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

Package Exports

  • @master-chief/alpaca

Readme

alpaca

version language maintenance prettier

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

Contents

Features

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

Install

From NPM:

> npm i @master-chief/alpaca

Client

Creating a new client

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

import { AlpacaClient } from '@master-chief/alpaca'

const client = new AlpacaClient({
  credentials: {
    key: '***',
    secret: '******',
  },
  paper: true,
  rate_limit: true,
})

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

Examples

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.

import { AlpacaStream } from '@master-chief/alpaca'

const stream = new AlpacaStream({
  credentials: {
    key: '***',
    secret: '******',
  },
  paper: true,
  stream: 'market_data',
})

Events

Event Stream
aggregate_minute market_data
quote market_data
trade market_data
trade_updates account
account_updates account

Examples

The following methods are available on the stream.

subscribe

stream.subscribe(['AM.SPY'])

unsubscribe

stream.unsubscribe(["AM.SPY"]));

on

stream.on("aggregate_minute", ...)

Contributing

Pull requests are encouraged. 😁