Aaquib111 / java-algo-trading

Algorithmic Trading Platform in Java, based off the Alpaca API

java-algo-trading

Algorithmic Trading Platform in Java, based on the Alpaca API. The library offers an easy Java interface to connect to the Alpaca API via its HTTP and WebSocket protocols. It allows for easy trading algorithm development using historical, latest, or high-resolution real-time streamed market data.

Features

• Get historical and latest stock and crypto Bars, Quotes, Trades, and Orderbooks as neatly packaged Java objects
• Stream live stock and crypto data through a web socket connection, supporting custom callbacks for streamed data.
  • Stream data includes resolution from daily Bars to Trades and Quotes.

Setup

Prerequisites

• Bazel: Install Bazel, instructions can be found on the official website.
• Clone this repo
• Add a .env file to src/main/resources/ formatted as below:

  APCA_API_KEY_ID=YOUR_API_KEY
  APCA_API_SECRET_KEY=YOUR_SECRET_KEY
  

  You can obtain the keys by signing up on the Alpaca website.

To Test

bazel test //src/test/java/...

To Build

bazel build AlgoTrader

To Run

bazel run AlgoTrader

Examples

Using the AlpacaStockDataClient

Historical Data

public static void main(String[] args){
  InputStream inputStream = Driver.class.getResourceAsStream("/.env");

  AlpacaClientConstants.initalizeFromFile(inputStream);
  AlpacaStockDataClient client = new AlpacaStockDataClient(
          AlpacaClientConstants.API_KEY,
          AlpacaClientConstants.SECRET_KEY);
  
  System.out.println(client.getHistoricalBars(
      new String[]{"AAPL"},
      "1D",
      "2021-01-01",
      "2021-01-10",
      10
  ));
}

Output:

AAPL
Timestamp               Open    High     Low     Close   Volume      VWAP    NumTransactions
2021-01-04T05:00:00Z    133.52  133.6116 126.76  129.41  158211374   129.737072      1310229
2021-01-05T05:00:00Z    128.89  131.74   128.43  131.01  105863439   130.718871      707583
2021-01-06T05:00:00Z    127.72  131.0499 126.382 126.66  165568781   128.248795      1202579
2021-01-07T05:00:00Z    128.36  131.63   127.86  130.92  118743769   130.183321      718362
2021-01-08T05:00:00Z    132.43  132.63   130.23  132.05  112696090   131.602946      798393

Latest Data

public static void main(String[] args){
  InputStream inputStream = Driver.class.getResourceAsStream("/.env");

  AlpacaClientConstants.initalizeFromFile(inputStream);
  AlpacaStockDataClient client = new AlpacaStockDataClient(
          AlpacaClientConstants.API_KEY,
          AlpacaClientConstants.SECRET_KEY);
  
  System.out.println(client.getLatestQuotes(
      new String[]{"AAPL"}
  ));
}

Output:

AAPL
Timestamp                       AskPrice  AskSize AskEx   BidPrice  BidSize BidEx
2024-02-02T21:00:00.001575912Z  195.23    1       V       0.0       0       V

Using the AlpacaCryptoDataClient

Historical Data

public static void main(String[] args){
  InputStream inputStream = Driver.class.getResourceAsStream("/.env");

  AlpacaClientConstants.initalizeFromFile(inputStream);

  AlpacaCryptoDataClient cryptoClient = new AlpacaCryptoDataClient(
          AlpacaClientConstants.API_KEY,
          AlpacaClientConstants.SECRET_KEY);
  
  System.out.println(cryptoClient.getHistoricalBars(
      new String[]{"BTC/USD,LTC/USD"},
      "1D",
      "2021-01-01T00:00:00-04:00",
      "2021-01-02T00:00:00-04:00",
      10
  ));
}

Output:

BTC/USD
Timestamp               Open      High      Low       Close     Volume  VWAP              NumTransactions
2021-01-01T06:00:00Z    29255.71  29682.29  28707.56  29676.79  848     29316.4446253671  29639

LTC/USD
Timestamp               Open      High      Low       Close     Volume  VWAP              NumTransactions
2021-01-01T06:00:00Z    131.03    132.11    123.42    126.07    8656    126.8682294745    2572

Latest Data

public static void main(String[] args){
  InputStream inputStream = Driver.class.getResourceAsStream("/.env");

  AlpacaClientConstants.initalizeFromFile(inputStream);

  AlpacaCryptoDataClient cryptoClient = new AlpacaCryptoDataClient(
          AlpacaClientConstants.API_KEY,
          AlpacaClientConstants.SECRET_KEY);
  
  System.out.println(cryptoClient.getLatestOrderbooks(
      new String[]{"LTC/USD"}
  ));
}

Output (Truncated):

LTC/USD
Timestamp: 2024-02-04T05:45:47.689758819Z

AskPrice        AskSize
67.91           48.313
68.0913         97.1799
68.494          145.7
69.203          0.735857677
...

BidPrice        BidSize
67.732          49.01
67.53           98.163
67.174          146.46
66.515          0.75171014
...

Using the AlpacaStreamDataClient

Streaming Data

public static void main(String[] args){
  InputStream inputStream = Driver.class.getResourceAsStream("/.env");

  AlpacaClientConstants.initalizeFromFile(inputStream);
  DataCallbackFunction callback = (MarketData data) -> System.out.println(data);

  AlpacaStreamDataClient streamClient = new AlpacaStreamDataClient(
          "wss://stream.data.alpaca.markets/v2/iex",
          AlpacaClientConstants.API_KEY,
          AlpacaClientConstants.SECRET_KEY,
          callback);

  streamClient.run();

  try{
      streamClient.awaitAuthentication();
      streamClient.subscribeQuotes(new String[] {"BTCUSD"});
      Thread.sleep(10000);
  } catch (InterruptedException e) {
      e.printStackTrace();
  }

  streamClient.closeConnection();
}

Output:

Connection opened
Receiving: {"T":"success","msg":"connected"}
Receiving: {"T":"success","msg":"authenticated"}
{"action":"subscribe","quotes":["BTCUSD"]}
Receiving: {"T":"subscription","trades":[],"quotes":["BTCUSD"],"bars":[],"updatedBars":[],"dailyBars":[],"statuses":[],"lulds":[],"corrections":[],"cancelErrors":[]}

... [Quotes Data] ...