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CHANGELOG
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v1.3.4
- Subscribe to Trades or Quotes via WebSocket based on the price type set in the script.
- Add REST API throttle for Free MD plan.
- When WebSocket is enabled, subscribe price from REST API once to avoid querying REST API repeatedly due to illiquid symbols.
- Add milliseconds in the log.
- Fixed unfilled LimitOrder treated as filled by Zorro.
v1.3.3
- Reverted the addition of the IEX feed for historical data, quotes, trades, and snapshots. This change ensures consistency with previous behavior.
- Fixed an issue where historical data downloads for the free plan did not extend beyond the year 2020.
v1.3.2
- Set the market data feed for the free market data plan to IEX. This ensures accurate and reliable data for users on the free plan.
- Fixed an issue where the market was incorrectly marked as closed.
- Corrected the application of some log types that were not being applied correctly.
- Fixed an issue where failed WebSocket login might cause crash.
v1.3.1
- Rollback the sandbox WebSocket endpoint for Paper account. The endpoint doesn't work.
v1.3.0
- Dropped Polygon support.
- Added latest quotes, latest trades and snapshots support.
- Added paper account WebSocket endpoint.
- Added Adjustment support for history bar download.
- Added log type to fine-tune what to log.
v1.2.1
- Added Type column in the AssetList.csv.
- Changed the MarginCost to -100 in the AssetList.csv
v1.2.0
- Added AlpacaBrokerCommands.h header file.
- Added fractional qty support
- Added AlpacaFractionalLotAmount config. Set this config will modify the LotAmount of a fractionable asset.
For example: with AlpacaFractionalLotAmount = 0.0001 in the Zorro.ini or ZorroFix.ini, enterLong(1) places a bid of 0.0001 shares of a fractionable asset
- Use brokerCommand(IS_ASSET_FRACTIONABLE, Asset) to check if current Asset is fractionable. (Need to include AlpacaBorkerCommands.h in the strategy)
- Fix MOC and MOO order can't open error.
- Added IS_ASSERET_FRACTIONABLE, IS_ASSET_SHORTABLE, IS_ASSET_EASY_TO_BORROW, IS_ASSET_MARGINABLE custom broker commands
- Added a Description column in the generated AssetList.csv
v1.1.0
- Fix typos
- Rename asset list to AssetAlpacaPaper.csv in Demo mode.
- Stop generating AssetList if the "Close" button is clicked.
- To reduce messaging, the BrokerTrade command will not fetch a filled, canceled, or expired order repeatedly. It will use the last quote from WebSocket if WebSocket is enabled.
- Change daily TimeFrame from '1D' to '1Day', added 15 minutes TimeFrame.
- Stop historical data downloading if the "Close" button is clicked.
- Trim symbols in the genAssetList custom broker command.
v1.0.6
- BrokerBuy2 wait for the order change to the right status
- Prevent from re-open Websocket if it failed to open during login
v1.0.5.1
- [HotFix] Fix order request object didn't pass to Alpaca. #4
v1.0.5
- Fixed an issue where when Zorro Logout/Re-Login after market close/re-open, Zorro doesn't resubscribe assets which cause the plugin not to reopen WebSockets
v1.0.4
- Fix when historical data taking too long, the plugin stopped getting real data from the WebSocket
v1.0.3
- Improve Historical data download
v1.0.2.1
- Fix server_queue_ not ready on the administrator account
v1.0.2
- Improved logger performance.
- Retrieve LastTrade/LastQuote from the new V2 snapshot endpoint.
- Download historical data from V2 Bars endpoint.
- Unsubscribe Websocket properly when logout.
- Added AlpacaUseWebsocket config to turn off Websocket.
v1.0.1
- Fix sometimes server heartbeat timeout after the first strategy launching the proxy server
- Shutdown proxy server 10 seconds after last strategy logout.
- Start client worker thread on strategy login. Stop client worker thread on strategy logout.
- GET_LOCK broker command returns 1 now.
- Default WebSocket URL to Pro plan URL.
v1.0.0
- Introduced ZorroWebsocketProxy so that multiple ZorroS instances can share one WebSocket connection
**NOTE** ZorroWebsocketProxy adopts a lock-free design that spins on one CPU core. High CPU usage is normal and expected.
- Added Alpaca MarketData V2 Websocket support
- Las trade and last quote are directly from the WebSocket stream. This is dramatically reduced the Zorro API query.
- if the last trade or last quote update has not been received yet, the plugin will pull the last trade and quote from the V1 endpoint.
- Added Alpaca plugin specific setting to Zorro.ini or ZorroFix.ini file.
- AlpacaDataSource = 1 // 0 = Alpaca, 1 = Polygon
- AlpacaPaidDataPlan = 1 // 0 = False, 1 = True
- AlpacaLogLevel = 0 // 0 = OFF, 1 = ERROR, 2 = WARNING, 3 = INFO, 4 = DEBUG, 5 = TRACE
- PolygonApiKey = "*************" // Polygon ApiKey
please refer to the README.md for details.
- Historical bars are still retrieved from the V1 endpoint because V2 Historical Bars are not ready yet.
- Polygon MarketData is still supported, but the ApiKey has moved into the Zorro config file.
NOTE: Polygon free plan can't be used as an alternative market data source due to lack of last trade and last quote data.
v0.2.6
- Get Polygon.io support back
v0.2.5
- [bug fix] Fix duplicate entry in the history data download
- Implemented a throttler to prevent requests from exceeding the rate limit
- Remove Polygon support.
All Polygon.io services through Alpaca will be discontinued after Feb. 26 2021 market is closed.
The plugin will no longer be able to use Polygon.io data feed via the Alpaca API key.
v0.2.4
- Support both Alpaca market data and Polygon in live mode.
* "APIKey" in User input, use Alpaca market data
* "APIKey_APIKey" in User input, use Polygon market data.
- [bug fix] - In live mode, historical market data download might use 60 minutes bar which is not supported by Alpaca.
- Added LastTrade price type support.
- Implement GET_PRICETYPE broker command
- [bug fix] Not return correct short position
v0.2.3
[bugfix] - Fix Polygon historical data download stuck when there is no more data to download.
v0.2.2
- Add PIPCost in the generated asset list
v0.2.1
[Feature] - Add AssetList download broker command.
[Improvement] - Handle asset not found.
[bugfix] - When switching to Alpaca market data, the log message still shows Polygon.
[bugfix] - Empty bars causes crash in diagnostic.
v0.2.0
[new feature] - Added Polygon market data support.
[bugfix] - Fix order replacement.
v0.1.2
[hotfix] - Change Live market data API URL to Alpaca market data.
v0.1.1
[hotfix] - Fix Quote deserialization cause a crash in the prod build.
v0.1.0
- Initial Release