Hi Alpaca staff,
I am trying to get used to alpaca-py and set up my paper trading algorithm. I’ve read docs and watched videos regarding the topic, but found that the mismatch of the syntax between the versions. I am now able to get the credantials authorized, but then got empty message when trying to listen to the live stream.
The script I used is here:
import config
import websocket, json
def on_open(ws):
print("opened")
auth_data = {
"action": "authenticate",
"key": config.API_KEY, "secret": config.SECRET_KEY
}
ws.send(json.dumps(auth_data))
listen_message = {"action": "listen", "data": {"streams": ["AM.SPY"]}}
ws.send(json.dumps(listen_message))
def on_message(ws, message):
print("received a message")
print(message)
def on_close(ws):
print("closed connection")
socket = "wss://paper-api.alpaca.markets/stream"
# socket = "wss://api.alpaca.markets/stream"
ws = websocket.WebSocketApp(socket, on_open=on_open, on_message=on_message, on_close=on_close)
ws.run_forever()
Any thought, and I am also wondering what is the best setup for paper and live streaming today?