@master-chief/alpaca/src/client.ts

import qs from 'qs';
import parse from './parse.js';
import isofetch from 'isomorphic-unfetch';
import endpoints from './endpoints.js';
import Bottleneck from 'bottleneck';

import {
  RawAccount,
  Account,
  Order,
  Position,
  Asset,
  Watchlist,
  Calendar,
  Clock,
  AccountConfigurations,
  PortfolioHistory,
  RawOrder,
  RawPosition,
  RawActivity,
  Activity,
  DefaultCredentials,
  OAuthCredentials,
  OrderCancelation,
  RawOrderCancelation,
  PageOfTrades,
  PageOfQuotes,
  PageOfBars,
  Bar_v1,
  LastQuote_v1,
  LastTrade_v1,
  Snapshot,
  NewsPage,
  LatestTrade,
  Endpoints,
} from './entities.js';

import {
  GetOrder,
  GetOrders,
  PlaceOrder,
  ReplaceOrder,
  CancelOrder,
  GetPosition,
  ClosePosition,
  GetAsset,
  GetAssets,
  GetWatchList,
  CreateWatchList,
  UpdateWatchList,
  AddToWatchList,
  RemoveFromWatchList,
  DeleteWatchList,
  GetCalendar,
  UpdateAccountConfigurations,
  GetAccountActivities,
  GetPortfolioHistory,
  GetBars,
  GetBars_v1,
  GetTrades,
  GetQuotes,
  GetLastTrade_v1,
  GetLastQuote_v1,
  GetSnapshot,
  GetSnapshots,
  ClosePositions,
  GetNews,
  GetLatestTrade,
} from './params.js';

const unifetch = typeof fetch !== 'undefined' ? fetch : isofetch;
export class AlpacaClient {
  private baseURLs: Endpoints = endpoints;
  private limiter = new Bottleneck({
    reservoir: 200, // initial value
    reservoirRefreshAmount: 200,
    reservoirRefreshInterval: 60 * 1000, // must be divisible by 250
    // also use maxConcurrent and/or minTime for safety
    maxConcurrent: 1,
    minTime: 200,
  });

  constructor(
    public params: {
      rate_limit?: boolean;
      endpoints?: Endpoints | Map<keyof Endpoints, any>;
      credentials?: DefaultCredentials | OAuthCredentials;
    },
  ) {
    // override endpoints if custom provided
    if ('endpoints' in params) {
      this.baseURLs = Object.assign(endpoints, params.endpoints);
    }

    if (
      // if not specified
      !('paper' in params.credentials) &&
      // and live key isn't already provided
      !('key' in params.credentials && params.credentials.key.startsWith('A'))
    ) {
      params.credentials['paper'] = true;
    }

    if (
      'access_token' in params.credentials &&
      ('key' in params.credentials || 'secret' in params.credentials)
    ) {
      throw new Error(
        "can't create client with both default and oauth credentials",
      );
    }
  }

  async isAuthenticated(): Promise<boolean> {
    try {
      await this.getAccount();
      return true;
    } catch {
      return false;
    }
  }

  async getAccount(): Promise<Account> {
    return parse.account(
      await this.request<RawAccount>({
        method: 'GET',
        url: `${this.baseURLs.rest.account}/account`,
      }),
    );
  }

  async getOrder(params: GetOrder): Promise<Order> {
    return parse.order(
      await this.request<RawOrder>({
        method: 'GET',
        url: `${this.baseURLs.rest.account}/orders/${
          params.order_id || params.client_order_id
        }`,
        data: { nested: params.nested },
      }),
    );
  }

  async getOrders(params: GetOrders = {}): Promise<Order[]> {
    return parse.orders(
      await this.request<RawOrder[]>({
        method: 'GET',
        url: `${this.baseURLs.rest.account}/orders`,
        data: {
          ...params,
          symbols: params.symbols ? params.symbols.join(',') : undefined,
        },
      }),
    );
  }

  async placeOrder(params: PlaceOrder): Promise<Order> {
    return parse.order(
      await this.request<RawOrder>({
        method: 'POST',
        url: `${this.baseURLs.rest.account}/orders`,
        data: params,
      }),
    );
  }

  async replaceOrder(params: ReplaceOrder): Promise<Order> {
    return parse.order(
      await this.request<RawOrder>({
        method: 'PATCH',
        url: `${this.baseURLs.rest.account}/orders/${params.order_id}`,
        data: params,
      }),
    );
  }

  cancelOrder(params: CancelOrder): Promise<boolean> {
    return this.request<boolean>({
      method: 'DELETE',
      url: `${this.baseURLs.rest.account}/orders/${params.order_id}`,
      isJSON: false,
    });
  }

  async cancelOrders(): Promise<OrderCancelation[]> {
    return parse.canceled_orders(
      await this.request<RawOrderCancelation[]>({
        method: 'DELETE',
        url: `${this.baseURLs.rest.account}/orders`,
      }),
    );
  }

  async getPosition(params: GetPosition): Promise<Position> {
    return parse.position(
      await this.request<RawPosition>({
        method: 'GET',
        url: `${this.baseURLs.rest.account}/positions/${params.symbol}`,
      }),
    );
  }

  async getPositions(): Promise<Position[]> {
    return parse.positions(
      await this.request<RawPosition[]>({
        method: 'GET',
        url: `${this.baseURLs.rest.account}/positions`,
      }),
    );
  }

  async closePosition(params: ClosePosition): Promise<Order> {
    return parse.order(
      await this.request<RawOrder>({
        method: 'DELETE',
        url: `${this.baseURLs.rest.account}/positions/${params.symbol}`,
        data: params,
      }),
    );
  }

  async closePositions(params: ClosePositions): Promise<Order[]> {
    return parse.orders(
      await this.request<RawOrder[]>({
        method: 'DELETE',
        url: `${
          this.baseURLs.rest.account
        }/positions?cancel_orders=${JSON.stringify(
          params.cancel_orders ?? false,
        )}`,
      }),
    );
  }

  getAsset(params: GetAsset): Promise<Asset> {
    return this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.account}/assets/${params.asset_id_or_symbol}`,
    });
  }

  getAssets(params?: GetAssets): Promise<Asset[]> {
    return this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.account}/assets`,
      data: params,
    });
  }

  getWatchlist(params: GetWatchList): Promise<Watchlist> {
    return this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.account}/watchlists/${params.uuid}`,
    });
  }

  getWatchlists(): Promise<Watchlist[]> {
    return this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.account}/watchlists`,
    });
  }

  createWatchlist(params: CreateWatchList): Promise<Watchlist[]> {
    return this.request({
      method: 'POST',
      url: `${this.baseURLs.rest.account}/watchlists`,
      data: params,
    });
  }

  updateWatchlist(params: UpdateWatchList): Promise<Watchlist> {
    return this.request({
      method: 'PUT',
      url: `${this.baseURLs.rest.account}/watchlists/${params.uuid}`,
      data: params,
    });
  }

  addToWatchlist(params: AddToWatchList): Promise<Watchlist> {
    return this.request({
      method: 'POST',
      url: `${this.baseURLs.rest.account}/watchlists/${params.uuid}`,
      data: params,
    });
  }

  removeFromWatchlist(params: RemoveFromWatchList): Promise<boolean> {
    return this.request<boolean>({
      method: 'DELETE',
      url: `${this.baseURLs.rest.account}/watchlists/${params.uuid}/${params.symbol}`,
    });
  }

  deleteWatchlist(params: DeleteWatchList): Promise<boolean> {
    return this.request<boolean>({
      method: 'DELETE',
      url: `${this.baseURLs.rest.account}/watchlists/${params.uuid}`,
    });
  }

  getCalendar(params?: GetCalendar): Promise<Calendar[]> {
    return this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.account}/calendar`,
      data: params,
    });
  }

  getNews(params?: GetNews): Promise<NewsPage> {
    // transform symbols if necessary
    if ('symbols' in params && Array.isArray(params.symbols)) {
      params.symbols = params.symbols.join(',');
    }

    return this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.beta}/news`,
      data: params,
    });
  }

  async getClock(): Promise<Clock> {
    return parse.clock(
      await this.request({
        method: 'GET',
        url: `${this.baseURLs.rest.account}/clock`,
      }),
    );
  }

  getAccountConfigurations(): Promise<AccountConfigurations> {
    return this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.account}/account/configurations`,
    });
  }

  updateAccountConfigurations(
    params: UpdateAccountConfigurations,
  ): Promise<AccountConfigurations> {
    return this.request({
      method: 'PATCH',
      url: `${this.baseURLs.rest.account}/account/configurations`,
      data: params,
    });
  }

  async getAccountActivities(
    params: GetAccountActivities,
  ): Promise<Activity[]> {
    if (params.activity_types && Array.isArray(params.activity_types)) {
      params.activity_types = params.activity_types.join(',');
    }

    return parse.activities(
      await this.request<RawActivity[]>({
        method: 'GET',
        url: `${this.baseURLs.rest.account}/account/activities${
          params.activity_type ? '/'.concat(params.activity_type) : ''
        }`,
        data: { ...params, activity_type: undefined },
      }),
    );
  }

  getPortfolioHistory(params?: GetPortfolioHistory): Promise<PortfolioHistory> {
    return this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.account}/account/portfolio/history`,
      data: params,
    });
  }

  /** @deprecated Alpaca Data API v2 is currently in public beta. */
  async getBars_v1(
    params: GetBars_v1,
  ): Promise<{ [symbol: string]: Bar_v1[] }> {
    const transformed: Omit<GetBars_v1, 'symbols'> & { symbols: string } = {
      ...params,
      symbols: params.symbols.join(','),
    };

    return await this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.market_data_v1}/bars/${params.timeframe}`,
      data: transformed,
    });
  }

  /** @deprecated Alpaca Data API v2 is currently in public beta. */
  async getLastTrade_v1(params: GetLastTrade_v1): Promise<LastTrade_v1> {
    return await this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.market_data_v1}/last/stocks/${params.symbol}`,
    });
  }

  /** @deprecated Alpaca Data API v2 is currently in public beta. */
  async getLastQuote_v1(params: GetLastQuote_v1): Promise<LastQuote_v1> {
    return await this.request({
      method: 'GET',
      url: `${this.baseURLs.rest.market_data_v1}/last_quote/stocks/${params.symbol}`,
    });
  }

  async getTrades(params: GetTrades): Promise<PageOfTrades> {
    return parse.pageOfTrades(
      await this.request({
        method: 'GET',
        url: `${this.baseURLs.rest.market_data_v2}/stocks/${params.symbol}/trades`,
        data: { ...params, symbol: undefined },
      }),
    );
  }

  async getQuotes(params: GetQuotes): Promise<PageOfQuotes> {
    return parse.pageOfQuotes(
      await this.request({
        method: 'GET',
        url: `${this.baseURLs.rest.market_data_v2}/stocks/${params.symbol}/quotes`,
        data: { ...params, symbol: undefined },
      }),
    );
  }

  async getBars(params: GetBars): Promise<PageOfBars> {
    return parse.pageOfBars(
      await this.request({
        method: 'GET',
        url: `${this.baseURLs.rest.market_data_v2}/stocks/${params.symbol}/bars`,
        data: { ...params, symbol: undefined },
      }),
    );
  }

  async getLatestTrade({
    symbol,
    feed,
    limit,
  }: GetLatestTrade): Promise<LatestTrade> {
    let query = '';

    if (feed || limit) {
      query = '?'.concat(qs.stringify({ feed, limit }));
    }

    return parse.latestTrade(
      await this.request({
        method: 'GET',
        url: `${this.baseURLs.rest.market_data_v2}/stocks/${symbol}/trades/latest`.concat(
          query,
        ),
      }),
    );
  }

  async getSnapshot(params: GetSnapshot): Promise<Snapshot> {
    return parse.snapshot(
      await this.request({
        method: 'GET',
        url: `${this.baseURLs.rest.market_data_v2}/stocks/${params.symbol}/snapshot`,
      }),
    );
  }

  async getSnapshots(
    params: GetSnapshots,
  ): Promise<{ [key: string]: Snapshot }> {
    return parse.snapshots(
      await this.request({
        method: 'GET',
        url: `${
          this.baseURLs.rest.market_data_v2
        }/stocks/snapshots?symbols=${params.symbols.join(',')}`,
      }),
    );
  }

  private async request<T = any>(params: {
    method: 'GET' | 'DELETE' | 'PUT' | 'PATCH' | 'POST';
    url: string;
    data?: { [key: string]: any };
    isJSON?: boolean;
  }): Promise<T> {
    let headers: any = {};

    if ('access_token' in this.params.credentials) {
      headers[
        'Authorization'
      ] = `Bearer ${this.params.credentials.access_token}`;
    } else {
      headers['APCA-API-KEY-ID'] = this.params.credentials.key;
      headers['APCA-API-SECRET-KEY'] = this.params.credentials.secret;
    }

    if (this.params.credentials.paper) {
      params.url = params.url.replace('api.', 'paper-api.');
    }

    let query = '';

    if (params.data) {
      // translate dates to ISO strings
      for (let [key, value] of Object.entries(params.data)) {
        if (value instanceof Date) {
          params.data[key] = (value as Date).toISOString();
        }
      }

      // build query
      if (!['POST', 'PATCH', 'PUT'].includes(params.method)) {
        query = '?'.concat(qs.stringify(params.data));
        params.data = undefined;
      }
    }

    const makeCall = () =>
        unifetch(params.url.concat(query), {
          method: params.method,
          headers,
          body: JSON.stringify(params.data),
        }),
      func = this.params.rate_limit
        ? () => this.limiter.schedule(makeCall)
        : makeCall;

    let resp,
      result = {};

    try {
      resp = await func();

      if (!(params.isJSON == undefined ? true : params.isJSON)) {
        return resp.ok as any;
      }

      result = await resp.json();
    } catch (e) {
      console.error(e);
      throw result;
    }

    if ('code' in result || 'message' in result) {
      throw result;
    }

    return result as any;
  }
}