Python AlphaHub Connection

https://github.com/timolson/alphahub

This example code demonstrates usage of the alphahub.us API. It's written in Python and requires the websockets and requests packages. It uses heartbeating to keep the connection alive and will automatically reauthenticate and reconnect on any error.

Running

Python 3.7 or greater is required
pip install -r requirements.txt
Provide your AlphaHub credentials by either:
1. Set environment variables ALPHAHUB_EMAIL and/or ALPHAHUB_PASSWORD
2. if an environment variable is not found, then the package alphahub.creds is imported and the attributes email and password are used instead. See src/alphahub/creds_example.py
set PYTHONPATH=src
python -m alphahub [algo_id]*
1. if no algorithm ID's are given on the command-line, it defaults to using 14, 16, 17, and 18.

Connection Class Usage

You can easily integrate the alphahub.Connection class into your own program:

import asyncio
import alphahub

def on_signal(id:int,info:dict):
    """
    :param id is integer ID of the algorithm sending the signal
    :param info is a dictionary like this one taken from Minotaur-3:
       {
          "close":[
              {"price":216.08,"side":"buy","symbol":"VRTX","timestamp":"2021-04-26 T14:30:00"},
              {"price":87.1,"side":"sell","symbol":"MU","timestamp":"2021-04-26T14:30:00"},
              {"price":80.28,"side":"sell"," symbol":"BMRN","timestamp":"2021-04-26T14:30:00"}
          ],
          "open":[
              {"price":168.56,"side":"buy","symbol":"JBHT","timestamp":"2021-04-26T14:30:01"},
              {"price":414.6,"side":"buy","symbol":"ILMN","timestamp":"2021-04-26T14:30:01"},
              {"price":142.94,"side":"sell","symbol":"CDNS","timestamp":"2021-04-26T14:30:01"}
          ]
      }
    """
    print('SIGNAL',id,info)


email = 'my@email.com'
password = 'abc123'
algo_ids = [14,16,17,18]
conn = alphahub.Connection(email,password,algo_ids,on_signal)
asyncio.run(conn.run())

The Connection class is a simple finite state machine and on any error it goes back to the initial state, causing a re-authentication and new websockets connection to occur.

NOTE that this is 99% reliable, but if the connection drops just before a signal is published, and the connection is not reestablished until after the signal was pushed, then the signal message will be missed. High-availability would require multiple connections from different locations, and/or a change to the API to request missed signals.

AlphaHub API Details

Signal ID's

Each signal has an integer ID assigned by AlphaHub:

14 Minotaur 1-Stock
16 Minotaur 3-Stock
17 Minotaur Optimus 1
18 The Optimizer

If your signal isn't listed here, just browse to the signal page on alphahub.us and look at the URL: https://alphahub.us/algorithms/18 would be signal ID 18

Authentication

The API authenticates with a REST-based OAuth request:

  url = 'https://alphahub.us/api/v1/session'
  headers = {'Content-Type': 'application/x-www-form-urlencoded'}
  params = {'user[email]': email, 'user[password]': password}
  response = requests.post(url, params, headers=headers)

Response:

{'data': {'renew_token': 'ABC...', 'token': 'ABC...'}}

WebSockets Connection

The authentication token expires after 30 minutes but within that window may be used to create a WebSockets connection:

url = f'wss://alphahub.us/socket/websocket?vsn=2.0.0&api_token={token}'
ws = await websockets.connect(url)

The rest of the communication is over the websocket.

Signal Subscriptions

After connecting the websocket, you may make multiple signal subscription requests:

ws.send(json.dumps([None,None,f'algorithms:{id}','phx_join',{}]))

Response:

[null,null,"algorithms:14","phx_reply",{"response":{},"status":"ok"}]

Heartbeat

The websocket connection will timeout and not produce signals unless you keep it active with an application-level heartbeat. NOTE: this app-level heartbeat is in addition to the usual websockets protocol-level ping/pong mechanism. The application timeout is about one minute, so we send a heartbeat about every 15 seconds:

Heartbeat request:

[null,null,"phoenix","heartbeat",{}]

Heartbeat response:

[null,null,"phoenix","phx_reply",{"response":{},"status":"ok"}]

Signals

If the connection is up and you are heartbeating properly, then when new signals are published, you should receive a signal message for each signal you are subscribed to.

Signal message (pushed):

[
   null,
   null,
   "algorithms:16",
   "new_signals",
   {
      "close":[
         {"price":216.08,"side":"buy","symbol":"VRTX","timestamp":"2021-04-26 T14:30:00"},
         {"price":87.1,"side":"sell","symbol":"MU","timestamp":"2021-04-26T14:30:00"},
         {"price":80.28,"side":"sell"," symbol":"BMRN","timestamp":"2021-04-26T14:30:00"}
      ],
      "open":[
         {"price":168.56,"side":"buy","symbol":"JBHT","timestamp":"2021-04-26T14:30:01"},
         {"price":414.6,"side":"buy","symbol":"ILMN","timestamp":"2021-04-26T14:30:01"},
         {"price":142.94,"side":"sell","symbol":"CDNS","timestamp":"2021-04-26T14:30:01"}
      ]
  }
]

The info argument passed to the alphahub.Connection.on_message(id,info) method is the last item of this message list.

utilmon/alphahub