Metadata-Version: 2.1
Name: alpaca-trade-api
Version: 0.45
Summary: Alpaca API python client
Home-page: https://github.com/alpacahq/alpaca-trade-api-python
Author: Alpaca
Author-email: oss@alpaca.markets
License: UNKNOWN
Description: [![PyPI version](https://badge.fury.io/py/alpaca-trade-api.svg)](https://badge.fury.io/py/alpaca-trade-api)
        [![CircleCI](https://circleci.com/gh/alpacahq/alpaca-trade-api-python.svg?style=shield)](https://circleci.com/gh/alpacahq/alpaca-trade-api-python)
        
        # alpaca-trade-api-python
        
        `alpaca-trade-api-python` is a python library for the [Alpaca Commission Free Trading API](https://alpaca.markets).
        It allows rapid trading algo development easily, with support for the
        both REST and streaming data interfaces. For details of each API behavior,
        please see the online [API document](https://docs.alpaca.markets).
        
        Note this module supports only python version 3.6 and above, due to
        the async/await and websockets module dependency.
        
        ## Install
        
        ```bash
        $ pip3 install alpaca-trade-api
        ```
        
        ## Example
        
        In order to call Alpaca's trade API, you need to sign up for a account and obtain API key pairs. Replace <key_id> and <secret_key> with what you get from the web console.
        
        ### REST example
        ```python
        import alpaca_trade_api as tradeapi
        
        api = tradeapi.REST('<key_id>', '<secret_key>', api_version='v2') # or use ENV Vars shown below
        account = api.get_account()
        api.list_positions()
        ```
        
        ## Example Scripts
        
        Please see the `examples/` folder for some example scripts that make use of this API
        
        ## API Document
        
        The HTTP API document is located at https://docs.alpaca.markets/
        
        ## API Version
        
        API Version now defaults to 'v2', however if you still have a 'v1' account, you may need to specify api_version='v1' to properly use the API until you migrate.
        
        ## Authentication
        
        The Alpaca API requires API key ID and secret key, which you can obtain from the
        web console after you sign in.  You can pass `key_id` and `secret_key` to the initializers of
        `REST` or `StreamConn` as arguments, or set up environment variables as
        outlined below.
        
        ## Alpaca Environment Variables
        
        The Alpaca SDK will check the environment for a number of variables which can be used rather than hard-coding these into your scripts.
        
        | Environment                      | default                                                                                | Description                                                                                                            |
        | -------------------------------- | -------------------------------------------------------------------------------------- | ---------------------------------------------------------------------------------------------------------------------- |
        | APCA_API_KEY_ID=<key_id>         |                                                                                        | Your API Key                                                                                                           |
        | APCA_API_SECRET_KEY=<secret_key> |                                                                                        | Your API Secret Key                                                                                                    |
        | APCA_API_BASE_URL=url            | https://api.alpaca.markets (for live)<br/>https://paper-api.alpaca.markets (for paper) | Specify the URL for API calls, *Default is live, you must specify this to switch to paper endpoint!*                   |
        | APCA_API_DATA_URL=url            | https://data.alpaca.markets                                                            | Endpoint for data API                                                                                                  |
        | APCA_RETRY_MAX=3                 | 3                                                                                      | The number of subsequent API calls to retry on timeouts                                                                |
        | APCA_RETRY_WAIT=3                | 3                                                                                      | seconds to wait between each retry attempt                                                                             |
        | APCA_RETRY_CODES=429,504         | 429,504                                                                                | comma-separated HTTP status code for which retry is attempted                                                          |
        | POLYGON_WS_URL                   | wss://alpaca.socket.polygon.io/stocks                                                  | Endpoint for streaming polygon data.  You likely don't need to change this unless you want to proxy it for example     |
        | POLYGON_KEY_ID                   |                                                                                        | Your Polygon key, if it's not the same as your Alpaca API key. Most users will not need to set this to access Polygon. |
        | ALPHAVANTAGE_API_KEY=<key_id>    |                                                                                        | Your Alpha Vantage API key. You can get [one for free here](https://www.alphavantage.co/support/#api-key).             |
        
        ## REST
        
        The `REST` class is the entry point for the API request.  The instance of this
        class provides all REST API calls such as account, orders, positions,
        and bars.
        
        Each returned object is wrapped by a subclass of `Entity` class (or a list of it).
        This helper class provides property access (the "dot notation") to the
        json object, backed by the original object stored in the `_raw` field.
        It also converts certain types to the appropriate python object.
        
        ```python
        import alpaca_trade_api as tradeapi
        
        api = tradeapi.REST()
        account = api.get_account()
        account.status
        => 'ACTIVE'
        ```
        
        The `Entity` class also converts timestamp string field to a pandas.Timestamp
        object.  Its `_raw` property returns the original raw primitive data unmarshaled
        from the response JSON text.
        
        Please note that the API is throttled, currently 200 requests per minute, per account.  If your client exceeds this number, a 429 Too many requests status will be returned and this library will retry according to the retry environment variables as configured.
        
        If the retries are exceeded, or other API error is returned, `alpaca_trade_api.rest.APIError` is raised.
        You can access the following information through this object.
        
        - the API error code: `.code` property
        - the API error message: `str(error)`
        - the original request object: `.request` property
        - the original response objecgt: `.response` property
        - the HTTP status code: `.status_code` property
        
        ### REST.get_account()
        Calls `GET /account` and returns an `Account` entity.
        
        ### REST.list_orders(status=None, limit=None, after=None, until=None, direction=None, nested=None)
        Calls `GET /orders` and returns a list of `Order` entities.
        `after` and `until` need to be string format, which you can obtain by `pd.Timestamp().isoformat()`
        
        ### REST.submit_order(symbol, qty, side, type, time_in_force, limit_price=None, stop_price=None, client_order_id=None, order_class=None, take_profit=None, stop_loss=None)
        Calls `POST /orders` and returns an `Order` entity.
        
        Below is an example of submitting a bracket order.
        ```py
        api.submit_order(
            symbol='SPY',
            side='buy',
            type='market',
            qty='100',
            time_in_force='day',
            order_class='bracket',
            take_profit=dict(
                limit_price='305.0',
            ),
            stop_loss=dict(
                stop_price='295.5',
                limit_price='295.5',
            )
        )
        ```
        
        ### REST.get_order_by_client_order_id(client_order_id)
        Calls `GET /orders` with client_order_id and returns an `Order` entity.
        
        ### REST.get_order(order_id)
        Calls `GET /orders/{order_id}` and returns an `Order` entity.
        
        ### REST.cancel_order(order_id)
        Calls `DELETE /orders/{order_id}`.
        
        ### REST.cancel_all_orders()
        Calls `DELETE /orders`.
        
        ### REST.list_positions()
        Calls `GET /positions` and returns a list of `Position` entities.
        
        ### REST.get_position(symbol)
        Calls `GET /positions/{symbol}` and returns a `Position` entity.
        
        ### REST.list_assets(status=None, asset_class=None)
        Calls `GET /assets` and returns a list of `Asset` entities.
        
        ### REST.get_asset(symbol)
        Calls `GET /assets/{symbol}` and returns an `Asset` entity.
        
        ### REST.get_barset(symbols, timeframe, limit, start=None, end=None, after=None, until=None)
        Calls `GET /bars/{timeframe}` for the given symbols, and returns a Barset with `limit` Bar objects
        for each of the the requested symbols.
        `timeframe` can be one of `minute`, `1Min`, `5Min`, `15Min`, `day` or `1D`. `minute` is an alias
        of `1Min`. Similarly, `day` is an alias of `1D`.
        `start`, `end`, `after`, and `until` need to be string format, which you can obtain with
        `pd.Timestamp().isoformat()`
        `after` cannot be used with `start` and `until` cannot be used with `end`.
        
        ### REST.get_clock()
        Calls `GET /clock` and returns a `Clock` entity.
        
        ### REST.get_calendar(start=None, end=None)
        Calls `GET /calendar` and returns a `Calendar` entity.
        
        ---
        
        ## StreamConn
        
        The `StreamConn` class provides WebSocket-based event-driven
        interfaces.  Using the `on` decorator of the instance, you can
        define custom event handlers that are called when the pattern
        is matched on the channel name.  Once event handlers are set up,
        call the `run` method which runs forever until a critical exception
        is raised. This module itself does not provide any threading
        capability, so if you need to consume the messages pushed from the
        server, you need to run it in a background thread.
        
        This class provides a unique interface to the two interfaces, both
        Alpaca's account/trade updates events and Polygon's price updates.
        One connection is established when the `subscribe()` is called with
        the corresponding channel names.  For example, if you subscribe to
        `account_updates`, a WebSocket connects to Alpaca stream API, and
        if `AM.*` given to the `subscribe()` method, a WebSocket connection is
        established to Polygon's interface.
        
        The `run` method is a short-cut to start subscribing to channels and
        running forever.  The call will be blocked forever until a critical
        exception is raised, and each event handler is called asynchronously
        upon the message arrivals.
        
        The `run` method tries to reconnect to the server in the event of
        connection failure.  In this case you may want to reset your state
        which is best in the `connect` event.  The method still raises
        exception in the case any other unknown error happens inside the
        event loop.
        
        The `msg` object passed to each handler is wrapped by the entity
        helper class if the message is from the server.
        
        Each event handler has to be a marked as `async`.  Otherwise,
        a `ValueError` is raised when registering it as an event handler.
        
        ```python
        conn = StreamConn()
        
        @conn.on(r'^account_updates$')
        async def on_account_updates(conn, channel, account):
            print('account', account)
        
        @conn.on(r'^status$')
        async def on_status(conn, channel, data):
            print('polygon status update', data)
        
        @conn.on(r'^AM$')
        async def on_minute_bars(conn, channel, bar):
            print('bars', bar)
        
        @conn.on(r'^A$')
        async def on_second_bars(conn, channel, bar):
            print('bars', bar)
        
        # blocks forever
        conn.run(['account_updates', 'AM.*'])
        
        ```
        
        You will likely call the `run` method in a thread since it will keep running
        unless an exception is raised.
        
        ### StreamConn.subscribe(channels)
        Request "listen" to the server.  `channels` must be a list of string channel names.
        
        ### StreamConn.unsubscribe(channels)
        Request to stop "listening" to the server.  `channels` must be a list of string channel names.
        
        ### StreamConn.run(channels)
        Goes into an infinite loop and awaits for messages from the server.  You should
        set up event listeners using the `on` or `register` method before calling `run`.
        
        ### StreamConn.on(channel_pat)
        As in the above example, this is a decorator method to add an event handler function.
        `channel_pat` is used as a regular expression pattern to filter stream names.
        
        ### StreamConn.register(channel_pat, func)
        Registers a function as an event handler that is triggered by the stream events
        that match with `channel_path` regular expression. Calling this method with the
        same `channel_pat` will overwrite the old handler.
        
        ### StreamConn.deregister(channel_pat)
        Deregisters the event handler function that was previously registered via `on` or
        `register` method.
        
        
        ---
        # Polygon API Service
        
        Alpaca's API key ID can be used to access Polygon API, the documentation for
        which is found [here](https://polygon.io/docs/).
        This python SDK wraps their API service and seamlessly integrates it with the Alpaca
        API. `alpaca_trade_api.REST.polygon` will be the `REST` object for Polygon.
        
        The example below gives AAPL daily OHLCV data in a DataFrame format.
        
        ```py
        import alpaca_trade_api as tradeapi
        
        api = tradeapi.REST()
        aapl = api.polygon.historic_agg_v2('AAPL', 1, day, _from='2019-01-01', to='2019-02-01').df
        ```
        
        ## polygon/REST
        It is initialized through alpaca `REST` object.
        
        ### polygon/REST.exchanges()
        Returns a list of `Exchange` entity.
        
        ### polygon/REST.symbol_type_map()
        Returns a `SymbolTypeMap` object.
        
        ### polygon/REST.historic_trades_v2(symbol, date,timestamp=None, timestamp_limit=None, reverse=None, limit=None)
        Returns a `TradesV2` which is a list of `Trade` entities.
        
        - `date` is a date string such as '2018-2-2'.  The returned quotes are from this day onyl.
        - `timestamp` is an integer in Unix Epoch nanoseconds as the lower bound filter, exclusive.
        - `timestamp_limit` is an integer in Unix Epoch nanoseconds as the maximum timestamp allowed in the results.
        - `limit` is an integer for the number of ticks to return.  Default and max is 50000.
        
        ### polygon/TradesV2.df
        Returns a pandas DataFrame object with the ticks returned by `historic_trades_v2`.
        
        ### polygon/REST.historic_quotes_v2(symbol, date,timestamp=None, timestamp_limit=None, reverse=None, limit=None)
        Returns a `QuotesV2` which is a list of `Quote` entities.
        
        - `date` is a date string such as '2018-2-2'.  The returned quotes are from this day onyl.
        - `timestamp` is an integer in Unix Epoch nanoseconds as the lower bound filter, exclusive.
        - `timestamp_limit` is an integer in Unix Epoch nanoseconds as the maximum timestamp allowed in the results.
        - `limit` is an integer for the number of ticks to return.  Default and max is 50000.
        
        ### polygon/QuotesV2.df
        Returns a pandas DataFrame object with the ticks returned by the `historic_quotes_v2`.
        
        ### polygon/REST.historic_agg_v2(self, symbol, multiplier, timespan, _from, to, unadjusted=False, limit=None)
        Returns an `AggsV2` which is a list of `Agg` entities. `AggsV2.df` gives you the DataFrame
        object.
        
        - `multiplier` is an integer affecting the amount of data contained in each Agg object.
        - `timespan` is a string affecting the length of time represented by each Agg object. It is one of the following values:
          - `minute`, `hour`, `day`, `week`, `month`, `quarter`, `year`
        - `_from` is an Eastern Time timestamp string that filters the result for the lower bound, inclusive.
        - `to` is an Eastern Time timestamp string that filters the result for the upper bound, inclusive.
        - `unadjusted` can be set to true if results should not be adjusted for splits.
        - `limit` is an integer to limit the number of results.  3000 is the default and max value.
        
        Specify the `_from` parameter if you specify the `to` parameter since when `to` is
        specified `_from` is assumed to be the beginning of history.  Otherwise, when you
        use only the `limit` or no parameters, the result is returned from the latest point.
        
        The returned entities have fields relabeled with the longer name instead of shorter ones.
        For example, the `o` field is renamed to `open`.
        
        ### polygon/Aggs.df
        Returns a pandas DataFrame object with the ticks returned by `hitoric_agg_v2`.
        
        ### poylgon/REST.last_trade(symbol)
        Returns a `Trade` entity representing the last trade for the symbol.
        
        ### polygon/REST.last_quote(symbol)
        Returns a `Quote` entity representing the last quote for the symbol.
        
        ### polygon/REST.condition_map(ticktype='trades')
        Returns a `ConditionMap` entity.
        
        ### polygon/REST.company(symbol)
        Returns a `Company` entity if `symbol` is string, or a
        dict[symbol -> `Company`] if `symbol` is a list of string.
        
        ### polygon/REST.dividends(symbol)
        Returns a `Dividends` entity if `symbol` is string, or a
        dict[symbol -> `Dividends`] if `symbol is a list of string.
        
        ### polygon/REST.splits(symbol)
        Returns a `Splits` entity for the symbol.
        
        ### polygon/REST.earnings(symbol)
        Returns an `Earnings` entity if `symbol` is string, or a
        dict[symbol -> `Earnings`] if `symbol` is a list of string.
        
        ### polygon/REST.financials(symbol)
        Returns an `Financials` entity if `symbol` is string, or a
        dict[symbol -> `Financials`] if `symbol` is a list of string.
        
        ### polygon/REST.news(symbol)
        Returns a `NewsList` entity for the symbol.
        
        
        ---
        # Alpha Vantage API Service
        
        In addition to Polygon is Alpha Vantage, for users without a live account (paper trading) or want to use the unique features of AV data. You can get a free key [here](https://www.alphavantage.co/support/#api-key) and the documentation is [here](https://www.alphavantage.co/documentation/). Premium keys are also available [here](https://www.alphavantage.co/premium/#intro) 
        This python SDK wraps their API service and seamlessly integrates it with the Alpaca
        API. `alpaca_trade_api.REST.alpha_vantage` will be the `REST` object for Alpha Vantage.
        
        The example below gives AAPL daily OHLCV data in a DataFrame format.
        
        ```py
        import alpaca_trade_api as tradeapi
        
        api = tradeapi.REST()
        aapl = api.alpha_vantage.historic_quotes('AAPL', adjusted=True, output_format='pandas')
        ```
        
        ## alpha_vantage/REST
        It is initialized through alpaca `REST` object.
        
        ### alpha_vantage/REST.get(params=None)
        Customizable endpoint, where you can pass all keywords/paramters from the documentation:https://www.alphavantage.co/documentation/#
        
        Returns the specific customized data.
        
        ### alpha_vantage/REST.historic_quotes(symbol, adjusted=False, outputsize='full', cadence='daily', output_format=None)
        Returns a `csv`, `json`, or `pandas` object of historical OHLCV data.
        
        ### alpha_vantage/REST.intraday_quotes(symbol, interval='5min', outputsize='full', output_format=None)
        Returns a `csv`, `json`, or `pandas` object of intraday OHLCV data.
        
        ### alpha_vantage/REST.current_quote(symbol)
        Returns a `json` object with the current OHLCV data of the selected symbol.
        
        ### alpha_vantage/REST.last_quote(symbol)
        Returns a `json` object with the current OHLCV data of the selected symbol (same as `current_quote`).
        
        ### alpha_vantage/REST.search_endpoint(keywords, datatype='json')
        Returns a `csv`, `json`, or `pandas` object that contains the best-matching symbols and market information based on keywords of your choice.
        
        ### alpha_vantage/REST.company(symbol, datatype='json')
        Same as `search_endpoint`.
        
        ### alpha_vantage/REST.historic_fx_quotes(from_symbol, to_symbol, outputsize='full', cadence='daily', output_format=None)
        Returns a `csv`, `json`, or `pandas` object of historical OHLCV data for the currency pair.
        
        ### alpha_vantage/REST.intraday_fx_quotes(from_symbol, to_symbol, interval='5min', outputsize='full', output_format=None)
        Returns a `csv`, `json`, or `pandas` object of intraday OHLCV data for the currency pair.
        
        ### alpha_vantage/REST.exchange_rate(from_currency, to_currency)
        Returns a `json` object with the current OHLCV data of the selected currency pair (digital or physical)
        
        ### alpha_vantage/REST.historic_cryptocurrency_quotes(self, symbol, market, cadence='daily', output_format=None)
        Returns a `csv`, `json`, or `pandas` object of historical OHLCV data for the cryptocurrency pair.
        
        ### alpha_vantage/REST.techindicators(self, techindicator='SMA', output_format='json', **kwargs)
        Returns a `csv`, `json`, or `pandas` object with the data from the techindicator of choice. 
        
        ### alpha_vantage/REST.sector()
        Returns a `json` of the currrency sector performances.
        
        ## Support and Contribution
        
        For technical issues particular to this module, please report the
        issue on this GitHub repository. Any API issues can be reported through
        Alpaca's customer support.
        
        New features, as well as bug fixes, by sending pull request is always
        welcomed.
        
Keywords: financial,timeseries,api,trade
Platform: UNKNOWN
Description-Content-Type: text/markdown
