Setup Alpaca API implementation

src/alpaca/exchange.ts

@@ -1,9 +1,26 @@
 import Alpaca from '@alpacahq/alpaca-trade-api'
+import { AlpacaPortfolioProvider } from './portfolio'
+import { AlpacaQuoteProvider } from './quote'
 import { Exchange } from '../interface/exchange'
+import { PortfolioProvider } from '../interface/portfolio'
+import { QuoteProvider } from '../interface/quote'
 
 export class AlpacaExchange implements Exchange {
     readonly alpaca: Alpaca;
 
+    /**
+     * The portfolio provider for the exchange.
+     */
+    readonly portfolioProvider: PortfolioProvider;
+
+    /**
+     * The quote provider for the exchange.
+     */
+    readonly quoteProvider: QuoteProvider;
+
+    /**
+     * The name of the exchange.
+     */
     readonly name: string;
 
     constructor(keyId: string, secretKey: string, paper: boolean) {
@@ -13,6 +30,9 @@ export class AlpacaExchange implements Exchange {
             paper: paper
         });
 
+        this.portfolioProvider = new AlpacaPortfolioProvider(this.alpaca);
+        this.quoteProvider = new AlpacaQuoteProvider(this.alpaca);
+
         this.name = 'Alpaca';
     }
-}
+}

src/alpaca/portfolio.ts

@@ -0,0 +1,45 @@
+import Alpaca from '@alpacahq/alpaca-trade-api'
+import { PortfolioProvider, Portfolio, Position } from '../interface/portfolio';
+
+class AlpacaPosition {
+    asset_id!: string;
+    symbol!: string;
+    exchange!: string;
+    asset_class!: string;
+    avg_entry_price!: string;
+    qty!: string;
+    qty_available!: string;
+    side!: string;
+    market_value!: string;
+    cost_basis!: string;
+    unrealized_pl!: string;
+    unrealized_plpc!: string;
+    unrealized_intraday_pl!: string;
+    unrealized_intraday_plpc!: string;
+    current_price!: string;
+    lastday_price!: string;
+    change_today!: string;
+    asset_marginable!: string;
+}
+
+export class AlpacaPortfolioProvider implements PortfolioProvider {
+    readonly alpaca: Alpaca;
+
+    readonly fetchPortfolio = (): Promise<Portfolio> => {
+        return (this.alpaca.getPositions() as Promise<AlpacaPosition[]>).then((positions) => {
+            return new Portfolio(positions.map((position) => {
+                return new Position(
+                    position.symbol,
+                    parseInt(position.qty, 10),
+                    parseFloat(position.market_value),
+                    parseFloat(position.cost_basis),
+                    parseFloat(position.market_value)
+                );
+            }));
+        });
+    }
+
+    constructor(alpaca: Alpaca) {
+        this.alpaca = alpaca;
+    }
+}

src/alpaca/quote.ts

@@ -0,0 +1,25 @@
+import Alpaca from '@alpacahq/alpaca-trade-api'
+import { QuoteProvider, Quote } from '../interface/quote';
+
+export class AlpacaQuoteProvider implements QuoteProvider {
+    readonly alpaca: Alpaca;
+
+    readonly fetchQuote = (symbol: string): Promise<Quote> => {
+        return this.alpaca.getLatestQuote(symbol).then((quote) => {
+            return new Quote(
+                quote.Symbol,
+                quote.AskPrice,
+                quote.AskSize,
+                quote.BidPrice,
+                quote.BidSize,
+                new Date(Date.parse(quote.Timestamp))
+            );
+        }).catch((err) => {
+            return err;
+        })
+    }
+
+    constructor(alpaca: Alpaca) {
+        this.alpaca = alpaca;
+    }
+}