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stream: Add support for the real-time News beta API #64

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@dgoulet dgoulet commented Aug 15, 2023

Here is an attempt at supporting the beta News real time feed detailed here: https://alpaca.markets/docs/api-references/market-data-api/news-data/realtime/

It is quite straight forward as you'll see following how Quotes and Bars are streamed.

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The change seems fine, but apca does not expose anything labeled "beta", as it could break/vanish any time. That's why the news request bindings changes (https://github.com/d-e-s-o/apca/tree/topic/news) have been sitting around for forever.

I am afraid I don't have a good suggestion on how to move forward off hand. Perhaps we could introduce an unstable feature flag, but I suspect this would only help with the above, but couldn't be nicely made to work with the change at hand, because of the modification of the Data enum with a new generic argument. It would be great if you were to inquire with Alpaca when they intend to stabilize their stuff. I'd be interested to hear what what seems to be an indefinite beta period buys them.

src/data/v2/stream.rs Outdated Show resolved Hide resolved
/// .subscribe::<RealtimeData<NewsFeed>>()
/// .await
/// .unwrap();
/// # })
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@d-e-s-o d-e-s-o Aug 16, 2023

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There is no opening parenthesis/brace? I don't think that example can compile.

Co-authored-by: Daniel Müller <[email protected]>
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dgoulet commented Aug 16, 2023

Ah! I didn't know about your news branch there... Good to know that you have it basically all implemented hehe! I guess you can drop this PR now.

But, yeah I think having a beta flag with no guarantee that between apca release it will be stable or even stay the same could be useful. It would allow at least to use "infinite beta" features from Alpaca that are still useful to use.

I can try to ask them on their Slack but I bet I'll get an answer looking like: "We hope to make this stable soon" ;)

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d-e-s-o commented Aug 18, 2023

Ah! I didn't know about your news branch there... Good to know that you have it basically all implemented hehe! I guess you can drop this PR now.

I think it covers a different set of stuff than what you added: it's about the request interface, not the streaming support. So I'd say both complement each other. I should probably create a draft PR for improved visibility.

I can try to ask them on their Slack but I bet I'll get an answer looking like: "We hope to make this stable soon" ;)

Probably :-( Let us know if you know something.

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