Hi all,
Seeing a difference in how stream updates for crypto trade updates are implemented vs stock trade updates.
Currently my algo is subscribing to ‘minute bars’ and ‘trade updates’.
Using the same subscription mechanism for stock market stream data. Seems that with streamed crypto ‘trade updates’ is sending ‘all/any’ completed crypto trades - irrespective of whether that trade or order was made by my algo or associated with my account vs with stock ‘trade updates’ - the stream data for trade/order updates are specific to any trades placed by my algo/account.
Is this by intent?
On crypto stream data, need to be able to get the streamed status updates for (specific) order (trades) placed by my algo vs all trades, so I can update state of my algo for my specific order execution.
Something like the scalping algo example that alpaca has provided (if there is an equivalent example of the scalping algo for crypto, that would be super useful)
OR
if anyone has suggestion on how to subscribe for order updates for crypto.
super thanks,
s2j
For Stock stream updates - here is the subscription call to register callback functions:
symbols = [‘MSFT’, ‘AAPL’ ]
alpaca_conn.register(r’^AM…+$’, on_minute_bars)
alpaca_conn.register(r’T…+’, on_trade_updates)
_channels = _channels + [‘AM.’ + symbol for symbol in symbols]
_alpaca_conn.subscribe(_channels)
(This gives all trade updates placed specifically by my algo only)
For Crypto stream updates, using following calls:
symbols = [‘BTCUSD’, ‘ETHUSD’ ]
_alpaca_conn.subscribe_crypto_bars(on_minute_bars, *symbols)
_alpaca_conn.subscribe_crypto_trades(on_trade_updates, *symbols)
(this gets all crypto trades for symbol… ?)