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Add support for Alpaca action fetch options.

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This commit is contained in:
Carter Bertolini 2023-11-03 16:19:58 -04:00
parent 158c92c4a5
commit 5b66bcd2c0
2 changed files with 16 additions and 9 deletions
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10
src/alpaca/actions.ts
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@ -1,5 +1,5 @@
import Alpaca from '@alpacahq/alpaca-trade-api'; import Alpaca from '@alpacahq/alpaca-trade-api';
import { Action, ActionSide, ActionFetchOptions, ActionFetchResponse } from '../interface/actions'; import { Action, ActionSide, ActionFetchOptions, ActionFetchResponse, ActionDateType } from '../interface/actions';
class AlpacaActivity { class AlpacaActivity {
id!: string; id!: string;
@ -22,11 +22,11 @@ export class AlpacaActionProvider {
readonly fetchActions = (options: ActionFetchOptions): Promise<ActionFetchResponse> => { readonly fetchActions = (options: ActionFetchOptions): Promise<ActionFetchResponse> => {
return (this.alpaca.getAccountActivities({ return (this.alpaca.getAccountActivities({
activityTypes: "FILL", activityTypes: "FILL",
until: undefined, until: options.dateOptions?.dateType === ActionDateType.Before ? options.dateOptions.date : undefined,
after: undefined, after: options.dateOptions?.dateType === ActionDateType.After ? options.dateOptions.date : undefined,
direction: "desc", direction: "desc",
date: undefined, date: options.dateOptions?.dateType === ActionDateType.On ? options.dateOptions.date : undefined,
pageSize: undefined, pageSize: options.pageSize,
pageToken: undefined, pageToken: undefined,
}) as Promise<AlpacaActivity[]>).then((activities) => { }) as Promise<AlpacaActivity[]>).then((activities) => {
return new ActionFetchResponse( return new ActionFetchResponse(

15
test/alpaca.test.ts
View File

@ -3,6 +3,8 @@ import 'dotenv/config';
import { ActionFetchOptions, AlpacaExchange } from '../src/index'; import { ActionFetchOptions, AlpacaExchange } from '../src/index';
import { createLogger, transports, format } from "winston"; import { createLogger, transports, format } from "winston";
const timeout = 10000;
const logger = createLogger({ const logger = createLogger({
transports: [new transports.Console()], transports: [new transports.Console()],
format: format.combine( format: format.combine(
@ -23,19 +25,24 @@ describe('Alpaca Tests', () => {
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);
await expect(exchange.portfolioProvider.fetchPortfolio()).resolves.toBeDefined(); await expect(exchange.portfolioProvider.fetchPortfolio()).resolves.toBeDefined();
}, 10000); }, timeout);
test('quote fetch', async () => { test('quote fetch', async () => {
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);
await expect(exchange.quoteProvider.fetchQuote("AAPL")).resolves.toBeDefined(); await expect(exchange.quoteProvider.fetchQuote("AAPL")).resolves.toBeDefined();
}, 10000); }, timeout);
test('action fetch', async () => { test('action fetch', async () => {
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);
await expect(exchange.actionProvider.fetchActions(new ActionFetchOptions)).resolves.toBeDefined();
}, 10000); const response = await exchange.actionProvider.fetchActions(new ActionFetchOptions());
logger.info(JSON.stringify(response));
await expect(exchange.actionProvider.fetchActions(new ActionFetchOptions())).resolves.toBeDefined();
}, timeout);
}); });