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;
+    }
+}

src/index.ts

@@ -9,4 +9,4 @@ export {
     PortfolioProvider,
     Quote,
     QuoteProvider
-}
+}

src/interface/exchange.ts

@@ -20,4 +20,4 @@ export interface Exchange {
      * The name of the exchange.
      */
     readonly name: string;
-}
+}

src/interface/portfolio.ts

@@ -3,67 +3,46 @@
  */
 export class Position {
     /**
-     * The price of the last trade made for this position.
+     * The symbol name of the asset
-     */
-    readonly lastTrade: number;
-
-    /**
-     * The date and time of the last trade made for this position.
-     */
-    readonly lastTradeTime: Date;
-
-    /**
-     * The change in the position value.
-     */
-    readonly change: number;
-
-    /**
-     * The percentage change in the position value.
-     */
-    readonly changePercent: number;
-
-    /**
-     * The earnings per share of the position.
-     */
-    readonly earningsPerShare: number;
-
-    /**
-     * The market capitalization of the position.
-     */
-    readonly marketCap: number;
-
-    /**
-     * The symbol of the position.
      */
     readonly symbol: string;
 
     /**
-     * Represents a position in a portfolio.
+     * The total number of shares, not including open orders
-     * @constructor
-     * @param {number} lastTrade - The price of the last trade made for this position.
-     * @param {Date} lastTradeTime - The date and time of the last trade made for this position.
-     * @param {number} change - The change in the position value.
-     * @param {number} changePercent - The percentage change in the position value.
-     * @param {number} earningsPerShare - The earnings per share of the position.
-     * @param {number} marketCap - The market capitalization of the position.
-     * @param {string} symbol - The symbol of the position.
      */
-    constructor(
+    readonly quantity: number;
-        lastTrade: number,
+
-        lastTradeTime: Date,
+    /**
-        change: number,
+     * The total dollar amount of the position
-        changePercent: number,
+     */
-        earningsPerShare: number,
+    readonly marketValue: number;
-        marketCap: number,
+
-        symbol: string
+    /**
-    ) {
+     * The total cost basis
-        this.lastTrade = lastTrade;
+     */
-        this.lastTradeTime = lastTradeTime;
+    readonly costBasis: number;
-        this.change = change;
+
-        this.changePercent = changePercent;
+    /**
-        this.earningsPerShare = earningsPerShare;
+     * The current asset price per share
-        this.marketCap = marketCap;
+     */
+    readonly pricePerShare: number;
+
+
+    /**
+     * Creates a new Portfolio object.
+     * @constructor
+     * @param {string} symbol - The symbol of the asset in the portfolio.
+     * @param {number} quantity - The quantity of the asset in the portfolio.
+     * @param {number} marketValue - The market value of the asset in the portfolio.
+     * @param {number} costBasis - The cost basis of the asset in the portfolio.
+     * @param {number} pricePerShare - The price per share of the asset in the portfolio.
+     */
+    constructor(symbol: string, quantity: number, marketValue: number, costBasis: number, pricePerShare: number) {
         this.symbol = symbol;
+        this.quantity = quantity;
+        this.marketValue = marketValue;
+        this.costBasis = costBasis;
+        this.pricePerShare = pricePerShare;
     }
 }
 

src/interface/quote.ts

@@ -2,52 +2,20 @@
  * Represents a stock quote.
  */
 export class Quote {
-    /**
-     * The name of the company associated with this quote.
-     */
-    readonly companyName: string;
-
-    /**
-     * The earnings per share of a company.
-     */
-    readonly earningsPerShare: number;
-
-    /**
-     * The estimated earnings for a stock.
-     */
-    readonly estimatedEarnings: number;
-
-    /**
-     * The price of the last trade for the security.
-     */
-    readonly lastTrade: number;
-
-    /**
-     * The symbol of the financial instrument being quoted.
-     */
     readonly symbol: string;
+    readonly askPrice: number;
+    readonly askSize: number;
+    readonly bidPrice: number;
+    readonly bidSize: number;
+    readonly timeStamp: Date;
 
-    /**
+    constructor(symbol: string, askPrice: number, askSize: number, bidPrice: number, bidSize: number, timeStamp: Date) {
-     * Represents a quote for a particular stock.
-     * @constructor
-     * @param {string} companyName - The name of the company associated with the stock.
-     * @param {number} earningsPerShare - The earnings per share for the stock.
-     * @param {number} estimatedEarnings - The estimated earnings for the stock.
-     * @param {number} lastTrade - The last trade price for the stock.
-     * @param {string} symbol - The symbol for the stock.
-     */
-    constructor(
-        companyName: string,
-        earningsPerShare: number,
-        estimatedEarnings: number,
-        lastTrade: number,
-        symbol: string
-    ) {
-        this.companyName = companyName;
-        this.earningsPerShare = earningsPerShare;
-        this.estimatedEarnings = estimatedEarnings;
-        this.lastTrade = lastTrade;
         this.symbol = symbol;
+        this.askPrice = askPrice;
+        this.askSize = askSize;
+        this.bidPrice = bidPrice;
+        this.bidSize = bidSize;
+        this.timeStamp = timeStamp;
     }
 }