeof positions; |
| /*! | ||
| * alpaca@4.4.1 | ||
| * alpaca@4.4.4 | ||
| * released under the permissive ISC license | ||
@@ -91,2 +91,20 @@ */ | ||
| } | ||
| function canceled_order(input) { | ||
| if (!input) { | ||
| return undefined; | ||
| } | ||
| let order = input.body; | ||
| delete input.body; | ||
| try { | ||
| return Object.assign(Object.assign({}, input), { order: Object.assign(Object.assign({}, order), { raw: () => order, created_at: new Date(order.created_at), updated_at: new Date(order.updated_at), submitted_at: new Date(order.submitted_at), filled_at: new Date(order.filled_at), expired_at: new Date(order.expired_at), canceled_at: new Date(order.canceled_at), failed_at: new Date(order.failed_at), replaced_at: new Date(order.replaced_at), qty: number(order.qty), filled_qty: number(order.filled_qty), type: order.type, side: order.side, time_in_force: order.time_in_force, limit_price: number(order.limit_price), stop_price: number(order.stop_price), filled_avg_price: number(order.filled_avg_price), status: order.status, legs: orders(order.legs), trail_price: number(order.trail_price), trail_percent: number(order.trail_percent), hwm: number(order.hwm) }) }); | ||
| } | ||
| catch (err) { | ||
| throw new Error(`Order parsing failed. ${err.message}`); | ||
| } | ||
| } | ||
| function canceled_orders(rawOrderCancelations) { | ||
| return rawOrderCancelations | ||
| ? rawOrderCancelations.map((value) => canceled_order(value)) | ||
| : undefined; | ||
| } | ||
| function position(rawPosition) { | ||
@@ -153,2 +171,3 @@ if (!rawPosition) { | ||
| orders, | ||
| canceled_orders, | ||
| position, | ||
@@ -222,3 +241,3 @@ positions, | ||
| return __awaiter(this, void 0, void 0, function* () { | ||
| return parse.orders(yield this.request('DELETE', urls.rest.account, `orders`)); | ||
| return parse.canceled_orders(yield this.request('DELETE', urls.rest.account, `orders`)); | ||
| }); | ||
@@ -225,0 +244,0 @@ } |
@@ -1,1 +0,1 @@ | ||
| import t from"bottleneck";import e from"qs";import r from"isomorphic-unfetch";import i from"isomorphic-ws";import s from"eventemitter3";function a(t,e,r,i){return new(r||(r=Promise))((function(s,a){function n(t){try{o(i.next(t))}catch(t){a(t)}}function c(t){try{o(i.throw(t))}catch(t){a(t)}}function o(t){var e;t.done?s(t.value):(e=t.value,e instanceof r?e:new r((function(t){t(e)}))).then(n,c)}o((i=i.apply(t,e||[])).next())}))}var n={rest:{account:"https://api.alpaca.markets/v2",market_data:"https://data.alpaca.markets/v1"},websocket:{account:"wss://api.alpaca.markets/stream",account_paper:"wss://paper-api.alpaca.markets/stream",market_data:"wss://data.alpaca.markets/stream"}};function c(t){if(t)try{return Object.assign(Object.assign({},t),{raw:()=>t,created_at:new Date(t.created_at),updated_at:new Date(t.updated_at),submitted_at:new Date(t.submitted_at),filled_at:new Date(t.filled_at),expired_at:new Date(t.expired_at),canceled_at:new Date(t.canceled_at),failed_at:new Date(t.failed_at),replaced_at:new Date(t.replaced_at),qty:h(t.qty),filled_qty:h(t.filled_qty),type:t.type,side:t.side,time_in_force:t.time_in_force,limit_price:h(t.limit_price),stop_price:h(t.stop_price),filled_avg_price:h(t.filled_avg_price),status:t.status,legs:o(t.legs),trail_price:h(t.trail_price),trail_percent:h(t.trail_percent),hwm:h(t.hwm)})}catch(t){throw new Error(`Order parsing failed. ${t.message}`)}}function o(t){return t?t.map((t=>c(t))):void 0}function u(t){if(t)try{return Object.assign(Object.assign({},t),{raw:()=>t,avg_entry_price:h(t.avg_entry_price),qty:h(t.qty),side:t.side,market_value:h(t.market_value),cost_basis:h(t.cost_basis),unrealized_pl:h(t.unrealized_pl),unrealized_plpc:h(t.unrealized_plpc),unrealized_intraday_pl:h(t.unrealized_intraday_pl),unrealized_intraday_plpc:h(t.unrealized_intraday_plpc),current_price:h(t.current_price),lastday_price:h(t.lastday_price),change_today:h(t.change_today)})}catch(t){throw new Error(`Position parsing failed. ${t.message}`)}}function d(t){if(t)try{return Object.assign(Object.assign({},t),{raw:()=>t,cum_qty:h(t.cum_qty),leaves_qty:h(t.leaves_qty),price:h(t.price),qty:h(t.qty),side:t.side,type:t.type})}catch(t){throw new Error(`TradeActivity parsing failed. ${t.message}`)}}function l(t){if(t)try{return Object.assign(Object.assign({},t),{raw:()=>t,net_amount:h(t.net_amount),qty:h(t.qty),per_share_amount:h(t.per_share_amount)})}catch(t){throw new Error(`NonTradeActivity parsing failed. ${t.message}`)}}function h(t){return void 0===t?t:parseFloat(t)}var p={account:function(t){if(t)try{return Object.assign(Object.assign({},t),{raw:()=>t,buying_power:h(t.buying_power),regt_buying_power:h(t.regt_buying_power),daytrading_buying_power:h(t.daytrading_buying_power),cash:h(t.cash),created_at:new Date(t.created_at),portfolio_value:h(t.portfolio_value),multiplier:h(t.multiplier),equity:h(t.equity),last_equity:h(t.last_equity),long_market_value:h(t.long_market_value),short_market_value:h(t.short_market_value),initial_margin:h(t.initial_margin),maintenance_margin:h(t.maintenance_margin),last_maintenance_margin:h(t.last_maintenance_margin),sma:h(t.sma),status:t.status})}catch(t){throw new Error(`Account parsing failed. ${t.message}`)}},activities:function(t){if(t)try{return t.map((t=>"FILL"===t.activity_type?d(t):l(t)))}catch(t){throw new Error(`Activity parsing failed. ${t.message}`)}},clock:function(t){if(t)try{return{raw:()=>t,timestamp:new Date(t.timestamp),is_open:t.is_open,next_open:new Date(t.next_open),next_close:new Date(t.next_close)}}catch(t){throw new Error(`Order parsing failed. ${t.message}`)}},nonTradeActivity:l,order:c,orders:o,position:u,positions:function(t){return t?t.map((t=>u(t))):void 0},tradeActivity:d};const _="undefined"!=typeof fetch?fetch:r;class m{constructor(e){if(this.params=e,this.limiter=new t({reservoir:200,reservoirRefreshAmount:200,reservoirRefreshInterval:6e4,maxConcurrent:1,minTime:200}),"paper"in e.credentials||"key"in e.credentials&&e.credentials.key.startsWith("A")||(e.credentials.paper=!0),"access_token"in e.credentials&&("key"in e.credentials||"secret"in e.credentials))throw new Error("can't create client with both default and oauth credentials")}isAuthenticated(){return a(this,void 0,void 0,(function*(){try{return yield this.getAccount(),!0}catch(t){return!1}}))}getAccount(){return a(this,void 0,void 0,(function*(){return p.account(yield this.request("GET",n.rest.account,"account"))}))}getOrder(t){return a(this,void 0,void 0,(function*(){return p.order(yield this.request("GET",n.rest.account,`orders/${t.order_id||t.client_order_id}?${e.stringify({nested:t.nested})}`))}))}getOrders(t){return a(this,void 0,void 0,(function*(){return p.orders(yield this.request("GET",n.rest.account,`orders?${e.stringify(t)}`))}))}placeOrder(t){return a(this,void 0,void 0,(function*(){return p.order(yield this.request("POST",n.rest.account,"orders",t))}))}replaceOrder(t){return a(this,void 0,void 0,(function*(){return p.order(yield this.request("PATCH",n.rest.account,`orders/${t.order_id}`,t))}))}cancelOrder(t){return this.request("DELETE",n.rest.account,`orders/${t.order_id}`,void 0,!1)}cancelOrders(){return a(this,void 0,void 0,(function*(){return p.orders(yield this.request("DELETE",n.rest.account,"orders"))}))}getPosition(t){return a(this,void 0,void 0,(function*(){return p.position(yield this.request("GET",n.rest.account,`positions/${t.symbol}`))}))}getPositions(){return a(this,void 0,void 0,(function*(){return p.positions(yield this.request("GET",n.rest.account,"positions"))}))}closePosition(t){return a(this,void 0,void 0,(function*(){return p.order(yield this.request("DELETE",n.rest.account,`positions/${t.symbol}`))}))}closePositions(){return a(this,void 0,void 0,(function*(){return p.orders(yield this.request("DELETE",n.rest.account,"positions"))}))}getAsset(t){return this.request("GET",n.rest.account,`assets/${t.asset_id_or_symbol}`)}getAssets(t){return this.request("GET",n.rest.account,`assets?${e.stringify(t)}`)}getWatchlist(t){return this.request("GET",n.rest.account,`watchlists/${t.uuid}`)}getWatchlists(){return this.request("GET",n.rest.account,"watchlists")}createWatchlist(t){return this.request("POST",n.rest.account,"watchlists",t)}updateWatchlist(t){return this.request("PUT",n.rest.account,`watchlists/${t.uuid}`,t)}addToWatchlist(t){return this.request("POST",n.rest.account,`watchlists/${t.uuid}`,t)}removeFromWatchlist(t){return this.request("DELETE",n.rest.account,`watchlists/${t.uuid}/${t.symbol}`,void 0,!1)}deleteWatchlist(t){return this.request("DELETE",n.rest.account,`watchlists/${t.uuid}`,void 0,!1)}getCalendar(t){return this.request("GET",n.rest.account,`calendar?${e.stringify(t)}`)}getClock(){return a(this,void 0,void 0,(function*(){return p.clock(yield this.request("GET",n.rest.account,"clock"))}))}getAccountConfigurations(){return this.request("GET",n.rest.account,"account/configurations")}updateAccountConfigurations(t){return this.request("PATCH",n.rest.account,"account/configurations",t)}getAccountActivities(t){return a(this,void 0,void 0,(function*(){return t.activity_types&&Array.isArray(t.activity_types)&&(t.activity_types=t.activity_types.join(",")),p.activities(yield this.request("GET",n.rest.account,`account/activities${t.activity_type?"/".concat(t.activity_type):""}?${e.stringify(t)}`))}))}getPortfolioHistory(t){return this.request("GET",n.rest.account,`account/portfolio/history?${e.stringify(t)}`)}getBars(t){const r=Object.assign(Object.assign({},t),{symbols:t.symbols.join(",")});return this.request("GET",n.rest.market_data,`bars/${t.timeframe}?${e.stringify(r)}`)}getLastTrade(t){return this.request("GET",n.rest.market_data,`last/stocks/${t.symbol}`)}getLastQuote(t){return this.request("GET",n.rest.market_data,`last_quote/stocks/${t.symbol}`)}request(t,e,r,i,s=!0){return a(this,void 0,void 0,(function*(){let a={};if("access_token"in this.params.credentials?a.Authorization=`Bearer ${this.params.credentials.access_token}`:(a["APCA-API-KEY-ID"]=this.params.credentials.key,a["APCA-API-SECRET-KEY"]=this.params.credentials.secret,this.params.credentials.paper&&e==n.rest.account&&(e=n.rest.account.replace("api.","paper-api."))),i)for(let[t,e]of Object.entries(i))e instanceof Date&&(i[t]=e.toISOString());const c=()=>_(`${e}/${r}`,{method:t,headers:a,body:JSON.stringify(i)}),o=this.params.rate_limit?()=>this.limiter.schedule(c):c;let u,d={};try{if(u=yield o(),!s)return u.ok;d=yield u.json()}catch(t){throw console.error(t),d}if("code"in d&&"message"in d)throw d;return d}))}}class y extends s{constructor(t){switch(super(),this.params=t,this.subscriptions=[],this.authenticated=!1,t.stream){case"account":this.host=t.credentials.key.startsWith("PK")?n.websocket.account_paper:n.websocket.account;break;case"market_data":this.host=n.websocket.market_data;break;default:this.host="unknown"}this.connection=new i(this.host),this.connection.onopen=()=>{this.authenticated||this.connection.send(JSON.stringify({action:"authenticate",data:{key_id:t.credentials.key,secret_key:t.credentials.secret}})),this.emit("open",this)},this.connection.onclose=()=>this.emit("close",this),this.connection.onmessage=t=>{const e=JSON.parse(t.data);if("stream"in e&&"authorization"==e.stream){if("authorized"!=e.data.status)throw this.connection.close(),new Error("There was an error in authorizing your websocket connection. Object received: "+JSON.stringify(e,null,2));this.authenticated=!0,this.emit("authenticated",this),console.log("Connected to the websocket.")}if(this.emit("message",e),"stream"in e){const t={trade_updates:"trade_updates",account_updates:"account_updates",T:"trade",Q:"quote",AM:"aggregate_minute"};this.emit(t[e.stream.split(".")[0]],e.data)}},this.connection.onerror=t=>{this.emit("error",t)}}on(t,e){return super.on(t,e)}send(t){if(!this.authenticated)throw new Error("You can't send a message until you are authenticated!");return"object"==typeof t&&(t=JSON.stringify(t)),this.connection.send(t),this}subscribe(t){return this.subscriptions.push(...t),this.send(JSON.stringify({action:"listen",data:{streams:t}}))}unsubscribe(t){for(let e=0,r=this.subscriptions.length;e<r;e++)t.includes(this.subscriptions[e])&&this.subscriptions.splice(e,1);return this.send(JSON.stringify({action:"unlisten",data:{streams:t}}))}}var f={AlpacaClient:m,AlpacaStream:y};export default f;export{m as AlpacaClient,y as AlpacaStream}; | ||
| import t from"bottleneck";import e from"qs";import r from"isomorphic-unfetch";import i from"isomorphic-ws";import s from"eventemitter3";function a(t,e,r,i){return new(r||(r=Promise))((function(s,a){function n(t){try{o(i.next(t))}catch(t){a(t)}}function c(t){try{o(i.throw(t))}catch(t){a(t)}}function o(t){var e;t.done?s(t.value):(e=t.value,e instanceof r?e:new r((function(t){t(e)}))).then(n,c)}o((i=i.apply(t,e||[])).next())}))}var n={rest:{account:"https://api.alpaca.markets/v2",market_data:"https://data.alpaca.markets/v1"},websocket:{account:"wss://api.alpaca.markets/stream",account_paper:"wss://paper-api.alpaca.markets/stream",market_data:"wss://data.alpaca.markets/stream"}};function c(t){if(t)try{return Object.assign(Object.assign({},t),{raw:()=>t,created_at:new Date(t.created_at),updated_at:new Date(t.updated_at),submitted_at:new Date(t.submitted_at),filled_at:new Date(t.filled_at),expired_at:new Date(t.expired_at),canceled_at:new Date(t.canceled_at),failed_at:new Date(t.failed_at),replaced_at:new Date(t.replaced_at),qty:p(t.qty),filled_qty:p(t.filled_qty),type:t.type,side:t.side,time_in_force:t.time_in_force,limit_price:p(t.limit_price),stop_price:p(t.stop_price),filled_avg_price:p(t.filled_avg_price),status:t.status,legs:o(t.legs),trail_price:p(t.trail_price),trail_percent:p(t.trail_percent),hwm:p(t.hwm)})}catch(t){throw new Error(`Order parsing failed. ${t.message}`)}}function o(t){return t?t.map((t=>c(t))):void 0}function u(t){if(t)try{return Object.assign(Object.assign({},t),{raw:()=>t,avg_entry_price:p(t.avg_entry_price),qty:p(t.qty),side:t.side,market_value:p(t.market_value),cost_basis:p(t.cost_basis),unrealized_pl:p(t.unrealized_pl),unrealized_plpc:p(t.unrealized_plpc),unrealized_intraday_pl:p(t.unrealized_intraday_pl),unrealized_intraday_plpc:p(t.unrealized_intraday_plpc),current_price:p(t.current_price),lastday_price:p(t.lastday_price),change_today:p(t.change_today)})}catch(t){throw new Error(`Position parsing failed. ${t.message}`)}}function d(t){if(t)try{return Object.assign(Object.assign({},t),{raw:()=>t,cum_qty:p(t.cum_qty),leaves_qty:p(t.leaves_qty),price:p(t.price),qty:p(t.qty),side:t.side,type:t.type})}catch(t){throw new Error(`TradeActivity parsing failed. ${t.message}`)}}function l(t){if(t)try{return Object.assign(Object.assign({},t),{raw:()=>t,net_amount:p(t.net_amount),qty:p(t.qty),per_share_amount:p(t.per_share_amount)})}catch(t){throw new Error(`NonTradeActivity parsing failed. ${t.message}`)}}function p(t){return void 0===t?t:parseFloat(t)}var _={account:function(t){if(t)try{return Object.assign(Object.assign({},t),{raw:()=>t,buying_power:p(t.buying_power),regt_buying_power:p(t.regt_buying_power),daytrading_buying_power:p(t.daytrading_buying_power),cash:p(t.cash),created_at:new Date(t.created_at),portfolio_value:p(t.portfolio_value),multiplier:p(t.multiplier),equity:p(t.equity),last_equity:p(t.last_equity),long_market_value:p(t.long_market_value),short_market_value:p(t.short_market_value),initial_margin:p(t.initial_margin),maintenance_margin:p(t.maintenance_margin),last_maintenance_margin:p(t.last_maintenance_margin),sma:p(t.sma),status:t.status})}catch(t){throw new Error(`Account parsing failed. ${t.message}`)}},activities:function(t){if(t)try{return t.map((t=>"FILL"===t.activity_type?d(t):l(t)))}catch(t){throw new Error(`Activity parsing failed. ${t.message}`)}},clock:function(t){if(t)try{return{raw:()=>t,timestamp:new Date(t.timestamp),is_open:t.is_open,next_open:new Date(t.next_open),next_close:new Date(t.next_close)}}catch(t){throw new Error(`Order parsing failed. ${t.message}`)}},nonTradeActivity:l,order:c,orders:o,canceled_orders:function(t){return t?t.map((t=>function(t){if(!t)return;let e=t.body;delete t.body;try{return Object.assign(Object.assign({},t),{order:Object.assign(Object.assign({},e),{raw:()=>e,created_at:new Date(e.created_at),updated_at:new Date(e.updated_at),submitted_at:new Date(e.submitted_at),filled_at:new Date(e.filled_at),expired_at:new Date(e.expired_at),canceled_at:new Date(e.canceled_at),failed_at:new Date(e.failed_at),replaced_at:new Date(e.replaced_at),qty:p(e.qty),filled_qty:p(e.filled_qty),type:e.type,side:e.side,time_in_force:e.time_in_force,limit_price:p(e.limit_price),stop_price:p(e.stop_price),filled_avg_price:p(e.filled_avg_price),status:e.status,legs:o(e.legs),trail_price:p(e.trail_price),trail_percent:p(e.trail_percent),hwm:p(e.hwm)})})}catch(t){throw new Error(`Order parsing failed. ${t.message}`)}}(t))):void 0},position:u,positions:function(t){return t?t.map((t=>u(t))):void 0},tradeActivity:d};const h="undefined"!=typeof fetch?fetch:r;class m{constructor(e){if(this.params=e,this.limiter=new t({reservoir:200,reservoirRefreshAmount:200,reservoirRefreshInterval:6e4,maxConcurrent:1,minTime:200}),"paper"in e.credentials||"key"in e.credentials&&e.credentials.key.startsWith("A")||(e.credentials.paper=!0),"access_token"in e.credentials&&("key"in e.credentials||"secret"in e.credentials))throw new Error("can't create client with both default and oauth credentials")}isAuthenticated(){return a(this,void 0,void 0,(function*(){try{return yield this.getAccount(),!0}catch(t){return!1}}))}getAccount(){return a(this,void 0,void 0,(function*(){return _.account(yield this.request("GET",n.rest.account,"account"))}))}getOrder(t){return a(this,void 0,void 0,(function*(){return _.order(yield this.request("GET",n.rest.account,`orders/${t.order_id||t.client_order_id}?${e.stringify({nested:t.nested})}`))}))}getOrders(t){return a(this,void 0,void 0,(function*(){return _.orders(yield this.request("GET",n.rest.account,`orders?${e.stringify(t)}`))}))}placeOrder(t){return a(this,void 0,void 0,(function*(){return _.order(yield this.request("POST",n.rest.account,"orders",t))}))}replaceOrder(t){return a(this,void 0,void 0,(function*(){return _.order(yield this.request("PATCH",n.rest.account,`orders/${t.order_id}`,t))}))}cancelOrder(t){return this.request("DELETE",n.rest.account,`orders/${t.order_id}`,void 0,!1)}cancelOrders(){return a(this,void 0,void 0,(function*(){return _.canceled_orders(yield this.request("DELETE",n.rest.account,"orders"))}))}getPosition(t){return a(this,void 0,void 0,(function*(){return _.position(yield this.request("GET",n.rest.account,`positions/${t.symbol}`))}))}getPositions(){return a(this,void 0,void 0,(function*(){return _.positions(yield this.request("GET",n.rest.account,"positions"))}))}closePosition(t){return a(this,void 0,void 0,(function*(){return _.order(yield this.request("DELETE",n.rest.account,`positions/${t.symbol}`))}))}closePositions(){return a(this,void 0,void 0,(function*(){return _.orders(yield this.request("DELETE",n.rest.account,"positions"))}))}getAsset(t){return this.request("GET",n.rest.account,`assets/${t.asset_id_or_symbol}`)}getAssets(t){return this.request("GET",n.rest.account,`assets?${e.stringify(t)}`)}getWatchlist(t){return this.request("GET",n.rest.account,`watchlists/${t.uuid}`)}getWatchlists(){return this.request("GET",n.rest.account,"watchlists")}createWatchlist(t){return this.request("POST",n.rest.account,"watchlists",t)}updateWatchlist(t){return this.request("PUT",n.rest.account,`watchlists/${t.uuid}`,t)}addToWatchlist(t){return this.request("POST",n.rest.account,`watchlists/${t.uuid}`,t)}removeFromWatchlist(t){return this.request("DELETE",n.rest.account,`watchlists/${t.uuid}/${t.symbol}`,void 0,!1)}deleteWatchlist(t){return this.request("DELETE",n.rest.account,`watchlists/${t.uuid}`,void 0,!1)}getCalendar(t){return this.request("GET",n.rest.account,`calendar?${e.stringify(t)}`)}getClock(){return a(this,void 0,void 0,(function*(){return _.clock(yield this.request("GET",n.rest.account,"clock"))}))}getAccountConfigurations(){return this.request("GET",n.rest.account,"account/configurations")}updateAccountConfigurations(t){return this.request("PATCH",n.rest.account,"account/configurations",t)}getAccountActivities(t){return a(this,void 0,void 0,(function*(){return t.activity_types&&Array.isArray(t.activity_types)&&(t.activity_types=t.activity_types.join(",")),_.activities(yield this.request("GET",n.rest.account,`account/activities${t.activity_type?"/".concat(t.activity_type):""}?${e.stringify(t)}`))}))}getPortfolioHistory(t){return this.request("GET",n.rest.account,`account/portfolio/history?${e.stringify(t)}`)}getBars(t){const r=Object.assign(Object.assign({},t),{symbols:t.symbols.join(",")});return this.request("GET",n.rest.market_data,`bars/${t.timeframe}?${e.stringify(r)}`)}getLastTrade(t){return this.request("GET",n.rest.market_data,`last/stocks/${t.symbol}`)}getLastQuote(t){return this.request("GET",n.rest.market_data,`last_quote/stocks/${t.symbol}`)}request(t,e,r,i,s=!0){return a(this,void 0,void 0,(function*(){let a={};if("access_token"in this.params.credentials?a.Authorization=`Bearer ${this.params.credentials.access_token}`:(a["APCA-API-KEY-ID"]=this.params.credentials.key,a["APCA-API-SECRET-KEY"]=this.params.credentials.secret,this.params.credentials.paper&&e==n.rest.account&&(e=n.rest.account.replace("api.","paper-api."))),i)for(let[t,e]of Object.entries(i))e instanceof Date&&(i[t]=e.toISOString());const c=()=>h(`${e}/${r}`,{method:t,headers:a,body:JSON.stringify(i)}),o=this.params.rate_limit?()=>this.limiter.schedule(c):c;let u,d={};try{if(u=yield o(),!s)return u.ok;d=yield u.json()}catch(t){throw console.error(t),d}if("code"in d&&"message"in d)throw d;return d}))}}class y extends s{constructor(t){switch(super(),this.params=t,this.subscriptions=[],this.authenticated=!1,t.stream){case"account":this.host=t.credentials.key.startsWith("PK")?n.websocket.account_paper:n.websocket.account;break;case"market_data":this.host=n.websocket.market_data;break;default:this.host="unknown"}this.connection=new i(this.host),this.connection.onopen=()=>{this.authenticated||this.connection.send(JSON.stringify({action:"authenticate",data:{key_id:t.credentials.key,secret_key:t.credentials.secret}})),this.emit("open",this)},this.connection.onclose=()=>this.emit("close",this),this.connection.onmessage=t=>{const e=JSON.parse(t.data);if("stream"in e&&"authorization"==e.stream){if("authorized"!=e.data.status)throw this.connection.close(),new Error("There was an error in authorizing your websocket connection. Object received: "+JSON.stringify(e,null,2));this.authenticated=!0,this.emit("authenticated",this),console.log("Connected to the websocket.")}if(this.emit("message",e),"stream"in e){const t={trade_updates:"trade_updates",account_updates:"account_updates",T:"trade",Q:"quote",AM:"aggregate_minute"};this.emit(t[e.stream.split(".")[0]],e.data)}},this.connection.onerror=t=>{this.emit("error",t)}}on(t,e){return super.on(t,e)}send(t){if(!this.authenticated)throw new Error("You can't send a message until you are authenticated!");return"object"==typeof t&&(t=JSON.stringify(t)),this.connection.send(t),this}subscribe(t){return this.subscriptions.push(...t),this.send(JSON.stringify({action:"listen",data:{streams:t}}))}unsubscribe(t){for(let e=0,r=this.subscriptions.length;e<r;e++)t.includes(this.subscriptions[e])&&this.subscriptions.splice(e,1);return this.send(JSON.stringify({action:"unlisten",data:{streams:t}}))}}var f={AlpacaClient:m,AlpacaStream:y};export default f;export{m as AlpacaClient,y as AlpacaStream}; |
@@ -60,3 +60,3 @@ import Bottleneck from 'bottleneck'; | ||
| async cancelOrders() { | ||
| return parse.orders(await this.request('DELETE', urls.rest.account, `orders`)); | ||
| return parse.canceled_orders(await this.request('DELETE', urls.rest.account, `orders`)); | ||
| } | ||
@@ -63,0 +63,0 @@ async getPosition(params) { |
@@ -86,2 +86,48 @@ function account(rawAccount) { | ||
| } | ||
| function canceled_order(input) { | ||
| if (!input) { | ||
| return undefined; | ||
| } | ||
| let order = input.body; | ||
| // we don't want this field anymore | ||
| delete input.body; | ||
| try { | ||
| return { | ||
| ...input, | ||
| order: { | ||
| ...order, | ||
| raw: () => order, | ||
| created_at: new Date(order.created_at), | ||
| updated_at: new Date(order.updated_at), | ||
| submitted_at: new Date(order.submitted_at), | ||
| filled_at: new Date(order.filled_at), | ||
| expired_at: new Date(order.expired_at), | ||
| canceled_at: new Date(order.canceled_at), | ||
| failed_at: new Date(order.failed_at), | ||
| replaced_at: new Date(order.replaced_at), | ||
| qty: number(order.qty), | ||
| filled_qty: number(order.filled_qty), | ||
| type: order.type, | ||
| side: order.side, | ||
| time_in_force: order.time_in_force, | ||
| limit_price: number(order.limit_price), | ||
| stop_price: number(order.stop_price), | ||
| filled_avg_price: number(order.filled_avg_price), | ||
| status: order.status, | ||
| legs: orders(order.legs), | ||
| trail_price: number(order.trail_price), | ||
| trail_percent: number(order.trail_percent), | ||
| hwm: number(order.hwm), | ||
| }, | ||
| }; | ||
| } | ||
| catch (err) { | ||
| throw new Error(`Order parsing failed. ${err.message}`); | ||
| } | ||
| } | ||
| function canceled_orders(rawOrderCancelations) { | ||
| return rawOrderCancelations | ||
| ? rawOrderCancelations.map((value) => canceled_order(value)) | ||
| : undefined; | ||
| } | ||
| function position(rawPosition) { | ||
@@ -178,2 +224,3 @@ if (!rawPosition) { | ||
| orders, | ||
| canceled_orders, | ||
| position, | ||
@@ -180,0 +227,0 @@ positions, |
| { | ||
| "name": "@master-chief/alpaca", | ||
| "version": "4.4.1", | ||
| "version": "4.4.4", | ||
| "description": "A TypeScript Node.js library for the https://alpaca.markets REST API and WebSocket streams.", | ||
@@ -5,0 +5,0 @@ "author": "117", |
@@ -29,2 +29,4 @@ import Bottleneck from 'bottleneck' | ||
| OAuthCredentials, | ||
| OrderCancelation, | ||
| RawOrderCancelation, | ||
| } from './entities.js' | ||
@@ -157,5 +159,9 @@ | ||
| async cancelOrders(): Promise<Order[]> { | ||
| return parse.orders( | ||
| await this.request<RawOrder[]>('DELETE', urls.rest.account, `orders`), | ||
| async cancelOrders(): Promise<OrderCancelation[]> { | ||
| return parse.canceled_orders( | ||
| await this.request<RawOrderCancelation[]>( | ||
| 'DELETE', | ||
| urls.rest.account, | ||
| `orders`, | ||
| ), | ||
| ) | ||
@@ -162,0 +168,0 @@ } |
@@ -544,2 +544,20 @@ /** | ||
| /** | ||
| * The parsed result of an order cancelation request. | ||
| */ | ||
| export interface OrderCancelation { | ||
| id: string | ||
| status: number | ||
| order: Order | ||
| } | ||
| /** | ||
| * The id, http status code and order as part of the cancel all orders request. | ||
| */ | ||
| export interface RawOrderCancelation { | ||
| id: string | ||
| status: number | ||
| body: RawOrder | ||
| } | ||
| /** | ||
| * The order entity with unparsed fields, exactly as Alpaca provides it. | ||
@@ -546,0 +564,0 @@ * We encourage you to use the Order interface, which has many of these fields parsed. |
@@ -15,2 +15,3 @@ export { AlpacaClient } from './client.js' | ||
| Order, | ||
| OrderCancelation, | ||
| Position, | ||
@@ -17,0 +18,0 @@ Asset, |
@@ -24,2 +24,4 @@ import { | ||
| Clock, | ||
| RawOrderCancelation, | ||
| OrderCancelation, | ||
| } from './entities.js' | ||
@@ -116,2 +118,54 @@ | ||
| function canceled_order(input: RawOrderCancelation): OrderCancelation { | ||
| if (!input) { | ||
| return undefined | ||
| } | ||
| let order = input.body | ||
| // we don't want this field anymore | ||
| delete input.body | ||
| try { | ||
| return { | ||
| ...input, | ||
| order: { | ||
| ...order, | ||
| raw: () => order, | ||
| created_at: new Date(order.created_at), | ||
| updated_at: new Date(order.updated_at), | ||
| submitted_at: new Date(order.submitted_at), | ||
| filled_at: new Date(order.filled_at), | ||
| expired_at: new Date(order.expired_at), | ||
| canceled_at: new Date(order.canceled_at), | ||
| failed_at: new Date(order.failed_at), | ||
| replaced_at: new Date(order.replaced_at), | ||
| qty: number(order.qty), | ||
| filled_qty: number(order.filled_qty), | ||
| type: order.type as OrderType, | ||
| side: order.side as OrderSide, | ||
| time_in_force: order.time_in_force as OrderTimeInForce, | ||
| limit_price: number(order.limit_price), | ||
| stop_price: number(order.stop_price), | ||
| filled_avg_price: number(order.filled_avg_price), | ||
| status: order.status as OrderStatus, | ||
| legs: orders(order.legs), | ||
| trail_price: number(order.trail_price), | ||
| trail_percent: number(order.trail_percent), | ||
| hwm: number(order.hwm), | ||
| }, | ||
| } | ||
| } catch (err) { | ||
| throw new Error(`Order parsing failed. ${err.message}`) | ||
| } | ||
| } | ||
| function canceled_orders( | ||
| rawOrderCancelations: RawOrderCancelation[], | ||
| ): OrderCancelation[] { | ||
| return rawOrderCancelations | ||
| ? rawOrderCancelations.map((value) => canceled_order(value)) | ||
| : undefined | ||
| } | ||
| function position(rawPosition: RawPosition): Position { | ||
@@ -217,2 +271,3 @@ if (!rawPosition) { | ||
| orders, | ||
| canceled_orders, | ||
| position, | ||
@@ -219,0 +274,0 @@ positions, |
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New alerts
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Found 1 instance in 1 package
Fixed alerts
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- increased by0.94%
2292853
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- increased by1.39%
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