[Bug]: Calling get_all_assets returns a validation error

enicolasgomez commented 1 year ago

Is there an existing issue for this?

[X] I have searched the existing issues

Current Behavior

calling TradingClient.get_all_assets(GetAssetsRequest(status=AssetStatus.ACTIVE)) results in a bunch of errors like this:

validation errors for ParsingModel[List[alpaca.trading.models.Asset]]
__root__ -> 11105 -> exchange
  value is not a valid enumeration member; permitted: 'AMEX', 'ARCA', 'BATS', 'NYSE', 'NASDAQ', 'NYSEARCA', 'FTXU', 'CBSE', 'GNSS', 'ERSX', 'OTC' (type=type_error.enum; enum_values=[<AssetExchange.AMEX: 'AMEX'>, <AssetExchange.ARCA: 'ARCA'>, <AssetExchange.BATS: 'BATS'>, <AssetExchange.NYSE: 'NYSE'>, <AssetExchange.NASDAQ: 'NASDAQ'>, <AssetExchange.NYSEARCA: 'NYSEARCA'>, <AssetExchange.FTXU: 'FTXU'>, <AssetExchange.CBSE: 'CBSE'>, <AssetExchange.GNSS: 'GNSS'>, <AssetExchange.ERSX: 'ERSX'>, <AssetExchange.OTC: 'OTC'>])

Expected Behavior

No response

SDK Version I encountered this issue in

Latest

Steps To Reproduce

Just run the above line with a valid account and paper mode.

Filled out the Steps to Reproduce section?

[X] I have entered valid steps to reproduce my issue or have attached a minimally reproducible case in code that shows my issue happening; and understand that without this my issue will be flagged as invalid and closed after 30 days.

Anything else?

No response

dasaqui commented 1 year ago

I can confirm the same behaviour with version 0.7 and latest version of the code, also for get_all_assets function

jonkaa commented 1 year ago

missing CRYPTO = "CRYPTO" in class AssetExchange(str, Enum): in alpaca/trading/enums.py works just fine after adding it :)

enicolasgomez commented 1 year ago

I temporary fixed it by querying all US EQUITIES (seems the only parameter to be working) and filtering client side. This will deff produce big chunk of data being transfered as it's around 40K assets, my previous request was 10X less.

      search_params = GetAssetsRequest(asset_class=AssetClass.US_EQUITY)
      all_assets = self._trading_client.get_all_assets(search_params)
      all_assets = [a.symbol for a in all_assets if 
                    a.exchange in (AssetExchange.NYSE, AssetExchange.NASDAQ) 
                    and a.marginable 
                    and a.shortable 
                    and a.status is AssetStatus.ACTIVE]

brettelliot commented 1 year ago

Im seeing this error also when calling get_all_positions

positions = trading_client.get_all_positions()
2023-04-26T13:09:45.920959+00:00 app[web.1]:   File "/usr/local/lib/python3.9/site-packages/alpaca/trading/client.py", line 240, in get_all_positions
2023-04-26T13:09:45.920959+00:00 app[web.1]:     return parse_obj_as(List[Position], response)
2023-04-26T13:09:45.920959+00:00 app[web.1]:   File "pydantic/tools.py", line 38, in pydantic.tools.parse_obj_as
2023-04-26T13:09:45.920959+00:00 app[web.1]:   File "pydantic/main.py", line 341, in pydantic.main.BaseModel.__init__
2023-04-26T13:09:45.920959+00:00 app[web.1]: pydantic.error_wrappers.ValidationError: 2 validation errors for ParsingModel[List[alpaca.trading.models.Position]]
2023-04-26T13:09:45.920959+00:00 app[web.1]: __root__ -> 0 -> exchange
2023-04-26T13:09:45.920959+00:00 app[web.1]:   value is not a valid enumeration member; permitted: 'AMEX', 'ARCA', 'BATS', 'NYSE', 'NASDAQ', 'NYSEARCA', 'FTXU', 'CBSE', 'GNSS', 'ERSX', 'OTC' (type=type_error.enum; enum_values=[<AssetExchange.AMEX: 'AMEX'>, <AssetExchange.ARCA: 'ARCA'>, <AssetExchange.BATS: 'BATS'>, <AssetExchange.NYSE: 'NYSE'>, <AssetExchange.NASDAQ: 'NASDAQ'>, <AssetExchange.NYSEARCA: 'NYSEARCA'>, <AssetExchange.FTXU: 'FTXU'>, <AssetExchange.CBSE: 'CBSE'>, <AssetExchange.GNSS: 'GNSS'>, <AssetExchange.ERSX: 'ERSX'>, <AssetExchange.OTC: 'OTC'>])

bourba85 commented 1 year ago

Also getting this error when calling get_all_positions. Traceback follows:

ValidationError                           Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_12832/848330175.py in 
      5 alpaca_base_url = os.environ['APCA_API_BASE_URL_PAPER']
      6 trading = TradingClient(alpaca_key_id, alpaca_secret_key, paper=True)
----> 7 trading.get_all_assets(filter=GetAssetsRequest(status='active'))

c:\Users\bourb\.conda\envs\trading\lib\site-packages\alpaca\trading\client.py in get_all_assets(self, filter)
    338             return response
    339 
--> 340         return parse_obj_as(List[Asset], response)
    341 
    342     def get_asset(self, symbol_or_asset_id: Union[UUID, str]) -> Union[Asset, RawData]:

c:\Users\bourb\.conda\envs\trading\lib\site-packages\pydantic\tools.cp38-win_amd64.pyd in pydantic.tools.parse_obj_as()

c:\Users\bourb\.conda\envs\trading\lib\site-packages\pydantic\main.cp38-win_amd64.pyd in pydantic.main.BaseModel.__init__()

ValidationError: 46 validation errors for ParsingModel[List[alpaca.trading.models.Asset]]
__root__ -> 11102 -> exchange
  value is not a valid enumeration member; permitted: 'AMEX', 'ARCA', 'BATS', 'NYSE', 'NASDAQ', 'NYSEARCA', 'FTXU', 'CBSE', 'GNSS', 'ERSX', 'OTC' (type=type_error.enum; enum_values=[, , , , , , , , , , ])

haxdds commented 1 year ago

@bourba85 This fix is available in v0.8.2. Try upgrading with pip install -U alpaca-py and running again.

alpacahq / alpaca-py