Alpaca Trade API JS


Node.js library for Alpaca Trade API.

API Documentation

The REST API documentation can be found in https://docs.alpaca.markets. For detailed information about an endpoint, please consult the REST API docs. Documentation specific to this library can be found below.

Installation

``sh
npm install --save @alpacahq/alpaca-trade-api
`

Usage

Import the module first.

`js
const Alpaca = require('@alpacahq/alpaca-trade-api')
`

Instantiate the API with config options, obtained from the dashboard at app.alpaca.markets.

`js
const alpaca = new Alpaca({
keyId: 'AKFZXJH121U18SHHDRFO',
secretKey: 'pnq4YHlpMF3LhfLyOvmdfLmlz6BnASrTPQIASeiU',
paper: true,
usePolygon: false
})
`

Note: keyId and secretKey may also be specified by setting the APCA_API_KEY_ID and APCA_API_SECRET_KEY environment variables, respectively. Also, rather than specifying paper, you may set APCA_API_BASE_URL as an environment variable to direct your API calls to the paper trading API.

Call methods, which will return a promise.

`js
alpaca.getAccount().then((account) => {
console.log('Current Account:', account)
})
`

The websocket api is a good way to watch and react to the market
we have 2 types of websockets:
- data websocket: get updates data equities
- account/trade websocket: get updates on your account

please refer to this example
code to see how to use the websockets.

##### Data WS
you could use one of the 2 websockets we provide:
1. The Alpaca WS
2. The Polygon WS

The default WS is Alpaca. and you could use it even if you don't have a
funded account. The polygon WS can only be used with a funded account.

In order to use the Polygon WS you need to pass this parameter to the
Alpaca constructor usePolygon: true

##### Subscribing to the different WS
The other difference is the way we subscribe to different channels.
###### Alpaca
`js
client.subscribe(['alpacadatav1/T.FB', 'alpacadatav1/Q.AAPL', 'alpacadatav1/AM.GOOG'])
`

###### Polygon
`js
client.subscribe(['T.FB', 'Q.AAPL', 'AM.GOOG', 'A.TSLA'])
`
##### Example Code
`js
const client = alpaca.data_ws
client.onConnect(function() {
console.log("Connected")
client.subscribe(['alpacadatav1/T.FB', 'Q.AAPL', 'A.FB', 'AM.AAPL'])
})
client.onDisconnect(() => {
console.log("Disconnected")
})
client.onStateChange(newState => {
console.log(State changed to ${newState})
})
client.onStockTrades(function(subject, data) {
console.log(Stock trades: ${subject}, price: ${data.price})
})
client.onStockQuotes(function(subject, data) {
console.log(Stock quotes: ${subject}, bid: ${data.bidprice}, ask: ${data.askprice})
})
client.onStockAggSec(function(subject, data) {
console.log(Stock agg sec: ${subject}, ${data})
})
client.onStockAggMin(function(subject, data) {
console.log(Stock agg min: ${subject}, ${data})
})
client.connect()
`

##### Account WS
used like this
`js
const updates_client = this.alpaca.trade_ws
updates_client.onConnect(function () {
console.log("Connected")
const trade_keys = ['trade_updates', 'account_updates']
updates_client.subscribe(trade_keys);
})
updates_client.onDisconnect(() => {
console.log("Disconnected")
})
updates_client.onStateChange(newState => {
console.log(State changed to ${newState})
})
updates_client.onOrderUpdate(data => {
console.log(Order updates: ${JSON.stringify(data)})
})
updates_client.onAccountUpdate(data => {
console.log(Account updates: ${JSON.stringify(data)})
})
updates_client.connect()
`

Methods

As a general rule, required method parameters are passed as plain function arguments, and the final parameter is an object containing any optional parameters to the method.

$3

#### Get Account

Calls GET /account and returns the current account.

`ts
getAccount() => Promise
`

$3

#### Get Account Configurations

Calls GET /account/configurations and returns the current account configurations.

`ts
getAccountConfigurations() => Promise
`

#### Update Account Configurations

Calls PATCH /account/configurations to update the account configurations, and returns
the updated configurations.

`ts
updateAccountConfigurations(AccountConfigurations) => Promise
`

#### Get Account Activities

Calls GET /account/activities and returns account actvities.

`ts
getActivities({
activityTypes: string | string[], // Any valid activity type
until: Date,
after: Date,
direction: string,
date: Date,
pageSize: number
}) => Promise
`

$3

#### Get Portfolio History

Calls GET /account/portfolio/history and returns portfolio history.

`ts
getPortfolioHistory({
date_start: Date,
date_end: Date,
period: '1M' | '3M' | '6M' | '1A' | 'all' | 'intraday',
timeframe: '1Min' | '5Min' | '15Min' | '1H' | '1D',
extended_hours: Boolean
}) => Promise
`

$3

#### Create Order

Calls POST /orders and creates a new order.

`ts
createOrder({
symbol: string, // any valid ticker symbol
qty: number,
side: 'buy' | 'sell',
type: 'market' | 'limit' | 'stop' | 'stop_limit',
time_in_force: 'day' | 'gtc' | 'opg' | 'ioc',
limit_price: number,
stop_price: number,
client_order_id: string // optional
}) => Promise
`

#### Get Orders

Calls GET /orders and returns a list of orders.

`ts
getOrders({
status: 'open' | 'closed' | 'all',
after: Date,
until: Date,
limit: number,
direction: 'asc' | 'desc'
}) => Promise
`

#### Get Order by ID

Calls GET /orders/{id} and returns an order.

`ts
getOrder(uuid) => Promise
`

#### Get Order by Client ID

Calls GET /orders:by_client_order_id and returns an order by client_order_id.
You can set client_order_id upon order creation to more easily keep track of your orders.

`ts
getOrderByClientOrderId(string) => Promise
`

#### Update Order by ID

Calls PATCH /orders/{id} and updates an existing open order. The updated order will have
a new ID.

`ts
replaceOrder(uuid) => Promise
`

#### Cancel Order

Calls DELETE /orders/{id} and deletes an order.

`ts
cancelOrder(uuid) => Promise
`

#### Cancel all Orders

Calls DELETE /orders and deletes all open orders.

`ts
cancelAllOrders() => Promise
`

$3

#### Get Position

Calls GET /positions/{symbol} and returns a position.

`ts
getPosition(symbol) => Promise
`

#### Get All Positions

Calls GET /positions and returns all positions.

`ts
getPositions() => Promise
`

#### Close a Position
Calls DELETE /positions/{symbol} and liquidates your position in the given symbol.

`ts
closePosition(symbol) => Promise
`

#### Close all Positions
Calls DELETE /positions and liquidates all open positions.

`ts
closeAllPositions() => Promise
`

$3

#### Get All Assets

Calls GET /assets and returns assets matching your parameters.

`ts
getAssets({
status: 'active' | 'inactive',
asset_class: string
}) => Promise
`

#### Get information about an asset

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

`ts
getAsset(symbol) => Promise
`

$3

Calls GET /calendar and returns the market calendar.

`ts
getCalendar({ start: Date, end: Date }) => Promise
`

$3

#### Get Bars

`ts
getBars(
'minute' | '1Min' | '5Min' | '15Min' | 'day' | '1D',
symbol | symbol[], // which ticker symbols to get bars for
{
limit: number,
start: date string yyyy-mm-dd,
end: date string yyyy-mm-dd,
after: date string yyyy-mm-dd,
until: date string yyyy-mm-dd
}
) => Promise
`
###### example
`js
this.alpaca.getBars('1Min', ['AAPL', 'TSLA'], {start:'2020-04-20', end:'2020-04-29'}).then((response) => {
console.log(response)
})
`

#### Get Aggregates

`ts
getAggregates(
symbol: string,
timespan: 'minute', 'hour', 'day', 'week', 'month', 'quarter', 'year',
from: Date,
to: Date,
) => Promise
`
###### example
`js
this.alpaca.getAggregates('AAPL', 'minute', '2020-04-20', '2020-04-20').then((response) => {
console.log(response)
})
`

#### Last trade

`ts
lastTrade(
symbol: string)
) => Promise
`
###### example
`js
this.alpaca.lastTrade('AAPL').then((response) => {
console.log(response)
})
`

#### Last quote

`ts
lastQuote(
symbol: string)
) => Promise
`
###### example
`js
this.alpaca.lastQuote('AAPL').then((response) => {
console.log(response)
})
`

$3


When to use which websocket?
1. first of all - if you don't have a funded account you cannot use the
polygon websocket.
The data in the Alpaca websocket is free (currently in
beta) and this is your only option.
2. if you do have a funded account read the docs to understand exactly what
are the differences between the data streams


Now since there's is a redundancy in the data we assume that if you use one
you will not use the other.

The way you select which websocket to use is by setting the usePolygon
argument when creating the Alpaca instance (see example above).
#### Working with websocket
* The websocket is created when you creating the Alpaca instance
* let websocket = alpaca.data_ws: Get the websocket client instance.
* websocket.connect(): Connect to the Alpaca server using websocket.
* client.onConnect(function() {}: all the following code should be inside
this function because we should not do anything until we're connected to the
websocket.
* websocket.subscribe(channels): Subscribe to the Alpaca data server and/or
the Polygon server.

Please note that Polygon and Alpaca servers use different channels.

You need to specify the channel you want to
subscribe to as specified here:

Channels for the Polygon service: ['T.', 'Q.', 'A.', 'AM.'].

Channels for the Alpaca data service: ['alpacadatav1/T
.', 'alpacadatav1/Q.', 'alpacadatav1'/AM.*]

When calling subscribe() first it will unsubscribe from any previously
subscribed channels (so if you want to add channels you need to specifiy
all channels you want to subscribe to).

Channels 'trade_updates', 'account_updates' and all 'alpacadatav1
/.' are for the Alpaca server; the rest are for the Polygon server.

In order to make calls to the Polygon API, you must have opened your Alpaca brokerage account.
Otherwise Polygon's API will be unavailable.
#### Callbacks
how to get the data you subscribed to. we do this by calling these methods
with our callback for each and every channel:
* websocket.onOrderUpdate(function(data)): Register callback function for the channel 'trade_updates'.
* websocket.onAccountUpdate(function(data)): Register callback function for the channel 'account_updates'.
* websocket.onStockTrades(function(data)): Register callback function for
the channel 'T.' or 'alpacadatav1/T.'.
* websocket.onStockQuotes(function(data)): Register callback function for
the channel 'Q.' or 'alpacadatav1/Q.'.
* websocket.onStockAggSec(function(data)): Register callback function for
the channel 'A.'. (Polygon only)
* websocket.onStockAggMin(function(data)): Register callback function for
the channel 'AM.' or 'alpacadatav1/AM.'`.