This is a Java implementation for the Alpaca API. Alpaca lets you build and trade with real-time market data for free. This library is community developed and if you have any questions, please ask them on Github Discussions, the Alpaca Slack #dev-alpaca-java channel, or on the Alpaca Forums.
- Building
- Gradle Integration
- Maven Integration
- Maven Central Integrity
- Configuration
- AlpacaAPI Example
- PolygonAPI Example
To build this project yourself, clone the project and run:
./gradlew build
To build this project and install it to your local maven repo, run:
./gradlew build install
Add the following dependency to your build.gradle file:
dependencies {
compile "net.jacobpeterson:alpaca-java:6.0.1"
}
Add the following dependency to your pom.xml file:
<dependency>
<groupId>net.jacobpeterson</groupId>
<artifactId>alpaca-java</artifactId>
<version>6.0.1</version>
<scope>compile</scope>
</dependency>
Since this community-developed library uses sensitive information (e.g. your Alpaca API keys),
it's important to verify that the jar in Maven Central that is downloaded via Gradle or Maven is indeed the jar that is built
from this source code that you see on this Github repository. This library has been configured to create reproducible builds
that provide the same file checksums when built on any machine. Maven Central has a way to verify that artifacts are uploaded
by the domain holder of the artifact group ID (e.g. jacobpeterson.net) via PGP artifact signing, but lacks the ability
to verify the legitimacy of those artifacts in the context of an open-source library. To verify that this dependency
that you use in your trading algorithm projects is indeed legitimate, we need to compare the Jar MD5 checksum in Maven Central
with the Jar MD5 checksum from this source code:
- Clone the repo somewhere:
git clone https://github.com/Petersoj/alpaca-java cd alpaca-java- Checkout/reset to the latest version:
git reset 6.0.1 --hard - Build the project:
./gradlew build- If you build the project twice without a
cleantask in between (e.g../gradlew build; ./gradlew build), the MD5 checksum will change. - Use Java 8 (JDK 1.8) to build, otherwise the MD5 checksums will differ.
- If you build the project twice without a
- Generate the MD5 checksum:
md5 build/libs/alpaca-java-6.0.1.jar - Confirm that the checksum value in Maven Central is the same as in step 4:
curl https://repo1.maven.org/maven2/net/jacobpeterson/alpaca-java/6.0.1/alpaca-java-6.0.1.jar.md5
If the checksums are different, please create a new issue!
The current MD5 checksum of build 6.0.1 is: 425532e598e3d812b29a3270cf4c5e73
Creating an alpaca.properties file on the classpath of the following format allows you to easily load various properties
using the AlpacaAPI() default constructor:
key_id = <YOUR KEY>
secret = <YOUR SECRET>
base_api_url = https://paper-api.alpaca.markets
base_data_url = https://data.alpaca.markets
user_agent=a_user_agent
The default values for alpaca.properties can be found here.
Similarly, creating a polygon.properties file on the classpath of the following format allows you to easily load various properties
using the PolygonAPI() default constructor:
key_id = <YOUR KEY> (Note that this will default to what is set in alpaca.properties)
base_api_url = https://api.polygon.io
web_socket_server_url = wss://alpaca.socket.polygon.io/stocks
user_agent=a_user_agent
The default values for polygon.properties can be found here.
This example uses the AlpacaAPI class to subscribe to the Account and Trade Updates stream, print out the account information, submit a limit order, create a watchlist, and print out bars data. Click here for the general Alpaca API documentation and click here for the AlpacaAPI javadoc.
// This logs into Alpaca using the alpaca.properties file on the classpath.
AlpacaAPI alpacaAPI = new AlpacaAPI();
// Register explicitly for ACCOUNT_UPDATES and ORDER_UPDATES Messages via stream listener
try {
alpacaAPI.addAlpacaStreamListener(new AlpacaStreamListenerAdapter(
AlpacaStreamMessageType.ACCOUNT_UPDATES,
AlpacaStreamMessageType.TRADE_UPDATES) {
@Override
public void onStreamUpdate(AlpacaStreamMessageType streamMessageType, AlpacaStreamMessage streamMessage) {
switch (streamMessageType) {
case ACCOUNT_UPDATES:
AccountUpdateMessage accountUpdateMessage = (AccountUpdateMessage) streamMessage;
System.out.println("\nReceived Account Update: \n\t" +
accountUpdateMessage.toString().replace(",", ",\n\t"));
break;
case TRADE_UPDATES:
TradeUpdateMessage tradeUpdateMessage = (TradeUpdateMessage) streamMessage;
System.out.println("\nReceived Order Update: \n\t" +
tradeUpdateMessage.toString().replace(",", ",\n\t"));
break;
}
}
});
} catch (WebsocketException e) {
e.printStackTrace();
}
// Add an Alpaca Market data stream listener to listen to "T.AAPL", "Q.AAPL", and "AM.AAPL" messages
try {
alpacaAPI.addMarketDataStreamListener(
new MarketDataStreamListenerAdapter("AAPL", MarketDataStreamMessageType.values()) {
@Override
public void onStreamUpdate(MarketDataStreamMessageType streamMessageType,
MarketDataStreamMessage streamMessage) {
switch (streamMessageType) {
case QUOTES:
QuoteMessage quoteMessage = (QuoteMessage) streamMessage;
System.out.println("\nQuote Update: \n\t" +
quoteMessage.toString().replace(",", ",\n\t"));
break;
case TRADES:
TradeMessage tradeMessage = (TradeMessage) streamMessage;
System.out.println("\nTrade Update: \n\t" +
tradeMessage.toString().replace(",", ",\n\t"));
break;
case AGGREGATE_MINUTE:
AggregateMinuteMessage aggregateMinuteMessage = (AggregateMinuteMessage) streamMessage;
System.out.println("\nAggregate Minute Update: \n\t" +
aggregateMinuteMessage.toString().replace(",", ",\n\t"));
break;
}
}
});
} catch (WebsocketException e) {
e.printStackTrace();
}
// Get Account Information
try {
Account alpacaAccount = alpacaAPI.getAccount();
System.out.println("\n\nAccount Information:");
System.out.println("\t" + alpacaAccount.toString().replace(",", ",\n\t"));
} catch (AlpacaAPIRequestException e) {
e.printStackTrace();
}
// Request an Order
try {
Order aaplLimitOrder = alpacaAPI.requestNewLimitOrder("AAPL", 1, OrderSide.BUY, OrderTimeInForce.DAY,
201.30, true, null);
System.out.println("\n\nNew AAPL Order:");
System.out.println("\t" + aaplLimitOrder.toString().replace(",", ",\n\t"));
} catch (AlpacaAPIRequestException e) {
e.printStackTrace();
}
// Create watchlist
try {
Watchlist dayTradeWatchlist = alpacaAPI.createWatchlist("Day Trade", "AAPL");
System.out.println("\n\nDay Trade Watchlist:");
System.out.println("\t" + dayTradeWatchlist.toString().replace(",", ",\n\t"));
} catch (AlpacaAPIRequestException e) {
e.printStackTrace();
}
// Get bars
try {
ZonedDateTime start = ZonedDateTime.of(2019, 11, 18, 0, 0, 0, 0, ZoneId.of("America/New_York"));
ZonedDateTime end = ZonedDateTime.of(2019, 11, 22, 23, 59, 0, 0, ZoneId.of("America/New_York"));
Map<String, ArrayList<Bar>> bars = alpacaAPI.getBars(BarsTimeFrame.ONE_DAY, "AAPL", null, start, end,
null, null);
System.out.println("\n\nBars response:");
for (Bar bar : bars.get("AAPL")) {
System.out.println("\t==========");
System.out.println("\tUnix Time " + ZonedDateTime.ofInstant(Instant.ofEpochSecond(bar.getT()),
ZoneOffset.UTC));
System.out.println("\tOpen: $" + bar.getO());
System.out.println("\tHigh: $" + bar.getH());
System.out.println("\tLow: $" + bar.getL());
System.out.println("\tClose: $" + bar.getC());
System.out.println("\tVolume: " + bar.getV());
}
} catch (AlpacaAPIRequestException e) {
e.printStackTrace();
}This code will output the following:
Account Information:
Account@626abbd0[id=<account id>,
accountNumber=<account number>,
status=ACTIVE,
currency=USD,
cash=6982.96,
portfolioValue=99717.04,
patternDayTrader=false,
tradeSuspendedByUser=false,
tradingBlocked=false,
transfersBlocked=false,
accountBlocked=false,
createdAt=2019-08-11T22:19:17.959522Z,
shortingEnabled=true,
longMarketValue=106700,
shortMarketValue=0,
equity=99717.04,
lastEquity=97753.04,
multiplier=4,
buyingPower=265328.96,
initialMargin=53350,
maintenanceMargin=32010,
sma=0,
daytradeCount=0,
lastMaintenanceMargin=31420.8,
daytradingBuyingPower=265328.96,
regtBuyingPower=92734.08]
New AAPL Order:
Order@37313c65[id=<order id>,
clientOrderId=929e412f-32b6-4ddf-9729-d77a59c19ec8,
createdAt=2019-11-26T03:41:10.475959154Z,
updatedAt=2019-11-26T03:41:10.481465924Z,
submittedAt=2019-11-26T03:41:10.464752859Z,
filledAt=<null>,
expiredAt=<null>,
canceledAt=<null>,
failedAt=<null>,
assetId=b0b6dd9d-8b9b-48a9-ba46-b9d54906e415,
symbol=AAPL,
assetClass=us_equity,
qty=1,
filledQty=0,
type=limit,
side=buy,
timeInForce=day,
limitPrice=201.3,
stopPrice=<null>,
filledAvgPrice=<null>,
status=new,
extendedHours=true]
Received Order Update:
OrderUpdateMessage [event=NEW,
price=null,
timestamp=null,
order=net.jacobpeterson.alpaca.domain.Order@5c728415[id=<order id>,
clientOrderId=e23ca503-ebec-4754-b65a-ee42806fc67d,
createdAt=2019-11-23T14:41:05.503352Z,
updatedAt=2019-11-23T14:41:05.599835871Z,
submittedAt=2019-11-23T14:41:05.445148Z,
filledAt=<null>,
expiredAt=<null>,
canceledAt=<null>,
failedAt=<null>,
assetId=b0b6dd9d-8b9b-48a9-ba46-b9d54906e415,
symbol=AAPL,
exchange=<null>,
assetClass=us_equity,
qty=1,
filledQty=0,
type=limit,
side=buy,
timeInForce=day,
limitPrice=100,
stopPrice=<null>,
filledAvgPrice=<null>,
status=new]]
Day Trade Watchlist:
Watchlist@34bde49d[id=7c414350-79d8-4527-8892-f1667faa712a,
createdAt=2019-11-26T03:20:31.953679Z,
updatedAt=2019-11-26T03:20:31.953679Z,
name=Day Trade,
accountId=<account id>,
assets=[Asset@1b1cfb87[id=b0b6dd9d-8b9b-48a9-ba46-b9d54906e415,
_class=us_equity,
exchange=NASDAQ,
symbol=AAPL,
status=active,
tradable=true,
marginable=true,
shortable=true,
easyToBorrow=true]]]
Bars response:
==========
Unix Time 2019-11-18T05:00Z
Open: $265.8
High: $267.43
Low: $264.23
Close: $267.12
Volume: 1.8045658E7
==========
Unix Time 2019-11-19T05:00Z
Open: $267.9
High: $268.0
Low: $265.3926
Close: $266.29
Volume: 1.4685205E7
==========
Unix Time 2019-11-20T05:00Z
Open: $265.54
High: $266.083
Low: $260.4
Close: $263.22
Volume: 2.2181038E7
==========
Unix Time 2019-11-21T05:00Z
Open: $263.71
High: $264.005
Low: $261.18
Close: $262.01
Volume: 2.5411879E7
==========
Unix Time 2019-11-22T05:00Z
Open: $262.59
High: $263.18
Low: $260.84
Close: $261.84
Volume: 1.4021695E7
This example uses the PolygonAPI class to subscribe to the Polygon websocket stream, get stocks splits, and get aggregates. Click here for the general Polygon API documentation and click here for the PolygonAPI javadoc.
// This will use the key_id in the alpaca.properties file by default
PolygonAPI polygonAPI = new PolygonAPI();
String aaplTicker = "AAPL";
// Add a Polygon stream listener to listen to "T.AAPL", "Q.AAPL", "A.AAPL", "AM.AAPL", and status messages
try {
polygonAPI.addPolygonStreamListener(new PolygonStreamListenerAdapter(aaplTicker,
PolygonStreamMessageType.values()) {
@Override
public void onStreamUpdate(PolygonStreamMessageType streamMessageType, PolygonStreamMessage streamMessage) {
System.out.println("===> streamUpdate " + streamMessageType + " " + streamMessage);
}
});
} catch (WebsocketException e) {
e.printStackTrace();
}
try {
StockSplitsResponse stockSplitsResponse = polygonAPI.getStockSplits(aaplTicker);
System.out.println(aaplTicker + " Stock Split Response:");
System.out.println("\tStatus: " + stockSplitsResponse.getStatus());
System.out.println("\tCount: " + stockSplitsResponse.getCount());
for (StockSplit stockSplit : stockSplitsResponse.getResults()) {
System.out.println("\t" + stockSplit.toString().replace(",", ",\n\t"));
}
} catch (PolygonAPIRequestException e) {
e.printStackTrace();
}
try {
AggregatesResponse aggregatesResponse = polygonAPI.getAggregates(aaplTicker, 1, Timespan.DAY,
LocalDate.of(2019, 11, 18), LocalDate.of(2019, 11, 25), false);
System.out.println("Aggregate Response:");
System.out.println("\tStatus: " + aggregatesResponse.getStatus());
System.out.println("\tCount: " + aggregatesResponse.getResultsCount());
for (Aggregate aggregate : aggregatesResponse.getResults()) {
System.out.println("\t" + aggregate.toString().replace(",", ",\n\t"));
}
} catch (PolygonAPIRequestException e) {
e.printStackTrace();
}This code will output the following:
[INFO ] 2019-11-25 21:33:20.456 [main] PolygonWebsocketClient - Connected.
[DEBUG] 2019-11-25 21:33:20.485 [main] PolygonWebsocketClientEndpoint - sendMessage {"action":"auth","params":"<my key ID>"}
[INFO ] 2019-11-25 21:33:20.489 [main] PolygonWebsocketClient - Subscribing to A.AAPL
[INFO ] 2019-11-25 21:33:20.489 [main] PolygonWebsocketClient - Subscribing to T.AAPL
[INFO ] 2019-11-25 21:33:20.489 [main] PolygonWebsocketClient - Subscribing to AM.AAPL
[INFO ] 2019-11-25 21:33:20.489 [main] PolygonWebsocketClient - Subscribing to Q.AAPL
[DEBUG] 2019-11-25 21:33:20.491 [main] PolygonWebsocketClientEndpoint - sendMessage {"action":"subscribe","params":"A.AAPL,T.AAPL,AM.AAPL,Q.AAPL"}
[INFO ] 2019-11-25 21:33:20.492 [main] PolygonWebsocketClient - Subscriptions updated to {AAPL=[AGGREGATE_PER_SECOND, TRADES, AGGREGATE_PER_MINUTE, QUOTES]}
[INFO] 2019-11-25 21:33:20.508 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: net.jacobpeterson.domain.polygon.websocket.ChannelStatus@78428bcb[ev=status,status=connected,message=Connected Successfully]
[INFO] 2019-11-25 21:33:20.667 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: net.jacobpeterson.domain.polygon.websocket.ChannelStatus@629dc521[ev=status,status=auth_success,message=authenticated]
[INFO] 2019-11-25 21:33:20.735 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: net.jacobpeterson.domain.polygon.websocket.ChannelStatus@7f4d9c50[ev=status,status=success,message=subscribed to: A.AAPL]
[INFO] 2019-11-25 21:33:20.737 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: net.jacobpeterson.domain.polygon.websocket.ChannelStatus@2aa9728c[ev=status,status=success,message=subscribed to: T.AAPL]
[INFO] 2019-11-25 21:33:20.738 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: net.jacobpeterson.domain.polygon.websocket.ChannelStatus@4659b8c1[ev=status,status=success,message=subscribed to: AM.AAPL]
[INFO] 2019-11-25 21:33:20.738 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: net.jacobpeterson.domain.polygon.websocket.ChannelStatus@4a61d9e6[ev=status,status=success,message=subscribed to: Q.AAPL]
===> streamUpdate QUOTES QuotesMessage [ticker=AAPL, channelType=QUOTES, stockQuote=net.jacobpeterson.polygon.domain.StockQuote@4d5b710e[ev=<null>,sym=AAPL,bx=12,bp=124.86,bs=6,ax=12,ap=124.87,as=5,c=1,t=1559143439610], timestamp=2019-05-29T10:23:59.610]
===> streamUpdate QUOTES QuotesMessage [ticker=AAPL, channelType=QUOTES, stockQuote=net.jacobpeterson.polygon.domain.StockQuote@16b79976[ev=<null>,sym=AAPL,bx=12,bp=124.86,bs=4,ax=12,ap=124.87,as=5,c=1,t=1559143439712], timestamp=2019-05-29T10:23:59.712]
===> streamUpdate TRADES TradesMessage [ticker=AAPL, channelType=TRADES, stockTrade=net.jacobpeterson.polygon.domain.StockTrade@32b4aa49[ev=<null>,sym=AAPL,x=4,p=124.86,s=100,c=[],t=1559143439772], timestamp=2019-05-29T10:23:59.772]
===> streamUpdate AGGREGATE_PER_SECOND AggregateMessage [ticker=AAPL, channelType=AGGREGATE_PER_SECOND, stockAggregate=net.jacobpeterson.polygon.domain.StockAggregate@5ace47f7[ev=<null>,sym=AAPL,v=1131,av=6602041,op=125.5,vw=124.9778,o=124.8665,c=124.86,h=124.8665,l=124.86,a=124.8636,s=1559143439000,e=1559143440000], start=2019-05-29T10:23:59, end=2019-05-29T10:24]
AAPL Stock Split Response:
Status: OK
Count: 3
StockSplit@6b09fb41[ticker=AAPL,
exDate=2014-06-09,
paymentDate=2014-06-09,
recordDate=<null>,
declaredDate=<null>,
ratio=0.14285714285714285,
tofactor=<null>,
forfactor=<null>]
...
Aggregate Response:
Status: OK
Count: 5.0
Aggregate@6cd24612[ticker=<null>,
v=23984783,
o=265.8,
c=267.1,
h=267.43,
l=264.23,
t=1574053200000,
n=1]
Aggregate@5dafbe45[ticker=<null>,
v=21208039,
o=267.9,
c=266.29,
h=268.0,
l=265.3926,
t=1574139600000,
n=1]
...