iddlmZddlmZddlmZmZmZmZm Z m Z m Z m Z m Z ddlmZddlmZddlmZddlmZddlmZdd lmZdd lmZdd lmZdd lmZdd lmZGddeeZdS))Exchange) ImplicitAPI) IntMarketNumOrder OrderBook OrderSide OrderTypeStrTrade)List) ExchangeError)PermissionDenied) BadRequest) BadSymbol)InsufficientFunds) InvalidOrder) NotSupported)RateLimitExceeded) TICK_SIZEc eZdZfdZifdZifdeefdZdefdZddifde de d e dee fd Z difde d e de fd Zd ddifde de d e deefd Zd$dedefdZdifde dedededef dZdifde defdZdifdefdZdifde defdZdddifdede d e deefdZdddifdede d e deefdZdddifdede d e deefdZd$dedefdZdZ dZ!d$dede fdZ"d d!iddfd"Z#d#Z$xZ%S)%alpacac\|tt|iddddddgddd d d d d ddddddddddddddidddd ddddd dd!dd"d d#d d$dd%dd&d d'dd(dd)d d*dd+dd,did-dd.dd/dd0dd1dd2d d3dd4d d5dd6d d7dd8d d9d d:d d;d dd?id@gdAgdBdCdDgdEdFggdGdHidIgdJidIgdKidLddMdNdOdPdQdRdSdTdUdVdWdXdYdZd[d\d]d^td_d d d`dadbd d |dc|dd|de|ddg|df|dgg|dh|dig|dj|dkg|dl|dcg|dm|dng|do|dpg|dq|drgg|de|dcg|df|dpg|dh|drg|dj|dsg|dl|dtg|dm|dug|do|dug|dq|dvggdwdxidydzd{id|d}gd~ddddt ttt ttdttddS)NidrnameAlpaca countriesUS rateLimitiMhostnamezalpaca.marketsproTurlszdhttps://user-images.githubusercontent.com/1294454/187234005-b864db3d-f1e3-447a-aaf9-a9fc7b955d07.jpgzhttps://alpaca.marketszhttps://broker-api.{hostname}zhttps://api.{hostname}zhttps://data.{hostname})brokertradermarketz%https://broker-api.sandbox.{hostname}zhttps://paper-api.{hostname}zhttps://data.sandbox.{hostname}zhttps://alpaca.markets/docs/z,https://docs.alpaca.markets/docs/crypto-fees)logowwwapitestdocfeeshasCORSFspotmarginswapfutureoptioncancelAllOrders cancelOrdercloseAllPositions closePosition createOrder fetchBalance fetchBidsAsksfetchClosedOrdersfetchCurrenciesfetchDepositAddressfetchDepositAddressesByNetwork fetchDepositsfetchDepositsWithdrawalsfetchFundingHistoryfetchFundingRatefetchFundingRatesfetchL1OrderBookfetchL2OrderBook fetchMarkets fetchMyTrades fetchOHLCVfetchOpenOrderfetchOpenOrders fetchOrderfetchOrderBook fetchOrdersfetchPositions fetchStatus) fetchTicker fetchTickers fetchTime fetchTradesfetchTradingFeefetchTradingFeesfetchTransactionFeesfetchTransactionsfetchTransfersfetchWithdrawals setLeverage setMarginModetransferwithdrawr)private)z v2/account v2/ordersv2/orders/{order_id} v2/positions!v2/positions/{symbol_or_asset_id}zv2/account/portfolio/history v2/watchlistsv2/watchlists/{watchlist_id}v2/watchlists:by_namev2/account/configurationszv2/account/activitiesz%v2/account/activities/{activity_type}z v2/calendarzv2/clockz v2/assetszv2/assets/{symbol_or_asset_id}z'v2/corporate_actions/announcements/{id}z"v2/corporate_actions/announcements)r_rcrdrerdrer`rf)r_r`rarbrdrez%v2/watchlists/{watchlist_id}/{symbol})getpostputpatchdeleterg)zv1beta3/crypto/{loc}/barsz v1beta3/crypto/{loc}/latest/barsz&v1beta3/crypto/{loc}/latest/orderbooksz"v1beta3/crypto/{loc}/latest/quotesz"v1beta3/crypto/{loc}/latest/tradeszv1beta3/crypto/{loc}/quoteszv1beta3/crypto/{loc}/snapshotszv1beta3/crypto/{loc}/trades)zv1beta1/corporate-actionszv1beta1/forex/latest/rateszv1beta1/forex/rateszv1beta1/logos/{symbol}z v1beta1/newsz$v1beta1/screener/stocks/most-activesz%v1beta1/screener/{market_type}/moverszv2/stocks/auctionszv2/stocks/barszv2/stocks/bars/latestz$v2/stocks/meta/conditions/{ticktype}zv2/stocks/meta/exchangeszv2/stocks/quoteszv2/stocks/quotes/latestzv2/stocks/snapshotszv2/stocks/tradeszv2/stocks/trades/latestzv2/stocks/{symbol}/auctionszv2/stocks/{symbol}/barszv2/stocks/{symbol}/bars/latestzv2/stocks/{symbol}/quotesz v2/stocks/{symbol}/quotes/latestzv2/stocks/{symbol}/snapshotzv2/stocks/{symbol}/tradesz v2/stocks/{symbol}/trades/latest)publicr^ timeframes1min3min5min15min30min1H2H4H6H8H12H1D3D1W1M)1m3m5m15m30m1h2h4h6h8h12h1d3d1wr| precisionModerequiredCredentials)apiKeysecretr,tradingz0.0015z0.00250100000z0.0022500000z0.00201000000z0.00181000000025000000z0.001350000000z0.0012 100000000z0.001z0.0008z0.0005z0.0002z0.00)takermaker) tierBased percentagerrtiersheaderszAPCA-PARTNER-IDccxtoptionsCBSE)rFTXGNSSERSXgtcz ccxt_{id})defaultExchange exchangesdefaultTimeInForce clientOrderId exceptions)z forbidden.4041000040010001401100004031000042910000)zInvalid format for parameterzInvalid symbol)exactbroad) deep_extendsuperrdescriber parse_numberrrrrrr)self __class__s _/var/www/html/crypto-bot/backend/venv/lib/python3.11/site-packages/ccxt/async_support/alpaca.pyrzalpaca.describes+fd 3 3 < < > >zA (zA HzA  $zA  zA  (zA  4zA  ~/=67 F<? 6FzA 4 111%1 1 % 1 % 1"41t1$U1 1t11 1$T1"51 &u!1"1%#11$ %1&+E'1(&u)1*#E+1,$U-1.#D/10#E112314 516d718!%91:"4;1<d=1>!$?1@tA1B!%C1DuE11F % %!##($)(-%*"'$)$!&!!a1115zA X    (!!!;3  37"###G, , .b        **e]]YzA T UzA v YwzA x "$$yzA @ !%"&!..x88!..x88"..s33T5F5Fx5P5PQ!..x88$:K:KH:U:UV!..x88$:K:KH:U:UV!..y994;L;LX;V;VW!..z::DK||d{V}||d}|dd}t|dz }t|dz }|||}||||dzdzz }|S) a fetches the current integer timestamp in milliseconds from the exchange server :param dict [params]: extra parameters specific to the exchange API endpoint :returns int: the current integer timestamp in milliseconds from the exchange server N timestamprii)traderPrivateGetV2Clock safe_stringlen parse8601parse_to_numeric) rparamsresponser localTimejetlagStrStart jetlagStrEndjetlagisos r fetch_timezalpaca.fetch_times 55f========$$X{;; adO Y!+9~~) >,67nnY''$*?*?*G*G$*NQU*UU rreturncKddd}||||d{V}||S)a retrieves data on all markets for alpaca :see: https://docs.alpaca.markets/reference/get-v2-assets :param dict [params]: extra parameters specific to the exchange api endpoint :returns dict[]: an array of objects representing market data cryptoactive) asset_classstatusN)traderPrivateGetV2Assetsextend parse_markets)rrrequestassetss r fetch_marketszalpaca.fetch_markets+se$  44T[[&5Q5QRRRRRRRR.!!&)))rc||d}|d}||d}||d}||d}||}||}||dkrd}|dz|z} ||d} | d k} ||d } ||d } ||d }id |d| d|d|ddd|d|ddddddddddddddd | dddddddddd| |dddd| ddddddddd d|d! S)"Nsymbol/classr us_equityUSDrrmin_order_sizemin_trade_incrementprice_incrementrbasequotesettlebaseIdquoteIdsettleIdtyper/Tr0r1Fr2r3contractlinear)amountprice)minmax)leveragerrcost) inverse contractSizeexpiryexpiryDatetimestrike optionType precisionlimitscreatedinfo)rsplitsafe_currency_code safe_number)rassetmarketIdparts assetClassrrrrrrr minAmountrrs r parse_marketzalpaca.parse_marketOst*##E844s##%%eW55 !!%++""5!,,&&v..''00 =Z;66Ee#!!%22H$$$U,<== !!%)>??  (9::0 (0 f0  D0  U 0 d 0 f 0  w0  0  F0  D0  d0  E0  e0  e0  f0 !0 " d#0 $ "    %    $_0 0 0 0 rNrsincelimitcPK|d{V||}|d}||dd}||dd}||d} ||ddg}d} |dkr|||| d<||| d <||| |d{V} || d i} || |g} n|d kra| || |d{V} || d i} || |i} | g} nt|j d z|zd z| | |||S)a get the list of most recent trades for a particular symbol :see: https://docs.alpaca.markets/reference/cryptotrades :see: https://docs.alpaca.markets/reference/cryptolatesttrades :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.loc]: crypto location, default: us :param str [params.method]: method, default: marketPublicGetV1beta3CryptoLocTrades :returns Trade[]: a list of `trade structures ` Nrlocusmethod%marketPublicGetV1beta3CryptoLocTradessymbolsrstartrtrades+marketPublicGetV1beta3CryptoLocLatestTradesz fetchTrades() does not support ze, marketPublicGetV1beta3CryptoLocTrades and marketPublicGetV1beta3CryptoLocLatestTrades are supported) load_marketsr&romitiso8601r r safe_dict safe_listrrr parse_trades) rrrrrr&rrrr symbolTradesrr s r fetch_tradeszalpaca.fetch_tradess!!!!!!!!!V$$$<vud33!!&(4[\\  6E8#455 < < < #'<<#6#6  #( !GG T[]cHdHdeeeeeeeeH"^^Hh;;F>>&(B??LL D D D!MMdkkZaciNjNjkkkkkkkkH^^Hh;;F>>&(B??L(>LLtw)KKfTX @@ @  vueDDDrc K|d{V||}|d}||dd}||d}||||d{V}||di} || |i} ||| d} || |d| d d d d S) a fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :see: https://docs.alpaca.markets/reference/cryptolatestorderbooks :param str 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 dict [params]: extra parameters specific to the exchange API endpoint :param str [params.loc]: crypto location, default: us :returns dict: A dictionary of `order book structures ` indexed by market symbols Nrrrr  orderbookstrbaps)rr&r/marketPublicGetV1beta3CryptoLocLatestOrderbooksr safe_valuerparse_order_book) rrrrr&rrrrr rawOrderbookrs rfetch_order_bookzalpaca.fetch_order_books!!!!!!!!!V$$ D\vud33  MMdkkZaciNjNjkkkkkkkkL__X|R@@ z2r:: NN4#3#3L##F#FGG $$\6(3CYPSUXZ]_bcccrr}cK|d{V||}|d}||dd}||dd} ||d} ||ddg}d} | dkr||| d<|||| d <||j||| d <||| |d{V} || d i} | | |g} n| d kra| || |d{V} || d i} || |i} | g} nt|j d z| zdz| | ||||S)ai 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 str symbol: unified symbol of the market to fetch OHLCV data for :param str 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 dict [params]: extra parameters specific to the alpha api endpoint :param str [params.loc]: crypto location, default: us :param str [params.method]: method, default: marketPublicGetV1beta3CryptoLocBars :returns int[][]: A list of candles ordered, open, high, low, close, volume Nrrrr#marketPublicGetV1beta3CryptoLocBarsr rr  timeframebars)marketPublicGetV1beta3CryptoLocLatestBarsz fetchOHLCV() does not support za, marketPublicGetV1beta3CryptoLocBars and marketPublicGetV1beta3CryptoLocLatestBars are supported)rr&rryyyymmddrmr$rrrr'rr parse_ohlcvs)rrr%rrrr&rrrrohlcvsrr&s r fetch_ohlcvzalpaca.fetch_ohlcv*s#!!!!!!!!!V$$$<vud33!!&(4YZZ  6E8#455 : : : #(  #'==#7#7 #'#3#3DOYPY#Z#ZGK !EEdkkRY[aFbFbccccccccH<>>(FB77D^^D(B77FF B B B!KKDKKX_agLhLhiiiiiiiiH">>(FB77D^^D(B77FXFFtw)JJVSWz z{{ {  E5IIIrr&c 0||d}||}|||d||d||d||d||dgS)Nrohlcv)rrr)rohlcvr&datetimers r parse_ohlcvzalpaca.parse_ohlcvs##E3//NN8,,    UC ( (   UC ( (   UC ( (   UC ( (   UC ( (   rrsiderrc`K|d{V||}|d}||||||d} ||ddg} | Yd} |ddkrd} nt |jd z|zd z||| | d<| | d <|ddkr|||| d <||j d } ||d| | d<| |ddg}||j d} | }| d}d |}|| d|i}||d|}|| d<| |dg}||| |d{V}|||S)a  create a trade order :see: https://docs.alpaca.markets/reference/postorder :param str symbol: unified symbol of the market to create an order in :param str type: 'market', 'limit' or 'stop_limit' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float [price]: the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param float [params.triggerPrice]: The price at which a trigger order is triggered at :returns dict: an `order structure ` Nr)rqtyr5r triggerPrice stop_pricerr stop_limitz0 createOrder() does not support stop orders for z- orders, only stop_limit orders are supportedr limit_pricer timeInForce time_in_forcer-client_order_id)rr&amount_to_precision safe_string_nfindrrprice_to_precisionrrruuidrjoinimplode_paramstraderPrivatePostV2Ordersr parse_order)rrrr5rrrr&rrr8newType defaultTIFclientOrderIdprefixrEr random_iddefaultClientIdrorders r create_orderzalpaca.create_ordersg!!!!!!!!!V$$ D\++FF;;    ))&><2PQQ  #Gyy!!Q&&&"47-_#_bf#fjY$YZZZ$($;$;FL$Q$QGL !%GFO 99W   " "%)%<%#BCC"..t|_MMyy{{ 3GGENN --.AD)CTUU((/RR %2!"6O#45544T[[&5Q5QRRRRRRRRJv...rrcKd|i}||||d{V}||diS)a cancels an open order :see: https://docs.alpaca.markets/reference/deleteorderbyorderid :param str id: order id :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` order_idNmessage)"traderPrivateDeleteV2OrdersOrderIdrr)rrrrrrs r cancel_orderzalpaca.cancel_ordersb  @@WV\A]A]^^^^^^^^xB777rcK|d{V||d{V}t|tr||dS|S)a cancel all open orders in a market :see: https://docs.alpaca.markets/reference/deleteallorders :param str symbol: alpaca cancelAllOrders cannot setting symbol, it will cancel all open orders :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `order structures ` N)rtraderPrivateDeleteV2Orders isinstancelist parse_orders)rrrrs rcancel_all_orderszalpaca.cancel_all_orderss~!!!!!!!!!99&AAAAAAAA h % % $$Xt44 4Orc"K|d{Vd|i}||||d{V}||d}||}|||S)a fetches information on an order made by the user :see: https://docs.alpaca.markets/reference/getorderbyorderid :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` NrRr)rtraderPrivateGetV2OrdersOrderIdrr safe_marketrI)rrrrrrOrr&s r fetch_orderzalpaca.fetch_orders!!!!!!!!!  ::4;;wPV;W;WXXXXXXXX##E844!!(++v...rcK|d{Vddi}d}| ||}|d|d<||d}|||d}||d<|||d<|||d <||||d{V}|||||S) a{ fetches information on multiple orders made by the user :see: https://docs.alpaca.markets/reference/getallorders :param str 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 dict [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 ` Nrallrr untilendTimeafterr)rr& safe_integerrtraderPrivateGetV2OrdersrrZ) rrrrrrr&rbrs r fetch_orderszalpaca.fetch_orders"s !!!!!!!!! e   [[((F!'GI !!&'22  YYvw//F!&GI   $GG   $GG 66t{{7F7S7STTTTTTTTR  65%@@@rc rKddi}|||||||d{VS)al fetch all unfilled currently open orders :see: https://docs.alpaca.markets/reference/getallorders :param str 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 dict [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 ` ropenNrgrrrrrrrs rfetch_open_orderszalpaca.fetch_open_ordershsQ f &&vueT[[RX=Y=YZZZZZZZZZrc rKddi}|||||||d{VS)a fetches information on multiple closed orders made by the user :see: https://docs.alpaca.markets/reference/getallorders :param str 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 dict [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 ` rclosedNrjrks rfetch_closed_orderszalpaca.fetch_closed_ordersxsQ h &&vueT[[RX=Y=YZZZZZZZZZrc ||d}|||}|d}||d}||}||d}d}||dd}||d} | | ddkrd} ||d } || } |id ||d d ||d d | d| ddd|d|d| d|||dddd||dd||dd||dd||dddd||dd||d||ddd||d |S)!Nrr 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