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This is a project to help users of Alpaca to execute more than one data websocket connections against their servers.
Right now you can only connect one websocket with your user credentials. if you want to run more than one algorithm, you can't.
This project will help you achieve that. look at this illustration to get the concept
It doesn't matter which sdk you are using (python, js, go, c#) you can use this to achieve that.
You have 2 options:
- Using docker with image from docker hub (easiest)
- Cloning the repo and using docker/docker-compose to build and run this project locally(a bit more powerful if you want to edit the proxy code)
Nothing easier than that.
- Make sure you have docker installed
- make sure you have the updated image version by running this:
docker pull shlomik/alpaca-proxy-agent
- Execute this command:
docker run -it -p 8765:8765 shlomik/alpaca-proxy-agent
note: You can change the port you're listening on just by doing this-p xxxx:8765
- Clone the repo:
git clone https://github.com/shlomikushchi/alpaca-proxy-agent.git
- Run this command locally:
docker-compose up
It will build the image and run the container using docker-compose
note: If you want to execute in edit mode do this:docker-compose -f dev.yml up
You could then updatemain.py
and execute it locally.
Alpaca supports 2 data streams:
- Alapca data stream
- Polygon data stream
If you are using this project I assume you know what these are and what are the differences.
The default data stream is Alpaca. To select the Polygon data stream you need to set an environment variable called USE_POLYGON
like so:
docker run -p 8765:8765 -it -e USE_POLYGON=true shlomik/alpaca-proxy-agent
You are runngin a local websocket server. Make sure your IP is not accessible when you do (you probably shouldn't run this on public networks)
SSL between your algo and the proxy is not supported (it runs locally). between the proxy-agent and the Alpaca servers we use wss