Files

1534 lines
45 KiB
Go

package alpaca
import (
"bytes"
"context"
"encoding/json"
"fmt"
"io"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/luxfi/broker/pkg/types"
)
const (
SandboxURL = "https://broker-api.sandbox.alpaca.markets"
ProductionURL = "https://broker-api.alpaca.markets"
DataURL = "https://data.alpaca.markets"
DataSandboxURL = "https://data.sandbox.alpaca.markets"
)
// Config for the Alpaca provider.
type Config struct {
BaseURL string `json:"base_url"`
APIKey string `json:"-"`
APISecret string `json:"-"`
}
// Provider implements the broker Provider interface for Alpaca.
type Provider struct {
cfg Config
client *http.Client
dataURL string
}
func New(cfg Config) *Provider {
if cfg.BaseURL == "" {
cfg.BaseURL = SandboxURL
}
dataURL := DataURL
if strings.Contains(cfg.BaseURL, "sandbox") {
dataURL = DataSandboxURL
}
return &Provider{
cfg: cfg,
dataURL: dataURL,
client: &http.Client{
Timeout: 30 * time.Second,
},
}
}
func (p *Provider) Name() string { return "alpaca" }
// --- HTTP helpers ---
func (p *Provider) do(ctx context.Context, method, path string, body interface{}) ([]byte, int, error) {
var reqBody io.Reader
if body != nil {
b, err := json.Marshal(body)
if err != nil {
return nil, 0, fmt.Errorf("marshal: %w", err)
}
reqBody = bytes.NewReader(b)
}
fullURL := p.cfg.BaseURL + path
req, err := http.NewRequestWithContext(ctx, method, fullURL, reqBody)
if err != nil {
return nil, 0, err
}
req.SetBasicAuth(p.cfg.APIKey, p.cfg.APISecret)
req.Header.Set("Content-Type", "application/json")
resp, err := p.client.Do(req)
if err != nil {
return nil, 0, err
}
defer resp.Body.Close()
data, err := io.ReadAll(resp.Body)
if err != nil {
return nil, resp.StatusCode, err
}
if resp.StatusCode >= 400 {
var apiErr struct {
Code int `json:"code"`
Message string `json:"message"`
}
if json.Unmarshal(data, &apiErr) == nil && apiErr.Message != "" {
return nil, resp.StatusCode, fmt.Errorf("alpaca %d: %s", apiErr.Code, apiErr.Message)
}
return nil, resp.StatusCode, fmt.Errorf("alpaca %d: %s", resp.StatusCode, string(data))
}
return data, resp.StatusCode, nil
}
func decode[T any](data []byte) (*T, error) {
var v T
if err := json.Unmarshal(data, &v); err != nil {
return nil, err
}
return &v, nil
}
func decodeSlice[T any](data []byte) ([]*T, error) {
var v []T
if err := json.Unmarshal(data, &v); err != nil {
return nil, err
}
ptrs := make([]*T, len(v))
for i := range v {
ptrs[i] = &v[i]
}
return ptrs, nil
}
// --- Accounts ---
type alpacaAccount struct {
ID string `json:"id"`
AccountNumber string `json:"account_number"`
Status string `json:"status"`
Currency string `json:"currency"`
AccountType string `json:"account_type"`
CreatedAt string `json:"created_at"`
Contact *struct {
EmailAddress string `json:"email_address"`
PhoneNumber string `json:"phone_number"`
StreetAddress []string `json:"street_address"`
City string `json:"city"`
State string `json:"state"`
PostalCode string `json:"postal_code"`
Country string `json:"country"`
} `json:"contact"`
Identity *struct {
GivenName string `json:"given_name"`
FamilyName string `json:"family_name"`
DateOfBirth string `json:"date_of_birth"`
TaxIDType string `json:"tax_id_type"`
CountryOfTaxResidence string `json:"country_of_tax_residence"`
} `json:"identity"`
EnabledAssets []string `json:"enabled_assets"`
}
func (a *alpacaAccount) toUnified() *types.Account {
acct := &types.Account{
ID: a.ID,
Provider: "alpaca",
ProviderID: a.ID,
AccountNumber: a.AccountNumber,
Status: a.Status,
Currency: a.Currency,
AccountType: a.AccountType,
EnabledAssets: a.EnabledAssets,
}
if t, err := time.Parse(time.RFC3339Nano, a.CreatedAt); err == nil {
acct.CreatedAt = t
}
if a.Identity != nil {
acct.Identity = &types.Identity{
GivenName: a.Identity.GivenName,
FamilyName: a.Identity.FamilyName,
DateOfBirth: a.Identity.DateOfBirth,
TaxIDType: a.Identity.TaxIDType,
CountryOfTax: a.Identity.CountryOfTaxResidence,
}
}
if a.Contact != nil {
acct.Contact = &types.Contact{
Email: a.Contact.EmailAddress,
Phone: a.Contact.PhoneNumber,
Street: a.Contact.StreetAddress,
City: a.Contact.City,
State: a.Contact.State,
PostalCode: a.Contact.PostalCode,
Country: a.Contact.Country,
}
}
return acct
}
func (p *Provider) CreateAccount(ctx context.Context, req *types.CreateAccountRequest) (*types.Account, error) {
// Use request values with sensible defaults for compliance fields
fundingSources := req.FundingSources
if len(fundingSources) == 0 {
fundingSources = []string{"employment_income"}
}
ipAddress := req.IPAddress
if ipAddress == "" {
return nil, fmt.Errorf("client IP address is required for agreement signing")
}
// Disclosures: use request values if provided, default to false
isControlPerson := false
isAffiliatedExchangeFinra := false
isPoliticallyExposed := false
immediateFamilyExposed := false
if req.Disclosures != nil {
if req.Disclosures.IsControlPerson != nil {
isControlPerson = *req.Disclosures.IsControlPerson
}
if req.Disclosures.IsAffiliatedExchangeFinra != nil {
isAffiliatedExchangeFinra = *req.Disclosures.IsAffiliatedExchangeFinra
}
if req.Disclosures.IsPoliticallyExposed != nil {
isPoliticallyExposed = *req.Disclosures.IsPoliticallyExposed
}
if req.Disclosures.ImmediateFamilyExposed != nil {
immediateFamilyExposed = *req.Disclosures.ImmediateFamilyExposed
}
}
now := time.Now().UTC().Format(time.RFC3339)
body := map[string]interface{}{
"contact": map[string]interface{}{
"email_address": req.Contact.Email,
"phone_number": req.Contact.Phone,
"street_address": req.Contact.Street,
"city": req.Contact.City,
"state": req.Contact.State,
"postal_code": req.Contact.PostalCode,
"country": req.Contact.Country,
},
"identity": map[string]interface{}{
"given_name": req.Identity.GivenName,
"family_name": req.Identity.FamilyName,
"date_of_birth": req.Identity.DateOfBirth,
"tax_id": req.Identity.TaxID,
"tax_id_type": req.Identity.TaxIDType,
"country_of_tax_residence": req.Identity.CountryOfTax,
"funding_source": fundingSources,
},
"disclosures": map[string]interface{}{
"is_control_person": isControlPerson,
"is_affiliated_exchange_or_finra": isAffiliatedExchangeFinra,
"is_politically_exposed": isPoliticallyExposed,
"immediate_family_exposed": immediateFamilyExposed,
},
"agreements": func() []map[string]interface{} {
agreements := []map[string]interface{}{
{"agreement": "margin_agreement", "signed_at": now, "ip_address": ipAddress},
{"agreement": "account_agreement", "signed_at": now, "ip_address": ipAddress},
{"agreement": "customer_agreement", "signed_at": now, "ip_address": ipAddress},
}
// Include crypto_agreement only when crypto is in enabled assets (or no assets specified, which defaults to all).
if len(req.EnabledAssets) == 0 {
agreements = append(agreements, map[string]interface{}{"agreement": "crypto_agreement", "signed_at": now, "ip_address": ipAddress})
} else {
for _, a := range req.EnabledAssets {
if strings.EqualFold(a, "crypto") {
agreements = append(agreements, map[string]interface{}{"agreement": "crypto_agreement", "signed_at": now, "ip_address": ipAddress})
break
}
}
}
return agreements
}(),
}
if len(req.EnabledAssets) > 0 {
body["enabled_assets"] = req.EnabledAssets
}
data, _, err := p.do(ctx, http.MethodPost, "/v1/accounts", body)
if err != nil {
return nil, err
}
raw, err := decode[alpacaAccount](data)
if err != nil {
return nil, err
}
return raw.toUnified(), nil
}
func (p *Provider) GetAccount(ctx context.Context, providerAccountID string) (*types.Account, error) {
data, _, err := p.do(ctx, http.MethodGet, "/v1/accounts/"+providerAccountID, nil)
if err != nil {
return nil, err
}
raw, err := decode[alpacaAccount](data)
if err != nil {
return nil, err
}
return raw.toUnified(), nil
}
func (p *Provider) ListAccounts(ctx context.Context) ([]*types.Account, error) {
data, _, err := p.do(ctx, http.MethodGet, "/v1/accounts", nil)
if err != nil {
return nil, err
}
var raw []alpacaAccount
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
accts := make([]*types.Account, len(raw))
for i := range raw {
accts[i] = raw[i].toUnified()
}
return accts, nil
}
// --- Portfolio & Positions ---
func (p *Provider) GetPortfolio(ctx context.Context, providerAccountID string) (*types.Portfolio, error) {
// Fetch trading account
tData, _, err := p.do(ctx, http.MethodGet, "/v1/trading/accounts/"+providerAccountID+"/account", nil)
if err != nil {
return nil, err
}
var ta struct {
Cash string `json:"cash"`
Equity string `json:"equity"`
BuyingPower string `json:"buying_power"`
NonMarginableBuyingPower string `json:"non_marginable_buying_power"`
PortfolioValue string `json:"portfolio_value"`
}
if err := json.Unmarshal(tData, &ta); err != nil {
return nil, err
}
// Fetch positions
pData, _, err := p.do(ctx, http.MethodGet, "/v1/trading/accounts/"+providerAccountID+"/positions", nil)
if err != nil {
return nil, err
}
var rawPositions []struct {
Symbol string `json:"symbol"`
Qty string `json:"qty"`
AvgEntryPrice string `json:"avg_entry_price"`
MarketValue string `json:"market_value"`
CurrentPrice string `json:"current_price"`
UnrealizedPL string `json:"unrealized_pl"`
Side string `json:"side"`
AssetClass string `json:"asset_class"`
}
if err := json.Unmarshal(pData, &rawPositions); err != nil {
return nil, err
}
positions := make([]types.Position, len(rawPositions))
for i, rp := range rawPositions {
positions[i] = types.Position{
Symbol: rp.Symbol,
Qty: rp.Qty,
AvgEntryPrice: rp.AvgEntryPrice,
MarketValue: rp.MarketValue,
CurrentPrice: rp.CurrentPrice,
UnrealizedPL: rp.UnrealizedPL,
Side: rp.Side,
AssetClass: rp.AssetClass,
}
}
return &types.Portfolio{
AccountID: providerAccountID,
Cash: ta.Cash,
Equity: ta.Equity,
BuyingPower: ta.BuyingPower,
NonMarginableBuyingPower: ta.NonMarginableBuyingPower,
PortfolioValue: ta.PortfolioValue,
Positions: positions,
}, nil
}
// --- Orders ---
func (p *Provider) CreateOrder(ctx context.Context, providerAccountID string, req *types.CreateOrderRequest) (*types.Order, error) {
// Decimal precision validation (Alpaca sign-off requirement)
if err := validateDecimalPlaces(req.Notional, 2, "notional"); err != nil {
return nil, err
}
if err := validateDecimalPlaces(req.Qty, 9, "quantity"); err != nil {
return nil, err
}
// TIF validation for all asset classes
isCrypto := strings.Contains(req.Symbol, "/") || req.AssetClass == "crypto"
if req.TimeInForce != "" {
assetClass := req.AssetClass
if assetClass == "" && isCrypto {
assetClass = "crypto"
}
if assetClass == "" {
assetClass = "equity"
}
if err := types.ValidateTIF(assetClass, strings.ToLower(req.TimeInForce)); err != nil {
return nil, err
}
}
// Overnight/extended hours enforcement for equities.
// Outside 9:30AM-4:00PM ET, equity orders must use TIF=day.
if !isCrypto && req.AssetClass != "fixed_income" {
et, _ := time.LoadLocation("America/New_York")
now := time.Now().In(et)
hour, min := now.Hour(), now.Minute()
marketOpen := hour > 9 || (hour == 9 && min >= 30) // 9:30 AM
marketClose := hour < 16 // 4:00 PM
isMarketHours := marketOpen && marketClose && now.Weekday() >= time.Monday && now.Weekday() <= time.Friday
if !isMarketHours {
tif := strings.ToLower(req.TimeInForce)
if tif != "day" && tif != "" {
return nil, fmt.Errorf("overnight equity orders require TIF=day (got %q)", req.TimeInForce)
}
if req.TimeInForce == "" {
req.TimeInForce = "day"
}
req.ExtendedHours = true
}
}
// Crypto-specific validation
if isCrypto {
if req.Notional != "" {
n, err := strconv.ParseFloat(req.Notional, 64)
if err != nil {
return nil, fmt.Errorf("invalid notional value %q: %w", req.Notional, err)
}
if n <= 0 {
return nil, fmt.Errorf("crypto notional must be positive (got $%.2f)", n)
}
if n > 200000 {
return nil, fmt.Errorf("crypto orders cannot exceed $200,000 notional (got $%.2f)", n)
}
if strings.EqualFold(req.Side, "buy") && n < 1.0 {
return nil, fmt.Errorf("crypto buy orders require minimum $1 notional (got $%.2f)", n)
}
}
if req.Qty != "" {
q, err := strconv.ParseFloat(req.Qty, 64)
if err != nil {
return nil, fmt.Errorf("invalid quantity value %q: %w", req.Qty, err)
}
if q <= 0 {
return nil, fmt.Errorf("crypto quantity must be positive (got %v)", q)
}
if q < 0.000000002 {
return nil, fmt.Errorf("crypto orders require minimum quantity 0.000000002 (got %v)", q)
}
}
// Non-marginable buying power pre-validation for crypto BUY orders.
// Crypto is non-marginable; reject if notional exceeds available buying power.
// Fail-open: if portfolio fetch fails, let Alpaca reject it downstream.
if strings.EqualFold(req.Side, "buy") && req.Notional != "" {
if portfolio, err := p.GetPortfolio(ctx, providerAccountID); err == nil && portfolio.NonMarginableBuyingPower != "" {
if bp, bpErr := strconv.ParseFloat(portfolio.NonMarginableBuyingPower, 64); bpErr == nil {
if n, nErr := strconv.ParseFloat(req.Notional, 64); nErr == nil && n > bp {
return nil, fmt.Errorf("crypto buy notional $%.2f exceeds non-marginable buying power $%.2f", n, bp)
}
}
}
}
}
body := map[string]interface{}{
"symbol": req.Symbol,
"side": req.Side,
"type": req.Type,
"time_in_force": req.TimeInForce,
}
if req.Qty != "" {
body["qty"] = req.Qty
}
if req.Notional != "" {
body["notional"] = req.Notional
}
if req.LimitPrice != "" {
body["limit_price"] = req.LimitPrice
}
if req.StopPrice != "" {
body["stop_price"] = req.StopPrice
}
if req.ClientOrderID != "" {
body["client_order_id"] = req.ClientOrderID
}
if req.TrailPrice != "" {
body["trail_price"] = req.TrailPrice
}
if req.TrailPercent != "" {
body["trail_percent"] = req.TrailPercent
}
if req.ExtendedHours {
body["extended_hours"] = true
}
if req.OrderClass != "" {
body["order_class"] = req.OrderClass
}
if req.TakeProfit != nil {
body["take_profit"] = map[string]interface{}{
"limit_price": req.TakeProfit.LimitPrice,
}
}
if req.StopLoss != nil {
sl := map[string]interface{}{
"stop_price": req.StopLoss.StopPrice,
}
if req.StopLoss.LimitPrice != "" {
sl["limit_price"] = req.StopLoss.LimitPrice
}
body["stop_loss"] = sl
}
data, _, err := p.do(ctx, http.MethodPost, "/v1/trading/accounts/"+providerAccountID+"/orders", body)
if err != nil {
return nil, err
}
return p.parseOrder(data)
}
func (p *Provider) ListOrders(ctx context.Context, providerAccountID string) ([]*types.Order, error) {
return p.ListOrdersFiltered(ctx, providerAccountID, &types.ListOrdersParams{Status: "all"})
}
func (p *Provider) ListOrdersFiltered(ctx context.Context, providerAccountID string, params *types.ListOrdersParams) ([]*types.Order, error) {
path := "/v1/trading/accounts/" + providerAccountID + "/orders"
sep := "?"
if params != nil {
if params.Status != "" {
path += sep + "status=" + params.Status
sep = "&"
}
if params.Limit > 0 {
path += sep + "limit=" + strconv.Itoa(params.Limit)
sep = "&"
}
if params.After != "" {
path += sep + "after=" + params.After
sep = "&"
}
if params.Until != "" {
path += sep + "until=" + params.Until
sep = "&"
}
if params.Direction != "" {
path += sep + "direction=" + params.Direction
sep = "&"
}
if params.Nested {
path += sep + "nested=true"
}
}
data, _, err := p.do(ctx, http.MethodGet, path, nil)
if err != nil {
return nil, err
}
var raw []json.RawMessage
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
orders := make([]*types.Order, 0, len(raw))
for _, r := range raw {
o, err := p.parseOrder(r)
if err != nil {
continue
}
orders = append(orders, o)
}
return orders, nil
}
func (p *Provider) GetOrder(ctx context.Context, providerAccountID, providerOrderID string) (*types.Order, error) {
data, _, err := p.do(ctx, http.MethodGet, "/v1/trading/accounts/"+providerAccountID+"/orders/"+providerOrderID, nil)
if err != nil {
return nil, err
}
return p.parseOrder(data)
}
func (p *Provider) CancelOrder(ctx context.Context, providerAccountID, providerOrderID string) error {
_, _, err := p.do(ctx, http.MethodDelete, "/v1/trading/accounts/"+providerAccountID+"/orders/"+providerOrderID, nil)
return err
}
func (p *Provider) ReplaceOrder(ctx context.Context, providerAccountID, providerOrderID string, req *types.ReplaceOrderRequest) (*types.Order, error) {
body := make(map[string]interface{})
if req.Qty != nil {
body["qty"] = fmt.Sprintf("%g", *req.Qty)
}
if req.TimeInForce != "" {
body["time_in_force"] = req.TimeInForce
}
if req.LimitPrice != nil {
body["limit_price"] = fmt.Sprintf("%g", *req.LimitPrice)
}
if req.StopPrice != nil {
body["stop_price"] = fmt.Sprintf("%g", *req.StopPrice)
}
if req.TrailPrice != nil {
body["trail"] = fmt.Sprintf("%g", *req.TrailPrice)
}
if req.TrailPercent != nil {
body["trail_percent"] = fmt.Sprintf("%g", *req.TrailPercent)
}
if req.ClientOrderID != "" {
body["client_order_id"] = req.ClientOrderID
}
data, _, err := p.do(ctx, http.MethodPatch, "/v1/trading/accounts/"+providerAccountID+"/orders/"+providerOrderID, body)
if err != nil {
return nil, err
}
return p.parseOrder(data)
}
func (p *Provider) CancelAllOrders(ctx context.Context, providerAccountID string) error {
_, _, err := p.do(ctx, http.MethodDelete, "/v1/trading/accounts/"+providerAccountID+"/orders", nil)
return err
}
func (p *Provider) GetPosition(ctx context.Context, providerAccountID, symbol string) (*types.Position, error) {
data, _, err := p.do(ctx, http.MethodGet, "/v1/trading/accounts/"+providerAccountID+"/positions/"+symbol, nil)
if err != nil {
return nil, err
}
return p.parsePosition(data)
}
func (p *Provider) ClosePosition(ctx context.Context, providerAccountID, symbol string, qty *float64) (*types.Order, error) {
path := "/v1/trading/accounts/" + providerAccountID + "/positions/" + symbol
if qty != nil {
path += "?qty=" + fmt.Sprintf("%g", *qty)
}
data, _, err := p.do(ctx, http.MethodDelete, path, nil)
if err != nil {
return nil, err
}
return p.parseOrder(data)
}
func (p *Provider) CloseAllPositions(ctx context.Context, providerAccountID string) ([]*types.Order, error) {
data, _, err := p.do(ctx, http.MethodDelete, "/v1/trading/accounts/"+providerAccountID+"/positions", nil)
if err != nil {
return nil, err
}
var raw []json.RawMessage
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
orders := make([]*types.Order, 0, len(raw))
for _, r := range raw {
o, err := p.parseOrder(r)
if err != nil {
continue
}
orders = append(orders, o)
}
return orders, nil
}
func (p *Provider) parsePosition(data []byte) (*types.Position, error) {
var raw struct {
Symbol string `json:"symbol"`
Qty string `json:"qty"`
AvgEntryPrice string `json:"avg_entry_price"`
MarketValue string `json:"market_value"`
CurrentPrice string `json:"current_price"`
UnrealizedPL string `json:"unrealized_pl"`
Side string `json:"side"`
AssetClass string `json:"asset_class"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
return &types.Position{
Symbol: raw.Symbol,
Qty: raw.Qty,
AvgEntryPrice: raw.AvgEntryPrice,
MarketValue: raw.MarketValue,
CurrentPrice: raw.CurrentPrice,
UnrealizedPL: raw.UnrealizedPL,
Side: raw.Side,
AssetClass: raw.AssetClass,
}, nil
}
// validateDecimalPlaces checks that a numeric string has at most maxPlaces decimal digits.
func validateDecimalPlaces(value string, maxPlaces int, field string) error {
if value == "" {
return nil
}
parts := strings.Split(value, ".")
if len(parts) == 1 {
return nil
}
if len(parts[1]) > maxPlaces {
return fmt.Errorf("%s %q has %d decimal places, max allowed is %d", field, value, len(parts[1]), maxPlaces)
}
return nil
}
func (p *Provider) parseOrder(data []byte) (*types.Order, error) {
var raw struct {
ID string `json:"id"`
Symbol string `json:"symbol"`
Qty string `json:"qty"`
Notional string `json:"notional"`
Side string `json:"side"`
Type string `json:"type"`
TimeInForce string `json:"time_in_force"`
LimitPrice string `json:"limit_price"`
StopPrice string `json:"stop_price"`
Status string `json:"status"`
FilledQty string `json:"filled_qty"`
FilledAvgPrice string `json:"filled_avg_price"`
AssetClass string `json:"asset_class"`
CreatedAt string `json:"created_at"`
FilledAt *string `json:"filled_at"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
o := &types.Order{
Provider: "alpaca",
ProviderID: raw.ID,
Symbol: raw.Symbol,
Qty: raw.Qty,
Notional: raw.Notional,
Side: raw.Side,
Type: raw.Type,
TimeInForce: raw.TimeInForce,
LimitPrice: raw.LimitPrice,
StopPrice: raw.StopPrice,
Status: raw.Status,
FilledQty: raw.FilledQty,
FilledAvgPrice: raw.FilledAvgPrice,
AssetClass: raw.AssetClass,
}
if t, err := time.Parse(time.RFC3339Nano, raw.CreatedAt); err == nil {
o.CreatedAt = t
}
if raw.FilledAt != nil {
if t, err := time.Parse(time.RFC3339Nano, *raw.FilledAt); err == nil {
o.FilledAt = &t
}
}
return o, nil
}
// --- Transfers ---
func (p *Provider) CreateTransfer(ctx context.Context, providerAccountID string, req *types.CreateTransferRequest) (*types.Transfer, error) {
body := map[string]interface{}{
"transfer_type": req.Type,
"amount": req.Amount,
"direction": req.Direction,
}
if req.RelationshipID != "" {
body["relationship_id"] = req.RelationshipID
}
data, _, err := p.do(ctx, http.MethodPost, "/v1/accounts/"+providerAccountID+"/transfers", body)
if err != nil {
return nil, err
}
return p.parseTransfer(data)
}
func (p *Provider) ListTransfers(ctx context.Context, providerAccountID string) ([]*types.Transfer, error) {
data, _, err := p.do(ctx, http.MethodGet, "/v1/accounts/"+providerAccountID+"/transfers", nil)
if err != nil {
return nil, err
}
var raw []json.RawMessage
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
transfers := make([]*types.Transfer, 0, len(raw))
for _, r := range raw {
t, err := p.parseTransfer(r)
if err != nil {
continue
}
transfers = append(transfers, t)
}
return transfers, nil
}
func (p *Provider) parseTransfer(data []byte) (*types.Transfer, error) {
var raw struct {
ID string `json:"id"`
AccountID string `json:"account_id"`
Type string `json:"type"`
Status string `json:"status"`
Amount string `json:"amount"`
Direction string `json:"direction"`
Currency string `json:"currency"`
CreatedAt string `json:"created_at"`
UpdatedAt string `json:"updated_at"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
t := &types.Transfer{
Provider: "alpaca",
ProviderID: raw.ID,
AccountID: raw.AccountID,
Type: raw.Type,
Direction: raw.Direction,
Amount: raw.Amount,
Currency: raw.Currency,
Status: raw.Status,
}
if ts, err := time.Parse(time.RFC3339Nano, raw.CreatedAt); err == nil {
t.CreatedAt = ts
}
if ts, err := time.Parse(time.RFC3339Nano, raw.UpdatedAt); err == nil {
t.UpdatedAt = ts
}
return t, nil
}
// --- Bank Relationships ---
func (p *Provider) CreateBankRelationship(ctx context.Context, providerAccountID string, ownerName, accountType, accountNumber, routingNumber string) (*types.BankRelationship, error) {
body := map[string]interface{}{
"account_owner_name": ownerName,
"bank_account_type": accountType,
"bank_account_number": accountNumber,
"bank_routing_number": routingNumber,
}
data, _, err := p.do(ctx, http.MethodPost, "/v1/accounts/"+providerAccountID+"/ach_relationships", body)
if err != nil {
return nil, err
}
return p.parseBankRelationship(data)
}
func (p *Provider) ListBankRelationships(ctx context.Context, providerAccountID string) ([]*types.BankRelationship, error) {
data, _, err := p.do(ctx, http.MethodGet, "/v1/accounts/"+providerAccountID+"/ach_relationships", nil)
if err != nil {
return nil, err
}
var raw []json.RawMessage
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
rels := make([]*types.BankRelationship, 0, len(raw))
for _, r := range raw {
br, err := p.parseBankRelationship(r)
if err != nil {
continue
}
rels = append(rels, br)
}
return rels, nil
}
func (p *Provider) parseBankRelationship(data []byte) (*types.BankRelationship, error) {
var raw struct {
ID string `json:"id"`
AccountID string `json:"account_id"`
AccountOwnerName string `json:"account_owner_name"`
BankAccountType string `json:"bank_account_type"`
Status string `json:"status"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
return &types.BankRelationship{
Provider: "alpaca",
ProviderID: raw.ID,
AccountID: raw.AccountID,
AccountOwnerName: raw.AccountOwnerName,
BankAccountType: raw.BankAccountType,
Status: raw.Status,
}, nil
}
// --- Assets ---
func (p *Provider) ListAssets(ctx context.Context, class string) ([]*types.Asset, error) {
var assets []*types.Asset
// Standard asset listing (equities, crypto, etc.)
if class != "fixed_income" {
path := "/v1/assets?status=active"
if class != "" {
path += "&asset_class=" + class
}
data, _, err := p.do(ctx, http.MethodGet, path, nil)
if err != nil {
return nil, err
}
var raw []struct {
ID string `json:"id"`
Symbol string `json:"symbol"`
Name string `json:"name"`
Class string `json:"class"`
Exchange string `json:"exchange"`
Status string `json:"status"`
Tradable bool `json:"tradable"`
Fractionable bool `json:"fractionable"`
OvernightTradable bool `json:"overnight_tradable"`
OvernightHalted bool `json:"overnight_halted"`
FractionalEHEnabled bool `json:"fractional_eh_enabled"`
MinOrderSize string `json:"min_order_size"`
PriceIncrement string `json:"price_increment"`
MinTradeIncrement string `json:"min_trade_increment"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
for _, r := range raw {
assets = append(assets, &types.Asset{
ID: r.ID,
Provider: "alpaca",
Symbol: r.Symbol,
Name: r.Name,
Class: r.Class,
Exchange: r.Exchange,
Status: r.Status,
Tradable: r.Tradable,
Fractionable: r.Fractionable,
OvernightTradable: r.OvernightTradable,
OvernightHalted: r.OvernightHalted,
FractionalEHEnabled: r.FractionalEHEnabled,
MinOrderSize: r.MinOrderSize,
PriceIncrement: r.PriceIncrement,
MinTradeIncrement: r.MinTradeIncrement,
})
}
}
// Fixed income assets: Alpaca serves these from separate endpoints.
if class == "" || class == "fixed_income" {
assets = append(assets, p.listFIAssets(ctx, "/v1/assets/fixed_income/us_treasuries", "us_treasuries")...)
assets = append(assets, p.listFIAssets(ctx, "/v1/assets/fixed_income/us_corporates", "us_corporates")...)
}
return assets, nil
}
// listFIAssets fetches fixed income assets from one of Alpaca's FI endpoints.
func (p *Provider) listFIAssets(ctx context.Context, path, key string) []*types.Asset {
data, _, err := p.do(ctx, http.MethodGet, path, nil)
if err != nil {
return nil
}
var wrapper map[string]json.RawMessage
if err := json.Unmarshal(data, &wrapper); err != nil {
return nil
}
raw, ok := wrapper[key]
if !ok {
return nil
}
var bonds []struct {
CUSIP string `json:"cusip"`
ISIN string `json:"isin"`
Ticker string `json:"ticker"`
Tradable bool `json:"tradable"`
BondStatus string `json:"bond_status"`
Subtype string `json:"subtype"`
Description string `json:"description"`
DescriptionShort string `json:"description_short"`
CouponRate string `json:"coupon_rate"`
Coupon any `json:"coupon"`
CouponType string `json:"coupon_type"`
CouponFrequency string `json:"coupon_frequency"`
MaturityDate string `json:"maturity_date"`
IssueDate string `json:"issue_date"`
}
if err := json.Unmarshal(raw, &bonds); err != nil {
return nil
}
var assets []*types.Asset
for _, b := range bonds {
name := b.Description
if name == "" {
name = b.DescriptionShort
}
if name == "" {
if key == "us_corporates" {
name = "US Corporate " + b.Subtype
} else {
name = "US Treasury " + b.Subtype
}
}
couponRate := b.CouponRate
if couponRate == "" && b.Coupon != nil {
couponRate = fmt.Sprintf("%v", b.Coupon)
}
assets = append(assets, &types.Asset{
ID: b.CUSIP,
Provider: "alpaca",
Symbol: b.CUSIP,
Name: name,
Class: "fixed_income",
Status: b.BondStatus,
Tradable: b.BondStatus == "outstanding" && b.Tradable,
CUSIP: b.CUSIP,
ISIN: b.ISIN,
Ticker: b.Ticker,
Description: b.Description,
Subtype: b.Subtype,
MaturityDate: b.MaturityDate,
IssueDate: b.IssueDate,
CouponRate: couponRate,
CouponType: b.CouponType,
CouponFrequency: b.CouponFrequency,
})
}
return assets
}
func (p *Provider) GetAsset(ctx context.Context, symbolOrID string) (*types.Asset, error) {
// Alpaca uses no-slash symbols for API calls (BTC/USD → BTCUSD)
apiSymbol := strings.ReplaceAll(symbolOrID, "/", "")
data, _, err := p.do(ctx, http.MethodGet, "/v1/assets/"+apiSymbol, nil)
if err != nil {
return nil, err
}
var raw struct {
ID string `json:"id"`
Symbol string `json:"symbol"`
Name string `json:"name"`
Class string `json:"class"`
Exchange string `json:"exchange"`
Status string `json:"status"`
Tradable bool `json:"tradable"`
Fractionable bool `json:"fractionable"`
OvernightTradable bool `json:"overnight_tradable"`
OvernightHalted bool `json:"overnight_halted"`
FractionalEHEnabled bool `json:"fractional_eh_enabled"`
MinOrderSize string `json:"min_order_size"`
PriceIncrement string `json:"price_increment"`
MinTradeIncrement string `json:"min_trade_increment"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
return &types.Asset{
ID: raw.ID,
Provider: "alpaca",
Symbol: raw.Symbol,
Name: raw.Name,
Class: raw.Class,
Exchange: raw.Exchange,
Status: raw.Status,
Tradable: raw.Tradable,
Fractionable: raw.Fractionable,
OvernightTradable: raw.OvernightTradable,
OvernightHalted: raw.OvernightHalted,
FractionalEHEnabled: raw.FractionalEHEnabled,
MinOrderSize: raw.MinOrderSize,
PriceIncrement: raw.PriceIncrement,
MinTradeIncrement: raw.MinTradeIncrement,
}, nil
}
// --- Market Data (uses data API, sandbox-aware) ---
// isCryptoSymbol returns true for crypto pairs (e.g. "BTC/USD").
func isCryptoSymbol(symbol string) bool {
return strings.Contains(symbol, "/")
}
// stocksOrCryptoPath returns the correct base path for market data requests.
func stocksOrCryptoPath(symbol string) string {
if isCryptoSymbol(symbol) {
return "/v1beta3/crypto/us"
}
return "/v2/stocks"
}
func (p *Provider) doData(ctx context.Context, method, path string) ([]byte, int, error) {
req, err := http.NewRequestWithContext(ctx, method, p.dataURL+path, nil)
if err != nil {
return nil, 0, err
}
req.SetBasicAuth(p.cfg.APIKey, p.cfg.APISecret)
req.Header.Set("Content-Type", "application/json")
resp, err := p.client.Do(req)
if err != nil {
return nil, 0, err
}
defer resp.Body.Close()
data, err := io.ReadAll(resp.Body)
if err != nil {
return nil, resp.StatusCode, err
}
if resp.StatusCode >= 400 {
return nil, resp.StatusCode, fmt.Errorf("alpaca data %d: %s", resp.StatusCode, string(data))
}
return data, resp.StatusCode, nil
}
func (p *Provider) GetSnapshot(ctx context.Context, symbol string) (*types.MarketSnapshot, error) {
if isCryptoSymbol(symbol) {
// Alpaca sandbox doesn't support the single crypto snapshot endpoint
// (/v1beta3/crypto/us/{sym}/snapshot returns 404). Use the batch endpoint instead.
path := "/v1beta3/crypto/us/snapshots?symbols=" + url.QueryEscape(symbol)
data, _, err := p.doData(ctx, http.MethodGet, path)
if err != nil {
return nil, err
}
var wrapper struct {
Snapshots map[string]json.RawMessage `json:"snapshots"`
}
if err := json.Unmarshal(data, &wrapper); err != nil {
return nil, fmt.Errorf("parse crypto snapshots: %w", err)
}
raw, ok := wrapper.Snapshots[symbol]
if !ok {
return nil, fmt.Errorf("crypto snapshot not found for %s", symbol)
}
return p.parseSnapshot(symbol, raw)
}
// Stock: single snapshot endpoint works
data, _, err := p.doData(ctx, http.MethodGet, "/v2/stocks/"+symbol+"/snapshot")
if err != nil {
return nil, err
}
return p.parseSnapshot(symbol, data)
}
func (p *Provider) GetSnapshots(ctx context.Context, symbols []string) (map[string]*types.MarketSnapshot, error) {
// Split symbols into stock and crypto groups.
var stocks, cryptos []string
for _, s := range symbols {
if isCryptoSymbol(s) {
cryptos = append(cryptos, s)
} else {
stocks = append(stocks, s)
}
}
result := make(map[string]*types.MarketSnapshot)
if len(stocks) > 0 {
path := "/v2/stocks/snapshots?symbols=" + url.QueryEscape(strings.Join(stocks, ","))
data, _, err := p.doData(ctx, http.MethodGet, path)
if err != nil {
return nil, err
}
var raw map[string]json.RawMessage
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
for sym, d := range raw {
snap, err := p.parseSnapshot(sym, d)
if err != nil {
continue
}
result[sym] = snap
}
}
if len(cryptos) > 0 {
path := "/v1beta3/crypto/us/snapshots?symbols=" + url.QueryEscape(strings.Join(cryptos, ","))
data, _, err := p.doData(ctx, http.MethodGet, path)
if err != nil {
return nil, err
}
var wrapper struct {
Snapshots map[string]json.RawMessage `json:"snapshots"`
}
if err := json.Unmarshal(data, &wrapper); err != nil {
// Try direct map (API format varies)
var raw map[string]json.RawMessage
if err2 := json.Unmarshal(data, &raw); err2 != nil {
return nil, err
}
for sym, d := range raw {
snap, err := p.parseSnapshot(sym, d)
if err != nil {
continue
}
result[sym] = snap
}
} else {
for sym, d := range wrapper.Snapshots {
snap, err := p.parseSnapshot(sym, d)
if err != nil {
continue
}
result[sym] = snap
}
}
}
return result, nil
}
func (p *Provider) parseSnapshot(symbol string, data []byte) (*types.MarketSnapshot, error) {
var raw struct {
LatestTrade *struct {
T string `json:"t"`
P float64 `json:"p"`
S float64 `json:"s"`
X string `json:"x"`
} `json:"latestTrade"`
LatestQuote *struct {
T string `json:"t"`
BP float64 `json:"bp"`
BS float64 `json:"bs"`
AP float64 `json:"ap"`
AS float64 `json:"as"`
} `json:"latestQuote"`
MinuteBar *struct {
T string `json:"t"`
O float64 `json:"o"`
H float64 `json:"h"`
L float64 `json:"l"`
C float64 `json:"c"`
V float64 `json:"v"`
VW float64 `json:"vw"`
N int `json:"n"`
} `json:"minuteBar"`
DailyBar *struct {
T string `json:"t"`
O float64 `json:"o"`
H float64 `json:"h"`
L float64 `json:"l"`
C float64 `json:"c"`
V float64 `json:"v"`
VW float64 `json:"vw"`
N int `json:"n"`
} `json:"dailyBar"`
PrevDailyBar *struct {
T string `json:"t"`
O float64 `json:"o"`
H float64 `json:"h"`
L float64 `json:"l"`
C float64 `json:"c"`
V float64 `json:"v"`
VW float64 `json:"vw"`
N int `json:"n"`
} `json:"prevDailyBar"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
snap := &types.MarketSnapshot{Symbol: symbol}
if raw.LatestTrade != nil {
snap.LatestTrade = &types.Trade{Timestamp: raw.LatestTrade.T, Price: raw.LatestTrade.P, Size: raw.LatestTrade.S, Exchange: raw.LatestTrade.X}
}
if raw.LatestQuote != nil {
snap.LatestQuote = &types.Quote{Timestamp: raw.LatestQuote.T, BidPrice: raw.LatestQuote.BP, BidSize: raw.LatestQuote.BS, AskPrice: raw.LatestQuote.AP, AskSize: raw.LatestQuote.AS}
}
if raw.MinuteBar != nil {
snap.MinuteBar = &types.Bar{Timestamp: raw.MinuteBar.T, Open: raw.MinuteBar.O, High: raw.MinuteBar.H, Low: raw.MinuteBar.L, Close: raw.MinuteBar.C, Volume: raw.MinuteBar.V, VWAP: raw.MinuteBar.VW, TradeCount: raw.MinuteBar.N}
}
if raw.DailyBar != nil {
snap.DailyBar = &types.Bar{Timestamp: raw.DailyBar.T, Open: raw.DailyBar.O, High: raw.DailyBar.H, Low: raw.DailyBar.L, Close: raw.DailyBar.C, Volume: raw.DailyBar.V, VWAP: raw.DailyBar.VW, TradeCount: raw.DailyBar.N}
}
if raw.PrevDailyBar != nil {
snap.PrevDailyBar = &types.Bar{Timestamp: raw.PrevDailyBar.T, Open: raw.PrevDailyBar.O, High: raw.PrevDailyBar.H, Low: raw.PrevDailyBar.L, Close: raw.PrevDailyBar.C, Volume: raw.PrevDailyBar.V, VWAP: raw.PrevDailyBar.VW, TradeCount: raw.PrevDailyBar.N}
}
return snap, nil
}
func (p *Provider) GetBars(ctx context.Context, symbol, timeframe, start, end string, limit int) ([]*types.Bar, error) {
basePath := stocksOrCryptoPath(symbol)
var allBars []*types.Bar
nextPageToken := ""
maxPages := 100 // safety valve
crypto := isCryptoSymbol(symbol)
for page := 0; page < maxPages; page++ {
var path string
if crypto {
// Alpaca sandbox doesn't support /v1beta3/crypto/us/{sym}/bars (404).
// Use query-param format: /v1beta3/crypto/us/bars?symbols={sym}&timeframe=...
path = "/v1beta3/crypto/us/bars?symbols=" + symbol + "&timeframe=" + timeframe
} else {
path = basePath + "/" + symbol + "/bars?timeframe=" + timeframe
}
if start != "" {
path += "&start=" + start
}
if end != "" {
path += "&end=" + end
}
if limit > 0 {
path += "&limit=" + strconv.Itoa(limit)
}
if nextPageToken != "" {
path += "&page_token=" + nextPageToken
}
data, _, err := p.doData(ctx, http.MethodGet, path)
if err != nil {
return nil, err
}
type barEntry struct {
T string `json:"t"`
O float64 `json:"o"`
H float64 `json:"h"`
L float64 `json:"l"`
C float64 `json:"c"`
V float64 `json:"v"`
VW float64 `json:"vw"`
N int `json:"n"`
}
var bars []barEntry
var nextToken string
if crypto {
// Crypto: {"bars":{"BTC/USD":[{...}]}, "next_page_token":"..."}
var raw struct {
Bars map[string][]barEntry `json:"bars"`
NextPageToken string `json:"next_page_token"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
bars = raw.Bars[symbol]
nextToken = raw.NextPageToken
} else {
// Stock: {"bars":[{...}], "next_page_token":"..."}
var raw struct {
Bars []barEntry `json:"bars"`
NextPageToken string `json:"next_page_token"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
bars = raw.Bars
nextToken = raw.NextPageToken
}
for _, b := range bars {
var timeMs int64
if t, err := time.Parse(time.RFC3339, b.T); err == nil {
timeMs = t.UnixMilli()
} else if t, err := time.Parse(time.RFC3339Nano, b.T); err == nil {
timeMs = t.UnixMilli()
}
allBars = append(allBars, &types.Bar{
Timestamp: b.T,
TimeMs: timeMs,
Open: b.O,
High: b.H,
Low: b.L,
Close: b.C,
Volume: b.V,
VWAP: b.VW,
TradeCount: b.N,
})
}
if nextToken == "" {
break
}
// If caller specified a limit and we have enough, stop.
if limit > 0 && len(allBars) >= limit {
allBars = allBars[:limit]
break
}
nextPageToken = nextToken
}
return allBars, nil
}
func (p *Provider) GetLatestTrades(ctx context.Context, symbols []string) (map[string]*types.Trade, error) {
result := make(map[string]*types.Trade)
// Split by asset class
var stocks, cryptos []string
for _, s := range symbols {
if isCryptoSymbol(s) {
cryptos = append(cryptos, s)
} else {
stocks = append(stocks, s)
}
}
if len(stocks) > 0 {
path := "/v2/stocks/trades/latest?symbols=" + strings.Join(stocks, ",")
data, _, err := p.doData(ctx, http.MethodGet, path)
if err != nil {
return nil, err
}
var raw struct {
Trades map[string]struct {
T string `json:"t"`
P float64 `json:"p"`
S float64 `json:"s"`
X string `json:"x"`
} `json:"trades"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
for sym, t := range raw.Trades {
result[sym] = &types.Trade{Timestamp: t.T, Price: t.P, Size: t.S, Exchange: t.X}
}
}
if len(cryptos) > 0 {
path := "/v1beta3/crypto/us/latest/trades?symbols=" + strings.Join(cryptos, ",")
data, _, err := p.doData(ctx, http.MethodGet, path)
if err != nil {
return nil, err
}
var raw struct {
Trades map[string]struct {
T string `json:"t"`
P float64 `json:"p"`
S float64 `json:"s"`
} `json:"trades"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
for sym, t := range raw.Trades {
result[sym] = &types.Trade{Timestamp: t.T, Price: t.P, Size: t.S}
}
}
return result, nil
}
func (p *Provider) GetLatestQuotes(ctx context.Context, symbols []string) (map[string]*types.Quote, error) {
result := make(map[string]*types.Quote)
var stocks, cryptos []string
for _, s := range symbols {
if isCryptoSymbol(s) {
cryptos = append(cryptos, s)
} else {
stocks = append(stocks, s)
}
}
if len(stocks) > 0 {
path := "/v2/stocks/quotes/latest?symbols=" + strings.Join(stocks, ",")
data, _, err := p.doData(ctx, http.MethodGet, path)
if err != nil {
return nil, err
}
var raw struct {
Quotes map[string]struct {
T string `json:"t"`
BP float64 `json:"bp"`
BS float64 `json:"bs"`
AP float64 `json:"ap"`
AS float64 `json:"as"`
} `json:"quotes"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
for sym, q := range raw.Quotes {
result[sym] = &types.Quote{Timestamp: q.T, BidPrice: q.BP, BidSize: q.BS, AskPrice: q.AP, AskSize: q.AS}
}
}
if len(cryptos) > 0 {
path := "/v1beta3/crypto/us/latest/quotes?symbols=" + strings.Join(cryptos, ",")
data, _, err := p.doData(ctx, http.MethodGet, path)
if err != nil {
return nil, err
}
var raw struct {
Quotes map[string]struct {
T string `json:"t"`
BP float64 `json:"bp"`
BS float64 `json:"bs"`
AP float64 `json:"ap"`
AS float64 `json:"as"`
} `json:"quotes"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
for sym, q := range raw.Quotes {
result[sym] = &types.Quote{Timestamp: q.T, BidPrice: q.BP, BidSize: q.BS, AskPrice: q.AP, AskSize: q.AS}
}
}
return result, nil
}
func (p *Provider) GetClock(ctx context.Context) (*types.MarketClock, error) {
data, _, err := p.do(ctx, http.MethodGet, "/v1/clock", nil)
if err != nil {
return nil, err
}
var raw struct {
Timestamp string `json:"timestamp"`
IsOpen bool `json:"is_open"`
NextOpen string `json:"next_open"`
NextClose string `json:"next_close"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
return &types.MarketClock{
Timestamp: raw.Timestamp,
IsOpen: raw.IsOpen,
NextOpen: raw.NextOpen,
NextClose: raw.NextClose,
}, nil
}
func (p *Provider) GetCalendar(ctx context.Context, start, end string) ([]*types.MarketCalendarDay, error) {
path := "/v1/calendar"
sep := "?"
if start != "" {
path += sep + "start=" + start
sep = "&"
}
if end != "" {
path += sep + "end=" + end
}
data, _, err := p.do(ctx, http.MethodGet, path, nil)
if err != nil {
return nil, err
}
var raw []struct {
Date string `json:"date"`
Open string `json:"open"`
Close string `json:"close"`
}
if err := json.Unmarshal(data, &raw); err != nil {
return nil, err
}
days := make([]*types.MarketCalendarDay, len(raw))
for i, d := range raw {
days[i] = &types.MarketCalendarDay{Date: d.Date, Open: d.Open, Close: d.Close}
}
return days, nil
}