alpaca-py-nopandas 0.1.0__py3-none-any.whl

alpaca/data/live/crypto.py

@@ -0,0 +1,168 @@
+from typing import Awaitable, Callable, Dict, Optional, Union
+
+from alpaca.common.enums import BaseURL
+from alpaca.data.enums import CryptoFeed
+from alpaca.data.live.websocket import DataStream
+from alpaca.data.models.bars import Bar
+from alpaca.data.models.orderbooks import Orderbook
+from alpaca.data.models.quotes import Quote
+from alpaca.data.models.trades import Trade
+
+
+class CryptoDataStream(DataStream):
+    """
+    A WebSocket client for streaming live crypto data.
+    """
+
+    def __init__(
+        self,
+        api_key: str,
+        secret_key: str,
+        raw_data: bool = False,
+        feed: CryptoFeed = CryptoFeed.US,
+        url_override: Optional[str] = None,
+        websocket_params: Optional[Dict] = None,
+    ) -> None:
+        """
+        Instantiates a WebSocket client for accessing live cryptocurrency data.
+
+        Args:
+            api_key (str): Alpaca API key.
+            secret_key (str): Alpaca API secret key.
+            raw_data (bool, optional): Whether to return wrapped data or raw API data. Defaults to False.
+            feed (CryptoFeed, optional): Which crypto feed to use. Defaults to US.
+            websocket_params (Optional[Dict], optional): Any parameters for configuring websocket connection. Defaults to None.
+            url_override (Optional[str]): If specified allows you to override the base url the client
+              points to for proxy/testing. Defaults to None.
+        """
+        super().__init__(
+            endpoint=(
+                url_override
+                if url_override is not None
+                else BaseURL.MARKET_DATA_STREAM.value + "/v1beta3/crypto/" + feed
+            ),
+            api_key=api_key,
+            secret_key=secret_key,
+            raw_data=raw_data,
+            websocket_params=websocket_params,
+        )
+
+    def subscribe_trades(
+        self, handler: Callable[[Union[Trade, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to trades.
+
+        Args:
+            handler (Callable[[Union[Trade, Dict]], Awaitable[None]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["trades"])
+
+    def subscribe_quotes(
+        self, handler: Callable[[Union[Quote, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to quotes
+
+        Args:
+            handler (Callable[[Union[Quote, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["quotes"])
+
+    def subscribe_bars(
+        self, handler: Callable[[Union[Bar, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to minute bars
+
+        Args:
+            handler (Callable[[Union[Quote, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["bars"])
+
+    def subscribe_updated_bars(
+        self, handler: Callable[[Union[Bar, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to updated minute bars
+
+        Args:
+            handler (Callable[[Union[Bar, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["updatedBars"])
+
+    def subscribe_daily_bars(
+        self, handler: Callable[[Union[Bar, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to daily bars
+
+        Args:
+            handler (Callable[[Union[Bar, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["dailyBars"])
+
+    def subscribe_orderbooks(
+        self, handler: Callable[[Union[Orderbook, Dict]], Awaitable[None]], *symbols
+    ) -> None:
+        """Subscribe to orderbooks
+
+        Args:
+            handler (Callable[[Union[Bar, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["orderbooks"])
+
+    def unsubscribe_trades(self, *symbols: str) -> None:
+        """Unsubscribe from trades
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("trades", symbols)
+
+    def unsubscribe_quotes(self, *symbols: str) -> None:
+        """Unsubscribe from quotes
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("quotes", symbols)
+
+    def unsubscribe_bars(self, *symbols: str) -> None:
+        """Unsubscribe from minute bars
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("bars", symbols)
+
+    def unsubscribe_updated_bars(self, *symbols: str) -> None:
+        """Unsubscribe from updated bars
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("updatedBars", symbols)
+
+    def unsubscribe_daily_bars(self, *symbols: str) -> None:
+        """Unsubscribe from daily bars
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("dailyBars", symbols)
+
+    def unsubscribe_orderbooks(self, *symbols: str) -> None:
+        """Unsubscribe from orderbooks
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("orderbooks", symbols)

alpaca/data/live/news.py

@@ -0,0 +1,62 @@
+from typing import Awaitable, Callable, Dict, Optional, Union
+
+from alpaca.common.enums import BaseURL
+from alpaca.data.live.websocket import DataStream
+from alpaca.data.models.news import News
+
+
+class NewsDataStream(DataStream):
+    """
+    A WebSocket client for streaming news.
+    """
+
+    def __init__(
+        self,
+        api_key: str,
+        secret_key: str,
+        raw_data: bool = False,
+        websocket_params: Optional[Dict] = None,
+        url_override: Optional[str] = None,
+    ) -> None:
+        """
+        Instantiates a WebSocket client for accessing live news.
+        Args:
+            api_key (str): Alpaca API key.
+            secret_key (str): Alpaca API secret key.
+            raw_data (bool): Whether to return wrapped data or raw API data. Defaults to False.
+            websocket_params (Optional[Dict], optional): Any parameters for configuring websocket
+                connection. Defaults to None.
+            url_override (Optional[str]): If specified allows you to override the base url the client
+                points to for proxy/testing. Defaults to None.
+        """
+        super().__init__(
+            endpoint=(
+                url_override
+                if url_override is not None
+                else BaseURL.MARKET_DATA_STREAM.value + "/v1beta1/news"
+            ),
+            api_key=api_key,
+            secret_key=secret_key,
+            raw_data=raw_data,
+            websocket_params=websocket_params,
+        )
+
+    def subscribe_news(
+        self, handler: Callable[[Union[News, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to news
+
+        Args:
+            handler (Callable[[Union[News, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["news"])
+
+    def unsubscribe_news(self, *symbols: str) -> None:
+        """Unsubscribe from news
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("news", symbols)

alpaca/data/live/option.py

@@ -0,0 +1,88 @@
+from typing import Awaitable, Callable, Dict, Optional, Union
+
+from alpaca.common.enums import BaseURL
+from alpaca.data.enums import OptionsFeed
+from alpaca.data.live.websocket import DataStream
+from alpaca.data.models.quotes import Quote
+from alpaca.data.models.trades import Trade
+
+
+class OptionDataStream(DataStream):
+    """
+    A WebSocket client for streaming live option data.
+    """
+
+    def __init__(
+        self,
+        api_key: str,
+        secret_key: str,
+        raw_data: bool = False,
+        feed: OptionsFeed = OptionsFeed.INDICATIVE,
+        websocket_params: Optional[Dict] = None,
+        url_override: Optional[str] = None,
+    ) -> None:
+        """
+        Instantiates a WebSocket client for accessing live option data.
+
+        Args:
+            api_key (str): Alpaca API key.
+            secret_key (str): Alpaca API secret key.
+            raw_data (bool): Whether to return wrapped data or raw API data. Defaults to False.
+            feed (OptionsFeed): The source feed of the data. `opra` or `indicative`.
+                Defaults to `indicative`. `opra` requires a subscription.
+            websocket_params (Optional[Dict], optional): Any parameters for configuring websocket
+                connection. Defaults to None.
+            url_override (Optional[str]): If specified allows you to override the base url the client
+                points to for proxy/testing. Defaults to None.
+        """
+        super().__init__(
+            endpoint=(
+                url_override
+                if url_override is not None
+                else BaseURL.MARKET_DATA_STREAM.value + "/v1beta1/" + feed.value
+            ),
+            api_key=api_key,
+            secret_key=secret_key,
+            raw_data=raw_data,
+            websocket_params=websocket_params,
+        )
+
+    def subscribe_trades(
+        self, handler: Callable[[Union[Trade, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to trades.
+
+        Args:
+            handler (Callable[[Union[Trade, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["trades"])
+
+    def subscribe_quotes(
+        self, handler: Callable[[Union[Quote, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to quotes
+
+        Args:
+            handler (Callable[[Union[Quote, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["quotes"])
+
+    def unsubscribe_trades(self, *symbols: str) -> None:
+        """Unsubscribe from trades
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("trades", symbols)
+
+    def unsubscribe_quotes(self, *symbols: str) -> None:
+        """Unsubscribe from quotes
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("quotes", symbols)

alpaca/data/live/stock.py

@@ -0,0 +1,199 @@
+import asyncio
+from typing import Awaitable, Callable, Dict, Optional, Union
+
+from alpaca.common.enums import BaseURL
+from alpaca.data.enums import DataFeed
+from alpaca.data.live.websocket import DataStream
+from alpaca.data.models.bars import Bar
+from alpaca.data.models.quotes import Quote
+from alpaca.data.models.trades import Trade, TradeCancel, TradeCorrection, TradingStatus
+
+
+class StockDataStream(DataStream):
+    """
+    A WebSocket client for streaming live stock data.
+    """
+
+    def __init__(
+        self,
+        api_key: str,
+        secret_key: str,
+        raw_data: bool = False,
+        feed: DataFeed = DataFeed.IEX,
+        websocket_params: Optional[Dict] = None,
+        url_override: Optional[str] = None,
+    ) -> None:
+        """
+        Instantiates a WebSocket client for accessing live stock data.
+
+        Args:
+            api_key (str): Alpaca API key.
+            secret_key (str): Alpaca API secret key.
+            raw_data (bool, optional): Whether to return wrapped data or raw API data. Defaults to False.
+            feed (DataFeed, optional): Which market data feed to use; IEX or SIP.
+                Defaults to IEX. SIP requires a subscription.
+            websocket_params (Optional[Dict], optional): Any parameters for configuring websocket connection. Defaults to None.
+            url_override (Optional[str]): If specified allows you to override the base url the client
+                points to for proxy/testing. Defaults to None.
+
+        Raises:
+            ValueError: Only IEX or SIP market data feeds are supported
+        """
+        if feed not in (DataFeed.IEX, DataFeed.SIP):
+            raise ValueError("only IEX and SIP feeds ar supported")
+
+        super().__init__(
+            endpoint=(
+                url_override
+                if url_override is not None
+                else BaseURL.MARKET_DATA_STREAM.value + "/v2/" + feed.value
+            ),
+            api_key=api_key,
+            secret_key=secret_key,
+            raw_data=raw_data,
+            websocket_params=websocket_params,
+        )
+
+    def subscribe_trades(
+        self, handler: Callable[[Union[Trade, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to trades.
+
+        Args:
+            handler (Callable[[Union[Trade, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["trades"])
+
+    def subscribe_quotes(
+        self, handler: Callable[[Union[Quote, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to quotes
+
+        Args:
+            handler (Callable[[Union[Trade, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["quotes"])
+
+    def subscribe_bars(
+        self, handler: Callable[[Union[Bar, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to minute bars
+
+        Args:
+            handler (Callable[[Union[Trade, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["bars"])
+
+    def subscribe_updated_bars(
+        self, handler: Callable[[Union[Bar, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to updated minute bars
+
+        Args:
+            handler (Callable[[Union[Bar, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["updatedBars"])
+
+    def subscribe_daily_bars(
+        self, handler: Callable[[Union[Bar, Dict]], Awaitable[None]], *symbols: str
+    ) -> None:
+        """Subscribe to daily bars
+
+        Args:
+            handler (Callable[[Union[Bar, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["dailyBars"])
+
+    def subscribe_trading_statuses(
+        self, handler: Callable[[Union[TradingStatus, Dict]], Awaitable[None]], *symbols
+    ) -> None:
+        """Subscribe to trading statuses (halts, resumes)
+
+        Args:
+            handler (Callable[[Union[TradingStatus, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+            *symbols: List of ticker symbols to subscribe to. "*" for everything.
+        """
+        self._subscribe(handler, symbols, self._handlers["statuses"])
+
+    def register_trade_corrections(
+        self, handler: Callable[[Union[TradeCorrection, Dict]], Awaitable[None]]
+    ) -> None:
+        """Register a trade correction handler. You can only subscribe to trade corrections by
+        subscribing to the underlying trades.
+
+        Args:
+            handler (Callable[[Union[TradeCorrection, Dict]]): The coroutine callback
+                function to handle the incoming data.
+        """
+        self._handlers["corrections"] = {"*": handler}
+
+    def register_trade_cancels(
+        self, handler: Callable[[Union[TradeCancel, Dict]], Awaitable[None]]
+    ) -> None:
+        """Register a trade cancel handler. You can only subscribe to trade cancels by
+        subscribing to the underlying trades.
+
+        Args:
+            handler (Callable[[Union[TradeCancel, Dict]], Awaitable[None]]): The coroutine callback
+                function to handle the incoming data.
+        """
+        self._handlers["cancelErrors"] = {"*": handler}
+
+    def unsubscribe_trades(self, *symbols: str) -> None:
+        """Unsubscribe from trades
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("trades", symbols)
+
+    def unsubscribe_quotes(self, *symbols: str) -> None:
+        """Unsubscribe from quotes
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("quotes", symbols)
+
+    def unsubscribe_bars(self, *symbols: str) -> None:
+        """Unsubscribe from minute bars
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("bars", symbols)
+
+    def unsubscribe_updated_bars(self, *symbols: str) -> None:
+        """Unsubscribe from updated bars
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("updatedBars", symbols)
+
+    def unsubscribe_daily_bars(self, *symbols: str) -> None:
+        """Unsubscribe from daily bars
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("dailyBars", symbols)
+
+    def unsubscribe_trading_statuses(self, *symbols: str) -> None:
+        """Unsubscribe from trading statuses
+
+        Args:
+            *symbols (str): List of ticker symbols to unsubscribe from. "*" for everything.
+        """
+        self._unsubscribe("statuses", symbols)