forked from alpacahq/alpaca-trade-api-go
/
entities.go
444 lines (391 loc) · 14.3 KB
/
entities.go
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package alpaca
import (
"time"
"github.com/shopspring/decimal"
)
type Account struct {
ID string `json:"id"`
AccountNumber string `json:"account_number"`
CreatedAt time.Time `json:"created_at"`
UpdatedAt time.Time `json:"updated_at"`
DeletedAt *time.Time `json:"deleted_at"`
Status string `json:"status"`
Currency string `json:"currency"`
Cash decimal.Decimal `json:"cash"`
CashWithdrawable decimal.Decimal `json:"cash_withdrawable"`
TradingBlocked bool `json:"trading_blocked"`
TransfersBlocked bool `json:"transfers_blocked"`
AccountBlocked bool `json:"account_blocked"`
ShortingEnabled bool `json:"shorting_enabled"`
BuyingPower decimal.Decimal `json:"buying_power"`
PatternDayTrader bool `json:"pattern_day_trader"`
DaytradeCount int64 `json:"daytrade_count"`
DaytradingBuyingPower decimal.Decimal `json:"daytrading_buying_power"`
RegTBuyingPower decimal.Decimal `json:"regt_buying_power"`
Equity decimal.Decimal `json:"equity"`
LastEquity decimal.Decimal `json:"last_equity"`
Multiplier string `json:"multiplier"`
InitialMargin decimal.Decimal `json:"initial_margin"`
MaintenanceMargin decimal.Decimal `json:"maintenance_margin"`
LastMaintenanceMargin decimal.Decimal `json:"last_maintenance_margin"`
LongMarketValue decimal.Decimal `json:"long_market_value"`
ShortMarketValue decimal.Decimal `json:"short_market_value"`
PortfolioValue decimal.Decimal `json:"portfolio_value"`
}
type Order struct {
ID string `json:"id"`
ClientOrderID string `json:"client_order_id"`
CreatedAt time.Time `json:"created_at"`
UpdatedAt time.Time `json:"updated_at"`
SubmittedAt time.Time `json:"submitted_at"`
FilledAt *time.Time `json:"filled_at"`
ExpiredAt *time.Time `json:"expired_at"`
CanceledAt *time.Time `json:"canceled_at"`
FailedAt *time.Time `json:"failed_at"`
ReplacedAt *time.Time `json:"replaced_at"`
Replaces *string `json:"replaces"`
AssetID string `json:"asset_id"`
Symbol string `json:"symbol"`
Exchange string `json:"exchange"`
Class string `json:"asset_class"`
Qty decimal.Decimal `json:"qty"`
FilledQty decimal.Decimal `json:"filled_qty"`
Type OrderType `json:"order_type"`
Side Side `json:"side"`
TimeInForce TimeInForce `json:"time_in_force"`
LimitPrice *decimal.Decimal `json:"limit_price"`
FilledAvgPrice *decimal.Decimal `json:"filled_avg_price"`
StopPrice *decimal.Decimal `json:"stop_price"`
TrailPrice *decimal.Decimal `json:"trail_price"`
TrailPercent *decimal.Decimal `json:"trail_percent"`
Hwm *decimal.Decimal `json:"hwm"`
Status string `json:"status"`
ExtendedHours bool `json:"extended_hours"`
Legs *[]Order `json:"legs"`
}
type Position struct {
AssetID string `json:"asset_id"`
Symbol string `json:"symbol"`
Exchange string `json:"exchange"`
Class string `json:"asset_class"`
AccountID string `json:"account_id"`
EntryPrice decimal.Decimal `json:"avg_entry_price"`
Qty decimal.Decimal `json:"qty"`
Side string `json:"side"`
MarketValue decimal.Decimal `json:"market_value"`
CostBasis decimal.Decimal `json:"cost_basis"`
UnrealizedPL decimal.Decimal `json:"unrealized_pl"`
UnrealizedPLPC decimal.Decimal `json:"unrealized_plpc"`
CurrentPrice decimal.Decimal `json:"current_price"`
LastdayPrice decimal.Decimal `json:"lastday_price"`
ChangeToday decimal.Decimal `json:"change_today"`
}
type Asset struct {
ID string `json:"id"`
Name string `json:"name"`
Exchange string `json:"exchange"`
Class string `json:"asset_class"`
Symbol string `json:"symbol"`
Status string `json:"status"`
Tradable bool `json:"tradable"`
Marginable bool `json:"marginable"`
Shortable bool `json:"shortable"`
EasyToBorrow bool `json:"easy_to_borrow"`
}
type Fundamental struct {
AssetID string `json:"asset_id"`
Symbol string `json:"symbol"`
FullName string `json:"full_name"`
IndustryName string `json:"industry_name"`
IndustryGroup string `json:"industry_group"`
Sector string `json:"sector"`
PERatio float32 `json:"pe_ratio"`
PEGRatio float32 `json:"peg_ratio"`
Beta float32 `json:"beta"`
EPS float32 `json:"eps"`
MarketCap int64 `json:"market_cap"`
SharesOutstanding int64 `json:"shares_outstanding"`
AvgVol int64 `json:"avg_vol"`
DivRate float32 `json:"div_rate"`
ROE float32 `json:"roe"`
ROA float32 `json:"roa"`
PS float32 `json:"ps"`
PC float32 `json:"pc"`
GrossMargin float32 `json:"gross_margin"`
FiftyTwoWeekHigh decimal.Decimal `json:"fifty_two_week_high"`
FiftyTwoWeekLow decimal.Decimal `json:"fifty_two_week_low"`
ShortDescription string `json:"short_description"`
LongDescription string `json:"long_description"`
}
type Bar struct {
Time int64 `json:"t"`
Open float32 `json:"o"`
High float32 `json:"h"`
Low float32 `json:"l"`
Close float32 `json:"c"`
Volume int32 `json:"v"`
}
type ListBarParams struct {
Timeframe string `url:"timeframe,omitempty"`
StartDt *time.Time `url:"start_dt,omitempty"`
EndDt *time.Time `url:"end_dt,omitempty"`
Limit *int `url:"limit,omitempty"`
}
type LastQuote struct {
AskPrice float32 `json:"askprice"`
AskSize int32 `json:"asksize"`
AskExchange int `json:"askexchange"`
BidPrice float32 `json:"bidprice"`
BidSize int32 `json:"bidsize"`
BidExchange int `json:"bidexchange"`
Timestamp int64 `json:"timestamp"`
}
func (l *LastQuote) Time() time.Time {
return time.Unix(0, l.Timestamp)
}
type LastQuoteResponse struct {
Status string `json:"status"`
Symbol string `json:"symbol"`
Last LastQuote `json:"last"`
}
type LastTrade struct {
Price float32 `json:"price"`
Size int32 `json:"size"`
Exchange int `json:"exchange"`
Cond1 int `json:"cond1"`
Cond2 int `json:"cond2"`
Cond3 int `json:"cond3"`
Cond4 int `json:"cond4"`
Timestamp int64 `json:"timestamp"`
}
func (l *LastTrade) Time() time.Time {
return time.Unix(0, l.Timestamp)
}
type LastTradeResponse struct {
Status string `json:"status"`
Symbol string `json:"symbol"`
Last LastTrade `json:"last"`
}
type AggV2 struct {
Timestamp int64 `json:"t"`
Ticker string `json:"T"`
Open float32 `json:"O"`
High float32 `json:"H"`
Low float32 `json:"L"`
Close float32 `json:"C"`
Volume int32 `json:"V"`
NumberOfItems int `json:"n"`
}
type Aggregates struct {
Ticker string `json:"ticker"`
Status string `json:"status"`
Adjusted bool `json:"adjusted"`
QueryCount int `json:"queryCount"`
ResultsCount int `json:"resultsCount"`
Results []AggV2 `json:"results"`
}
type CalendarDay struct {
Date string `json:"date"`
Open string `json:"open"`
Close string `json:"close"`
}
type Clock struct {
Timestamp time.Time `json:"timestamp"`
IsOpen bool `json:"is_open"`
NextOpen time.Time `json:"next_open"`
NextClose time.Time `json:"next_close"`
}
type AccountConfigurations struct {
DtbpCheck DtbpCheck `json:"dtbp_check"`
NoShorting bool `json:"no_shorting"`
TradeConfirmEmail TradeConfirmEmail `json:"trade_confirm_email"`
TradeSuspendedByUser bool `json:"trade_suspended_by_user"`
}
type AccountActivity struct {
ID string `json:"id"`
ActivityType string `json:"activity_type"`
TransactionTime time.Time `json:"transaction_time"`
Type string `json:"type"`
Price decimal.Decimal `json:"price"`
Qty decimal.Decimal `json:"qty"`
Side string `json:"side"`
Symbol string `json:"symbol"`
LeavesQty decimal.Decimal `json:"leaves_qty"`
CumQty decimal.Decimal `json:"cum_qty"`
Date time.Time `json:"date"`
NetAmount decimal.Decimal `json:"net_amount"`
Description string `json:"description"`
PerShareAmount decimal.Decimal `json:"per_share_amount"`
}
type PortfolioHistory struct {
BaseValue decimal.Decimal `json:"base_value"`
Equity []decimal.Decimal `json:"equity"`
ProfitLoss []decimal.Decimal `json:"profit_loss"`
ProfitLossPct []decimal.Decimal `json:"profit_loss_pct"`
Timeframe RangeFreq `json:"timeframe"`
Timestamp []int64 `json:"timestamp"`
}
type PlaceOrderRequest struct {
AccountID string `json:"-"`
AssetKey *string `json:"symbol"`
Qty decimal.Decimal `json:"qty"`
Side Side `json:"side"`
Type OrderType `json:"type"`
TimeInForce TimeInForce `json:"time_in_force"`
LimitPrice *decimal.Decimal `json:"limit_price"`
StopPrice *decimal.Decimal `json:"stop_price"`
ClientOrderID string `json:"client_order_id"`
OrderClass OrderClass `json:"order_class"`
TakeProfit *TakeProfit `json:"take_profit"`
StopLoss *StopLoss `json:"stop_loss"`
TrailPrice *decimal.Decimal `json:"trail_price"`
TrailPercent *decimal.Decimal `json:"trail_percent"`
}
type TakeProfit struct {
LimitPrice *decimal.Decimal `json:"limit_price"`
}
type StopLoss struct {
LimitPrice *decimal.Decimal `json:"limit_price"`
StopPrice *decimal.Decimal `json:"stop_price"`
}
type OrderAttributes struct {
TakeProfitLimitPrice *decimal.Decimal `json:"take_profit_limit_price,omitempty"`
StopLossStopPrice *decimal.Decimal `json:"stop_loss_stop_price,omitempty"`
StopLossLimitPrice *decimal.Decimal `json:"stop_loss_limit_price,omitempty"`
}
type ReplaceOrderRequest struct {
Qty *decimal.Decimal `json:"qty"`
LimitPrice *decimal.Decimal `json:"limit_price"`
StopPrice *decimal.Decimal `json:"stop_price"`
Trail *decimal.Decimal `json:"trail"`
TimeInForce TimeInForce `json:"time_in_force"`
ClientOrderID string `json:"client_order_id"`
}
type AccountConfigurationsRequest struct {
DtbpCheck *string `json:"dtbp_check"`
NoShorting *bool `json:"no_shorting"`
TradeConfirmEmail *string `json:"trade_confirm_email"`
TradeSuspendedByUser *bool `json:"trade_suspended_by_user"`
}
type AccountActivitiesRequest struct {
ActivityTypes *[]string `json:"activity_types"`
Date *time.Time `json:"date"`
Until *time.Time `json:"until"`
After *time.Time `json:"after"`
Direction *string `json:"direction"`
PageSize *int `json:"page_size"`
}
type Side string
const (
Buy Side = "buy"
Sell Side = "sell"
)
type OrderType string
const (
Market OrderType = "market"
Limit OrderType = "limit"
Stop OrderType = "stop"
StopLimit OrderType = "stop_limit"
TrailingStop OrderType = "trailing_stop"
)
type OrderClass string
const (
Bracket OrderClass = "bracket"
Oto OrderClass = "oto"
Oco OrderClass = "oco"
Simple OrderClass = "simple"
)
type TimeInForce string
const (
Day TimeInForce = "day"
GTC TimeInForce = "gtc"
OPG TimeInForce = "opg"
IOC TimeInForce = "ioc"
FOK TimeInForce = "fok"
GTX TimeInForce = "gtx"
GTD TimeInForce = "gtd"
CLS TimeInForce = "cls"
)
type DtbpCheck string
const (
Entry DtbpCheck = "entry"
Exit DtbpCheck = "exit"
Both DtbpCheck = "both"
)
type TradeConfirmEmail string
const (
None TradeConfirmEmail = "none"
All TradeConfirmEmail = "all"
)
type RangeFreq string
const (
Min1 RangeFreq = "1Min"
Min5 RangeFreq = "5Min"
Min15 RangeFreq = "15Min"
Hour1 RangeFreq = "1H"
Day1 RangeFreq = "1D"
)
// stream
// ClientMsg is the standard message sent by clients of the stream interface
type ClientMsg struct {
Action string `json:"action" msgpack:"action"`
Data interface{} `json:"data" msgpack:"data"`
}
// ServerMsg is the standard message sent by the server to update clients
// of the stream interface
type ServerMsg struct {
Stream string `json:"stream" msgpack:"stream"`
Data interface{} `json:"data"`
}
type TradeUpdate struct {
Event string `json:"event"`
Order Order `json:"order"`
}
type StreamAgg struct {
Event string `json:"ev"`
Symbol string `json:"T"`
Open float32 `json:"o"`
High float32 `json:"h"`
Low float32 `json:"l"`
Close float32 `json:"c"`
Volume int32 `json:"v"`
Start int64 `json:"s"`
End int64 `json:"e"`
OpenPrice float32 `json:"op"`
AccumulatedVolume int32 `json:"av"`
VWAP float32 `json:"vw"`
}
func (s *StreamAgg) Time() time.Time {
// milliseconds
return time.Unix(0, s.Start*1e6)
}
type StreamQuote struct {
Event string `json:"ev"`
Symbol string `json:"T"`
BidPrice float32 `json:"p"`
BidSize int32 `json:"s"`
BidExchange int `json:"x"`
AskPrice float32 `json:"P"`
AskSize int32 `json:"S"`
AskExchange int `json:"X"`
Timestamp int64 `json:"t"`
}
func (s *StreamQuote) Time() time.Time {
// nanoseconds
return time.Unix(0, s.Timestamp)
}
type StreamTrade struct {
Event string `json:"ev"`
Symbol string `json:"T"`
TradeID string `json:"i"`
Exchange int `json:"x"`
Price float32 `json:"p"`
Size int32 `json:"s"`
Timestamp int64 `json:"t"`
Conditions []int `json:"c"`
TapeID int `json:"z"`
}
func (s *StreamTrade) Time() time.Time {
// nanoseconds
return time.Unix(0, s.Timestamp)
}