Go client for Alpaca's trade API
Branch: master
Clone or download
umitanuki Merge pull request #11 from itsankoff/master
Fix broken URL parsing for GetPosition
Latest commit c9489bb Feb 3, 2019

README.md

alpaca-trade-api-go

CircleCI Status Go Report Card

alpaca-trade-api-go is a Go library for the Alpaca trade API. It allows rapid trading algo development easily, with support for the both REST and streaming interfaces. For details of each API behavior, please see the online API document.

Installation

$ go get github.com/alpacahq/alpaca-trade-api-go

Example

In order to call Alpaca's trade API, you need to obtain an API key pair. Replace <key_id> and <secret_key> with what you get from the web console.

REST example

import (
    "os"
    "fmt"

    "github.com/alpacahq/alpaca-trade-api-go/alpaca"
    "github.com/alpacahq/alpaca-trade-api-go/common"
)

func init() {
    os.Setenv(common.EnvApiKeyID, "<key_id>")
    os.Setenv(common.EnvApiSecretKey, "<secret_key>")

    fmt.Printf("Running w/ credentials [%v %v]\n", common.Credentials().ID, common.Credentials().Secret)
}

func main() {
	alpacaClient := alpaca.NewClient(common.Credentials())
	acct, err := alpacaClient.GetAccount()
    if err != nil {
        panic(err)
    }

    fmt.Println(*acct)
}

Streaming example

The SDK provides a unified streaming interface for both Polygon data updates, and Alpaca's trade/account updates. The following example subscribes to trade updates, and prints any messages received, and subscribes to live quotes for AAPL, and prints any quotes received. The main function also ends with an empty select{} statement which causes the program to run indefinitely.

import (
    "os"
    "fmt"

    "github.com/alpacahq/alpaca-trade-api-go/alpaca"
    "github.com/alpacahq/alpaca-trade-api-go/polygon"
    "github.com/alpacahq/alpaca-trade-api-go/stream"
    nats "github.com/nats-io/go-nats"
)

func main() {
    os.Setenv(common.EnvApiKeyID, "<key_id>")
    os.Setenv(common.EnvApiSecretKey, "<secret_key>")

    if err := stream.Register(alpaca.TradeUpdates, tradeHandler); err != nil {
        panic(err)
    }

    if err := stream.Register("Q.AAPL", quoteHandler); err != nil {
        panic(err)
    }

    select{}
}

func tradeHandler(msg interface{}) {
    fmt.Println(msg)
}

func quoteHandler(msg interface{}) {
    quote := polygon.StreamQuote{}

    if err := json.Unmarshal(msg.(*nats.Msg).Data, &quote); err != nil {
        panic(err)
    }

    fmt.Println(quote.Symbol, quote.BidPrice, quote.BidSize, quote.AskPrice, quote.AskSize)
}

API Document

The HTTP API document is located at https://docs.alpaca.markets/

Authentication

The Alpaca API requires API key ID and secret key, which you can obtain from the web console after you sign in. This key pair can then be applied to the SDK either by setting environment variables (APCA_API_KEY_ID=<key_id> and APCA_API_SECRET_KEY=<secret_key>), or hardcoding them into the Go code directly as shown in the examples above.

$ export APCA_API_KEY_ID=xxxxx
$ export APCA_API_SECRET_KEY=yyyyy

Endpoint

For paper trading, set the environment variable APCA_API_BASE_URL.

$ export APCA_API_BASE_URL=https://paper-api.alpaca.markets

GoDoc

For a more in-depth look at the SDK, see the GoDoc