Alpa.Stream.MarketData (AlpaEx v1.0.3)

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WebSocket stream for real-time market data from the Alpaca Market Data API.

This module provides a GenServer-based WebSocket client that streams real-time trades, quotes, and bars for subscribed symbols.

Usage

# Start the stream
{:ok, pid} = Alpa.Stream.MarketData.start_link(
  callback: fn event -> IO.inspect(event, label: "Market Data") end
)

# Subscribe to symbols
Alpa.Stream.MarketData.subscribe(pid, trades: ["AAPL", "MSFT"])
Alpa.Stream.MarketData.subscribe(pid, quotes: ["AAPL"], bars: ["SPY"])

# Unsubscribe
Alpa.Stream.MarketData.unsubscribe(pid, trades: ["MSFT"])

# Stop the stream
Alpa.Stream.MarketData.stop(pid)

Event Types

Events have a :type field indicating the data type:

  • :trade - Real-time trade data
  • :quote - Real-time quote (NBBO) data
  • :bar - Real-time minute bar data

Feeds

Available feeds:

  • "iex" - IEX exchange data (free)
  • "sip" - All US exchanges (requires subscription)

Summary

Types

callback()
subscription_type()

Functions

connection_status(pid)

Returns the current connection status.

start_link(opts)

Start the market data WebSocket stream.

stop(pid)

Stop the market data stream.

subscribe(pid, subscriptions)

Subscribe to market data for symbols.

unsubscribe(pid, subscriptions)

Unsubscribe from market data for symbols.

Types

callback()

@type callback() :: (map() -> any()) | {module(), atom(), list()}

subscription_type()

@type subscription_type() :: :trades | :quotes | :bars

Functions

connection_status(pid)

@spec connection_status(pid()) :: :connected | :disconnected | :connecting

Returns the current connection status.

Possible values: :connected, :disconnected, :connecting

start_link(opts)

@spec start_link(keyword()) :: {:ok, pid()} | {:error, term()}

Start the market data WebSocket stream.

Options

  • :callback - Required. Function or MFA tuple to handle market data events
  • :feed - Data feed: "iex" (default) or "sip"
  • :api_key - API key (uses config if not provided)
  • :api_secret - API secret (uses config if not provided)
  • :name - Optional GenServer name for the process

Examples

{:ok, pid} = Alpa.Stream.MarketData.start_link(
  callback: fn event -> process_event(event) end,
  feed: "iex"
)

stop(pid)

@spec stop(pid()) :: :ok

Stop the market data stream.

subscribe(pid, subscriptions)

@spec subscribe(
  pid(),
  keyword()
) :: :ok

Subscribe to market data for symbols.

Options

  • :trades - List of symbols to subscribe for trades
  • :quotes - List of symbols to subscribe for quotes
  • :bars - List of symbols to subscribe for minute bars

Examples

Alpa.Stream.MarketData.subscribe(pid, trades: ["AAPL", "MSFT"], quotes: ["AAPL"])

unsubscribe(pid, subscriptions)

@spec unsubscribe(
  pid(),
  keyword()
) :: :ok

Unsubscribe from market data for symbols.

Examples

Alpa.Stream.MarketData.unsubscribe(pid, trades: ["MSFT"])