@alpacahq/alpaca-trade-api

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.

News

We introduced Typescript support recently, which allows you to use strongly typed data structures and better IDE experience if you are using it.

Installation

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

Runtime Dependencies

• Node.js v16.9 or newer
• npm version 6 and above

Usage

Import the module first.

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

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

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

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.

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 to 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

The Alapca websocket service now supports V2. Make sure you update your old sample code accordingly.
You could use it even if you don't have a funded account.

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.

Account API

Get Account

Calls GET /account and returns the current account.

getAccount() => Promise<Account>

Account Configurations API

Get Account Configurations

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

getAccountConfigurations() => Promise<AccountConfigurations>

Update Account Configurations

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

updateAccountConfigurations(AccountConfigurations) => Promise<AccountConfigurations>

Get Account Activities

Calls GET /account/activities and returns account activities.

getAccountActivities({
  activityTypes: string | string[], // Any valid activity type
  until: Date,
  after: Date,
  direction: string,
  date: Date,
  pageSize: number,
  pageToken: string
}) => Promise<AccountActivity[]>

Portfolio History API

Get Portfolio History

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

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

Orders API

Create Order

Calls POST /orders and creates a new order.

createOrder({
  symbol: string, // any valid ticker symbol
  qty: number,
  notional: number, // qty or notional required, not both
  side: 'buy' | 'sell',
  type: 'market' | 'limit' | 'stop' | 'stop_limit' | 'trailing_stop',
  time_in_force: 'day' | 'gtc' | 'opg' | 'ioc',
  limit_price: number, // optional,
  stop_price: number, // optional,
  client_order_id: string, // optional,
  extended_hours: boolean, // optional,
  order_class: string, // optional,
  take_profit: object, // optional,
  stop_loss: object, // optional,
  trail_price: string, // optional,
  trail_percent: string // optional,
}) => Promise<Order>

Get Orders

Calls GET /orders and returns a list of orders.

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

Get Order by ID

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

getOrder(uuid) => Promise<Order>

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.

getOrderByClientOrderId(string) => Promise<Order>

Update Order by ID

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

replaceOrder(uuid) => Promise<Order>

Cancel Order

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

cancelOrder(uuid) => Promise

Cancel all Orders

Calls DELETE /orders and deletes all open orders.

cancelAllOrders() => Promise

Positions API

Get Position

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

getPosition(symbol) => Promise<Position>

Get All Positions

Calls GET /positions and returns all positions.

getPositions() => Promise<Position[]>

Close a Position

Calls DELETE /positions/{symbol} and liquidates your position in the given symbol.

closePosition(symbol) => Promise

Close all Positions

Calls DELETE /positions and liquidates all open positions.

closeAllPositions() => Promise

Assets API

Get All Assets

Calls GET /assets and returns assets matching your parameters.

getAssets({
  status: 'active' | 'inactive',
  asset_class: string
}) => Promise<Asset[]>

Get information about an asset

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

getAsset(symbol) => Promise<Asset>

Calendar API

Calls GET /calendar and returns the market calendar.

getCalendar({ start: Date, end: Date }) => Promise<Calendar[]>

Clock API

Calls GET /clock and returns the market clock.

getClock() => Promise<Clock>

Watchlist API

available methods for you to use:

module.exports = {
    getWatchlists,
    getWatchlist,
    addWatchlist,
    addToWatchlist,
    updateWatchlist,
    deleteWatchlist,
    deleteFromWatchlist,
}

Get All Watchlists

alpaca.getWatchlists().then((response) => {
  console.log(response)
})

Get Specific Watchlist

 // xxxx.. are the watchlist id you get on creation or with get all
 alpaca.getWatchlist('xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx').then((response) => {
   console.log(response)
 })

Add a Watchlist

alpaca.addWatchlist("myWatchList", []).then((response) => {
  console.log(response)
})

Add to Watchlist

alpaca.addToWatchlist('xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx', "AAPL").then((response) => {
  console.log(response)
})

Update a Watchlist

alpaca.updateWatchlist("myWatchList", ["AAPL", "GOOG"]).then((response) => {
  console.log(response)
})

Delete a Watchlist

alpaca.deleteWatchlist('xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx').then((response) => {
  console.log(response)
})

Delete from Watchlist

alpaca.deleteFromWatchlist('xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx', "AAPL").then((response) => {
  console.log(response)
})

Data API - Stocks

Trades

getTradesV2(
  symbol: string,
  options: GetTradesParams,
  config?: any,
): AsyncGenerator<AlpacaTrade, void, unknown>;

getMultiTradesV2(
  symbols: Array<string>,
  options: GetTradesParams,
  config?: any,
): Promise<Map<string, AlpacaTrade[]>>;

getMultiTradesAsyncV2(
  symbols: Array<string>,
  options: GetTradesParams,
  config?: any,
): AsyncGenerator<AlpacaTrade, void, unknown>;

getLatestTrade(
  symbol: string,
  config?: any,
): Promise<AlpacaTrade>;

getLatestTrades(
  symbols: Array<string>,
  config?: any,
): Promise<Map<string, AlpacaTrade>>;

Example

const trade = await alpaca.getLatestTrade('AAPL');
console.log(trade);

Output:

{
  Timestamp: '2022-04-14T13:54:24.907840256Z',
  Exchange: 'P',
  Price: 169.33,
  Size: 100,
  Conditions: [ '@' ],
  ID: 12272,
  Tape: 'C'
}

Quotes

getQuotesV2(
  symbol: string,
  options: GetQuotesParams,
  config?: any,
): AsyncGenerator<AlpacaQuote, void, unknown>;

getMultiQuotesV2(
  symbols: Array<string>,
  options: GetQuotesParams,
  config?: any,
): Promise<Map<string, AlpacaQuote[]>>;

getMultiQuotesAsyncV2(
  symbols: Array<string>,
  options: GetQuotesParams,
  config?: any,
): AsyncGenerator<AlpacaQuote, void, unknown>;

 getLatestQuote(
   symbol: string,
   config?: any,
): Promise<AlpacaQuote>;

getLatestQuotes(
   symbols: Array<string>,
   config?: any,
): Promise<Map<string, AlpacaQuote>>;

Example

const trades = await alpaca.getMultiTradesV2(["PFE", "SPY"], {
  start: "2022-04-18T08:30:00Z",
  end: "2022-04-18T08:31:00Z",
  limit: 2,
});
console.log(trades);

Output:

{
  'PFE' => [
    {
      Timestamp: '2022-04-18T08:30:59.988642304Z',
      Exchange: 'P',
      Price: 53.25,
      Size: 5,
      Conditions: [Array],
      ID: 52983525028174,
      Tape: 'A',
      Symbol: 'PFE'
    }
  ],
  'SPY' => [
    {
      Timestamp: '2022-04-18T08:30:00.066013952Z',
      Exchange: 'P',
      Price: 436.39,
      Size: 1,
      Conditions: [Array],
      ID: 52983525028949,
      Tape: 'B',
      Symbol: 'SPY'
    }
  ]
}

Bars

 getBarsV2(
   symbol: string,
   options: GetBarsParams,
   config?: any,
 ): AsyncGenerator<AlpacaBar, void, unknown>;

getMultiBarsV2(
  symbols: Array<string>,
  options: GetBarsParams,
  config?: any,
): Promise<Map<string, AlpacaBar[]>>;

 getMultiBarsAsyncV2(
   symbols: Array<string>,
   options: GetBarsParams,
   config?: any,
 ): AsyncGenerator<AlpacaBar, void, unknown>;

 getLatestBar(
  symbol: string,
  config?: any,
): Promise<AlpacaBar>;

getLatestBars(
  symbols: Array<string>,
  config?: any,
): Promise<Map<string, AlpacaBar>>;

Example

const bars = alpaca.getBarsV2("AAPL", {
  start: "2022-04-01",
  end: "2022-04-02",
  timeframe: alpaca.newTimeframe(30, alpaca.timeframeUnit.MIN),
  limit: 2,
});
const got = [];
for await (let b of bars) {
  got.push(b);
}
console.log(got);

Output:

[
  {
    Timestamp: '2022-04-01T08:00:00Z',
    OpenPrice: 175.25,
    HighPrice: 175.88,
    LowPrice: 175.1,
    ClosePrice: 175.35,
    Volume: 30015,
    TradeCount: 721,
    VWAP: 175.357657
  },
  {
    Timestamp: '2022-04-01T08:30:00Z',
    OpenPrice: 175.32,
    HighPrice: 175.37,
    LowPrice: 175.26,
    ClosePrice: 175.26,
    Volume: 5929,
    TradeCount: 123,
    VWAP: 175.332243
  }
]

Snapshots

getSnapshot(
  symbol: string,
  config?: any,
): Promise<AlpacaSnapshot>;

getSnapshots(
  symbols: Array<string>,
  config?: any,
): Promise<AlpacaSnapshot[]>;

Example

const snapshot = await alpaca.getSnapshot("TSLA");
console.log(snapshot);

Output:

{
  symbol: 'TSLA',
  LatestTrade: {
    Timestamp: '2022-04-19T10:09:23.844940801Z',
    Exchange: 'Q',
    Price: 1003,
    Size: 501,
    Conditions: [ '@', 'F', 'T' ],
    ID: 1861,
    Tape: 'C'
  },
  LatestQuote: {
    Timestamp: '2022-04-19T10:10:09.139921353Z',
    AskExchange: 'Q',
    AskPrice: 1004.38,
    AskSize: 1,
    BidExchange: 'Q',
    BidPrice: 1001,
    BidSize: 3,
    Conditions: [ 'R' ],
    Tape: 'C'
  },
  MinuteBar: {
    Timestamp: '2022-04-19T10:09:00Z',
    OpenPrice: 1003,
    HighPrice: 1003,
    LowPrice: 1003,
    ClosePrice: 1003,
    Volume: 647,
    TradeCount: 17,
    VWAP: 1003.071345
  },
  DailyBar: {
    Timestamp: '2022-04-18T04:00:00Z',
    OpenPrice: 989.19,
    HighPrice: 1014.92,
    LowPrice: 973.41,
    ClosePrice: 1004.29,
    Volume: 17209682,
    TradeCount: 543314,
    VWAP: 997.42604
  },
  PrevDailyBar: {
    Timestamp: '2022-04-14T04:00:00Z',
    OpenPrice: 998.51,
    HighPrice: 1012.7099,
    LowPrice: 982.19,
    ClosePrice: 985,
    Volume: 19449944,
    TradeCount: 579328,
    VWAP: 991.712944
  }
}

More detailed examples of stock data endpoints can be found in this file.

News

 getNews(
   options: GetNewsParams,
   config?: any,
 ): Promise<AlpacaNews[]>;

Details of the options parameter can be found here.

Example

 const news = await alpaca.getNews({});
 console.log(news[0]);

Output:

{
  ID: 26682466,
  Headline: 'Plug Power Enters Agreement With Walmart Pursuant To Which The Co. Will Deliver Liquid Green Hydrogen To New And Existing Walmart Sites In The United States',
  Author: 'Bill Haddad',
  CreatedAt: '2022-04-19T10:09:38Z',
  UpdatedAt: '2022-04-19T10:09:39Z',
  Summary: '',
  URL: 'https://www.benzinga.com/news/22/04/26682466/plug-power-enters-agreement-with-walmart-pursuant-to-which-the-co-will-deliver-liquid-green-hydrogen',
  Images: [],
  Symbols: [ 'PLUG', 'WMT' ],
  Source: 'benzinga'
}

Data API - Crypto

All the functions are similar to the stock ones.

Trades

•   getCryptoTrades(
      symbols: Array<string>,
      options: GetCryptoTradesParams,
      config?: any,
    ): AsyncGenerator<CryptoTrade, void, unknown>;

•   getLatestCryptoTrades(
      symbols: Array<string>,
      config?: any
    ): Promise<Map<string, CryptoTrade>>;

Quotes

•   getCryptoQuotes(
      symbols: Array<string>,
      options: GetCryptoQuotesParams,
      config?: any,
    ): AsyncGenerator<CryptoQuote, void, unknown>;

•  getLatestCryptoQuotes(
    symbols: Array<string>,
    config?: any,
  ): Promise<Map<string, CryptoQuote>>;

Bars

•    getCryptoBars(
      symbols: Array<string>,
      options: GetCryptoBarsParams,
      config?: any,
    ): AsyncGenerator<CryptoBar, void, unknown>;

•   getLatestCryptoBars(
      symbols: Array<string>,
      config?: any,
    ): Promise<Map<string, CryptoBar>>;

Snapshots

•   getCryptoSnapshots(
      symbol: Array<string>,
      config?: any,
    ): Promise<CryptoSnapshot>;

Data API - Options

Bars

•   getOptionBars(
      symbols: Array<string>,
      options: GetOptionBarsParams,
      config?: any,
    ): Promise<Map<string, AlpacaOptionBar[]>>;

Trades

•   getOptionTrades(
      symbols: Array<string>,
      options: GetOptionTradesParams,
      config = any,
    ): Promise<Map<string, AlpacaOptionTrade[]>>;

•   getOptionLatestTrades(
      symbols: Array<string>,
      config = any,
    ): Promise<Map<string, AlpacaOptionTrade>>;

Quotes

•  getOptionLatestQuotes(
     symbols: Array<string>,
     config = any,
   ): Promise<Map<string, AlpacaOptionQuote>>;

Snapshots

•   getOptionSnapshots(
      symbols: Array<string>,
      config = any,
    ): Promise<AlpacaOptionSnapshot[]>;

•   getOptionChain(
      underlyingSymbols: string,
      options: GetOptionChainParams,
      config = any,
    ): Promise<AlpacaOptionSnapshot[]>;

Data API - Corporate Actions

•   getCorporateActions(
      symbols: Array<string>,
      options: GetCorporateActionParams,
      config = any
    ): Promise<CorporateActions | undefined>;

Websockets

You can use data websocket with or without a funded account.

Working with websocket

const websocket = alpaca.data_stream_v2;
websocket.onConnect(() => {
  websocket.subscribeForTrades(["AAPL"]);
});
websocket.onStateChange((status) => {
  console.log("Status:", status);
});
websocket.onError((err) => {
  console.log("Error:", err);
});
websocket.onStockTrade((trade) => {
  console.log("Trade:", trade);
});
websocket.connect();

Output:

Status: connecting
Status: authenticating
Status: connected
Status: authenticated
Trade:  {
  T: 't',
  Symbol: 'AAPL',
  ID: 68,
  Exchange: 'V',
  Price: 165.02,
  Size: 50,
  Conditions: [ '@', 'T', 'I' ],
  Tape: 'C',
  Timestamp: 2022-04-19T12:50:29.214Z
}

• The websocket is created when you first create the Alpaca instance
• const websocket = alpaca.data_stream_v2: Get the websocket client instance.
• websocket.connect(): Connect to the Alpaca server using websocket.
• websocket.onConnect(() => {}): all the following code will be executed after the user authentication. You can also subscribe and unsubscribe for data outside this function.
• websocket.subscribeForTrades(["AAPL"]): Subscribe for trades data for the given symbol(s). You can do the same with quotes, bars, dailyBars, updatedBars, statuses and lulds.
• websocket.onStockTrade((trade) => {}): Get the data by subscribing for the trade data event in JS/TS and process it inside this function.
• websocket.unsubscribeFromTrades(["symbol"]): Unsubscribe from symbol(s).
• websocket.onDisconnect(() => {}) and websocket.disconnect(): the function inside the onDisconnect will run when you disconnect then closes the connection between the client and server.
  
  Websocket client for real-time crypto and news data work the same. For a detailed example please take a look at this file.