This project is managed via poetry so setup should be just running poetry install.
This repo is using pre-commit to setup some checks to happen at commit time to keep the
repo clean. To set these up after you've run poetry install just run poetry run pre-commit install to have
pre-commit setup these hooks
Note: AlpacaPy is in the very early stages of alpha development and is not production ready. Currently AlpacaPy interfaces with only the Market Data API, however the other APIs are coming soon.
Requesting Historical Market Data
To retrieve historical market data, you’ll need to instantiate a historical data client with your API keys. There are many different methods that allow you to access various stock and crypto data. To see the full range of data types available, read the API reference for market data.
In this example, we will query daily bar data for Apple Inc (AAPL) between January 1st 2021 and December 31st 2021. Then we will convert the data to a dataframe and print it out to the console.
from alpaca.data.historical import HistoricalDataClient
from alpaca.common.time import TimeFrame
API_KEY = 'api-key'
SECRET_KEY = 'secret-key'
client = HistoricalDataClient(API_KEY, SECRET_KEY)
bars = client.get_bars("AAPL", TimeFrame.Day, "2021-01-01", "2021-12-31")
print(bars.df)
# open high low close volume trade_count vwap
# timestamp
# 2021-01-04 133.56 133.6116 126.760 129.41 143302687 1310228 129.732580
# 2021-01-05 128.98 131.7400 128.430 131.01 97667342 707584 130.717944
# 2021-01-06 127.53 131.0499 126.382 126.60 155104120 1202580 128.350036
# 2021-01-07 128.38 131.6300 127.860 130.92 109581117 718363 130.153889
# 2021-01-08 132.50 132.6300 130.230 132.05 105158675 800071 131.565744
# ... ... ... ... ... ... ... ...
# 2021-12-27 177.10 180.4200 177.070 180.33 74912939 629431 179.056944
# 2021-12-28 180.20 181.3300 178.530 179.29 79103863 631316 179.707003
# 2021-12-29 179.30 180.6300 178.140 179.38 62325973 491576 179.455692
# 2021-12-30 179.59 180.5700 178.090 178.20 59770632 498613 179.374495
# 2021-12-31 178.00 179.2300 177.260 177.57 64038680 451478 177.800285
# [252 rows x 7 columns]Subscribing to Live Market Data
Live market data is available for both crypto and stocks via websocket interfaces. Keep in mind live stock data is only available during market hours on trading days, whereas live crypto data is available 24/7. In this example, we will subscribe to live quote data for Bitcoin (BTCUSD). To do so, first we will need to create an instance of the CryptoDataStream client with our API keys. Then we can create an asynchronous callback method to handle our live data as it is available.
from alpaca.data.live import CryptoDataStream
API_KEY = 'api-key'
SECRET_KEY = 'secret-key'
client = CryptoDataStream(API_KEY, SECRET_KEY)
# handler function will receive data as the data arrives
async def handler(data):
print(data)
# subscribe to quote data for BTCUSD
client.subscribe_quotes(handler, "BTCUSD")
# start websocket client
client.run()