alpaca-websocket

WebSocket client for the Alpaca trading platform real-time data and account updates.

Overview

alpaca-websocket provides a robust, asynchronous interface for Alpaca's streaming APIs. It supports real-time market data (trades, quotes, bars) and account-related event streams (order updates, position changes).

Features

Real-Time Market Data: Subscribe to stock and crypto streams for sub-second updates.
Account Updates: Stream trading events to react instantly to order fills and cancellations.
Automatic Reconnection: Intelligent connection management with configurable retry logic.
Multiple Stream Support: Connect to Market Data v2 and Trading streams simultaneously.
Type-Safe Messages: Strongly typed representations for all WebSocket message types.
Configurable: Flexible configuration for timeouts, reconnection, and buffer sizes.

Installation

Add to your Cargo.toml:

[dependencies]
alpaca-websocket = "0.2.0"

Usage

use alpaca_websocket::AlpacaWebSocketClient;
use alpaca_base::auth::AlpacaCredentials;
use alpaca_websocket::config::StreamType;

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let credentials = AlpacaCredentials::from_env()?;
    let mut client = AlpacaWebSocketClient::new(credentials, StreamType::MarketData);

    client.connect().await?;
    client.subscribe_trades(&["AAPL", "TSLA"]).await?;

    while let Some(msg) = client.next_message().await? {
        println!("Received: {:?}", msg);
    }

    Ok(())
}

API Reference

Main Types

AlpacaWebSocketClient - The primary client for managing WebSocket connections.
WebSocketConfig - Configuration options for timeouts and reconnection behavior.
StreamType - Enum specifying which Alpaca stream to connect to.

Stream Types

StreamType::MarketData - Real-time stock market data (IEX or SIP)
StreamType::CryptoData - Real-time cryptocurrency data
StreamType::Trading - Account and order updates
StreamType::News - Real-time news feed

Main Modules

client - WebSocket client implementation.
config - Configuration types and builders.
messages - Message types for all streaming data.

Message Types

Market Data

TradeMessage - Real-time trade executions
QuoteMessage - Real-time bid/ask quotes
BarMessage - Real-time OHLCV bars

Trading Updates

TradeUpdateEvent - Order status changes (fill, cancel, etc.)
ConnectionStatus - Connection state notifications

Subscriptions

Subscription - Builder for managing stream subscriptions

Configuration

use alpaca_websocket::config::WebSocketConfig;

let config = WebSocketConfig::builder()
    .reconnect_enabled(true)
    .reconnect_max_attempts(5)
    .reconnect_delay_ms(1000)
    .ping_interval_secs(30)
    .build();

Examples

See the examples/ directory for detailed streaming usage:

stream_market_data.rs - Subscribing to trade and quote updates.
stream_trade_updates.rs - Listening for order execution events.

Changelog

v0.2.0 (latest)

Integrated into the workspace structure.
Improved subscription management with builder pattern.
Added support for enhanced Crypto Market Data.
Added News stream support.
Improved connection status handling.
Added configurable reconnection logic.

License

MIT

alpaca-websocket 0.2.0