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Filter action fetch response to eliminate partial order fills.

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This commit is contained in:
Carter Bertolini 2023-10-27 17:44:57 -04:00
parent 327ab308bf
commit 54a3341968
2 changed files with 8 additions and 2 deletions
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4
src/alpaca/actions.ts
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@ -30,7 +30,9 @@ export class AlpacaActionProvider {
pageToken: undefined as any, pageToken: undefined as any,
}) as Promise<AlpacaActivity[]>).then((activities) => { }) as Promise<AlpacaActivity[]>).then((activities) => {
return new ActionFetchResponse( return new ActionFetchResponse(
activities.map((activity) => { activities
.filter((activity) => activity.order_status === "filled")
.map((activity) => {
return new Action( return new Action(
activity.symbol, activity.symbol,
parseInt(activity.qty, 10), parseInt(activity.qty, 10),

6
test/alpaca.test.ts
View File

@ -36,6 +36,10 @@ describe('Alpaca Tests', () => {
expect(process.env.ALPACA_API_KEY).toBeDefined(); expect(process.env.ALPACA_API_KEY).toBeDefined();
expect(process.env.ALPACA_SECRET_KEY).toBeDefined(); expect(process.env.ALPACA_SECRET_KEY).toBeDefined();
const exchange = new AlpacaExchange(process.env.ALPACA_API_KEY!, process.env.ALPACA_SECRET_KEY!, true); const exchange = new AlpacaExchange(process.env.ALPACA_API_KEY!, process.env.ALPACA_SECRET_KEY!, true);
expect(exchange.actionProvider.fetchActions(new ActionFetchOptions)).resolves.toBeDefined();
const actions = await exchange.actionProvider.fetchActions(new ActionFetchOptions);
logger.info(JSON.stringify(actions));
//expect(exchange.actionProvider.fetchActions(new ActionFetchOptions)).resolves.toBeDefined();
}); });
}); });