diff options
| -rw-r--r-- | .env.example | 13 | ||||
| -rw-r--r-- | services/strategy-engine/src/strategy_engine/main.py | 5 | ||||
| -rw-r--r-- | shared/src/shared/alpaca.py | 185 | ||||
| -rw-r--r-- | shared/src/shared/config.py | 12 | ||||
| -rw-r--r-- | shared/src/shared/exchange.py | 50 | ||||
| -rw-r--r-- | shared/tests/test_alpaca.py | 67 | ||||
| -rw-r--r-- | shared/tests/test_exchange.py | 55 | ||||
| -rw-r--r-- | shared/tests/test_models.py | 10 |
8 files changed, 264 insertions, 133 deletions
diff --git a/.env.example b/.env.example index f428104..7a2751f 100644 --- a/.env.example +++ b/.env.example @@ -1,7 +1,8 @@ -EXCHANGE_ID=binance -EXCHANGE_SANDBOX=false -BINANCE_API_KEY= -BINANCE_API_SECRET= +# Alpaca API (get keys from https://app.alpaca.markets) +ALPACA_API_KEY= +ALPACA_API_SECRET= +ALPACA_PAPER=true + REDIS_URL=redis://localhost:6379 DATABASE_URL=postgresql+asyncpg://trading:trading@localhost:5432/trading LOG_LEVEL=INFO @@ -21,7 +22,3 @@ HEALTH_PORT=8080 CIRCUIT_BREAKER_THRESHOLD=5 CIRCUIT_BREAKER_TIMEOUT=60 METRICS_AUTH_TOKEN= - -# Sentiment APIs (all optional, free) -CRYPTOPANIC_API_KEY= -CRYPTOQUANT_API_KEY= diff --git a/services/strategy-engine/src/strategy_engine/main.py b/services/strategy-engine/src/strategy_engine/main.py index ac28d6b..8c77ada 100644 --- a/services/strategy-engine/src/strategy_engine/main.py +++ b/services/strategy-engine/src/strategy_engine/main.py @@ -74,10 +74,7 @@ async def run() -> None: engine = StrategyEngine(broker=broker, strategies=strategies) - provider = SentimentProvider( - cryptopanic_api_key=config.cryptopanic_api_key, - cryptoquant_api_key=config.cryptoquant_api_key, - ) + provider = SentimentProvider() health = HealthCheckServer( "strategy-engine", diff --git a/shared/src/shared/alpaca.py b/shared/src/shared/alpaca.py new file mode 100644 index 0000000..3dd752b --- /dev/null +++ b/shared/src/shared/alpaca.py @@ -0,0 +1,185 @@ +"""Alpaca Markets API client for US stock trading.""" +import logging +from datetime import datetime, timezone +from decimal import Decimal +from typing import Any + +import aiohttp + +logger = logging.getLogger(__name__) + +ALPACA_PAPER_URL = "https://paper-api.alpaca.markets" +ALPACA_LIVE_URL = "https://api.alpaca.markets" +ALPACA_DATA_URL = "https://data.alpaca.markets" + + +class AlpacaClient: + """Async client for Alpaca Trading and Market Data APIs.""" + + def __init__( + self, + api_key: str, + api_secret: str, + paper: bool = True, + ) -> None: + self._api_key = api_key + self._api_secret = api_secret + self._base_url = ALPACA_PAPER_URL if paper else ALPACA_LIVE_URL + self._data_url = ALPACA_DATA_URL + self._session: aiohttp.ClientSession | None = None + + @property + def headers(self) -> dict[str, str]: + return { + "APCA-API-KEY-ID": self._api_key, + "APCA-API-SECRET-KEY": self._api_secret, + } + + async def _ensure_session(self) -> aiohttp.ClientSession: + if self._session is None or self._session.closed: + self._session = aiohttp.ClientSession(headers=self.headers) + return self._session + + async def _request(self, method: str, url: str, **kwargs) -> dict | list: + session = await self._ensure_session() + async with session.request(method, url, **kwargs) as resp: + if resp.status >= 400: + body = await resp.text() + logger.error("Alpaca API error %d: %s", resp.status, body) + raise RuntimeError(f"Alpaca API error {resp.status}: {body}") + return await resp.json() + + # --- Account --- + async def get_account(self) -> dict: + return await self._request("GET", f"{self._base_url}/v2/account") + + async def get_buying_power(self) -> Decimal: + account = await self.get_account() + return Decimal(str(account.get("buying_power", "0"))) + + # --- Orders --- + async def submit_order( + self, + symbol: str, + qty: float | None = None, + notional: float | None = None, + side: str = "buy", + type: str = "market", + time_in_force: str = "day", + ) -> dict: + """Submit an order. + + Args: + symbol: Stock ticker (e.g., "AAPL") + qty: Number of shares (or use notional for dollar amount) + notional: Dollar amount to buy (fractional shares) + side: "buy" or "sell" + type: "market", "limit", "stop", "stop_limit", "market_on_close" + time_in_force: "day", "gtc", "opg", "cls" + """ + data: dict[str, Any] = { + "symbol": symbol, + "side": side, + "type": type, + "time_in_force": time_in_force, + } + if qty is not None: + data["qty"] = str(qty) + elif notional is not None: + data["notional"] = str(notional) + + return await self._request("POST", f"{self._base_url}/v2/orders", json=data) + + async def submit_moc_order( + self, + symbol: str, + qty: float, + side: str = "buy", + ) -> dict: + """Submit a Market on Close order.""" + return await self.submit_order( + symbol=symbol, + qty=qty, + side=side, + type="market", + time_in_force="cls", + ) + + async def get_orders(self, status: str = "open", limit: int = 50) -> list: + return await self._request( + "GET", f"{self._base_url}/v2/orders", + params={"status": status, "limit": limit}, + ) + + async def cancel_all_orders(self) -> list: + return await self._request("DELETE", f"{self._base_url}/v2/orders") + + # --- Positions --- + async def get_positions(self) -> list: + return await self._request("GET", f"{self._base_url}/v2/positions") + + async def get_position(self, symbol: str) -> dict | None: + try: + return await self._request("GET", f"{self._base_url}/v2/positions/{symbol}") + except RuntimeError: + return None + + async def close_position(self, symbol: str) -> dict: + return await self._request("DELETE", f"{self._base_url}/v2/positions/{symbol}") + + async def close_all_positions(self) -> list: + return await self._request("DELETE", f"{self._base_url}/v2/positions") + + # --- Market Data --- + async def get_bars( + self, + symbol: str, + timeframe: str = "1Day", + start: str | None = None, + end: str | None = None, + limit: int = 100, + ) -> list[dict]: + """Get historical bars. + + Args: + symbol: Stock ticker + timeframe: "1Min", "5Min", "15Min", "1Hour", "1Day" + start: RFC3339 date string + end: RFC3339 date string + limit: Max bars to return + """ + params: dict[str, Any] = {"timeframe": timeframe, "limit": limit} + if start: + params["start"] = start + if end: + params["end"] = end + + data = await self._request( + "GET", f"{self._data_url}/v2/stocks/{symbol}/bars", params=params, + ) + return data.get("bars", []) + + async def get_latest_quote(self, symbol: str) -> dict: + data = await self._request( + "GET", f"{self._data_url}/v2/stocks/{symbol}/quotes/latest", + ) + return data.get("quote", {}) + + async def get_snapshot(self, symbol: str) -> dict: + return await self._request( + "GET", f"{self._data_url}/v2/stocks/{symbol}/snapshot", + ) + + # --- Market Status --- + async def get_clock(self) -> dict: + """Get market clock (is_open, next_open, next_close).""" + return await self._request("GET", f"{self._base_url}/v2/clock") + + async def is_market_open(self) -> bool: + clock = await self.get_clock() + return clock.get("is_open", False) + + # --- Cleanup --- + async def close(self) -> None: + if self._session and not self._session.closed: + await self._session.close() diff --git a/shared/src/shared/config.py b/shared/src/shared/config.py index def70b9..4e8e7f1 100644 --- a/shared/src/shared/config.py +++ b/shared/src/shared/config.py @@ -4,12 +4,11 @@ from pydantic_settings import BaseSettings class Settings(BaseSettings): - binance_api_key: str - binance_api_secret: str + alpaca_api_key: str = "" + alpaca_api_secret: str = "" + alpaca_paper: bool = True # Use paper trading by default redis_url: str = "redis://localhost:6379" database_url: str = "postgresql://trading:trading@localhost:5432/trading" - exchange_id: str = "binance" # Any ccxt exchange ID - exchange_sandbox: bool = False # Use sandbox/testnet mode log_level: str = "INFO" risk_max_position_size: float = 0.1 risk_stop_loss_pct: float = 5.0 @@ -36,7 +35,4 @@ class Settings(BaseSettings): circuit_breaker_threshold: int = 5 circuit_breaker_timeout: int = 60 metrics_auth_token: str = "" # If set, /health and /metrics require Bearer token - cryptopanic_api_key: str = "" # Free key from cryptopanic.com - cryptoquant_api_key: str = "" # Free key from cryptoquant.com - - model_config = {"env_file": ".env", "env_file_encoding": "utf-8"} + model_config = {"env_file": ".env", "env_file_encoding": "utf-8", "extra": "ignore"} diff --git a/shared/src/shared/exchange.py b/shared/src/shared/exchange.py deleted file mode 100644 index 7afcd92..0000000 --- a/shared/src/shared/exchange.py +++ /dev/null @@ -1,50 +0,0 @@ -"""Exchange factory using ccxt.""" - -import ccxt.async_support as ccxt - - -def create_exchange( - exchange_id: str, - api_key: str, - api_secret: str, - sandbox: bool = False, -) -> ccxt.Exchange: - """Create a ccxt async exchange instance by ID. - - Args: - exchange_id: ccxt exchange ID (e.g. 'binance', 'bybit', 'okx', 'kraken') - api_key: API key - api_secret: API secret - sandbox: Use sandbox/testnet mode - - Returns: - Configured ccxt async exchange instance - - Raises: - ValueError: If exchange_id is not supported by ccxt - """ - if not hasattr(ccxt, exchange_id): - available = [ - x - for x in dir(ccxt) - if not x.startswith("_") - and isinstance(getattr(ccxt, x, None), type) - and issubclass(getattr(ccxt, x), ccxt.Exchange) - ] - raise ValueError( - f"Unknown exchange '{exchange_id}'. Available: {', '.join(sorted(available)[:20])}..." - ) - - exchange_cls = getattr(ccxt, exchange_id) - exchange = exchange_cls( - { - "apiKey": api_key, - "secret": api_secret, - "enableRateLimit": True, - } - ) - - if sandbox: - exchange.set_sandbox_mode(True) - - return exchange diff --git a/shared/tests/test_alpaca.py b/shared/tests/test_alpaca.py new file mode 100644 index 0000000..7c8eab1 --- /dev/null +++ b/shared/tests/test_alpaca.py @@ -0,0 +1,67 @@ +"""Tests for Alpaca API client.""" +import pytest +from unittest.mock import AsyncMock, MagicMock +from shared.alpaca import AlpacaClient + + +@pytest.fixture +def client(): + return AlpacaClient(api_key="test-key", api_secret="test-secret", paper=True) + + +def test_client_uses_paper_url(client): + assert "paper" in client._base_url + + +def test_client_uses_live_url(): + c = AlpacaClient(api_key="k", api_secret="s", paper=False) + assert "paper" not in c._base_url + + +def test_client_headers(client): + h = client.headers + assert h["APCA-API-KEY-ID"] == "test-key" + assert h["APCA-API-SECRET-KEY"] == "test-secret" + + +@pytest.mark.asyncio +async def test_get_buying_power(client): + mock_response = AsyncMock() + mock_response.status = 200 + mock_response.json = AsyncMock(return_value={"buying_power": "10000.00"}) + mock_response.__aenter__ = AsyncMock(return_value=mock_response) + mock_response.__aexit__ = AsyncMock(return_value=False) + + mock_session = MagicMock() + mock_session.closed = False + mock_session.request = MagicMock(return_value=mock_response) + mock_session.close = AsyncMock() + client._session = mock_session + + result = await client.get_buying_power() + from decimal import Decimal + assert result == Decimal("10000.00") + await client.close() + + +@pytest.mark.asyncio +async def test_submit_moc_order(client): + mock_response = AsyncMock() + mock_response.status = 200 + mock_response.json = AsyncMock(return_value={"id": "order-1", "status": "accepted"}) + mock_response.__aenter__ = AsyncMock(return_value=mock_response) + mock_response.__aexit__ = AsyncMock(return_value=False) + + mock_session = MagicMock() + mock_session.closed = False + mock_session.request = MagicMock(return_value=mock_response) + mock_session.close = AsyncMock() + client._session = mock_session + + result = await client.submit_moc_order("AAPL", qty=10, side="buy") + assert result["id"] == "order-1" + + # Verify the request was made with correct params + call_args = mock_session.request.call_args + assert call_args[0][0] == "POST" + await client.close() diff --git a/shared/tests/test_exchange.py b/shared/tests/test_exchange.py deleted file mode 100644 index 95dc7d7..0000000 --- a/shared/tests/test_exchange.py +++ /dev/null @@ -1,55 +0,0 @@ -"""Tests for the exchange factory.""" - -from unittest.mock import patch - -import ccxt.async_support as ccxt -import pytest - -from shared.exchange import create_exchange - - -def test_create_exchange_binance(): - """Verify create_exchange returns a ccxt.binance instance.""" - exchange = create_exchange( - exchange_id="binance", - api_key="test-key", - api_secret="test-secret", - ) - assert isinstance(exchange, ccxt.binance) - assert exchange.apiKey == "test-key" - assert exchange.secret == "test-secret" - assert exchange.enableRateLimit is True - - -def test_create_exchange_unknown(): - """Verify create_exchange raises ValueError for unknown exchange.""" - with pytest.raises(ValueError, match="Unknown exchange 'not_a_real_exchange'"): - create_exchange( - exchange_id="not_a_real_exchange", - api_key="key", - api_secret="secret", - ) - - -def test_create_exchange_with_sandbox(): - """Verify sandbox mode is activated when sandbox=True.""" - with patch.object(ccxt.binance, "set_sandbox_mode") as mock_sandbox: - exchange = create_exchange( - exchange_id="binance", - api_key="key", - api_secret="secret", - sandbox=True, - ) - mock_sandbox.assert_called_once_with(True) - assert isinstance(exchange, ccxt.binance) - - -def test_create_exchange_no_sandbox_by_default(): - """Verify sandbox mode is not set when sandbox=False (default).""" - with patch.object(ccxt.binance, "set_sandbox_mode") as mock_sandbox: - create_exchange( - exchange_id="binance", - api_key="key", - api_secret="secret", - ) - mock_sandbox.assert_not_called() diff --git a/shared/tests/test_models.py b/shared/tests/test_models.py index e3b9f12..2b8cd5e 100644 --- a/shared/tests/test_models.py +++ b/shared/tests/test_models.py @@ -8,15 +8,9 @@ from unittest.mock import patch def test_settings_defaults(): """Test that Settings has correct defaults.""" - with patch.dict( - os.environ, - { - "BINANCE_API_KEY": "test_key", - "BINANCE_API_SECRET": "test_secret", - }, - ): - from shared.config import Settings + from shared.config import Settings + with patch.dict(os.environ, {}, clear=False): settings = Settings() assert settings.redis_url == "redis://localhost:6379" assert settings.database_url == "postgresql://trading:trading@localhost:5432/trading" |