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Commission-free Crypto Trading API is here!

Algorithmic Trading Basics

Algorithmic Trading In Java with Alpaca

Alpaca Team
Alpaca Team

Please note that this article is for educational and informational purposes only. All screenshots are for illustrative purposes only. The views and opinions expressed are those of the author and do not reflect or represent the views and opinions of Alpaca. Alpaca does not recommend any specific securities or investment strategies

This article first appeared on GitHub pages, written by Jacob Peterson


Overview

This is a Java implementation for the Alpaca API. Alpaca lets you trade with algorithms, connect with apps, and build services all with a commission-free stock trading API. This library is community developed and if you have any questions, please ask them on Github Discussions, the Alpaca Slack #dev-alpaca-java channel, or on the Alpaca Forums.

Give this repository a star ⭐ if it helped you build a trading algorithm in Java!

GitHub - Petersoj/alpaca-java: A Java API for the commission free, algo friendly, stock trading broker “Alpaca” https://alpaca.markets
A Java API for the commission free, algo friendly, stock trading broker "Alpaca" https://alpaca.markets - GitHub - Petersoj/alpaca-java: A Java API for the commission free, algo friendly,...

Gradle and Maven Integration

If you are using Gradle as your build tool, add the following dependency to your build.gradle file:

dependencies {
    implementation group: 'net.jacobpeterson', name: 'alpaca-java', version: '8.3.1'
}

If you are using Maven as your build tool, add the following dependency to your pom.xmlfile:

<dependency>
    <groupId>net.jacobpeterson</groupId>
    <artifactId>alpaca-java</artifactId>
    <version>8.3.1</version>
    <scope>compile</scope>
</dependency>

Note that you don’t have to use the Maven Central artifacts and instead can just install a clone of this project to your local Maven repository as shown in the Building section.

Configuration

Creating an alpaca.properties file on the classpath with the following format allows you to easily load properties using the AlpacaAPI default constructor:

key_id = <your Key ID>
secret_key = <your Secret Key>
endpoint_api_type = <must be either "paper" or "live">
data_api_type = <must be either "iex" or "sip">

The default values for alpaca.properties can be found here.

Logger

For logging, this library uses SLF4j which serves as an interface for various logging frameworks. This enables you to use whatever logging framework you would like. However, if you do not add a logging framework as a dependency in your project, the console will output a message stating that SLF4j is defaulting to a no-operation (NOP) logger implementation. To enable logging, add a logging framework of your choice as a dependency to your project such as Logback, Log4j 2, SLF4j-simple, or Apache Commons Logging.

Examples

Note that the examples below are not exhaustive. Refer to the Javadoc for all classes and method signatures.

AlpacaAPI

The AlpacaAPI class contains several instances of various AlpacaEndpoints and AlpacaWebsockets to interface with Alpaca. You will generally only need one instance of this class in your application. Note that many methods inside the various AlpacaEndpoints allow null to be passed in as a parameter if it is optional.

The Alpaca API specification is located here and the AlpacaAPI Javadoc is located here.

Example usage:

// This constructor uses the 'alpaca.properties' file on the classpath for configuration
AlpacaAPI alpacaAPI = new AlpacaAPI();

// This constructor passes in a 'keyID' and 'secretKey' and uses the endpoint API type and data API
// type defined in the 'alpaca.properties' file (which default to 'paper' and 'iex' respectively)
String keyID = "<some key ID>";
String secretKey = "<some secret>";
AlpacaAPI alpacaAPI = new AlpacaAPI(keyID, secretKey);

// This constructor passes in a 'keyID' and 'secretKey' and uses the passed in endpoint API type
// and data API type (which are 'LIVE' and 'SIP' respectively in this example)
AlpacaAPI alpacaAPI = new AlpacaAPI(keyID, secretKey, EndpointAPIType.LIVE, DataAPIType.SIP);

// This constructor is for OAuth tokens
String oAuthToken = "<some OAuth token>";
AlpacaAPI alpacaAPI = new AlpacaAPI(oAuthToken);

Note that this library uses OkHttp as its HTTP client library which creates background threads to service requests. These threads persist even if the main thread exists so if you want to destroy these threads when you’re done using AlpacaAPI so your program can exit without calling System.exit(), use the following snippet:

alpacaAPI.getOkHttpClient().dispatcher().executorService().shutdown();
alpacaAPI.getOkHttpClient().connectionPool().evictAll();

See the OkHttpClient Documentation for more information.

AlpacaClientException

AlpacaClientException is thrown anytime an exception occurs when using various AlpacaEndpoints. It should be caught and handled within your trading algorithm application accordingly.

AccountEndpoint

The Account API serves important information related to an account, including account status, funds available for trade, funds available for withdrawal, and various flags relevant to an account’s ability to trade.

Example usage:

try {
    // Get 'Account' information and print it out
    Account account = alpacaAPI.account().get();
    System.out.println(account);
} catch (AlpacaClientException exception) {
    exception.printStackTrace();
}

MarketDataEndpoint

The Data API v2 provides market data through an easy-to-use API for historical data.

Example usage:

try {
    // Get AAPL one hour, split-adjusted bars from 7/6/2021 market open
    // to 7/8/2021 market close and print them out
    BarsResponse aaplBarsResponse = alpacaAPI.marketData().getBars(
            "AAPL",
            ZonedDateTime.of(2021, 7, 6, 9, 30, 0, 0, ZoneId.of("America/New_York")),
            ZonedDateTime.of(2021, 7, 8, 12 + 4, 0, 0, 0, ZoneId.of("America/New_York")),
            null,
            null,
            1,
            BarTimePeriod.HOUR,
            BarAdjustment.SPLIT);
    aaplBarsResponse.getBars().forEach(System.out::println);

    // Get AAPL first 10 trades on 7/8/2021 at market open and print them out
    TradesResponse aaplTradesResponse = alpacaAPI.marketData().getTrades(
            "AAPL",
            ZonedDateTime.of(2021, 7, 8, 9, 30, 0, 0, ZoneId.of("America/New_York")),
            ZonedDateTime.of(2021, 7, 8, 9, 31, 0, 0, ZoneId.of("America/New_York")),
            10,
            null);
    aaplTradesResponse.getTrades().forEach(System.out::println);

    // Print out latest AAPL trade
    Trade latestAAPLTrade = alpacaAPI.marketData().getLatestTrade("AAPL").getTrade();
    System.out.printf("Latest AAPL Trade: %s\n", latestAAPLTrade);

    // Print out snapshot of AAPL, GME, and TSLA
    Map<String, Snapshot> snapshots = alpacaAPI.marketData()
            .getSnapshots(Arrays.asList("AAPL", "GME", "TSLA"));
    snapshots.forEach((symbol, snapshot) ->
            System.out.printf("Symbol: %s\nSnapshot: %s\n\n", symbol, snapshot));
} catch (AlpacaClientException exception) {
    exception.printStackTrace();
}


OrdersEndpoint

The Orders API allows a user to monitor, place, and cancel their orders with Alpaca.

Example usage:

try {
    // Print all the 'Order's of AAPL and TSLA until 7/6/2021 in
    // ascending (oldest to newest) order
    List<Order> orders = alpacaAPI.orders().get(
            CurrentOrderStatus.ALL,
            null,
            null,
            ZonedDateTime.of(2021, 7, 6, 0, 0, 0, 0, ZoneId.of("America/New_York")),
            SortDirection.ASCENDING,
            true,
            Arrays.asList("AAPL", "TSLA"));
    orders.forEach(System.out::println);

    // Request a new limit order for TSLA for 100 shares at a limit price
    // of $653.00 and TIF of DAY.
    Order tslaLimitOrder = alpacaAPI.orders().requestLimitOrder(
            "TSLA",
            100,
            OrderSide.BUY,
            OrderTimeInForce.DAY,
            653.00,
            false);
    System.out.printf("Requested %s %s order at %s\n",
            tslaLimitOrder.getSymbol(),
            tslaLimitOrder.getType(),
            tslaLimitOrder.getSubmittedAt());

    // Check if TSLA limit order has filled 5 seconds later and if it hasn't
    // replace it with a higher limit order so it fills!
    Thread.sleep(5000);
    tslaLimitOrder = alpacaAPI.orders().get(tslaLimitOrder.getId(), false);
    if (tslaLimitOrder.getFilledAt() == null && tslaLimitOrder.getStatus().equals(OrderStatus.NEW)) {
        Order replacedOrder = alpacaAPI.orders().replace(
                tslaLimitOrder.getId(),
                100,
                OrderTimeInForce.DAY,
                655.00,
                null, null, null);
        System.out.printf("Replaced TSLA order: %s\n", replacedOrder);
    }

    // Cancel all open orders after 2 seconds
    Thread.sleep(2000);
    List<CancelledOrder> cancelledOrders = alpacaAPI.orders().cancelAll();
    cancelledOrders.forEach((cancelledOrder) -> System.out.printf("Cancelled: %s\n", cancelledOrder));

    // Request a new fractional market order for 0.5 shares of GME
    alpacaAPI.orders().requestFractionalMarketOrder("GME", 0.5, OrderSide.BUY);
    // Request a new notional market order for $25 worth of GME shares
    alpacaAPI.orders().requestNotionalMarketOrder("GME", 25d, OrderSide.BUY);
} catch (AlpacaClientException | InterruptedException exception) {
    exception.printStackTrace();
}

PositionsEndpoint

The Positions API provides information about an account’s current open positions.

Example usage:

try {
    // Close 50% of all open TSLA and AAPL positions
    List<Position> openPositions = alpacaAPI.positions().get();
    for (Position openPosition : openPositions) {
        if (openPosition.getSymbol().equals("TSLA") || openPosition.getSymbol().equals("AAPL")) {
            Order closePositionOrder = alpacaAPI.positions()
                    .close(openPosition.getSymbol(), null, 50d);
            System.out.printf("Closing 50%% of %s position: %s\n",
                    openPosition.getSymbol(), closePositionOrder);
        }
    }
} catch (AlpacaClientException exception) {
    exception.printStackTrace();
}

AssetsEndpoint

The Assets API serves as the master list of assets available for trade and data consumption from Alpaca.

Example usage:

try {
    // Print out a CSV of all active US equity 'Asset's
    List<Asset> activeUSEquities = alpacaAPI.assets().get(AssetStatus.ACTIVE, null);
    System.out.println(activeUSEquities
            .stream().map(Asset::getSymbol)
            .collect(Collectors.joining(", ")));

    // Print out TSLA 'Asset' information
    Asset tslaAsset = alpacaAPI.assets().getBySymbol("TSLA");
    System.out.println(tslaAsset);
} catch (AlpacaClientException exception) {
    exception.printStackTrace();
}

WatchlistEndpoint

The Watchlist API provides CRUD operation for the account’s watchlist.

Example usage:

try {
    // Print out CSV all 'Watchlist' names
    List<Watchlist> watchlists = alpacaAPI.watchlist().get();
    System.out.println(watchlists.stream()
            .map(Watchlist::getName)
            .collect(Collectors.joining(", ")));

    // Create a watchlist for day trading with TSLA and AAPL initially
    Watchlist dayTradeWatchlist = alpacaAPI.watchlist().create("Day Trade", "TSLA", "AAPL");

    // Remove TSLA and add MSFT to 'dayTradeWatchlist'
    alpacaAPI.watchlist().removeSymbol(dayTradeWatchlist.getId(), "TSLA");
    alpacaAPI.watchlist().addAsset(dayTradeWatchlist.getId(), "MSFT");

    // Set the updated watchlist variable
    dayTradeWatchlist = alpacaAPI.watchlist().get(dayTradeWatchlist.getId());

    // Print CSV of 'dayTradeWatchlist' 'Asset's
    System.out.println(dayTradeWatchlist.getAssets()
            .stream().map(Asset::getSymbol)
            .collect(Collectors.joining(", ")));

    // Delete the 'dayTradeWatchlist'
    alpacaAPI.watchlist().delete(dayTradeWatchlist.getId());
} catch (AlpacaClientException exception) {
    exception.printStackTrace();
}


CalendarEndpoint

The calendar API serves the full list of market days from 1970 to 2029.

Example usage:

try {
    // Get the 'Calendar's of the week of Christmas 2020 and print them out
    List<Calendar> calendar = alpacaAPI.calendar().get(
            LocalDate.of(2020, 12, 20),
            LocalDate.of(2020, 12, 27));
    calendar.forEach(System.out::println);
} catch (AlpacaClientException exception) {
    exception.printStackTrace();
}

ClockEndpoint

The clock API serves the current market timestamp, whether the market is currently open, as well as the times of the next market open and close.

Example usage:

try {
    // Get the market 'Clock' and print it out
    Clock clock = alpacaAPI.clock().get();
    System.out.println(clock);
} catch (AlpacaClientException exception) {
    exception.printStackTrace();
}

AccountConfigurationEndpoint

The Account Configuration API provides custom configurations about your trading account settings. These configurations control various allow you to modify settings to suit your trading needs.

Example usage:

try {
    // Update the 'AccountConfiguration' to block new orders
    AccountConfiguration accountConfiguration = alpacaAPI.accountConfiguration().get();
    accountConfiguration.setSuspendTrade(true);
    alpacaAPI.accountConfiguration().set(accountConfiguration);
} catch (AlpacaClientException exception) {
    exception.printStackTrace();
}

AccountActivitiesEndpoint

The Account Activities API provides access to a historical record of transaction activities that have impacted your account.

Example usage:

try {
    // Print all order fill and cash deposit 'AccountActivity's on 7/8/2021
    List<AccountActivity> accountActivities = alpacaAPI.accountActivities().get(
            ZonedDateTime.of(2021, 7, 8, 0, 0, 0, 0, ZoneId.of("America/New_York")),
            null,
            null,
            SortDirection.ASCENDING,
            null,
            null,
            ActivityType.FILL, ActivityType.CSD);
    for (AccountActivity accountActivity : accountActivities) {
        if (accountActivity instanceof TradeActivity) {
            System.out.println("TradeActivity: " + (TradeActivity) accountActivity);
        } else if (accountActivity instanceof NonTradeActivity) {
            System.out.println("NonTradeActivity: " + (NonTradeActivity) accountActivity);
        }
    }
} catch (AlpacaClientException exception) {
    exception.printStackTrace();
}

PortfolioHistoryEndpoint

The Portfolio History API returns the timeseries data for equity and profit loss information of the account.

Example usage:

try {
    // Get 3 days of one-hour 'PortfolioHistory' on 7/8/2021 and print out its data points
    PortfolioHistory portfolioHistory = alpacaAPI.portfolioHistory().get(
            3,
            PortfolioPeriodUnit.DAY,
            PortfolioTimeFrame.ONE_HOUR,
            LocalDate.of(2021, 7, 8),
            false);
    System.out.printf("Timeframe: %s, Base value: %s \n",
            portfolioHistory.getTimeframe(),
            portfolioHistory.getBaseValue());
    portfolioHistory.getDataPoints().forEach(System.out::println);
} catch (AlpacaClientException exception) {
    exception.printStackTrace();
}

StreamingWebsocket

Alpaca offers WebSocket streaming of order updates.

Example usage:

// Add a 'StreamingListener' that simply prints streaming information
StreamingListener streamingListener = (messageType, message) ->
        System.out.printf("%s: %s\n", messageType.name(), message);
alpacaAPI.streaming().setListener(streamingListener);

// Listen 'AuthorizationMessage' and 'ListeningMessage' messages that contain 
// information about the stream's current state. Note that these are subscribed
// to before the websocket is connected since these messages usually are sent
// upon websocket connection. 
alpacaAPI.streaming().streams(StreamingMessageType.AUTHORIZATION,
        StreamingMessageType.LISTENING);

// Connect the websocket and confirm authentication
alpacaAPI.streaming().connect();
alpacaAPI.streaming().waitForAuthorization(5, TimeUnit.SECONDS);
if (!alpacaAPI.streaming().isValid()) {
    System.out.println("Websocket not valid!");
    return;
}

// Listen to the 'trade update' streams.
alpacaAPI.streaming().streams(StreamingMessageType.TRADE_UPDATES);

// Wait a few seconds
Thread.sleep(5000);

// Manually disconnect the websocket
alpacaAPI.streaming().disconnect();


MarketDataWebsocket

Alpaca’s Data API v2 provides websocket streaming for trades, quotes, and minute bars. This helps receive the most up-to-date market information that could help your trading strategy to act upon certain market movement.

Example usage:

// Add a 'MarketDataListener' that simply prints market data information
MarketDataListener marketDataListener = (messageType, message) ->
        System.out.printf("%s: %s\n", messageType.name(), message);
alpacaAPI.marketDataStreaming().setListener(marketDataListener);

// Listen to 'SubscriptionsMessage', 'SuccessMessage', and 'ErrorMessage' control messages
// that contain information about the stream's current state. Note that these are subscribed
// to before the websocket is connected since these messages usually are sent
// upon websocket connection. 
alpacaAPI.marketDataStreaming().subscribeToControl(
        MarketDataMessageType.SUCCESS,
        MarketDataMessageType.SUBSCRIPTION,
        MarketDataMessageType.ERROR);

// Connect the websocket and confirm authentication
alpacaAPI.marketDataStreaming().connect();
alpacaAPI.marketDataStreaming().waitForAuthorization(5, TimeUnit.SECONDS);
if (!alpacaAPI.marketDataStreaming().isValid()) {
    System.out.println("Websocket not valid!");
    return;
}

// Listen to the AAPL and TSLA trades and all ('*') bars.
alpacaAPI.marketDataStreaming().subscribe(
        Arrays.asList("AAPL", "TSLA"),
        null,
        Arrays.asList("*"));

// Wait a few seconds
Thread.sleep(5000);

// Manually disconnect the websocket
alpacaAPI.marketDataStreaming().disconnect();


Building

To build this project yourself, clone this repository and run:

./gradlew build

To install built artifacts to your local maven repo, run:

./gradlew install -x test

Testing

To run mocked tests using Mockito, run:

./gradlew test

Note that mocked tests never send real API requests to Alpaca. Mocked tests are meant to test the basic integrity of this API locally.

To run live endpoint tests with Alpaca Paper credentials, create the alpaca.propertiesfile in src/test/resources with the corresponding credentials. Then run:

./gradlew test -PtestPackage=live

Note that the live tests will modify your account minimally. It’s meant to test live endpoints on a real paper account during market hours to confirm that API methods are working properly. Please read through the live endpoint tests here before running this testing suite on your own paper account.

To-Do

  • Finish Unit Testing (both live and mocked)
  • Use TA4j Num interface instead of Double for number variables so that users can use either Double or BigDecimal for performance or precision in price data.
  • Add TimeSeriesDataStore using Alpaca Data API

Contributing

Contributions are welcome!

If you are creating a Pull Request, be sure to create a new branch in your forked repository for your feature or bug fix instead of committing directly to the master branch in your fork.

Petersoj - Overview
Computer Engineering major, Physics minor. Petersoj has 42 repositories available. Follow their code on GitHub.

Alpaca does not prepare, edit, or endorse Third Party Content. Alpaca does not guarantee the accuracy, timeliness, completeness or usefulness of Third Party Content, and is not responsible or liable for any content, advertising, products, or other materials on or available from third party sites.

Brokerage services are provided by Alpaca Securities LLC ("Alpaca"), member FINRA/SIPC, a wholly-owned subsidiary of AlpacaDB, Inc. Technology and services are offered by AlpacaDB, Inc. This is not an offer, solicitation of an offer, or advice to buy or sell securities, or open a brokerage account in any jurisdiction where Alpaca is not registered (Alpaca is registered only in the United States).

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Alpaca Team

API-first stock brokerage. *Securities are offered through Alpaca Securities LLC* http://alpaca.markets/#disclosures