Alpaca Integration¶

Execute trades through Alpaca Markets.

Overview¶

Alpaca provides:

Commission-free trading
Paper trading for testing
REST and WebSocket APIs
Extended hours trading

Setup¶

Create Account¶

Sign up at alpaca.markets
Generate API keys in dashboard
Note your API key and secret

Configure sigc¶

YAML

# sigc.yaml
output:
  type: alpaca

  alpaca:
    api_key: ${ALPACA_API_KEY}
    api_secret: ${ALPACA_API_SECRET}
    base_url: https://api.alpaca.markets  # Live
    # base_url: https://paper-api.alpaca.markets  # Paper
    paper: true  # Start with paper trading

Environment Variables¶

Bash

export ALPACA_API_KEY=your_api_key
export ALPACA_API_SECRET=your_api_secret

Paper Trading¶

Always test with paper trading first:

YAML

output:
  type: alpaca
  alpaca:
    paper: true  # Paper trading mode

Paper trading:

Uses separate paper account
Same API, different endpoint
Real market data
Simulated execution

Order Types¶

Market Orders¶

YAML

output:
  alpaca:
    orders:
      type: market
      time_in_force: day

Limit Orders¶

YAML

output:
  alpaca:
    orders:
      type: limit
      limit_offset_pct: 0.1  # 0.1% better than market
      time_in_force: day

Order Parameters¶

Parameter	Values	Description
`type`	`market`, `limit`, `stop`, `stop_limit`	Order type
`time_in_force`	`day`, `gtc`, `ioc`, `fok`	Time in force
`extended_hours`	`true`, `false`	Trade in extended hours

Execution Configuration¶

Basic Execution¶

YAML

output:
  alpaca:
    execution:
      algorithm: immediate  # Submit all orders at once

TWAP Execution¶

YAML

output:
  alpaca:
    execution:
      algorithm: twap
      duration_minutes: 30
      slices: 6  # 5-minute intervals

VWAP Execution¶

YAML

output:
  alpaca:
    execution:
      algorithm: vwap
      duration_minutes: 60
      participation_rate: 0.05  # 5% of volume

Smart Routing¶

YAML

output:
  alpaca:
    execution:
      smart_routing: true
      min_quantity: 100
      round_lots: true

Position Synchronization¶

Sync Mode¶

YAML

output:
  alpaca:
    sync:
      mode: full  # full | incremental
      reconcile: true

Full Sync¶

Closes all positions not in target weights:

YAML

sync:
  mode: full
  close_unlisted: true  # Close positions not in signal

Incremental Sync¶

Only adjusts positions in target:

YAML

sync:
  mode: incremental
  close_unlisted: false

Account Information¶

Check Account¶

Bash

sigc alpaca account

Text Only

Alpaca Account:
  Account ID: abc123
  Status: ACTIVE
  Cash: $100,000.00
  Portfolio Value: $250,000.00
  Buying Power: $500,000.00
  Equity: $250,000.00
  Margin Multiplier: 2x

Restrictions:
  Trading Blocked: No
  Transfers Blocked: No

Check Positions¶

Bash

sigc alpaca positions

Text Only

Current Positions:
Ticker | Quantity | Market Value | Unrealized P&L
-------+----------+--------------+---------------
AAPL   |      500 |    $92,820   |       +$1,520
MSFT   |      250 |    $93,628   |       +$2,128
GOOGL  |      100 |    $14,021   |         -$179
...

Order Management¶

View Orders¶

Bash

sigc alpaca orders

Text Only

Open Orders:
Order ID | Ticker | Side | Qty | Type  | Status
---------+--------+------+-----+-------+--------
ord_123  | NVDA   | buy  | 50  | limit | pending
ord_124  | AMD    | sell | 100 | limit | filled

Cancel Orders¶

Bash

# Cancel specific order
sigc alpaca cancel ord_123

# Cancel all orders
sigc alpaca cancel --all

Safety Features¶

Position Limits¶

YAML

output:
  alpaca:
    safety:
      max_position_pct: 0.05
      max_order_value: 50000

Order Validation¶

YAML

output:
  alpaca:
    safety:
      require_limit_price: true
      max_slippage_pct: 0.5
      check_buying_power: true

Rate Limiting¶

YAML

output:
  alpaca:
    rate_limits:
      orders_per_minute: 60
      requests_per_minute: 200

Monitoring¶

Order Status¶

Bash

sigc alpaca order-status ord_123

Text Only

Order ord_123:
  Symbol: AAPL
  Side: buy
  Quantity: 100
  Type: limit
  Limit Price: $185.00
  Status: filled
  Filled Qty: 100
  Filled Avg Price: $184.95
  Submitted: 2024-01-15 09:30:05
  Filled: 2024-01-15 09:30:08

Activity Feed¶

Bash

sigc alpaca activity --last 24h

WebSocket Streaming¶

YAML

output:
  alpaca:
    streaming:
      enabled: true
      events:
        - trade_updates
        - account_updates

Error Handling¶

Common Errors¶

Error	Cause	Solution
`insufficient_funds`	Not enough buying power	Reduce position sizes
`invalid_qty`	Fractional shares issue	Use whole shares
`market_closed`	Outside trading hours	Wait or use extended hours
`asset_not_tradeable`	Stock not available	Check asset status

Retry Logic¶

YAML

output:
  alpaca:
    retry:
      max_attempts: 3
      delay_seconds: 5
      backoff: exponential
      retryable_errors:
        - connection_error
        - rate_limit

Fallback Behavior¶

YAML

output:
  alpaca:
    on_error:
      reject: log_and_continue  # log_and_continue | halt | alert
      insufficient_funds: reduce_size
      market_closed: queue_for_open

Extended Hours¶

YAML

output:
  alpaca:
    extended_hours:
      enabled: true
      pre_market: "04:00"   # 4 AM - 9:30 AM
      after_hours: "20:00"  # 4 PM - 8 PM

Multi-Account¶

Configure Multiple Accounts¶

YAML

output:
  type: alpaca

  accounts:
    - name: main
      api_key: ${ALPACA_MAIN_KEY}
      api_secret: ${ALPACA_MAIN_SECRET}
      allocation: 0.7

    - name: secondary
      api_key: ${ALPACA_SEC_KEY}
      api_secret: ${ALPACA_SEC_SECRET}
      allocation: 0.3

Example: Full Configuration¶

YAML

# sigc.yaml
output:
  type: alpaca

  alpaca:
    api_key: ${ALPACA_API_KEY}
    api_secret: ${ALPACA_API_SECRET}
    paper: false  # Live trading

    orders:
      type: limit
      limit_offset_pct: 0.05
      time_in_force: day
      extended_hours: false

    execution:
      algorithm: twap
      duration_minutes: 30

    sync:
      mode: full
      reconcile: true
      close_unlisted: true

    safety:
      max_position_pct: 0.05
      max_order_value: 100000
      check_buying_power: true

    retry:
      max_attempts: 3
      delay_seconds: 5

    streaming:
      enabled: true
      events: [trade_updates]

Best Practices¶

1. Start with Paper Trading¶

YAML

alpaca:
  paper: true  # Always test first

Run paper trading for at least 30 days.

2. Use Limit Orders¶

YAML

orders:
  type: limit
  limit_offset_pct: 0.1

Avoid unexpected fills.

3. Set Conservative Limits¶

YAML

safety:
  max_position_pct: 0.03
  max_order_value: 25000

4. Monitor in Real-Time¶

YAML

streaming:
  enabled: true

5. Handle Errors Gracefully¶

YAML

on_error:
  reject: log_and_continue

Next Steps¶

Safety Systems - Pre-trade checks
Monitoring - Production monitoring
Yahoo Finance - Free data source