ccxt 4.2.11 → 4.2.12

package/dist/cjs/js/src/alpaca.js

@@ -0,0 +1,1125 @@
+'use strict';
+
+var alpaca$1 = require('./abstract/alpaca.js');
+var errors = require('./base/errors.js');
+var number = require('./base/functions/number.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------xs
+/**
+ * @class alpaca
+ * @augments Exchange
+ */
+class alpaca extends alpaca$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'id': 'alpaca',
+            'name': 'Alpaca',
+            'countries': ['US'],
+            // 3 req/s for free
+            // 150 req/s for subscribers: https://alpaca.markets/data
+            // for brokers: https://alpaca.markets/docs/api-references/broker-api/#authentication-and-rate-limit
+            'rateLimit': 333,
+            'hostname': 'alpaca.markets',
+            'pro': true,
+            'urls': {
+                'logo': 'https://user-images.githubusercontent.com/1294454/187234005-b864db3d-f1e3-447a-aaf9-a9fc7b955d07.jpg',
+                'www': 'https://alpaca.markets',
+                'api': {
+                    'broker': 'https://broker-api.{hostname}',
+                    'trader': 'https://api.{hostname}',
+                    'market': 'https://data.{hostname}',
+                },
+                'test': {
+                    'broker': 'https://broker-api.sandbox.{hostname}',
+                    'trader': 'https://paper-api.{hostname}',
+                    'market': 'https://data.sandbox.{hostname}',
+                },
+                'doc': 'https://alpaca.markets/docs/',
+                'fees': 'https://docs.alpaca.markets/docs/crypto-fees',
+            },
+            'has': {
+                'CORS': false,
+                'spot': true,
+                'margin': false,
+                'swap': false,
+                'future': false,
+                'option': false,
+                'cancelAllOrders': true,
+                'cancelOrder': true,
+                'closeAllPositions': false,
+                'closePosition': false,
+                'createOrder': true,
+                'fetchBalance': false,
+                'fetchBidsAsks': false,
+                'fetchClosedOrders': true,
+                'fetchCurrencies': false,
+                'fetchDepositAddress': false,
+                'fetchDepositAddressesByNetwork': false,
+                'fetchDeposits': false,
+                'fetchDepositsWithdrawals': false,
+                'fetchFundingHistory': false,
+                'fetchFundingRate': false,
+                'fetchFundingRates': false,
+                'fetchL1OrderBook': true,
+                'fetchL2OrderBook': false,
+                'fetchMarkets': true,
+                'fetchMyTrades': false,
+                'fetchOHLCV': true,
+                'fetchOpenOrder': false,
+                'fetchOpenOrders': true,
+                'fetchOrder': true,
+                'fetchOrderBook': true,
+                'fetchOrders': true,
+                'fetchPositions': false,
+                'fetchStatus': false,
+                'fetchTicker': false,
+                'fetchTickers': false,
+                'fetchTime': true,
+                'fetchTrades': true,
+                'fetchTradingFee': false,
+                'fetchTradingFees': false,
+                'fetchTransactionFees': false,
+                'fetchTransactions': false,
+                'fetchTransfers': false,
+                'fetchWithdrawals': false,
+                'setLeverage': false,
+                'setMarginMode': false,
+                'transfer': false,
+                'withdraw': false,
+            },
+            'api': {
+                'broker': {},
+                'trader': {
+                    'private': {
+                        'get': [
+                            'v2/account',
+                            'v2/orders',
+                            'v2/orders/{order_id}',
+                            'v2/positions',
+                            'v2/positions/{symbol_or_asset_id}',
+                            'v2/account/portfolio/history',
+                            'v2/watchlists',
+                            'v2/watchlists/{watchlist_id}',
+                            'v2/watchlists:by_name',
+                            'v2/account/configurations',
+                            'v2/account/activities',
+                            'v2/account/activities/{activity_type}',
+                            'v2/calendar',
+                            'v2/clock',
+                            'v2/assets',
+                            'v2/assets/{symbol_or_asset_id}',
+                            'v2/corporate_actions/announcements/{id}',
+                            'v2/corporate_actions/announcements',
+                        ],
+                        'post': [
+                            'v2/orders',
+                            'v2/watchlists',
+                            'v2/watchlists/{watchlist_id}',
+                            'v2/watchlists:by_name',
+                        ],
+                        'put': [
+                            'v2/watchlists/{watchlist_id}',
+                            'v2/watchlists:by_name',
+                        ],
+                        'patch': [
+                            'v2/orders/{order_id}',
+                            'v2/account/configurations',
+                        ],
+                        'delete': [
+                            'v2/orders',
+                            'v2/orders/{order_id}',
+                            'v2/positions',
+                            'v2/positions/{symbol_or_asset_id}',
+                            'v2/watchlists/{watchlist_id}',
+                            'v2/watchlists:by_name',
+                            'v2/watchlists/{watchlist_id}/{symbol}',
+                        ],
+                    },
+                },
+                'market': {
+                    'public': {
+                        'get': [
+                            'v1beta3/crypto/{loc}/bars',
+                            'v1beta3/crypto/{loc}/latest/bars',
+                            'v1beta3/crypto/{loc}/latest/orderbooks',
+                            'v1beta3/crypto/{loc}/latest/quotes',
+                            'v1beta3/crypto/{loc}/latest/trades',
+                            'v1beta3/crypto/{loc}/quotes',
+                            'v1beta3/crypto/{loc}/snapshots',
+                            'v1beta3/crypto/{loc}/trades',
+                        ],
+                    },
+                    'private': {
+                        'get': [
+                            'v1beta1/corporate-actions',
+                            'v1beta1/forex/latest/rates',
+                            'v1beta1/forex/rates',
+                            'v1beta1/logos/{symbol}',
+                            'v1beta1/news',
+                            'v1beta1/screener/stocks/most-actives',
+                            'v1beta1/screener/{market_type}/movers',
+                            'v2/stocks/auctions',
+                            'v2/stocks/bars',
+                            'v2/stocks/bars/latest',
+                            'v2/stocks/meta/conditions/{ticktype}',
+                            'v2/stocks/meta/exchanges',
+                            'v2/stocks/quotes',
+                            'v2/stocks/quotes/latest',
+                            'v2/stocks/snapshots',
+                            'v2/stocks/trades',
+                            'v2/stocks/trades/latest',
+                            'v2/stocks/{symbol}/auctions',
+                            'v2/stocks/{symbol}/bars',
+                            'v2/stocks/{symbol}/bars/latest',
+                            'v2/stocks/{symbol}/quotes',
+                            'v2/stocks/{symbol}/quotes/latest',
+                            'v2/stocks/{symbol}/snapshot',
+                            'v2/stocks/{symbol}/trades',
+                            'v2/stocks/{symbol}/trades/latest',
+                        ],
+                    },
+                },
+            },
+            'timeframes': {
+                '1m': '1min',
+                '3m': '3min',
+                '5m': '5min',
+                '15m': '15min',
+                '30m': '30min',
+                '1h': '1H',
+                '2h': '2H',
+                '4h': '4H',
+                '6h': '6H',
+                '8h': '8H',
+                '12h': '12H',
+                '1d': '1D',
+                '3d': '3D',
+                '1w': '1W',
+                '1M': '1M',
+            },
+            'precisionMode': number.TICK_SIZE,
+            'requiredCredentials': {
+                'apiKey': true,
+                'secret': true,
+            },
+            'fees': {
+                'trading': {
+                    'tierBased': true,
+                    'percentage': true,
+                    'maker': this.parseNumber('0.0015'),
+                    'taker': this.parseNumber('0.0025'),
+                    'tiers': {
+                        'taker': [
+                            [this.parseNumber('0'), this.parseNumber('0.0025')],
+                            [this.parseNumber('100000'), this.parseNumber('0.0022')],
+                            [this.parseNumber('500000'), this.parseNumber('0.0020')],
+                            [this.parseNumber('1000000'), this.parseNumber('0.0018')],
+                            [this.parseNumber('10000000'), this.parseNumber('0.0015')],
+                            [this.parseNumber('25000000'), this.parseNumber('0.0013')],
+                            [this.parseNumber('50000000'), this.parseNumber('0.0012')],
+                            [this.parseNumber('100000000'), this.parseNumber('0.001')],
+                        ],
+                        'maker': [
+                            [this.parseNumber('0'), this.parseNumber('0.0015')],
+                            [this.parseNumber('100000'), this.parseNumber('0.0012')],
+                            [this.parseNumber('500000'), this.parseNumber('0.001')],
+                            [this.parseNumber('1000000'), this.parseNumber('0.0008')],
+                            [this.parseNumber('10000000'), this.parseNumber('0.0005')],
+                            [this.parseNumber('25000000'), this.parseNumber('0.0002')],
+                            [this.parseNumber('50000000'), this.parseNumber('0.0002')],
+                            [this.parseNumber('100000000'), this.parseNumber('0.00')],
+                        ],
+                    },
+                },
+            },
+            'headers': {
+                'APCA-PARTNER-ID': 'ccxt',
+            },
+            'options': {
+                'defaultExchange': 'CBSE',
+                'exchanges': [
+                    'CBSE',
+                    'FTX',
+                    'GNSS',
+                    'ERSX', // ErisX
+                ],
+                'defaultTimeInForce': 'gtc',
+                'clientOrderId': 'ccxt_{id}',
+            },
+            'exceptions': {
+                'exact': {
+                    'forbidden.': errors.PermissionDenied,
+                    '40410000': errors.InvalidOrder,
+                    '40010001': errors.BadRequest,
+                    '40110000': errors.PermissionDenied,
+                    '40310000': errors.InsufficientFunds,
+                    '42910000': errors.RateLimitExceeded, // {"code":42910000,"message":"rate limit exceeded"}
+                },
+                'broad': {
+                    'Invalid format for parameter': errors.BadRequest,
+                    'Invalid symbol': errors.BadSymbol, // {"message":"Invalid symbol(s): BTC/USDdsda does not match ^[A-Z]+/[A-Z]+$"}
+                },
+            },
+        });
+    }
+    async fetchTime(params = {}) {
+        /**
+         * @method
+         * @name alpaca#fetchTime
+         * @description fetches the current integer timestamp in milliseconds from the exchange server
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {int} the current integer timestamp in milliseconds from the exchange server
+         */
+        const response = await this.traderPrivateGetV2Clock(params);
+        //
+        //     {
+        //         timestamp: '2023-11-22T08:07:57.654738097-05:00',
+        //         is_open: false,
+        //         next_open: '2023-11-22T09:30:00-05:00',
+        //         next_close: '2023-11-22T16:00:00-05:00'
+        //     }
+        //
+        const timestamp = this.safeString(response, 'timestamp');
+        const localTime = timestamp.slice(0, 23);
+        const jetlagStrStart = timestamp.length - 6;
+        const jetlagStrEnd = timestamp.length - 3;
+        const jetlag = timestamp.slice(jetlagStrStart, jetlagStrEnd);
+        const iso = this.parse8601(localTime) - this.parseToNumeric(jetlag) * 3600 * 1000;
+        return iso;
+    }
+    async fetchMarkets(params = {}) {
+        /**
+         * @method
+         * @name alpaca#fetchMarkets
+         * @description retrieves data on all markets for alpaca
+         * @see https://docs.alpaca.markets/reference/get-v2-assets
+         * @param {object} [params] extra parameters specific to the exchange api endpoint
+         * @returns {object[]} an array of objects representing market data
+         */
+        const request = {
+            'asset_class': 'crypto',
+            'status': 'active',
+        };
+        const assets = await this.traderPrivateGetV2Assets(this.extend(request, params));
+        //
+        //     [
+        //         {
+        //             "id": "c150e086-1e75-44e6-9c2c-093bb1e93139",
+        //             "class": "crypto",
+        //             "exchange": "CRYPTO",
+        //             "symbol": "BTC/USDT",
+        //             "name": "Bitcoin / USD Tether",
+        //             "status": "active",
+        //             "tradable": true,
+        //             "marginable": false,
+        //             "maintenance_margin_requirement": 100,
+        //             "shortable": false,
+        //             "easy_to_borrow": false,
+        //             "fractionable": true,
+        //             "attributes": [],
+        //             "min_order_size": "0.000026873",
+        //             "min_trade_increment": "0.000000001",
+        //             "price_increment": "1"
+        //         }
+        //     ]
+        //
+        return this.parseMarkets(assets);
+    }
+    parseMarket(asset) {
+        //
+        //     {
+        //         "id": "c150e086-1e75-44e6-9c2c-093bb1e93139",
+        //         "class": "crypto",
+        //         "exchange": "CRYPTO",
+        //         "symbol": "BTC/USDT",
+        //         "name": "Bitcoin / USD Tether",
+        //         "status": "active",
+        //         "tradable": true,
+        //         "marginable": false,
+        //         "maintenance_margin_requirement": 100,
+        //         "shortable": false,
+        //         "easy_to_borrow": false,
+        //         "fractionable": true,
+        //         "attributes": [],
+        //         "min_order_size": "0.000026873",
+        //         "min_trade_increment": "0.000000001",
+        //         "price_increment": "1"
+        //     }
+        //
+        const marketId = this.safeString(asset, 'symbol');
+        const parts = marketId.split('/');
+        const assetClass = this.safeString(asset, 'class');
+        const baseId = this.safeString(parts, 0);
+        const quoteId = this.safeString(parts, 1);
+        const base = this.safeCurrencyCode(baseId);
+        let quote = this.safeCurrencyCode(quoteId);
+        // Us equity markets do not include quote in symbol.
+        // We can safely coerce us_equity quote to USD
+        if (quote === undefined && assetClass === 'us_equity') {
+            quote = 'USD';
+        }
+        const symbol = base + '/' + quote;
+        const status = this.safeString(asset, 'status');
+        const active = (status === 'active');
+        const minAmount = this.safeNumber(asset, 'min_order_size');
+        const amount = this.safeNumber(asset, 'min_trade_increment');
+        const price = this.safeNumber(asset, 'price_increment');
+        return {
+            'id': marketId,
+            'symbol': symbol,
+            'base': base,
+            'quote': quote,
+            'settle': undefined,
+            'baseId': baseId,
+            'quoteId': quoteId,
+            'settleId': undefined,
+            'type': 'spot',
+            'spot': true,
+            'margin': undefined,
+            'swap': false,
+            'future': false,
+            'option': false,
+            'active': active,
+            'contract': false,
+            'linear': undefined,
+            'inverse': undefined,
+            'contractSize': undefined,
+            'expiry': undefined,
+            'expiryDatetime': undefined,
+            'strike': undefined,
+            'optionType': undefined,
+            'precision': {
+                'amount': amount,
+                'price': price,
+            },
+            'limits': {
+                'leverage': {
+                    'min': undefined,
+                    'max': undefined,
+                },
+                'amount': {
+                    'min': minAmount,
+                    'max': undefined,
+                },
+                'price': {
+                    'min': undefined,
+                    'max': undefined,
+                },
+                'cost': {
+                    'min': undefined,
+                    'max': undefined,
+                },
+            },
+            'created': undefined,
+            'info': asset,
+        };
+    }
+    async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#fetchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @see https://docs.alpaca.markets/reference/cryptotrades
+         * @see https://docs.alpaca.markets/reference/cryptolatesttrades
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.loc] crypto location, default: us
+         * @param {string} [params.method] method, default: marketPublicGetV1beta3CryptoLocTrades
+         * @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const marketId = market['id'];
+        const loc = this.safeString(params, 'loc', 'us');
+        const method = this.safeString(params, 'method', 'marketPublicGetV1beta3CryptoLocTrades');
+        const request = {
+            'symbols': marketId,
+            'loc': loc,
+        };
+        params = this.omit(params, ['loc', 'method']);
+        let response = undefined;
+        if (method === 'marketPublicGetV1beta3CryptoLocTrades') {
+            if (since !== undefined) {
+                request['start'] = this.iso8601(since);
+            }
+            if (limit !== undefined) {
+                request['limit'] = limit;
+            }
+            response = await this.marketPublicGetV1beta3CryptoLocTrades(this.extend(request, params));
+        }
+        else if (method === 'marketPublicGetV1beta3CryptoLocLatestTrades') {
+            response = await this.marketPublicGetV1beta3CryptoLocLatestTrades(this.extend(request, params));
+        }
+        else {
+            throw new errors.NotSupported(this.id + ' fetchTrades() does not support ' + method + ', marketPublicGetV1beta3CryptoLocTrades and marketPublicGetV1beta3CryptoLocLatestTrades are supported');
+        }
+        //
+        // {
+        //     "next_page_token":null,
+        //     "trades":{
+        //        "BTC/USD":[
+        //           {
+        //              "i":36440704,
+        //              "p":22625,
+        //              "s":0.0001,
+        //              "t":"2022-07-21T11:47:31.073391Z",
+        //              "tks":"B"
+        //           }
+        //        ]
+        //     }
+        // }
+        //
+        // {
+        //     "trades":{
+        //        "BTC/USD":{
+        //           "i":36440704,
+        //           "p":22625,
+        //           "s":0.0001,
+        //           "t":"2022-07-21T11:47:31.073391Z",
+        //           "tks":"B"
+        //        }
+        //     }
+        // }
+        //
+        const trades = this.safeValue(response, 'trades', {});
+        let symbolTrades = this.safeValue(trades, marketId, {});
+        if (!Array.isArray(symbolTrades)) {
+            symbolTrades = [symbolTrades];
+        }
+        return this.parseTrades(symbolTrades, market, since, limit);
+    }
+    async fetchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#fetchOrderBook
+         * @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @see https://docs.alpaca.markets/reference/cryptolatestorderbooks
+         * @param {string} symbol unified symbol of the market to fetch the order book for
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.loc] crypto location, default: us
+         * @returns {object} A dictionary of [order book structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-book-structure} indexed by market symbols
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const id = market['id'];
+        const loc = this.safeString(params, 'loc', 'us');
+        const request = {
+            'symbols': id,
+            'loc': loc,
+        };
+        const response = await this.marketPublicGetV1beta3CryptoLocLatestOrderbooks(this.extend(request, params));
+        //
+        //   {
+        //       "orderbooks":{
+        //          "BTC/USD":{
+        //             "a":[
+        //                {
+        //                   "p":22208,
+        //                   "s":0.0051
+        //                },
+        //                {
+        //                   "p":22209,
+        //                   "s":0.1123
+        //                },
+        //                {
+        //                   "p":22210,
+        //                   "s":0.2465
+        //                }
+        //             ],
+        //             "b":[
+        //                {
+        //                   "p":22203,
+        //                   "s":0.395
+        //                },
+        //                {
+        //                   "p":22202,
+        //                   "s":0.2465
+        //                },
+        //                {
+        //                   "p":22201,
+        //                   "s":0.6455
+        //                }
+        //             ],
+        //             "t":"2022-07-19T13:41:55.13210112Z"
+        //          }
+        //       }
+        //   }
+        //
+        const orderbooks = this.safeValue(response, 'orderbooks', {});
+        const rawOrderbook = this.safeValue(orderbooks, id, {});
+        const timestamp = this.parse8601(this.safeString(rawOrderbook, 't'));
+        return this.parseOrderBook(rawOrderbook, market['symbol'], timestamp, 'b', 'a', 'p', 's');
+    }
+    async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#fetchOHLCV
+         * @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+         * @see https://docs.alpaca.markets/reference/cryptobars
+         * @see https://docs.alpaca.markets/reference/cryptolatestbars
+         * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+         * @param {string} timeframe the length of time each candle represents
+         * @param {int} [since] timestamp in ms of the earliest candle to fetch
+         * @param {int} [limit] the maximum amount of candles to fetch
+         * @param {object} [params] extra parameters specific to the alpha api endpoint
+         * @param {string} [params.loc] crypto location, default: us
+         * @param {string} [params.method] method, default: marketPublicGetV1beta3CryptoLocBars
+         * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const marketId = market['id'];
+        const loc = this.safeString(params, 'loc', 'us');
+        const method = this.safeString(params, 'method', 'marketPublicGetV1beta3CryptoLocBars');
+        const request = {
+            'symbols': marketId,
+            'loc': loc,
+        };
+        params = this.omit(params, ['loc', 'method']);
+        let response = undefined;
+        if (method === 'marketPublicGetV1beta3CryptoLocBars') {
+            if (limit !== undefined) {
+                request['limit'] = limit;
+            }
+            if (since !== undefined) {
+                request['start'] = this.yyyymmdd(since);
+            }
+            request['timeframe'] = this.safeString(this.timeframes, timeframe, timeframe);
+            response = await this.marketPublicGetV1beta3CryptoLocBars(this.extend(request, params));
+        }
+        else if (method === 'marketPublicGetV1beta3CryptoLocLatestBars') {
+            response = await this.marketPublicGetV1beta3CryptoLocLatestBars(this.extend(request, params));
+        }
+        else {
+            throw new errors.NotSupported(this.id + ' fetchOHLCV() does not support ' + method + ', marketPublicGetV1beta3CryptoLocBars and marketPublicGetV1beta3CryptoLocLatestBars are supported');
+        }
+        //
+        //    {
+        //        "bars":{
+        //           "BTC/USD":[
+        //              {
+        //                 "c":22887,
+        //                 "h":22888,
+        //                 "l":22873,
+        //                 "n":11,
+        //                 "o":22883,
+        //                 "t":"2022-07-21T05:00:00Z",
+        //                 "v":1.1138,
+        //                 "vw":22883.0155324116
+        //              },
+        //              {
+        //                 "c":22895,
+        //                 "h":22895,
+        //                 "l":22884,
+        //                 "n":6,
+        //                 "o":22884,
+        //                 "t":"2022-07-21T05:01:00Z",
+        //                 "v":0.001,
+        //                 "vw":22889.5
+        //              }
+        //           ]
+        //        },
+        //        "next_page_token":"QlRDL1VTRHxNfDIwMjItMDctMjFUMDU6MDE6MDAuMDAwMDAwMDAwWg=="
+        //     }
+        //
+        //    {
+        //        "bars":{
+        //           "BTC/USD":{
+        //              "c":22887,
+        //              "h":22888,
+        //              "l":22873,
+        //              "n":11,
+        //              "o":22883,
+        //              "t":"2022-07-21T05:00:00Z",
+        //              "v":1.1138,
+        //              "vw":22883.0155324116
+        //           }
+        //        }
+        //     }
+        //
+        const bars = this.safeValue(response, 'bars', {});
+        let ohlcvs = this.safeValue(bars, marketId, {});
+        if (!Array.isArray(ohlcvs)) {
+            ohlcvs = [ohlcvs];
+        }
+        return this.parseOHLCVs(ohlcvs, market, timeframe, since, limit);
+    }
+    parseOHLCV(ohlcv, market = undefined) {
+        //
+        //     {
+        //        "c":22895,
+        //        "h":22895,
+        //        "l":22884,
+        //        "n":6,
+        //        "o":22884,
+        //        "t":"2022-07-21T05:01:00Z",
+        //        "v":0.001,
+        //        "vw":22889.5
+        //     }
+        //
+        const datetime = this.safeString(ohlcv, 't');
+        const timestamp = this.parse8601(datetime);
+        return [
+            timestamp,
+            this.safeNumber(ohlcv, 'o'),
+            this.safeNumber(ohlcv, 'h'),
+            this.safeNumber(ohlcv, 'l'),
+            this.safeNumber(ohlcv, 'c'),
+            this.safeNumber(ohlcv, 'v'), // volume
+        ];
+    }
+    async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#createOrder
+         * @description create a trade order
+         * @see https://docs.alpaca.markets/reference/postorder
+         * @param {string} symbol unified symbol of the market to create an order in
+         * @param {string} type 'market', 'limit' or 'stop_limit'
+         * @param {string} side 'buy' or 'sell'
+         * @param {float} amount how much of currency you want to trade in units of base currency
+         * @param {float} [price] the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {float} [params.triggerPrice] The price at which a trigger order is triggered at
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const id = market['id'];
+        const request = {
+            'symbol': id,
+            'qty': this.amountToPrecision(symbol, amount),
+            'side': side,
+            'type': type, // market, limit, stop_limit
+        };
+        const triggerPrice = this.safeStringN(params, ['triggerPrice', 'stop_price']);
+        if (triggerPrice !== undefined) {
+            let newType = undefined;
+            if (type.indexOf('limit') >= 0) {
+                newType = 'stop_limit';
+            }
+            else {
+                throw new errors.NotSupported(this.id + ' createOrder() does not support stop orders for ' + type + ' orders, only stop_limit orders are supported');
+            }
+            request['stop_price'] = this.priceToPrecision(symbol, triggerPrice);
+            request['type'] = newType;
+        }
+        if (type.indexOf('limit') >= 0) {
+            request['limit_price'] = this.priceToPrecision(symbol, price);
+        }
+        const defaultTIF = this.safeString(this.options, 'defaultTimeInForce');
+        request['time_in_force'] = this.safeString(params, 'timeInForce', defaultTIF);
+        params = this.omit(params, ['timeInForce', 'triggerPrice']);
+        const clientOrderIdprefix = this.safeString(this.options, 'clientOrderId');
+        const uuid = this.uuid();
+        const parts = uuid.split('-');
+        const random_id = parts.join('');
+        const defaultClientId = this.implodeParams(clientOrderIdprefix, { 'id': random_id });
+        const clientOrderId = this.safeString(params, 'clientOrderId', defaultClientId);
+        request['client_order_id'] = clientOrderId;
+        params = this.omit(params, ['clientOrderId']);
+        const order = await this.traderPrivatePostV2Orders(this.extend(request, params));
+        //
+        //   {
+        //      "id": "61e69015-8549-4bfd-b9c3-01e75843f47d",
+        //      "client_order_id": "eb9e2aaa-f71a-4f51-b5b4-52a6c565dad4",
+        //      "created_at": "2021-03-16T18:38:01.942282Z",
+        //      "updated_at": "2021-03-16T18:38:01.942282Z",
+        //      "submitted_at": "2021-03-16T18:38:01.937734Z",
+        //      "filled_at": null,
+        //      "expired_at": null,
+        //      "canceled_at": null,
+        //      "failed_at": null,
+        //      "replaced_at": null,
+        //      "replaced_by": null,
+        //      "replaces": null,
+        //      "asset_id": "b0b6dd9d-8b9b-48a9-ba46-b9d54906e415",
+        //      "symbol": "AAPL",
+        //      "asset_class": "us_equity",
+        //      "notional": "500",
+        //      "qty": null,
+        //      "filled_qty": "0",
+        //      "filled_avg_price": null,
+        //      "order_class": "",
+        //      "order_type": "market",
+        //      "type": "market",
+        //      "side": "buy",
+        //      "time_in_force": "day",
+        //      "limit_price": null,
+        //      "stop_price": null,
+        //      "status": "accepted",
+        //      "extended_hours": false,
+        //      "legs": null,
+        //      "trail_percent": null,
+        //      "trail_price": null,
+        //      "hwm": null
+        //   }
+        //
+        return this.parseOrder(order, market);
+    }
+    async cancelOrder(id, symbol = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#cancelOrder
+         * @description cancels an open order
+         * @see https://docs.alpaca.markets/reference/deleteorderbyorderid
+         * @param {string} id order id
+         * @param {string} symbol unified symbol of the market the order was made in
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        const request = {
+            'order_id': id,
+        };
+        const response = await this.traderPrivateDeleteV2OrdersOrderId(this.extend(request, params));
+        //
+        //   {
+        //       "code": 40410000,
+        //       "message": "order is not found."
+        //   }
+        //
+        return this.safeValue(response, 'message', {});
+    }
+    async cancelAllOrders(symbol = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#cancelAllOrders
+         * @description cancel all open orders in a market
+         * @see https://docs.alpaca.markets/reference/deleteallorders
+         * @param {string} symbol alpaca cancelAllOrders cannot setting symbol, it will cancel all open orders
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const response = await this.traderPrivateDeleteV2Orders(params);
+        if (Array.isArray(response)) {
+            return this.parseOrders(response, undefined);
+        }
+        else {
+            return response;
+        }
+    }
+    async fetchOrder(id, symbol = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#fetchOrder
+         * @description fetches information on an order made by the user
+         * @see https://docs.alpaca.markets/reference/getorderbyorderid
+         * @param {string} symbol unified symbol of the market the order was made in
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const request = {
+            'order_id': id,
+        };
+        const order = await this.traderPrivateGetV2OrdersOrderId(this.extend(request, params));
+        const marketId = this.safeString(order, 'symbol');
+        const market = this.safeMarket(marketId);
+        return this.parseOrder(order, market);
+    }
+    async fetchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#fetchOrders
+         * @description fetches information on multiple orders made by the user
+         * @see https://docs.alpaca.markets/reference/getallorders
+         * @param {string} symbol unified market symbol of the market orders were made in
+         * @param {int} [since] the earliest time in ms to fetch orders for
+         * @param {int} [limit] the maximum number of order structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {int} [params.until] the latest time in ms to fetch orders for
+         * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const request = {
+            'status': 'all',
+        };
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            request['symbols'] = market['id'];
+        }
+        const until = this.safeInteger(params, 'until');
+        if (until !== undefined) {
+            params = this.omit(params, 'until');
+            request['endTime'] = until;
+        }
+        if (since !== undefined) {
+            request['after'] = since;
+        }
+        if (limit !== undefined) {
+            request['limit'] = limit;
+        }
+        const response = await this.traderPrivateGetV2Orders(this.extend(request, params));
+        //
+        //     [
+        //         {
+        //           "id": "cbaf12d7-69b8-49c0-a31b-b46af35c755c",
+        //           "client_order_id": "ccxt_b36156ae6fd44d098ac9c179bab33efd",
+        //           "created_at": "2023-11-17T04:21:42.234579Z",
+        //           "updated_at": "2023-11-17T04:22:34.442765Z",
+        //           "submitted_at": "2023-11-17T04:21:42.233357Z",
+        //           "filled_at": null,
+        //           "expired_at": null,
+        //           "canceled_at": "2023-11-17T04:22:34.399019Z",
+        //           "failed_at": null,
+        //           "replaced_at": null,
+        //           "replaced_by": null,
+        //           "replaces": null,
+        //           "asset_id": "77c6f47f-0939-4b23-b41e-47b4469c4bc8",
+        //           "symbol": "LTC/USDT",
+        //           "asset_class": "crypto",
+        //           "notional": null,
+        //           "qty": "0.001",
+        //           "filled_qty": "0",
+        //           "filled_avg_price": null,
+        //           "order_class": "",
+        //           "order_type": "limit",
+        //           "type": "limit",
+        //           "side": "sell",
+        //           "time_in_force": "gtc",
+        //           "limit_price": "1000",
+        //           "stop_price": null,
+        //           "status": "canceled",
+        //           "extended_hours": false,
+        //           "legs": null,
+        //           "trail_percent": null,
+        //           "trail_price": null,
+        //           "hwm": null,
+        //           "subtag": null,
+        //           "source": "access_key"
+        //         }
+        //     ]
+        //
+        return this.parseOrders(response, market, since, limit);
+    }
+    async fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#fetchOpenOrders
+         * @description fetch all unfilled currently open orders
+         * @see https://docs.alpaca.markets/reference/getallorders
+         * @param {string} symbol unified market symbol of the market orders were made in
+         * @param {int} [since] the earliest time in ms to fetch orders for
+         * @param {int} [limit] the maximum number of order structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {int} [params.until] the latest time in ms to fetch orders for
+         * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        const request = {
+            'status': 'open',
+        };
+        return await this.fetchOrders(symbol, since, limit, this.extend(request, params));
+    }
+    async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name alpaca#fetchClosedOrders
+         * @description fetches information on multiple closed orders made by the user
+         * @see https://docs.alpaca.markets/reference/getallorders
+         * @param {string} symbol unified market symbol of the market orders were made in
+         * @param {int} [since] the earliest time in ms to fetch orders for
+         * @param {int} [limit] the maximum number of order structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {int} [params.until] the latest time in ms to fetch orders for
+         * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        const request = {
+            'status': 'closed',
+        };
+        return await this.fetchOrders(symbol, since, limit, this.extend(request, params));
+    }
+    parseOrder(order, market = undefined) {
+        //
+        //    {
+        //        "id":"6ecfcc34-4bed-4b53-83ba-c564aa832a81",
+        //        "client_order_id":"ccxt_1c6ceab0b5e84727b2f1c0394ba17560",
+        //        "created_at":"2022-06-14T13:59:30.224037068Z",
+        //        "updated_at":"2022-06-14T13:59:30.224037068Z",
+        //        "submitted_at":"2022-06-14T13:59:30.221856828Z",
+        //        "filled_at":null,
+        //        "expired_at":null,
+        //        "canceled_at":null,
+        //        "failed_at":null,
+        //        "replaced_at":null,
+        //        "replaced_by":null,
+        //        "replaces":null,
+        //        "asset_id":"64bbff51-59d6-4b3c-9351-13ad85e3c752",
+        //        "symbol":"BTCUSD",
+        //        "asset_class":"crypto",
+        //        "notional":null,
+        //        "qty":"0.01",
+        //        "filled_qty":"0",
+        //        "filled_avg_price":null,
+        //        "order_class":"",
+        //        "order_type":"limit",
+        //        "type":"limit",
+        //        "side":"buy",
+        //        "time_in_force":"day",
+        //        "limit_price":"14000",
+        //        "stop_price":null,
+        //        "status":"accepted",
+        //        "extended_hours":false,
+        //        "legs":null,
+        //        "trail_percent":null,
+        //        "trail_price":null,
+        //        "hwm":null,
+        //        "commission":"0.42",
+        //        "source":null
+        //    }
+        //
+        const marketId = this.safeString(order, 'symbol');
+        market = this.safeMarket(marketId, market);
+        const symbol = market['symbol'];
+        const alpacaStatus = this.safeString(order, 'status');
+        const status = this.parseOrderStatus(alpacaStatus);
+        const feeValue = this.safeString(order, 'commission');
+        let fee = undefined;
+        if (feeValue !== undefined) {
+            fee = {
+                'cost': feeValue,
+                'currency': 'USD',
+            };
+        }
+        let orderType = this.safeString(order, 'order_type');
+        if (orderType !== undefined) {
+            if (orderType.indexOf('limit') >= 0) {
+                // might be limit or stop-limit
+                orderType = 'limit';
+            }
+        }
+        const datetime = this.safeString(order, 'submitted_at');
+        const timestamp = this.parse8601(datetime);
+        return this.safeOrder({
+            'id': this.safeString(order, 'id'),
+            'clientOrderId': this.safeString(order, 'client_order_id'),
+            'timestamp': timestamp,
+            'datetime': datetime,
+            'lastTradeTimeStamp': undefined,
+            'status': status,
+            'symbol': symbol,
+            'type': orderType,
+            'timeInForce': this.parseTimeInForce(this.safeString(order, 'time_in_force')),
+            'postOnly': undefined,
+            'side': this.safeString(order, 'side'),
+            'price': this.safeNumber(order, 'limit_price'),
+            'stopPrice': this.safeNumber(order, 'stop_price'),
+            'triggerPrice': this.safeNumber(order, 'stop_price'),
+            'cost': undefined,
+            'average': this.safeNumber(order, 'filled_avg_price'),
+            'amount': this.safeNumber(order, 'qty'),
+            'filled': this.safeNumber(order, 'filled_qty'),
+            'remaining': undefined,
+            'trades': undefined,
+            'fee': fee,
+            'info': order,
+        }, market);
+    }
+    parseOrderStatus(status) {
+        const statuses = {
+            'pending_new': 'open',
+            'accepted': 'open',
+            'new': 'open',
+            'partially_filled': 'open',
+            'activated': 'open',
+            'filled': 'closed',
+        };
+        return this.safeString(statuses, status, status);
+    }
+    parseTimeInForce(timeInForce) {
+        const timeInForces = {
+            'day': 'Day',
+        };
+        return this.safeString(timeInForces, timeInForce, timeInForce);
+    }
+    parseTrade(trade, market = undefined) {
+        //
+        //   {
+        //       "t":"2022-06-14T05:00:00.027869Z",
+        //       "x":"CBSE",
+        //       "p":"21942.15",
+        //       "s":"0.0001",
+        //       "tks":"S",
+        //       "i":"355681339"
+        //   }
+        //
+        const marketId = this.safeString(trade, 'S');
+        const symbol = this.safeSymbol(marketId, market);
+        const datetime = this.safeString(trade, 't');
+        const timestamp = this.parse8601(datetime);
+        const alpacaSide = this.safeString(trade, 'tks');
+        let side;
+        if (alpacaSide === 'B') {
+            side = 'buy';
+        }
+        else if (alpacaSide === 'S') {
+            side = 'sell';
+        }
+        const priceString = this.safeString(trade, 'p');
+        const amountString = this.safeString(trade, 's');
+        return this.safeTrade({
+            'info': trade,
+            'id': this.safeString(trade, 'i'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': symbol,
+            'order': undefined,
+            'type': undefined,
+            'side': side,
+            'takerOrMaker': 'taker',
+            'price': priceString,
+            'amount': amountString,
+            'cost': undefined,
+            'fee': undefined,
+        }, market);
+    }
+    sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
+        let endpoint = '/' + this.implodeParams(path, params);
+        let url = this.implodeHostname(this.urls['api'][api[0]]);
+        headers = (headers !== undefined) ? headers : {};
+        if (api[1] === 'private') {
+            headers['APCA-API-KEY-ID'] = this.apiKey;
+            headers['APCA-API-SECRET-KEY'] = this.secret;
+        }
+        const query = this.omit(params, this.extractParams(path));
+        if (Object.keys(query).length) {
+            if ((method === 'GET') || (method === 'DELETE')) {
+                endpoint += '?' + this.urlencode(query);
+            }
+            else {
+                body = this.json(query);
+                headers['Content-Type'] = 'application/json';
+            }
+        }
+        url = url + endpoint;
+        return { 'url': url, 'method': method, 'body': body, 'headers': headers };
+    }
+    handleErrors(code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
+        if (response === undefined) {
+            return undefined; // default error handler
+        }
+        // {
+        //     "code": 40110000,
+        //     "message": "request is not authorized"
+        // }
+        const feedback = this.id + ' ' + body;
+        const errorCode = this.safeString(response, 'code');
+        if (code !== undefined) {
+            this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
+        }
+        const message = this.safeValue(response, 'message', undefined);
+        if (message !== undefined) {
+            this.throwExactlyMatchedException(this.exceptions['exact'], message, feedback);
+            this.throwBroadlyMatchedException(this.exceptions['broad'], message, feedback);
+            throw new errors.ExchangeError(feedback);
+        }
+        return undefined;
+    }
+}
+
+module.exports = alpaca;