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update readme data v2
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@camelpac
camelpac committed Mar 17, 2021
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Expand Up @@ -49,82 +49,13 @@ we have 2 types of websockets:
- data websocket: get updates data equities
- account/trade websocket: get updates on your account

please refer to this [example](https://github.com/alpacahq/alpaca-trade-api-js/blob/master/examples/websocket_listener.js)
please refer to this [example](https://github.com/alpacahq/alpaca-trade-api-js/blob/master/examples/websocket_example_datav2.js)
code to see how to use the websockets.

##### Data WS
you could use one of the 2 websockets we provide:
1. The Alpaca WS
2. The Polygon WS

The default WS is Alpaca. and you could use it even if you don't have a
funded account. The polygon WS can only be used with a funded account.
<br>In order to use the Polygon WS you need to pass this parameter to the
Alpaca constructor `usePolygon: true`

##### Subscribing to the different WS
The other difference is the way we subscribe to different channels.
###### Alpaca
```js
client.subscribe(['alpacadatav1/T.FB', 'alpacadatav1/Q.AAPL', 'alpacadatav1/AM.GOOG'])
```
The Alapca websocket service now supports V2. Make sure you update your old sample code accordingly.<br>
You could use it even if you don't have a funded account. <br>

###### Polygon
```js
client.subscribe(['T.FB', 'Q.AAPL', 'AM.GOOG', 'A.TSLA'])
```
##### Example Code
```js
const client = alpaca.data_ws
client.onConnect(function() {
console.log("Connected")
client.subscribe(['alpacadatav1/T.FB', 'alpacadatav1/Q.AAPL', 'alpacadatav1/AM.AAPL']) // when using alpaca ws
client.subscribe(['alpacadatav1/T.FB', 'Q.AAPL', 'A.FB', 'AM.AAPL']) // when using polygon ws
})
client.onDisconnect(() => {
console.log("Disconnected")
})
client.onStateChange(newState => {
console.log(`State changed to ${newState}`)
})
client.onStockTrades(function(subject, data) {
console.log(`Stock trades: ${subject}, price: ${data.price}`)
})
client.onStockQuotes(function(subject, data) {
console.log(`Stock quotes: ${subject}, bid: ${data.bidprice}, ask: ${data.askprice}`)
})
client.onStockAggSec(function(subject, data) {
console.log(`Stock agg sec: ${subject}, ${data}`)
})
client.onStockAggMin(function(subject, data) {
console.log(`Stock agg min: ${subject}, ${data}`)
})
client.connect()
```

##### Account WS
used like this
```js
const updates_client = this.alpaca.trade_ws
updates_client.onConnect(function () {
console.log("Connected")
const trade_keys = ['trade_updates', 'account_updates']
updates_client.subscribe(trade_keys);
})
updates_client.onDisconnect(() => {
console.log("Disconnected")
})
updates_client.onStateChange(newState => {
console.log(`State changed to ${newState}`)
})
updates_client.onOrderUpdate(data => {
console.log(`Order updates: ${JSON.stringify(data)}`)
})
updates_client.onAccountUpdate(data => {
console.log(`Account updates: ${JSON.stringify(data)}`)
})
updates_client.connect()
```

## Methods

Expand Down Expand Up @@ -401,49 +332,38 @@ this.alpaca.deleteFromWatchlist('xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx', "AAPL").
#### Get Bars

```ts
getBars(
'minute' | '1Min' | '5Min' | '15Min' | 'day' | '1D',
symbol | symbol[], // which ticker symbols to get bars for
getBarsV2(
symbol,

{
limit: number,
start: date isoformat string yyyy-mm-ddThh:MM:ss-04:00,
end: date isoformat string yyyy-mm-ddThh:MM:ss-04:00,
after: date isoformat string yyyy-mm-ddThh:MM:ss-04:00,
until: date isoformat string yyyy-mm-ddThh:MM:ss-04:00
timeframe: "1Min" | "1Hour" | "1Day"
}
) => Promise<BarsObject>
```
###### example
```js
this.alpaca.getBars('1Min', ['AAPL', 'TSLA'], {start:'2020-04-20T09:30:00-04:00', end:'2020-04-29T16:00:00-04:00'}).then((response) => {
console.log(response)
})

this.alpaca.getBars('1D', ['AAPL', 'TSLA'], {start:'2020-04-20T00:00:00-04:00', end:'2020-04-29T00:00:00-04:00samples'}).then((response) => {
console.log(response)
})


let resp = this.alpaca.getBarsV2(
"AAPL",
{
start: "2021-02-01",
end: "2021-02-10",
limit: 2,
timeframe: "1Day",
adjustment: "all",
},
alpaca.configuration
);
const bars = [];

for await (let b of resp) {
console.log(b)
}
```
note: to get the date of response samples you could do this `console.log(new Date(resp['AAPL'][0].startEpochTime*1000))`

#### Get Aggregates

```ts
getAggregates(
symbol: string,
timespan: 'minute', 'hour', 'day', 'week', 'month', 'quarter', 'year',
from: Date,
to: Date,
) => Promise<AggregatesObject>
```
###### example
```js
this.alpaca.getAggregates('AAPL', 'minute', '2020-04-20', '2020-04-20').then((response) => {
console.log(response)
})
```

#### Last trade

```ts
Expand Down Expand Up @@ -472,28 +392,6 @@ this.alpaca.lastQuote('AAPL').then((response) => {
})
```

### Fundamentals
You could use the Polygon API (funded accounts) to get fundamental data:
* alpaca.getCompany() : Company details (https://polygon.io/docs/get_v1_meta_symbols__stocksTicker__company_anchor)
* alpaca.getDividends(): https://polygon.io/docs/get_v2_reference_dividends__stocksTicker__anchor
* alpaca.getSplits(): https://polygon.io/docs/get_v2_reference_splits__stocksTicker__anchor
* alpaca.getNews(): https://polygon.io/docs/get_v1_meta_symbols__stocksTicker__news_anchor

Here's a usage example:
```js
this.alpaca.getFinancials('AAPL', {'limit': 5}).then((resp) => {
console.log(resp)
});
```
If you don't pass any parameters, the api will use the default values.<br>
e.g
```js
this.alpaca.getFinancials('AAPL').then((resp) => {
console.log(resp)
});
```
For more information about each api, use the links provided.

### Websockets
When to use which websocket?
1. first of all - if you don't have a funded account you cannot use the
Expand Down Expand Up @@ -529,26 +427,3 @@ The way you select which websocket to use is by setting the `usePolygon
/*.*'` are for the Alpaca server; the rest are for the Polygon server.
<br>In order to make calls to the Polygon API, you must have opened your Alpaca brokerage account.
Otherwise Polygon's API will be unavailable.
#### Callbacks
how to get the data you subscribed to. we do this by calling these methods
with our callback for each and every channel:
* `websocket.onOrderUpdate(function(data))`: Register callback function for the channel `'trade_updates'`.
* `websocket.onAccountUpdate(function(data))`: Register callback function for the channel `'account_updates'`.
* `websocket.onStockTrades(function(data))`: Register callback function for
the channel `'T.<SYMBOL>'` or `'alpacadatav1/T.<SYMBOL>'`.
* `websocket.onStockQuotes(function(data))`: Register callback function for
the channel `'Q.<SYMBOL>'` or `'alpacadatav1/Q.<SYMBOL>'`.
* `websocket.onStockAggSec(function(data))`: Register callback function for
the channel `'A.<SYMBOL>'`. (Polygon only)
* `websocket.onStockAggMin(function(data))`: Register callback function for
the channel `'AM.<SYMBOL>'` or `'alpacadatav1/AM.<SYMBOL>'`.

## Running Multiple Strategies
There's a way to execute more than one algorithm at once.<br>
The websocket connection is limited to 1 connection per account. <br>
For that exact purpose this ![project](https://github.com/shlomikushchi/alpaca-proxy-agent) was created<br>
The steps to execute this are:
* Run the Alpaca Proxy Agent as described in the project's README
* Define this env variable: `DATA_PROXY_WS` to be the address of the proxy agent. (e.g: `DATA_PROXY_WS=ws://192.168.99.100:8765`)
* execute your algorithm. it will connect to the servers through the proxy agent allowing you to execute multiple strategies

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