Migrate Data V2 to typescript

In this release we

• Migrate the whole data v2 to Typescript

From previous releases:

• Added crypto data support
• Added multi symbol support for stock and crypto trades, quotes and bars
• Added Trade count and VWAP to stock and crypto bars
• Added Trading statuses and LULDs to stock stream

Important! Stock qoutes now have a Conditions field instead of the previous Condition field

Add new v2 endpoints

In this release we

• added support for fractional orders
• added the v2 latest trades / quotes endpoints
• added the v2 snapshot / snapshots endpoints

Alpaca Data V2

In this release we upgrade our service to Alpaca Data V2 as described here.

To learn how to use the new functionality:

• refer to the docs
• check out the readme file examples
• check out the sample code

Add support for the alpaca-proxy-agent-project

In this release we enable the usage of this project: https://github.com/shlomikushchi/alpaca-proxy-agent
go inside for more details.

also, a fix was added to example code: long-short.js (6a0d133)

Support Trailing Stop in replaceOrder

Replace trailing stop orders are now supported by the API.

Adding it to the SDK as well

Add support for trailing stop orders

In this release we add support for the new added feature - trailing stop:

• submit_order now supports a new type trailing_stop.
• 2 new optional args to submit_order: trail_price, trail_percent.

Fixes

• Doc fix for websocket usage
• Doc fix for getBars()

Small fixes and package updates

• update used packages
• changed the used polygon websocket url
• bugfix: getActivities missing param for pagination
• fix bug in example code (mean-reversion.js)
• readme fix for getAccountActivities

Add watchlists and update polygon apis

This release:

• adds support for watchlists
• removes old polygon apis and updates some to v2:
  • historicTrades, historicQuotes, historicAggs
  • dividends, financials, splits
• fix: filter out unsubscribed assets from the ws
• update vulnerable packages: just-extend, minimist

Alpaca Data WS

In this release we fixed some issues with the RC versions.

• we split the ws to 2 like in the python sdk
  • data ws
  • trade/account updates ws
• created another example code to show how to use the alpaca ws

Small data schema modification

We've made small modifications to the api data schema as follow:

• trade in WS: rename “sym” to “T”, “t” to be nanoseconds (from milliseconds)
• bars in WS: rename “sym” to “T”
• trade in REST: timestamp resolution is now nanoseconds
• quote in REST: timestamp resolution is now nanoseconds