Skip to content
BranchesTags
 
 

Repository files navigation

Maven Central Javadocs Build Status GitHub

Overview

This is a Java implementation for Alpaca. 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 the Alpaca Slack #dev-alpaca-java channel or on the Alpaca Forums.

Table of Contents

  1. Building
  2. Gradle Integration
  3. Maven Integration
  4. Maven Central Integrity
  5. Configuration
  6. AlpacaAPI Example
  7. PolygonAPI Example

Building

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

Gradle Integration

Add the following dependency to your build.gradle file:

dependencies {
    compile "net.jacobpeterson:alpaca-java:5.4"
}

Maven Integration

Add the following dependency to your pom.xml file:

<dependency>
    <groupId>net.jacobpeterson</groupId>
    <artifactId>alpaca-java</artifactId>
    <version>5.4</version>
    <scope>compile</scope>
</dependency>

Maven Central Integrity

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:

  1. Clone the repo somewhere: git clone https://github.com/Petersoj/alpaca-java
  2. cd alpaca-java
  3. Build the project: ./gradlew build
    1. Note: if you build the project twice without a clean task in between (e.g. ./gradlew build; ./gradlew build), the MD5 checksum will change.
  4. Generate the MD5 checksum: md5 build/libs/alpaca-java-5.4.jar
  5. 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/5.4/alpaca-java-5.4.jar.md5

If the checksums are different, please create a new issue!

Configuration

If you plan on using the alpaca.properties, set the following properties in an alpaca.properties file on the classpath:

api_version = <v1 or v2>
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, set the following properties in a polygon.properties file on the classpath for using the PolygonAPI:

#key_id will default to what is set in alpaca.properties
key_id = <INSERT HERE>
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.

AlpacaAPI Example

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
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;
        }
    }
});

// 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();
}

// Keep the Alpaca websocket stream open for 5 seconds
try {
    Thread.sleep(5000);
} catch (InterruptedException e) {
    e.printStackTrace();
}

This code will output the following:

Account Information:
        io.github.mainstringargs.domain.alpaca.account.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:
        io.github.mainstringargs.domain.alpaca.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=io.github.mainstringargs.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:
        io.github.mainstringargs.domain.alpaca.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=[io.github.mainstringargs.domain.alpaca.asset.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

PolygonAPI Example

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
polygonAPI.addPolygonStreamListener(new PolygonStreamListenerAdapter(aaplTicker,
        PolygonStreamMessageType.values()) {
    @Override
    public void onStreamUpdate(PolygonStreamMessageType streamMessageType, PolygonStreamMessage streamMessage) {
        System.out.println("===> streamUpdate " + streamMessageType + " " + streamMessage);
    }
});

// Sleep the current thread for 2 seconds so we can see some trade/quote/aggregates updates on the stream!
try {
    Thread.sleep(2000);
} catch (InterruptedException 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: io.github.mainstringargs.domain.polygon.websocket.ChannelStatus@78428bcb[ev=status,status=connected,message=Connected Successfully]
[INFO] 2019-11-25 21:33:20.667 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: io.github.mainstringargs.domain.polygon.websocket.ChannelStatus@629dc521[ev=status,status=auth_success,message=authenticated]
[INFO] 2019-11-25 21:33:20.735 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: io.github.mainstringargs.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: io.github.mainstringargs.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: io.github.mainstringargs.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: io.github.mainstringargs.domain.polygon.websocket.ChannelStatus@4a61d9e6[ev=status,status=success,message=subscribed to: Q.AAPL]
===> streamUpdate QUOTES QuotesMessage [ticker=AAPL, channelType=QUOTES, stockQuote=io.github.mainstringargs.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=io.github.mainstringargs.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=io.github.mainstringargs.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=io.github.mainstringargs.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
        io.github.mainstringargs.domain.polygon.stocksplits.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
        io.github.mainstringargs.domain.polygon.aggregates.Aggregate@6cd24612[ticker=<null>,
        v=23984783,
        o=265.8,
        c=267.1,
        h=267.43,
        l=264.23,
        t=1574053200000,
        n=1]
        io.github.mainstringargs.domain.polygon.aggregates.Aggregate@5dafbe45[ticker=<null>,
        v=21208039,
        o=267.9,
        c=266.29,
        h=268.0,
        l=265.3926,
        t=1574139600000,
        n=1]
        ...

About

Java API for the commission free, algo friendly, stock trading broker Alpaca https://alpaca.markets/ and the stock data vendor Polygon https://polygon.io

petersoj.github.io/alpaca-java/

Resources

Readme
MIT license
Activity

Stars

0 stars

Watchers

0 watching

Forks

0 forks
Report repository

Releases

Packages

Contributors

Languages