@alpacahq/alpaca-trade-api/dist/resources/entity.js

Javascript library for the Alpaca Trade API

"use strict";
let alpaca_quote_mapping = {
    T: "symbol",
    X: "askexchange",
    P: "askprice",
    S: "asksize",
    x: "bidexchange",
    p: "bidprice",
    s: "bidsize",
    c: "conditions",
    t: "timestamp",
};
let alpaca_trade_mapping = {
    T: "symbol",
    i: "tradeID",
    x: "exchange",
    p: "price",
    s: "size",
    t: "timestamp", // in millisecond
    z: "tapeID",
    c: "conditions",
};
// used in websocket with AM.<SYMBOL>
let alpaca_agg_minute_bar_mapping = {
    T: "symbol",
    v: "volume",
    av: "accumulatedVolume",
    op: "officialOpenPrice",
    vw: "vwap",
    o: "openPrice",
    h: "highPrice",
    l: "lowPrice",
    c: "closePrice",
    a: "averagePrice",
    s: "startEpochTime",
    e: "endEpochTime",
};
// used with rest bars endpoint
let alpaca_bar_mapping = {
    t: "startEpochTime", // in seconds
    o: "openPrice",
    h: "highPrice",
    l: "lowPrice",
    c: "closePrice",
    v: "volume",
};
let polygon_quote_mapping = {
    sym: "symbol",
    ax: "askexchange",
    ap: "askprice",
    as: "asksize",
    bx: "bidexchange",
    bp: "bidprice",
    bs: "bidsize",
    c: "condition",
    t: "timestamp",
};
function AlpacaQuote(data) {
    return convert(data, alpaca_quote_mapping);
}
function AlpacaTrade(data) {
    return convert(data, alpaca_trade_mapping);
}
function AggMinuteBar(data) {
    return convert(data, alpaca_agg_minute_bar_mapping);
}
function Bar(data) {
    return convert(data, alpaca_bar_mapping);
}
function convert(data, mapping) {
    const obj = {};
    for (let [key, value] of Object.entries(data)) {
        if (mapping.hasOwnProperty(key)) {
            obj[mapping[key]] = value;
        }
        else {
            obj[key] = value;
        }
    }
    return obj;
}
module.exports = {
    AlpacaTrade: AlpacaTrade,
    AlpacaQuote: AlpacaQuote,
    AggMinuteBar: AggMinuteBar,
    Bar: Bar,
};