feat: add alpaca provider

2025-02-01 18:34:21 -06:00
parent 97298bcd39
commit 0035879a87
4 changed files with 154 additions and 0 deletions
@@ -0,0 +1,143 @@
+<?php
+
+declare(strict_types=1);
+
+namespace App\Interfaces\MarketData;
+
+use App\Interfaces\MarketData\Types\Dividend;
+use App\Interfaces\MarketData\Types\Ohlc;
+use App\Interfaces\MarketData\Types\Quote;
+use App\Interfaces\MarketData\Types\Split;
+use Illuminate\Http\Client\PendingRequest;
+use Illuminate\Support\Arr;
+use Illuminate\Support\Carbon;
+use Illuminate\Support\Collection;
+use Illuminate\Support\Facades\Http;
+
+class AlpacaMarketData implements MarketDataInterface
+{
+    public PendingRequest $client;
+
+    public string $dataBaseUrl = 'https://data.alpaca.markets/';
+
+    public string $apiBaseUrl = 'https://api.alpaca.markets/';
+
+    public function __construct()
+    {
+        $this->client = Http::withOptions([
+            'headers' => [
+                'content-type' => 'application/json',
+                'accept' => 'application/json',
+                'Apca-Api-Key-Id' => config('alpaca.key'),
+                'Apca-Api-Secret-Key' => config('alpaca.secret'),
+            ],
+        ]);
+    }
+
+    public function exists(string $symbol): bool
+    {
+        return (bool) $this->quote($symbol);
+    }
+
+    public function quote(string $symbol): Quote
+    {
+        $response = $this->client->baseUrl($this->dataBaseUrl)->get("v2/stocks/{$symbol}/trades/latest");
+
+        $quote = $response->json('trade');
+
+        $fundamental = cache()->remember(
+            'ap-symbol-'.$symbol,
+            1440,
+            function () use ($symbol) {
+
+                $basic = $this->client->baseUrl($this->apiBaseUrl)->get("v2/assets/{$symbol}")->json();
+                $fifty_two_week = $this->client->baseUrl($this->dataBaseUrl)->withQueryParameters([
+                    'timeframe' => '12M',
+                    'start' => now()->subWeeks(53)->format('Y-m-d'),
+                    'end' => now()->subWeeks(1)->format('Y-m-d'), // todo: can't query recent SIP data
+                ])->get("v2/stocks/{$symbol}/bars")->json();
+
+                return array_merge($fifty_two_week, $basic);
+            }
+        );
+
+        return new Quote([
+            'name' => Arr::get($fundamental, 'name'),
+            'symbol' => $symbol,
+            'market_value' => Arr::get($quote, 'p'),
+            'fifty_two_week_high' => Arr::get($fundamental, 'bars.0.h'),
+            'fifty_two_week_low' => Arr::get($fundamental, 'bars.0.l'),
+        ]);
+    }
+
+    public function dividends(string $symbol, $startDate, $endDate): Collection
+    {
+        $response = $this->client->baseUrl($this->dataBaseUrl)->withQueryParameters([
+            'symbols' => $symbol,
+            'limit' => 1000,
+            'sort' => 'asc',
+            'types' => 'cash_dividend',
+            'start' => $startDate->format('Y-m-d'),
+            'end' => $endDate->format('Y-m-d'),
+        ])->get('v1/corporate-actions');
+
+        $dividends = $response->json('corporate_actions.cash_dividends');
+
+        return collect($dividends)
+            ->map(function ($dividend) use ($symbol) {
+
+                return new Dividend([
+                    'symbol' => $symbol,
+                    'date' => Carbon::parse(Arr::get($dividend, 'ex_date')),
+                    'dividend_amount' => Arr::get($dividend, 'rate'),
+                ]);
+            });
+    }
+
+    public function splits(string $symbol, $startDate, $endDate): Collection
+    {
+        $response = $this->client->baseUrl($this->dataBaseUrl)->withQueryParameters([
+            'symbols' => $symbol,
+            'limit' => 1000,
+            'sort' => 'asc',
+            'types' => 'forward_split',
+            'start' => $startDate->format('Y-m-d'),
+            'end' => $endDate->format('Y-m-d'),
+        ])->get('v1/corporate-actions');
+
+        $splits = $response->json('corporate_actions.forward_splits');
+
+        return collect($splits)
+            ->map(function ($split) use ($symbol) {
+
+                return new Split([
+                    'symbol' => $symbol,
+                    'date' => Carbon::parse(Arr::get($split, 'ex_date')),
+                    'split_amount' => Arr::get($split, 'new_rate') / Arr::get($split, 'old_rate'),
+                ]);
+            });
+    }
+
+    public function history(string $symbol, $startDate, $endDate): Collection
+    {
+        $response = $this->client->baseUrl($this->dataBaseUrl)->withQueryParameters([
+            'timeframe' => '1D',
+            'start' => Carbon::parse($startDate)->format('Y-m-d'),
+            'end' => Carbon::parse($endDate)->subHours(36)->format('Y-m-d'), // todo: can't query recent SIP data
+        ])->get("v2/stocks/{$symbol}/bars");
+
+        $history = $response->json('bars');
+
+        return collect($history)
+            ->map(function ($history) use ($symbol) {
+
+                $date = Carbon::parse($history['t'])->format('Y-m-d');
+
+                return [$date => new Ohlc([
+                    'symbol' => $symbol,
+                    'date' => $date,
+                    'close' => Arr::get($history, 'c'),
+                ])];
+            });
+    }
+}