Overview

This is a Java implementation for Alpaca. Alpaca lets you build and trade with real-time market data for free. This library is community developed and if you have any questions, please ask them on the Alpaca Slack #dev-alpaca-java channel or on the Alpaca Forums.

Alpaca Java Building

This project exposes that data as a Java project.

To build this project yourself, clone the project and run:

./gradlew build

Alpaca Java Gradle Integration

Add the following dependency to your build.gradle file:

dependencies {
	compile "io.github.mainstringargs:alpaca-java:5.0.13"
}

Alpaca Java Maven Integration

Add the following dependency to your pom.xml file:

<dependency>
    <groupId>io.github.mainstringargs</groupId>
    <artifactId>alpaca-java</artifactId>
    <version>5.0.13</version>
    <scope>compile</scope>
</dependency>

Configuration

If you plan on using the alpaca.properties, set the following properties in an alpaca.properties file on the classpath:

api_version = <v1 or v2>
key_id = <YOUR KEY>
secret = <YOUR SECRET>
base_api_url = https://paper-api.alpaca.markets
base_data_url = https://data.alpaca.markets
user_agent=a_user_agent

The default values for alpaca.properties can be found here.

Similarly, set the following properties in a polygon.properties file on the classpath for using the PolygonAPI:

#key_id will default to what is set in alpaca.properties
key_id = <INSERT HERE>
base_api_url = https://api.polygon.io
web_socket_server_url = wss://alpaca.socket.polygon.io/stocks
user_agent=a_user_agent

The default values for polygon.properties can be found here.

AlpacaAPI Example

This example uses the AlpacaAPI class to subscribe to the Account and Trade Updates stream, print out the account information, submit a limit order, create a watchlist, and print out bars data. Click here for the general Alpaca API documentation and click here for the AlpacaAPI javadoc.

// This logs into Alpaca using the alpaca.properties file on the classpath.
AlpacaAPI alpacaAPI = new AlpacaAPI();

// Register explicitly for ACCOUNT_UPDATES and ORDER_UPDATES Messages via stream listener
alpacaAPI.addAlpacaStreamListener(new AlpacaStreamListenerAdapter(
        AlpacaStreamMessageType.ACCOUNT_UPDATES,
        AlpacaStreamMessageType.TRADE_UPDATES) {
    @Override
    public void onStreamUpdate(AlpacaStreamMessageType streamMessageType, AlpacaStreamMessage streamMessage) {
        switch (streamMessageType) {
            case ACCOUNT_UPDATES:
                AccountUpdateMessage accountUpdateMessage = (AccountUpdateMessage) streamMessage;
                System.out.println("\nReceived Account Update: \n\t" +
                        accountUpdateMessage.toString().replace(",", ",\n\t"));
                break;
            case TRADE_UPDATES:
                TradeUpdateMessage tradeUpdateMessage = (TradeUpdateMessage) streamMessage;
                System.out.println("\nReceived Order Update: \n\t" +
                        tradeUpdateMessage.toString().replace(",", ",\n\t"));
                break;
        }
    }
});

// Get Account Information
try {
    Account alpacaAccount = alpacaAPI.getAccount();

    System.out.println("\n\nAccount Information:");
    System.out.println("\t" + alpacaAccount.toString().replace(",", ",\n\t"));
} catch (AlpacaAPIRequestException e) {
    e.printStackTrace();
}

// Request an Order
try {
    Order aaplLimitOrder = alpacaAPI.requestNewLimitOrder("AAPL", 1, OrderSide.BUY, OrderTimeInForce.DAY,
            201.30, true, null);

    System.out.println("\n\nNew AAPL Order:");
    System.out.println("\t" + aaplLimitOrder.toString().replace(",", ",\n\t"));
} catch (AlpacaAPIRequestException e) {
    e.printStackTrace();
}

// Create watchlist
try {
    Watchlist dayTradeWatchlist = alpacaAPI.createWatchlist("Day Trade", "AAPL");

    System.out.println("\n\nDay Trade Watchlist:");
    System.out.println("\t" + dayTradeWatchlist.toString().replace(",", ",\n\t"));
} catch (AlpacaAPIRequestException e) {
    e.printStackTrace();
}

// Get bars
try {
    ZonedDateTime start = ZonedDateTime.of(2019, 11, 18, 0, 0, 0, 0, ZoneId.of("America/New_York"));
    ZonedDateTime end = ZonedDateTime.of(2019, 11, 22, 23, 59, 0, 0, ZoneId.of("America/New_York"));

    Map<String, ArrayList<Bar>> bars = alpacaAPI.getBars(BarsTimeFrame.ONE_DAY, "AAPL", null, start, end,
            null, null);

    System.out.println("\n\nBars response:");
    for (Bar bar : bars.get("AAPL")) {
        System.out.println("\t==========");
        System.out.println("\tUnix Time " + ZonedDateTime.ofInstant(Instant.ofEpochSecond(bar.getT()),
                ZoneOffset.UTC));
        System.out.println("\tOpen: $" + bar.getO());
        System.out.println("\tHigh: $" + bar.getH());
        System.out.println("\tLow: $" + bar.getL());
        System.out.println("\tClose: $" + bar.getC());
        System.out.println("\tVolume: " + bar.getV());
    }
} catch (AlpacaAPIRequestException e) {
    e.printStackTrace();
}

// Keep the Alpaca websocket stream open for 5 seconds
try {
    Thread.sleep(5000);
} catch (InterruptedException e) {
    e.printStackTrace();
}

This code will output the following:

Account Information:
        io.github.mainstringargs.domain.alpaca.account.Account@626abbd0[id=<account id>,
        accountNumber=<account number>,
        status=ACTIVE,
        currency=USD,
        cash=6982.96,
        portfolioValue=99717.04,
        patternDayTrader=false,
        tradeSuspendedByUser=false,
        tradingBlocked=false,
        transfersBlocked=false,
        accountBlocked=false,
        createdAt=2019-08-11T22:19:17.959522Z,
        shortingEnabled=true,
        longMarketValue=106700,
        shortMarketValue=0,
        equity=99717.04,
        lastEquity=97753.04,
        multiplier=4,
        buyingPower=265328.96,
        initialMargin=53350,
        maintenanceMargin=32010,
        sma=0,
        daytradeCount=0,
        lastMaintenanceMargin=31420.8,
        daytradingBuyingPower=265328.96,
        regtBuyingPower=92734.08]

New AAPL Order:
        io.github.mainstringargs.domain.alpaca.order.Order@37313c65[id=<order id>,
        clientOrderId=929e412f-32b6-4ddf-9729-d77a59c19ec8,
        createdAt=2019-11-26T03:41:10.475959154Z,
        updatedAt=2019-11-26T03:41:10.481465924Z,
        submittedAt=2019-11-26T03:41:10.464752859Z,
        filledAt=<null>,
        expiredAt=<null>,
        canceledAt=<null>,
        failedAt=<null>,
        assetId=b0b6dd9d-8b9b-48a9-ba46-b9d54906e415,
        symbol=AAPL,
        assetClass=us_equity,
        qty=1,
        filledQty=0,
        type=limit,
        side=buy,
        timeInForce=day,
        limitPrice=201.3,
        stopPrice=<null>,
        filledAvgPrice=<null>,
        status=new,
        extendedHours=true]

Received Order Update: 
	 OrderUpdateMessage [event=NEW,
            price=null,
            timestamp=null,
            order=io.github.mainstringargs.alpaca.domain.Order@5c728415[id=<order id>,
            clientOrderId=e23ca503-ebec-4754-b65a-ee42806fc67d,
            createdAt=2019-11-23T14:41:05.503352Z,
            updatedAt=2019-11-23T14:41:05.599835871Z,
            submittedAt=2019-11-23T14:41:05.445148Z,
            filledAt=<null>,
            expiredAt=<null>,
            canceledAt=<null>,
            failedAt=<null>,
            assetId=b0b6dd9d-8b9b-48a9-ba46-b9d54906e415,
            symbol=AAPL,
            exchange=<null>,
            assetClass=us_equity,
            qty=1,
            filledQty=0,
            type=limit,
            side=buy,
            timeInForce=day,
            limitPrice=100,
            stopPrice=<null>,
            filledAvgPrice=<null>,
            status=new]]


Day Trade Watchlist:
        io.github.mainstringargs.domain.alpaca.watchlist.Watchlist@34bde49d[id=7c414350-79d8-4527-8892-f1667faa712a,
        createdAt=2019-11-26T03:20:31.953679Z,
        updatedAt=2019-11-26T03:20:31.953679Z,
        name=Day Trade,
        accountId=<account id>,
        assets=[io.github.mainstringargs.domain.alpaca.asset.Asset@1b1cfb87[id=b0b6dd9d-8b9b-48a9-ba46-b9d54906e415,
        _class=us_equity,
        exchange=NASDAQ,
        symbol=AAPL,
        status=active,
        tradable=true,
        marginable=true,
        shortable=true,
        easyToBorrow=true]]]

Bars response:
        ==========
        Unix Time 2019-11-18T05:00Z
        Open: $265.8
        High: $267.43
        Low: $264.23
        Close: $267.12
        Volume: 1.8045658E7
        ==========
        Unix Time 2019-11-19T05:00Z
        Open: $267.9
        High: $268.0
        Low: $265.3926
        Close: $266.29
        Volume: 1.4685205E7
        ==========
        Unix Time 2019-11-20T05:00Z
        Open: $265.54
        High: $266.083
        Low: $260.4
        Close: $263.22
        Volume: 2.2181038E7
        ==========
        Unix Time 2019-11-21T05:00Z
        Open: $263.71
        High: $264.005
        Low: $261.18
        Close: $262.01
        Volume: 2.5411879E7
        ==========
        Unix Time 2019-11-22T05:00Z
        Open: $262.59
        High: $263.18
        Low: $260.84
        Close: $261.84
        Volume: 1.4021695E7

PolygonAPI Example

This example uses the PolygonAPI class to subscribe to the Polygon websocket stream, get stocks splits, and get aggregates. Click here for the general Polygon API documentation and click here for the PolygonAPI javadoc.

// This will use the key_id in the alpaca.properties file by default
PolygonAPI polygonAPI = new PolygonAPI();

String aaplTicker = "AAPL";

// Add a Polygon stream listener to listen to "T.AAPL", "Q.AAPL", "A.AAPL", "AM.AAPL", and status messages
polygonAPI.addPolygonStreamListener(new PolygonStreamListenerAdapter(aaplTicker,
        PolygonStreamMessageType.values()) {
    @Override
    public void onStreamUpdate(PolygonStreamMessageType streamMessageType, PolygonStreamMessage streamMessage) {
        System.out.println("===> streamUpdate " + streamMessageType + " " + streamMessage);
    }
});

// Sleep the current thread for 2 seconds so we can see some trade/quote/aggregates updates on the stream!
try {
    Thread.sleep(2000);
} catch (InterruptedException e) {
    e.printStackTrace();
}

try {
    StockSplitsResponse stockSplitsResponse = polygonAPI.getStockSplits(aaplTicker);

    System.out.println(aaplTicker + " Stock Split Response:");
    System.out.println("\tStatus: " + stockSplitsResponse.getStatus());
    System.out.println("\tCount: " + stockSplitsResponse.getCount());
    for (StockSplit stockSplit : stockSplitsResponse.getResults()) {
        System.out.println("\t" + stockSplit.toString().replace(",", ",\n\t"));
    }
} catch (PolygonAPIRequestException e) {
    e.printStackTrace();
}

try {
    AggregatesResponse aggregatesResponse = polygonAPI.getAggregates(aaplTicker, 1, Timespan.DAY,
            LocalDate.of(2019, 11, 18), LocalDate.of(2019, 11, 25), false);

    System.out.println("Aggregate Response:");
    System.out.println("\tStatus: " + aggregatesResponse.getStatus());
    System.out.println("\tCount: " + aggregatesResponse.getResultsCount());
    for (Aggregate aggregate : aggregatesResponse.getResults()) {
        System.out.println("\t" + aggregate.toString().replace(",", ",\n\t"));
    }
} catch (PolygonAPIRequestException e) {
    e.printStackTrace();
}

This code will output the following:

[INFO ] 2019-11-25 21:33:20.456 [main] PolygonWebsocketClient - Connected.
[DEBUG] 2019-11-25 21:33:20.485 [main] PolygonWebsocketClientEndpoint - sendMessage {"action":"auth","params":"<my key ID>"}
[INFO ] 2019-11-25 21:33:20.489 [main] PolygonWebsocketClient - Subscribing to A.AAPL
[INFO ] 2019-11-25 21:33:20.489 [main] PolygonWebsocketClient - Subscribing to T.AAPL
[INFO ] 2019-11-25 21:33:20.489 [main] PolygonWebsocketClient - Subscribing to AM.AAPL
[INFO ] 2019-11-25 21:33:20.489 [main] PolygonWebsocketClient - Subscribing to Q.AAPL
[DEBUG] 2019-11-25 21:33:20.491 [main] PolygonWebsocketClientEndpoint - sendMessage {"action":"subscribe","params":"A.AAPL,T.AAPL,AM.AAPL,Q.AAPL"}
[INFO ] 2019-11-25 21:33:20.492 [main] PolygonWebsocketClient - Subscriptions updated to {AAPL=[AGGREGATE_PER_SECOND, TRADES, AGGREGATE_PER_MINUTE, QUOTES]}
[INFO] 2019-11-25 21:33:20.508 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: io.github.mainstringargs.domain.polygon.websocket.ChannelStatus@78428bcb[ev=status,status=connected,message=Connected Successfully]
[INFO] 2019-11-25 21:33:20.667 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: io.github.mainstringargs.domain.polygon.websocket.ChannelStatus@629dc521[ev=status,status=auth_success,message=authenticated]
[INFO] 2019-11-25 21:33:20.735 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: io.github.mainstringargs.domain.polygon.websocket.ChannelStatus@7f4d9c50[ev=status,status=success,message=subscribed to: A.AAPL]
[INFO] 2019-11-25 21:33:20.737 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: io.github.mainstringargs.domain.polygon.websocket.ChannelStatus@2aa9728c[ev=status,status=success,message=subscribed to: T.AAPL]
[INFO] 2019-11-25 21:33:20.738 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: io.github.mainstringargs.domain.polygon.websocket.ChannelStatus@4659b8c1[ev=status,status=success,message=subscribed to: AM.AAPL]
[INFO] 2019-11-25 21:33:20.738 [PolygonWebsocketThread] PolygonWebsocketClient - Channel status: io.github.mainstringargs.domain.polygon.websocket.ChannelStatus@4a61d9e6[ev=status,status=success,message=subscribed to: Q.AAPL]
===> streamUpdate QUOTES QuotesMessage [ticker=AAPL, channelType=QUOTES, stockQuote=io.github.mainstringargs.polygon.domain.StockQuote@4d5b710e[ev=<null>,sym=AAPL,bx=12,bp=124.86,bs=6,ax=12,ap=124.87,as=5,c=1,t=1559143439610], timestamp=2019-05-29T10:23:59.610]
===> streamUpdate QUOTES QuotesMessage [ticker=AAPL, channelType=QUOTES, stockQuote=io.github.mainstringargs.polygon.domain.StockQuote@16b79976[ev=<null>,sym=AAPL,bx=12,bp=124.86,bs=4,ax=12,ap=124.87,as=5,c=1,t=1559143439712], timestamp=2019-05-29T10:23:59.712]
===> streamUpdate TRADES TradesMessage [ticker=AAPL, channelType=TRADES, stockTrade=io.github.mainstringargs.polygon.domain.StockTrade@32b4aa49[ev=<null>,sym=AAPL,x=4,p=124.86,s=100,c=[],t=1559143439772], timestamp=2019-05-29T10:23:59.772]
===> streamUpdate AGGREGATE_PER_SECOND AggregateMessage [ticker=AAPL, channelType=AGGREGATE_PER_SECOND, stockAggregate=io.github.mainstringargs.polygon.domain.StockAggregate@5ace47f7[ev=<null>,sym=AAPL,v=1131,av=6602041,op=125.5,vw=124.9778,o=124.8665,c=124.86,h=124.8665,l=124.86,a=124.8636,s=1559143439000,e=1559143440000], start=2019-05-29T10:23:59, end=2019-05-29T10:24]

AAPL Stock Split Response:
        Status: OK
        Count: 3
        io.github.mainstringargs.domain.polygon.stocksplits.StockSplit@6b09fb41[ticker=AAPL,
        exDate=2014-06-09,
        paymentDate=2014-06-09,
        recordDate=<null>,
        declaredDate=<null>,
        ratio=0.14285714285714285,
        tofactor=<null>,
        forfactor=<null>]
        ...

Aggregate Response:
        Status: OK
        Count: 5.0
        io.github.mainstringargs.domain.polygon.aggregates.Aggregate@6cd24612[ticker=<null>,
        v=23984783,
        o=265.8,
        c=267.1,
        h=267.43,
        l=264.23,
        t=1574053200000,
        n=1]
        io.github.mainstringargs.domain.polygon.aggregates.Aggregate@5dafbe45[ticker=<null>,
        v=21208039,
        o=267.9,
        c=266.29,
        h=268.0,
        l=265.3926,
        t=1574139600000,
        n=1]
        ...

Name		Name	Last commit message	Last commit date
Latest commit History 375 Commits
gradle/wrapper		gradle/wrapper
schema_json		schema_json
src/main		src/main
.editorconfig		.editorconfig
.gitattributes		.gitattributes
.gitignore		.gitignore
.travis.yml		.travis.yml
Jenkinsfile		Jenkinsfile
LICENSE		LICENSE
README.md		README.md
_config.yml		_config.yml
build.gradle		build.gradle
eclipse-java-google-style.xml		eclipse-java-google-style.xml
gradlew		gradlew
gradlew.bat		gradlew.bat
schemaJson2Pojo.gradle		schemaJson2Pojo.gradle
settings.gradle		settings.gradle
upload.sh		upload.sh

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mainstringargs/alpaca-java

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Overview

Table of Contents

Alpaca Java Building

Alpaca Java Gradle Integration

Alpaca Java Maven Integration

Configuration

AlpacaAPI Example

PolygonAPI Example

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