alpaca-trade-api 0.2.0 → 0.6.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: eb5dd189cbc0f77a733ae7a00b6a3448f8071b89bc47f90b749d64c1a34d2709
-  data.tar.gz: f5a81f245c4bd2de6b2670cb07d3dfa80988cb1e7eeec8e794969a35493a890e
+  metadata.gz: 22068a0419de69587d795ef7ea3cfe4e0bcfb60f533d3af8806dd9e098124eea
+  data.tar.gz: 1a33fa8bbc2a45634a65948161c1999b1526d9a30ad996eea0c5d80152085826
 SHA512:
-  metadata.gz: 9e7090ca6b7ab5dbcb57903d3a90538f76abe585c147294ecc00a366c94e07cce9ac4107bcc537396553ddf5ab9dff8d4138da27d0404635ff9651cdee54755e
-  data.tar.gz: fc7b23fa07cb3dad7b9f705ac812a9370c78f92434bdca44beb30e3c891eecd5424aea72fa0173d898e5bb2c16759387fa594763132e60cad9d9c44130540a99
+  metadata.gz: 16e4be2df3ba8f55cea8cf2c0630dc9cafba60ea8a52b05cbb089679fdf2a6ee4d2d03f39e4513afb0b1356d6a84033d061a2c63ba1d214f2bc60904af0173c0
+  data.tar.gz: a9cbe4f030829c9ab095c22614c748e4df9b2d56b8b349310f41e35a646857cbdb93b4ff680f5fe1910d0e9b0262262f6e930a59b806f090bf73bf38bc6d2979

data/.ruby-version

@@ -1 +1 @@
-2.6.2
+2.6.4

data/CHANGELOG.md

@@ -4,6 +4,33 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [0.6.0] - 2020-05-26
+### Added
+- Implemented Client#account_activities. Thanks @travishooper.
+
+## [0.5.0] - 2020-05-25
+### Added
+- Implemented Client#last_trade. Thanks @nathanworden.
+
+## [0.4.1] - 2020-04-25
+### Fixed
+- Added explicit `BigDecimal` require.
+
+## [0.4.0] - 2020-02-16
+### Added
+- Supporting [Bracket Orders](https://docs.alpaca.markets/trading-on-alpaca/orders/#bracket-orders)
+- Validating time frame in Client#bars
+
+## [0.3.0] - 2019-09-19
+### Added
+- Implemented new endpoints:
+  * Client#cancel_orders
+  * Client#close_position
+  * Client#close_positions
+  * Client#replace_order
+- Added limit as a parameter to Client#bars
+- Renamed Clock#open to Clock#is_open and fixed assignment.
+
 ## [0.2.0] - 2019-07-10
 ### Added
 - Implemented Client#calendar.

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    alpaca-trade-api (0.1.0)
+    alpaca-trade-api (0.6.0)
       faraday (~> 0.15)
 
 GEM
@@ -14,13 +14,13 @@ GEM
       safe_yaml (~> 1.0.0)
     diff-lcs (1.3)
     docile (1.3.2)
-    faraday (0.15.4)
+    faraday (0.17.3)
       multipart-post (>= 1.2, < 3)
     hashdiff (0.4.0)
     json (2.2.0)
     multipart-post (2.1.1)
     public_suffix (3.1.1)
-    rake (10.5.0)
+    rake (13.0.1)
     rb-readline (0.5.5)
     rspec (3.8.0)
       rspec-core (~> 3.8.0)
@@ -54,7 +54,7 @@ DEPENDENCIES
   alpaca-trade-api!
   bundler (~> 2.0)
   byebug
-  rake (~> 10.0)
+  rake (~> 13.0)
   rb-readline
   rspec (~> 3.0)
   simplecov (~> 0.16)
@@ -62,4 +62,4 @@ DEPENDENCIES
   webmock (~> 3.0)
 
 BUNDLED WITH
-   2.0.1
+   2.1.4

data/README.md

@@ -26,23 +26,55 @@ By default, the library is configured to use the Paper Trading host - `https://p
 
 ```ruby
 Alpaca::Trade::Api.configure do |config|
-  config.endpoint = 'https://api.alapca.markets'
+  config.endpoint = 'https://api.alpaca.markets'
   config.key_id = 'A_KEY_ID'
   config.key_secret = 'A_S3CRET'
 end
 ```
 
-### Account
 
-TODO: Write usage instructions here
+### Example
 
-### Asset
+Here's an example on how to use the library to read details of an account's orders in paper trading.
 
-TODO: Write usage instructions here
+```ruby
+require 'alpaca/trade/api'
 
-### Trading
+Alpaca::Trade::Api.configure do |config|
+  config.endpoint = 'https://paper-api.alpaca.markets'
+  config.key_id = 'xxxxxxxx'
+  config.key_secret = 'xxxxx'
+end
+
+client =  Alpaca::Trade::Api::Client.new
+puts client.orders.last.inspect
+```
 
-TODO: Write usage instructions here
+### Supported endpoints
+
+Here's a table with all currently supported endpoints in this library:
+
+| Object                                                                                        | Action                                 | Method                                    |
+|-----------------------------------------------------------------------------------------------|----------------------------------------|-------------------------------------------|
+| [Account](https://docs.alpaca.markets/api-documentation/api-v2/account/)                      | [GET] Get the account                  | Client#account                            |
+| [Account Activities](https://docs.alpaca.markets/api-documentation/api-v2/account-activities) | [GET] Get a list of account activities | Client#account_activities(activity_type:) |
+| [Orders](https://docs.alpaca.markets/api-documentation/api-v2/orders/)                        | [GET] Get a list of orders             | Client#orders                             |
+|                                                                                               | [POST] Request a new order             | Client#new_order                          |
+|                                                                                               | [GET] Get an order                     | Client#order(id:)                         |
+|                                                                                               | [GET] Get an order by client order id  | Client#order(id:)                         |
+|                                                                                               | [PATCH] Replace an order               | Client#replace_order                      |
+|                                                                                               | [DELETE] Cancel all orders             | Client#cancel_orders                      |
+|                                                                                               | [DELETE] Cancel an order               | Client#cancel_order(id:)                  |
+| [Positions](https://docs.alpaca.markets/api-documentation/api-v2/positions/)                  | [GET] Get open positions               | Client#positions                          |
+|                                                                                               | [GET] Get an open position             | Client#position(symbol:)                  |
+|                                                                                               | [DELETE] Close all positions           | Client#close_positions                    |
+|                                                                                               | [DELETE] Close a position              | Client#close_position(symbol:)            |
+| [Assets](https://docs.alpaca.markets/api-documentation/api-v2/assets/)                        | [GET] Get assets                       | Client#assets                             |
+|                                                                                               | [GET] Get assets/:id                   | Client#asset(symbol:)                     |
+|                                                                                               | [GET] Get an asset                     | Client#asset(symbol:)                     |
+| [Calendar](https://docs.alpaca.markets/api-documentation/api-v2/calendar/)                    | [GET] Get the calendar                 | Client#calendar(start_date:, end_date:)   |
+| [Clock](https://docs.alpaca.markets/api-documentation/api-v2/clock/)                          | [GET] Get the clock                    | Client#clock                              |
+| [Bars](https://docs.alpaca.markets/api-documentation/api-v2/market-data/bars/)                | [GET] Get a list of bars               | Client#bars(timeframe, symbols, limit:)   |
 
 ## Development
 

data/alpaca-trade-api.gemspec

@@ -39,7 +39,7 @@ Gem::Specification.new do |spec|
   spec.add_development_dependency "bundler", "~> 2.0"
   spec.add_development_dependency "byebug"
   spec.add_development_dependency 'rb-readline'
-  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "rake", "~> 13.0"
   spec.add_development_dependency "rspec", "~> 3.0"
   spec.add_development_dependency "simplecov", "~> 0.16"
   spec.add_development_dependency "vcr", "~> 5.0"

data/lib/alpaca/trade/api.rb

@@ -8,12 +8,16 @@ require 'alpaca/trade/api/asset'
 require 'alpaca/trade/api/bar'
 require 'alpaca/trade/api/calendar'
 require 'alpaca/trade/api/clock'
+require 'alpaca/trade/api/last_trade'
+require 'alpaca/trade/api/non_trade_activity'
 require 'alpaca/trade/api/order'
 require 'alpaca/trade/api/position'
+require 'alpaca/trade/api/trade_activity'
 
 require 'alpaca/trade/api/client'
 require 'alpaca/trade/api/errors'
 
+require 'bigdecimal/util'
 require 'json'
 
 module Alpaca

data/lib/alpaca/trade/api/bar.rb

@@ -8,10 +8,10 @@ module Alpaca
 
         def initialize(json)
           @time = Time.at(json['t'])
-          @open = BigDecimal(json['o'], 2)
-          @high = BigDecimal(json['h'], 2)
-          @low = BigDecimal(json['l'], 2)
-          @close = BigDecimal(json['c'], 2)
+          @open = BigDecimal(json['o'].to_s)
+          @high = BigDecimal(json['h'].to_s)
+          @low = BigDecimal(json['l'].to_s)
+          @close = BigDecimal(json['c'].to_s)
           @volume = json['v']
         end
       end

data/lib/alpaca/trade/api/client.rb

@@ -9,6 +9,8 @@ module Alpaca
       class Client
         attr_reader :data_endpoint, :endpoint, :key_id, :key_secret
 
+        TIMEFRAMES = ['minute', '1Min', '5Min', '15Min', 'day', '1D']
+
         def initialize(endpoint: Alpaca::Trade::Api.configuration.endpoint,
                        key_id: Alpaca::Trade::Api.configuration.key_id,
                        key_secret: Alpaca::Trade::Api.configuration.key_secret)
@@ -23,6 +25,14 @@ module Alpaca
           Account.new(JSON.parse(response.body))
         end
 
+        def account_activities(activity_type:)
+          response = get_request(endpoint, "/v2/account/activities/#{activity_type}")
+          raise InvalidActivityType, JSON.parse(response.body)['message'] if response.status == 422
+          json = JSON.parse(response.body)
+          activity_class = (TradeActivity::ATTRIBUTES - json.first.to_h.keys).none? ? TradeActivity : NonTradeActivity
+          json.map { |item| activity_class.new(item) }
+        end
+
         def asset(symbol:)
           response = get_request(endpoint, "v2/assets/#{symbol}")
           Asset.new(JSON.parse(response.body))
@@ -34,8 +44,9 @@ module Alpaca
           json.map { |item| Asset.new(item) }
         end
 
-        def bars(timeframe, symbols)
-          response = get_request(data_endpoint, "v1/bars/#{timeframe}", symbols: symbols.join(','))
+        def bars(timeframe, symbols, limit: 100)
+          validate_timeframe(timeframe)
+          response = get_request(data_endpoint, "v1/bars/#{timeframe}", symbols: symbols.join(','), limit: limit)
           json = JSON.parse(response.body)
           json.keys.each_with_object({}) do |symbol, hash|
             hash[symbol] = json[symbol].map { |bar| Bar.new(bar) }
@@ -43,6 +54,7 @@ module Alpaca
         end
 
         def calendar(start_date: Date.today, end_date: (Date.today + 30))
+          # FIX, use start_date.strftime('%F')
           params = { "start" => start_date.iso8601, "end" => end_date.iso8601 }
           response = get_request(endpoint, "v2/calendar", params)
           json = JSON.parse(response.body)
@@ -55,13 +67,54 @@ module Alpaca
           raise OrderNotCancelable if response.status == 422
         end
 
+        def cancel_orders
+          response = delete_request(endpoint, 'v2/orders')
+
+          json = JSON.parse(response.body)
+          json.map do |item|
+            {
+              'id' => item['id'],
+              'status' => item['status'],
+              'body' => Order.new(item['body']),
+            }
+          end
+        end
+
         def clock
           response = get_request(endpoint, 'v2/clock')
           Clock.new(JSON.parse(response.body))
         end
 
+        def close_position(symbol:)
+          response = delete_request(endpoint, "v2/positions/#{symbol}")
+          raise NoPositionForSymbol, JSON.parse(response.body)['message'] if response.status == 404
+
+          Position.new(JSON.parse(response.body))
+        end
+
+        def close_positions
+          response = delete_request(endpoint, 'v2/positions')
+
+          json = JSON.parse(response.body)
+          json.map do |item|
+            {
+              'symbol' => item['symbol'],
+              'status' => item['status'],
+              'body' => Position.new(item['body']),
+            }
+          end
+        end
+
+        def last_trade(symbol:)
+          response = get_request(data_endpoint, "v1/last/stocks/#{symbol}")
+          raise InvalidRequest, JSON.parse(response.body)['message'] if response.status == 404
+
+          LastTrade.new(JSON.parse(response.body))
+        end
+
         def new_order(symbol:, qty:, side:, type:, time_in_force:, limit_price: nil,
-          stop_price: nil, extended_hours:, client_order_id: nil)
+          stop_price: nil, extended_hours: false, client_order_id: nil, order_class: nil,
+          take_profit: nil, stop_loss: nil)
 
           params = {
             symbol: symbol,
@@ -70,7 +123,10 @@ module Alpaca
             type: type,
             time_in_force: time_in_force,
             limit_price: limit_price,
+            order_class: order_class,
             stop_price: stop_price,
+            take_profit: take_profit,
+            stop_loss: stop_loss,
             extended_hours: extended_hours,
             client_order_id: client_order_id
           }
@@ -108,6 +164,24 @@ module Alpaca
           json.map { |item| Position.new(item) }
         end
 
+        def replace_order(id:, qty: nil, time_in_force: nil, limit_price: nil,
+                          stop_price: nil, client_order_id: nil)
+
+          params = {
+            qty: qty,
+            time_in_force: time_in_force,
+            limit_price: limit_price,
+            stop_price: stop_price,
+            client_order_id: client_order_id
+          }
+          response = patch_request(endpoint, "v2/orders/#{id}", params.compact)
+          raise InsufficientFunds, JSON.parse(response.body)['message'] if response.status == 403
+          raise InvalidOrderId, JSON.parse(response.body)['message'] if response.status == 404
+          raise InvalidRequest, JSON.parse(response.body)['message'] if response.status == 422
+
+          Order.new(JSON.parse(response.body))
+        end
+
         private
 
         def delete_request(endpoint, uri)
@@ -133,6 +207,18 @@ module Alpaca
           response
         end
 
+        def patch_request(endpoint, uri, params = {})
+          conn = Faraday.new(url: endpoint)
+          response = conn.patch(uri) do |req|
+            req.body = params.to_json
+            req.headers['APCA-API-KEY-ID'] = key_id
+            req.headers['APCA-API-SECRET-KEY'] = key_secret
+          end
+
+          possibly_raise_exception(response)
+          response
+        end
+
         def post_request(endpoint, uri, params = {})
           conn = Faraday.new(url: endpoint)
           response = conn.post(uri) do |req|
@@ -156,6 +242,12 @@ module Alpaca
             raise InternalServerError, JSON.parse(response.body)['message']
           end
         end
+
+        def validate_timeframe(timeframe)
+          unless TIMEFRAMES.include?(timeframe)
+            raise ArgumentError, "Invalid timeframe: #{timeframe}. Valid arguments are: #{TIMEFRAMES}"
+          end
+        end
       end
     end
   end

data/lib/alpaca/trade/api/clock.rb

@@ -4,11 +4,11 @@ module Alpaca
   module Trade
     module Api
       class Clock
-        attr_reader :timestamp, :open, :next_open, :next_close
+        attr_reader :timestamp, :is_open, :next_open, :next_close
 
         def initialize(json)
           @timestamp = json['timestamp']
-          @open = json['open']
+          @is_open = json['is_open']
           @next_open = json['next_open']
           @next_close = json['next_close']
         end

data/lib/alpaca/trade/api/errors.rb

@@ -6,7 +6,9 @@ module Alpaca
       class Error < StandardError; end
       class InsufficientFunds < Error; end
       class InternalServerError < Error; end
+      class InvalidActivityType < Error; end
       class InvalidOrderId < Error; end
+      class InvalidRequest < Error; end
       class MissingParameters < Error; end
       class NoPositionForSymbol < Error; end
       class OrderNotCancelable < Error; end

data/lib/alpaca/trade/api/last_trade.rb

@@ -0,0 +1,15 @@
+module Alpaca
+  module Trade
+    module Api
+      class LastTrade
+        attr_reader :status, :symbol, :last
+
+        def initialize(json)
+          @status = json['status']
+          @symbol = json['symbol']
+          @last = json['last']
+        end
+      end
+    end
+  end
+end

data/lib/alpaca/trade/api/non_trade_activity.rb

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+module Alpaca
+  module Trade
+    module Api
+      class NonTradeActivity
+        attr_reader :id, :activity_type, :date, :net_ammount, :symbol, :qty, :per_share_amount
+
+        def initialize(json)
+          @id = json['id']
+          @activity_type = json['activity_type']
+          @date = json['date']
+          @net_ammount = json['net_ammount']
+          @symbol = json['symbol']
+          @qty = json['qty']
+          @per_share_amount = json['per_share_amount']
+        end
+      end
+    end
+  end
+end

data/lib/alpaca/trade/api/order.rb

@@ -4,34 +4,41 @@ module Alpaca
   module Trade
     module Api
       class Order
-        attr_reader :id, :client_order_id, :created_at, :updated_at, :submitted_at,
-          :filled_at, :expired_at, :canceled_at, :failed_at, :asset_id, :symbol,
-          :asset_class, :qty, :filled_qty, :type, :side, :time_in_force, :limit_price,
-          :stop_price, :filled_avg_price, :status, :extended_hours
+        attr_reader :id, :asset_class, :asset_id, :canceled_at, :client_order_id,
+          :created_at, :expired_at, :extended_hours, :failed_at, :filled_at, :filled_avg_price,
+          :filled_qty, :legs, :limit_price, :order_class, :qty, :replaced_at, :replaced_by,
+          :replaces, :side, :status, :stop_price, :submitted_at, :symbol, :time_in_force,
+          :type, :updated_at
 
         def initialize(json)
           @id = json['id']
+
+          @asset_class = json['asset_class']
+          @asset_id = json['asset_id']
+          @canceled_at = json['canceled_at']
           @client_order_id = json['client_order_id']
           @created_at = json['created_at']
-          @updated_at = json['updated_at']
-          @submitted_at = json['submitted_at']
-          @filled_at = json['filled_at']
           @expired_at = json['expired_at']
-          @canceled_at = json['canceled_at']
+          @extended_hours = json['extended_hours']
           @failed_at = json['failed_at']
-          @asset_id = json['asset_id']
-          @symbol = json['symbol']
-          @asset_class = json['asset_class']
-          @qty = json['qty']
+          @filled_at = json['filled_at']
+          @filled_avg_price = json['filled_avg_price']
           @filled_qty = json['filled_qty']
-          @type = json['type']
-          @side = json['side']
-          @time_in_force = json['time_in_force']
+          @legs = (json['legs'] || []).map {|leg| Order.new(leg)}
           @limit_price = json['limit_price']
-          @stop_price = json['stop_price']
-          @filled_avg_price = json['filled_avg_price']
+          @order_class = json['order_class']
+          @qty = json['qty']
+          @replaced_at = json['replaced_at']
+          @replaced_by = json['replaced_by']
+          @replaces = json['replaces']
+          @side = json['side']
           @status = json['status']
-          @extended_hours = json['extended_hours']
+          @stop_price = json['stop_price']
+          @submitted_at = json['submitted_at']
+          @symbol = json['symbol']
+          @time_in_force = json['time_in_force']
+          @type = json['type']
+          @updated_at = json['updated_at']
         end
       end
     end

data/lib/alpaca/trade/api/trade_activity.rb

@@ -0,0 +1,29 @@
+# frozen_string_literal: true
+
+module Alpaca
+  module Trade
+    module Api
+      class TradeActivity
+        ATTRIBUTES = %w(id activity_type transaction_time type price qty side
+                        symbol leaves_qty order_id cum_qty)
+
+        attr_reader :id, :activity_type, :transaction_time, :type, :price, :qty,
+                    :side, :symbol, :leaves_qty, :order_id, :cum_qty
+
+        def initialize(json)
+          @id = json['id']
+          @activity_type = json['activity_type']
+          @transaction_time = json['transaction_time']
+          @type = json['type']
+          @price = json['price']
+          @qty = json['qty']
+          @side = json['side']
+          @symbol = json['symbol']
+          @leaves_qty = json['leaves_qty']
+          @order_id = json['order_id']
+          @cum_qty = json['cum_qty']
+        end
+      end
+    end
+  end
+end

data/lib/alpaca/trade/api/version.rb

@@ -3,7 +3,7 @@
 module Alpaca
   module Trade
     module Api
-      VERSION = '0.2.0'
+      VERSION = '0.6.0'
     end
   end
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: alpaca-trade-api
 version: !ruby/object:Gem::Version
-  version: 0.2.0
+  version: 0.6.0
 platform: ruby
 authors:
 - Cloves Carneiro Jr
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2019-07-11 00:00:00.000000000 Z
+date: 2020-05-27 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -58,14 +58,14 @@ dependencies:
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10.0'
+        version: '13.0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10.0'
+        version: '13.0'
 - !ruby/object:Gem::Dependency
   name: rspec
   requirement: !ruby/object:Gem::Requirement
@@ -165,8 +165,11 @@ files:
 - lib/alpaca/trade/api/clock.rb
 - lib/alpaca/trade/api/configuration.rb
 - lib/alpaca/trade/api/errors.rb
+- lib/alpaca/trade/api/last_trade.rb
+- lib/alpaca/trade/api/non_trade_activity.rb
 - lib/alpaca/trade/api/order.rb
 - lib/alpaca/trade/api/position.rb
+- lib/alpaca/trade/api/trade_activity.rb
 - lib/alpaca/trade/api/version.rb
 homepage: https://github.com/ccjr/alpaca-trade-api
 licenses: