/alpaca-trade-api-csharp

C# SDK for Alpaca Trade API https://docs.alpaca.markets/

Primary LanguageC#Apache License 2.0Apache-2.0

Build Codacy Coverage Nuget

.NET SDK for Alpaca Markets API

Package Stable Pre-release
Alpaca.Markets Nuget Nuget
Alpaca.Markets.Extensions Nuget Nuget

.NET Core Usage Example

  1. Create a new console application in a new, empty folder by running dotnet new console.
  2. Add a reference for Alpaca .NET SDK with dotnet add package Alpaca.Markets.
  3. Replace content of the auto-generated Programm.cs file with this code snippet:
using System;
using Alpaca.Markets;
using System.Threading.Tasks;

namespace AlpacaExample
{
    internal static class Program
    {
        private const String KEY_ID = "";

        private const String SECRET_KEY = "";

        public static async Task Main()
        {
            var client = Environments.Paper
                .GetAlpacaTradingClient(new SecretKey(KEY_ID, SECRET_KEY));

            var clock = await client.GetClockAsync();

            if (clock != null)
            {
                Console.WriteLine(
                    "Timestamp: {0}, NextOpen: {1}, NextClose: {2}",
                    clock.TimestampUtc, clock.NextOpenUtc, clock.NextCloseUtc);
            }
        }
    }
}
  1. Replace KEY_ID and SECRET_KEY values with your own data from the Alpaca dashboard.
  2. Run the sample application using dotnet run command and check the output. You should see information about the current market timestamp and the times that the market will open and close next.

See the UsageExamples project for near-to-real-world strategy implementation using this SDK and the Alpaca.Markets.Tests repository for SDK usage examples. The Wiki pages contain a lot of additional information about different aspects of this SDK (environments handling, authentication types, different order placement approaches, streaming client subscriptions handling, etc.).

Alpaca Data API subscription plans

Alpaca provides 3 different subscription plans for the Data API v2 real-time streaming data: Free, Unlimited, and Business. The first one provides only IEX data and has some subscription limits. Other plans provide full SIP data without data subscription limits. The IAlpacaDataStreamingClient interface and its implementation from SDK provide unified access for both streams.

Use the Environments.Paper.GetAlpacaDataStreamingClient(...) factory method for creating client connected to the Free IEX data stream. For the Unlimited and Business SIP data stream use the Environments.Live.GetAlpacaDataStreamingClient(...) code. So Paper environment for free data tier and Live for paid subscriptions.

Mapping between branches and SDK versions

Branch Version Description Milestone
develop 6.0.x Unstable - experimental, can contain bugs SDK 6.0.x Experimental
master 5.x.x LTS - good choice for the new development SDK 5.x LTS
support/v4.1.x 4.x.x LTS - no new featues, security fixes only SDK 4.x LTS

Build instructions

  1. Install the latest version of the .NET 6.0 SDK for your OS.
  2. Clone the local version of this repository or your own fork (if you want to make changes).
  3. Build the packages using the dotnet build command running in the root directory of the cloned repo.