Feat(api): support fetching bars from paper or live Alpaca (default paper) via alpacaClient.fetchBars\n\nCo-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>

This commit is contained in:
2026-05-16 18:08:15 +02:00
parent e88deac193
commit 74ebf0b6e3
2 changed files with 93 additions and 26 deletions
+85
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@@ -0,0 +1,85 @@
import Alpaca from "@alpacahq/alpaca-trade-api";
function makeAlpaca(mode: 'paper' | 'live' = 'paper') {
const isLive = mode === 'live';
const keyId = isLive ? (process.env.ALPACA_API_KEY_LIVE || process.env.ALPACA_API_KEY) : process.env.ALPACA_API_KEY;
const secretKey = isLive ? (process.env.ALPACA_SECRET_KEY_LIVE || process.env.ALPACA_SECRET_KEY) : process.env.ALPACA_SECRET_KEY;
const baseUrl = isLive ? (process.env.ALPACA_LIVE_BASE_URL || "https://api.alpaca.markets") : (process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets");
const dataBaseUrl = isLive ? (process.env.ALPACA_LIVE_DATA_URL || "https://data.alpaca.markets") : (process.env.ALPACA_DATA_URL || "https://data.alpaca.markets");
return new Alpaca({
keyId,
secretKey,
baseUrl,
dataBaseUrl,
retryOnError: false,
});
}
export async function fetchAccount(mode: 'paper' | 'live' = 'paper') {
try {
const client = makeAlpaca(mode);
const account = await client.getAccount();
return {
cash: parseFloat(account.cash),
buying_power: parseFloat(account.buying_power),
portfolio_value: parseFloat(account.portfolio_value),
};
} catch (err: any) {
console.error("alpacaClient: fetchAccount failed:", err);
throw new Error(err?.message || String(err));
}
}
export async function fetchRecentCloses(ticker: string, days = 30, mode: 'paper' | 'live' = 'paper') {
try {
const client = makeAlpaca(mode);
const startDate = new Date();
startDate.setDate(startDate.getDate() - days);
const barsIter = await client.getBarsV2(ticker, { timeframe: "1D", start: startDate.toISOString().split("T")[0], limit: 1000 });
const barsArray: any[] = [];
for await (const b of barsIter) barsArray.push(b);
const closes = barsArray.map((bar: any) => (typeof bar.ClosePrice === 'number' ? bar.ClosePrice : (typeof bar.c === 'number' ? bar.c : 0))).filter((c: number) => c > 0);
if (closes.length) return closes;
// fallback to latest trade
try {
const trade: any = await client.getLatestTrade(ticker);
const price = trade?.Price || trade?.price || 0;
if (price) return [price];
} catch (tErr) {
console.warn("alpacaClient: getLatestTrade fallback failed:", tErr);
}
throw new Error("No recent price data available from Alpaca");
} catch (err: any) {
console.error("alpacaClient: fetchRecentCloses failed:", err);
throw new Error(err?.message || String(err));
}
}
export async function fetchLatestBar(ticker: string, timeframe = '1Min', mode: 'paper' | 'live' = 'paper') {
try {
const client = makeAlpaca(mode);
const barsIter = await client.getBarsV2(ticker, { timeframe, limit: 1 });
const barsArr: any[] = [];
for await (const b of barsIter) barsArr.push(b);
const last = barsArr[barsArr.length - 1];
return last || null;
} catch (err: any) {
console.error('alpacaClient: fetchLatestBar failed:', err);
throw new Error(err?.message || String(err));
}
}
export async function fetchBars(ticker: string, timeframe = '1D', options: any = {}, mode: 'paper' | 'live' = 'paper') {
try {
const client = makeAlpaca(mode);
const barsIter = await client.getBarsV2(ticker, { timeframe, ...options });
const barsArr: any[] = [];
for await (const b of barsIter) barsArr.push(b);
return barsArr;
} catch (err: any) {
console.error('alpacaClient: fetchBars failed:', err);
throw new Error(err?.message || String(err));
}
}
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@@ -1,31 +1,24 @@
import Alpaca from "@alpacahq/alpaca-trade-api"; import { fetchBars, fetchLatestBar } from "../../../lib/alpacaClient";
const alpaca = new Alpaca({
keyId: process.env.ALPACA_API_KEY!,
secretKey: process.env.ALPACA_SECRET_KEY!,
baseUrl: process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets",
dataBaseUrl: process.env.ALPACA_DATA_URL || "https://data.alpaca.markets",
retryOnError: false,
});
export async function loader({ request, params }: { request: Request; params: { ticker: string } }) { export async function loader({ request, params }: { request: Request; params: { ticker: string } }) {
const ticker = params.ticker?.toUpperCase(); const ticker = params.ticker?.toUpperCase();
const url = new URL(request.url); const url = new URL(request.url);
const timeframe = url.searchParams.get("timeframe") || "1D"; const timeframe = url.searchParams.get("timeframe") || "1D";
const range = url.searchParams.get("range") || "1M"; // 1D, 1W, 1M, 3M, 1Y, 3Y, ALL const range = url.searchParams.get("range") || "1M"; // 1D, 1W, 1M, 3M, 1Y, 3Y, ALL
const mode = url.searchParams.get('mode') === 'live' ? 'live' : 'paper';
if (!ticker) { if (!ticker) {
return Response.json({ error: "Ticker is required" }, { status: 400 }); return Response.json({ error: "Ticker is required" }, { status: 400 });
} }
try { try {
// Get latest trade for current price // Get latest bar for current price (uses paper by default unless mode=live)
let price = 0; let price = 0;
try { try {
const trade = await alpaca.getLatestTrade(ticker); const last = await fetchLatestBar(ticker, timeframe, mode as any);
price = (trade as { Price?: number }).Price || 0; price = last ? (last.ClosePrice ?? last.c ?? 0) : 0;
} catch (tradeErr) { } catch (tradeErr) {
console.error(`API quote/${ticker}: getLatestTrade failed`, tradeErr); console.error(`API quote/${ticker}: fetchLatestBar failed`, tradeErr);
} }
// Calculate start date based on range // Calculate start date based on range
@@ -50,25 +43,14 @@ export async function loader({ request, params }: { request: Request; params: {
startDate.setDate(startDate.getDate() - 30); // Default 30 days for intraday startDate.setDate(startDate.getDate() - 30); // Default 30 days for intraday
} }
const barsOptions: any = { timeframe, limit: 1000 }; // High limit for time range const barsOptions: any = { limit: 1000 }; // High limit for time range
if (!isIntraday && range !== "ALL") { if (!isIntraday && range !== "ALL") {
barsOptions.start = startDate.toISOString().split('T')[0]; barsOptions.start = startDate.toISOString().split('T')[0];
} else if (!isIntraday) { } else if (!isIntraday) {
barsOptions.start = startDate.toISOString().split('T')[0]; barsOptions.start = startDate.toISOString().split('T')[0];
} }
const bars = await alpaca.getBarsV2(ticker, barsOptions); const barsArray = await fetchBars(ticker, timeframe, barsOptions, mode as any);
// Convert async generator to array
// Alpaca v2 API returns AlpacaBar with capitalized property names
const barsArray = [];
try {
for await (const bar of bars) {
barsArray.push(bar);
}
} catch (genErr) {
console.error(`API quote/${ticker}: error iterating bars`, genErr);
}
// Transform to chart format // Transform to chart format
const transformedBars = barsArray.map((bar: any) => { const transformedBars = barsArray.map((bar: any) => {