add alpaca

Cargo.toml

@@ -26,3 +26,6 @@ egui_plot = "0.27.2"
 eframe = "0.27.2"
 ibapi = "0.4.3"
 colored = "2.1.0"
+tungstenite = {version="0.21.0", features=["native-tls"]}
+url = "2.5.0"
+serde_json = "1.0.117"

README.md

@@ -15,7 +15,8 @@ All in one trading engine
 ### Paper trading & live trading
 - [x] Single live broker: IBKR
 - [x] Live trading with single broker
-- [ ] Async 
+- [ ] AsyncIO
+- [ ] Websocket: Constant polling is not recommended to get real-time market data. Use websocket instead
 
 ## Demo
 ```shell

src/cmds/backtest.rs

@@ -42,9 +42,9 @@ impl Command for BackTestCommand {
 async fn backtest(symbol: &str) -> Result<()> {
     let mut green = Green::new()
         .set_mode(GreenModeType::Backtest)
-        .add_broker(100_000.0)
-        .add_data_feed(symbol)
-        .add_strategy(SimpleStrategy{})
+        .set_broker(100_000.0)
+        .set_data_feed(symbol)
+        .set_strategy(SimpleStrategy{})
         .build();
 
     green.run();

src/green/broker/alpaca/alpaca.rs

@@ -0,0 +1,10 @@
+use url::Url;
+use tungstenite::{connect, Message};
+use serde_json;
+
+const BASE_URL: &str = "wss://stream.data.alpaca.markets/v2/test";
+
+fn main() {
+    let (mut socket, response) = connect(Url::parse(BASE_URL).unwrap()).expect("Can't connect");
+    println!("{:#?}", response);
+}

src/green/broker/alpaca/mod.rs

@@ -0,0 +1 @@
+mod alpaca;

src/green/broker/mod.rs

@@ -3,4 +3,5 @@ pub trait Broker{
 }
 
 pub mod live;
-pub mod backtest;
+pub mod backtest;
+mod alpaca;

src/green/green.rs

@@ -125,7 +125,7 @@ impl Green {
 
 
 impl GreenBuilder {
-    pub fn add_data_feed(&mut self, symbol: &str) -> &mut GreenBuilder{
+    pub fn set_data_feed(&mut self, symbol: &str) -> &mut GreenBuilder{
         // TODO: refactor code
         let contract = Contract {
             symbol: "USD".to_owned(),
@@ -146,7 +146,7 @@ impl GreenBuilder {
         self.mode = mode;
         self
     }
-    pub fn add_broker(&mut self, cash: f64) -> &mut GreenBuilder {
+    pub fn set_broker(&mut self, cash: f64) -> &mut GreenBuilder {
         self.broker = match self.mode {
             GreenModeType::Backtest => BackTestBroker{
                 cash: Vec::from([cash]),
@@ -159,7 +159,7 @@ impl GreenBuilder {
         };
         self
     }
-    pub fn add_strategy(&mut self, strategy: SimpleStrategy) -> &mut GreenBuilder{
+    pub fn set_strategy(&mut self, strategy: SimpleStrategy) -> &mut GreenBuilder{
         self.strategy = strategy;
         self
     }

src/main.rs

@@ -44,6 +44,6 @@ async fn main() -> anyhow::Result<()> {
         Some(("backtest", sub_m)) => Ok(BackTestCommand::handler(sub_m).await?),
         Some(("paper-trading", sub_m)) => Ok(PaperTradingCommand::handler(sub_m).await?),
         Some(("live-trading", sub_m)) => Ok(LiveTradingCommand::handler(sub_m).await?),
-        _ => Err(anyhow::Error::msg("Miss arguments. Please access Makefile to get instructions")),
+        _ => Err(anyhow::Error::msg("Miss arguments. Please open Makefile to get instructions")),
     }
 }