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Code Recipes

Get All Orders

Dan Whitnable

How to get all orders when there is a maximum of 500 orders per API call?

The code snippet is written in Python:

Imports: pandas, alpaca_trade_api

import alpaca_trade_api as alpacaapi
import pandas as pd
ALPACA_API_ENDPOINT_PAPER = 'https://paper-api.alpaca.markets'
YOUR_API_KEY_ID = "XXXXXX"
YOUR_API_SECRET_KEY = "XXXXXXX"
 
api = alpacaapi.REST(YOUR_API_KEY_ID, YOUR_API_SECRET_KEY, ALPACA_API_ENDPOINT_PAPER)

# Initialize things needed for the while loop
 
CHUNK_SIZE = 500
all_orders = []
start_time = pd.to_datetime('now', utc=True)
check_for_more_orders = True
 
while check_for_more_orders:
 # Fetch a 'chunk' of orders and append it to our list
 api_orders = api.list_orders(status='all',
                                    until=start_time.isoformat(),
                                    direction='desc',
                                    limit=CHUNK_SIZE,
                                    nested=False,
                                    )
 all_orders.extend(api_orders)
 
 if len(api_orders) == CHUNK_SIZE:
   # Since length equals the CHUNK_SIZE there may be more orders
   # Set the ending timestamp for the next chunk of orders
   # A hack to work around complex orders having the same submitted_at time
   # and avoid potentially missing one, is to get more than we need
   start_time = all_orders[-3].submitted_at
 
 else:
   # That was the final chunk so exit
   check_for_more_orders = False
 
# Convert the list into a dataframe and drop any duplicate orders
orders_df = pd.DataFrame([order._raw for order in all_orders])
orders_df.drop_duplicates('id', inplace=True)

INPUTS

DESCRIPTION

CHUNK_SIZE

Integer specifying the number of orders to get at each fetch. Set to 500 for best performance. May want to set to a small number such as 3-4 during test and debug.

OUTPUTS

DESCRIPTION

orders_df

Pandas dataframe of all orders. One row for each order


Please note that this article is for general information only. All examples are for illustrative purposes only. Alpaca does not recommend any specific securities, cryptocurrencies or investment strategies.

Code Recipes