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Multi symbol support for the latest crypto endpoints #580

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merged 2 commits into from
Mar 2, 2022
Merged

Multi symbol support for the latest crypto endpoints #580

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f3a88c9
Multi symbol support for the latest crypto endpoints
gnvk Feb 28, 2022
a3c34c6
fix long lines
gnvk Feb 28, 2022
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72 changes: 67 additions & 5 deletions alpaca_trade_api/rest.py
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Original file line number Diff line number Diff line change
Expand Up @@ -756,7 +756,7 @@ def get_latest_bar(self, symbol: str) -> BarV2:

def get_latest_bars(self, symbols: List[str]) -> LatestBarsV2:
resp = self.data_get(
f'/stocks/bars/latest?symbols={",".join(symbols)}',
f'/stocks/bars/latest?symbols={_join_with_commas(symbols)}',
api_version='v2')
return self.response_wrapper(resp['bars'], LatestBarsV2)

Expand All @@ -768,7 +768,7 @@ def get_latest_trade(self, symbol: str) -> TradeV2:

def get_latest_trades(self, symbols: List[str]) -> LatestTradesV2:
resp = self.data_get(
f'/stocks/trades/latest?symbols={",".join(symbols)}',
f'/stocks/trades/latest?symbols={_join_with_commas(symbols)}',
api_version='v2')
return self.response_wrapper(resp['trades'], LatestTradesV2)

Expand All @@ -780,7 +780,7 @@ def get_latest_quote(self, symbol: str) -> QuoteV2:

def get_latest_quotes(self, symbols: List[str]) -> LatestQuotesV2:
resp = self.data_get(
f'/stocks/quotes/latest?symbols={",".join(symbols)}',
f'/stocks/quotes/latest?symbols={_join_with_commas(symbols)}',
api_version='v2')
return self.response_wrapper(resp['quotes'], LatestQuotesV2)

Expand All @@ -791,7 +791,7 @@ def get_snapshot(self, symbol: str) -> SnapshotV2:

def get_snapshots(self, symbols: List[str]) -> SnapshotsV2:
resp = self.data_get(
'/stocks/snapshots?symbols={}'.format(','.join(symbols)),
'/stocks/snapshots?symbols={}'.format(_join_with_commas(symbols)),
api_version='v2')
return self.response_wrapper(resp, SnapshotsV2)

Expand Down Expand Up @@ -879,39 +879,95 @@ def get_crypto_bars(self,
return BarsV2(list(self.get_crypto_bars_iter(
symbol, timeframe, start, end, limit, exchanges, raw=True)))

def get_latest_crypto_bar(self, symbol: str, exchange: str) -> BarV2:
resp = self.data_get(
'/crypto/{}/bars/latest'.format(symbol),
data={'exchange': exchange},
api_version='v1beta1')
return self.response_wrapper(resp['bar'], BarV2)

def get_latest_crypto_bars(self,
symbols: List[str],
exchange: str) -> LatestBarsV2:
resp = self.data_get(
'/crypto/bars/latest',
data={'exchange': exchange, 'symbols': _join_with_commas(symbols)},
api_version='v1beta1')
return self.response_wrapper(resp['bars'], LatestBarsV2)

def get_latest_crypto_trade(self, symbol: str, exchange: str) -> TradeV2:
resp = self.data_get(
'/crypto/{}/trades/latest'.format(symbol),
data={'exchange': exchange},
api_version='v1beta1')
return self.response_wrapper(resp['trade'], TradeV2)

def get_latest_crypto_trades(self,
symbols: List[str],
exchange: str) -> LatestTradesV2:
resp = self.data_get(
'/crypto/trades/latest',
data={'exchange': exchange, 'symbols': _join_with_commas(symbols)},
api_version='v1beta1')
return self.response_wrapper(resp['trades'], LatestTradesV2)

def get_latest_crypto_quote(self, symbol: str, exchange: str) -> QuoteV2:
resp = self.data_get(
'/crypto/{}/quotes/latest'.format(symbol),
data={'exchange': exchange},
api_version='v1beta1')
return self.response_wrapper(resp['quote'], QuoteV2)

def get_latest_crypto_quotes(self,
symbols: List[str],
exchange: str) -> LatestQuotesV2:
resp = self.data_get(
'/crypto/quotes/latest',
data={'exchange': exchange, 'symbols': _join_with_commas(symbols)},
api_version='v1beta1')
return self.response_wrapper(resp['quotes'], LatestQuotesV2)

def get_latest_crypto_xbbo(self,
symbol: str,
exchanges: Optional[List[str]] = None,
) -> QuoteV2:
params = {}
if exchanges:
params['exchanges'] = ','.join(exchanges)
params['exchanges'] = _join_with_commas(exchanges)
resp = self.data_get(
'/crypto/{}/xbbo/latest'.format(symbol),
data=params,
api_version='v1beta1')
return self.response_wrapper(resp['xbbo'], QuoteV2)

def get_latest_crypto_xbbos(self,
symbols: List[str],
exchanges: Optional[List[str]] = None,
) -> QuoteV2:
params = {'symbols': _join_with_commas(symbols)}
if exchanges:
params['exchanges'] = _join_with_commas(exchanges)
resp = self.data_get(
'/crypto/xbbos/latest',
data=params,
api_version='v1beta1')
return self.response_wrapper(resp['xbbos'], QuotesV2)

def get_crypto_snapshot(self, symbol: str, exchange: str) -> SnapshotV2:
resp = self.data_get('/crypto/{}/snapshot'.format(symbol),
data={'exchange': exchange},
api_version='v1beta1')
return self.response_wrapper(resp, SnapshotV2)

def get_latest_crypto_snapshots(self,
symbols: List[str],
exchange: str) -> SnapshotsV2:
resp = self.data_get(
'/crypto/snapshots',
data={'exchange': exchange, 'symbols': _join_with_commas(symbols)},
api_version='v1beta1')
return self.response_wrapper(resp['snapshots'], SnapshotsV2)

def get_news_iter(self,
symbol: Optional[Union[str, List[str]]] = None,
start: Optional[str] = None,
Expand Down Expand Up @@ -1137,3 +1193,9 @@ def response_wrapper(self, obj, entity: Entity):
return obj
else:
return entity(obj)


def _join_with_commas(lst: List[str]) -> str:
if isinstance(lst, str):
raise ValueError('expected list, str found')
return ','.join(lst)