ragingprodigy/alpaca-php

PHP版的Alpaca Trade API客户端

维护者

详细信息

github.com/ragingprodigy/Alpaca-PHP

源代码

问题

安装: 10

依赖者: 0

建议者: 0

安全性: 0

星标: 1

关注者: 1

分支: 3

开放问题: 3

1.1.2 2021-05-30 17:09 UTC

Requires

Requires (Dev)

Apache-2.0 fa3f3cac692da642d7a1d56c348d4600eeeffc4d

  • Oladapo Omonayajo <o.omonayajo.woop@gmail.com>

alpacatrading

This package is auto-updated.

Last update: 2024-09-19 22:25:13 UTC

README

PHP版的Alpaca Trade API 构建状态 构建状态

概述

这是Alpaca（Alpaca网站）的PHP客户端（Alpaca通用API文档）。Alpaca API允许您免费构建和使用实时市场数据。

目录

  1. 安装
  2. 基本用法
  3. 完整示例
  4. 方法

安装

可以通过Composer安装此包。

composer require ragingprodigy/alpaca-php

基本用法

要使用此库，只需创建一个客户端实例，如下所示

use RagingProdigy\Alpaca\Client;
use RagingProdigy\Alpaca\Config;

// Paper Trading Client
$client = new Client(new Config('apiKey', 'secretKey'));

// Live Trading Client
$client = new Client(new Config('apiKey', 'secretKey', false));

// Overriding Trading and Data Api URLs
$client = new Client(new Config('apiKey', 'secretKey', true, 'https://trading.url/v2/', 'https://data.url/v1/'));

在底层，该库使用Guzzle Http客户端库发送HTTP请求。您也可以通过将自定义ClientInterface作为第二个参数传递给Client构造函数来进一步自定义GuzzleHttp客户端。

然后您可以通过调用以下方式访问可用的API

$account = $client->getAccount(); // Returns an instance of "Ragingprodigy\Alpaca\Entities\Account"
$orders = $client->getOrders(); // Returns an array of "Ragingprodigy\Alpaca\Entities\Order" instances

完整示例

以下是使用此库打印账户信息、提交限价订单和打印bars的方法。

use RagingProdigy\Alpaca\Client;
use RagingProdigy\Alpaca\Config;
use RagingProdigy\Alpaca\Constants\BarTimeFrame;
use RagingProdigy\Alpaca\Constants\DataStream;
use RagingProdigy\Alpaca\Constants\OrderAction;
use RagingProdigy\Alpaca\Constants\OrderType;
use RagingProdigy\Alpaca\Constants\TimeInForce;
use RagingProdigy\Alpaca\Entities\AccountUpdateEvent;
use RagingProdigy\Alpaca\Entities\OrderUpdateEvent;
use RagingProdigy\Alpaca\Entities\UpdateEvent;
use Ratchet\Client\WebSocket;

$alpacaClient = new Client(new Config('api.key', 'secret.key'));

// Listen for Updates
$alpacaClient->connectToStreams([DataStream::ACCOUNT_UPDATES, DataStream::TRADE_UPDATES], static function (WebSocket $webSocket, UpdateEvent $event = null) {
    if ($event instanceof OrderUpdateEvent) {
        echo "Order Update Event Received: $event\n";
    }

    if ($event instanceof AccountUpdateEvent) {
        echo "Account Update Event Received: $event\n";
    }
});

// Get Account Info
$account = $alpacaClient->getAccount();

echo "\nAccount Information: \n";
echo "\tCreated At: {$account->getCreatedAt()}\n";
echo "\tBuying Power: $ {$account->getBuyingPower()}\n";
echo "\tPortfolio Value: $ {$account->getPortfolioValue()}\n\n";

// Get Market Clock
$clock = $alpacaClient->getClock();

echo "Clock: \n";
echo "\tCurrent Time: {$clock->getTimestamp()}\n";
echo "\tMarket Next Open Time: {$clock->getNextOpen()}\n";
echo "\tMarket Next Close Time: {$clock->getNextClose()}\n\n";

// Request Purchase Order
$order = $alpacaClient->requestNewOrder(
    'AAPL',
    5,
    OrderAction::BUY,
    OrderType::MARKET,
    TimeInForce::DAY
);

echo "Market Order Response: \n";
echo "\tSymbol: {$order->getSymbol()}\n";
echo "\tClient Order Id: {$order->getClientOrderId()}\n";
echo "\tQuantity: {$order->getQuantity()}\n";
echo "\tType: {$order->getType()}\n";
echo "\tCreated At: {$order->getCreatedAt()}\n\n";

// Find Order By ID
$marketOrder = $alpacaClient->getOrder($order->getId());

echo "Market Order by ID Response: \n";
echo "\tSymbol: {$marketOrder->getSymbol()}\n";
echo "\tClient Order Id: {$marketOrder->getClientOrderId()}\n";
echo "\tQuantity: {$marketOrder->getQuantity()}\n";
echo "\tType: {$marketOrder->getType()}\n";
echo "\tCreated At: {$marketOrder->getCreatedAt()}\n\n";

// Find Order By Client Order ID
$orderByClientOrderId = $alpacaClient->getOrderByClientOrderId($order->getClientOrderId());

echo "Market Order by ID Response: \n";
echo "\tSymbol: {$orderByClientOrderId->getSymbol()}\n";
echo "\tClient Order Id: {$orderByClientOrderId->getClientOrderId()}\n";
echo "\tQuantity: {$orderByClientOrderId->getQuantity()}\n";
echo "\tType: {$orderByClientOrderId->getType()}\n";
echo "\tCreated At: {$orderByClientOrderId->getCreatedAt()}\n\n";

// Cancel Order
$alpacaClient->cancelOrder($order->getId()); // Would raise an exception if not successful

// Get Bars
$bars = $alpacaClient->getBars(['AMZN'], BarTimeFrame::DAY, 4);

echo "Bars Response: \n";
foreach ($bars as $bar) {
    echo "\t========================\n";
    echo "\tSymbol: {$bar->getSymbol()}\n";
    echo "\tOpen: {$bar->getO()}\n";
    echo "\tHigh: {$bar->getH()}\n";
    echo "\tLow: {$bar->getL()}\n";
    echo "\tClose: {$bar->getC()}\n";
    echo "\tVolume: {$bar->getV()}\n";
}

上述代码的输出类似如下

Account Information: 
        Created At: 2019-06-26T15:19:01.819453Z
        Buying Power: $ 398861.06
        Portfolio Value: $ 100003.99

Clock: 
        Current Time: 2019-07-01T03:14:37.582893836-04:00
        Market Next Open Time: 2019-07-01T09:30:00-04:00
        Market Next Close Time: 2019-07-01T16:00:00-04:00

Market Order Response: 
        Symbol: AAPL
        Client Order Id: 309626b7-5569-4ae5-bb16-d93930b8b82b
        Quantity: 5
        Type: market
        Created At: 2019-07-01T07:14:39.022538874Z
        
Order Update Event: {"event":"new","order":{"asset_class":"us_equity","asset_id":"b0b6dd9d-8b9b-48a9-ba46-b9d54906e415","canceled_at":null,"client_order_id":"abea2d0b-2340-4034-a50c-b4f09cde1e0b","created_at":"2019-07-01T07:12:16.177026Z","expired_at":null,"failed_at":null,"filled_at":null,"filled_avg_price":null,"filled_qty":"0","id":"b3332b17-b7dc-4a55-9a3c-dfd0c50ecc62","limit_price":null,"order_type":"market","qty":"5","side":"buy","status":"new","stop_price":null,"submitted_at":"2019-07-01T07:12:16.165806Z","symbol":"AAPL","time_in_force":"day","type":"market","updated_at":"2019-07-01T07:12:20.373783079Z"}}

Market Order by ID Response: 
        Symbol: AAPL
        Client Order Id: 309626b7-5569-4ae5-bb16-d93930b8b82b
        Quantity: 5
        Type: market
        Created At: 2019-07-01T07:14:39.022539Z

Market Order by ID Response: 
        Symbol: AAPL
        Client Order Id: 309626b7-5569-4ae5-bb16-d93930b8b82b
        Quantity: 5
        Type: market
        Created At: 2019-07-01T07:14:39.022539Z
        
Order Update Event: {"event":"canceled","order":{"asset_class":"us_equity","asset_id":"b0b6dd9d-8b9b-48a9-ba46-b9d54906e415","canceled_at":"2019-07-01T07:12:20.369944583Z","client_order_id":"abea2d0b-2340-4034-a50c-b4f09cde1e0b","created_at":"2019-07-01T07:12:16.177026Z","expired_at":null,"failed_at":null,"filled_at":null,"filled_avg_price":null,"filled_qty":"0","id":"b3332b17-b7dc-4a55-9a3c-dfd0c50ecc62","limit_price":null,"order_type":"market","qty":"5","side":"buy","status":"canceled","stop_price":null,"submitted_at":"2019-07-01T07:12:16.165806Z","symbol":"AAPL","time_in_force":"day","type":"market","updated_at":"2019-07-01T07:12:20.384272245Z"},"timestamp":"2019-07-01T07:12:20.369944583Z"}

Bars Response: 
        ========================
        Symbol: AAPL
        Open: 198.43
        High: 199.26
        Low: 195.29
        Close: 195.57
        Volume: 18361798
        ========================
        Symbol: AAPL
        Open: 197.83
        High: 200.99
        Low: 197.35
        Close: 199.8
        Volume: 22499633
        ========================
        Symbol: AAPL
        Open: 200.29
        High: 201.57
        Low: 199.57
        Close: 199.73
        Volume: 15460769
        ========================
        Symbol: AAPL
        Open: 199.24
        High: 199.4
        Low: 197.05
        Close: 197.92
        Volume: 18773228

方法

所有API方法都在Alpaca客户端（RagingProdigy\Alpaca\Client）上可用。

账户API

调用 GET /account 并返回当前账户

$client->getAccount(); //Account
订单API
请求新订单

调用 POST /orders 并创建新订单。

$client->requestNewOrder(
    string $symbol,
    int $quantity,
    string $action, // OrderAction::BUY, OrderAction::SELL
    string $type, // OrderType::MARKET, OrderType::STOP, OrderType::LIMIT, OrderType::STOP_LIMIT, 
    string $timeInForce, // TimeInForce::DAY, TimeInForce::GTC, TimeInForce::OPG, TimeInForce::IOC, TimeInForce::FOK
    float $limitPrice = null,
    float $stopPrice = null,
    bool $extendedHours = false,
    $clientOrderId = null
); // Order
获取订单

调用 GET /orders 并返回一个Order对象数组。

$client->getOrders(
    string $status = OrderStatus::OPEN, // OrderStatus::CLOSED, OrderStatus::OPEN, OrderStatus::ALL
    int $limit = 50,
    DateTime $after = null,
    DateTime $until = null,
    string $direction = Sorting::DESCENDING // Sorting::ASCENDING, Sorting::DESCENDING
); // Order[]
通过ID获取订单

调用 GET /orders/{id} 并返回一个Order。

$client->getOrder(string $orderId); // Order
通过客户订单ID获取订单

调用 GET /orders:by_client_order_id 并返回一个按client_order_id获取的订单。您可以在创建订单时设置client_order_id，以便轻松跟踪您的订单。

$client->getOrderByClientOrderId(string $clientOrderId); // Order
取消订单

调用 DELETE /orders/{id} 并删除订单。

$client->cacnelOrder(string $orderId); // void

当失败时引发AlpacaApiException。

持仓API
获取持仓

调用 GET /positions/{symbol} 并返回一个Position。

$client->getOpenPosition(string $symbol); // Position
获取所有持仓

调用 GET /positions 并返回一个Position对象数组。

$client->getOpenPositions(); // Position[]
资产API
获取资产

调用 GET /assets/ 并返回符合您条件的资产数组。

$client->getAssets(
    string $status = '' // '', AssetStatus::ACTIVE, AssetStatus::INACTIVE
); // Asset[]
获取资产信息

调用 GET /assets/{symbol} 并返回资产实体。

$client->getAsset(string $assetIdOrSymbol); // Asset
日历API

调用 GET/calendar 并返回选定日期的市场日历。

$client->getCalendar(DateTime $start = null, DateTime $end = null); // Calendar[]
数据API
获取K线
$client->getBars(
    array $symbols, // up to 200 symbols
    string $timeFrame, // BarTimeFrame::MINUTE, BarTimeFrame::FIVE_MINUTES, BarTimeFrame::FIFTEEN_MINUTES, BarTimeFrame::DAY
    int $limit = 100,
    DateTime $start = null,
    DateTime $end = null
); // Bar[]

测试

要运行测试，请安装开发依赖项（composer install --dev），然后运行

    vendor/bin/phpunit -c phpunit.xml.dist