alpaca-trade-api 0.1.0

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data/.gitignore

@@ -0,0 +1,13 @@
+/.bundle/
+/.yardoc
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+
+# rspec failure tracking
+.rspec_status
+.byebug_history
+*.gem

data/.rspec

@@ -0,0 +1,3 @@
+--format documentation
+--color
+--require spec_helper

data/.ruby-version

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+2.6.2

data/.travis.yml

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+---
+sudo: false
+language: ruby
+cache: bundler
+rvm:
+  - 2.5.0
+before_install: gem install bundler -v 2.0.1

data/CHANGELOG.md

@@ -0,0 +1,12 @@
+# Changelog
+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).
+
+## [Unreleased]
+
+## [0.1.0] - 2019-07-04
+### Added
+- First version of gem.
+- Includes support for account, asset, and data endpoints.

data/Gemfile

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+source "https://rubygems.org"
+
+# Specify your gem's dependencies in alpaca-trade-api.gemspec
+gemspec

data/Gemfile.lock

@@ -0,0 +1,65 @@
+PATH
+  remote: .
+  specs:
+    alpaca-trade-api (0.1.0)
+      faraday (~> 0.15)
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    addressable (2.6.0)
+      public_suffix (>= 2.0.2, < 4.0)
+    byebug (11.0.1)
+    crack (0.4.3)
+      safe_yaml (~> 1.0.0)
+    diff-lcs (1.3)
+    docile (1.3.2)
+    faraday (0.15.4)
+      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)
+    rb-readline (0.5.5)
+    rspec (3.8.0)
+      rspec-core (~> 3.8.0)
+      rspec-expectations (~> 3.8.0)
+      rspec-mocks (~> 3.8.0)
+    rspec-core (3.8.2)
+      rspec-support (~> 3.8.0)
+    rspec-expectations (3.8.4)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.8.0)
+    rspec-mocks (3.8.1)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.8.0)
+    rspec-support (3.8.2)
+    safe_yaml (1.0.5)
+    simplecov (0.16.1)
+      docile (~> 1.1)
+      json (>= 1.8, < 3)
+      simplecov-html (~> 0.10.0)
+    simplecov-html (0.10.2)
+    vcr (5.0.0)
+    webmock (3.6.0)
+      addressable (>= 2.3.6)
+      crack (>= 0.3.2)
+      hashdiff (>= 0.4.0, < 2.0.0)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  alpaca-trade-api!
+  bundler (~> 2.0)
+  byebug
+  rake (~> 10.0)
+  rb-readline
+  rspec (~> 3.0)
+  simplecov (~> 0.16)
+  vcr (~> 5.0)
+  webmock (~> 3.0)
+
+BUNDLED WITH
+   2.0.1

data/LICENSE.txt

@@ -0,0 +1,21 @@
+The MIT License (MIT)
+
+Copyright (c) 2019 Cloves Carneiro Jr
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

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+# Alpaca::Trade::Api
+
+This is a high-level Ruby wrapper for [Alpaca trading API](https://docs.alpaca.markets/api-documentation/). This implementation *only* supports the Web API v2 API, there is no plan to support Web API v1.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'alpaca-trade-api'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install alpaca-trade-api
+
+## Usage
+
+### Configuration
+
+By default, the library is configured to use the Paper Trading host - `https://paper-api.alpaca.markets` - as the endpoint it connects to, and loads both the key id and secret key from the following environment variables: `ALPACA_API_KEY_ID` and `ALPACA_API_SECRET_KEY`. To configure the library differently:
+
+```ruby
+Alpaca::Trade::Api.configure do |config|
+  config.endpoint = 'https://api.alapca.markets'
+  config.key_id = 'A_KEY_ID'
+  config.key_secret = 'A_S3CRET'
+end
+```
+
+### Account
+
+TODO: Write usage instructions here
+
+### Asset
+
+TODO: Write usage instructions here
+
+### Trading
+
+TODO: Write usage instructions here
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/ccjr/alpaca-trade-api.
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).

data/Rakefile

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+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+task :default => :spec

data/alpaca-trade-api.gemspec

@@ -0,0 +1,49 @@
+
+lib = File.expand_path("../lib", __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require "alpaca/trade/api/version"
+
+Gem::Specification.new do |spec|
+  spec.name          = "alpaca-trade-api"
+  spec.version       = Alpaca::Trade::Api::VERSION
+  spec.authors       = ["Cloves Carneiro Jr"]
+  spec.email         = ["ccarneiroj@gmail.com"]
+
+  spec.summary       = %q{Gem to interface with alpaca.markets.}
+  spec.description   = %q{Alpaca API lets you build and trade with real-time market data for free.}
+  spec.homepage      = "https://github.com/ccjr/alpaca-trade-api"
+  spec.license       = "MIT"
+
+  # Prevent pushing this gem to RubyGems.org. To allow pushes either set the 'allowed_push_host'
+  # to allow pushing to a single host or delete this section to allow pushing to any host.
+  if spec.respond_to?(:metadata)
+    # spec.metadata["allowed_push_host"] = "https://rubygems.org'"
+
+    spec.metadata["homepage_uri"] = spec.homepage
+    spec.metadata["source_code_uri"] = "https://github.com/ccjr/alpaca-trade-api"
+    spec.metadata["changelog_uri"] = "https://github.com/ccjr/alpaca-trade-api/CHANGELOG.md"
+  else
+    raise "RubyGems 2.0 or newer is required to protect against " \
+      "public gem pushes."
+  end
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files         = Dir.chdir(File.expand_path('..', __FILE__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  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 "rspec", "~> 3.0"
+  spec.add_development_dependency "simplecov", "~> 0.16"
+  spec.add_development_dependency "vcr", "~> 5.0"
+  spec.add_development_dependency "webmock", "~> 3.0"
+
+  spec.add_dependency 'faraday', "~> 0.15"
+end

data/bin/console

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+#!/usr/bin/env ruby
+# frozen_string_literal: true
+
+require 'bundler/setup'
+require 'alpaca/trade/api'
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require 'irb'
+IRB.start(__FILE__)

data/bin/setup

@@ -0,0 +1,8 @@
+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/lib/alpaca/trade/api.rb

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+# frozen_string_literal: true
+
+require 'alpaca/trade/api/version'
+require 'alpaca/trade/api/configuration'
+
+require 'alpaca/trade/api/account'
+require 'alpaca/trade/api/asset'
+require 'alpaca/trade/api/bar'
+require 'alpaca/trade/api/client'
+require 'alpaca/trade/api/errors'
+
+require 'json'
+
+module Alpaca
+  module Trade
+    module Api
+      class << self
+        def configuration
+          @configuration ||= Alpaca::Trade::Api::Configuration.new
+        end
+
+        def configure
+          yield(configuration)
+        end
+
+        def reset
+          @configuration = Alpaca::Trade::Api::Configuration.new
+        end
+      end
+    end
+  end
+end

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

@@ -0,0 +1,40 @@
+# frozen_string_literal: true
+
+module Alpaca
+  module Trade
+    module Api
+      class Account
+        attr_reader :id, :status, :currency, :buying_power, :cash, :portfolio_value,
+                    :pattern_day_trader, :trade_suspended_by_user, :trading_blocked,
+                    :transfers_blocked, :account_blocked, :created_at, :shorting_enabled,
+                    :multiplier, :long_market_value, :short_market_value, :equity,
+                    :last_equity, :initial_margin, :maintenance_margin, :daytrade_count,
+                    :sma
+
+        def initialize(json)
+          @id = json['id']
+          @status = json['status']
+          @currency = json['currency']
+          @buying_power = json['buying_power']
+          @cash = json['cash']
+          @portfolio_value = json['portfolio_value']
+          @pattern_day_trader = json['pattern_day_trader']
+          @trade_suspended_by_user = json['trade_suspended_by_user']
+          @trading_blocked = json['trading_blocked']
+          @transfers_blocked = json['transfers_blocked']
+          @created_at = json['created_at']
+          @shorting_enabled = json['shorting_enabled']
+          @multiplier = json['multiplier']
+          @long_market_value = json['long_market_value']
+          @short_market_value = json['short_market_value']
+          @equity = json['equity']
+          @last_equity = json['last_equity']
+          @initial_margin = json['initial_margin']
+          @maintenance_margin = json['maintenance_margin']
+          @daytrade_count = json['daytrade_count']
+          @sma = json['sma']
+        end
+      end
+    end
+  end
+end

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

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+# frozen_string_literal: true
+
+module Alpaca
+  module Trade
+    module Api
+      class Asset
+        attr_reader :id, :asset_class, :exchange, :symbol, :status, :tradable, :marginable,
+                    :shortable, :easy_to_borrow
+
+        def initialize(json)
+          @id = json['id']
+          @asset_class = json['class']
+          @exchange = json['exchange']
+          @symbol = json['symbol']
+          @status = json['status']
+          @tradable = json['tradable']
+          @marginable = json['marginable']
+          @shortable = json['shortable']
+          @easy_to_borrow = json['easy_to_borrow']
+        end
+      end
+    end
+  end
+end

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

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+# frozen_string_literal: true
+
+module Alpaca
+  module Trade
+    module Api
+      class Bar
+        attr_reader :time, :open, :high, :low, :close, :volume
+
+        def initialize(json)
+          @time = Time.at(json['t'])
+          @open = json['o']
+          @high = json['h']
+          @low = json['l']
+          @close = json['c']
+          @volume = json['v']
+        end
+      end
+    end
+  end
+end

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

@@ -0,0 +1,56 @@
+# frozen_string_literal: true
+
+require 'faraday'
+
+module Alpaca
+  module Trade
+    module Api
+      class Client
+        attr_reader :data_endpoint, :endpoint, :key_id, :key_secret
+
+        def initialize(endpoint: Alpaca::Trade::Api.configuration.endpoint,
+                       key_id: Alpaca::Trade::Api.configuration.key_id,
+                       key_secret: Alpaca::Trade::Api.configuration.key_secret)
+          @data_endpoint = Alpaca::Trade::Api.configuration.data_endpoint
+          @endpoint = endpoint
+          @key_id = key_id
+          @key_secret = key_secret
+        end
+
+        def account
+          response = get_request(endpoint, 'v2/account')
+          Account.new(JSON.parse(response.body))
+        end
+
+        def asset(symbol:)
+          response = get_request(endpoint, "v2/assets/#{symbol}")
+          Asset.new(JSON.parse(response.body))
+        end
+
+        def bars(timeframe, symbols)
+          response = get_request(data_endpoint, "v1/bars/#{timeframe}", symbols: symbols.join(','))
+          json = JSON.parse(response.body)
+          json.keys.each_with_object({}) do |symbol, hash|
+            hash[symbol] = json[symbol].map { |bar| Bar.new(bar) }
+          end
+        end
+
+        private
+
+        def get_request(endpoint, uri, params = {})
+          conn = Faraday.new(url: endpoint)
+          response = conn.get(uri) do |req|
+            params.each { |k, v| req.params[k.to_s] = v }
+            req.headers['APCA-API-KEY-ID'] = key_id
+            req.headers['APCA-API-SECRET-KEY'] = key_secret
+          end
+
+          raise UnauthorizedError, JSON.parse(response.body)['message'] if response.status == 401
+          raise RateLimitedError, JSON.parse(response.body)['message'] if response.status == 429
+
+          response
+        end
+      end
+    end
+  end
+end

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

@@ -0,0 +1,19 @@
+# frozen_string_literal: true
+
+module Alpaca
+  module Trade
+    module Api
+      class Configuration
+        attr_accessor :endpoint, :key_id, :key_secret
+        attr_reader :data_endpoint
+
+        def initialize
+          @endpoint = 'https://paper-api.alpaca.markets'
+          @data_endpoint = 'https://data.alpaca.markets'
+          @key_id = ENV['ALPACA_API_KEY_ID']
+          @key_secret = ENV['ALPACA_API_SECRET_KEY']
+        end
+      end
+    end
+  end
+end

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

@@ -0,0 +1,11 @@
+# frozen_string_literal: true
+
+module Alpaca
+  module Trade
+    module Api
+      class Error < StandardError; end
+      class RateLimitedError < Error; end
+      class UnauthorizedError < Error; end
+    end
+  end
+end

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

@@ -0,0 +1,9 @@
+# frozen_string_literal: true
+
+module Alpaca
+  module Trade
+    module Api
+      VERSION = '0.1.0'
+    end
+  end
+end

metadata

@@ -0,0 +1,193 @@
+--- !ruby/object:Gem::Specification
+name: alpaca-trade-api
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Cloves Carneiro Jr
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2019-07-05 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+- !ruby/object:Gem::Dependency
+  name: byebug
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rb-readline
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+- !ruby/object:Gem::Dependency
+  name: simplecov
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.16'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.16'
+- !ruby/object:Gem::Dependency
+  name: vcr
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '5.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '5.0'
+- !ruby/object:Gem::Dependency
+  name: webmock
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+- !ruby/object:Gem::Dependency
+  name: faraday
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.15'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.15'
+description: Alpaca API lets you build and trade with real-time market data for free.
+email:
+- ccarneiroj@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rspec"
+- ".ruby-version"
+- ".travis.yml"
+- CHANGELOG.md
+- Gemfile
+- Gemfile.lock
+- LICENSE.txt
+- README.md
+- Rakefile
+- alpaca-trade-api.gemspec
+- bin/console
+- bin/setup
+- lib/alpaca/trade/api.rb
+- lib/alpaca/trade/api/account.rb
+- lib/alpaca/trade/api/asset.rb
+- lib/alpaca/trade/api/bar.rb
+- lib/alpaca/trade/api/client.rb
+- lib/alpaca/trade/api/configuration.rb
+- lib/alpaca/trade/api/errors.rb
+- lib/alpaca/trade/api/version.rb
+homepage: https://github.com/ccjr/alpaca-trade-api
+licenses:
+- MIT
+metadata:
+  homepage_uri: https://github.com/ccjr/alpaca-trade-api
+  source_code_uri: https://github.com/ccjr/alpaca-trade-api
+  changelog_uri: https://github.com/ccjr/alpaca-trade-api/CHANGELOG.md
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.0.3
+signing_key: 
+specification_version: 4
+summary: Gem to interface with alpaca.markets.
+test_files: []