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@master-chief/alpaca

a TypeScript Node.js library for the https://alpaca.markets REST API and WebSocket streams

  • 3.0.1
  • Source
  • npm
  • Socket score

Version published
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239
increased by74.45%
Maintainers
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alpaca

version code build prettier

a TypeScript Node.js library for the https://alpaca.markets REST API and WebSocket streams

Contents

Features

  • Fully asynchronous API.
  • Fully typed.
  • Extensible AlpacaClient and AlpacaStream classes.
  • Built-in rate limiting.
  • Built-in number and date parsing.
  • A 1:1 mapping of the official Alpaca docs.
  • Hybrid CommonJS and ESM support.

Install

From NPM:

> npm i @master-chief/alpaca

Import

Import with CommonJS:

let alpaca = require('@master-chief/alpaca')

Import with ESM:

import alpaca from '@master-chief/alpaca'

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.

const client = new alpaca.AlpacaClient({
  credentials: {
    key: 'xxxxxx',
    secret: 'xxxxxxxxxxxx',
  },
  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) // string

Methods

The following methods are available on the client.

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,
  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' })
getCalender
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' })
getBars
await client.getBars({ symbols: ['SPY', 'DIA', 'XLF'], timeframe: '1Min' })
getLastTrade
await client.getLastTrade({ symbol: 'SPY' })
getLastQuote
await client.getLastQuote({ symbol: 'SPY' })

Stream

Creating a new stream

If you wish to use env vars, populate these fields with process.env on your own.

const stream = new alpaca.AlpacaStream({
  credentials: {
    key: 'xxxxxx',
    secret: 'xxxxxxxxxxxx',
  },
  stream: 'market_data',
})

Events

EventStream
aggregate_minutemarket_data
quotemarket_data
trademarket_data
trade_updatesaccount
account_updatesaccount

Methods

The following methods are available on the stream.

subscribe
stream.subscribe(['AM.SPY'])
unsubscribe
stream.unsubscribe(["AM.SPY"]));
on
stream.on("aggregate_minute", ...)

Examples

Don't know where to start? Check out our community-made examples here.

Contributing

Pull requests are encouraged. 🥳

Keywords

FAQs

Package last updated on 23 Nov 2020

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