examples/stocks-trading-basic.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Alpaca-py stock trading basic"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "[![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/alpacahq/alpaca-py/blob/master/examples/stocks-trading-basic.ipynb)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "- This notebook shows how to use alpaca-py with stock trading API endpoints\n",
    "- Please use ``paper account``. Please ``DO NOT`` use this notebook with live account. In this notebook, we place orders for stocks as an example."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Please change the following to your own PAPER api key and secret\n",
    "# You can get them from https://alpaca.markets/\n",
    "\n",
    "api_key = \"<YOUR PAPER API KEY>\"\n",
    "secret_key = \"<YOUR PAPER API SECRET>\"\n",
    "\n",
    "#### We use paper environment for this example ####\n",
    "paper = True # Please do not modify this. This example is for paper trading only.\n",
    "####\n",
    "\n",
    "# Below are the variables for development this documents\n",
    "# Please do not change these variables\n",
    "trade_api_url = None\n",
    "trade_api_wss = None\n",
    "data_api_url = None\n",
    "stream_data_wss = None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# install alpaca-py\n",
    "! python3 -m pip install alpaca-py"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import json\n",
    "from datetime import datetime, timedelta\n",
    "from zoneinfo import ZoneInfo\n",
    "\n",
    "import alpaca\n",
    "from alpaca.data.live.stock import *\n",
    "from alpaca.data.historical.stock import *\n",
    "from alpaca.data.requests import *\n",
    "from alpaca.data.timeframe import *\n",
    "from alpaca.trading.client import *\n",
    "from alpaca.trading.stream import *\n",
    "from alpaca.trading.requests import *\n",
    "from alpaca.trading.enums import *\n",
    "from alpaca.common.exceptions import APIError"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# to run async code in jupyter notebook\n",
    "import nest_asyncio\n",
    "nest_asyncio.apply()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# check version of alpaca-py\n",
    "alpaca.__version__"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Trading Client"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# setup clients\n",
    "trade_client = TradingClient(api_key=api_key, secret_key=secret_key, paper=paper, url_override=trade_api_url)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# check trading account\n",
    "# You can check definition of each field in the following documents\n",
    "# ref. https://docs.alpaca.markets/docs/account-plans\n",
    "# ref. https://docs.alpaca.markets/reference/getaccount-1\n",
    "acct = trade_client.get_account()\n",
    "acct"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# check account configuration\n",
    "# ref. https://docs.alpaca.markets/reference/getaccountconfig-1\n",
    "acct_config = trade_client.get_account_configurations()\n",
    "acct_config"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# set account configuration\n",
    "# ref. https://docs.alpaca.markets/reference/patchaccountconfig-1\n",
    "req = acct_config\n",
    "req.fractional_trading = not req.fractional_trading # toggle fractional trading\n",
    "acct_config_new = trade_client.set_account_configurations(req)\n",
    "display(acct_config_new)\n",
    "\n",
    "# revert changes\n",
    "req = acct_config_new\n",
    "req.fractional_trading = not req.fractional_trading # toggle fractional trading\n",
    "acct_config_reverted = trade_client.set_account_configurations(req)\n",
    "display(acct_config_reverted)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# get list of assets which are us_equity (default), active, and in NASDAQ\n",
    "# ref. https://docs.alpaca.markets/reference/get-v2-assets-1\n",
    "req = GetAssetsRequest(\n",
    "  # asset_class=AssetClass.US_EQUITY,  # default asset_class is us_equity\n",
    "  status=AssetStatus.ACTIVE,\n",
    "  exchange=AssetExchange.NASDAQ,\n",
    ")\n",
    "assets = trade_client.get_all_assets(req)\n",
    "assets[:2]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Orders"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# we will place orders which Alapca trading platform supports\n",
    "# - order classes: simple, bracket, oco, oto\n",
    "# - order types: market, limit, stop, stop_limit, trailing_stop\n",
    "#\n",
    "# please refer to the following documents for more details\n",
    "# ref. https://docs.alpaca.markets/docs/orders-at-alpaca\n",
    "# ref. https://docs.alpaca.markets/reference/postorder\n",
    "#\n",
    "# we will also use fractional trading capability of Alpaca trading platform in this example\n",
    "# ref. https://docs.alpaca.markets/docs/fractional-trading\n",
    "\n",
    "# we will place orders for symbol: SPY in this example\n",
    "symbol = \"SPY\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# simple, market order, fractional qty\n",
    "# Alpaca trading platform support fractional trading by default\n",
    "# you can specify:\n",
    "# fractional qty (e.g. 0.01 qty) in the order request (which is shown in this example)\n",
    "# or notional value (e.g. 100 USD) (which is in the next example)\n",
    "req = MarketOrderRequest(\n",
    "    symbol = symbol,\n",
    "    qty = 5.5,\n",
    "    side = OrderSide.BUY,\n",
    "    type = OrderType.MARKET,\n",
    "    time_in_force = TimeInForce.DAY,\n",
    ")\n",
    "res = trade_client.submit_order(req)\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# simple, market order, notional\n",
    "# Alpaca trading platform support fractional trading by default\n",
    "# you can specify:\n",
    "# fractional qty (e.g. 0.01 qty) in the order request (which is in the example above)\n",
    "# or notional value (e.g. 100 USD) (which is in this example)\n",
    "req = MarketOrderRequest(\n",
    "    symbol = symbol,\n",
    "    notional = 1.11,  # notional is specified in USD, here we specify $1.11\n",
    "    side = OrderSide.BUY,\n",
    "    type = OrderType.MARKET,\n",
    "    time_in_force = TimeInForce.DAY,\n",
    ")\n",
    "res = trade_client.submit_order(req)\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# simple, limit order, fractional qty\n",
    "req = LimitOrderRequest(\n",
    "    symbol = symbol,\n",
    "    qty = 0.01,\n",
    "    limit_price = 550.25,\n",
    "    side = OrderSide.BUY,\n",
    "    type = OrderType.LIMIT,\n",
    "    time_in_force = TimeInForce.DAY,\n",
    ")\n",
    "res = trade_client.submit_order(req)\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# stop order\n",
    "req = StopOrderRequest(\n",
    "                    symbol = symbol,\n",
    "                    qty = 1,\n",
    "                    side = OrderSide.BUY,\n",
    "                    time_in_force = TimeInForce.GTC,\n",
    "                    stop_price = 600\n",
    "                    )\n",
    "\n",
    "res = trade_client.submit_order(req)\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# stop limit order\n",
    "req = StopLimitOrderRequest(\n",
    "                    symbol = symbol,\n",
    "                    qty = 1,\n",
    "                    side = OrderSide.BUY,\n",
    "                    time_in_force = TimeInForce.GTC,\n",
    "                    limit_price = 550,\n",
    "                    stop_price = 600\n",
    "                    )\n",
    "\n",
    "res = trade_client.submit_order(req)\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# bracket order with both stop loss and take profit\n",
    "req = MarketOrderRequest(\n",
    "                    symbol = symbol,\n",
    "                    qty = 5,\n",
    "                    side = OrderSide.BUY,\n",
    "                    time_in_force = TimeInForce.DAY,\n",
    "                    order_class = OrderClass.BRACKET,\n",
    "                    take_profit = TakeProfitRequest(limit_price=600),\n",
    "                    stop_loss = StopLossRequest(stop_price=300)\n",
    ")\n",
    "res = trade_client.submit_order(req)\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# oto order with stop loss\n",
    "req = LimitOrderRequest(\n",
    "                    symbol = symbol,\n",
    "                    qty = 1,\n",
    "                    limit_price = 500,\n",
    "                    side = OrderSide.BUY,\n",
    "                    time_in_force = TimeInForce.DAY,\n",
    "                    Class = OrderClass.OTO,\n",
    "                    stop_loss = StopLossRequest(stop_price = 300)\n",
    "                    )\n",
    "\n",
    "res = trade_client.submit_order(req)\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# oco limit order\n",
    "req = LimitOrderRequest(\n",
    "                    symbol = symbol,\n",
    "                    qty = 1,\n",
    "                    limit_price = 500,\n",
    "                    side = OrderSide.BUY,\n",
    "                    time_in_force = TimeInForce.DAY,\n",
    "                    Class = OrderClass.OCO\n",
    "                    )\n",
    "\n",
    "res = trade_client.submit_order(req)\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# trailing stop order \n",
    "req = TrailingStopOrderRequest(\n",
    "                    symbol = symbol,\n",
    "                    qty = 1,\n",
    "                    side = OrderSide.SELL,\n",
    "                    time_in_force = TimeInForce.GTC,\n",
    "                    trail_percent = 0.20 # you can also use trail_price instead of trail_percent\n",
    "                    )\n",
    "\n",
    "res = trade_client.submit_order(req)\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# get a list of orders including closed (e.g. filled) orders by specifying symbol\n",
    "req = GetOrdersRequest(\n",
    "    status = QueryOrderStatus.ALL,\n",
    "    symbols = [symbol]\n",
    ")\n",
    "orders = trade_client.get_orders(req)\n",
    "orders"
   ]
  },
 {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# see all open orders\n",
    "req = GetOrdersRequest(\n",
    "    status = QueryOrderStatus.OPEN,\n",
    "    symbols = [symbol]\n",
    ")\n",
    "open_orders = trade_client.get_orders(req)\n",
    "open_orders"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# cancel all open orders\n",
    "trade_client.cancel_orders()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Positions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# get all open positions\n",
    "# ref. https://docs.alpaca.markets/reference/getallopenpositions-1\n",
    "positions = trade_client.get_all_positions()\n",
    "positions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# get positions by symbol\n",
    "# ref. https://docs.alpaca.markets/reference/getopenposition-1\n",
    "position = trade_client.get_open_position(symbol_or_asset_id=symbol)\n",
    "position\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# get positions by asset_id\n",
    "trade_client.get_open_position(symbol_or_asset_id=position.asset_id)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# close the position with specifying qty\n",
    "# ref. https://docs.alpaca.markets/reference/deleteopenposition-1\n",
    "trade_client.close_position(\n",
    "    symbol_or_asset_id = symbol,\n",
    "    close_options = ClosePositionRequest(\n",
    "        qty = \"0.01\",\n",
    "    )\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Trade Update (Stream)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "With TradingStream client, you can get updates about trades\n",
    "\n",
    "You can open this notebook in another window and run below cell to check trade updates."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# subscribe trade updates\n",
    "trade_stream_client = TradingStream(api_key, secret_key, paper=paper, url_override = trade_api_wss)\n",
    "\n",
    "async def trade_updates_handler(data):\n",
    "    print(data)\n",
    "\n",
    "trade_stream_client.subscribe_trade_updates(trade_updates_handler)\n",
    "trade_stream_client.run()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Market Data (Historical)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# setup stock historical data client\n",
    "stock_historical_data_client = StockHistoricalDataClient(api_key, secret_key, url_override = data_api_url)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# get historical bars by symbol\n",
    "# ref. https://docs.alpaca.markets/reference/stockbars-1\n",
    "now = datetime.now(ZoneInfo(\"America/New_York\"))\n",
    "req = StockBarsRequest(\n",
    "    symbol_or_symbols = [symbol],\n",
    "    timeframe=TimeFrame(amount = 1, unit = TimeFrameUnit.Hour), # specify timeframe\n",
    "    start = now - timedelta(days = 5),                          # specify start datetime, default=the beginning of the current day.\n",
    "    # end_date=None,                                        # specify end datetime, default=now\n",
    "    limit = 2,                                               # specify limit\n",
    ")\n",
    "stock_historical_data_client.get_stock_bars(req).df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# get historical trades by symbol\n",
    "req = StockTradesRequest(\n",
    "    symbol_or_symbols = [symbol],\n",
    "    start = now - timedelta(days = 5),                          # specify start datetime, default=the beginning of the current day.\n",
    "    # end=None,                                             # specify end datetime, default=now\n",
    "    limit = 2,                                                # specify limit\n",
    ")\n",
    "stock_historical_data_client.get_stock_trades(req).df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# get historical quotes by symbol\n",
    "req = StockQuotesRequest(\n",
    "    symbol_or_symbols = [symbol],\n",
    "    start = now - timedelta(days = 5),                      # specify start datetime, default=the beginning of the current day.\n",
    "    # end=None,                                             # specify end datetime, default=now\n",
    "    limit = 2,                                              # specify limit\n",
    ")\n",
    "stock_historical_data_client.get_stock_quotes(req).df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# get latest quotes by symbol\n",
    "req = StockQuotesRequest(\n",
    "    symbol_or_symbols = [symbol],\n",
    ")\n",
    "res = stock_historical_data_client.get_stock_latest_quote(req)\n",
    "res"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Market Data (Stream)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "stock_data_stream_client = StockDataStream(api_key, secret_key, url_override = stream_data_wss)\n",
    "\n",
    "async def stock_data_stream_handler(data):\n",
    "    print(data)\n",
    "\n",
    "symbols = [symbol]\n",
    "\n",
    "stock_data_stream_client.subscribe_quotes(stock_data_stream_handler, *symbols) \n",
    "stock_data_stream_client.subscribe_trades(stock_data_stream_handler, *symbols)\n",
    "\n",
    "stock_data_stream_client.run()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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