src/alpaca/actions.ts

@@ -0,0 +1,50 @@
+import Alpaca from '@alpacahq/alpaca-trade-api';
+import { Action, ActionSide, ActionFetchOptions, ActionFetchResponse } from '../interface/actions';
+
+class AlpacaActivity {
+    id!: string;
+    activity_type!: string;
+    transaction_time!: string;
+    type!: string;
+    price!: string;
+    qty!: string;
+    side!: string;
+    symbol!: string;
+    leaves_qty!: string;
+    order_id!: string;
+    cum_qty!: string;
+    order_status!: string;
+}
+
+export class AlpacaActionProvider {
+    readonly alpaca: Alpaca;
+    
+    readonly fetchActions = (options: ActionFetchOptions): Promise<ActionFetchResponse> => {
+        return (this.alpaca.getAccountActivities({
+            activityTypes: "FILL",
+            until: undefined as any,
+            after: undefined as any,
+            direction: "desc",
+            date: undefined as any,
+            pageSize: undefined as any,
+            pageToken: undefined as any,
+        }) as Promise<AlpacaActivity[]>).then((activities) => {
+            return new ActionFetchResponse(
+                activities.map((activity) => {
+                    return new Action(
+                        activity.symbol,
+                        parseInt(activity.qty, 10),
+                        activity.side === "buy" ? ActionSide.Buy : ActionSide.Sell,
+                        parseFloat(activity.price)
+                    );
+                })
+            );
+        }).catch((err) => {
+            return err;
+        });
+    }
+
+    constructor(alpaca: Alpaca) {
+        this.alpaca = alpaca;
+    }
+}