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Alpaca API python client

Project description

alpaca-trade-api-python

alpaca-trade-api-python is a python library for the Alpaca trade API. It allows rapid trading algo development easily, with support for the both REST and streaming interfaces. For details of each API behavior, please see the online API document.

Install

$ pip install alpaca-trade-api-python

Example

In order to call Alpaca's trade API, you need to obtain API key pairs. Replace <key_id> and <secret_key> with what you get from the web console.

REST example

import alpaca_trade_api as tradeapi

api = tradeapi.REST('<key_id>', '<secret_key>')
account = api.list_accounts()[0]
account.list_positions()

Streaming example

import alpaca_trade_api as tradeapi

conn = tradeapi.StreamConn('<key_id>', '<secret_key>')

# Setup event handlers
@conn.on('authenticated')
def on_auth(conn, stream, msg):
    conn.subscribe([
        'account_updates',
        'trade_updates',
        'quotes/AAPL',
        ])

@conn.on(r'quotes/')
def on_quotes(conn, stream, msg):
    print('quotes', msg)

@conn.on(r'account_updates')
def on_account(conn, stream, msg):
    print('account', msg)

# blocks forever
conn.run()

API Document

The HTTP API document is located in https://docs.alpaca.markets/

Authentication

The Alpaca API requires API key ID and secret key, which you can obtain from the web console after you sign in. You can give them to the initializers of REST or StreamConn as arguments, or set up environment variables as follows.

  • APCA_API_KEY_ID: key ID
  • APCA_API_SECRET_KEY: secret key

REST

The REST class is the entry point for the API request. The instance of this class provides all REST API calls such as account, orders, positions, bars, quotes and fundamentals.

Each returned object is wrapped by a subclass of Entity class (or a list of it). This helper class provides property access (the "dot notation") to the json object, backed by the original object stored in the _raw field. It also converts certain types to the appropriate python object.

import alpaca_trade_api as tradeapi

api = tradeapi.REST()
account = api.get_account()
account.status
=> 'ACTIVE'

The Entity class also converts timestamp string field to a pandas.Timestamp object.

REST.get_account()

Calls GET /account and returns an Account entity.

REST.list_orders(status=None)

Calls GET /orders and returns a list of Order entities.

REST.submit_order(symbol, shares, side, type, time_in_force, limit_price=None, stop_price=None, client_order_id=None)

Calls POST /orders and returns an Order entity.

REST.get_order_by_client_order_id(client_order_id)

Calls GET /orders with client_order_id and returns an Order entity.

REST.get_order(order_id)

Calls GET /orders/{order_id} and returns an Order entity.

REST.cancel_order(order_id)

Calls DELETE /orders/{order_id}.

REST.list_position()

Calls GET /positions and returns a list of Position entities.

REST.get_position(symbol)

Calls GET /positions/{symbol} and returns a Position entity.

REST.list_assets(status=None, asset_class=None)

Calls GET /assets and returns a list of Asset entities.

REST.get_asset(symbol)

Calls GET /assets/{symbol} and returns an Asset entity.

REST.list_quotes(symbols)

Calls GET /quotes with symbols and returns a list of Quote entities. If symbols is not a string, it is concatenated with commas.

REST.get_quote(symbol)

Calls GET /assets/{symbol}/quote and returns a Quote entity.

REST.list_fundamentals(symbols)

Calls GET /fundamentals with symbols and returns a list of Fundamental entities. If symbols is not a string, it is concatenated with commas.

REST.get_fundamental(symbol)

Calls GET /assets/{symbol}/fundamental and returns a Fundamental entity.

REST.list_bars(symbols, timeframe, start_dt=None, end_dt=None, limit=None)

Calls GET /bars and returns a list of AssetBars entities. If symbols is not a string, it is concatenated with commas. start_dt and end_dt should be in the ISO8601 string format.

REST.get_bars(symbol, timeframe, start_dt=None, end_dt=None, limit=None)

Calls GET /assets/{symbol}/bars with parameters and returns an AssetBars entity. start_dt and end_dt should be in the ISO8601 string format.

StreamConn

The StreamConn class provides WebSocket-based event-driven interfaces. Using the on decorator of the instance, you can define custom event handlers that are called when the pattern is matched on the stream name. Once event handlers are set up, call the run method which runs forever until a critical exception is raised. This module itself does not provide any threading capability, so if you need to consume the messages pushed from the server, you need to run it in a background thread.

The run method routine starts from establishing the WebSocket connection, immediately followed by the authentication handshake. The authenticated event is called right after authentication is done, where it is the best time to start subscribing to particular streams you are interested in, by calling the subscribe method.

The run method tries to reconnect to the server in the event of connection failure. In this case you may want to reset your state which is best in the connect event. The method still raises exception in the case any other unknown error happens inside the event loop.

The msg object passed to each handler is wrapped by the entity helper class if the message is from the server.

@conn.on(r'quotes/')
def on_quotes(conn, stream, quote):
    print('quotes', quote)

You will likely call the run method in a thread since it will keep runnig unless an exception is raised.

StreamConn.subscribe(streams)

Request "listen" to the server. streams must be a list of string stream names. A "listening" response will be triggered if server responses to this request.

StreamConn.run()

Goes into an infinite loop and awaits for messages from the server. You should set up event listeners using the on or register method before calling run.

StreamConn.on(stream_pat)

As in the above example, this is a decorator method to add an event handler function. stream_pat is used as a regular expression pattern to filter stream names.

StreamConn.register(stream_pat, func)

Registers a function as an event handler that is triggered by the stream events that match with stream_path regular expression. Calling this method with the same stream_pat will overwrite the old handler.

StreamConn.deregister(stream_pat)

Deregisters the event handler function that was previously registered via on or register method.

Support and Contribution

For technical issues particular to this module, please report the issue on this GitHub repository. Any API issues can be reported through Alpaca's customer support.

New features, as well as bug fixes, by sending pull request is always welcomed.

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