How to subscribe to websocket onStockTrades and onStockQuotes about alpaca-trade-api-js

[nodesocket]

I am getting a strange error using a custom written wrapper class:

'use strict';

const Log = require('./Log.js');

module.exports = class {
    constructor(alpaca, subscriptions) {
        this.client = alpaca.websocket;

        this.client.onStateChange((newState) => {
            Log.debug(`websocket state changed to ${newState}`);
        });

        this.client.onConnect(() => {
            Log.info('connected to websocket');

            this.client.subscribe([
                'trade_updates',
                'account_updates',
                'T.FB',
                'Q.AAPL',
                'A.FB',
                'AM.AAPL'
            ]);
        });

        this.client.onOrderUpdate(data => {
            Log.info(`order updates: ${JSON.stringify(data)}`);
        });

        this.client.onAccountUpdate(data => {
            Log.info(`account updates: ${JSON.stringify(data)}`);
        });

        this.client.onStockTrades((subject, data) => {
            Log.info(`stock trades: ${subject}, ${data}`);
        });

        this.client.onStockQuotes((subject, data) => {
            Log.info(`stock quotes: ${subject}, ${data}`);
        });

        this.client.onStockAggSec((subject, data) => {
            Log.info(`stock aggregate seconds: ${subject}, ${data}`);
        });

        this.client.onStockAggMin((subject, data) => {
            Log.info(`stock aggregate minutes: ${subject}, ${data}`);
        });

        this.client.onError((error) => {
            Log.error(error);
        });

        this.client.onDisconnect(() => {
            Log.info('disconnected from websocket');
        });
    }

    connect() {
        this.client.connect();
    }
};

MacBook-Pro ➜  alpaca-trade node index.js
2018-12-06T04:36:50.649Z [debug] websocket state changed to connecting
2018-12-06T04:36:50.649Z [debug] websocket state changed to authenticating
2018-12-06T04:36:50.649Z [debug] websocket state changed to connected
2018-12-06T04:36:50.649Z [info] connected to websocket
{ NatsError: 'Authorization Violation'
    at Client.processErr (/Users/justin/Sites/alpaca-trade/node_modules/nats/lib/nats.js:1114:28)
    at Client.processInbound (/Users/justin/Sites/alpaca-trade/node_modules/nats/lib/nats.js:859:28)
    at Socket.<anonymous> (/Users/justin/Sites/alpaca-trade/node_modules/nats/lib/nats.js:529:16)
    at Socket.emit (events.js:182:13)
    at addChunk (_stream_readable.js:283:12)
    at readableAddChunk (_stream_readable.js:264:11)
    at Socket.Readable.push (_stream_readable.js:219:10)
    at TCP.onStreamRead [as onread] (internal/stream_base_commons.js:94:17)
  name: 'NatsError',
  message: '\'Authorization Violation\'',
  code: 'NATS_PROTOCOL_ERR',
  chainedError: undefined }

I verified that I am passing a correct AlpacakeyId and secretKey.

[faridelnasire]

Ran into the exact same error yesterday. It worked a couple minutes before, then without me changing my code it just started returning those errors.

[suddjian]

Currently to access polygon data it is required that you have opened a brokerage account. I ran the code above with my own credentials and it worked. If you have a brokerage account and are seeing this issue then it is indeed a problem.

@faridelnasire that is very strange that it was working at all... It could also be an issue with Polygon.

We are working on adding trade and quote streaming to the Alpaca data api, so you should be able to stream that data soon without requiring a brokerage account.

The streaming endpoints are definitely not well documented right now (not documented at all really) and we are planning on improving this.

[nodesocket]

@ChemicalRocketeer thanks for the reply. So, is there anyway without streaming, to get real-time quote prices/volume?

[suddjian]

Unfortunately not, until more data api features are available. Creating a brokerage account with Alpaca should be a pretty easy fix in the meantime though, and should make the above code start working.

[suddjian]

You might be able to get what you want using the getBars() function also.

[sopko16]

Hey @suddjian , does this still not work? I tested this before, and I do not see it working so I wanted to ask:

I'm trying to get some kind of streaming data.

I've been getting it with this, and hit the limits often when I fetch any more rapidly than ~1000ms:

If this does not work, definitely no worries - but I just wanted to check that I'm not missing something else that is also available.

[suddjian]

I'm afraid I can't answer that, I'm not involved with this project anymore. @umitanuki?

[JoeOsterfeld]

For those using node, you simply have to call client.connect(). I had the same issue, then after calling this function, the socket is working as expected.

[smplman]

This seems to be working now. I'm using a paper account and polygon: false and I am getting minuet bar data. I tried with aggregate second data and it does not work which matches what the docs say about being Polygon only.

websocket.onStockAggSec(function(data)): Register callback function for the channel 'A.<SYMBOL>'. (Polygon only)

this._dataSocket.subscribe(['alpacadatav1/AM.FB', 'alpacadatav1/AM.AAPL', 'alpacadatav1/AM.GOOG']);

[10:38:57 AM] [6/10/2020] [log] State changed to connecting
[10:38:57 AM] [6/10/2020] [log] Server started on port: 4000
[10:38:57 AM] [6/10/2020] [log] State changed to authenticating
[10:38:57 AM] [6/10/2020] [log] State changed to connected
[10:38:57 AM] [6/10/2020] [log] Connected to data socket
[10:39:05 AM] [6/10/2020] [log] Stock agg min: AM.AAPL {"ev":"AM","symbol":"AAPL","volume":77794,"accumulatedVolume":803668,"officialOpenPrice":347.98,"vwap":349.5151,"openPrice":349.93,"closePrice":350.03,"highPrice":350.03,"lowPrice":349.85,"averagePrice":349.4641,"startEpochTime":1591799880000,"endEpochTime":1591799940000}
[10:39:05 AM] [6/10/2020] [log] Stock agg min: AM.FB {"ev":"AM","symbol":"FB","volume":46717,"accumulatedVolume":314452,"officialOpenPrice":240.92,"vwap":236.1886,"openPrice":237.27,"closePrice":237.16,"highPrice":237.28,"lowPrice":237.14,"averagePrice":237.5336,"startEpochTime":1591799880000,"endEpochTime":1591799940000}