refactor(V2): alpaca client da alpaca-py a httpx puro (parità V1)
Riscrive `AlpacaClient` su `httpx.AsyncClient` rimuovendo ogni dipendenza runtime da `alpaca-py`. 4 endpoint base distinti (trading paper/live, stock data, crypto data, options data) gestiti via helper `_request` con header `APCA-API-KEY-ID` / `APCA-API-SECRET-KEY`. Firma costruttore e attributi pubblici (`paper`, `base_url`) invariati; `base_url` override applica al solo trading endpoint. Nuovo `aclose()` per cleanup connessioni. Test riscritti su `pytest-httpx` (29 test alpaca + leverage cap). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
AdrianoDev
@@ -1,204 +1,248 @@
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"""Alpaca client su httpx puro (V2.0.0).
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Riscrittura full-REST del client `alpaca-py` originale: 4 endpoint base
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(trading, stock data, crypto data, options data), auth via header
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APCA-API-KEY-ID / APCA-API-SECRET-KEY, parità completa con la versione V1
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(stesse firme, stessa shape dei dict ritornati).
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- `base_url` parametro override applica SOLO al trading endpoint
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(coerente con `url_override` di alpaca-py.TradingClient). Gli endpoint
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data restano hardcoded su `https://data.alpaca.markets`.
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- I metodi ritornano `dict` / `list[dict]` direttamente dal JSON REST
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(al posto dei modelli pydantic alpaca-py serializzati). Le chiavi sono
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quelle restituite dall'API Alpaca; equivalgono al `model_dump()` dei
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modelli SDK precedenti.
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"""
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from __future__ import annotations
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import asyncio
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import datetime as _dt
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from typing import Any
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from alpaca.data.historical import (
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CryptoHistoricalDataClient,
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OptionHistoricalDataClient,
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StockHistoricalDataClient,
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)
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from alpaca.data.requests import (
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CryptoBarsRequest,
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CryptoLatestQuoteRequest,
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CryptoLatestTradeRequest,
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OptionBarsRequest,
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OptionChainRequest,
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OptionLatestQuoteRequest,
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StockBarsRequest,
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StockLatestQuoteRequest,
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StockLatestTradeRequest,
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StockSnapshotRequest,
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)
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from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
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from alpaca.trading.client import TradingClient
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from alpaca.trading.enums import (
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AssetClass,
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OrderSide,
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QueryOrderStatus,
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TimeInForce,
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)
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from alpaca.trading.requests import (
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ClosePositionRequest,
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GetAssetsRequest,
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GetOrdersRequest,
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LimitOrderRequest,
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MarketOrderRequest,
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ReplaceOrderRequest,
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StopOrderRequest,
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)
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import httpx
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from cerbero_mcp.common.http import async_client
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# ── Endpoint base ────────────────────────────────────────────────
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_TRADING_LIVE = "https://api.alpaca.markets"
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_TRADING_PAPER = "https://paper-api.alpaca.markets"
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_DATA = "https://data.alpaca.markets"
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# ── Mappa timeframe → query param Alpaca ─────────────────────────
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# Alpaca v2 bars: timeframe = "1Min" / "5Min" / "15Min" / "30Min" / "1Hour" / "1Day" / "1Week"
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_TF_MAP = {
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"1min": TimeFrame(1, TimeFrameUnit.Minute),
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"5min": TimeFrame(5, TimeFrameUnit.Minute),
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"15min": TimeFrame(15, TimeFrameUnit.Minute),
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"30min": TimeFrame(30, TimeFrameUnit.Minute),
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"1h": TimeFrame(1, TimeFrameUnit.Hour),
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"1d": TimeFrame(1, TimeFrameUnit.Day),
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"1w": TimeFrame(1, TimeFrameUnit.Week),
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"1min": "1Min",
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"5min": "5Min",
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"15min": "15Min",
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"30min": "30Min",
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"1h": "1Hour",
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"1d": "1Day",
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"1w": "1Week",
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}
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_ASSET_CLASSES = {"stocks", "crypto", "options"}
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_ASSET_CLASS_MAP = {
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"stocks": "us_equity",
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"crypto": "crypto",
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"options": "us_option",
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}
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def _tf(interval: str) -> TimeFrame:
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def _tf(interval: str) -> str:
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if interval in _TF_MAP:
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return _TF_MAP[interval]
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raise ValueError(f"unsupported timeframe: {interval}")
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def _asset_class_enum(ac: str) -> AssetClass:
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def _asset_class_param(ac: str) -> str:
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ac = ac.lower()
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if ac == "stocks":
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return AssetClass.US_EQUITY
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if ac == "crypto":
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return AssetClass.CRYPTO
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if ac == "options":
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return AssetClass.US_OPTION
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if ac in _ASSET_CLASS_MAP:
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return _ASSET_CLASS_MAP[ac]
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raise ValueError(f"invalid asset_class: {ac}")
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def _serialize(obj: Any) -> Any:
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"""Recursively convert pydantic/datetime objects → json-safe."""
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if obj is None or isinstance(obj, str | int | float | bool):
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return obj
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if isinstance(obj, _dt.datetime | _dt.date):
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return obj.isoformat()
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if isinstance(obj, dict):
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return {k: _serialize(v) for k, v in obj.items()}
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if isinstance(obj, list | tuple):
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return [_serialize(v) for v in obj]
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if hasattr(obj, "model_dump"):
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return _serialize(obj.model_dump())
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if hasattr(obj, "__dict__"):
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return _serialize(vars(obj))
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return str(obj)
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def _iso(value: _dt.datetime | _dt.date | None) -> str | None:
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if value is None:
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return None
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return value.isoformat()
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class AlpacaClient:
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"""Client httpx-based per Alpaca REST API v2.
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Auth via header `APCA-API-KEY-ID` / `APCA-API-SECRET-KEY`.
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"""
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def __init__(
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self,
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api_key: str,
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secret_key: str,
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paper: bool = True,
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base_url: str | None = None,
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trading: Any | None = None,
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stock_data: Any | None = None,
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crypto_data: Any | None = None,
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option_data: Any | None = None,
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http: httpx.AsyncClient | None = None,
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) -> None:
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self.api_key = api_key
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self.secret_key = secret_key
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self.paper = paper
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# `base_url` mantenuto come attributo pubblico (test/build_client lo
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# leggono). Override del solo endpoint trading; data endpoints sono
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# sempre `data.alpaca.markets` (Alpaca non offre paper data feed).
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self.base_url = base_url
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# alpaca-py TradingClient accetta `url_override` per override URL trading.
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# Data clients (Stock/Crypto/Option) non supportano url_override sul costruttore;
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# usano endpoint dati separati (data.alpaca.markets) — `base_url` è ignorato per essi.
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if trading is None:
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trading_kwargs: dict[str, Any] = {
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"api_key": api_key, "secret_key": secret_key, "paper": paper,
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}
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if base_url:
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trading_kwargs["url_override"] = base_url
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trading = TradingClient(**trading_kwargs)
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self._trading = trading
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self._stock = stock_data or StockHistoricalDataClient(
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api_key=api_key, secret_key=secret_key
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)
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self._crypto = crypto_data or CryptoHistoricalDataClient(
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api_key=api_key, secret_key=secret_key
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)
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self._option = option_data or OptionHistoricalDataClient(
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api_key=api_key, secret_key=secret_key
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)
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if base_url:
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self._trading_base = base_url
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else:
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self._trading_base = _TRADING_PAPER if paper else _TRADING_LIVE
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self._data_base = _DATA
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# Single long-lived AsyncClient → reuse connection pool.
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self._http = http or async_client(timeout=30.0)
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async def _run(self, fn, /, *args, **kwargs):
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return await asyncio.to_thread(fn, *args, **kwargs)
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async def aclose(self) -> None:
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"""Chiudi connessioni HTTP. Idempotente."""
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if not self._http.is_closed:
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await self._http.aclose()
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# ── Helpers ──────────────────────────────────────────────────
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@property
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def _headers(self) -> dict[str, str]:
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return {
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"APCA-API-KEY-ID": self.api_key,
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"APCA-API-SECRET-KEY": self.secret_key,
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"Accept": "application/json",
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}
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async def _request(
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self,
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method: str,
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base: str,
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path: str,
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*,
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params: dict[str, Any] | None = None,
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json_body: dict[str, Any] | None = None,
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) -> Any:
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"""Esegue una richiesta HTTP autenticata e ritorna il JSON parsato.
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Per response body vuoto (es. DELETE 204) ritorna `{}`.
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Solleva `httpx.HTTPStatusError` su 4xx/5xx tramite raise_for_status.
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"""
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url = f"{base}{path}"
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# httpx scarta i query params con valore None automaticamente solo se
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# passati come list of tuples; con dict dobbiamo filtrare a monte.
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clean_params: dict[str, Any] | None = None
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if params is not None:
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clean_params = {k: v for k, v in params.items() if v is not None}
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if not clean_params:
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clean_params = None
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resp = await self._http.request(
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method,
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url,
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params=clean_params,
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json=json_body,
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headers=self._headers,
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)
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resp.raise_for_status()
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if not resp.content:
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return {}
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return resp.json()
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# ── Account / positions ──────────────────────────────────────
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async def get_account(self) -> dict:
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acc = await self._run(self._trading.get_account)
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return _serialize(acc) # type: ignore[no-any-return]
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data = await self._request("GET", self._trading_base, "/v2/account")
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return dict(data) if data else {}
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async def get_positions(self) -> list[dict]:
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pos = await self._run(self._trading.get_all_positions)
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return [_serialize(p) for p in pos]
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data = await self._request("GET", self._trading_base, "/v2/positions")
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return list(data) if data else []
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async def get_activities(self, limit: int = 50) -> list[dict]:
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acts = await self._run(self._trading.get_account_activities) # type: ignore[union-attr]
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data = [_serialize(a) for a in acts]
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return data[:limit]
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data = await self._request(
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"GET",
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self._trading_base,
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"/v2/account/activities",
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params={"page_size": limit},
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)
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items = list(data) if data else []
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return items[:limit]
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# ── Assets ──────────────────────────────────────────────────
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async def get_assets(
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self, asset_class: str = "stocks", status: str = "active"
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) -> list[dict]:
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req = GetAssetsRequest(
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asset_class=_asset_class_enum(asset_class),
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status=status, # type: ignore[arg-type]
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data = await self._request(
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"GET",
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self._trading_base,
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"/v2/assets",
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params={
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"status": status,
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"asset_class": _asset_class_param(asset_class),
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},
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)
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assets = await self._run(self._trading.get_all_assets, req)
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return [_serialize(a) for a in assets[:500]]
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items = list(data) if data else []
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return items[:500]
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# ── Market data ─────────────────────────────────────────────
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async def get_ticker(self, symbol: str, asset_class: str = "stocks") -> dict:
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ac = asset_class.lower()
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if ac == "stocks":
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req = StockLatestTradeRequest(symbol_or_symbols=symbol)
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data = await self._run(self._stock.get_stock_latest_trade, req)
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trade = data.get(symbol)
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q_req = StockLatestQuoteRequest(symbol_or_symbols=symbol)
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qdata = await self._run(self._stock.get_stock_latest_quote, q_req)
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quote = qdata.get(symbol)
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trade_resp = await self._request(
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"GET",
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self._data_base,
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f"/v2/stocks/{symbol}/trades/latest",
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)
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quote_resp = await self._request(
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"GET",
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self._data_base,
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f"/v2/stocks/{symbol}/quotes/latest",
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)
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trade = (trade_resp or {}).get("trade") or {}
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quote = (quote_resp or {}).get("quote") or {}
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return {
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"symbol": symbol,
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"asset_class": "stocks",
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"last_price": getattr(trade, "price", None),
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"bid": getattr(quote, "bid_price", None),
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"ask": getattr(quote, "ask_price", None),
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"bid_size": getattr(quote, "bid_size", None),
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"ask_size": getattr(quote, "ask_size", None),
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"timestamp": _serialize(getattr(trade, "timestamp", None)),
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"last_price": trade.get("p"),
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"bid": quote.get("bp"),
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"ask": quote.get("ap"),
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"bid_size": quote.get("bs"),
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"ask_size": quote.get("as"),
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"timestamp": trade.get("t"),
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}
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if ac == "crypto":
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req = CryptoLatestTradeRequest(symbol_or_symbols=symbol) # type: ignore[assignment]
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data = await self._run(self._crypto.get_crypto_latest_trade, req)
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trade = data.get(symbol)
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q_req = CryptoLatestQuoteRequest(symbol_or_symbols=symbol) # type: ignore[assignment]
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qdata = await self._run(self._crypto.get_crypto_latest_quote, q_req)
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quote = qdata.get(symbol)
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trade_resp = await self._request(
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"GET",
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self._data_base,
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"/v1beta3/crypto/us/latest/trades",
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params={"symbols": symbol},
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)
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quote_resp = await self._request(
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"GET",
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self._data_base,
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"/v1beta3/crypto/us/latest/quotes",
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params={"symbols": symbol},
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)
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trade = ((trade_resp or {}).get("trades") or {}).get(symbol) or {}
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quote = ((quote_resp or {}).get("quotes") or {}).get(symbol) or {}
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return {
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"symbol": symbol,
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"asset_class": "crypto",
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"last_price": getattr(trade, "price", None),
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"bid": getattr(quote, "bid_price", None),
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"ask": getattr(quote, "ask_price", None),
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"timestamp": _serialize(getattr(trade, "timestamp", None)),
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"last_price": trade.get("p"),
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"bid": quote.get("bp"),
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"ask": quote.get("ap"),
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"timestamp": trade.get("t"),
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}
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if ac == "options":
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req = OptionLatestQuoteRequest(symbol_or_symbols=symbol) # type: ignore[assignment]
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data = await self._run(self._option.get_option_latest_quote, req)
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quote = data.get(symbol)
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quote_resp = await self._request(
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"GET",
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self._data_base,
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f"/v1beta1/options/{symbol}/quotes/latest",
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)
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quote = (quote_resp or {}).get("quote") or {}
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return {
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"symbol": symbol,
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"asset_class": "options",
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"bid": getattr(quote, "bid_price", None),
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"ask": getattr(quote, "ask_price", None),
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"timestamp": _serialize(getattr(quote, "timestamp", None)),
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"bid": quote.get("bp"),
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"ask": quote.get("ap"),
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"timestamp": quote.get("t"),
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}
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raise ValueError(f"invalid asset_class: {asset_class}")
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@@ -212,73 +256,117 @@ class AlpacaClient:
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limit: int = 1000,
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) -> dict:
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tf = _tf(interval)
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start_dt = _dt.datetime.fromisoformat(start) if start else (
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_dt.datetime.now(_dt.UTC) - _dt.timedelta(days=30)
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start_dt = (
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_dt.datetime.fromisoformat(start)
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if start
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else (_dt.datetime.now(_dt.UTC) - _dt.timedelta(days=30))
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)
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end_dt = _dt.datetime.fromisoformat(end) if end else _dt.datetime.now(_dt.UTC)
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ac = asset_class.lower()
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params: dict[str, Any] = {
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"symbols": symbol,
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"timeframe": tf,
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"start": _iso(start_dt),
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"end": _iso(end_dt),
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"limit": limit,
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}
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if ac == "stocks":
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req = StockBarsRequest(
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symbol_or_symbols=symbol, timeframe=tf,
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start=start_dt, end=end_dt, limit=limit,
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# IEX feed di default — coerente con default alpaca-py free tier.
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params["feed"] = "iex"
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data = await self._request(
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"GET", self._data_base, "/v2/stocks/bars", params=params
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)
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data = await self._run(self._stock.get_stock_bars, req)
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elif ac == "crypto":
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req = CryptoBarsRequest( # type: ignore[assignment]
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symbol_or_symbols=symbol, timeframe=tf,
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start=start_dt, end=end_dt, limit=limit,
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data = await self._request(
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"GET",
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self._data_base,
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"/v1beta3/crypto/us/bars",
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params=params,
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)
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data = await self._run(self._crypto.get_crypto_bars, req)
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elif ac == "options":
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req = OptionBarsRequest( # type: ignore[assignment]
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symbol_or_symbols=symbol, timeframe=tf,
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start=start_dt, end=end_dt, limit=limit,
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data = await self._request(
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"GET",
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self._data_base,
|
||||
"/v1beta1/options/bars",
|
||||
params=params,
|
||||
)
|
||||
data = await self._run(self._option.get_option_bars, req)
|
||||
else:
|
||||
raise ValueError(f"invalid asset_class: {asset_class}")
|
||||
bars_dict = getattr(data, "data", {}) or {}
|
||||
rows = bars_dict.get(symbol, []) or []
|
||||
|
||||
bars_dict = (data or {}).get("bars") or {}
|
||||
rows = bars_dict.get(symbol) or []
|
||||
bars = [
|
||||
{
|
||||
"timestamp": _serialize(getattr(b, "timestamp", None)),
|
||||
"open": getattr(b, "open", None),
|
||||
"high": getattr(b, "high", None),
|
||||
"low": getattr(b, "low", None),
|
||||
"close": getattr(b, "close", None),
|
||||
"volume": getattr(b, "volume", None),
|
||||
"timestamp": b.get("t"),
|
||||
"open": b.get("o"),
|
||||
"high": b.get("h"),
|
||||
"low": b.get("l"),
|
||||
"close": b.get("c"),
|
||||
"volume": b.get("v"),
|
||||
}
|
||||
for b in rows
|
||||
]
|
||||
return {"symbol": symbol, "asset_class": ac, "interval": interval, "bars": bars}
|
||||
return {
|
||||
"symbol": symbol,
|
||||
"asset_class": ac,
|
||||
"interval": interval,
|
||||
"bars": bars,
|
||||
}
|
||||
|
||||
async def get_snapshot(self, symbol: str) -> dict:
|
||||
req = StockSnapshotRequest(symbol_or_symbols=symbol)
|
||||
data = await self._run(self._stock.get_stock_snapshot, req)
|
||||
return _serialize(data.get(symbol)) # type: ignore[no-any-return]
|
||||
data = await self._request(
|
||||
"GET",
|
||||
self._data_base,
|
||||
"/v2/stocks/snapshots",
|
||||
params={"symbols": symbol},
|
||||
)
|
||||
# API ritorna {"AAPL": {snapshot}} o {"snapshots": {...}} — gestiamo
|
||||
# entrambi i formati; v2/stocks/snapshots ritorna dict top-level
|
||||
# symbol→snapshot.
|
||||
if data is None:
|
||||
return {}
|
||||
if symbol in data:
|
||||
return data[symbol] or {}
|
||||
snaps = data.get("snapshots") or {}
|
||||
return snaps.get(symbol) or {}
|
||||
|
||||
async def get_option_chain(
|
||||
self,
|
||||
underlying: str,
|
||||
expiry: str | None = None,
|
||||
) -> dict:
|
||||
kwargs: dict[str, Any] = {"underlying_symbol": underlying}
|
||||
params: dict[str, Any] = {}
|
||||
if expiry:
|
||||
kwargs["expiration_date"] = _dt.date.fromisoformat(expiry)
|
||||
req = OptionChainRequest(**kwargs)
|
||||
data = await self._run(self._option.get_option_chain, req)
|
||||
# Validazione date (solleva ValueError su input invalido,
|
||||
# parità con V1 che usava _dt.date.fromisoformat).
|
||||
_dt.date.fromisoformat(expiry)
|
||||
params["expiration_date_gte"] = expiry
|
||||
params["expiration_date_lte"] = expiry
|
||||
data = await self._request(
|
||||
"GET",
|
||||
self._data_base,
|
||||
f"/v1beta1/options/snapshots/{underlying}",
|
||||
params=params or None,
|
||||
)
|
||||
contracts = (data or {}).get("snapshots") if data else None
|
||||
return {
|
||||
"underlying": underlying,
|
||||
"expiry": expiry,
|
||||
"contracts": _serialize(data),
|
||||
"contracts": contracts if contracts is not None else (data or {}),
|
||||
}
|
||||
|
||||
# ── Orders ──────────────────────────────────────────────────
|
||||
|
||||
async def get_open_orders(self, limit: int = 50) -> list[dict]:
|
||||
req = GetOrdersRequest(status=QueryOrderStatus.OPEN, limit=limit)
|
||||
orders = await self._run(self._trading.get_orders, filter=req)
|
||||
return [_serialize(o) for o in orders]
|
||||
data = await self._request(
|
||||
"GET",
|
||||
self._trading_base,
|
||||
"/v2/orders",
|
||||
params={"status": "open", "limit": limit},
|
||||
)
|
||||
return list(data) if data else []
|
||||
|
||||
async def place_order(
|
||||
self,
|
||||
@@ -292,32 +380,39 @@ class AlpacaClient:
|
||||
tif: str = "day",
|
||||
asset_class: str = "stocks",
|
||||
) -> dict:
|
||||
side_enum = OrderSide.BUY if side.lower() == "buy" else OrderSide.SELL
|
||||
tif_enum = TimeInForce(tif.lower())
|
||||
ot = order_type.lower()
|
||||
common = {
|
||||
body: dict[str, Any] = {
|
||||
"symbol": symbol,
|
||||
"side": side_enum,
|
||||
"time_in_force": tif_enum,
|
||||
"side": side.lower(),
|
||||
"type": ot,
|
||||
"time_in_force": tif.lower(),
|
||||
}
|
||||
if qty is not None:
|
||||
common["qty"] = qty # type: ignore[assignment]
|
||||
body["qty"] = str(qty)
|
||||
if notional is not None:
|
||||
common["notional"] = notional # type: ignore[assignment]
|
||||
body["notional"] = str(notional)
|
||||
if ot == "market":
|
||||
req = MarketOrderRequest(**common)
|
||||
pass
|
||||
elif ot == "limit":
|
||||
if limit_price is None:
|
||||
raise ValueError("limit_price required for limit order")
|
||||
req = LimitOrderRequest(**common, limit_price=limit_price) # type: ignore[assignment]
|
||||
body["limit_price"] = str(limit_price)
|
||||
elif ot == "stop":
|
||||
if stop_price is None:
|
||||
raise ValueError("stop_price required for stop order")
|
||||
req = StopOrderRequest(**common, stop_price=stop_price) # type: ignore[assignment]
|
||||
body["stop_price"] = str(stop_price)
|
||||
else:
|
||||
raise ValueError(f"unsupported order_type: {order_type}")
|
||||
order = await self._run(self._trading.submit_order, req)
|
||||
return _serialize(order) # type: ignore[no-any-return]
|
||||
# `asset_class` non è un parametro REST; mantenuto in firma per parità
|
||||
# con V1 (era usato solo da SDK per scegliere il request model).
|
||||
_ = asset_class
|
||||
data = await self._request(
|
||||
"POST",
|
||||
self._trading_base,
|
||||
"/v2/orders",
|
||||
json_body=body,
|
||||
)
|
||||
return dict(data) if data else {}
|
||||
|
||||
async def amend_order(
|
||||
self,
|
||||
@@ -327,69 +422,85 @@ class AlpacaClient:
|
||||
stop_price: float | None = None,
|
||||
tif: str | None = None,
|
||||
) -> dict:
|
||||
kwargs: dict[str, Any] = {}
|
||||
body: dict[str, Any] = {}
|
||||
if qty is not None:
|
||||
kwargs["qty"] = qty
|
||||
body["qty"] = str(qty)
|
||||
if limit_price is not None:
|
||||
kwargs["limit_price"] = limit_price
|
||||
body["limit_price"] = str(limit_price)
|
||||
if stop_price is not None:
|
||||
kwargs["stop_price"] = stop_price
|
||||
body["stop_price"] = str(stop_price)
|
||||
if tif is not None:
|
||||
kwargs["time_in_force"] = TimeInForce(tif.lower())
|
||||
req = ReplaceOrderRequest(**kwargs)
|
||||
order = await self._run(self._trading.replace_order_by_id, order_id, req)
|
||||
return _serialize(order) # type: ignore[no-any-return]
|
||||
body["time_in_force"] = tif.lower()
|
||||
data = await self._request(
|
||||
"PATCH",
|
||||
self._trading_base,
|
||||
f"/v2/orders/{order_id}",
|
||||
json_body=body,
|
||||
)
|
||||
return dict(data) if data else {}
|
||||
|
||||
async def cancel_order(self, order_id: str) -> dict:
|
||||
await self._run(self._trading.cancel_order_by_id, order_id)
|
||||
# DELETE /v2/orders/{id} → 204 No Content su success.
|
||||
await self._request(
|
||||
"DELETE", self._trading_base, f"/v2/orders/{order_id}"
|
||||
)
|
||||
return {"order_id": order_id, "canceled": True}
|
||||
|
||||
async def cancel_all_orders(self) -> list[dict]:
|
||||
resp = await self._run(self._trading.cancel_orders)
|
||||
return [_serialize(r) for r in resp]
|
||||
# DELETE /v2/orders → 207 Multi-Status con array di {id, status}
|
||||
data = await self._request(
|
||||
"DELETE", self._trading_base, "/v2/orders"
|
||||
)
|
||||
return list(data) if data else []
|
||||
|
||||
# ── Position close ──────────────────────────────────────────
|
||||
|
||||
async def close_position(
|
||||
self, symbol: str, qty: float | None = None, percentage: float | None = None
|
||||
) -> dict:
|
||||
req = None
|
||||
if qty is not None or percentage is not None:
|
||||
kwargs: dict[str, Any] = {}
|
||||
if qty is not None:
|
||||
kwargs["qty"] = str(qty)
|
||||
if percentage is not None:
|
||||
kwargs["percentage"] = str(percentage)
|
||||
req = ClosePositionRequest(**kwargs)
|
||||
order = await self._run(
|
||||
self._trading.close_position, symbol, close_options=req
|
||||
# DELETE /v2/positions/{symbol}?qty=... oppure ?percentage=...
|
||||
params: dict[str, Any] = {}
|
||||
if qty is not None:
|
||||
params["qty"] = str(qty)
|
||||
if percentage is not None:
|
||||
params["percentage"] = str(percentage)
|
||||
data = await self._request(
|
||||
"DELETE",
|
||||
self._trading_base,
|
||||
f"/v2/positions/{symbol}",
|
||||
params=params or None,
|
||||
)
|
||||
return _serialize(order) # type: ignore[no-any-return]
|
||||
return dict(data) if data else {}
|
||||
|
||||
async def close_all_positions(self, cancel_orders: bool = True) -> list[dict]:
|
||||
resp = await self._run(
|
||||
self._trading.close_all_positions, cancel_orders=cancel_orders
|
||||
data = await self._request(
|
||||
"DELETE",
|
||||
self._trading_base,
|
||||
"/v2/positions",
|
||||
params={"cancel_orders": "true" if cancel_orders else "false"},
|
||||
)
|
||||
return [_serialize(r) for r in resp]
|
||||
return list(data) if data else []
|
||||
|
||||
# ── Clock / calendar ────────────────────────────────────────
|
||||
|
||||
async def get_clock(self) -> dict:
|
||||
clock = await self._run(self._trading.get_clock)
|
||||
return _serialize(clock) # type: ignore[no-any-return]
|
||||
data = await self._request("GET", self._trading_base, "/v2/clock")
|
||||
return dict(data) if data else {}
|
||||
|
||||
async def get_calendar(
|
||||
self, start: str | None = None, end: str | None = None
|
||||
) -> list[dict]:
|
||||
from alpaca.trading.requests import GetCalendarRequest
|
||||
|
||||
kwargs: dict[str, Any] = {}
|
||||
params: dict[str, Any] = {}
|
||||
if start:
|
||||
kwargs["start"] = _dt.date.fromisoformat(start)
|
||||
_dt.date.fromisoformat(start) # validazione, parità V1
|
||||
params["start"] = start
|
||||
if end:
|
||||
kwargs["end"] = _dt.date.fromisoformat(end)
|
||||
req = GetCalendarRequest(**kwargs) if kwargs else None
|
||||
cal = await self._run(
|
||||
self._trading.get_calendar, filters=req
|
||||
) if req else await self._run(self._trading.get_calendar)
|
||||
return [_serialize(c) for c in cal]
|
||||
_dt.date.fromisoformat(end)
|
||||
params["end"] = end
|
||||
data = await self._request(
|
||||
"GET",
|
||||
self._trading_base,
|
||||
"/v2/calendar",
|
||||
params=params or None,
|
||||
)
|
||||
return list(data) if data else []
|
||||
|
||||
Reference in New Issue
Block a user