alpaca

package
v1.7.1 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Apr 2, 2022 License: Apache-2.0 Imports: 18 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	TradeUpdates   = "trade_updates"
	AccountUpdates = "account_updates"
)
View Source 
const (
	MaxConnectionAttempts = 3
)

Variables

View Source 
var (
	// DefaultClient is the default Alpaca client using the
	// environment variable set credentials
	DefaultClient = NewClient(common.Credentials())
)

Functions

func CancelOrder 

func CancelOrder(orderID string) error

CancelOrder submits a request to cancel an open order with the default Alpaca client.

func GetBars 

func GetBars(
	symbol string, timeFrame v2.TimeFrame, adjustment v2.Adjustment,
	start, end time.Time, limit int,
) <-chan v2.BarItem

GetBars returns a channel that will be populated with the bars for the given symbol between the given start and end times, limited to the given limit, using the given and timeframe and adjustment.

func GetLatestQuote 

func GetLatestQuote(symbol string) (*v2.Quote, error)

GetLatestTrade returns the latest quote for a given symbol

func GetLatestTrade 

func GetLatestTrade(symbol string) (*v2.Trade, error)

GetLatestTrade returns the latest trade for a given symbol

func GetQuotes 

func GetQuotes(symbol string, start, end time.Time, limit int) <-chan v2.QuoteItem

GetQuotes returns a channel that will be populated with the quotes for the given symbol that happened between the given start and end times, limited to the given limit.

func GetSnapshot 

func GetSnapshot(symbol string) (*v2.Snapshot, error)

GetSnapshot returns the snapshot for a given symbol

func GetSnapshots 

func GetSnapshots(symbols []string) (map[string]*v2.Snapshot, error)

GetSnapshots returns the snapshots for a multiple symbols

func GetTrades 

func GetTrades(symbol string, start, end time.Time, limit int) <-chan v2.TradeItem

GetTrades returns a channel that will be populated with the trades for the given symbol that happened between the given start and end times, limited to the given limit.

func ListBars 

func ListBars(symbols []string, opts ListBarParams) (map[string][]Bar, error)

ListBars returns a map of bar lists corresponding to the provided symbol list that is filtered by the provided parameters with the default Alpaca client.

func SetBaseUrl 

func SetBaseUrl(baseUrl string)

Types

type APIError 

type APIError struct {
	Code    int    `json:"code"`
	Message string `json:"message"`
}

APIError wraps the detailed code and message supplied by Alpaca's API for debugging purposes

func (*APIError) Error 

func (e *APIError) Error() string

type Account 

type Account struct {
	ID                    string          `json:"id"`
	AccountNumber         string          `json:"account_number"`
	CreatedAt             time.Time       `json:"created_at"`
	UpdatedAt             time.Time       `json:"updated_at"`
	DeletedAt             *time.Time      `json:"deleted_at"`
	Status                string          `json:"status"`
	Currency              string          `json:"currency"`
	Cash                  decimal.Decimal `json:"cash"`
	CashWithdrawable      decimal.Decimal `json:"cash_withdrawable"`
	TradingBlocked        bool            `json:"trading_blocked"`
	TransfersBlocked      bool            `json:"transfers_blocked"`
	AccountBlocked        bool            `json:"account_blocked"`
	ShortingEnabled       bool            `json:"shorting_enabled"`
	BuyingPower           decimal.Decimal `json:"buying_power"`
	PatternDayTrader      bool            `json:"pattern_day_trader"`
	DaytradeCount         int64           `json:"daytrade_count"`
	DaytradingBuyingPower decimal.Decimal `json:"daytrading_buying_power"`
	RegTBuyingPower       decimal.Decimal `json:"regt_buying_power"`
	Equity                decimal.Decimal `json:"equity"`
	LastEquity            decimal.Decimal `json:"last_equity"`
	Multiplier            string          `json:"multiplier"`
	InitialMargin         decimal.Decimal `json:"initial_margin"`
	MaintenanceMargin     decimal.Decimal `json:"maintenance_margin"`
	LastMaintenanceMargin decimal.Decimal `json:"last_maintenance_margin"`
	LongMarketValue       decimal.Decimal `json:"long_market_value"`
	ShortMarketValue      decimal.Decimal `json:"short_market_value"`
	PortfolioValue        decimal.Decimal `json:"portfolio_value"`
}

func GetAccount 

func GetAccount() (*Account, error)

GetAccount returns the user's account information using the default Alpaca client.

type AccountActivitiesRequest 

type AccountActivitiesRequest struct {
	ActivityTypes *[]string  `json:"activity_types"`
	Date          *time.Time `json:"date"`
	Until         *time.Time `json:"until"`
	After         *time.Time `json:"after"`
	Direction     *string    `json:"direction"`
	PageSize      *int       `json:"page_size"`
}

type AccountActivity 

type AccountActivity struct {
	ID              string          `json:"id"`
	ActivityType    string          `json:"activity_type"`
	TransactionTime time.Time       `json:"transaction_time"`
	Type            string          `json:"type"`
	Price           decimal.Decimal `json:"price"`
	Qty             decimal.Decimal `json:"qty"`
	Side            string          `json:"side"`
	Symbol          string          `json:"symbol"`
	LeavesQty       decimal.Decimal `json:"leaves_qty"`
	CumQty          decimal.Decimal `json:"cum_qty"`
	Date            time.Time       `json:"date"`
	NetAmount       decimal.Decimal `json:"net_amount"`
	Description     string          `json:"description"`
	PerShareAmount  decimal.Decimal `json:"per_share_amount"`
}

func GetAccountActivities 

func GetAccountActivities(activityType *string, opts *AccountActivitiesRequest) ([]AccountActivity, error)

type AccountConfigurations 

type AccountConfigurations struct {
	DtbpCheck            DtbpCheck         `json:"dtbp_check"`
	NoShorting           bool              `json:"no_shorting"`
	TradeConfirmEmail    TradeConfirmEmail `json:"trade_confirm_email"`
	TradeSuspendedByUser bool              `json:"trade_suspended_by_user"`
}

func GetAccountConfigurations 

func GetAccountConfigurations() (*AccountConfigurations, error)

GetAccountConfigurations returns the account configs using the default Alpaca client.

func UpdateAccountConfigurations 

func UpdateAccountConfigurations(newConfigs AccountConfigurationsRequest) (*AccountConfigurations, error)

UpdateAccountConfigurations changes the account configs and returns the new configs using the default Alpaca client

type AccountConfigurationsRequest 

type AccountConfigurationsRequest struct {
	DtbpCheck            *string `json:"dtbp_check"`
	NoShorting           *bool   `json:"no_shorting"`
	TradeConfirmEmail    *string `json:"trade_confirm_email"`
	TradeSuspendedByUser *bool   `json:"trade_suspended_by_user"`
}

type AggV2 

type AggV2 struct {
	Timestamp     int64   `json:"t"`
	Ticker        string  `json:"T"`
	Open          float32 `json:"O"`
	High          float32 `json:"H"`
	Low           float32 `json:"L"`
	Close         float32 `json:"C"`
	Volume        int32   `json:"V"`
	NumberOfItems int     `json:"n"`
}

type Aggregates 

type Aggregates struct {
	Ticker       string  `json:"ticker"`
	Status       string  `json:"status"`
	Adjusted     bool    `json:"adjusted"`
	QueryCount   int     `json:"queryCount"`
	ResultsCount int     `json:"resultsCount"`
	Results      []AggV2 `json:"results"`
}

func GetAggregates 

func GetAggregates(symbol, timespan, from, to string) (*Aggregates, error)

GetAggregates returns the bars for the given symbol, timespan and date-range

type Asset 

type Asset struct {
	ID           string `json:"id"`
	Name         string `json:"name"`
	Exchange     string `json:"exchange"`
	Class        string `json:"asset_class"`
	Symbol       string `json:"symbol"`
	Status       string `json:"status"`
	Tradable     bool   `json:"tradable"`
	Marginable   bool   `json:"marginable"`
	Shortable    bool   `json:"shortable"`
	EasyToBorrow bool   `json:"easy_to_borrow"`
}

func GetAsset 

func GetAsset(symbol string) (*Asset, error)

GetAsset returns an asset for the given symbol with the default Alpaca client.

func ListAssets 

func ListAssets(status *string) ([]Asset, error)

ListAssets returns the list of assets, filtered by the input parameters with the default Alpaca client.

type Bar 

type Bar struct {
	Time   int64   `json:"t"`
	Open   float32 `json:"o"`
	High   float32 `json:"h"`
	Low    float32 `json:"l"`
	Close  float32 `json:"c"`
	Volume int32   `json:"v"`
}

func GetSymbolBars 

func GetSymbolBars(symbol string, opts ListBarParams) ([]Bar, error)

GetSymbolBars returns a list of bars corresponding to the provided symbol that is filtered by the provided parameters with the default Alpaca client.

func (*Bar) GetTime 

func (bar *Bar) GetTime() time.Time

type CalendarDay 

type CalendarDay struct {
	Date  string `json:"date"`
	Open  string `json:"open"`
	Close string `json:"close"`
}

func GetCalendar 

func GetCalendar(start, end *string) ([]CalendarDay, error)

GetCalendar returns the market calendar, sliced by the start and end dates using the default Alpaca client.

type Client 

type Client struct {
	// contains filtered or unexported fields
}

Client is an Alpaca REST API client

func NewClient 

func NewClient(credentials *common.APIKey) *Client

NewClient creates a new Alpaca client with specified credentials

func (*Client) CancelAllOrders 

func (c *Client) CancelAllOrders() error

CancelAllOrders submits a request to cancel an open order.

func (*Client) CancelOrder 

func (c *Client) CancelOrder(orderID string) error

CancelOrder submits a request to cancel an open order.

func (*Client) CloseAllPositions 

func (c *Client) CloseAllPositions() error

CloseAllPositions liquidates all open positions at market price.

func (*Client) ClosePosition 

func (c *Client) ClosePosition(symbol string) error

ClosePosition liquidates the position for the given symbol at market price.

func (*Client) GetAccount 

func (c *Client) GetAccount() (*Account, error)

GetAccount returns the user's account information.

func (*Client) GetAccountActivities 

func (c *Client) GetAccountActivities(activityType *string, opts *AccountActivitiesRequest) ([]AccountActivity, error)

func (*Client) GetAccountConfigurations 

func (c *Client) GetAccountConfigurations() (*AccountConfigurations, error)

GetConfigs returns the current account configurations

func (*Client) GetAggregates 

func (c *Client) GetAggregates(symbol, timespan, from, to string) (*Aggregates, error)

GetAggregates returns the bars for the given symbol, timespan and date-range

func (*Client) GetAsset 

func (c *Client) GetAsset(symbol string) (*Asset, error)

GetAsset returns an asset for the given symbol.

func (*Client) GetBars 

func (c *Client) GetBars(
	symbol string, timeFrame v2.TimeFrame, adjustment v2.Adjustment,
	start, end time.Time, limit int,
) <-chan v2.BarItem

GetBars returns a channel that will be populated with the bars for the given symbol between the given start and end times, limited to the given limit, using the given and timeframe and adjustment.

func (*Client) GetCalendar 

func (c *Client) GetCalendar(start, end *string) ([]CalendarDay, error)

GetCalendar returns the market calendar, sliced by the start and end dates.

func (*Client) GetClock 

func (c *Client) GetClock() (*Clock, error)

GetClock returns the current market clock.

func (*Client) GetCryptoBars 

func (c *Client) GetCryptoBars(symbol string, opts GetCryptoBarsParams) ([]CryptoBar, error)

func (*Client) GetLastQuote 

func (c *Client) GetLastQuote(symbol string) (*LastQuoteResponse, error)

GetLastQuote returns the last quote for the given symbol

func (*Client) GetLastTrade 

func (c *Client) GetLastTrade(symbol string) (*LastTradeResponse, error)

GetLastTrade returns the last trade for the given symbol

func (*Client) GetLatestQuote 

func (c *Client) GetLatestQuote(symbol string) (*v2.Quote, error)

GetLatestQuote returns the latest quote for a given symbol

func (*Client) GetLatestTrade 

func (c *Client) GetLatestTrade(symbol string) (*v2.Trade, error)

GetLatestTrade returns the latest trade for a given symbol

func (*Client) GetOrder 

func (c *Client) GetOrder(orderID string) (*Order, error)

GetOrder submits a request to get an order by the order ID.

func (*Client) GetOrderByClientOrderID 

func (c *Client) GetOrderByClientOrderID(clientOrderID string) (*Order, error)

GetOrderByClientOrderID submits a request to get an order by the client order ID.

func (*Client) GetPortfolioHistory 

func (c *Client) GetPortfolioHistory(period *string, timeframe *RangeFreq, dateEnd *time.Time, extendedHours bool) (*PortfolioHistory, error)

func (*Client) GetPosition 

func (c *Client) GetPosition(symbol string) (*Position, error)

GetPosition returns the account's position for the provided symbol.

func (*Client) GetQuotes 

func (c *Client) GetQuotes(symbol string, start, end time.Time, limit int) <-chan v2.QuoteItem

GetQuotes returns a channel that will be populated with the quotes for the given symbol that happened between the given start and end times, limited to the given limit.

func (*Client) GetSnapshot 

func (c *Client) GetSnapshot(symbol string) (*v2.Snapshot, error)

GetSnapshot returns the snapshot for a given symbol

func (*Client) GetSnapshots 

func (c *Client) GetSnapshots(symbols []string) (map[string]*v2.Snapshot, error)

GetSnapshots returns the snapshots for multiple symbol

func (*Client) GetSymbolBars 

func (c *Client) GetSymbolBars(symbol string, opts ListBarParams) ([]Bar, error)

GetSymbolBars is a convenience method for getting the market data for one symbol

func (*Client) GetTrades 

func (c *Client) GetTrades(symbol string, start, end time.Time, limit int) <-chan v2.TradeItem

GetTrades returns a channel that will be populated with the trades for the given symbol that happened between the given start and end times, limited to the given limit.

func (*Client) ListAssets 

func (c *Client) ListAssets(status *string) ([]Asset, error)

ListAssets returns the list of assets, filtered by the input parameters.

func (*Client) ListBars 

func (c *Client) ListBars(symbols []string, opts ListBarParams) (map[string][]Bar, error)

ListBars returns a list of bar lists corresponding to the provided symbol list, and filtered by the provided parameters.

func (*Client) ListOrders 

func (c *Client) ListOrders(status *string, until *time.Time, limit *int, nested *bool) ([]Order, error)

ListOrders returns the list of orders for an account, filtered by the input parameters.

func (*Client) ListPositions 

func (c *Client) ListPositions() ([]Position, error)

ListPositions lists the account's open positions.

func (*Client) PlaceOrder 

func (c *Client) PlaceOrder(req PlaceOrderRequest) (*Order, error)

PlaceOrder submits an order request to buy or sell an asset.

func (*Client) ReplaceOrder 

func (c *Client) ReplaceOrder(orderID string, req ReplaceOrderRequest) (*Order, error)

ReplaceOrder submits a request to replace an order by id

func (*Client) UpdateAccountConfigurations 

func (c *Client) UpdateAccountConfigurations(newConfigs AccountConfigurationsRequest) (*AccountConfigurations, error)

EditConfigs patches the account configs

type ClientMsg 

type ClientMsg struct {
	Action string      `json:"action" msgpack:"action"`
	Data   interface{} `json:"data" msgpack:"data"`
}

ClientMsg is the standard message sent by clients of the stream interface

type Clock 

type Clock struct {
	Timestamp time.Time `json:"timestamp"`
	IsOpen    bool      `json:"is_open"`
	NextOpen  time.Time `json:"next_open"`
	NextClose time.Time `json:"next_close"`
}

func GetClock 

func GetClock() (*Clock, error)

GetClock returns the current market clock using the default Alpaca client.

type CryptoBar 

type CryptoBar struct {
	Time     string  `json:"t"`
	Exchange string  `json:"x"`
	Open     float64 `json:"o"`
	High     float64 `json:"h"`
	Low      float64 `json:"l"`
	Close    float64 `json:"c"`
	Volume   float64 `json:"v"`
	Trades   int64   `json:"n"`
}

type DtbpCheck 

type DtbpCheck string
const (
	Entry DtbpCheck = "entry"
	Exit  DtbpCheck = "exit"
	Both  DtbpCheck = "both"
)

type Fundamental 

type Fundamental struct {
	AssetID           string          `json:"asset_id"`
	Symbol            string          `json:"symbol"`
	FullName          string          `json:"full_name"`
	IndustryName      string          `json:"industry_name"`
	IndustryGroup     string          `json:"industry_group"`
	Sector            string          `json:"sector"`
	PERatio           float32         `json:"pe_ratio"`
	PEGRatio          float32         `json:"peg_ratio"`
	Beta              float32         `json:"beta"`
	EPS               float32         `json:"eps"`
	MarketCap         int64           `json:"market_cap"`
	SharesOutstanding int64           `json:"shares_outstanding"`
	AvgVol            int64           `json:"avg_vol"`
	DivRate           float32         `json:"div_rate"`
	ROE               float32         `json:"roe"`
	ROA               float32         `json:"roa"`
	PS                float32         `json:"ps"`
	PC                float32         `json:"pc"`
	GrossMargin       float32         `json:"gross_margin"`
	FiftyTwoWeekHigh  decimal.Decimal `json:"fifty_two_week_high"`
	FiftyTwoWeekLow   decimal.Decimal `json:"fifty_two_week_low"`
	ShortDescription  string          `json:"short_description"`
	LongDescription   string          `json:"long_description"`
}

type GetCryptoBarsParams 

type GetCryptoBarsParams struct {
	Exchanges string
	Start     time.Time
	End       time.Time
	Limit     int
	PageToken string
	Timeframe string
}

type GetCryptoBarsResponse 

type GetCryptoBarsResponse struct {
	Bars          []CryptoBar `json:"bars"`
	Symbol        string      `json:"symbol"`
	NextPageToken string      `json:"next_page_token"`
}

type LastQuote 

type LastQuote struct {
	AskPrice    float32 `json:"askprice"`
	AskSize     int32   `json:"asksize"`
	AskExchange int     `json:"askexchange"`
	BidPrice    float32 `json:"bidprice"`
	BidSize     int32   `json:"bidsize"`
	BidExchange int     `json:"bidexchange"`
	Timestamp   int64   `json:"timestamp"`
}

func (*LastQuote) Time 

func (l *LastQuote) Time() time.Time

type LastQuoteResponse 

type LastQuoteResponse struct {
	Status string    `json:"status"`
	Symbol string    `json:"symbol"`
	Last   LastQuote `json:"last"`
}

func GetLastQuote 

func GetLastQuote(symbol string) (*LastQuoteResponse, error)

GetLastQuote returns the last quote for the given symbol

type LastTrade 

type LastTrade struct {
	Price     float32 `json:"price"`
	Size      int32   `json:"size"`
	Exchange  int     `json:"exchange"`
	Cond1     int     `json:"cond1"`
	Cond2     int     `json:"cond2"`
	Cond3     int     `json:"cond3"`
	Cond4     int     `json:"cond4"`
	Timestamp int64   `json:"timestamp"`
}

func (*LastTrade) Time 

func (l *LastTrade) Time() time.Time

type LastTradeResponse 

type LastTradeResponse struct {
	Status string    `json:"status"`
	Symbol string    `json:"symbol"`
	Last   LastTrade `json:"last"`
}

func GetLastTrade 

func GetLastTrade(symbol string) (*LastTradeResponse, error)

GetLastTrade returns the last trade for the given symbol

type ListBarParams 

type ListBarParams struct {
	Timeframe string     `url:"timeframe,omitempty"`
	StartDt   *time.Time `url:"start_dt,omitempty"`
	EndDt     *time.Time `url:"end_dt,omitempty"`
	Limit     *int       `url:"limit,omitempty"`
}

type Order 

type Order struct {
	ID             string           `json:"id"`
	ClientOrderID  string           `json:"client_order_id"`
	CreatedAt      time.Time        `json:"created_at"`
	UpdatedAt      time.Time        `json:"updated_at"`
	SubmittedAt    time.Time        `json:"submitted_at"`
	FilledAt       *time.Time       `json:"filled_at"`
	ExpiredAt      *time.Time       `json:"expired_at"`
	CanceledAt     *time.Time       `json:"canceled_at"`
	FailedAt       *time.Time       `json:"failed_at"`
	ReplacedAt     *time.Time       `json:"replaced_at"`
	Replaces       *string          `json:"replaces"`
	ReplacedBy     *string          `json:"replaced_by"`
	AssetID        string           `json:"asset_id"`
	Symbol         string           `json:"symbol"`
	Exchange       string           `json:"exchange"`
	Class          string           `json:"asset_class"`
	Qty            decimal.Decimal  `json:"qty"`
	Notional       decimal.Decimal  `json:"notional"`
	FilledQty      decimal.Decimal  `json:"filled_qty"`
	Type           OrderType        `json:"order_type"`
	Side           Side             `json:"side"`
	TimeInForce    TimeInForce      `json:"time_in_force"`
	LimitPrice     *decimal.Decimal `json:"limit_price"`
	FilledAvgPrice *decimal.Decimal `json:"filled_avg_price"`
	StopPrice      *decimal.Decimal `json:"stop_price"`
	TrailPrice     *decimal.Decimal `json:"trail_price"`
	TrailPercent   *decimal.Decimal `json:"trail_percent"`
	Hwm            *decimal.Decimal `json:"hwm"`
	Status         string           `json:"status"`
	ExtendedHours  bool             `json:"extended_hours"`
	Legs           *[]Order         `json:"legs"`
}

func GetOrder 

func GetOrder(orderID string) (*Order, error)

GetOrder returns a single order for the given `orderID` using the default Alpaca client.

func GetOrderByClientOrderID 

func GetOrderByClientOrderID(clientOrderID string) (*Order, error)

GetOrderByClientOrderID returns a single order for the given `clientOrderID` using the default Alpaca client.

func ListOrders 

func ListOrders(status *string, until *time.Time, limit *int, nested *bool) ([]Order, error)

ListOrders returns the list of orders for an account, filtered by the input parameters using the default Alpaca client.

func PlaceOrder 

func PlaceOrder(req PlaceOrderRequest) (*Order, error)

PlaceOrder submits an order request to buy or sell an asset with the default Alpaca client.

func ReplaceOrder 

func ReplaceOrder(orderID string, req ReplaceOrderRequest) (*Order, error)

ReplaceOrder changes an order by order id using the default Alpaca client.

type OrderAttributes 

type OrderAttributes struct {
	TakeProfitLimitPrice *decimal.Decimal `json:"take_profit_limit_price,omitempty"`
	StopLossStopPrice    *decimal.Decimal `json:"stop_loss_stop_price,omitempty"`
	StopLossLimitPrice   *decimal.Decimal `json:"stop_loss_limit_price,omitempty"`
}

type OrderClass 

type OrderClass string
const (
	Bracket OrderClass = "bracket"
	Oto     OrderClass = "oto"
	Oco     OrderClass = "oco"
	Simple  OrderClass = "simple"
)

type OrderType 

type OrderType string
const (
	Market       OrderType = "market"
	Limit        OrderType = "limit"
	Stop         OrderType = "stop"
	StopLimit    OrderType = "stop_limit"
	TrailingStop OrderType = "trailing_stop"
)

type PlaceOrderRequest 

type PlaceOrderRequest struct {
	AccountID     string           `json:"-"`
	AssetKey      *string          `json:"symbol"`
	Qty           decimal.Decimal  `json:"qty"`
	Notional      decimal.Decimal  `json:"notional"`
	Side          Side             `json:"side"`
	Type          OrderType        `json:"type"`
	TimeInForce   TimeInForce      `json:"time_in_force"`
	LimitPrice    *decimal.Decimal `json:"limit_price"`
	ExtendedHours bool             `json:"extended_hours"`
	StopPrice     *decimal.Decimal `json:"stop_price"`
	ClientOrderID string           `json:"client_order_id"`
	OrderClass    OrderClass       `json:"order_class"`
	TakeProfit    *TakeProfit      `json:"take_profit"`
	StopLoss      *StopLoss        `json:"stop_loss"`
	TrailPrice    *decimal.Decimal `json:"trail_price"`
	TrailPercent  *decimal.Decimal `json:"trail_percent"`
}

func (PlaceOrderRequest) MarshalJSON 

func (req PlaceOrderRequest) MarshalJSON() ([]byte, error)

type PortfolioHistory 

type PortfolioHistory struct {
	BaseValue     decimal.Decimal   `json:"base_value"`
	Equity        []decimal.Decimal `json:"equity"`
	ProfitLoss    []decimal.Decimal `json:"profit_loss"`
	ProfitLossPct []decimal.Decimal `json:"profit_loss_pct"`
	Timeframe     RangeFreq         `json:"timeframe"`
	Timestamp     []int64           `json:"timestamp"`
}

func GetPortfolioHistory 

func GetPortfolioHistory(period *string, timeframe *RangeFreq, dateEnd *time.Time, extendedHours bool) (*PortfolioHistory, error)

type Position 

type Position struct {
	AssetID        string          `json:"asset_id"`
	Symbol         string          `json:"symbol"`
	Exchange       string          `json:"exchange"`
	Class          string          `json:"asset_class"`
	AccountID      string          `json:"account_id"`
	EntryPrice     decimal.Decimal `json:"avg_entry_price"`
	Qty            decimal.Decimal `json:"qty"`
	Side           string          `json:"side"`
	MarketValue    decimal.Decimal `json:"market_value"`
	CostBasis      decimal.Decimal `json:"cost_basis"`
	UnrealizedPL   decimal.Decimal `json:"unrealized_pl"`
	UnrealizedPLPC decimal.Decimal `json:"unrealized_plpc"`
	CurrentPrice   decimal.Decimal `json:"current_price"`
	LastdayPrice   decimal.Decimal `json:"lastday_price"`
	ChangeToday    decimal.Decimal `json:"change_today"`
}

func GetPosition 

func GetPosition(symbol string) (*Position, error)

GetPosition returns the account's position for the provided symbol using the default Alpaca client.

func ListPositions 

func ListPositions() ([]Position, error)

ListPositions lists the account's open positions using the default Alpaca client.

type RangeFreq 

type RangeFreq string
const (
	Min1  RangeFreq = "1Min"
	Min5  RangeFreq = "5Min"
	Min15 RangeFreq = "15Min"
	Hour1 RangeFreq = "1H"
	Day1  RangeFreq = "1D"
)

type ReplaceOrderRequest 

type ReplaceOrderRequest struct {
	Qty           *decimal.Decimal `json:"qty"`
	LimitPrice    *decimal.Decimal `json:"limit_price"`
	StopPrice     *decimal.Decimal `json:"stop_price"`
	Trail         *decimal.Decimal `json:"trail"`
	TimeInForce   TimeInForce      `json:"time_in_force"`
	ClientOrderID string           `json:"client_order_id"`
}

type ServerMsg 

type ServerMsg struct {
	Stream string      `json:"stream" msgpack:"stream"`
	Data   interface{} `json:"data"`
}

ServerMsg is the standard message sent by the server to update clients of the stream interface

type Side 

type Side string
const (
	Buy  Side = "buy"
	Sell Side = "sell"
)

type StopLoss 

type StopLoss struct {
	LimitPrice *decimal.Decimal `json:"limit_price"`
	StopPrice  *decimal.Decimal `json:"stop_price"`
}

type Stream 

type Stream struct {
	sync.Mutex
	sync.Once
	// contains filtered or unexported fields
}

func GetDataStream 

func GetDataStream() *Stream

func GetStream 

func GetStream() *Stream

GetStream returns the singleton Alpaca stream structure.

func (*Stream) Close 

func (s *Stream) Close() error

Close gracefully closes the Alpaca stream.

func (*Stream) Subscribe 

func (s *Stream) Subscribe(channel string, handler func(msg interface{})) (err error)

Subscribe to the specified Alpaca stream channel.

func (*Stream) Unsubscribe 

func (s *Stream) Unsubscribe(channel string) (err error)

Unsubscribe the specified Polygon stream channel.

type StreamAgg 

type StreamAgg struct {
	Event             string  `json:"ev"`
	Symbol            string  `json:"T"`
	Open              float32 `json:"o"`
	High              float32 `json:"h"`
	Low               float32 `json:"l"`
	Close             float32 `json:"c"`
	Volume            int32   `json:"v"`
	Start             int64   `json:"s"`
	End               int64   `json:"e"`
	OpenPrice         float32 `json:"op"`
	AccumulatedVolume int32   `json:"av"`
	VWAP              float32 `json:"vw"`
}

func (*StreamAgg) Time 

func (s *StreamAgg) Time() time.Time

type StreamQuote 

type StreamQuote struct {
	Event       string  `json:"ev"`
	Symbol      string  `json:"T"`
	BidPrice    float32 `json:"p"`
	BidSize     int32   `json:"s"`
	BidExchange int     `json:"x"`
	AskPrice    float32 `json:"P"`
	AskSize     int32   `json:"S"`
	AskExchange int     `json:"X"`
	Timestamp   int64   `json:"t"`
}

func (*StreamQuote) Time 

func (s *StreamQuote) Time() time.Time

type StreamTrade 

type StreamTrade struct {
	Event      string  `json:"ev"`
	Symbol     string  `json:"T"`
	TradeID    string  `json:"i"`
	Exchange   int     `json:"x"`
	Price      float32 `json:"p"`
	Size       int32   `json:"s"`
	Timestamp  int64   `json:"t"`
	Conditions []int   `json:"c"`
	TapeID     int     `json:"z"`
}

func (*StreamTrade) Time 

func (s *StreamTrade) Time() time.Time

type TakeProfit 

type TakeProfit struct {
	LimitPrice *decimal.Decimal `json:"limit_price"`
}

type TimeInForce 

type TimeInForce string
const (
	Day TimeInForce = "day"
	GTC TimeInForce = "gtc"
	OPG TimeInForce = "opg"
	IOC TimeInForce = "ioc"
	FOK TimeInForce = "fok"
	GTX TimeInForce = "gtx"
	GTD TimeInForce = "gtd"
	CLS TimeInForce = "cls"
)

type TradeConfirmEmail 

type TradeConfirmEmail string
const (
	None TradeConfirmEmail = "none"
	All  TradeConfirmEmail = "all"
)

type TradeUpdate 

type TradeUpdate struct {
	Event string `json:"event"`
	Order Order  `json:"order"`
}

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