@jalmonter/ccxt
Version:
1,115 lines (1,114 loc) • 48 kB
JavaScript
// ---------------------------------------------------------------------------
import Exchange from './abstract/alpaca.js';
import { ExchangeError, BadRequest, PermissionDenied, BadSymbol, NotSupported, InsufficientFunds, InvalidOrder, RateLimitExceeded } from './base/errors.js';
import { TICK_SIZE } from './base/functions/number.js';
// ---------------------------------------------------------------------------xs
/**
* @class alpaca
* @augments Exchange
*/
export default class alpaca extends Exchange {
describe() {
return this.deepExtend(super.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://alpaca.markets/support/what-are-the-fees-associated-with-crypto-trading/',
},
'has': {
'CORS': false,
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'cancelAllOrders': true,
'cancelOrder': true,
'closeAllPositions': false,
'closePosition': false,
'createOrder': true,
'fetchBalance': true,
'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': this.parseNumber('0.003'),
'taker': this.parseNumber('0.003'),
'tiers': {
'taker': [
[this.parseNumber('0'), this.parseNumber('0.003')],
[this.parseNumber('500000'), this.parseNumber('0.0028')],
[this.parseNumber('1000000'), this.parseNumber('0.0025')],
[this.parseNumber('5000000'), this.parseNumber('0.002')],
[this.parseNumber('10000000'), this.parseNumber('0.0018')],
[this.parseNumber('25000000'), this.parseNumber('0.0015')],
[this.parseNumber('50000000'), this.parseNumber('0.00125')],
[this.parseNumber('100000000'), this.parseNumber('0.001')],
],
'maker': [
[this.parseNumber('0'), this.parseNumber('0.003')],
[this.parseNumber('500000'), this.parseNumber('0.0028')],
[this.parseNumber('1000000'), this.parseNumber('0.0025')],
[this.parseNumber('5000000'), this.parseNumber('0.002')],
[this.parseNumber('10000000'), this.parseNumber('0.0018')],
[this.parseNumber('25000000'), this.parseNumber('0.0015')],
[this.parseNumber('50000000'), this.parseNumber('0.00125')],
[this.parseNumber('100000000'), this.parseNumber('0.001')],
],
},
},
},
'headers': {
'APCA-PARTNER-ID': 'ccxt',
},
'options': {
'defaultExchange': 'CBSE',
'exchanges': [
'CBSE',
'FTX',
'GNSS',
'ERSX', // ErisX
],
'defaultTimeInForce': 'gtc',
'clientOrderId': 'ccxt_{id}',
},
'exceptions': {
'exact': {
'forbidden.': PermissionDenied,
'40410000': InvalidOrder,
'40010001': BadRequest,
'40110000': PermissionDenied,
'40310000': InsufficientFunds,
'42910000': RateLimitExceeded, // {"code":42910000,"message":"rate limit exceeded"}
},
'broad': {
'Invalid format for parameter': BadRequest,
'Invalid symbol': BadSymbol, // {"message":"Invalid symbol(s): BTC/USDdsda does not match ^[A-Z]+/[A-Z]+$"}
},
},
});
}
async fetchTime(params = {}) {
/**
* @method
* @name alpaca#fetchTime
* @description fetches the current integer timestamp in milliseconds from the exchange server
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int} the current integer timestamp in milliseconds from the exchange server
*/
const response = await this.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'
// }
//
const timestamp = this.safeString(response, 'timestamp');
const localTime = timestamp.slice(0, 23);
const jetlagStrStart = timestamp.length - 6;
const jetlagStrEnd = timestamp.length - 3;
const jetlag = timestamp.slice(jetlagStrStart, jetlagStrEnd);
const iso = this.parse8601(localTime) - this.parseToNumeric(jetlag) * 3600 * 1000;
return iso;
}
async fetchMarkets(params = {}) {
/**
* @method
* @name alpaca#fetchMarkets
* @description retrieves data on all markets for alpaca
* @see https://docs.alpaca.markets/reference/get-v2-assets
* @param {object} [params] extra parameters specific to the exchange api endpoint
* @returns {object[]} an array of objects representing market data
*/
const request = {
'asset_class': 'crypto',
'status': 'active',
};
const assets = await this.traderPrivateGetV2Assets(this.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 this.parseMarkets(assets);
}
parseMarket(asset) {
//
// {
// "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"
// }
//
const marketId = this.safeString(asset, 'symbol');
const parts = marketId.split('/');
const baseId = this.safeString(parts, 0);
const quoteId = this.safeString(parts, 1);
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const symbol = base + '/' + quote;
const status = this.safeString(asset, 'status');
const active = (status === 'active');
const minAmount = this.safeNumber(asset, 'min_order_size');
const amount = this.safeNumber(asset, 'min_trade_increment');
const price = this.safeNumber(asset, 'price_increment');
return {
'id': marketId,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': undefined,
'swap': false,
'future': false,
'option': false,
'active': active,
'contract': false,
'linear': undefined,
'inverse': undefined,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': amount,
'price': price,
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': minAmount,
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'created': undefined,
'info': asset,
};
}
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name alpaca#fetchTrades
* @description 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 {string} 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 {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.loc] crypto location, default: us
* @param {string} [params.method] method, default: marketPublicGetV1beta3CryptoLocTrades
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
await this.loadMarkets();
const market = this.market(symbol);
const marketId = market['id'];
const loc = this.safeString(params, 'loc', 'us');
const method = this.safeString(params, 'method', 'marketPublicGetV1beta3CryptoLocTrades');
const request = {
'symbols': marketId,
'loc': loc,
};
params = this.omit(params, ['loc', 'method']);
let response = undefined;
if (method === 'marketPublicGetV1beta3CryptoLocTrades') {
if (since !== undefined) {
request['start'] = this.iso8601(since);
}
if (limit !== undefined) {
request['limit'] = limit;
}
response = await this.marketPublicGetV1beta3CryptoLocTrades(this.extend(request, params));
}
else if (method === 'marketPublicGetV1beta3CryptoLocLatestTrades') {
response = await this.marketPublicGetV1beta3CryptoLocLatestTrades(this.extend(request, params));
}
else {
throw new NotSupported(this.id + ' fetchTrades() does not support ' + method + ', marketPublicGetV1beta3CryptoLocTrades and marketPublicGetV1beta3CryptoLocLatestTrades are supported');
}
//
// {
// "next_page_token":null,
// "trades":{
// "BTC/USD":[
// {
// "i":36440704,
// "p":22625,
// "s":0.0001,
// "t":"2022-07-21T11:47:31.073391Z",
// "tks":"B"
// }
// ]
// }
// }
//
// {
// "trades":{
// "BTC/USD":{
// "i":36440704,
// "p":22625,
// "s":0.0001,
// "t":"2022-07-21T11:47:31.073391Z",
// "tks":"B"
// }
// }
// }
//
const trades = this.safeValue(response, 'trades', {});
let symbolTrades = this.safeValue(trades, marketId, {});
if (!Array.isArray(symbolTrades)) {
symbolTrades = [symbolTrades];
}
return this.parseTrades(symbolTrades, market, since, limit);
}
async fetchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name alpaca#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://docs.alpaca.markets/reference/cryptolatestorderbooks
* @param {string} 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 {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.loc] crypto location, default: us
* @returns {object} A dictionary of [order book structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-book-structure} indexed by market symbols
*/
await this.loadMarkets();
const market = this.market(symbol);
const id = market['id'];
const loc = this.safeString(params, 'loc', 'us');
const request = {
'symbols': id,
'loc': loc,
};
const response = await this.marketPublicGetV1beta3CryptoLocLatestOrderbooks(this.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"
// }
// }
// }
//
const orderbooks = this.safeValue(response, 'orderbooks', {});
const rawOrderbook = this.safeValue(orderbooks, id, {});
const timestamp = this.parse8601(this.safeString(rawOrderbook, 't'));
return this.parseOrderBook(rawOrderbook, market['symbol'], timestamp, 'b', 'a', 'p', 's');
}
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name alpaca#fetchOHLCV
* @description 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 {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} 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 {object} [params] extra parameters specific to the alpha api endpoint
* @param {string} [params.loc] crypto location, default: us
* @param {string} [params.method] method, default: marketPublicGetV1beta3CryptoLocBars
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets();
const market = this.market(symbol);
const marketId = market['id'];
const loc = this.safeString(params, 'loc', 'us');
const method = this.safeString(params, 'method', 'marketPublicGetV1beta3CryptoLocBars');
const request = {
'symbols': marketId,
'loc': loc,
};
params = this.omit(params, ['loc', 'method']);
let response = undefined;
if (method === 'marketPublicGetV1beta3CryptoLocBars') {
if (limit !== undefined) {
request['limit'] = limit;
}
if (since !== undefined) {
request['start'] = this.yyyymmdd(since);
}
request['timeframe'] = this.safeString(this.timeframes, timeframe, timeframe);
response = await this.marketPublicGetV1beta3CryptoLocBars(this.extend(request, params));
}
else if (method === 'marketPublicGetV1beta3CryptoLocLatestBars') {
response = await this.marketPublicGetV1beta3CryptoLocLatestBars(this.extend(request, params));
}
else {
throw new NotSupported(this.id + ' fetchOHLCV() does not support ' + method + ', marketPublicGetV1beta3CryptoLocBars and marketPublicGetV1beta3CryptoLocLatestBars are supported');
}
//
// {
// "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":{
// "BTC/USD":{
// "c":22887,
// "h":22888,
// "l":22873,
// "n":11,
// "o":22883,
// "t":"2022-07-21T05:00:00Z",
// "v":1.1138,
// "vw":22883.0155324116
// }
// }
// }
//
const bars = this.safeValue(response, 'bars', {});
let ohlcvs = this.safeValue(bars, marketId, {});
if (!Array.isArray(ohlcvs)) {
ohlcvs = [ohlcvs];
}
return this.parseOHLCVs(ohlcvs, market, timeframe, since, limit);
}
parseOHLCV(ohlcv, market = undefined) {
//
// {
// "c":22895,
// "h":22895,
// "l":22884,
// "n":6,
// "o":22884,
// "t":"2022-07-21T05:01:00Z",
// "v":0.001,
// "vw":22889.5
// }
//
const datetime = this.safeString(ohlcv, 't');
const timestamp = this.parse8601(datetime);
return [
timestamp,
this.safeNumber(ohlcv, 'o'),
this.safeNumber(ohlcv, 'h'),
this.safeNumber(ohlcv, 'l'),
this.safeNumber(ohlcv, 'c'),
this.safeNumber(ohlcv, 'v'), // volume
];
}
async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
/**
* @method
* @name alpaca#createOrder
* @description create a trade order
* @see https://docs.alpaca.markets/reference/postorder
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market', 'limit' or 'stop_limit'
* @param {string} 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 {object} [params] extra parameters specific to the exchange API endpoint
* @param {float} [params.triggerPrice] The price at which a trigger order is triggered at
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
const market = this.market(symbol);
const id = market['id'];
const request = {
'symbol': id,
'qty': this.amountToPrecision(symbol, amount),
'side': side,
'type': type, // market, limit, stop_limit
};
const triggerPrice = this.safeStringN(params, ['triggerPrice', 'stop_price']);
if (triggerPrice !== undefined) {
let newType = undefined;
if (type.indexOf('limit') >= 0) {
newType = 'stop_limit';
}
else {
throw new NotSupported(this.id + ' createOrder() does not support stop orders for ' + type + ' orders, only stop_limit orders are supported');
}
request['stop_price'] = this.priceToPrecision(symbol, triggerPrice);
request['type'] = newType;
}
if (type.indexOf('limit') >= 0) {
request['limit_price'] = this.priceToPrecision(symbol, price);
}
const defaultTIF = this.safeString(this.options, 'defaultTimeInForce');
request['time_in_force'] = this.safeString(params, 'timeInForce', defaultTIF);
params = this.omit(params, ['timeInForce', 'triggerPrice']);
const clientOrderIdprefix = this.safeString(this.options, 'clientOrderId');
const uuid = this.uuid();
const parts = uuid.split('-');
const random_id = parts.join('');
const defaultClientId = this.implodeParams(clientOrderIdprefix, { 'id': random_id });
const clientOrderId = this.safeString(params, 'clientOrderId', defaultClientId);
request['client_order_id'] = clientOrderId;
params = this.omit(params, ['clientOrderId']);
const order = await this.traderPrivatePostV2Orders(this.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 this.parseOrder(order, market);
}
async cancelOrder(id, symbol = undefined, params = {}) {
/**
* @method
* @name alpaca#cancelOrder
* @description cancels an open order
* @see https://docs.alpaca.markets/reference/deleteorderbyorderid
* @param {string} id order id
* @param {string} symbol unified symbol of the market the order was made in
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
const request = {
'order_id': id,
};
const response = await this.traderPrivateDeleteV2OrdersOrderId(this.extend(request, params));
//
// {
// "code": 40410000,
// "message": "order is not found."
// }
//
return this.safeValue(response, 'message', {});
}
async cancelAllOrders(symbol = undefined, params = {}) {
/**
* @method
* @name alpaca#cancelAllOrders
* @description cancel all open orders in a market
* @see https://docs.alpaca.markets/reference/deleteallorders
* @param {string} symbol alpaca cancelAllOrders cannot setting symbol, it will cancel all open orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
const response = await this.traderPrivateDeleteV2Orders(params);
if (Array.isArray(response)) {
return this.parseOrders(response, undefined);
}
else {
return response;
}
}
async fetchOrder(id, symbol = undefined, params = {}) {
/**
* @method
* @name alpaca#fetchOrder
* @description fetches information on an order made by the user
* @see https://docs.alpaca.markets/reference/getorderbyorderid
* @param {string} symbol unified symbol of the market the order was made in
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
const request = {
'order_id': id,
};
const order = await this.traderPrivateGetV2OrdersOrderId(this.extend(request, params));
const marketId = this.safeString(order, 'symbol');
const market = this.safeMarket(marketId);
return this.parseOrder(order, market);
}
async fetchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name alpaca#fetchOrders
* @description fetches information on multiple orders made by the user
* @see https://docs.alpaca.markets/reference/getallorders
* @param {string} 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 {object} [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]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
const request = {
'status': 'all',
};
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
request['symbols'] = market['id'];
}
const until = this.safeInteger(params, 'until');
if (until !== undefined) {
params = this.omit(params, 'until');
request['endTime'] = until;
}
if (since !== undefined) {
request['after'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.traderPrivateGetV2Orders(this.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 this.parseOrders(response, market, since, limit);
}
async fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name alpaca#fetchOpenOrders
* @description fetch all unfilled currently open orders
* @see https://docs.alpaca.markets/reference/getallorders
* @param {string} 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 {object} [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]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
const request = {
'status': 'open',
};
return await this.fetchOrders(symbol, since, limit, this.extend(request, params));
}
async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name alpaca#fetchClosedOrders
* @description fetches information on multiple closed orders made by the user
* @see https://docs.alpaca.markets/reference/getallorders
* @param {string} 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 {object} [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]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
const request = {
'status': 'closed',
};
return await this.fetchOrders(symbol, since, limit, this.extend(request, params));
}
parseOrder(order, market = undefined) {
//
// {
// "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
// }
//
const marketId = this.safeString(order, 'symbol');
market = this.safeMarket(marketId, market);
const symbol = market['symbol'];
const alpacaStatus = this.safeString(order, 'status');
const status = this.parseOrderStatus(alpacaStatus);
const feeValue = this.safeString(order, 'commission');
let fee = undefined;
if (feeValue !== undefined) {
fee = {
'cost': feeValue,
'currency': 'USD',
};
}
let orderType = this.safeString(order, 'order_type');
if (orderType !== undefined) {
if (orderType.indexOf('limit') >= 0) {
// might be limit or stop-limit
orderType = 'limit';
}
}
const datetime = this.safeString(order, 'submitted_at');
const timestamp = this.parse8601(datetime);
return this.safeOrder({
'id': this.safeString(order, 'id'),
'clientOrderId': this.safeString(order, 'client_order_id'),
'timestamp': timestamp,
'datetime': datetime,
'lastTradeTimeStamp': undefined,
'status': status,
'symbol': symbol,
'type': orderType,
'timeInForce': this.parseTimeInForce(this.safeString(order, 'time_in_force')),
'postOnly': undefined,
'side': this.safeString(order, 'side'),
'price': this.safeNumber(order, 'limit_price'),
'stopPrice': this.safeNumber(order, 'stop_price'),
'triggerPrice': this.safeNumber(order, 'stop_price'),
'cost': undefined,
'average': this.safeNumber(order, 'filled_avg_price'),
'amount': this.safeNumber(order, 'qty'),
'filled': this.safeNumber(order, 'filled_qty'),
'remaining': undefined,
'trades': undefined,
'fee': fee,
'info': order,
}, market);
}
parseOrderStatus(status) {
const statuses = {
'pending_new': 'open',
'accepted': 'open',
'new': 'open',
'partially_filled': 'open',
'activated': 'open',
'filled': 'closed',
};
return this.safeString(statuses, status, status);
}
parseTimeInForce(timeInForce) {
const timeInForces = {
'day': 'Day',
};
return this.safeString(timeInForces, timeInForce, timeInForce);
}
parseTrade(trade, market = undefined) {
//
// {
// "t":"2022-06-14T05:00:00.027869Z",
// "x":"CBSE",
// "p":"21942.15",
// "s":"0.0001",
// "tks":"S",
// "i":"355681339"
// }
//
const marketId = this.safeString(trade, 'S');
const symbol = this.safeSymbol(marketId, market);
const datetime = this.safeString(trade, 't');
const timestamp = this.parse8601(datetime);
const alpacaSide = this.safeString(trade, 'tks');
let side;
if (alpacaSide === 'B') {
side = 'buy';
}
else if (alpacaSide === 'S') {
side = 'sell';
}
const priceString = this.safeString(trade, 'p');
const amountString = this.safeString(trade, 's');
return this.safeTrade({
'info': trade,
'id': this.safeString(trade, 'i'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'order': undefined,
'type': undefined,
'side': side,
'takerOrMaker': 'taker',
'price': priceString,
'amount': amountString,
'cost': undefined,
'fee': undefined,
}, market);
}
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let endpoint = '/' + this.implodeParams(path, params);
let url = this.implodeHostname(this.urls['api'][api[0]]);
headers = (headers !== undefined) ? headers : {};
if (api[1] === 'private') {
headers['APCA-API-KEY-ID'] = this.apiKey;
headers['APCA-API-SECRET-KEY'] = this.secret;
}
const query = this.omit(params, this.extractParams(path));
if (Object.keys(query).length) {
if ((method === 'GET') || (method === 'DELETE')) {
endpoint += '?' + this.urlencode(query);
}
else {
body = this.json(query);
headers['Content-Type'] = 'application/json';
}
}
url = url + endpoint;
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors(code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return undefined; // default error handler
}
// {
// "code": 40110000,
// "message": "request is not authorized"
// }
const feedback = this.id + ' ' + body;
const errorCode = this.safeString(response, 'code');
if (code !== undefined) {
this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
}
const message = this.safeValue(response, 'message', undefined);
if (message !== undefined) {
this.throwExactlyMatchedException(this.exceptions['exact'], message, feedback);
this.throwBroadlyMatchedException(this.exceptions['broad'], message, feedback);
throw new ExchangeError(feedback);
}
return undefined;
}
}