o 5j2@s6UdZddlmZmZddlmZddlmZmZddlm Z e dZ ddl Z ddl Z ddl mZdd lmZdd lmZmZmZmZdd lmZmZdd lmZdd lmZmZmZddlm Z m!Z!m"Z"m#Z#m$Z$ddl%m&Z&dZ'dZ(de)de*fddZ+de)fddZ,GdddZ-da.ee-e/d<de-fddZ0dS)a alpaca_client.py Thin wrapper around alpaca-py. Isolates every direct Alpaca SDK call in one place so the rest of the system (scanner, entry engine, position manager) never talks to the SDK directly. This makes it possible to swap data providers later without touching strategy code, and makes simulation mode trivial (just don't call the order methods). Uses: - alpaca.data.historical for premarket snapshots / bars - alpaca.data.live for SIP streaming - alpaca.trading for account, positions, and order submission (paper by default) )datetime timedelta)Optional)get_env get_config) get_logger alpaca_clientN)StockHistoricalDataClient)StockDataStream)StockBarsRequestStockLatestQuoteRequestStockLatestTradeRequestStockSnapshotRequest) TimeFrame TimeFrameUnit) TradingClient)MarketOrderRequestGetAssetsRequestGetOrdersRequest) OrderSide TimeInForce AssetClass AssetStatusQueryOrderStatus)DataFeedigihexcreturnc Cst|}d}zt|}Wn<tjtfyI|d}|d}|dkrG|dkrG||krGz t|||d}Wn tjyFd}YnwYnwt|trX| dt krXdSd| vS) a/ Returns True if exc is Alpaca's "position not found" rejection (code 40410000), False otherwise. Same best-effort JSON-then-regex parsing strategy as parse_wash_trade_error() below, for the same reason: a minor SDK error-formatting change shouldn't silently disable this check. N{}codeTzposition not found) strjsonloadsJSONDecodeError TypeErrorfindrfind isinstancedictgetPOSITION_NOT_FOUND_ERROR_CODElower)rtextpayloadstartendr2alpaca_client.pyparse_position_not_found_errorHs$    r4c Cst|}d}zt|}Wn<tjtfyI|d}|d}|dkrG|dkrG||krGz t|||d}Wn tjyFd}YnwYnwt|tr[| dt kr[| dSd| vrnt d |}|rn|dSdS) a@ Alpaca's SDK raises an APIError whose string form is (or embeds) the raw JSON error body, e.g.: {"code":40310000,"existing_order_id":"...","message":"potential wash trade detected. use complex orders","reject_reason": "opposite side market/stop order exists"} Returns the existing_order_id (str) if this exception is a wash-trade rejection that names a conflicting order, otherwise None. Best-effort: tries json.loads first, falls back to a regex so a minor SDK formatting difference doesn't silently disable the guard. Nrrrr r!existing_order_idz wash tradez#"existing_order_id"\s*:\s*"([^"]+)")r"r#r$r%r&r'r(r)r*r+WASH_TRADE_ERROR_CODEr-researchgroup)rr.r/r0r1mr2r2r3parse_wash_trade_errorcs,       r;c @seZdZddZdefddZddZdefd d Zd-d e d e de fddZ d.ded e de de de de f ddZd e fddZd e fddZddZddZd e de d e fd!d"Zd e fd#d$Zd%e fd&d'Zd e fd(d)Zd*d+Zd,S)/ AlpacaClientcCst}|||_t|_t|j|jd|jvd|_ t |j|j|_ |j di dd}zt ||_WdStyMtd|dt j|_YdSw)Npaper)r= streamingfeedsipzUnknown feed 'z'' in config; defaulting to DataFeed.SIP)rvalidateenvrcfgrapi_key secret_keybase_urltradingr hist_datar+r_feed ValueErrorlogwarningSIP)selfrBr?r2r2r3__init__s zAlpacaClient.__init__rcCst|jj|jj|jdS)z8Returns a fresh StockDataStream configured for SIP feed.)r?)r rBrDrErIrNr2r2r3 new_streamszAlpacaClient.new_streamcCsttjtjd}|j|S)N) asset_classstatus)rr US_EQUITYrACTIVErGget_all_assets)rNreqr2r2r3get_tradable_assetss z AlpacaClient.get_tradable_assetssymbolsc Cs^|siSt||jd}z|j|WSty.}ztd|iWYd}~Sd}~ww)zEBulk snapshot (latest trade/quote/min bar/day bar) for a symbol list.symbol_or_symbolsr?zget_snapshots failed: N)rrIrHget_stock_snapshot ExceptionrKrL)rNrYrWer2r2r3 get_snapshotsszAlpacaClient.get_snapshotssymbolr0r1c Cst|tdtj||||jd}z|j|}||jvr ||WSgWStyA}zt d|d|gWYd}~Sd}~ww)Nr r[ timeframer0r1limitr?zget_minute_bars( ) failed: ) r rrMinuterIrHget_stock_barsdatar]rKrL)rNrar0r1rdrWbarsr^r2r2r3get_minute_barss   zAlpacaClient.get_minute_bars<rd chunk_sizec Csi}|s|Stdt||D]V}||||}t|tdtj|||t||jd} z|j| } Wnt yM} zt d| WYd} ~ qd} ~ ww|D]} | | j vrcdd| j | D|| <qPq|S)a  [FEATURE 2026-09-15] Bulk multi-symbol daily bars, chunked to keep each request URL/param size reasonable -- used by premarket_scanner.py's volatility-floor filter (see its prefilter_by_snapshot() docstring), which needs each symbol's real day-to-day range history, not just today's intraday bars. One bulk call per chunk instead of one REST call per symbol, same efficiency reasoning as get_snapshots() already uses. Returns {symbol: [bar dicts]}, oldest first; a symbol with no data (delisted, too new, or the request failed) is simply absent from the result rather than raising -- callers must treat a missing symbol as "unknown," never as "confirmed low volatility." [BUGFIX 2026-09-15] `limit` on a MULTI-symbol StockBarsRequest is a combined cap across the whole response, not per-symbol -- confirmed live: requesting 7 symbols with limit=60 silently returned 49 bars for the first alphabetically and 11 for the second, and NOTHING for the other five (49+11=60 exactly). Every chunk request below multiplies `limit` by the chunk size so each symbol still gets its full requested history regardless of how many other symbols share the request. rr rbz$get_daily_bars_bulk() chunk failed: Nc Ss>g|]}|jt|jt|jt|jt|jt|jdqS))tohlcv) timestampfloatopenhighlowclosevolume).0br2r2r3 s z4AlpacaClient.get_daily_bars_bulk..) rangelenr rrDayrIrHrgr]rKrLrh) rNrYr0r1rdrmoutichunkrWrir^rar2r2r3get_daily_bars_bulks8     z AlpacaClient.get_daily_bars_bulkc Csdt||jd}z |j|}||WSty1}ztd|d|WYd}~dSd}~ww)NrZzget_latest_quote(re)r rIrHget_stock_latest_quoter+r]rKrL)rNrarWqr^r2r2r3get_latest_quotes  zAlpacaClient.get_latest_quotec CsLz|j|WSty%}ztd|d|WYd}~dSd}~ww)Nz get_asset(re)rG get_assetr]rKrLrNrar^r2r2r3r szAlpacaClient.get_assetcCs |jSN)rG get_accountrPr2r2r3rs zAlpacaClient.get_accountc CsFz|jWSty"}ztd|gWYd}~Sd}~ww)Nzget_open_positions failed: )rGget_all_positionsr]rKrLrNr^r2r2r3get_open_positionss zAlpacaClient.get_open_positionsqtysidecCs6|dkr tjntj}t|||tjd}|j|S)Nbuy)rarr time_in_force) r-rBUYSELLrrDAYrG submit_order)rNrarr order_siderWr2r2r3submit_market_orders z AlpacaClient.submit_market_orderc Cs@z|j|WSty}z td|d|d}~ww)Nzclose_position(re)rGclose_positionr]rKerrorrr2r2r3r$szAlpacaClient.close_positionorder_idc CsLz|j|WSty%}ztd|d|WYd}~dSd}~ww)ztFetch a single order by id -- used to poll a pending close's fill status instead of blindly resubmitting it.z get_order(reN)rGget_order_by_idr]rKrL)rNrr^r2r2r3 get_order+szAlpacaClient.get_orderc Cs^ttj|gd}z|j|WSty.}ztd|d|gWYd}~Sd}~ww)zOpen (unfilled) orders for a single symbol, most recent first. Used to recover the order_id Alpaca is referencing in a wash-trade rejection so we can track/poll it instead of resubmitting.)rSrYzget_open_orders(reN)rrOPENrG get_ordersr]rKrL)rNrarWr^r2r2r3get_open_orders4szAlpacaClient.get_open_ordersc Cs<z|jjddWSty}z td|d}~ww)NT) cancel_orderszclose_all_positions failed: )rGclose_all_positionsr]rKrrr2r2r3r?sz AlpacaClient.close_all_positionsN)r`)rkrl)__name__ __module__ __qualname__rOr rQrXlistr_r"rrjintr*rrrrrrrrrrr2r2r2r3r<s.   4   r<_client_singletoncCstdurtatSr)rr<r2r2r2r3 get_clientJsr)1__doc__rrtypingr config_loaderrr logger_setuprrKr#r7alpaca.data.historicalr alpaca.data.liver alpaca.data.requestsr r r ralpaca.data.timeframerralpaca.trading.clientralpaca.trading.requestsrrralpaca.trading.enumsrrrrralpaca.data.enumsrr6r,r]boolr4r;r<r__annotations__rr2r2r2r3s0      %@