Connecting to Alpaca's API and navigating it using R. General and authentication rules regarding Alpaca's Web API interaction can be found here. If you have never heard of Alpaca, then you should visit here!
Also, I've created a post that uses AlpacaforR to connect and implement both live and paper trades which can be read here.
AlpacaforR π¦π isn't yet available on CRAN, but you may install the development versions of the package from Github.
Install the devtools package if you have yet to do so, and then load it in:
install.packages("devtools")
library(devtools)Now, install AlpacaforR π¦π using devtools install_github and then load it in:
install_github("jagg19/AlpacaforR")
library(AlpacaforR)You must set your KEY-ID π and SECRET-KEY π as specifically named environment variables. They must be named as the following:
Sys.setenv('APCA-API-KEY-ID' = VALUE)
Sys.setenv('APCA-API-SECRET-KEY' = VALUE)You can test that it has been properly set by calling:
Sys.getenv('APCA-API-KEY-ID')
Sys.getenv('APCA-API-SECRET-KEY')The output should be the key values you've entered. Once you've set these to your environment, you will be able to use any of the AlpacaforR π¦π functions.
You can learn more about Account Plans if you're interested on the key differences. When using AlpacaforR, you do not have to specify the URL, as the functions handle that on its own. You only need to specify whether or not you are interacting with a live account by setting the live = "TRUE/FALSE" argument which is set to FALSE by default. E.g:
#If paper account; you does not need to input anything since live = FALSE is the default.
get_account()
#If live account; you needs to set live = TRUE
get_account(live = TRUE)Not all functions require this since some functions use the same URL regardless of the account type. These functions are get_assets π°, get_calendar π, get_clock β°, and get_bars π since the same URL is used for each account type.
This is made extremely easy through the get_account function, which will return account details such as account id π, portfolio value π² , buying power π, cash π΅, cash withdrawable πΈ, etc. See ?get_account() for more details or visit the Account API webpage to learn everything there is to know about the requests and responses for this API.
π You MUST have your user keys set as the appropriately named environment variables shown above!
#If paper account:
get_account()
#If live account:
get_account(live = TRUE)You can get all your current positions or only the positions specified by ticker when calling get_positions(). See ?get_positions() for more details. Visit the Positions API webpage to learn everything there is to know about the requests and responses for this API.
#If paper account:
get_positions()
#By specific tickers:
get_positions(ticker = c("AAPL","AMZN"))
If live account:
get_positions(ticker = c("AAPL","AMZN"), live = TRUE)Getting, submitting, and cancelling π« orders are also made extremely easy through get_orders(), submit_order(), cancel_order() but require some specific arguments. Visit the Orders API webpage to learn everything there is to know about the requests and responses for this API.
To get orders, use get_orders() and set the status to your desired option. Status options are "open", "closed", and "all". Default status is set to "open". See ?get_orders() for more details.
#If paper account:
get_orders(status = "all")
#If live account:
get_orders(status = "all", live = TRUE)To submit orders, use submit_order() with the appropriate arguments and fire away π. These arguments include ticker, qty, side, type, time_in_force, limit_price, stop price. The required arguments are ticker ("AAPL") π, the share qty (50), side of trade ("buy" or "sell"), and type of order ("market" or "limit" or "stop" or "stoplimit").
The options for time_in_force are ("day" or "gtc" or "opg") but the default is set to "day". If you select "limit" or "stop" as your order type, then you must provide the limit_price or stop_price as inputs as well. See ?submit_order() for more details.
#If paper account:
#A market order
submit_order(ticker = "AAPL", qty = 100, side = "buy", type = "market")
#A market order with "gtc" time_in_force
submit_order(ticker = "AAPL", qty = 100, side = "buy", type = "market", time_in_force = "gtc")
#A limit order
submit_order(ticker = "AAPL", qty = 100, side = "buy", type = "limit", limit_price = 100)
#If live account:
#A market order
submit_order(ticker = "AAPL", qty = 100, side = "buy", type = "market", live = TRUE)
#A market order with "gtc" time_in_force
submit_order(ticker = "AAPL", qty = 100, side = "buy", type = "market", time_in_force = "gtc", live = TRUE)
#A limit order
submit_order(ticker = "AAPL", qty = 100, side = "buy", type = "limit", limit_price = 100, live = TRUE)You can cancel π« any open order using cancel_order() by providing either the ticker or the orders id. The orders id is one of the many columns returned when using get_orders(), or you can just enter the ticker for the order that you want cancelled. The function will search π΅ for and cancel the most recent open order for the ticker specified. See ?cancel_order() for more details.
#If paper account:
#Cancelling by ticker, case insensitive
cancel_order(ticker_id = "AAPL")
cancel_order(ticker_id = "aapl")
#Cancelling by order_id
cancel_order(ticker_id = "1n0925a7-aq52-480d-t68f-01d5970182ae")
#OR
orders <- get_orders()
cancel_order(ticker_id = orders$id[1])
#If live account:
cancel_order(ticker_id = "AAPL", live = TRUE)
#Cancelling by order_id
cancel_order(ticker_id = orders$id[1], live = TRUE)To get all assets π° available or just a specific asset π, you can use get_assets() and provide a stocks symbol to the ticker argument for a specific asset. You do not need to specify the account type with this function. See ?get_assets() for more details or visit the Assets API webpage to learn everything there is to know about the requests and responses for this API.
#Return ALL assets available on Alpaca
get_assets()
#Return a specific asset
get_assets(ticker = "AAPL")Pricing data is accessible through the get_bars() function to get pricing data π in OHLCV bar format π for one or multiple tickers. You do not need to specify the account type for this function. The only input needed is the ticker(s) value, and it will return a list π containing pricing data for the last 5 trading days of each ticker. You can easily change the date range as well as the time frame of the OHLCV bars with the "from", "to", and "timeframe" arguments.
The options for the time frame argument include "minute", "1Min", "5Min", "15Min", "day" or "1D" and has a default value of "1D". The bar limit argument can range from 1 to 1000 and has various default values according to the time frame chosen. If time frame "1D or day" then the limit is set to the # of days. If "15Min" the default is 250, if "5Min" the default is 500, and if "1Min or minute" then the default is the max, 1000. If the date range includes more than 1000 bars, then it will return the 1000 most recent bars. Dates are returned as a column if a daily time frame is set. See ? for more details.
See ?get_bars() for more details or visit the Market Data API webpage to learn everything there is to know about the requests and responses for this API.
#Getting daily pricing data for multiple tickers, and returning the default time frame (last 5 trading days).
tickers <- c("AAPL","AMZN")
get_bars(ticker = tickers)
#Getting daily pricing data since the start of 2019
get_bars(ticker = tickers, from = "2019-01-01")
#Getting 15Min bar pricing data for the last 5 trading days. Default bar limit is set to the value of 250.
get_bars(ticker = tickers, timeframe= "15Min")
#Getting 1Min pricing data for the last 5 trading days. Default bar limit is set to the max value of 1000.
get_bars(ticker = tickers, timeframe= "1Min")One of my favorite requests to make while interacting with Alpaca is the calendar π and clock β° requests. Using the get_calendar() and get_clock() functions in this package, you can get all the dates and hours from the start of 1970 to the end of 2029 during which the stock market is open while accounting for market holidays.
Visit the Calendar API and Clock API webpage to learn everything there is to know about the requests and responses for this API.
#Getting all dates from 1970 to 2029
get_calendar()
#Getting specific dates using date ranges
get_calendar(from = "2000-01-01", to = "2020-01-01")
#Get market clock and see if the market is currently open as well as the times of the next open and close
get_clock()You're all set! π₯³ Now you can start using AlpacaforR π¦π functions to send and receive Alpaca API requests using R!π»