# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code from ccxt.async_support.base.exchange import Exchange from ccxt.abstract.alpaca import ImplicitAPI from ccxt.base.types import Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Trade from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import PermissionDenied from ccxt.base.errors import BadRequest from ccxt.base.errors import BadSymbol from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidOrder from ccxt.base.errors import NotSupported from ccxt.base.errors import RateLimitExceeded from ccxt.base.decimal_to_precision import TICK_SIZE class alpaca(Exchange, ImplicitAPI): def describe(self): return self.deep_extend(super(alpaca, self).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': TICK_SIZE, 'requiredCredentials': { 'apiKey': True, 'secret': True, }, 'fees': { 'trading': { 'tierBased': True, 'percentage': True, 'maker': self.parse_number('0.0015'), 'taker': self.parse_number('0.0025'), 'tiers': { 'taker': [ [self.parse_number('0'), self.parse_number('0.0025')], [self.parse_number('100000'), self.parse_number('0.0022')], [self.parse_number('500000'), self.parse_number('0.0020')], [self.parse_number('1000000'), self.parse_number('0.0018')], [self.parse_number('10000000'), self.parse_number('0.0015')], [self.parse_number('25000000'), self.parse_number('0.0013')], [self.parse_number('50000000'), self.parse_number('0.0012')], [self.parse_number('100000000'), self.parse_number('0.001')], ], 'maker': [ [self.parse_number('0'), self.parse_number('0.0015')], [self.parse_number('100000'), self.parse_number('0.0012')], [self.parse_number('500000'), self.parse_number('0.001')], [self.parse_number('1000000'), self.parse_number('0.0008')], [self.parse_number('10000000'), self.parse_number('0.0005')], [self.parse_number('25000000'), self.parse_number('0.0002')], [self.parse_number('50000000'), self.parse_number('0.0002')], [self.parse_number('100000000'), self.parse_number('0.00')], ], }, }, }, 'headers': { 'APCA-PARTNER-ID': 'ccxt', }, 'options': { 'defaultExchange': 'CBSE', 'exchanges': [ 'CBSE', # Coinbase 'FTX', # FTXUS 'GNSS', # Genesis 'ERSX', # ErisX ], 'defaultTimeInForce': 'gtc', # fok, gtc, ioc 'clientOrderId': 'ccxt_{id}', }, 'exceptions': { 'exact': { 'forbidden.': PermissionDenied, # {"message": "forbidden."} '40410000': InvalidOrder, # {"code": 40410000, "message": "order is not found."} '40010001': BadRequest, # {"code":40010001,"message":"invalid order type for crypto order"} '40110000': PermissionDenied, # {"code": 40110000, "message": "request is not authorized"} '40310000': InsufficientFunds, # {"available":"0","balance":"0","code":40310000,"message":"insufficient balance for USDT(requested: 221.63, available: 0)","symbol":"USDT"} '42910000': RateLimitExceeded, # {"code":42910000,"message":"rate limit exceeded"} }, 'broad': { 'Invalid format for parameter': BadRequest, # {"message":"Invalid format for parameter start: error parsing '0' or 2006-01-02 time: parsing time \"0\" as \"2006-01-02\": cannot parse \"0\" as \"2006\""} 'Invalid symbol': BadSymbol, # {"message":"Invalid symbol(s): BTC/USDdsda does not match ^[A-Z]+/[A-Z]+$"} }, }, }) async def fetch_time(self, params={}): """ 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 """ response = await self.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' # } # timestamp = self.safe_string(response, 'timestamp') localTime = timestamp[0:23] jetlagStrStart = len(timestamp) - 6 jetlagStrEnd = len(timestamp) - 3 jetlag = timestamp[jetlagStrStart:jetlagStrEnd] iso = self.parse8601(localTime) - self.parse_to_numeric(jetlag) * 3600 * 1000 return iso async def fetch_markets(self, params={}) -> List[Market]: """ 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 """ request = { 'asset_class': 'crypto', 'status': 'active', } assets = await self.traderPrivateGetV2Assets(self.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 self.parse_markets(assets) def parse_market(self, asset) -> Market: # # { # "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" # } # marketId = self.safe_string(asset, 'symbol') parts = marketId.split('/') assetClass = self.safe_string(asset, 'class') baseId = self.safe_string(parts, 0) quoteId = self.safe_string(parts, 1) base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) # Us equity markets do not include quote in symbol. # We can safely coerce us_equity quote to USD if quote is None and assetClass == 'us_equity': quote = 'USD' symbol = base + '/' + quote status = self.safe_string(asset, 'status') active = (status == 'active') minAmount = self.safe_number(asset, 'min_order_size') amount = self.safe_number(asset, 'min_trade_increment') price = self.safe_number(asset, 'price_increment') return { 'id': marketId, 'symbol': symbol, 'base': base, 'quote': quote, 'settle': None, 'baseId': baseId, 'quoteId': quoteId, 'settleId': None, 'type': 'spot', 'spot': True, 'margin': None, 'swap': False, 'future': False, 'option': False, 'active': active, 'contract': False, 'linear': None, 'inverse': None, 'contractSize': None, 'expiry': None, 'expiryDatetime': None, 'strike': None, 'optionType': None, 'precision': { 'amount': amount, 'price': price, }, 'limits': { 'leverage': { 'min': None, 'max': None, }, 'amount': { 'min': minAmount, 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': None, 'max': None, }, }, 'created': None, 'info': asset, } async def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ 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 ` """ await self.load_markets() market = self.market(symbol) marketId = market['id'] loc = self.safe_string(params, 'loc', 'us') method = self.safe_string(params, 'method', 'marketPublicGetV1beta3CryptoLocTrades') request = { 'symbols': marketId, 'loc': loc, } params = self.omit(params, ['loc', 'method']) symbolTrades = None if method == 'marketPublicGetV1beta3CryptoLocTrades': if since is not None: request['start'] = self.iso8601(since) if limit is not None: request['limit'] = limit response = await self.marketPublicGetV1beta3CryptoLocTrades(self.extend(request, params)) # # { # "next_page_token": null, # "trades": { # "BTC/USD": [ # { # "i": 36440704, # "p": 22625, # "s": 0.0001, # "t": "2022-07-21T11:47:31.073391Z", # "tks": "B" # } # ] # } # } # trades = self.safe_dict(response, 'trades', {}) symbolTrades = self.safe_list(trades, marketId, []) elif method == 'marketPublicGetV1beta3CryptoLocLatestTrades': response = await self.marketPublicGetV1beta3CryptoLocLatestTrades(self.extend(request, params)) # # { # "trades": { # "BTC/USD": { # "i": 36440704, # "p": 22625, # "s": 0.0001, # "t": "2022-07-21T11:47:31.073391Z", # "tks": "B" # } # } # } # trades = self.safe_dict(response, 'trades', {}) symbolTrades = self.safe_dict(trades, marketId, {}) symbolTrades = [symbolTrades] else: raise NotSupported(self.id + ' fetchTrades() does not support ' + method + ', marketPublicGetV1beta3CryptoLocTrades and marketPublicGetV1beta3CryptoLocLatestTrades are supported') return self.parse_trades(symbolTrades, market, since, limit) async def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: """ 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 """ await self.load_markets() market = self.market(symbol) id = market['id'] loc = self.safe_string(params, 'loc', 'us') request = { 'symbols': id, 'loc': loc, } response = await self.marketPublicGetV1beta3CryptoLocLatestOrderbooks(self.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" # } # } # } # orderbooks = self.safe_value(response, 'orderbooks', {}) rawOrderbook = self.safe_value(orderbooks, id, {}) timestamp = self.parse8601(self.safe_string(rawOrderbook, 't')) return self.parse_order_book(rawOrderbook, market['symbol'], timestamp, 'b', 'a', 'p', 's') async def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]: """ 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 """ await self.load_markets() market = self.market(symbol) marketId = market['id'] loc = self.safe_string(params, 'loc', 'us') method = self.safe_string(params, 'method', 'marketPublicGetV1beta3CryptoLocBars') request = { 'symbols': marketId, 'loc': loc, } params = self.omit(params, ['loc', 'method']) ohlcvs = None if method == 'marketPublicGetV1beta3CryptoLocBars': if limit is not None: request['limit'] = limit if since is not None: request['start'] = self.yyyymmdd(since) request['timeframe'] = self.safe_string(self.timeframes, timeframe, timeframe) response = await self.marketPublicGetV1beta3CryptoLocBars(self.extend(request, params)) # # { # "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 = self.safe_dict(response, 'bars', {}) ohlcvs = self.safe_list(bars, marketId, []) elif method == 'marketPublicGetV1beta3CryptoLocLatestBars': response = await self.marketPublicGetV1beta3CryptoLocLatestBars(self.extend(request, params)) # # { # "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 # } # } # } # bars = self.safe_dict(response, 'bars', {}) ohlcvs = self.safe_dict(bars, marketId, {}) ohlcvs = [ohlcvs] else: raise NotSupported(self.id + ' fetchOHLCV() does not support ' + method + ', marketPublicGetV1beta3CryptoLocBars and marketPublicGetV1beta3CryptoLocLatestBars are supported') return self.parse_ohlcvs(ohlcvs, market, timeframe, since, limit) def parse_ohlcv(self, ohlcv, market: Market = None) -> list: # # { # "c":22895, # "h":22895, # "l":22884, # "n":6, # "o":22884, # "t":"2022-07-21T05:01:00Z", # "v":0.001, # "vw":22889.5 # } # datetime = self.safe_string(ohlcv, 't') timestamp = self.parse8601(datetime) return [ timestamp, # timestamp self.safe_number(ohlcv, 'o'), # open self.safe_number(ohlcv, 'h'), # high self.safe_number(ohlcv, 'l'), # low self.safe_number(ohlcv, 'c'), # close self.safe_number(ohlcv, 'v'), # volume ] async def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): """ 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 ` """ await self.load_markets() market = self.market(symbol) id = market['id'] request = { 'symbol': id, 'qty': self.amount_to_precision(symbol, amount), 'side': side, 'type': type, # market, limit, stop_limit } triggerPrice = self.safe_string_n(params, ['triggerPrice', 'stop_price']) if triggerPrice is not None: newType = None if type.find('limit') >= 0: newType = 'stop_limit' else: raise NotSupported(self.id + ' createOrder() does not support stop orders for ' + type + ' orders, only stop_limit orders are supported') request['stop_price'] = self.price_to_precision(symbol, triggerPrice) request['type'] = newType if type.find('limit') >= 0: request['limit_price'] = self.price_to_precision(symbol, price) defaultTIF = self.safe_string(self.options, 'defaultTimeInForce') request['time_in_force'] = self.safe_string(params, 'timeInForce', defaultTIF) params = self.omit(params, ['timeInForce', 'triggerPrice']) clientOrderIdprefix = self.safe_string(self.options, 'clientOrderId') uuid = self.uuid() parts = uuid.split('-') random_id = ''.join(parts) defaultClientId = self.implode_params(clientOrderIdprefix, {'id': random_id}) clientOrderId = self.safe_string(params, 'clientOrderId', defaultClientId) request['client_order_id'] = clientOrderId params = self.omit(params, ['clientOrderId']) order = await self.traderPrivatePostV2Orders(self.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 self.parse_order(order, market) async def cancel_order(self, id: str, symbol: Str = None, params={}): """ 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 ` """ request = { 'order_id': id, } response = await self.traderPrivateDeleteV2OrdersOrderId(self.extend(request, params)) # # { # "code": 40410000, # "message": "order is not found." # } # return self.safe_value(response, 'message', {}) async def cancel_all_orders(self, symbol: Str = None, params={}): """ 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 ` """ await self.load_markets() response = await self.traderPrivateDeleteV2Orders(params) if isinstance(response, list): return self.parse_orders(response, None) else: return response async def fetch_order(self, id: str, symbol: Str = None, params={}): """ 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 ` """ await self.load_markets() request = { 'order_id': id, } order = await self.traderPrivateGetV2OrdersOrderId(self.extend(request, params)) marketId = self.safe_string(order, 'symbol') market = self.safe_market(marketId) return self.parse_order(order, market) async def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ 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 ` """ await self.load_markets() request = { 'status': 'all', } market = None if symbol is not None: market = self.market(symbol) request['symbols'] = market['id'] until = self.safe_integer(params, 'until') if until is not None: params = self.omit(params, 'until') request['endTime'] = until if since is not None: request['after'] = since if limit is not None: request['limit'] = limit response = await self.traderPrivateGetV2Orders(self.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 self.parse_orders(response, market, since, limit) async def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ 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 ` """ request = { 'status': 'open', } return await self.fetch_orders(symbol, since, limit, self.extend(request, params)) async def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ 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 ` """ request = { 'status': 'closed', } return await self.fetch_orders(symbol, since, limit, self.extend(request, params)) def parse_order(self, order, market: Market = None) -> Order: # # { # "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 # } # marketId = self.safe_string(order, 'symbol') market = self.safe_market(marketId, market) symbol = market['symbol'] alpacaStatus = self.safe_string(order, 'status') status = self.parse_order_status(alpacaStatus) feeValue = self.safe_string(order, 'commission') fee = None if feeValue is not None: fee = { 'cost': feeValue, 'currency': 'USD', } orderType = self.safe_string(order, 'order_type') if orderType is not None: if orderType.find('limit') >= 0: # might be limit or stop-limit orderType = 'limit' datetime = self.safe_string(order, 'submitted_at') timestamp = self.parse8601(datetime) return self.safe_order({ 'id': self.safe_string(order, 'id'), 'clientOrderId': self.safe_string(order, 'client_order_id'), 'timestamp': timestamp, 'datetime': datetime, 'lastTradeTimeStamp': None, 'status': status, 'symbol': symbol, 'type': orderType, 'timeInForce': self.parse_time_in_force(self.safe_string(order, 'time_in_force')), 'postOnly': None, 'side': self.safe_string(order, 'side'), 'price': self.safe_number(order, 'limit_price'), 'stopPrice': self.safe_number(order, 'stop_price'), 'triggerPrice': self.safe_number(order, 'stop_price'), 'cost': None, 'average': self.safe_number(order, 'filled_avg_price'), 'amount': self.safe_number(order, 'qty'), 'filled': self.safe_number(order, 'filled_qty'), 'remaining': None, 'trades': None, 'fee': fee, 'info': order, }, market) def parse_order_status(self, status): statuses = { 'pending_new': 'open', 'accepted': 'open', 'new': 'open', 'partially_filled': 'open', 'activated': 'open', 'filled': 'closed', } return self.safe_string(statuses, status, status) def parse_time_in_force(self, timeInForce): timeInForces = { 'day': 'Day', } return self.safe_string(timeInForces, timeInForce, timeInForce) def parse_trade(self, trade, market: Market = None) -> Trade: # # { # "t":"2022-06-14T05:00:00.027869Z", # "x":"CBSE", # "p":"21942.15", # "s":"0.0001", # "tks":"S", # "i":"355681339" # } # marketId = self.safe_string(trade, 'S') symbol = self.safe_symbol(marketId, market) datetime = self.safe_string(trade, 't') timestamp = self.parse8601(datetime) alpacaSide = self.safe_string(trade, 'tks') side: str if alpacaSide == 'B': side = 'buy' elif alpacaSide == 'S': side = 'sell' priceString = self.safe_string(trade, 'p') amountString = self.safe_string(trade, 's') return self.safe_trade({ 'info': trade, 'id': self.safe_string(trade, 'i'), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'order': None, 'type': None, 'side': side, 'takerOrMaker': 'taker', 'price': priceString, 'amount': amountString, 'cost': None, 'fee': None, }, market) def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): endpoint = '/' + self.implode_params(path, params) url = self.implode_hostname(self.urls['api'][api[0]]) headers = headers if (headers is not None) else {} if api[1] == 'private': headers['APCA-API-KEY-ID'] = self.apiKey headers['APCA-API-SECRET-KEY'] = self.secret query = self.omit(params, self.extract_params(path)) if query: if (method == 'GET') or (method == 'DELETE'): endpoint += '?' + self.urlencode(query) else: body = self.json(query) headers['Content-Type'] = 'application/json' url = url + endpoint return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, code, reason, url, method, headers, body, response, requestHeaders, requestBody): if response is None: return None # default error handler # { # "code": 40110000, # "message": "request is not authorized" # } feedback = self.id + ' ' + body errorCode = self.safe_string(response, 'code') if code is not None: self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback) message = self.safe_value(response, 'message', None) if message is not None: self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback) raise ExchangeError(feedback) return None