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AlpacaTraderWorkshop.template
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AlpacaTraderWorkshop.template
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AWSTemplateFormatVersion: 2010-09-09
Metadata:
'AWS::CloudFormation::Designer':
25c0deb9-b6d6-4795-8bae-5cb2e168798e:
size:
width: 60
height: 60
position:
x: 660
'y': 30
z: 1
embeds: []
faacedcd-4c12-4c4b-9932-ae7df2a266f7:
size:
width: 60
height: 60
position:
x: 480
'y': 120
z: 1
embeds: []
dependson:
- 25c0deb9-b6d6-4795-8bae-5cb2e168798e
6858af98-2d43-4a76-9f96-17c86991547d:
size:
width: 60
height: 60
position:
x: 600
'y': 120
z: 1
embeds: []
dependson:
- 25c0deb9-b6d6-4795-8bae-5cb2e168798e
- 68e025ef-7cc8-4924-acf9-e44e28de3b58
66659383-a4e6-4ca7-87e1-bd28e9e39033:
size:
width: 60
height: 60
position:
x: 750
'y': 120
z: 1
embeds: []
dependson:
- f31e515a-8158-4c25-95d4-de6271dbe63a
- 06425a85-010e-458b-98a8-cb9eecc082d6
ce4d1c20-e457-4f71-91f9-081f883fda3e:
size:
width: 60
height: 60
position:
x: 840
'y': 120
z: 1
embeds: []
dependson:
- 25c0deb9-b6d6-4795-8bae-5cb2e168798e
68e025ef-7cc8-4924-acf9-e44e28de3b58:
size:
width: 60
height: 60
position:
x: 600
'y': 210
z: 1
embeds: []
f31e515a-8158-4c25-95d4-de6271dbe63a:
size:
width: 60
height: 60
position:
x: 690
'y': 210
z: 1
embeds: []
dependson:
- 25c0deb9-b6d6-4795-8bae-5cb2e168798e
06425a85-010e-458b-98a8-cb9eecc082d6:
size:
width: 60
height: 60
position:
x: 780
'y': 210
z: 1
embeds: []
dependson:
- 25c0deb9-b6d6-4795-8bae-5cb2e168798e
96ecc013-3c0b-4444-a7e1-7d23888fe8ed:
size:
width: 60
height: 60
position:
x: 360
'y': 120
z: 1
embeds: []
Parameters:
environment:
Type: String
Default: deployment.environment=temp_stocktrader
realm:
Type: String
Default: us1
splunkAccessToken:
Type: String
Default: r6WjzrOAZ06SMq1ZhlRiog
bucketName:
Type: String
Default: tempalpacatraderbucket
Resources:
LambdaRole:
Type: 'AWS::IAM::Role'
Properties:
RoleName: stockTraderLambdaRole
AssumeRolePolicyDocument:
Version: 2012-10-17
Statement:
- Effect: Allow
Principal:
Service:
- lambda.amazonaws.com
Action:
- 'sts:AssumeRole'
ManagedPolicyArns:
- 'arn:aws:iam::aws:policy/AmazonS3FullAccess'
- 'arn:aws:iam::aws:policy/AWSLambda_FullAccess'
Metadata:
'AWS::CloudFormation::Designer':
id: 96ecc013-3c0b-4444-a7e1-7d23888fe8ed
alpacatraderbucket:
Type: 'AWS::S3::Bucket'
Properties:
BucketName: !Ref bucketName
Metadata:
'AWS::CloudFormation::Designer':
id: 25c0deb9-b6d6-4795-8bae-5cb2e168798e
watchlistUpdater:
Type: 'AWS::Lambda::Function'
Properties:
FunctionName: watchlistUpdater
Runtime: python3.9
Handler: index.lambda_handler
Code:
ZipFile: |
import json
import requests
import boto3
import os
from opentelemetry import trace
def lambda_handler(event, context):
alpaca_id = "PK6MU6XGW0KY0SSI402E"
alpaca_secret = "ZBvSlwEB8mk1DnbFZHCm18mkmeYdxVLu5nw6c8cR"
headers = {'APCA-API-KEY-ID':alpaca_id, 'APCA-API-SECRET-KEY':alpaca_secret}
symbols = []
wl_response = requests.get('https://paper-api.alpaca.markets/v2/watchlists', headers=headers)
wl_id = wl_response.json()[0].get('id')
watchlist_response = requests.get('https://paper-api.alpaca.markets/v2/watchlists/'+wl_id, headers=headers)
for entity in watchlist_response.json().get('assets'):
symbols.append(entity.get('symbol'))
encoded_string = ' '.join(symbols).encode('utf-8')
customizedSpan = trace.get_current_span()
customizedSpan.set_attribute("alpaca.id", alpaca_id);
customizedSpan.set_attribute("alpaca.secret", alpaca_secret);
customizedSpan.set_attribute("watchlist", str(symbols));
s3 = boto3.resource("s3")
s3.Bucket(os.environ['BUCKET_NAME']).put_object(Key='watchlist.txt', Body=encoded_string)
return {
'statusCode': 200,
'body': json.dumps(encoded_string.decode('utf-8'))
}
Role: !GetAtt LambdaRole.Arn
Environment:
Variables:
SPLUNK_ACCESS_TOKEN: !Ref splunkAccessToken
SPLUNK_REALM: !Ref realm
OTEL_SERVICE_NAME: watchlistUpdater
OTEL_RESOURCE_ATTRIBUTES: !Ref environment
AWS_LAMBDA_EXEC_WRAPPER: /opt/otel-instrument
BUCKET_NAME: !Ref bucketName
Layers:
- 'arn:aws:lambda:us-east-1:254067382080:layer:splunk-apm:51'
- 'arn:aws:lambda:us-east-1:770693421928:layer:Klayers-p39-requests:1'
Timeout: 300
Metadata:
'AWS::CloudFormation::Designer':
id: faacedcd-4c12-4c4b-9932-ae7df2a266f7
DependsOn:
- alpacatraderbucket
- LambdaRole
stockRanker:
Type: 'AWS::Lambda::Function'
Properties:
FunctionName: stockRanker
Runtime: python3.9
Handler: index.lambda_handler
Code:
ZipFile: |
import json
import pandas as pd
import boto3
import time
import os
from opentelemetry import trace
def get_quote(ticker):
inputParams = {"symbol" : ticker}
quote = boto3.client('lambda').invoke(
FunctionName = os.environ['GET_FIN_ARN'],
InvocationType = 'RequestResponse',
Payload = json.dumps(inputParams)
)
quote_json = json.load(quote['Payload'])
close = quote_json.get('quote').get('c')
prevClose = quote_json.get('quote').get('pc')
change = round((close/prevClose-1)*100, 2)
return {'ticker':ticker, 'change':change}
def lambda_handler(event, context):
s3 = boto3.client('s3')
watchlist_file = s3.get_object(Bucket=os.environ['BUCKET_NAME'], Key='watchlist.txt')
watchlist = watchlist_file['Body'].read().decode('utf-8').split(' ')
df = pd.DataFrame(columns=['ticker','change'])
for ticker in watchlist:
df = df.append(get_quote(ticker), ignore_index = True)
time.sleep(5)
df = df.sort_values(by=['change'], ascending=True)
df = df.reset_index(drop=True)
stock_ranking = df['ticker'].tolist()
customizedSpan = trace.get_current_span()
customizedSpan.set_attribute("watchlist", str(watchlist));
customizedSpan.set_attribute("rankings", str(stock_ranking));
encoded_string = ' '.join(stock_ranking).encode('utf-8')
s3 = boto3.resource("s3")
s3.Bucket(os.environ['BUCKET_NAME']).put_object(Key='rankings.txt', Body=encoded_string)
return {
'statusCode': 200,
'body': json.dumps(encoded_string.decode('utf-8'))
}
Role: !GetAtt LambdaRole.Arn
Environment:
Variables:
SPLUNK_ACCESS_TOKEN: !Ref splunkAccessToken
SPLUNK_REALM: !Ref realm
OTEL_SERVICE_NAME: stockRanker
OTEL_RESOURCE_ATTRIBUTES: !Ref environment
AWS_LAMBDA_EXEC_WRAPPER: /opt/otel-instrument
BUCKET_NAME: !Ref bucketName
GET_FIN_ARN: !GetAtt getFinancials.Arn
Layers:
- 'arn:aws:lambda:us-east-1:254067382080:layer:splunk-apm:51'
- 'arn:aws:lambda:us-east-1:770693421928:layer:Klayers-p39-pandas:1'
Timeout: 300
Metadata:
'AWS::CloudFormation::Designer':
id: 6858af98-2d43-4a76-9f96-17c86991547d
DependsOn:
- alpacatraderbucket
- getFinancials
- LambdaRole
getFinancials:
Type: 'AWS::Lambda::Function'
Properties:
FunctionName: getFinancials
Runtime: python3.9
Handler: index.lambda_handler
Code:
ZipFile: |
import json
import requests
from opentelemetry import trace
def lambda_handler(event, context):
ticker = event['symbol']
customizedSpan = trace.get_current_span()
customizedSpan.set_attribute("symbol", ticker);
customizedSpan.set_attribute("finnhub.token", "brqivm7rh5rc4v2pmq8g");
output = {}
output['ticker'] = ticker
quote = requests.get('https://finnhub.io/api/v1/quote?symbol='+ticker+'&token=brqivm7rh5rc4v2pmq8g')
quote_json = json.loads(str(quote.json()).replace('\'','"').replace('None','"None"').replace('True','"True"').replace('False','"False"'))
output['quote'] = quote_json
return output
Role: !GetAtt LambdaRole.Arn
Environment:
Variables:
SPLUNK_ACCESS_TOKEN: !Ref splunkAccessToken
SPLUNK_REALM: !Ref realm
OTEL_SERVICE_NAME: getFinancials
OTEL_RESOURCE_ATTRIBUTES: !Ref environment
AWS_LAMBDA_EXEC_WRAPPER: /opt/otel-instrument
BUCKET_NAME: !Ref bucketName
Layers:
- 'arn:aws:lambda:us-east-1:254067382080:layer:splunk-apm:51'
- 'arn:aws:lambda:us-east-1:770693421928:layer:Klayers-p39-requests:1'
Timeout: 300
Metadata:
'AWS::CloudFormation::Designer':
id: 68e025ef-7cc8-4924-acf9-e44e28de3b58
DependsOn:
- LambdaRole
buyStocks:
Type: 'AWS::Lambda::Function'
Properties:
FunctionName: buyStocks
Runtime: python3.9
Handler: index.lambda_handler
Code:
ZipFile: |
import json
import requests
import boto3
import os
from opentelemetry import trace
def lambda_handler(event, context):
s3 = boto3.client('s3')
alpaca_id = "PK6MU6XGW0KY0SSI402E"
alpaca_secret = "ZBvSlwEB8mk1DnbFZHCm18mkmeYdxVLu5nw6c8cR"
headers = {'APCA-API-KEY-ID':alpaca_id, 'APCA-API-SECRET-KEY':alpaca_secret}
rankings_file = s3.get_object(Bucket=os.environ['BUCKET_NAME'], Key='rankings.txt')
stock_ranking = rankings_file['Body'].read().decode('utf-8').split(' ')
customizedSpan = trace.get_current_span()
customizedSpan.set_attribute("alpaca.id", alpaca_id);
customizedSpan.set_attribute("alpaca.secret", alpaca_secret);
customizedSpan.set_attribute("rankings", str(stock_ranking));
for i in range(3):
buy_response = requests.post('https://paper-api.alpaca.markets/v2/orders', headers=headers, json={'symbol':stock_ranking[i], 'qty':1, 'side':'buy', 'type':'market', 'time_in_force':'day'})
return {
'statusCode': 200,
'body': requests.get('https://paper-api.alpaca.markets/v2/positions', headers=headers).json()
}
Role: !GetAtt LambdaRole.Arn
Environment:
Variables:
SPLUNK_ACCESS_TOKEN: !Ref splunkAccessToken
SPLUNK_REALM: !Ref realm
OTEL_SERVICE_NAME: buyStocks
OTEL_RESOURCE_ATTRIBUTES: !Ref environment
AWS_LAMBDA_EXEC_WRAPPER: /opt/otel-instrument
BUCKET_NAME: !Ref bucketName
Layers:
- 'arn:aws:lambda:us-east-1:254067382080:layer:splunk-apm:51'
- 'arn:aws:lambda:us-east-1:770693421928:layer:Klayers-p39-requests:1'
Timeout: 300
Metadata:
'AWS::CloudFormation::Designer':
id: 06425a85-010e-458b-98a8-cb9eecc082d6
DependsOn:
- alpacatraderbucket
- LambdaRole