Note: This is a work in progress. I just wanted to use Alpaca with C++.

A simple SMA example based off of this post is included.

To build:

$cd alpaca-cpp
$make
$./sma

alpaca-cpp

C++ library for Alpaca trade API

alpaca-cpp is a C++ library for the Alpaca trade API. It allows rapid trading algo development easily, with support for the both REST and streaming interfaces. For details of each API behavior, please see the online API document.

REST example

#include "tradeapi.h"

Tradeapi api;
api.init(EndPoint,KeyID,SecretKey);
auto account = api.get_account();
auto positions = api.list_positions();
std::cout << positions[0].symbol << std::endl;

Stream example

Stream s;
s.init(); //Hook up callback handler
s.connect("wss://paper-api.alpaca.markets/stream",KeyID,SecretKey);

std::vector<std::string> streams;
streams.push_back("trade_updates");
streams.push_back("account_updates");

s.subscribe(streams);

//Do whatever with streamed data using callback handler defined in stream.cpp or ... be bad:
Json::Value ret;
while(1) {
  std::this_thread::sleep_for(std::chrono::seconds(1));

  while(s.logged.size() > 0) {
    ret = s.logged.front();
    std::cout << "Stream: " << ret["stream"] << std::endl;
    if(ret["stream"] == "trade_updates") {
            std::cout << "Event: " << ret["data"]["event"] << std::endl;
            std::cout << "Qty: " << ret["data"]["order"]["qty"] << std::endl;
    }
    s.logged.pop_front();
  }
}

API Document

The HTTP API document is located in https://docs.alpaca.markets/

Authentication

The Alpaca API requires API key ID and secret key, which you can obtain from the web console after you sign in. You can pass key_id and secret_key to the initializers of REST or StreamConn as arguments, or set up environment variables as follows.

• APCA_API_KEY_ID: key ID
• APCA_API_SECRET_KEY: secret key

Base URL

The base URL for API calls defaults to https://api.alpaca.markets/. This endpoint is for live trading, and for paper trading and other purposes, you can to change the base URL. You can pass base_url kwarg to REST(), or using the environment variable, APCA_API_BASE_URL.

The environment variable APCA_API_DATA_URL can also be changed to configure the endpoint for returning data from the /bars endpoint. By default, it will use https://data.alpaca.markets.

REST

The REST class is the entry point for the API request. The instance of this class provides all REST API calls such as account, orders, positions, and bars.