astro-perp-ccxt-dev
Version:
1,908 lines • 85.5 kB
JavaScript
'use strict';
var alpaca$1 = require('./abstract/alpaca.js');
var Precise = require('./base/Precise.js');
var errors = require('./base/errors.js');
var number = require('./base/functions/number.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------xs
/**
* @class alpaca
* @augments Exchange
*/
class alpaca extends alpaca$1 {
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://github.com/user-attachments/assets/e9476df8-a450-4c3e-ab9a-1a7794219e1b',
'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.{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,
'addMargin': false,
'borrowCrossMargin': false,
'borrowIsolatedMargin': false,
'borrowMargin': false,
'cancelAllOrders': true,
'cancelOrder': true,
'closeAllPositions': false,
'closePosition': false,
'createMarketBuyOrder': true,
'createMarketBuyOrderWithCost': true,
'createMarketOrderWithCost': true,
'createOrder': true,
'createOrderWithTakeProfitAndStopLoss': false,
'createOrderWithTakeProfitAndStopLossWs': false,
'createReduceOnlyOrder': false,
'createStopOrder': true,
'createTriggerOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchBidsAsks': false,
'fetchBorrowInterest': false,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchBorrowRatesPerSymbol': false,
'fetchClosedOrders': true,
'fetchCrossBorrowRate': false,
'fetchCrossBorrowRates': false,
'fetchCurrencies': false,
'fetchDepositAddress': true,
'fetchDepositAddressesByNetwork': false,
'fetchDeposits': true,
'fetchDepositsWithdrawals': true,
'fetchFundingHistory': false,
'fetchFundingInterval': false,
'fetchFundingIntervals': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchGreeks': false,
'fetchIndexOHLCV': false,
'fetchIsolatedBorrowRate': false,
'fetchIsolatedBorrowRates': false,
'fetchIsolatedPositions': false,
'fetchL1OrderBook': true,
'fetchL2OrderBook': false,
'fetchLeverage': false,
'fetchLeverages': false,
'fetchLeverageTiers': false,
'fetchLiquidations': false,
'fetchLongShortRatio': false,
'fetchLongShortRatioHistory': false,
'fetchMarginAdjustmentHistory': false,
'fetchMarginMode': false,
'fetchMarginModes': false,
'fetchMarketLeverageTiers': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMarkPrices': false,
'fetchMyLiquidations': false,
'fetchMySettlementHistory': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenInterest': false,
'fetchOpenInterestHistory': false,
'fetchOpenInterests': false,
'fetchOpenOrder': false,
'fetchOpenOrders': true,
'fetchOption': false,
'fetchOptionChain': false,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchPosition': false,
'fetchPositionHistory': false,
'fetchPositionMode': false,
'fetchPositions': false,
'fetchPositionsForSymbol': false,
'fetchPositionsHistory': false,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchSettlementHistory': false,
'fetchStatus': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': false,
'fetchTransactionFees': false,
'fetchTransactions': false,
'fetchTransfers': false,
'fetchVolatilityHistory': false,
'fetchWithdrawals': true,
'reduceMargin': false,
'repayCrossMargin': false,
'repayIsolatedMargin': false,
'sandbox': true,
'setLeverage': false,
'setMargin': false,
'setMarginMode': false,
'setPositionMode': false,
'transfer': false,
'withdraw': true,
},
'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',
'v2/wallets',
'v2/wallets/transfers',
],
'post': [
'v2/orders',
'v2/watchlists',
'v2/watchlists/{watchlist_id}',
'v2/watchlists:by_name',
'v2/wallets/transfers',
],
'put': [
'v2/orders/{order_id}',
'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': number.TICK_SIZE,
'requiredCredentials': {
'apiKey': true,
'secret': true,
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'maker': this.parseNumber('0.0015'),
'taker': this.parseNumber('0.0025'),
'tiers': {
'taker': [
[this.parseNumber('0'), this.parseNumber('0.0025')],
[this.parseNumber('100000'), this.parseNumber('0.0022')],
[this.parseNumber('500000'), this.parseNumber('0.0020')],
[this.parseNumber('1000000'), this.parseNumber('0.0018')],
[this.parseNumber('10000000'), this.parseNumber('0.0015')],
[this.parseNumber('25000000'), this.parseNumber('0.0013')],
[this.parseNumber('50000000'), this.parseNumber('0.0012')],
[this.parseNumber('100000000'), this.parseNumber('0.001')],
],
'maker': [
[this.parseNumber('0'), this.parseNumber('0.0015')],
[this.parseNumber('100000'), this.parseNumber('0.0012')],
[this.parseNumber('500000'), this.parseNumber('0.001')],
[this.parseNumber('1000000'), this.parseNumber('0.0008')],
[this.parseNumber('10000000'), this.parseNumber('0.0005')],
[this.parseNumber('25000000'), this.parseNumber('0.0002')],
[this.parseNumber('50000000'), this.parseNumber('0.0002')],
[this.parseNumber('100000000'), this.parseNumber('0.00')],
],
},
},
},
'headers': {
'APCA-PARTNER-ID': 'ccxt',
},
'options': {
'defaultExchange': 'CBSE',
'exchanges': [
'CBSE',
'FTX',
'GNSS',
'ERSX', // ErisX
],
'defaultTimeInForce': 'gtc',
'clientOrderId': 'ccxt_{id}',
},
'features': {
'spot': {
'sandbox': true,
'createOrder': {
'marginMode': false,
'triggerPrice': true,
'triggerPriceType': undefined,
'triggerDirection': false,
'stopLossPrice': false,
'takeProfitPrice': false,
'attachedStopLossTakeProfit': {
'triggerPriceType': {
'last': true,
'mark': true,
'index': true,
},
'price': true,
},
'timeInForce': {
'IOC': true,
'FOK': true,
'PO': true,
'GTD': false,
},
'hedged': false,
'trailing': true,
'leverage': false,
'marketBuyRequiresPrice': false,
'marketBuyByCost': false,
'selfTradePrevention': false,
'iceberg': false,
},
'createOrders': undefined,
'fetchMyTrades': {
'marginMode': false,
'limit': 100,
'daysBack': 100000,
'untilDays': 100000,
'symbolRequired': false,
},
'fetchOrder': {
'marginMode': false,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOpenOrders': {
'marginMode': false,
'limit': 500,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOrders': {
'marginMode': false,
'limit': 500,
'daysBack': 100000,
'untilDays': 100000,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchClosedOrders': {
'marginMode': false,
'limit': 500,
'daysBack': 100000,
'daysBackCanceled': undefined,
'untilDays': 100000,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOHLCV': {
'limit': 1000,
},
},
'swap': {
'linear': undefined,
'inverse': undefined,
},
'future': {
'linear': undefined,
'inverse': undefined,
},
},
'exceptions': {
'exact': {
'forbidden.': errors.PermissionDenied,
'40410000': errors.InvalidOrder,
'40010001': errors.BadRequest,
'40110000': errors.PermissionDenied,
'40310000': errors.InsufficientFunds,
'42910000': errors.RateLimitExceeded, // {"code":42910000,"message":"rate limit exceeded"}
},
'broad': {
'Invalid format for parameter': errors.BadRequest,
'Invalid symbol': errors.BadSymbol, // {"message":"Invalid symbol(s): BTC/USDdsda does not match ^[A-Z]+/[A-Z]+$"}
},
},
});
}
/**
* @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
*/
async fetchTime(params = {}) {
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;
}
/**
* @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
*/
async fetchMarkets(params = {}) {
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": 101,
// "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 assetClass = this.safeString(asset, 'class');
const baseId = this.safeString(parts, 0);
const quoteId = this.safeString(parts, 1);
const base = this.safeCurrencyCode(baseId);
let quote = this.safeCurrencyCode(quoteId);
// Us equity markets do not include quote in symbol.
// We can safely coerce us_equity quote to USD
if (quote === undefined && assetClass === 'us_equity') {
quote = 'USD';
}
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,
};
}
/**
* @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}
*/
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
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 symbolTrades = undefined;
if (method === 'marketPublicGetV1beta3CryptoLocTrades') {
if (since !== undefined) {
request['start'] = this.iso8601(since);
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.marketPublicGetV1beta3CryptoLocTrades(this.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"
// }
// ]
// }
// }
//
const trades = this.safeDict(response, 'trades', {});
symbolTrades = this.safeList(trades, marketId, []);
}
else if (method === 'marketPublicGetV1beta3CryptoLocLatestTrades') {
const response = await this.marketPublicGetV1beta3CryptoLocLatestTrades(this.extend(request, params));
//
// {
// "trades": {
// "BTC/USD": {
// "i": 36440704,
// "p": 22625,
// "s": 0.0001,
// "t": "2022-07-21T11:47:31.073391Z",
// "tks": "B"
// }
// }
// }
//
const trades = this.safeDict(response, 'trades', {});
symbolTrades = this.safeDict(trades, marketId, {});
symbolTrades = [symbolTrades];
}
else {
throw new errors.NotSupported(this.id + ' fetchTrades() does not support ' + method + ', marketPublicGetV1beta3CryptoLocTrades and marketPublicGetV1beta3CryptoLocLatestTrades are supported');
}
return this.parseTrades(symbolTrades, market, since, limit);
}
/**
* @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
*/
async fetchOrderBook(symbol, limit = undefined, params = {}) {
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.safeDict(response, 'orderbooks', {});
const rawOrderbook = this.safeDict(orderbooks, id, {});
const timestamp = this.parse8601(this.safeString(rawOrderbook, 't'));
return this.parseOrderBook(rawOrderbook, market['symbol'], timestamp, 'b', 'a', 'p', 's');
}
/**
* @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
*/
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
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 ohlcvs = 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);
const response = await this.marketPublicGetV1beta3CryptoLocBars(this.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=="
// }
//
const bars = this.safeDict(response, 'bars', {});
ohlcvs = this.safeList(bars, marketId, []);
}
else if (method === 'marketPublicGetV1beta3CryptoLocLatestBars') {
const response = await this.marketPublicGetV1beta3CryptoLocLatestBars(this.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
// }
// }
// }
//
const bars = this.safeDict(response, 'bars', {});
ohlcvs = this.safeDict(bars, marketId, {});
ohlcvs = [ohlcvs];
}
else {
throw new errors.NotSupported(this.id + ' fetchOHLCV() does not support ' + method + ', marketPublicGetV1beta3CryptoLocBars and marketPublicGetV1beta3CryptoLocLatestBars are supported');
}
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
];
}
/**
* @method
* @name alpaca#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://docs.alpaca.markets/reference/cryptosnapshots-1
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.loc] crypto location, default: us
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async fetchTicker(symbol, params = {}) {
await this.loadMarkets();
symbol = this.symbol(symbol);
const tickers = await this.fetchTickers([symbol], params);
return this.safeDict(tickers, symbol);
}
/**
* @method
* @name alpaca#fetchTickers
* @description fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
* @see https://docs.alpaca.markets/reference/cryptosnapshots-1
* @param {string[]} symbols unified symbols of the markets to fetch tickers for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.loc] crypto location, default: us
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async fetchTickers(symbols = undefined, params = {}) {
if (symbols === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchTickers() requires a symbols argument');
}
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const loc = this.safeString(params, 'loc', 'us');
const ids = this.marketIds(symbols);
const request = {
'symbols': ids.join(','),
'loc': loc,
};
params = this.omit(params, 'loc');
const response = await this.marketPublicGetV1beta3CryptoLocSnapshots(this.extend(request, params));
//
// {
// "snapshots": {
// "BTC/USD": {
// "dailyBar": {
// "c": 69403.554,
// "h": 69609.6515,
// "l": 69013.26,
// "n": 9,
// "o": 69536.7,
// "t": "2024-11-01T05:00:00Z",
// "v": 0.210809181,
// "vw": 69327.655393908
// },
// "latestQuote": {
// "ap": 69424.19,
// "as": 0.68149,
// "bp": 69366.086,
// "bs": 0.68312,
// "t": "2024-11-01T08:31:41.880246926Z"
// },
// "latestTrade": {
// "i": 5272941104897543146,
// "p": 69416.9,
// "s": 0.014017324,
// "t": "2024-11-01T08:14:28.245088803Z",
// "tks": "B"
// },
// "minuteBar": {
// "c": 69403.554,
// "h": 69403.554,
// "l": 69399.125,
// "n": 0,
// "o": 69399.125,
// "t": "2024-11-01T08:30:00Z",
// "v": 0,
// "vw": 0
// },
// "prevDailyBar": {
// "c": 69515.1415,
// "h": 72668.837,
// "l": 68796.85,
// "n": 129,
// "o": 72258.9,
// "t": "2024-10-31T05:00:00Z",
// "v": 2.217683307,
// "vw": 70782.6811608144
// }
// },
// }
// }
//
const results = [];
const snapshots = this.safeDict(response, 'snapshots', {});
const marketIds = Object.keys(snapshots);
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const market = this.safeMarket(marketId);
const entry = this.safeDict(snapshots, marketId);
const dailyBar = this.safeDict(entry, 'dailyBar', {});
const prevDailyBar = this.safeDict(entry, 'prevDailyBar', {});
const latestQuote = this.safeDict(entry, 'latestQuote', {});
const latestTrade = this.safeDict(entry, 'latestTrade', {});
const datetime = this.safeString(latestQuote, 't');
const ticker = this.safeTicker({
'info': entry,
'symbol': market['symbol'],
'timestamp': this.parse8601(datetime),
'datetime': datetime,
'high': this.safeString(dailyBar, 'h'),
'low': this.safeString(dailyBar, 'l'),
'bid': this.safeString(latestQuote, 'bp'),
'bidVolume': this.safeString(latestQuote, 'bs'),
'ask': this.safeString(latestQuote, 'ap'),
'askVolume': this.safeString(latestQuote, 'as'),
'vwap': this.safeString(dailyBar, 'vw'),
'open': this.safeString(dailyBar, 'o'),
'close': this.safeString(dailyBar, 'c'),
'last': this.safeString(latestTrade, 'p'),
'previousClose': this.safeString(prevDailyBar, 'c'),
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString(dailyBar, 'v'),
'quoteVolume': this.safeString(dailyBar, 'n'),
}, market);
results.push(ticker);
}
return this.filterByArray(results, 'symbol', symbols);
}
generateClientOrderId(params) {
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);
return clientOrderId;
}
/**
* @method
* @name alpaca#createMarketOrderWithCost
* @description create a market order by providing the symbol, side and cost
* @see https://docs.alpaca.markets/reference/postorder
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} side 'buy' or 'sell'
* @param {float} cost how much you want to trade in units of the quote currency
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createMarketOrderWithCost(symbol, side, cost, params = {}) {
await this.loadMarkets();
const req = {
'cost': cost,
};
return await this.createOrder(symbol, 'market', side, 0, undefined, this.extend(req, params));
}
/**
* @method
* @name alpaca#createMarketBuyOrderWithCost
* @description create a market buy order by providing the symbol and cost
* @see https://docs.alpaca.markets/reference/postorder
* @param {string} symbol unified symbol of the market to create an order in
* @param {float} cost how much you want to trade in units of the quote currency
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createMarketBuyOrderWithCost(symbol, cost, params = {}) {
await this.loadMarkets();
const req = {
'cost': cost,
};
return await this.createOrder(symbol, 'market', 'buy', 0, undefined, this.extend(req, params));
}
/**
* @method
* @name alpaca#createMarketSellOrderWithCost
* @description create a market sell order by providing the symbol and cost
* @see https://docs.alpaca.markets/reference/postorder
* @param {string} symbol unified symbol of the market to create an order in
* @param {float} cost how much you want to trade in units of the quote currency
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createMarketSellOrderWithCost(symbol, cost, params = {}) {
await this.loadMarkets();
const req = {
'cost': cost,
};
return await this.createOrder(symbol, 'market', 'sell', cost, undefined, this.extend(req, 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 fulfilled, 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
* @param {float} [params.cost] *market orders only* the cost of the order in units of the quote currency
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const id = market['id'];
const request = {
'symbol': id,
'side': side,
'type': type, // market, limit, stop_limit
};
const triggerPrice = this.safeStringN(params, ['triggerPrice', 'stop_price']);
if (triggerPrice !== undefined) {
let newType;
if (type.indexOf('limit') >= 0) {
newType = 'stop_limit';
}
else {
throw new errors.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 cost = this.safeString(params, 'cost');
if (cost !== undefined) {
params = this.omit(params, 'cost');
request['notional'] = this.costToPrecision(symbol, cost);
}
else {
request['qty'] = this.amountToPrecision(symbol, amount);
}
const defaultTIF = this.safeString(this.options, 'defaultTimeInForce');
request['time_in_force'] = this.safeString(params, 'timeInForce', defaultTIF);
params = this.omit(params, ['timeInForce', 'triggerPrice']);
request['client_order_id'] = this.generateClientOrderId(params);
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);
}
/**
* @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}
*/
async cancelOrder(id, symbol = undefined, params = {}) {
const request = {
'order_id': id,
};
const response = await this.traderPrivateDeleteV2OrdersOrderId(this.extend(request, params));
//
// {
// "code": 40410000,
// "message": "order is not found."
// }
//
return this.parseOrder(response);
}
/**
* @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}
*/
async cancelAllOrders(symbol = undefined, params = {}) {
await this.loadMarkets();
const response = await this.traderPrivateDeleteV2Orders(params);
if (Array.isArray(response)) {
return this.parseOrders(response, undefined);
}
else {
return [
this.safeOrder({
'info': response,
}),
];
}
}
/**
* @method
* @name alpaca#fetchOrder
* @description fetches information on an order made by the user
* @see https://docs.alpaca.markets/reference/getorderbyorderid
* @param {string} id the 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}
*/
async fetchOrder(id, symbol = undefined, params = {}) {
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);
}
/**
* @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}
*/
async fetchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
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'] = this.iso8601(until);
}
if (since !== undefined) {
request['after'] = this.iso8601(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);
}
/**
* @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}
*/
async fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'status': 'open',
};
return await this.fetchOrders(symbol, since, limit, this.extend(request, 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}
*/
async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'status': 'closed',
};
return await this.fetchOrders(symbol, since, limit, this.extend(request, params));
}
/**
* @method
* @name alpaca#editOrder
* @description edit a trade order
* @see https://docs.alpaca.markets/reference/patchorderbyorderid-1
* @param {string} id order id
* @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 the currency you want to trade in units of the base currency
* @param {float} [price] the price for the order, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.triggerPrice] the price to trigger a stop order
* @param {string} [params.timeInForce] for crypto trading either 'gtc' or 'ioc' can be used
* @param {string} [params.clientOrderId] a unique identifier for the order, automatically generated if not sent
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async editOrder(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
await this.loadMarkets();
const request = {
'order_id': id,
};
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
if (amount !== undefined) {
request['qty'] = this.amountToPrecision(symbol, amount);
}
const triggerPrice = this.safeStringN(params, ['triggerPrice', 'stop_price']);
if (triggerPrice !== undefined) {
request['stop_price'] = this.priceToPrecision(symbol, triggerPrice);
params = this.omit(params, 'triggerPrice');
}
if (price !== undefined) {
request['limit_price'] = this.priceToPrecision(symbol, price);
}
let timeInForce = undefined;
[timeInForce, params] = this.handleOptionAndParams2(params, 'editOrder', 'timeInForce', 'defaultTimeInForce');
if (timeInForce !== undefined) {
request['time_in_force'] = timeInForce;
}
request['client_order_id'] = this.generateClientOrderId(params);
params = this.omit(params, ['clientOrderId']);
const response = await this.traderPrivatePatchV2OrdersOrderId(this.extend(request, params));
return this.parseOrder(response, market);
}
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'),
'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);
}
/**
* @method
* @name alpaca#fetchMyTrades
* @description fetch all trades made by the user
* @see https://docs.alpaca.markets/reference/getaccountactivitiesbyactivitytype-1
* @param {string} [symbol] unified market symbol
* @param {int} [since] the earliest time in ms to fetch trades for
* @param {int} [limit] the maximum number of trade 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 trades for
* @param {string} [params.page_token] page_token - used for paging
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async fetchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
let request = {
'activity_type': 'FILL',
};
if (symbol !== undefined) {
market = this.market(symbol);
}
const until = this.safeInteger(params, 'until');
if (until !== undefined) {
params = this.omit(params, 'until');
request['until'] = this.iso8601(until);
}
if (since !== undefined) {
request['after'] = this.iso8601(since);
}
if (limit !== undefined) {
request['page_size'] = limit;
}
[request, params] = this.handleUntilOption('until', request, params);
const response = await this.traderPrivateGetV2AccountActivitiesActivityType(this.extend(request, params));
//
// [
// {
// "id": "20221228071929579::ca2aafd0-1270-4b56-b0a9-85423b4a07c8",
// "activity_type": "FILL",
// "transaction_time": "2022-12-28T12:19:29.579352Z",
// "type": "fill",
// "price": "67.31",
// "qty": "0.07",
// "side": "sell",
// "symbol": "LTC/USD",
// "leaves_qty": "0",
// "order_id": "82eebcf7-6e66-4b7e-93f8-be0df0e4f12e",
// "cum_qty": "0.07",
// "order_status": "filled",
// "swap_rate": "1"
// },
// ]
//
return this.parseTrades(response, market, since, limit);
}
parseTrade(trade, market = undefined) {
//
// fetchTrades
//
// {
// "t":"2022-06-14T05:00:00.027869Z",
// "x":"CBSE",
// "p":"21942.15",
// "s":"0.0001",
// "tks":"S",
// "i":"355681339"
// }
//
// fetchMyTrades
//
// {
// "id": "20221228071929579::ca2aafd0-1270-4b56-b0a9-85423b4a07c8",
// "activity_type": "FILL",
// "transaction_time": "2022-12-28T12:19:29.579352Z",
// "type": "fill",
// "price": "67.31",
// "qty": "0.07",
// "side": "sell",
// "symbol": "LTC/USD",
// "leaves_qty": "0",
// "order_id": "82eebcf7-6e66-4b7e-93f8-be0df0e4f12e",
// "cum_qty": "0.07",
// "order_status": "filled",
// "swap_rate": "1"
// },
//
const marketId = this.safeString2(trade, 'S', 'symbol');
const symbol = this.safeSymbol(marketId, market);
const datetime = this.safeString2(trade, 't', 'transaction_time');
const timestamp = this.parse8601(datetime);
const alpacaSide = this.safeString(trade, 'tks');
let side = this.safeString(trade, 'side');
if (alpacaSide === 'B') {
side = 'buy';
}
else if (alpacaSide === 'S') {
side = 'sell';
}
const priceString = this.safeString2(trade, 'p', 'price');
const amountString = this.safeString2(trade, 's', 'qty');
return this.safeTrade({
'info': trade,
'id': this.safeString2(trade, 'i', 'id'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'order': this.safeString(trade, 'order_id'),
'type': undefined,
'side': side,
'takerOrMaker': 'taker',
'price': priceString,
'amount': amountString,
'cost': undefined,
'fee': undefined,
}, market);
}
/**
* @method
* @name alpaca#fetchDepositAddress
* @description fetch the deposit address for a currency associated with this account
* @see https://docs.alpaca.markets/reference/listcryptofundingwallets
* @param {string} code unified currency code
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an [address structure]{@link https://docs.ccxt.com/#/?id=address-structure}
*/
async fetchDepositAddress(code, params = {}) {
await this.loadMarkets();
const currency = this.currency(code);
const request = {
'asset': currency['id'],
};
const response = await this.traderPrivateGetV2Wallets(this.extend(request, params));
//
// {
// "asset_id": "4fa30c85-77b7-4cbc-92dd-7b7513640aad",
// "address": "bc1q2fpskfnwem3uq9z8660e4z6pfv7aqfamysk75r",
// "created_at": "2024-11-03T07:30:05.609976344Z"
// }
//
return this.parseDepositAddress(response, currency);
}
parseDepositAddress(depositAddress, currency = undefined) {
//
// {
// "asset_id": "4fa30c85-77b7-4cbc-92dd-7b7513640aad",
// "address": "bc1q2fpskfnwem3uq9z8660e4z6pfv7aqfamysk75r",
// "created_at": "2024-11-03T07:30:05.609976344Z"
// }
//
let parsedCurrency = undefined;
if (currency !== undefined) {
parsedCurrency = currency['id'];
}
return {
'info': depositAddress,
'currency': parsedCurrency,
'network': undefined,
'address': this.safeString(depositAddress, 'address'),
'tag': undefined,
};
}
/**
* @method
* @name alpaca#withdraw
* @description make a withdrawal
* @see https://docs.alpaca.markets/reference/createcryptotransferforaccount
* @param {string} code unified currency code
* @param {float} amount the amount to withdraw
* @param {string} address the address to withdraw to
* @param {string} tag a memo for the transaction
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [transaction structure]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async withdraw(code, amount, address, tag = undefined, params = {}) {
[tag, params] = this.handleWithdrawTagAndParams(tag, params);
this.checkAddress(address);
await this.loadMarkets();
const currency = this.currency(code);
if (tag) {
address = address + ':' + tag;
}
const request = {
'asset': currency['id'],
'address': address,
'amount': this.numberToString(amount),
};
const response = await this.traderPrivatePostV2WalletsTransfers(this.extend(request, params));
//
// {
// "id": "e27b70a6-5610-40d7-8468-a516a284b776",
// "tx_hash": null,
// "direction": "OUTGOING",
// "amount": "20",
// "usd_value": "19.99856",
// "chain": "ETH",
// "asset": "USDT",
// "from_address": "0x123930E4dCA196E070d39B60c644C8Aae02f23",
// "to_address": "0x1232c0925196e4dcf05945f67f690153190fbaab",
// "status": "PROCESSING",
// "created_at": "2024-11-07T02:39:01.775495Z",
// "network_fee": "4",
// "fees": "0.1"
// }
//
return this.parseTransaction(response, currency);
}
async fetchTransactionsHelper(type, code, since, limit, params) {
await this.loadMarkets();
let currency = undefined;
if (code !== undefined) {
currency = this.currency(code);
}
const response = await this.traderPrivateGetV2WalletsTransfers(params);
//
// {
// "id": "e27b70a6-5610-40d7-8468-a516a284b776",
// "tx_hash": null,
// "direction": "OUTGOING",
// "amount": "20",
// "usd_value": "19.99856",
// "chain": "ETH",
// "asset": "USDT",
// "from_address": "0x123930E4dCA196E070d39B60c644C8Aae02f23",
// "to_address": "0x1232c0925196e4dcf05945f67f690153190fbaab",
// "status": "PROCESSING",
// "created_at": "2024-11-07T02:39:01.775495Z",
// "network_fee": "4",
// "fees": "0.1"
// }
//
const results = [];
for (let i = 0; i < response.length; i++) {
const entry = response[i];
const direction = this.safeString(entry, 'direction');
if (direction === type) {
results.push(entry);
}
else if (type === 'BOTH') {
results.push(entry);
}
}
return this.parseTransactions(results, currency, since, limit, params);
}
/**
* @method
* @name alpaca#fetchDepositsWithdrawals
* @description fetch history of deposits and withdrawals
* @see https://docs.alpaca.markets/reference/listcryptofundingtransfers
* @param {string} [code] unified currency code for the currency of the deposit/withdrawals, default is undefined
* @param {int} [since] timestamp in ms of the earliest deposit/withdrawal, default is undefined
* @param {int} [limit] max number of deposit/withdrawals to return, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a list of [transaction structure]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async fetchDepositsWithdrawals(code = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchTransactionsHelper('BOTH', code, since, limit, params);
}
/**
* @method
* @name alpaca#fetchDeposits
* @description fetch all deposits made to an account
* @see https://docs.alpaca.markets/reference/listcryptofundingtransfers
* @param {string} [code] unified currency code
* @param {int} [since] the earliest time in ms to fetch deposits for
* @param {int} [limit] the maximum number of deposit structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async fetchDeposits(code = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchTransactionsHelper('INCOMING', code, since, limit, params);
}
/**
* @method
* @name alpaca#fetchWithdrawals
* @description fetch all withdrawals made from an account
* @see https://docs.alpaca.markets/reference/listcryptofundingtransfers
* @param {string} [code] unified currency code
* @param {int} [since] the earliest time in ms to fetch withdrawals for
* @param {int} [limit] the maximum number of withdrawal structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async fetchWithdrawals(code = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchTransactionsHelper('OUTGOING', code, since, limit, params);
}
parseTransaction(transaction, currency = undefined) {
//
// {
// "id": "e27b70a6-5610-40d7-8468-a516a284b776",
// "tx_hash": null,
// "direction": "OUTGOING",
// "amount": "20",
// "usd_value": "19.99856",
// "chain": "ETH",
// "asset": "USDT",
// "from_address": "0x123930E4dCA196E070d39B60c644C8Aae02f23",
// "to_address": "0x1232c0925196e4dcf05945f67f690153190fbaab",
// "status": "PROCESSING",
// "created_at": "2024-11-07T02:39:01.775495Z",
// "network_fee": "4",
// "fees": "0.1"
// }
//
const datetime = this.safeString(transaction, 'created_at');
const currencyId = this.safeString(transaction, 'asset');
const code = this.safeCurrencyCode(currencyId, currency);
const fees = this.safeString(transaction, 'fees');
const networkFee = this.safeString(transaction, 'network_fee');
const totalFee = Precise["default"].stringAdd(fees, networkFee);
const fee = {
'cost': this.parseNumber(totalFee),
'currency': code,
};
return {
'info': transaction,
'id': this.safeString(transaction, 'id'),
'txid': this.safeString(transaction, 'tx_hash'),
'timestamp': this.parse8601(datetime),
'datetime': datetime,
'network': this.safeString(transaction, 'chain'),
'address': this.safeString(transaction, 'to_address'),
'addressTo': this.safeString(transaction, 'to_address'),
'addressFrom': this.safeString(transaction, 'from_address'),
'tag': undefined,
'tagTo': undefined,
'tagFrom': undefined,
'type': this.parseTransactionType(this.safeString(transaction, 'direction')),
'amount': this.safeNumber(transaction, 'amount'),
'currency': code,
'status': this.parseTransactionStatus(this.safeString(transaction, 'status')),
'updated': undefined,
'fee': fee,
'comment': undefined,
'internal': undefined,
};
}
parseTransactionStatus(status) {
const statuses = {
'PROCESSING': 'pending',
'FAILED': 'failed',
'COMPLETE': 'ok',
};
return this.safeString(statuses, status, status);
}
parseTransactionType(type) {
const types = {
'INCOMING': 'deposit',
'OUTGOING': 'withdrawal',
};
return this.safeString(types, type, type);
}
/**
* @method
* @name alpaca#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @see https://docs.alpaca.markets/reference/getaccount-1
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async fetchBalance(params = {}) {
await this.loadMarkets();
const response = await this.traderPrivateGetV2Account(params);
//
// {
// "id": "43a01bde-4eb1-64fssc26adb5",
// "admin_configurations": {
// "allow_instant_ach": true,
// "max_margin_multiplier": "4"
// },
// "user_configurations": {
// "fractional_trading": true,
// "max_margin_multiplier": "4"
// },
// "account_number": "744873727",
// "status": "ACTIVE",
// "crypto_status": "ACTIVE",
// "currency": "USD",
// "buying_power": "5.92",
// "regt_buying_power": "5.92",
// "daytrading_buying_power": "0",
// "effective_buying_power": "5.92",
// "non_marginable_buying_power": "5.92",
// "bod_dtbp": "0",
// "cash": "5.92",
// "accrued_fees": "0",
// "portfolio_value": "48.6",
// "pattern_day_trader": false,
// "trading_blocked": false,
// "transfers_blocked": false,
// "account_blocked": false,
// "created_at": "2022-06-13T14:59:18.318096Z",
// "trade_suspended_by_user": false,
// "multiplier": "1",
// "shorting_enabled": false,
// "equity": "48.6",
// "last_equity": "48.8014266",
// "long_market_value": "42.68",
// "short_market_value": "0",
// "position_market_value": "42.68",
// "initial_margin": "0",
// "maintenance_margin": "0",
// "last_maintenance_margin": "0",
// "sma": "5.92",
// "daytrade_count": 0,
// "balance_asof": "2024-12-10",
// "crypto_tier": 1,
// "intraday_adjustments": "0",
// "pending_reg_taf_fees": "0"
// }
//
return this.parseBalance(response);
}
parseBalance(response) {
const result = { 'info': response };
const account = this.account();
const currencyId = this.safeString(response, 'currency');
const code = this.safeCurrencyCode(currencyId);
account['free'] = this.safeString(response, 'cash');
account['total'] = this.safeString(response, 'equity');
result[code] = account;
return this.safeBalance(result);
}
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') {
this.checkRequiredCredentials();
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 errors.ExchangeError(feedback);
}
return undefined;
}
}
module.exports = alpaca;