alpaca

README

Alpaca Data Connector

This module builds a MarketStore background worker which receives current price data of US stocks from Alpaca's streaming market data API. It runs as a goroutine behind the MarketStore process and keeps writing to the disk. The module uses the websocket streaming interface (to receive real-time updates).

Configuration

alpaca.so comes with the server by default, so to start using it simply configure it in the MarketStore configuration file.

Options

Name	Type	Default	Description
api_key	string	none	Your alpaca api key id
api_secret	string	none	The secret corresponding to your api_key
ws_server	string	wss://data.alpaca.markets/stream	The websocket server to connect to
ws_worker_count	int	10	The number of workers to use for WS message processing
feed	string	none	The data feed that will prefix all symbols
minute_bar_symbols	slice of strings	none	The symbols to retrieve minute bars for
quote_symbols	slice of strings	none	The symbols to retrieve quotes for
trade_symbols	slice of strings	none	The symbols to retrieve trades for

Example

Add the following to your config file:

bgworkers:
  - module: alpaca.so
    config:
      api_key: your_alpaca_key_id
      api_secret: your_alpaca_secret
      ws_server: wss://data.alpaca.markets/stream
      ws_worker_count: 10
      feed: alpacadatav1
      minute_bar_symbols:
        - '*'
      quote_symbols:
        - VOO
        - SPY
      trade_symbols:
        - AAPL