alpacars 0.4.0

Async Rust SDK for Alpaca Markets 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
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
use crate::trading::enums::*;
use chrono::{DateTime, NaiveDate, Utc};
use serde::{Deserialize, Serialize};
use uuid::Uuid;

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct OptionLegRequest {
    pub symbol: String,
    pub side: OrderSide,
    pub ratio_qty: u32,
}

#[derive(Debug, Clone, Serialize, Deserialize, Default)]
pub struct TakeProfitRequest {
    pub limit_price: String,
}

#[derive(Debug, Clone, Serialize, Deserialize, Default)]
pub struct StopLossRequest {
    pub stop_price: String,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub limit_price: Option<String>,
}

#[derive(Debug, Clone, Serialize, Deserialize, Default)]
pub struct AdvancedInstructions {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub algorithm: Option<AdvancedAlgorithm>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub destination: Option<OrderDestination>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub display_qty: Option<String>,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct OrderRequest {
    pub symbol: String,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub qty: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub notional: Option<String>,
    pub side: OrderSide,
    #[serde(rename = "type")]
    pub order_type: OrderType,
    pub time_in_force: TimeInForce,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub limit_price: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub stop_price: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub trail_price: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub trail_percent: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub extended_hours: Option<bool>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub client_order_id: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub order_class: Option<OrderClass>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub take_profit: Option<TakeProfitRequest>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub stop_loss: Option<StopLossRequest>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub position_intent: Option<PositionIntent>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub legs: Option<Vec<OptionLegRequest>>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub advanced_instructions: Option<AdvancedInstructions>,
}

impl OrderRequest {
    pub fn market(symbol: impl Into<String>, side: OrderSide, qty: impl Into<String>) -> Self {
        Self {
            symbol: symbol.into(),
            qty: Some(qty.into()),
            notional: None,
            side,
            order_type: OrderType::Market,
            time_in_force: TimeInForce::Day,
            limit_price: None,
            stop_price: None,
            trail_price: None,
            trail_percent: None,
            extended_hours: None,
            client_order_id: None,
            order_class: None,
            take_profit: None,
            stop_loss: None,
            position_intent: None,
            legs: None,
            advanced_instructions: None,
        }
    }

    pub fn market_notional(
        symbol: impl Into<String>,
        side: OrderSide,
        notional: impl Into<String>,
    ) -> Self {
        Self {
            symbol: symbol.into(),
            qty: None,
            notional: Some(notional.into()),
            side,
            order_type: OrderType::Market,
            time_in_force: TimeInForce::Day,
            limit_price: None,
            stop_price: None,
            trail_price: None,
            trail_percent: None,
            extended_hours: None,
            client_order_id: None,
            order_class: None,
            take_profit: None,
            stop_loss: None,
            position_intent: None,
            legs: None,
            advanced_instructions: None,
        }
    }

    pub fn limit(
        symbol: impl Into<String>,
        side: OrderSide,
        qty: impl Into<String>,
        limit_price: impl Into<String>,
        time_in_force: TimeInForce,
    ) -> Self {
        Self {
            symbol: symbol.into(),
            qty: Some(qty.into()),
            notional: None,
            side,
            order_type: OrderType::Limit,
            time_in_force,
            limit_price: Some(limit_price.into()),
            stop_price: None,
            trail_price: None,
            trail_percent: None,
            extended_hours: None,
            client_order_id: None,
            order_class: None,
            take_profit: None,
            stop_loss: None,
            position_intent: None,
            legs: None,
            advanced_instructions: None,
        }
    }

    pub fn stop(
        symbol: impl Into<String>,
        side: OrderSide,
        qty: impl Into<String>,
        stop_price: impl Into<String>,
    ) -> Self {
        Self {
            symbol: symbol.into(),
            qty: Some(qty.into()),
            notional: None,
            side,
            order_type: OrderType::Stop,
            time_in_force: TimeInForce::Day,
            limit_price: None,
            stop_price: Some(stop_price.into()),
            trail_price: None,
            trail_percent: None,
            extended_hours: None,
            client_order_id: None,
            order_class: None,
            take_profit: None,
            stop_loss: None,
            position_intent: None,
            legs: None,
            advanced_instructions: None,
        }
    }

    pub fn stop_limit(
        symbol: impl Into<String>,
        side: OrderSide,
        qty: impl Into<String>,
        stop_price: impl Into<String>,
        limit_price: impl Into<String>,
    ) -> Self {
        Self {
            symbol: symbol.into(),
            qty: Some(qty.into()),
            notional: None,
            side,
            order_type: OrderType::StopLimit,
            time_in_force: TimeInForce::Day,
            limit_price: Some(limit_price.into()),
            stop_price: Some(stop_price.into()),
            trail_price: None,
            trail_percent: None,
            extended_hours: None,
            client_order_id: None,
            order_class: None,
            take_profit: None,
            stop_loss: None,
            position_intent: None,
            legs: None,
            advanced_instructions: None,
        }
    }

    pub fn trailing_stop(
        symbol: impl Into<String>,
        side: OrderSide,
        qty: impl Into<String>,
        trail_price: Option<String>,
        trail_percent: Option<String>,
    ) -> Self {
        Self {
            symbol: symbol.into(),
            qty: Some(qty.into()),
            notional: None,
            side,
            order_type: OrderType::TrailingStop,
            time_in_force: TimeInForce::Day,
            limit_price: None,
            stop_price: None,
            trail_price,
            trail_percent,
            extended_hours: None,
            client_order_id: None,
            order_class: None,
            take_profit: None,
            stop_loss: None,
            position_intent: None,
            legs: None,
            advanced_instructions: None,
        }
    }
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct GetOrdersRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub status: Option<QueryOrderStatus>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub limit: Option<u32>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub after: Option<DateTime<Utc>>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub until: Option<DateTime<Utc>>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub direction: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub nested: Option<bool>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub symbols: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub side: Option<OrderSide>,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct GetOrderByIdRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub nested: Option<bool>,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct ReplaceOrderRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub qty: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub time_in_force: Option<TimeInForce>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub limit_price: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub stop_price: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub trail: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub client_order_id: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub advanced_instructions: Option<AdvancedInstructions>,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct ClosePositionRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub qty: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub percentage: Option<String>,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct GetPortfolioHistoryRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub period: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub timeframe: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub intraday_reporting: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub start: Option<DateTime<Utc>>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub end: Option<DateTime<Utc>>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub pnl_reset: Option<String>,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct GetAssetsRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub status: Option<AssetStatus>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub asset_class: Option<AssetClass>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub exchange: Option<AssetExchange>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub attributes: Option<String>,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct GetCalendarRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub start: Option<NaiveDate>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub end: Option<NaiveDate>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub date_type: Option<String>,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct CreateWatchlistRequest {
    pub name: String,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub symbols: Option<Vec<String>>,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct UpdateWatchlistRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub name: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub symbols: Option<Vec<String>>,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct GetCorporateAnnouncementsRequest {
    pub ca_types: String,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub since: Option<NaiveDate>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub until: Option<NaiveDate>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub symbol: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub cusip: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub date_type: Option<CorporateActionDateType>,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct GetOptionContractsRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub underlying_symbols: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub status: Option<AssetStatus>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub expiration_date: Option<NaiveDate>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub expiration_date_gte: Option<NaiveDate>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub expiration_date_lte: Option<NaiveDate>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub root_symbol: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    #[serde(rename = "type")]
    pub contract_type: Option<ContractType>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub style: Option<ExerciseStyle>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub strike_price_gte: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub strike_price_lte: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub limit: Option<u32>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub page_token: Option<String>,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct CancelAllOrdersRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub cancel_orders: Option<bool>,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct CreateLocateRequest {
    pub symbol: String,
    pub qty: i64,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub limit_price: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub all_or_none: Option<bool>,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct GetLocatesRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub status: Option<LocateStatus>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub symbol: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub limit: Option<u32>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub start: Option<DateTime<Utc>>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub end: Option<DateTime<Utc>>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub page_token: Option<String>,
}

#[derive(Debug, Clone, Serialize)]
pub struct GetLocateQuotesRequest {
    pub symbols: String,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct AddSymbolToWatchlistRequest {
    pub symbol: String,
}

#[derive(Debug, Clone, Serialize, Default)]
pub struct GetAccountActivitiesRequest {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub activity_type: Option<ActivityType>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub date: Option<NaiveDate>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub until: Option<DateTime<Utc>>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub after: Option<DateTime<Utc>>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub direction: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub page_size: Option<u32>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub page_token: Option<Uuid>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub category: Option<String>,
}