A TypeScript Node.js library for the https://alpaca.markets REST API and WebSocket streams.
- Fully typed.
- Fully asynchronous promise based API.
- Extensible
AlpacaClientandAlpacaStreamclasses. - Built-in rate limiting.
- Built-in number and date parsing.
- A 1:1 mapping of the official Alpaca docs.
- Auto-transpiled modern ESM alternative.
- OAuth integration support.
- Minified and non-minified bundles.
- Various bundles provided:
alpaca.js- ESM bundle (for node)alpaca.bundle.js- ESM bundle with dependencies (for node)alpaca.browser.js- UMD bundle (for browser)alpaca.browser.modern.js- ESM modern bundle (for browser)
From NPM:
> npm i @master-chief/alpacaFrom GitHub:
- CommonJS
- Typescript
- ES
- ES bundled
- ES bundled with dependencies
- ES6 + UMD (classic)
- ES6 + ESM (modern)
From these popular CDNs:
Import with CommonJS:
let { AlpacaClient, AlpacaStream } = require('@master-chief/alpaca');Import with ESM:
import { AlpacaClient, AlpacaStream } from '@master-chief/alpaca';Import as script:
<script src="https://unpkg.com/@master-chief/alpaca/dist/alpaca.browser.min.js"></script>Import as module:
<script type="module">
import alpaca from 'alpaca.browser.modern.min.js';
</script>If you wish to use env vars, populate these fields with process.env on your
own. Paper account key detection is automatic. Using OAuth? Simply pass an
access_token in the credentials object.
const client = new AlpacaClient({
credentials: {
key: 'xxxxxx',
secret: 'xxxxxxxxxxxx',
// access_token: 'xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx',
paper: true,
},
rate_limit: true,
});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); // stringThe following methods are available on the client.
- isAuthenticated
- getAccount
- getOrder
- getOrders
- placeOrder
- replaceOrder
- cancelOrder
- cancelOrders
- getPosition
- getPositions
- closePosition
- closePositions
- getAsset
- getAssets
- getWatchlist
- getWatchlists
- createWatchlist
- updateWatchlist
- addToWatchlist
- removeFromWatchlist
- deleteWatchlist
- getCalendar
- getClock
- getAccountConfigurations
- updateAccountConfigurations
- getAccountActivities
- getPortfolioHistory
await client.isAuthenticated();await client.getAccount();await client.getOrder({ order_id: '6187635d-04e5-485b-8a94-7ce398b2b81c' });await client.getOrders({ limit: 25, status: 'all' });await client.placeOrder({
symbol: 'SPY',
qty: 1,
// or
// notional: 100,
side: 'buy',
type: 'market',
time_in_force: 'day',
});await client.replaceOrder({
order_id: '69a3db8b-cc63-44da-a26a-e3cca9490308',
limit_price: 9.74,
});await client.cancelOrder({ order_id: '69a3db8b-cc63-44da-a26a-e3cca9490308' });await client.cancelOrders();await client.getPosition({ symbol: 'SPY' });await client.getPositions();await client.closePosition({ symbol: 'SPY' });await client.closePositions();await client.getAsset({ asset_id_or_symbol: 'SPY' });await client.getAssets({ status: 'active' });await client.getWatchlist({ uuid: '2000e463-6f87-41c0-a8ba-3e40cbf67128' });await client.getWatchlists();await client.createWatchlist({
name: 'my watchlist',
symbols: ['SPY', 'DIA', 'EEM', 'XLF'],
});await client.updateWatchlist({
uuid: '2000e463-6f87-41c0-a8ba-3e40cbf67128',
name: 'new watchlist name',
symbols: ['TSLA', 'AAPL'],
});await client.addToWatchlist({
uuid: '2000e463-6f87-41c0-a8ba-3e40cbf67128',
symbol: 'F',
});await client.removeFromWatchlist({
uuid: '2000e463-6f87-41c0-a8ba-3e40cbf67128',
symbol: 'F',
});await client.deleteWatchlist({ uuid: '2000e463-6f87-41c0-a8ba-3e40cbf67128' });await client.getCalendar({ start: new Date(), end: new Date() });await client.getClock();await client.getAccountConfigurations();await client.updateAccountConfigurations({
no_shorting: true,
suspend_trade: true,
});await client.getAccountActivities({ activity_type: 'FILL' });await client.getPortfolioHistory({ period: '1D', timeframe: '1Min' });await client.getLastTrade_v1({ symbol: 'SPY' });await client.getLastQuote_v1({ symbol: 'SPY' });await client.getBars_v1({ symbols: ['SPY', 'DIA', 'XLF'], timeframe: '1Min' });await client.getLatestTrade({ symbol: 'SPY' });await client.getTrades({
symbol: 'SPY',
start: new Date('2021-02-26T14:30:00.007Z'),
end: new Date('2021-02-26T14:35:00.007Z'),
});let trades = []
let page_token = ''
// until the next token we receive is null
while (page_token != null) {
let resp = await client.getTrades({ ..., page_token })
trades.push(...resp.trades)
page_token = resp.next_page_token
}
// wooh! we have collected trades from multiple pages
console.log(trades.length)await client.getQuotes({
symbol: 'SPY',
start: new Date('2021-02-26T14:30:00.007Z'),
end: new Date('2021-02-26T14:35:00.007Z'),
});let quotes = []
let page_token = ''
// until the next token we receive is null
while (page_token != null) {
let resp = await client.getQuotes({ ..., page_token })
quotes.push(...resp.quotes)
page_token = resp.next_page_token
}
// wooh! we have collected quotes from multiple pages
console.log(quotes.length)await client.getBars({
symbol: 'SPY',
start: new Date('2021-02-26T14:30:00.007Z'),
end: new Date('2021-02-26T14:35:00.007Z'),
timeframe: '1Min',
// page_token: "MjAyMS0wMi0wNlQxMzowOTo0Mlo7MQ=="
});let bars = []
let page_token = ''
// until the next token we receive is null
while (page_token != null) {
let resp = await client.getBars({ ..., page_token })
bars.push(...resp.bars)
page_token = resp.next_page_token
}
// wooh! we have collected bars from multiple pages
console.log(bars.length)await client.getSnapshot({ symbol: 'SPY' });await client.getSnapshots({ symbols: ['SPY', 'DIA'] });await client.getNews({ symbols: ['SPY'] });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: 'xxxxxx',
secret: 'xxxxxxxxxxxx',
paper: true,
},
type: 'market_data', // or "account"
source: 'iex', // or "sip" depending on your subscription
});The following methods are available on the stream.
| Channel | Type |
|---|---|
trade_updates |
account |
trades |
market_data |
quotes |
market_data |
bars |
market_data |
stream.once('authenticated', () =>
stream.subscribe('bars', ['SPY', 'AAPL', 'TSLA']),
);stream.unsubscribe('bars', ['SPY']);stream.on('message', (message) => console.log(message));
stream.on('trade', (trade) => console.log(trade));
stream.on('bar', (bar) => console.log(bar));
stream.on('quote', (quote) => console.log(quote));
stream.on('trade_updates', (update) => console.log(update));
stream.on('error', (error) => console.warn(error));stream.getConnection();If you are having difficulty getting Jest to work with this library, add this to your configuration:
moduleNameMapper: {
'@master-chief/alpaca': '<rootDir>/node_modules/@master-chief/alpaca/dist/cjs/index.cjs',
},Credit to @calvintwr and @wailinkyaww for finding this solution.
Don't know where to start? Check out our community-made examples here.
Feel free to contribute and PR to your 💖's content.
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