config

Documentation

Index

• type Config
• type Subscription
  • func (s *Subscription) AsCanonical() []string

Types

type Config

type Config struct {
	// How many workers should be used to process the incoming WS messages
	WSWorkerCount int `json:"ws_worker_count"`
	// Alpaca API key ID for authenticating with their APIs
	APIKey string `json:"api_key"`
	// Alpaca API key secret for authenticating with their APIs
	APISecret string `json:"api_secret"`
	// websocket server for Alpaca
	WSServer string `json:"ws_server"`
	// The things we want to subscribe to
	Subscription
}

Config describes the AlpacaStreamer configuration

type Subscription

type Subscription struct {
	// Feed prefixes all symbols
	Feed string `json:"feed,omitempty"`
	// list of symbols whose minute bars are important
	MinuteBarSymbols []string `json:"minute_bar_symbols"`
	// list of symbols whose quotes are important
	QuoteSymbols []string `json:"quote_symbols"`
	// list of symbols whose trades are important
	TradeSymbols []string `json:"trade_symbols"`
}

Subscription is the collection of Bars, Quotes and Trades we subscribe to

func (*Subscription) AsCanonical

func (s *Subscription) AsCanonical() []string

AsCanonical returns the list of prefixed streams that we want to subscribe to