mirror of
https://github.com/NoFxAiOS/nofx.git
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feat: Alpaca US stock trader integration (Tasks 8-11)
- trader/alpaca/: Full Trader interface implementation for Alpaca - Paper/Live trading support (market orders, stop/limit) - GetBalance, GetPositions, GetMarketPrice via Alpaca API - Fractional share support (4 decimal places) - Commission-free trading - Agent trade routing: stock symbols (AAPL, TSLA) → Alpaca - isStockSymbol() heuristic to distinguish crypto vs stock - execute_trade tool updated for stock buy/sell semantics - get_market_price works for both crypto and stocks - TraderManager + API: Alpaca registered as exchange type - Factory case in auto_trader.go - Config mapping in trader_manager.go - Temp trader creation in handler_trader.go for balance query - Frontend: PositionsPanel distinguishes stock vs crypto - US flag emoji for stock positions - Dollar prefix for stock PnL/prices - 'Shares' label instead of 'Qty' for stocks - System prompts updated for stock trading capabilities
This commit is contained in:
558
trader/alpaca/trader.go
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558
trader/alpaca/trader.go
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@@ -0,0 +1,558 @@
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package alpaca
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import (
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"encoding/json"
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"fmt"
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"net/http"
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"nofx/logger"
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"nofx/safe"
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"strconv"
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"strings"
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"sync"
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"time"
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)
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// Alpaca API endpoints
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const (
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alpacaPaperBaseURL = "https://paper-api.alpaca.markets"
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alpacaLiveBaseURL = "https://api.alpaca.markets"
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alpacaDataBaseURL = "https://data.alpaca.markets"
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)
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// AlpacaTrader implements types.Trader for Alpaca US stock trading.
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// Maps the crypto-oriented Trader interface to stock operations:
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// - OpenLong → Buy shares (leverage ignored, always 1)
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// - CloseLong → Sell shares
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// - OpenShort/CloseShort → Not supported (requires margin account)
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// - GetPositions, GetBalance, GetMarketPrice → Direct mapping
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type AlpacaTrader struct {
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apiKey string
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apiSecret string
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baseURL string // paper or live
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client *http.Client
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// Cache
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cachedBalance map[string]interface{}
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cachedPositions []map[string]interface{}
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balanceCacheTime time.Time
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positionCacheTime time.Time
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cacheDuration time.Duration
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cacheMutex sync.RWMutex
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}
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// NewAlpacaTrader creates a new Alpaca trader for paper trading
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func NewAlpacaTrader(apiKey, apiSecret string, paper bool) *AlpacaTrader {
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baseURL := alpacaLiveBaseURL
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if paper {
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baseURL = alpacaPaperBaseURL
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}
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return &AlpacaTrader{
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apiKey: apiKey,
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apiSecret: apiSecret,
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baseURL: baseURL,
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client: &http.Client{Timeout: 30 * time.Second},
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cacheDuration: 10 * time.Second,
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}
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}
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// --- HTTP helpers ---
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func (t *AlpacaTrader) doRequest(method, path string, body interface{}) ([]byte, int, error) {
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var reqBody *strings.Reader
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if body != nil {
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data, err := json.Marshal(body)
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if err != nil {
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return nil, 0, fmt.Errorf("marshal body: %w", err)
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}
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reqBody = strings.NewReader(string(data))
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} else {
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reqBody = strings.NewReader("")
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}
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url := t.baseURL + path
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req, err := http.NewRequest(method, url, reqBody)
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if err != nil {
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return nil, 0, fmt.Errorf("create request: %w", err)
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}
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req.Header.Set("APCA-API-KEY-ID", t.apiKey)
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req.Header.Set("APCA-API-SECRET-KEY", t.apiSecret)
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req.Header.Set("Content-Type", "application/json")
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resp, err := t.client.Do(req)
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if err != nil {
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return nil, 0, fmt.Errorf("request failed: %w", err)
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}
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defer resp.Body.Close()
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respData, err := safe.ReadAllLimited(resp.Body)
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if err != nil {
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return nil, resp.StatusCode, fmt.Errorf("read response: %w", err)
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}
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return respData, resp.StatusCode, nil
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}
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func (t *AlpacaTrader) doGet(path string) ([]byte, error) {
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data, status, err := t.doRequest("GET", path, nil)
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if err != nil {
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return nil, err
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}
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if status < 200 || status >= 300 {
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return nil, fmt.Errorf("Alpaca API error (HTTP %d): %s", status, truncate(string(data), 256))
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}
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return data, nil
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}
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func (t *AlpacaTrader) doPost(path string, body interface{}) ([]byte, error) {
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data, status, err := t.doRequest("POST", path, body)
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if err != nil {
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return nil, err
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}
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if status < 200 || status >= 300 {
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return nil, fmt.Errorf("Alpaca API error (HTTP %d): %s", status, truncate(string(data), 256))
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}
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return data, nil
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}
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func (t *AlpacaTrader) doDelete(path string) ([]byte, error) {
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data, status, err := t.doRequest("DELETE", path, nil)
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if err != nil {
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return nil, err
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}
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// 204 No Content is success for DELETE
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if status < 200 || status >= 300 {
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return nil, fmt.Errorf("Alpaca API error (HTTP %d): %s", status, truncate(string(data), 256))
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}
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return data, nil
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}
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// doDataGet makes a GET to the data API (for market data)
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func (t *AlpacaTrader) doDataGet(path string) ([]byte, error) {
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url := alpacaDataBaseURL + path
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req, err := http.NewRequest("GET", url, nil)
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if err != nil {
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return nil, fmt.Errorf("create request: %w", err)
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}
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req.Header.Set("APCA-API-KEY-ID", t.apiKey)
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req.Header.Set("APCA-API-SECRET-KEY", t.apiSecret)
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resp, err := t.client.Do(req)
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if err != nil {
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return nil, fmt.Errorf("request failed: %w", err)
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}
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defer resp.Body.Close()
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data, err := safe.ReadAllLimited(resp.Body)
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if err != nil {
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return nil, fmt.Errorf("read response: %w", err)
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}
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if resp.StatusCode < 200 || resp.StatusCode >= 300 {
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return nil, fmt.Errorf("Alpaca Data API error (HTTP %d): %s", resp.StatusCode, truncate(string(data), 256))
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}
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return data, nil
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}
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// --- Trader interface implementation ---
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// GetBalance returns account balance info
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func (t *AlpacaTrader) GetBalance() (map[string]interface{}, error) {
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t.cacheMutex.RLock()
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if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
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result := t.cachedBalance
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t.cacheMutex.RUnlock()
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return result, nil
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}
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t.cacheMutex.RUnlock()
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data, err := t.doGet("/v2/account")
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if err != nil {
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return nil, fmt.Errorf("get account: %w", err)
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}
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var acct AlpacaAccount
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if err := json.Unmarshal(data, &acct); err != nil {
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return nil, fmt.Errorf("parse account: %w", err)
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}
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equity := parseFloatStr(acct.Equity)
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cash := parseFloatStr(acct.Cash)
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buyingPower := parseFloatStr(acct.BuyingPower)
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result := map[string]interface{}{
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"total_equity": equity,
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"available_balance": cash,
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"buying_power": buyingPower,
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"currency": acct.Currency,
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"status": acct.Status,
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"account_number": acct.AccountNumber,
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"pattern_day_trader": acct.PatternDayTrader,
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"day_trade_count": acct.DaytradeCount,
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}
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t.cacheMutex.Lock()
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t.cachedBalance = result
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t.balanceCacheTime = time.Now()
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t.cacheMutex.Unlock()
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return result, nil
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}
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// GetPositions returns all open positions
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func (t *AlpacaTrader) GetPositions() ([]map[string]interface{}, error) {
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t.cacheMutex.RLock()
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if t.cachedPositions != nil && time.Since(t.positionCacheTime) < t.cacheDuration {
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result := t.cachedPositions
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t.cacheMutex.RUnlock()
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return result, nil
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}
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t.cacheMutex.RUnlock()
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data, err := t.doGet("/v2/positions")
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if err != nil {
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return nil, fmt.Errorf("get positions: %w", err)
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}
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var positions []AlpacaPosition
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if err := json.Unmarshal(data, &positions); err != nil {
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return nil, fmt.Errorf("parse positions: %w", err)
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}
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var result []map[string]interface{}
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for _, p := range positions {
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qty := parseFloatStr(p.Qty)
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side := "long"
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if p.Side == "short" {
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side = "short"
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}
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result = append(result, map[string]interface{}{
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"symbol": p.Symbol,
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"side": side,
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"size": qty,
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"entryPrice": parseFloatStr(p.AvgEntryPrice),
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"markPrice": parseFloatStr(p.CurrentPrice),
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"unrealizedPnl": parseFloatStr(p.UnrealizedPL),
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"marketValue": parseFloatStr(p.MarketValue),
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"leverage": 1,
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"exchange": "alpaca",
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})
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}
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t.cacheMutex.Lock()
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t.cachedPositions = result
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t.positionCacheTime = time.Now()
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t.cacheMutex.Unlock()
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return result, nil
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}
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// OpenLong buys shares (market order)
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func (t *AlpacaTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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logger.Infof("[Alpaca] BUY %s qty=%.4f", symbol, quantity)
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order := AlpacaOrderRequest{
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Symbol: symbol,
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Qty: fmt.Sprintf("%.4f", quantity), // Alpaca supports fractional shares
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Side: "buy",
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Type: "market",
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TimeInForce: "day",
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}
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data, err := t.doPost("/v2/orders", order)
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if err != nil {
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return nil, fmt.Errorf("buy %s: %w", symbol, err)
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}
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var resp AlpacaOrder
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if err := json.Unmarshal(data, &resp); err != nil {
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return nil, fmt.Errorf("parse order response: %w", err)
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}
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t.clearCache()
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return map[string]interface{}{
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"orderId": resp.ID,
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"clientId": resp.ClientOrderID,
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"symbol": resp.Symbol,
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"side": resp.Side,
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"qty": resp.Qty,
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"type": resp.Type,
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"status": resp.Status,
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}, nil
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}
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// OpenShort is not supported for basic stock accounts
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func (t *AlpacaTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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return nil, fmt.Errorf("short selling not supported on Alpaca basic account")
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}
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// CloseLong sells shares (market order). quantity=0 means close entire position.
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func (t *AlpacaTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
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if quantity == 0 {
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// Close entire position via DELETE endpoint
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logger.Infof("[Alpaca] CLOSE ALL %s", symbol)
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data, err := t.doDelete("/v2/positions/" + symbol)
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if err != nil {
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return nil, fmt.Errorf("close position %s: %w", symbol, err)
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}
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var resp AlpacaOrder
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if err := json.Unmarshal(data, &resp); err != nil {
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return nil, fmt.Errorf("parse close response: %w", err)
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}
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t.clearCache()
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return map[string]interface{}{
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"orderId": resp.ID,
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"symbol": resp.Symbol,
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"status": resp.Status,
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}, nil
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}
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// Partial close via sell order
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logger.Infof("[Alpaca] SELL %s qty=%.4f", symbol, quantity)
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order := AlpacaOrderRequest{
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Symbol: symbol,
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Qty: fmt.Sprintf("%.4f", quantity),
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Side: "sell",
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Type: "market",
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TimeInForce: "day",
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}
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data, err := t.doPost("/v2/orders", order)
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if err != nil {
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return nil, fmt.Errorf("sell %s: %w", symbol, err)
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}
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var resp AlpacaOrder
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if err := json.Unmarshal(data, &resp); err != nil {
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return nil, fmt.Errorf("parse order response: %w", err)
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}
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t.clearCache()
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return map[string]interface{}{
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"orderId": resp.ID,
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"symbol": resp.Symbol,
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"side": resp.Side,
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"qty": resp.Qty,
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"status": resp.Status,
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}, nil
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}
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// CloseShort is not supported
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func (t *AlpacaTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
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return nil, fmt.Errorf("short selling not supported on Alpaca basic account")
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}
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// SetLeverage is a no-op for stocks (always 1x)
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func (t *AlpacaTrader) SetLeverage(symbol string, leverage int) error {
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// Stocks don't have configurable leverage
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return nil
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}
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// SetMarginMode is a no-op for stocks
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func (t *AlpacaTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
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return nil
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}
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// GetMarketPrice returns the latest trade price for a symbol
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func (t *AlpacaTrader) GetMarketPrice(symbol string) (float64, error) {
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// Use Alpaca's latest trade endpoint
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data, err := t.doDataGet("/v2/stocks/" + symbol + "/trades/latest")
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if err != nil {
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return 0, fmt.Errorf("get price %s: %w", symbol, err)
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}
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var resp struct {
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Trade struct {
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Price float64 `json:"p"`
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} `json:"trade"`
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}
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if err := json.Unmarshal(data, &resp); err != nil {
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return 0, fmt.Errorf("parse price: %w", err)
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}
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if resp.Trade.Price <= 0 {
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return 0, fmt.Errorf("no price data for %s", symbol)
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}
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return resp.Trade.Price, nil
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}
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// SetStopLoss places a stop order
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func (t *AlpacaTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
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side := "sell" // stop loss for long = sell when price drops
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if positionSide == "SHORT" {
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side = "buy"
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}
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order := AlpacaOrderRequest{
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Symbol: symbol,
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Qty: fmt.Sprintf("%.4f", quantity),
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Side: side,
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Type: "stop",
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TimeInForce: "gtc",
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StopPrice: fmt.Sprintf("%.2f", stopPrice),
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}
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_, err := t.doPost("/v2/orders", order)
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return err
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}
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// SetTakeProfit places a limit order as take-profit
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func (t *AlpacaTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
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side := "sell" // take profit for long = sell when price rises
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if positionSide == "SHORT" {
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side = "buy"
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}
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order := AlpacaOrderRequest{
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Symbol: symbol,
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Qty: fmt.Sprintf("%.4f", quantity),
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Side: side,
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Type: "limit",
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TimeInForce: "gtc",
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LimitPrice: fmt.Sprintf("%.2f", takeProfitPrice),
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}
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_, err := t.doPost("/v2/orders", order)
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return err
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}
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// CancelStopLossOrders cancels stop orders for a symbol
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func (t *AlpacaTrader) CancelStopLossOrders(symbol string) error {
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return t.cancelOrdersByType(symbol, "stop")
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}
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// CancelTakeProfitOrders cancels limit orders (used as take-profit) for a symbol
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func (t *AlpacaTrader) CancelTakeProfitOrders(symbol string) error {
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return t.cancelOrdersByType(symbol, "limit")
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}
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// CancelAllOrders cancels all pending orders for a symbol
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func (t *AlpacaTrader) CancelAllOrders(symbol string) error {
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_, err := t.doDelete("/v2/orders")
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return err
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}
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// CancelStopOrders cancels both stop and limit orders for a symbol
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func (t *AlpacaTrader) CancelStopOrders(symbol string) error {
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if err := t.CancelStopLossOrders(symbol); err != nil {
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logger.Warnf("[Alpaca] cancel stop loss orders: %v", err)
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}
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return t.CancelTakeProfitOrders(symbol)
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}
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// FormatQuantity formats quantity (Alpaca supports fractional shares to 4 decimals)
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func (t *AlpacaTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
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return fmt.Sprintf("%.4f", quantity), nil
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}
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// GetOrderStatus returns the status of an order
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func (t *AlpacaTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
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data, err := t.doGet("/v2/orders/" + orderID)
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if err != nil {
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return nil, fmt.Errorf("get order %s: %w", orderID, err)
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}
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var order AlpacaOrder
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if err := json.Unmarshal(data, &order); err != nil {
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return nil, fmt.Errorf("parse order: %w", err)
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}
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return map[string]interface{}{
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"status": strings.ToUpper(order.Status),
|
||||
"avgPrice": parseFloatStr(order.FilledAvgPrice),
|
||||
"executedQty": parseFloatStr(order.FilledQty),
|
||||
"commission": 0.0, // Alpaca is commission-free
|
||||
}, nil
|
||||
}
|
||||
|
||||
// GetClosedPnL returns closed position records (Alpaca doesn't have a direct endpoint for this)
|
||||
func (t *AlpacaTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
|
||||
// Alpaca tracks activities, not PnL directly. Return empty for now.
|
||||
return nil, nil
|
||||
}
|
||||
|
||||
// GetOpenOrders returns open orders
|
||||
func (t *AlpacaTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
path := "/v2/orders?status=open"
|
||||
if symbol != "" {
|
||||
path += "&symbols=" + symbol
|
||||
}
|
||||
|
||||
data, err := t.doGet(path)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("get open orders: %w", err)
|
||||
}
|
||||
|
||||
var orders []AlpacaOrder
|
||||
if err := json.Unmarshal(data, &orders); err != nil {
|
||||
return nil, fmt.Errorf("parse orders: %w", err)
|
||||
}
|
||||
|
||||
var result []OpenOrder
|
||||
for _, o := range orders {
|
||||
oo := OpenOrder{
|
||||
OrderID: o.ID,
|
||||
Symbol: o.Symbol,
|
||||
Side: strings.ToUpper(o.Side),
|
||||
Type: strings.ToUpper(o.Type),
|
||||
Price: parseFloatStr(o.LimitPrice),
|
||||
Quantity: parseFloatStr(o.Qty),
|
||||
Status: strings.ToUpper(o.Status),
|
||||
}
|
||||
if o.StopPrice != "" {
|
||||
oo.StopPrice = parseFloatStr(o.StopPrice)
|
||||
}
|
||||
result = append(result, oo)
|
||||
}
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// --- Helper: cancel orders by type ---
|
||||
|
||||
func (t *AlpacaTrader) cancelOrdersByType(symbol, orderType string) error {
|
||||
orders, err := t.GetOpenOrders(symbol)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
for _, o := range orders {
|
||||
if strings.EqualFold(o.Type, orderType) && (symbol == "" || o.Symbol == symbol) {
|
||||
if _, err := t.doDelete("/v2/orders/" + o.OrderID); err != nil {
|
||||
logger.Warnf("[Alpaca] cancel order %s: %v", o.OrderID, err)
|
||||
}
|
||||
}
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
func (t *AlpacaTrader) clearCache() {
|
||||
t.cacheMutex.Lock()
|
||||
defer t.cacheMutex.Unlock()
|
||||
t.cachedBalance = nil
|
||||
t.cachedPositions = nil
|
||||
}
|
||||
|
||||
// --- Helpers ---
|
||||
|
||||
func truncate(s string, n int) string {
|
||||
if len(s) <= n {
|
||||
return s
|
||||
}
|
||||
return s[:n] + "..."
|
||||
}
|
||||
|
||||
func parseFloatStr(s string) float64 {
|
||||
if s == "" {
|
||||
return 0
|
||||
}
|
||||
f, _ := strconv.ParseFloat(s, 64)
|
||||
return f
|
||||
}
|
||||
74
trader/alpaca/types.go
Normal file
74
trader/alpaca/types.go
Normal file
@@ -0,0 +1,74 @@
|
||||
package alpaca
|
||||
|
||||
import "nofx/trader/types"
|
||||
|
||||
// Re-export for convenience
|
||||
type (
|
||||
ClosedPnLRecord = types.ClosedPnLRecord
|
||||
OpenOrder = types.OpenOrder
|
||||
)
|
||||
|
||||
// AlpacaAccount represents Alpaca account info
|
||||
type AlpacaAccount struct {
|
||||
ID string `json:"id"`
|
||||
AccountNumber string `json:"account_number"`
|
||||
Status string `json:"status"`
|
||||
Currency string `json:"currency"`
|
||||
Cash string `json:"cash"`
|
||||
Equity string `json:"equity"`
|
||||
BuyingPower string `json:"buying_power"`
|
||||
PortfolioValue string `json:"portfolio_value"`
|
||||
PatternDayTrader bool `json:"pattern_day_trader"`
|
||||
DaytradeCount int `json:"daytrade_count"`
|
||||
TradingBlocked bool `json:"trading_blocked"`
|
||||
}
|
||||
|
||||
// AlpacaPosition represents an open position
|
||||
type AlpacaPosition struct {
|
||||
AssetID string `json:"asset_id"`
|
||||
Symbol string `json:"symbol"`
|
||||
Exchange string `json:"exchange"`
|
||||
AssetClass string `json:"asset_class"`
|
||||
AvgEntryPrice string `json:"avg_entry_price"`
|
||||
Qty string `json:"qty"`
|
||||
Side string `json:"side"`
|
||||
MarketValue string `json:"market_value"`
|
||||
CostBasis string `json:"cost_basis"`
|
||||
UnrealizedPL string `json:"unrealized_pl"`
|
||||
UnrealizedPLPC string `json:"unrealized_plpc"`
|
||||
CurrentPrice string `json:"current_price"`
|
||||
LastdayPrice string `json:"lastday_price"`
|
||||
ChangeToday string `json:"change_today"`
|
||||
}
|
||||
|
||||
// AlpacaOrderRequest represents an order submission
|
||||
type AlpacaOrderRequest struct {
|
||||
Symbol string `json:"symbol"`
|
||||
Qty string `json:"qty,omitempty"`
|
||||
Notional string `json:"notional,omitempty"` // Dollar amount instead of qty
|
||||
Side string `json:"side"` // buy, sell
|
||||
Type string `json:"type"` // market, limit, stop, stop_limit
|
||||
TimeInForce string `json:"time_in_force"` // day, gtc, opg, cls, ioc, fok
|
||||
LimitPrice string `json:"limit_price,omitempty"`
|
||||
StopPrice string `json:"stop_price,omitempty"`
|
||||
}
|
||||
|
||||
// AlpacaOrder represents an order response
|
||||
type AlpacaOrder struct {
|
||||
ID string `json:"id"`
|
||||
ClientOrderID string `json:"client_order_id"`
|
||||
Symbol string `json:"symbol"`
|
||||
Side string `json:"side"`
|
||||
Type string `json:"type"`
|
||||
Qty string `json:"qty"`
|
||||
FilledQty string `json:"filled_qty"`
|
||||
FilledAvgPrice string `json:"filled_avg_price"`
|
||||
LimitPrice string `json:"limit_price"`
|
||||
StopPrice string `json:"stop_price"`
|
||||
Status string `json:"status"`
|
||||
CreatedAt string `json:"created_at"`
|
||||
UpdatedAt string `json:"updated_at"`
|
||||
SubmittedAt string `json:"submitted_at"`
|
||||
FilledAt string `json:"filled_at"`
|
||||
TimeInForce string `json:"time_in_force"`
|
||||
}
|
||||
@@ -16,6 +16,7 @@ import (
|
||||
"nofx/trader/bybit"
|
||||
"nofx/trader/gate"
|
||||
"nofx/trader/hyperliquid"
|
||||
"nofx/trader/alpaca"
|
||||
"nofx/trader/indodax"
|
||||
"nofx/trader/kucoin"
|
||||
"nofx/trader/lighter"
|
||||
@@ -66,6 +67,11 @@ type AutoTraderConfig struct {
|
||||
IndodaxAPIKey string
|
||||
IndodaxSecretKey string
|
||||
|
||||
// Alpaca API configuration (US stock trading)
|
||||
AlpacaAPIKey string
|
||||
AlpacaAPISecret string
|
||||
AlpacaPaper bool // true = paper trading, false = live
|
||||
|
||||
// Hyperliquid configuration
|
||||
HyperliquidPrivateKey string
|
||||
HyperliquidWalletAddr string
|
||||
@@ -286,6 +292,9 @@ func NewAutoTrader(config AutoTraderConfig, st *store.Store, userID string) (*Au
|
||||
case "indodax":
|
||||
logger.Infof("🏦 [%s] Using Indodax Spot trading", config.Name)
|
||||
trader = indodax.NewIndodaxTrader(config.IndodaxAPIKey, config.IndodaxSecretKey)
|
||||
case "alpaca":
|
||||
logger.Infof("🏦 [%s] Using Alpaca US Stock trading (paper=%v)", config.Name, config.AlpacaPaper)
|
||||
trader = alpaca.NewAlpacaTrader(config.AlpacaAPIKey, config.AlpacaAPISecret, config.AlpacaPaper)
|
||||
default:
|
||||
return nil, fmt.Errorf("unsupported trading platform: %s", config.Exchange)
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user