-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathalpaca.go
More file actions
438 lines (400 loc) · 13.1 KB
/
Copy pathalpaca.go
File metadata and controls
438 lines (400 loc) · 13.1 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
// Auto-generated by claw402 codegen — DO NOT EDIT
// Provider: Alpaca Markets (alpaca)
package claw402
import (
"context"
"encoding/json"
)
// AlpacaQuotes provides methods for Alpaca quotes endpoints.
type AlpacaQuotes struct {
client *Client
}
// AlpacaQuotesLatestParams are the query parameters for Latest.
type AlpacaQuotesLatestParams struct {
Symbols string `json:"symbols,omitempty"`
Feed string `json:"feed,omitempty"`
Currency string `json:"currency,omitempty"`
}
// Latest quote for one or more US stocks — $0.001/call
func (r *AlpacaQuotes) Latest(ctx context.Context, params *AlpacaQuotesLatestParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Feed != "" {
q["feed"] = params.Feed
}
if params != nil && params.Currency != "" {
q["currency"] = params.Currency
}
return r.client.get(ctx, "/api/v1/alpaca/quotes/latest", q)
}
// AlpacaQuotesHistoryParams are the query parameters for History.
type AlpacaQuotesHistoryParams struct {
Symbols string `json:"symbols,omitempty"`
Start string `json:"start,omitempty"`
End string `json:"end,omitempty"`
Limit string `json:"limit,omitempty"`
Feed string `json:"feed,omitempty"`
Sort string `json:"sort,omitempty"`
}
// Historical tick-level quotes for US stocks — $0.002/call
func (r *AlpacaQuotes) History(ctx context.Context, params *AlpacaQuotesHistoryParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Start != "" {
q["start"] = params.Start
}
if params != nil && params.End != "" {
q["end"] = params.End
}
if params != nil && params.Limit != "" {
q["limit"] = params.Limit
}
if params != nil && params.Feed != "" {
q["feed"] = params.Feed
}
if params != nil && params.Sort != "" {
q["sort"] = params.Sort
}
return r.client.get(ctx, "/api/v1/alpaca/quotes/history", q)
}
// AlpacaBars provides methods for Alpaca bars endpoints.
type AlpacaBars struct {
client *Client
}
// AlpacaBarsLatestParams are the query parameters for Latest.
type AlpacaBarsLatestParams struct {
Symbols string `json:"symbols,omitempty"`
Feed string `json:"feed,omitempty"`
Currency string `json:"currency,omitempty"`
}
// Latest bar for US stocks — $0.001/call
func (r *AlpacaBars) Latest(ctx context.Context, params *AlpacaBarsLatestParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Feed != "" {
q["feed"] = params.Feed
}
if params != nil && params.Currency != "" {
q["currency"] = params.Currency
}
return r.client.get(ctx, "/api/v1/alpaca/bars/latest", q)
}
// AlpacaTrades provides methods for Alpaca trades endpoints.
type AlpacaTrades struct {
client *Client
}
// AlpacaTradesLatestParams are the query parameters for Latest.
type AlpacaTradesLatestParams struct {
Symbols string `json:"symbols,omitempty"`
Feed string `json:"feed,omitempty"`
Currency string `json:"currency,omitempty"`
}
// Latest trade for US stocks — $0.001/call
func (r *AlpacaTrades) Latest(ctx context.Context, params *AlpacaTradesLatestParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Feed != "" {
q["feed"] = params.Feed
}
if params != nil && params.Currency != "" {
q["currency"] = params.Currency
}
return r.client.get(ctx, "/api/v1/alpaca/trades/latest", q)
}
// AlpacaTradesHistoryParams are the query parameters for History.
type AlpacaTradesHistoryParams struct {
Symbols string `json:"symbols,omitempty"`
Start string `json:"start,omitempty"`
End string `json:"end,omitempty"`
Limit string `json:"limit,omitempty"`
Feed string `json:"feed,omitempty"`
Sort string `json:"sort,omitempty"`
}
// Historical trades for US stocks — $0.002/call
func (r *AlpacaTrades) History(ctx context.Context, params *AlpacaTradesHistoryParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Start != "" {
q["start"] = params.Start
}
if params != nil && params.End != "" {
q["end"] = params.End
}
if params != nil && params.Limit != "" {
q["limit"] = params.Limit
}
if params != nil && params.Feed != "" {
q["feed"] = params.Feed
}
if params != nil && params.Sort != "" {
q["sort"] = params.Sort
}
return r.client.get(ctx, "/api/v1/alpaca/trades/history", q)
}
// AlpacaOptions provides methods for Alpaca options endpoints.
type AlpacaOptions struct {
client *Client
}
// AlpacaOptionsBarsParams are the query parameters for Bars.
type AlpacaOptionsBarsParams struct {
Symbols string `json:"symbols,omitempty"`
Timeframe string `json:"timeframe,omitempty"`
Start string `json:"start,omitempty"`
End string `json:"end,omitempty"`
Limit string `json:"limit,omitempty"`
}
// Historical OHLCV bars for options contracts — $0.003/call
func (r *AlpacaOptions) Bars(ctx context.Context, params *AlpacaOptionsBarsParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Timeframe != "" {
q["timeframe"] = params.Timeframe
}
if params != nil && params.Start != "" {
q["start"] = params.Start
}
if params != nil && params.End != "" {
q["end"] = params.End
}
if params != nil && params.Limit != "" {
q["limit"] = params.Limit
}
return r.client.get(ctx, "/api/v1/alpaca/options/bars", q)
}
// AlpacaOptionsQuotesLatestParams are the query parameters for QuotesLatest.
type AlpacaOptionsQuotesLatestParams struct {
Symbols string `json:"symbols,omitempty"`
Feed string `json:"feed,omitempty"`
}
// Latest quotes for options contracts — $0.003/call
func (r *AlpacaOptions) QuotesLatest(ctx context.Context, params *AlpacaOptionsQuotesLatestParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Feed != "" {
q["feed"] = params.Feed
}
return r.client.get(ctx, "/api/v1/alpaca/options/quotes/latest", q)
}
// AlpacaOptionsSnapshotsParams are the query parameters for Snapshots.
type AlpacaOptionsSnapshotsParams struct {
Symbols string `json:"symbols,omitempty"`
Feed string `json:"feed,omitempty"`
}
// Snapshots for options contracts — $0.003/call
func (r *AlpacaOptions) Snapshots(ctx context.Context, params *AlpacaOptionsSnapshotsParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Feed != "" {
q["feed"] = params.Feed
}
return r.client.get(ctx, "/api/v1/alpaca/options/snapshots", q)
}
// AlpacaResource provides access to all Alpaca Markets API endpoints.
type AlpacaResource struct {
client *Client
Quotes *AlpacaQuotes
Bars *AlpacaBars
Trades *AlpacaTrades
Options *AlpacaOptions
}
func newAlpacaResource(c *Client) *AlpacaResource {
return &AlpacaResource{
client: c,
Quotes: &AlpacaQuotes{client: c},
Bars: &AlpacaBars{client: c},
Trades: &AlpacaTrades{client: c},
Options: &AlpacaOptions{client: c},
}
}
// AlpacaGetBarsParams are the query parameters for GetBars.
type AlpacaGetBarsParams struct {
Symbols string `json:"symbols,omitempty"`
Timeframe string `json:"timeframe,omitempty"`
Start string `json:"start,omitempty"`
End string `json:"end,omitempty"`
Limit string `json:"limit,omitempty"`
Adjustment string `json:"adjustment,omitempty"`
Feed string `json:"feed,omitempty"`
Sort string `json:"sort,omitempty"`
}
// Historical OHLCV bars for US stocks — $0.001/call
func (r *AlpacaResource) GetBars(ctx context.Context, params *AlpacaGetBarsParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Timeframe != "" {
q["timeframe"] = params.Timeframe
}
if params != nil && params.Start != "" {
q["start"] = params.Start
}
if params != nil && params.End != "" {
q["end"] = params.End
}
if params != nil && params.Limit != "" {
q["limit"] = params.Limit
}
if params != nil && params.Adjustment != "" {
q["adjustment"] = params.Adjustment
}
if params != nil && params.Feed != "" {
q["feed"] = params.Feed
}
if params != nil && params.Sort != "" {
q["sort"] = params.Sort
}
return r.client.get(ctx, "/api/v1/alpaca/bars", q)
}
// AlpacaSnapshotsParams are the query parameters for Snapshots.
type AlpacaSnapshotsParams struct {
Symbols string `json:"symbols,omitempty"`
Feed string `json:"feed,omitempty"`
Currency string `json:"currency,omitempty"`
}
// Full market snapshot with quote, trade, minute/daily bar and prev close — $0.002/call
func (r *AlpacaResource) Snapshots(ctx context.Context, params *AlpacaSnapshotsParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Feed != "" {
q["feed"] = params.Feed
}
if params != nil && params.Currency != "" {
q["currency"] = params.Currency
}
return r.client.get(ctx, "/api/v1/alpaca/snapshots", q)
}
// AlpacaSnapshotParams are the query parameters for Snapshot.
type AlpacaSnapshotParams struct {
Symbols string `json:"symbols,omitempty"`
Feed string `json:"feed,omitempty"`
Currency string `json:"currency,omitempty"`
}
// Snapshot for a single US stock — $0.001/call
func (r *AlpacaResource) Snapshot(ctx context.Context, params *AlpacaSnapshotParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Feed != "" {
q["feed"] = params.Feed
}
if params != nil && params.Currency != "" {
q["currency"] = params.Currency
}
return r.client.get(ctx, "/api/v1/alpaca/snapshot", q)
}
// AlpacaMoversParams are the query parameters for Movers.
type AlpacaMoversParams struct {
Top string `json:"top,omitempty"`
MarketType string `json:"market_type,omitempty"`
}
// Top market movers by percentage change — $0.002/call
func (r *AlpacaResource) Movers(ctx context.Context, params *AlpacaMoversParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Top != "" {
q["top"] = params.Top
}
if params != nil && params.MarketType != "" {
q["market_type"] = params.MarketType
}
return r.client.get(ctx, "/api/v1/alpaca/movers", q)
}
// AlpacaMostActivesParams are the query parameters for MostActives.
type AlpacaMostActivesParams struct {
Top string `json:"top,omitempty"`
MarketType string `json:"market_type,omitempty"`
}
// Most active stocks by volume — $0.002/call
func (r *AlpacaResource) MostActives(ctx context.Context, params *AlpacaMostActivesParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Top != "" {
q["top"] = params.Top
}
if params != nil && params.MarketType != "" {
q["market_type"] = params.MarketType
}
return r.client.get(ctx, "/api/v1/alpaca/most-actives", q)
}
// AlpacaNewsParams are the query parameters for News.
type AlpacaNewsParams struct {
Symbols string `json:"symbols,omitempty"`
Start string `json:"start,omitempty"`
End string `json:"end,omitempty"`
Limit string `json:"limit,omitempty"`
Sort string `json:"sort,omitempty"`
IncludeContent string `json:"include_content,omitempty"`
}
// Real-time financial news for US stocks — $0.002/call
func (r *AlpacaResource) News(ctx context.Context, params *AlpacaNewsParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Start != "" {
q["start"] = params.Start
}
if params != nil && params.End != "" {
q["end"] = params.End
}
if params != nil && params.Limit != "" {
q["limit"] = params.Limit
}
if params != nil && params.Sort != "" {
q["sort"] = params.Sort
}
if params != nil && params.IncludeContent != "" {
q["include_content"] = params.IncludeContent
}
return r.client.get(ctx, "/api/v1/alpaca/news", q)
}
// AlpacaCorporateActionsParams are the query parameters for CorporateActions.
type AlpacaCorporateActionsParams struct {
Symbols string `json:"symbols,omitempty"`
Types string `json:"types,omitempty"`
Start string `json:"start,omitempty"`
End string `json:"end,omitempty"`
Limit string `json:"limit,omitempty"`
Sort string `json:"sort,omitempty"`
}
// Corporate action events (dividends, splits, etc.) — $0.002/call
func (r *AlpacaResource) CorporateActions(ctx context.Context, params *AlpacaCorporateActionsParams) (json.RawMessage, error) {
q := map[string]string{}
if params != nil && params.Symbols != "" {
q["symbols"] = params.Symbols
}
if params != nil && params.Types != "" {
q["types"] = params.Types
}
if params != nil && params.Start != "" {
q["start"] = params.Start
}
if params != nil && params.End != "" {
q["end"] = params.End
}
if params != nil && params.Limit != "" {
q["limit"] = params.Limit
}
if params != nil && params.Sort != "" {
q["sort"] = params.Sort
}
return r.client.get(ctx, "/api/v1/alpaca/corporate-actions", q)
}