alpaca-data 0.25.0

Rust client for the Alpaca Market Data HTTP API
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113

# alpaca-data

`alpaca-data` is an async Rust client for the Alpaca Market Data HTTP API.

## Current Coverage

- stocks
- options
- news
- corporate actions

## Client Entry

```rust
use alpaca_data::Client;

let client = Client::builder()
    .credentials_from_env()?
    .build()?;
# let _ = client;
# Ok::<(), alpaca_data::Error>(())
```

### Resource Accessors

- `client.stocks()`
- `client.options()`
- `client.news()`
- `client.corporate_actions()`

## Raw Cache Convenience

```rust
use alpaca_data::cache::CachedClient;
use alpaca_data::Client;

let raw = Client::builder()
    .credentials_from_env()?
    .build()?;
let cache = CachedClient::new(raw);
# let _ = cache;
# Ok::<(), alpaca_data::Error>(())
```

`alpaca_data::cache::CachedClient` is an opt-in convenience facade for:

- cache-first stock snapshots
- cache-first raw option snapshots
- explicit stock bar subscriptions
- explicit refresh / clear operations

It does not own scheduling, business clocks, option-chain enrichment, or IV / Greeks calculations.

## Main API Surface

### Stocks

- `bars` / `bars_all`
- `auctions` / `auctions_all`
- `quotes` / `quotes_all`
- `trades` / `trades_all`
- `latest_bars`
- `latest_quotes`
- `latest_trades`
- `snapshots`
- `condition_codes`
- `exchange_codes`

### Options

- `bars` / `bars_all`
- `trades` / `trades_all`
- `latest_quotes`
- `latest_trades`
- `snapshots` / `snapshots_all`
- `chain` / `chain_all`
- `condition_codes`
- `exchange_codes`

### News

- `list`
- `list_all`

### Corporate Actions

- `list`
- `list_all`

## Built-in Convenience Helpers

- `stocks::ordered_snapshots(...)`
- `options::ordered_snapshots(...)`
- `stocks::Snapshot::{timestamp, price, bid_price, ask_price, session_open, session_high, session_low, session_close, previous_close, session_volume}`
- `options::Snapshot::{timestamp, bid_price, ask_price, last_price, mark_price}`
- `options::underlying_symbol(...)`
- `symbols::display_stock_symbol(...)`

## Not Implemented

- crypto
- forex
- fixed income
- logos
- screener
- websocket / stream APIs

## Environment Variables

- `ALPACA_DATA_API_KEY`
- `ALPACA_DATA_SECRET_KEY`

See `docs/reference/alpaca-data.md` and <https://docs.rs/alpaca-data> for the full reference.