cr fixes

alpaca_trade_api/__init__.py

@@ -1,4 +1,5 @@
 from .rest import REST  # noqa
+from .rest_async import AsyncRest  # noqa
 from .stream import Stream  # noqa
 from .stream2 import StreamConn  # noqa
 

alpaca_trade_api/rest_async.py

@@ -1,21 +1,20 @@
 import os
 import aiohttp
 import asyncio
+import time
+import yaml
 from alpaca_trade_api.entity_v2 import BarsV2, QuotesV2, TradesV2, \
     EntityList, TradeV2, QuoteV2
 import pandas as pd
 from alpaca_trade_api.common import URL, get_api_version, get_data_url
 
-NY = 'America/New_York'
-
 
 class AsyncRest:
     def __init__(self,
                  key_id: str = None,
                  secret_key: str = None,
                  data_url: URL = None,
                  api_version: str = None,
-                 oauth=None,
                  raw_data: bool = False
                  ):
         """
@@ -24,10 +23,6 @@ def __init__(self,
         """
         self._key_id, self._secret_key = key_id, secret_key
         self._data_url: URL = URL(data_url or get_data_url())
-        self._api_version = get_api_version(api_version)
-        self._use_raw_data = raw_data
-        self._retry = int(os.environ.get('APCA_RETRY_MAX', 3))
-        self._retry_wait = int(os.environ.get('APCA_RETRY_WAIT', 3))
 
     def _get_historic_url(self, _type, symbol):
         return f"{self._data_url}/v2/stocks/{symbol}/{_type}"
@@ -51,7 +46,7 @@ async def _iterate_requests(self,
         """
         df = pd.DataFrame({})
         url = self._get_historic_url(entity_type, symbol)
-        async for packet in self._request(symbol, url, payload):
+        async for packet in self._request(url, payload):
             if packet.get(entity_type):
                 response = entity_list_type(packet[entity_type]).df
                 df = pd.concat([df, response], axis=0)
@@ -60,11 +55,17 @@ async def _iterate_requests(self,
 
         return df
 
-    async def get_bars_async(self, symbol, start, end, timeframe, limit=1000):
+    async def get_bars_async(self,
+                             symbol,
+                             start,
+                             end,
+                             timeframe,
+                             limit=1000,
+                             adjustment='raw'):
         _type = "bars"
 
         payload = {
-            "adjustment": 'raw',
+            "adjustment": adjustment,
             "start":      start,
             "end":        end,
             "timeframe":  timeframe.value,
@@ -73,7 +74,7 @@ async def get_bars_async(self, symbol, start, end, timeframe, limit=1000):
         df = await self._iterate_requests(symbol, payload, limit, _type,
                                           BarsV2)
 
-        return df
+        return symbol, df
 
     async def get_trades_async(self, symbol, start, end, timeframe,
                                limit=1000):
@@ -87,7 +88,7 @@ async def get_trades_async(self, symbol, start, end, timeframe,
         df = await self._iterate_requests(symbol, payload, limit, _type,
                                           TradesV2)
 
-        return df
+        return symbol, df
 
     async def get_quotes_async(self, symbol, start, end, timeframe,
                                limit=1000):
@@ -101,7 +102,7 @@ async def get_quotes_async(self, symbol, start, end, timeframe,
         df = await self._iterate_requests(symbol, payload, limit, _type,
                                           QuotesV2)
 
-        return df
+        return symbol, df
 
     async def get_latest_trade_async(self, symbol: str) -> TradeV2:
         """
@@ -116,7 +117,7 @@ async def get_latest_trade_async(self, symbol: str) -> TradeV2:
                 response = await response.json()
                 if response.get("quote"):
                     result = TradeV2(response["trade"])
-                    return result
+                    return symbol, result
 
     async def get_latest_quote_async(self, symbol: str) -> QuoteV2:
         """
@@ -131,7 +132,7 @@ async def get_latest_quote_async(self, symbol: str) -> QuoteV2:
                 response = await response.json()
                 if response.get("quote"):
                     result = QuoteV2(response["quote"])
-                    return result
+                    return symbol, result
 
     def _get_opts(self, payload=None):
         headers = {}
@@ -149,7 +150,7 @@ def _get_opts(self, payload=None):
 
         return opts
 
-    async def _request(self, symbol, url, payload):
+    async def _request(self, url, payload):
         opts = self._get_opts(payload)
         async with aiohttp.ClientSession() as session:
             try:

examples/historic_async.py

@@ -2,9 +2,7 @@
 import asyncio
 import alpaca_trade_api as tradeapi
 from alpaca_trade_api.rest import TimeFrame, URL
-from alpaca_trade_api import rest_async
-from alpaca_trade_api.rest_async import gather_with_concurrency
-from alpaca_trade_api import AsyncRest
+from alpaca_trade_api.rest_async import gather_with_concurrency, AsyncRest
 import pandas as pd
 
 NY = 'America/New_York'
@@ -30,7 +28,7 @@ async def get_historic_bars(symbols, start, end, timeframe: TimeFrame):
 
     bad_requests = 0
     for response in results:
-        if not len(response):
+        if not len(response[1]):
             bad_requests += 1
 
     print(f"Total of {len(results)} Bars, and {bad_requests} empty responses.")
@@ -56,7 +54,7 @@ async def get_historic_trades(symbols, start, end, timeframe: TimeFrame):
 
     bad_requests = 0
     for response in results:
-        if not len(response):
+        if not len(response[1]):
             bad_requests += 1
 
     print(
@@ -83,7 +81,7 @@ async def get_historic_quotes(symbols, start, end, timeframe: TimeFrame):
 
     bad_requests = 0
     for response in results:
-        if not len(response):
+        if not len(response[1]):
             bad_requests += 1
 
     print(
@@ -100,6 +98,16 @@ async def main(symbols):
 
 
 if __name__ == '__main__':
+    """
+    Credentials for this example is kept in a yaml config file.
+    an example to such a file:
+    
+    key_id: "<YOUR-API-KEY>"
+    secret: "<YOUR-API-SECRET>"
+    feed: iex
+    base_url: https://paper-api.alpaca.markets
+
+    """
     import time
     import yaml
 
@@ -112,7 +120,6 @@ async def main(symbols):
 
     rest = AsyncRest(key_id=api_key_id,
                      secret_key=api_secret)
-    NY = 'America/New_York'
 
     api = tradeapi.REST(key_id=api_key_id,
                         secret_key=api_secret,

requirements/requirements.txt

@@ -5,3 +5,5 @@ urllib3>1.24,<2
 websocket-client>=0.56.0,<2
 websockets>=8.0,<10
 msgpack==1.0.2
+aiohttp==3.7.4
+PyYAML==5.4.1