Alpaca Trader

alpaca_trader/api.py

@@ -0,0 +1,91 @@
+import time
+import backoff
+import alpaca_trade_api as tradeapi
+
+
+class AlpacaClient:
+    def __init__(self, api_key_id, api_secret_key, base_url, api_version="v2"):
+        self.api = tradeapi.REST(api_key_id, api_secret_key, base_url, api_version=api_version)
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def get_account(self):
+        return self.api.get_account()
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def get_clock(self):
+        return self.api.get_clock()
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def get_bars(self, symbol, timeframe, **kwargs):
+        bars = self.api.get_bars(symbol, timeframe, **kwargs)
+        if bars is None:
+            return None
+        return bars.df
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def get_latest_quote(self, symbol):
+        return self.api.get_latest_quote(symbol)
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def submit_order(self, **kwargs):
+        return self.api.submit_order(**kwargs)
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def get_order(self, order_id):
+        return self.api.get_order(order_id)
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def cancel_order(self, order_id):
+        return self.api.cancel_order(order_id)
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def list_positions(self):
+        return self.api.list_positions()
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def list_orders(self, **kwargs):
+        return self.api.list_orders(**kwargs)
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def close_all_positions(self):
+        return self.api.close_all_positions()
+    
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
+    def get_position(self, symbol):
+        return self.api.get_position(symbol)
+    
+    def place_order(self, symbol, side, notional, limit_price, limit_order_timeout):
+        quote = self.get_latest_quote(symbol)
+        if quote is None:
+            return None
+        bid_price = getattr(quote, 'bid_price', None)
+        ask_price = getattr(quote, 'ask_price', None)
+        if limit_price:
+            price_source = limit_price
+        else:
+            price_source = bid_price if side == "buy" else ask_price
+        if price_source is None:
+            return None
+        shares = int(notional / price_source)
+        if shares == 0:
+            return None
+        if limit_price:
+            order = self.submit_order(symbol=symbol, qty=shares, side=side, type="limit", limit_price=round(limit_price, 2), time_in_force="day")
+            start = time.time()
+            while time.time() - start < limit_order_timeout:
+                status = self.get_order(order.id)
+                if status.status == "filled":
+                    return float(status.filled_avg_price)
+                if status.status in {"cancelled", "expired", "rejected"}:
+                    return None
+                time.sleep(2)
+            self.cancel_order(order.id)
+            return None
+        order = self.submit_order(symbol=symbol, qty=shares, side=side, type="market", time_in_force="day")
+        status = self.get_order(order.id)
+        while status.status not in {"filled", "cancelled", "expired", "rejected"}:
+            time.sleep(0.5)
+            status = self.get_order(order.id)
+        if status.status == "filled":
+            return float(status.filled_avg_price)
+        return None