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alpacahq / alpaca-ts

A TypeScript Node.js library for the https://alpaca.markets REST API and WebSocket streams.
ISC License
156 stars 41 forks source link

Alpaca data api v1 is to be deprecated from 28th of Feb #60

Closed husayt closed 3 years ago

husayt commented 3 years ago

Hi, we are using v1 for market data, seems that we need to switch to v2.

https://alpaca.markets/docs/api-documentation/api-v2/market-data/alpaca-data-api-v1/

117 commented 3 years ago

I have the historical Alpaca Data v2 code ready, not streaming yet. I'll create a branch for 5.0.0 major version.

117 commented 3 years ago

Working on the streaming right now.

117 commented 3 years ago

It differs vastly from the scheme of the alpaca account data... should we have a different Stream class for both market_data and account streams?

117 commented 3 years ago

I added parsing of dates in 68ab66b78ea11224716ebfe9764a2d25153eccf9.

117 commented 3 years ago

Almost done with WebSocket.

117 commented 3 years ago

Appears ready, I've marked it as a pre-release and won't be pushing to NPM until I've verified it's functionality on Monday.