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

alpaca/data/historical/news.py

@@ -0,0 +1,63 @@
+from typing import Optional, Union
+
+from alpaca.common.enums import BaseURL
+from alpaca.common.rest import RESTClient
+from alpaca.common.types import RawData
+from alpaca.data.models.news import NewsSet
+from alpaca.data.requests import NewsRequest
+
+
+class NewsClient(RESTClient):
+    """
+    The REST client for interacting with Alpaca News API endpoints.
+
+    """
+
+    def __init__(
+        self,
+        api_key: Optional[str] = None,
+        secret_key: Optional[str] = None,
+        oauth_token: Optional[str] = None,
+        use_basic_auth: bool = False,
+        raw_data: bool = False,
+        url_override: Optional[str] = None,
+    ) -> None:
+        """
+        Instantiates a Historical Data Client.
+
+        Args:
+            api_key (Optional[str], optional): Alpaca API key. Defaults to None.
+            secret_key (Optional[str], optional): Alpaca API secret key. Defaults to None.
+            oauth_token (Optional[str]): The oauth token if authenticating via OAuth. Defaults to None.
+            use_basic_auth (bool, optional): If true, API requests will use basic authorization headers.
+            raw_data (bool, optional): If true, API responses will not be wrapped and raw responses will be returned from
+              methods. Defaults to False. This has not been implemented yet.
+            url_override (Optional[str], optional): If specified allows you to override the base url the client points
+              to for proxy/testing.
+        """
+        super().__init__(
+            api_key=api_key,
+            secret_key=secret_key,
+            oauth_token=oauth_token,
+            use_basic_auth=use_basic_auth,
+            api_version="v1beta1",
+            base_url=url_override if url_override is not None else BaseURL.DATA,
+            sandbox=False,
+            raw_data=raw_data,
+        )
+
+    def get_news(self, request_params: NewsRequest) -> Union[RawData, NewsSet]:
+        """Returns news data
+
+        Args:
+            request_params (NewsRequest): The request params to filter the news data"""
+        raw_news = self._get_marketdata(
+            path=f"/news",
+            params=request_params.to_request_fields(),
+            page_limit=50,
+            page_size=50,
+        )
+        if self._use_raw_data:
+            return raw_news
+
+        return NewsSet(raw_news)

alpaca/data/historical/option.py

@@ -0,0 +1,230 @@
+from enum import Enum
+from typing import Dict, Optional, Union
+
+from alpaca.common.enums import BaseURL
+from alpaca.common.rest import RESTClient
+from alpaca.common.types import RawData
+from alpaca.data.historical.utils import (
+    parse_obj_as_symbol_dict,
+)
+from alpaca.data.models.bars import BarSet
+from alpaca.data.models.quotes import Quote
+from alpaca.data.models.snapshots import OptionsSnapshot
+from alpaca.data.models.trades import Trade, TradeSet
+from alpaca.data.requests import (
+    OptionBarsRequest,
+    OptionChainRequest,
+    OptionLatestQuoteRequest,
+    OptionLatestTradeRequest,
+    OptionSnapshotRequest,
+    OptionTradesRequest,
+)
+
+
+class OptionHistoricalDataClient(RESTClient):
+    """
+    The REST client for interacting with Alpaca Market Data API option data endpoints.
+
+    Learn more on https://docs.alpaca.markets/docs/about-market-data-api
+    """
+
+    def __init__(
+        self,
+        api_key: Optional[str] = None,
+        secret_key: Optional[str] = None,
+        oauth_token: Optional[str] = None,
+        use_basic_auth: bool = False,
+        raw_data: bool = False,
+        url_override: Optional[str] = None,
+        sandbox: bool = False,
+    ) -> None:
+        """
+        Instantiates a Historical Data Client.
+
+        Args:
+            api_key (Optional[str], optional): Alpaca API key. Defaults to None.
+            secret_key (Optional[str], optional): Alpaca API secret key. Defaults to None.
+            oauth_token (Optional[str]): The oauth token if authenticating via OAuth. Defaults to None.
+            use_basic_auth (bool, optional): If true, API requests will use basic authorization headers. Set to true if using
+              broker api sandbox credentials
+            raw_data (bool, optional): If true, API responses will not be wrapped and raw responses will be returned from
+              methods. Defaults to False. This has not been implemented yet.
+            url_override (Optional[str], optional): If specified allows you to override the base url the client points
+              to for proxy/testing.
+            sandbox (bool): True if using sandbox mode. Defaults to False.
+        """
+
+        base_url = (
+            url_override
+            if url_override is not None
+            else BaseURL.DATA_SANDBOX if sandbox else BaseURL.DATA
+        )
+
+        super().__init__(
+            api_key=api_key,
+            secret_key=secret_key,
+            oauth_token=oauth_token,
+            use_basic_auth=use_basic_auth,
+            api_version="v1beta1",
+            base_url=base_url,
+            sandbox=sandbox,
+            raw_data=raw_data,
+        )
+
+    def get_option_bars(
+        self, request_params: OptionBarsRequest
+    ) -> Union[BarSet, RawData]:
+        """Returns bar data for an option contract or list of option contracts over a given
+        time period and timeframe.
+
+        Args:
+            request_params (OptionBarsRequest): The request object for retrieving option bar data.
+
+        Returns:
+            Union[BarSet, RawData]: The bar data either in raw or wrapped form
+        """
+
+        # paginated get request for market data api
+        raw_bars = self._get_marketdata(
+            path=f"/options/bars",
+            params=request_params.to_request_fields(),
+            page_size=10_000,
+        )
+
+        if self._use_raw_data:
+            return raw_bars
+
+        return BarSet(raw_bars)
+
+    def get_option_exchange_codes(self) -> RawData:
+        """Returns the mapping between the option exchange codes and the corresponding exchanges names.
+
+        Args:
+            None
+
+        Returns:
+            RawData: The mapping between the option exchange codes and the corresponding exchanges names.
+        """
+        path = "/options/meta/exchanges"
+        raw_exchange_code = self.get(
+            path=path,
+            api_version=self._api_version,
+        )
+
+        return raw_exchange_code
+
+    def get_option_latest_quote(
+        self, request_params: OptionLatestQuoteRequest
+    ) -> Union[Dict[str, Quote], RawData]:
+        """Retrieves the latest quote for an option symbol or list of option symbols.
+
+        Args:
+            request_params (OptionLatestQuoteRequest): The request object for retrieving the latest quote data.
+
+        Returns:
+            Union[Dict[str, Quote], RawData]: The latest quote in raw or wrapped format
+        """
+        raw_latest_quotes = self._get_marketdata(
+            path=f"/options/quotes/latest",
+            params=request_params.to_request_fields(),
+        )
+
+        if self._use_raw_data:
+            return raw_latest_quotes
+
+        return parse_obj_as_symbol_dict(Quote, raw_latest_quotes)
+
+    def get_option_latest_trade(
+        self, request_params: OptionLatestTradeRequest
+    ) -> Union[Dict[str, Trade], RawData]:
+        """Retrieves the latest trade for an option symbol or list of option symbols.
+
+        Args:
+            request_params (OptionLatestTradeRequest): The request object for retrieving the latest trade data.
+
+        Returns:
+            Union[Dict[str, Trade], RawData]: The latest trade in raw or wrapped format
+        """
+        raw_latest_trades = self._get_marketdata(
+            path=f"/options/trades/latest",
+            params=request_params.to_request_fields(),
+        )
+
+        if self._use_raw_data:
+            return raw_latest_trades
+
+        return parse_obj_as_symbol_dict(Trade, raw_latest_trades)
+
+    def get_option_trades(
+        self, request_params: OptionTradesRequest
+    ) -> Union[TradeSet, RawData]:
+        """The historical option trades API provides trade data for a list of contract symbols between the specified dates up to 7 days ago.
+
+        Args:
+            request_params (OptionTradesRequest): The request object for retrieving option trade data.
+
+        Returns:
+            Union[TradeSet, RawData]: The trade data either in raw or wrapped form
+        """
+        raw_trades = self._get_marketdata(
+            path=f"/options/trades",
+            params=request_params.to_request_fields(),
+            page_size=10_000,
+        )
+
+        if self._use_raw_data:
+            return raw_trades
+
+        return TradeSet(raw_trades)
+
+    def get_option_snapshot(
+        self, request_params: OptionSnapshotRequest
+    ) -> Union[Dict[str, OptionsSnapshot], RawData]:
+        """Returns snapshots of queried symbols. OptionsSnapshot contain latest trade,
+        latest quote, implied volatility, and greeks for the queried symbols.
+
+        Args:
+            request_params (OptionSnapshotRequest): The request object for retrieving snapshot data.
+
+        Returns:
+            Union[Dict[str, OptionsSnapshot], RawData]: The snapshot data either in raw or wrapped form
+        """
+        raw_snapshots = self._get_marketdata(
+            path=f"/options/snapshots",
+            params=request_params.to_request_fields(),
+            page_limit=1000,
+            page_size=1000,
+        )
+
+        if self._use_raw_data:
+            return raw_snapshots
+
+        return parse_obj_as_symbol_dict(OptionsSnapshot, raw_snapshots)
+
+    def get_option_chain(
+        self, request_params: OptionChainRequest
+    ) -> Union[Dict[str, OptionsSnapshot], RawData]:
+        """The option chain endpoint for underlying symbol provides the latest trade, latest quote,
+        implied volatility, and greeks for each contract symbol of the underlying symbol.
+
+        Args:
+            request_params (OptionChainRequest): The request object for retrieving snapshot data.
+
+        Returns:
+            Union[Dict[str, OptionsSnapshot], RawData]: The snapshot data either in raw or wrapped form
+        """
+
+        params = request_params.to_request_fields()
+        del params["underlying_symbol"]
+
+        raw_snapshots = self._get_marketdata(
+            path=f"/options/snapshots/{request_params.underlying_symbol}",
+            params=params,
+            page_limit=1000,
+            page_size=1000,
+        )
+
+        if self._use_raw_data:
+            return raw_snapshots
+
+        return parse_obj_as_symbol_dict(OptionsSnapshot, raw_snapshots)

alpaca/data/historical/screener.py

@@ -0,0 +1,72 @@
+from typing import Optional, Union
+
+from alpaca.common.enums import BaseURL
+from alpaca.common.rest import RESTClient
+from alpaca.common.types import RawData
+from alpaca.data.models.screener import MostActives, Movers
+from alpaca.data.requests import MarketMoversRequest, MostActivesRequest
+
+
+class ScreenerClient(RESTClient):
+    """
+    The REST client for interacting with Alpaca Screener API endpoints.
+
+    Learn more on https://docs.alpaca.markets/reference/mostactives
+    """
+
+    def __init__(
+        self,
+        api_key: Optional[str] = None,
+        secret_key: Optional[str] = None,
+        oauth_token: Optional[str] = None,
+        use_basic_auth: bool = False,
+        raw_data: bool = False,
+        url_override: Optional[str] = None,
+    ) -> None:
+        """
+        Instantiates a Historical Data Client.
+
+        Args:
+            api_key (Optional[str], optional): Alpaca API key. Defaults to None.
+            secret_key (Optional[str], optional): Alpaca API secret key. Defaults to None.
+            oauth_token (Optional[str]): The oauth token if authenticating via OAuth. Defaults to None.
+            use_basic_auth (bool, optional): If true, API requests will use basic authorization headers.
+            raw_data (bool, optional): If true, API responses will not be wrapped and raw responses will be returned from
+              methods. Defaults to False. This has not been implemented yet.
+            url_override (Optional[str], optional): If specified allows you to override the base url the client points
+              to for proxy/testing.
+        """
+        super().__init__(
+            api_key=api_key,
+            secret_key=secret_key,
+            oauth_token=oauth_token,
+            use_basic_auth=use_basic_auth,
+            api_version="v1beta1",
+            base_url=url_override if url_override is not None else BaseURL.DATA,
+            sandbox=False,
+            raw_data=raw_data,
+        )
+
+    def get_most_actives(
+        self, request_params: MostActivesRequest
+    ) -> Union[RawData, MostActives]:
+        """Returns most active stocks."""
+        response = self.get(
+            path="/screener/stocks/most-actives",
+            data=request_params.to_request_fields(),
+        )
+        if self._use_raw_data:
+            return response
+        return MostActives(**response)
+
+    def get_market_movers(
+        self, request_params: MarketMoversRequest
+    ) -> Union[RawData, Movers]:
+        """Return market movers."""
+        response = self.get(
+            path=f"/screener/{request_params.market_type.lower()}/movers",
+            data=request_params.model_dump(exclude={"market_type"}),
+        )
+        if self._use_raw_data:
+            return response
+        return Movers(**response)

alpaca/data/historical/stock.py

@@ -0,0 +1,226 @@
+from collections import defaultdict
+from enum import Enum
+from typing import Dict, List, Optional, Union
+
+from alpaca.common.constants import DATA_V2_MAX_LIMIT
+from alpaca.common.enums import BaseURL
+from alpaca.common.rest import RESTClient
+from alpaca.common.types import RawData
+from alpaca.data import Bar, Quote, Snapshot, Trade
+from alpaca.data.historical.utils import (
+    parse_obj_as_symbol_dict,
+)
+from alpaca.data.models import BarSet, QuoteSet, TradeSet
+from alpaca.data.requests import (
+    StockBarsRequest,
+    StockLatestBarRequest,
+    StockLatestQuoteRequest,
+    StockLatestTradeRequest,
+    StockQuotesRequest,
+    StockSnapshotRequest,
+    StockTradesRequest,
+)
+
+
+class StockHistoricalDataClient(RESTClient):
+    """
+    The REST client for interacting with Alpaca Market Data API stock data endpoints.
+
+    Learn more on https://alpaca.markets/docs/market-data/
+    """
+
+    def __init__(
+        self,
+        api_key: Optional[str] = None,
+        secret_key: Optional[str] = None,
+        oauth_token: Optional[str] = None,
+        use_basic_auth: bool = False,
+        raw_data: bool = False,
+        url_override: Optional[str] = None,
+        sandbox: bool = False,
+    ) -> None:
+        """
+        Instantiates a Historical Data Client.
+
+        Args:
+            api_key (Optional[str], optional): Alpaca API key. Defaults to None.
+            secret_key (Optional[str], optional): Alpaca API secret key. Defaults to None.
+            oauth_token (Optional[str]): The oauth token if authenticating via OAuth. Defaults to None.
+            use_basic_auth (bool, optional): If true, API requests will use basic authorization headers. Set to true if using
+              broker api sandbox credentials
+            raw_data (bool, optional): If true, API responses will not be wrapped and raw responses will be returned from
+              methods. Defaults to False. This has not been implemented yet.
+            url_override (Optional[str], optional): If specified allows you to override the base url the client points
+              to for proxy/testing.
+            sandbox (bool): True if using sandbox mode. Defaults to False.
+        """
+
+        base_url = (
+            url_override
+            if url_override is not None
+            else BaseURL.DATA_SANDBOX if sandbox else BaseURL.DATA
+        )
+
+        super().__init__(
+            api_key=api_key,
+            secret_key=secret_key,
+            oauth_token=oauth_token,
+            use_basic_auth=use_basic_auth,
+            api_version="v2",
+            base_url=base_url,
+            sandbox=sandbox,
+            raw_data=raw_data,
+        )
+
+    def get_stock_bars(
+        self, request_params: StockBarsRequest
+    ) -> Union[BarSet, RawData]:
+        """Returns bar data for an equity or list of equities over a given
+        time period and timeframe.
+
+        Args:
+            request_params (GetStockBarsRequest): The request object for retrieving stock bar data.
+
+        Returns:
+            Union[BarSet, RawData]: The bar data either in raw or wrapped form
+        """
+        raw_bars = self._get_marketdata(
+            path="/stocks/bars",
+            params=request_params.to_request_fields(),
+            page_size=10_000,
+        )
+
+        if self._use_raw_data:
+            return raw_bars
+
+        return BarSet(raw_bars)
+
+    def get_stock_quotes(
+        self, request_params: StockQuotesRequest
+    ) -> Union[QuoteSet, RawData]:
+        """Returns level 1 quote data over a given time period for a security or list of securities.
+
+        Args:
+            request_params (GetStockQuotesRequest): The request object for retrieving stock quote data.
+
+        Returns:
+            Union[QuoteSet, RawData]: The quote data either in raw or wrapped form
+        """
+        raw_quotes = self._get_marketdata(
+            path="/stocks/quotes",
+            params=request_params.to_request_fields(),
+            page_size=10_000,
+        )
+
+        if self._use_raw_data:
+            return raw_quotes
+
+        return QuoteSet(raw_quotes)
+
+    def get_stock_trades(
+        self, request_params: StockTradesRequest
+    ) -> Union[TradeSet, RawData]:
+        """Returns the price and sales history over a given time period for a security or list of securities.
+
+        Args:
+            request_params (GetStockTradesRequest): The request object for retrieving stock trade data.
+
+        Returns:
+            Union[TradeSet, RawData]: The trade data either in raw or wrapped form
+        """
+        raw_trades = self._get_marketdata(
+            path="/stocks/trades",
+            params=request_params.to_request_fields(),
+            page_size=10_000,
+        )
+
+        if self._use_raw_data:
+            return raw_trades
+
+        return TradeSet(raw_trades)
+
+    def get_stock_latest_trade(
+        self, request_params: StockLatestTradeRequest
+    ) -> Union[Dict[str, Trade], RawData]:
+        """Retrieves the latest trade for an equity symbol or list of equities.
+
+        Args:
+            request_params (StockLatestTradeRequest): The request object for retrieving the latest trade data.
+
+        Returns:
+            Union[Dict[str, Trade], RawData]: The latest trade in raw or wrapped format
+        """
+        raw_latest_trades = self._get_marketdata(
+            path="/stocks/trades/latest",
+            params=request_params.to_request_fields(),
+        )
+
+        if self._use_raw_data:
+            return raw_latest_trades
+
+        return parse_obj_as_symbol_dict(Trade, raw_latest_trades)
+
+    def get_stock_latest_quote(
+        self, request_params: StockLatestQuoteRequest
+    ) -> Union[Dict[str, Quote], RawData]:
+        """Retrieves the latest quote for an equity symbol or list of equity symbols.
+
+        Args:
+            request_params (StockLatestQuoteRequest): The request object for retrieving the latest quote data.
+
+        Returns:
+            Union[Dict[str, Quote], RawData]: The latest quote in raw or wrapped format
+        """
+        raw_latest_quotes = self._get_marketdata(
+            path="/stocks/quotes/latest",
+            params=request_params.to_request_fields(),
+        )
+
+        if self._use_raw_data:
+            return raw_latest_quotes
+
+        return parse_obj_as_symbol_dict(Quote, raw_latest_quotes)
+
+    def get_stock_latest_bar(
+        self, request_params: StockLatestBarRequest
+    ) -> Union[Dict[str, Bar], RawData]:
+        """Retrieves the latest minute bar for an equity symbol or list of equity symbols.
+
+        Args:
+            request_params (StockLatestBarRequest): The request object for retrieving the latest bar data.
+
+        Returns:
+            Union[Dict[str, Bar], RawData]: The latest minute bar in raw or wrapped format
+        """
+        raw_latest_bars = self._get_marketdata(
+            path="/stocks/bars/latest",
+            params=request_params.to_request_fields(),
+        )
+
+        if self._use_raw_data:
+            return raw_latest_bars
+
+        return parse_obj_as_symbol_dict(Bar, raw_latest_bars)
+
+    def get_stock_snapshot(
+        self, request_params: StockSnapshotRequest
+    ) -> Union[Dict[str, Snapshot], RawData]:
+        """Returns snapshots of queried symbols. Snapshots contain latest trade, latest quote, latest minute bar,
+        latest daily bar and previous daily bar data for the queried symbols.
+
+        Args:
+            request_params (StockSnapshotRequest): The request object for retrieving snapshot data.
+
+        Returns:
+            Union[SnapshotSet, RawData]: The snapshot data either in raw or wrapped form
+        """
+        raw_snapshots = self._get_marketdata(
+            path="/stocks/snapshots",
+            params=request_params.to_request_fields(),
+            no_sub_key=True,
+        )
+
+        if self._use_raw_data:
+            return raw_snapshots
+
+        return parse_obj_as_symbol_dict(Snapshot, raw_snapshots)

alpaca/data/historical/utils.py

@@ -0,0 +1,30 @@
+from collections import defaultdict
+from typing import Dict, Type
+
+from alpaca.common import HTTPResult, RawData
+
+"""
+These functions were created and put in this file to handle all of the edge cases
+for parsing data that exist in the market data API.
+
+v2/stocks and v1beta2/crypto
+"""
+
+
+def parse_obj_as_symbol_dict(model: Type, raw_data: RawData) -> Dict[str, Type]:
+    """
+    Parses raw_data into a dictionary where the keys are the string valued symbols and the values are the
+    parsed data into the model.
+
+    Args:
+        model (Type): The model we want to parse the data into
+        raw_data (RawData): The raw data from the API
+
+    Returns:
+        Dict[str, Type]: The symbol keyed dictionary of parsed data
+    """
+    if raw_data is None:
+        return {}
+    return {
+        k: model(symbol=k, raw_data=v) for k, v in raw_data.items() if v is not None
+    }

alpaca/data/live/__init__.py

@@ -0,0 +1,11 @@
+from alpaca.data.live.crypto import CryptoDataStream
+from alpaca.data.live.news import NewsDataStream
+from alpaca.data.live.option import OptionDataStream
+from alpaca.data.live.stock import StockDataStream
+
+__all__ = [
+    "CryptoDataStream",
+    "NewsDataStream",
+    "OptionDataStream",
+    "StockDataStream",
+]