File Coverage

lib/Finance/Alpaca.pm

Criterion	Covered	Total	%
statement	296	334	88.6
branch	42	106	39.6
condition	1	2	50.0
subroutine	55	61	90.1
pod	32	33	96.9
total	426	536	79.4

package Finance::Alpaca 0.9904 {
    use strictures 2;
    use Moo;
    use feature 'signatures';
    no warnings 'experimental::signatures';
    use Mojo::UserAgent;
    use Types::Standard qw[ArrayRef Bool Dict Enum InstanceOf Maybe Num Str Int];
    use Types::UUID;
    #
    use lib '../../lib/';
    use Finance::Alpaca::DataStream;
    use Finance::Alpaca::Struct::Account qw[to_Account];
    use Finance::Alpaca::Struct::Activity qw[to_Activity Activity];
    use Finance::Alpaca::Struct::Asset qw[to_Asset Asset];
    use Finance::Alpaca::Struct::Bar qw[to_Bar Bar];
    use Finance::Alpaca::Struct::Calendar qw[to_Calendar Calendar];
    use Finance::Alpaca::Struct::Configuration qw[to_Configuration Configuration];
    use Finance::Alpaca::Struct::Clock qw[to_Clock];
    use Finance::Alpaca::Struct::Order qw[to_Order Order];
    use Finance::Alpaca::Struct::Position qw[to_Position Position];
    use Finance::Alpaca::Struct::Quote qw[to_Quote Quote];
    use Finance::Alpaca::Struct::Trade qw[to_Trade Trade];
    use Finance::Alpaca::Struct::TradeActivity qw[to_TradeActivity TradeActivity];
    use Finance::Alpaca::Struct::Watchlist qw[to_Watchlist Watchlist];
    use Finance::Alpaca::TradeStream;
    use Finance::Alpaca::Types;
    #
    has ua => ( is => 'lazy', isa => InstanceOf ['Mojo::UserAgent'] );

    sub _build_ua ($s) {
        my $ua = Mojo::UserAgent->new;
        $ua->transactor->name(
            sprintf 'Finance::Alpaca %f (Perl %s)',
            $Finance::Alpaca::VERSION, $^V
        );
        $ua->on(
            start => sub ( $ua, $tx ) {
                $tx->req->headers->header( 'APCA-API-KEY-ID'     => $s->keys->[0] ) if $s->has_keys;
                $tx->req->headers->header( 'APCA-API-SECRET-KEY' => $s->keys->[1] ) if $s->has_keys;
            }
        );
        return $ua;
    }
    has api_version => ( is => 'ro', isa => Enum [ 1, 2 ], required => 1, default => 2 );
    has paper => ( is => 'rw', isa => Bool, required => 1, default => 0, coerce => 1 );

    sub endpoint ($s) {
        $s->paper ? 'https://paper-api.alpaca.markets' : '';
    }
    has keys => ( is => 'rwp', isa => ArrayRef [ Str, 2 ], predicate => 1 );
    #
    sub account ($s) {
        my $tx = $s->ua->build_tx( GET => $s->endpoint . '/v2/account' );
        $tx = $s->ua->start($tx);
        return to_Account( $tx->result->json );
    }

    sub clock ($s) {
        my $tx = $s->ua->build_tx( GET => $s->endpoint . '/v2/clock' );
        $tx = $s->ua->start($tx);
        return to_Clock( $tx->result->json );
    }

    sub calendar ( $s, %params ) {
        my $params = '';
        $params .= '?' . join '&', map {
            $_ . '='
                . ( ref $params{$_} eq 'Time::Moment' ? $params{$_}->to_string() : $params{$_} )
        } keys %params if keys %params;
        my $tx = $s->ua->build_tx( GET => $s->endpoint . '/v2/calendar' . $params );
        $tx = $s->ua->start($tx);
        return @{ ( ArrayRef [Calendar] )->assert_coerce( $tx->result->json ) };
    }

    sub assets ( $s, %params ) {
        my $params = '';
        $params .= '?' . join '&', map {
            $_ . '='
                . ( ref $params{$_} eq 'Time::Moment' ? $params{$_}->to_string() : $params{$_} )
        } keys %params if keys %params;
        return @{
            ( ArrayRef [Asset] )->assert_coerce(
                $s->ua->get( $s->endpoint . '/v2/assets' . $params )->result->json
            )
        };

    }

    sub asset ( $s, $symbol_or_asset_id ) {
        my $res = $s->ua->get( $s->endpoint . '/v2/assets/' . $symbol_or_asset_id )->result;
        return $res->is_error ? () : to_Asset( $res->json );
    }

    sub bars ( $s, %params ) {
        my $symbol = delete $params{symbol};
        my $params = '';
        $params .= '?' . join '&', map {
            $_ . '='
                . (
                ref $params{$_} eq 'Time::Moment'
                ? $params{$_}->strftime('%Y-%m-%dT%H:%M:%S%Z')
                : $params{$_}
                )
        } keys %params if keys %params;
        my $res = $s->ua->get(
            sprintf 'https://data.alpaca.markets/v%d/stocks/%s/bars%s',
            $s->api_version, $symbol, $params
        )->result;
        return $res->is_error ? $res->json : (
            ( next_page_token => $res->json->{next_page_token} ),
            map { delete $_->{symbol} => delete $_->{bars} }
                ( Dict [ bars => ArrayRef [Bar], symbol => Str, next_page_token => Maybe [Str] ] )
                ->assert_coerce( $res->json )
        );
    }

    sub quotes ( $s, %params ) {
        my $symbol = delete $params{symbol};
        my $params = '';
        $params .= '?' . join '&', map {
            $_ . '='
                . ( ref $params{$_} eq 'Time::Moment' ? $params{$_}->to_string() : $params{$_} )
        } keys %params if keys %params;
        my $res = $s->ua->get(
            sprintf 'https://data.alpaca.markets/v%d/stocks/%s/quotes%s',
            $s->api_version, $symbol, $params
        )->result;
        return $res->is_error ? $res->json : (
            ( next_page_token => $res->json->{next_page_token} ),
            map { delete $_->{symbol} => delete $_->{quotes} } (
                Dict [ quotes => ArrayRef [Quote], symbol => Str, next_page_token => Maybe [Str] ]
            )->assert_coerce( $res->json )
        );
    }

    sub trades ( $s, %params ) {
        my $symbol = delete $params{symbol};
        for ( keys %params ) {
            $params{$_} = $params{$_}->to_string() if ref $params{$_} eq 'Time::Moment';
        }
        my $res = $s->ua->get(
            sprintf(
                'https://data.alpaca.markets/v%d/stocks/%s/trades',
                $s->api_version, $symbol
            ) => form => {%params}
        )->result;
        return $res->is_error ? $res->json : (
            ( next_page_token => $res->json->{next_page_token} ),
            map { delete $_->{symbol} => delete $_->{trades} } (
                Dict [ trades => ArrayRef [Trade], symbol => Str, next_page_token => Maybe [Str] ]
            )->assert_coerce( $res->json )
        );
    }

    sub trade_stream ( $s, $cb, %params ) {
        my $stream = Finance::Alpaca::TradeStream->new( cb => $cb );
        $stream->authorize( $s->ua, $s->keys, $s->paper )->catch(
            sub ($err) {
                $stream = ();
                warn "WebSocket error: $err";
            }
        )->wait;
        $stream;
    }

    sub data_stream ( $s, $cb, %params ) {
        my $stream = Finance::Alpaca::DataStream->new(
            cb     => $cb,
            source => delete $params{source} // 'iex'    # iex or sip
        );
        $stream->authorize( $s->ua, $s->keys )->catch(
            sub ($err) {
                $stream = ();
                warn "WebSocket error: $err";
            }
        )->wait;
        $stream;
    }

    sub orders ( $s, %params ) {
        for ( keys %params ) {
            $params{$_} = $params{$_}->to_string() if ref $params{$_} eq 'Time::Moment';
        }
        return @{
            ( ArrayRef [Order] )->assert_coerce(
                $s->ua->get( $s->endpoint . '/v2/orders' => form => {%params} )->result->json
            )
        };
    }

    sub order_by_id ( $s, $order_id, $nested = 0 ) {
        my $res
            = $s->ua->get(
            $s->endpoint . '/v2/orders/' . $order_id => form => ( $nested ? { nested => 1 } : () ) )
            ->result;
        return $res->is_error ? () : to_Order( $res->json );
    }

    sub order_by_client_id ( $s, $order_id ) {
        my $res
            = $s->ua->get( $s->endpoint
                . '/v2/orders:by_client_order_id' => form => { client_order_id => $order_id } )
            ->result;
        return $res->is_error ? () : to_Order( $res->json );
    }

    sub create_order ( $s, %params ) {
        $params{extended_hours} = ( !!$params{extended_hours} ) ? 'true' : 'false'
            if defined $params{extended_hours};
        my $res = $s->ua->post( $s->endpoint . '/v2/orders' => json => \%params )->result;
        return $res->is_error ? $res->json : to_Order( $res->json );
    }

    sub replace_order ( $s, $order_id, %params ) {
        $params{extended_hours} = ( !!$params{extended_hours} ) ? 'true' : 'false'
            if defined $params{extended_hours};
        my $res
            = $s->ua->patch( $s->endpoint . '/v2/orders/' . $order_id => json => \%params )->result;
        return $res->is_error ? $res->json : to_Order( $res->json );
    }

    sub cancel_orders ($s) {
        my $res = $s->ua->delete( $s->endpoint . '/v2/orders' )->result;
        return $res->is_error
            ? $res->json
            : ( ArrayRef [ Dict [ body => Order, id => Uuid, status => Int ] ] )
            ->assert_coerce( $res->json );
    }

    sub cancel_order ( $s, $order_id ) {
        my $res = $s->ua->delete( $s->endpoint . '/v2/orders/' . $order_id )->result;
        return !$res->is_error;
    }

    sub positions ($s) {
        return
            @{ ( ArrayRef [Position] )
                ->assert_coerce( $s->ua->get( $s->endpoint . '/v2/positions' )->result->json ) };
    }

    sub position ( $s, $symbol_or_asset_id ) {
        my $res = $s->ua->get( $s->endpoint . '/v2/positions/' . $symbol_or_asset_id )->result;
        return $res->is_error ? () : to_Position( $res->json );
    }

    sub close_all_positions ( $s, $cancel_orders = !1 ) {
        my $res
            = $s->ua->delete(
            $s->endpoint . '/v2/positions' . ( $cancel_orders ? '?cancel_orders=true' : '' ) )
            ->result;
        return $res->is_error
            ? $res->json
            : ( ArrayRef [ Dict [ body => Order, id => Uuid, status => Int ] ] )
            ->assert_coerce( $res->json );
    }

    sub close_position ( $s, $symbol_or_asset_id, $qty = () ) {
        my $res
            = $s->ua->get(
            $s->endpoint . '/v2/positions/' . $symbol_or_asset_id . ( $qty ? '?qty=' . $qty : '' ) )
            ->result;
        return $res->is_error ? () : to_Order( $res->json );
    }

    sub portfolio_history ( $s, %params ) {
        $params{extended_hours} = ( !!$params{extended_hours} ) ? 'true' : 'false'
            if defined $params{extended_hours};
        $params{date_end}
            = ref $params{date_end} eq 'Time::Moment'
            ? $params{date_end}->strftime('%F')
            : $params{date_end}
            if defined $params{date_end};
        my $res = $s->ua->get( $s->endpoint . '/v2/account/portfolio/history' => json => \%params )
            ->result;
        return $res->is_error ? $res->json : (
            Dict [
                base_value      => Num,
                equity          => ArrayRef [Num],
                profit_loss     => ArrayRef [Num],
                profit_loss_pct => ArrayRef [Num],
                timeframe       => Str,
                timestamp       => ArrayRef [Timestamp]
            ]
        )->assert_coerce( $res->json );
    }

    sub watchlists ($s) {
        return
            @{ ( ArrayRef [Watchlist] )
                ->assert_coerce( $s->ua->get( $s->endpoint . '/v2/watchlists' )->result->json ) };
    }

    sub create_watchlist ( $s, $name, @symbols ) {
        my $res
            = $s->ua->post( $s->endpoint
                . '/v2/watchlists' => json =>
                { name => $name, ( @symbols ? ( symbols => \@symbols ) : () ) } )->result;
        return $res->is_error ? ( $res->json ) : to_Watchlist( $res->json );
    }

    sub delete_watchlist ( $s, $watchlist_id ) {
        my $res = $s->ua->delete( $s->endpoint . '/v2/watchlists/' . $watchlist_id )->result;
        return $res->is_error ? $res->json : 1;
    }

    sub watchlist ( $s, $watchlist_id ) {
        my $res = $s->ua->get( $s->endpoint . '/v2/watchlists/' . $watchlist_id )->result;
        return $res->is_error ? ( $res->json ) : to_Watchlist( $res->json );
    }

    sub update_watchlist ( $s, $watchlist_id, %params ) {
        my $res
            = $s->ua->put( $s->endpoint . '/v2/watchlists/' . $watchlist_id => json => {%params} )
            ->result;
        return $res->is_error ? ( $res->json ) : to_Watchlist( $res->json );
    }

    sub add_to_watchlist ( $s, $watchlist_id, $symbol ) {
        my $res
            = $s->ua->post(
            $s->endpoint . '/v2/watchlists/' . $watchlist_id => json => { symbol => $symbol } )
            ->result;
        return $res->is_error ? ( $res->json ) : to_Watchlist( $res->json );
    }

    sub remove_from_watchlist ( $s, $watchlist_id, $symbol ) {
        my $res = $s->ua->delete( $s->endpoint . '/v2/watchlists/' . $watchlist_id . '/' . $symbol )
            ->result;
        return $res->is_error ? ( $res->json ) : to_Watchlist( $res->json );
    }

    sub configuration ($s) {
        my $res = $s->ua->get( $s->endpoint . '/v2/account/configurations' )->result;
        return $res->is_error ? ( $res->json ) : to_Configuration( $res->json );
    }

    sub modify_configuration ( $s, %params ) {
        my $res = $s->ua->patch( $s->endpoint . '/v2/account/configurations' => json => {%params} )
            ->result;
        return $res->is_error ? ( $res->json ) : to_Configuration( $res->json );
    }

    sub activities ( $s, %params ) {
        $params{activity_types} = join ',', @{ $params{activity_types} } if $params{activity_types};
        my $params = '';
        $params .= '?' . join '&', map {
            $_ . '='
                . (
                  ref $params{$_} eq 'Time::Moment' ? $params{$_}->to_string()
                : ref $params{$_} eq 'ARRAY'        ? @{ $params{$_} }
                :                                     $params{$_}
                )
        } keys %params if keys %params;
        my $res = $s->ua->get(
            sprintf $s->endpoint . '/v2/account/activities%s',
            $params ? $params : ''
        )->result;
        return $res->is_error
            ? $res->json
            : map { $_->{activity_type} eq 'FILL' ? to_TradeActivity($_) : to_Activity($_) }
            @{ $res->json };
    }
}
1;
__END__