Javascript Socket.IO Help Requested

Alpaca Integration Applications
1

Using Javascript, I’m able to successfully query Alpaca Market Data from ‘https://data.alpaca.markets/v1’ with fetch(). I’m now trying to implement websocket streaming using Socket.IO, but I keep getting 404 errors with whatever I try.

The code I’m using:

var url = 'wss://data.alpaca.markets/stream';

var params = {
  'action': 'authenticate',
  'data': {
    'key_id': ALPACA_API_KEY_ID,
    'secret_key': ALPACA_API_SECRET_KEY
  }
}

For the actual connection event I’ve tried all of the following, because I’m not entirely sure how I’m supposed to be passing the handshake data. Each of the following returns a 404 error:

var socket = io(url);
var socket = io(url, { query: params });
var socket = io(url, { query: JSON.stringify(params) });

I’ve tried a number of other tweaks to various things in an attempt to get it to work, but every response I get is a 404. Any help on troubleshooting this is appreciated. I know there’s an Alpaca JS library that could be used, but I’d like to get this working without that, if possible.

Thanks

2

This can be disregarded/closed. I ended up being able to successfully connect using the standard WebSocket protocol:

var socket = new WebSocket(‘wss://data.alpaca.markets/stream’);

I’m still not sure why Socket.IO doesn’t work, because I’ve used it in the past without any issues, but I’m glad I have a solution at least.

3

Would you mind sharing the javascript code you used to connect to alpaca websocket?

4

The code below should get you connected without the need for any third party libraries.

var url = 'wss://data.alpaca.markets/stream';
    
var request = {
  'action': 'authenticate',
  'data': {
    'key_id': YOUR_API_KEY_ID,
    'secret_key': YOUR_API_SECRET_KEY
  }
};

var socket = new WebSocket(url);

socket.onerror = function(event) {
  throw Error('Websocket connection error');
};

socket.onopen = function(event) {
  // Send handshake data
  socket.send(JSON.stringify(request));
};

socket.onmessage = function(event) {
  let msg = JSON.parse(event.data);
  console.log(msg);

  switch(msg.stream) {
    case 'authorization':
      if (msg.data.status === 'authorized') {
        // Connected and ready for subsequent messages
        console.log('Connected');
      }
      else if (msg.data.status === 'unauthorized') {
        throw Error('Websocket error: ' + msg.data.error);
      }

      break;

    case 'listening':
      if (msg.data.error) {
        throw Error('Websocket error: ' + msg.data.error);
      }
      else {
        // Everything's OK and we should now be streaming
      }

      break;

    default:
      // Whatever code you want to use to process the data in 'msg.data'

      break;
};

Also, once you’re connected, you can request to start listening by doing (this would be for getting minute bars):

request = {
  'action': 'listen',
  'data': {
    'streams': ['AM.AAPL', 'AM.TLSA']
  }
}

socket.send(JSON.stringify(request));

Regards,
Erik

5

Thank you very much! I just want to stream live candle data for specific ticker, so where do I plug that request?

6

Sorry for unclear question Erik. I am streaming now, but it is streaming like below, I cannot find actual candle data. And than you again for your help!

image

7

You need to append a prefix to the symbol for the type of stream you want. Yours is missing that:

AlpacaWSS2

e.g. “AM.YI”

request = {
  'action': 'listen',
  'data': {
    'streams': ['AM.YI']
  }
}

socket.send(JSON.stringify(request));

And then you need to wait 1 minute before you get the first data set.

8

Yes Sir, I did that. I am just getting constant stream of data, but not actual values:

image

9

It might be the symbol you’re using, then. I get the same thing when I try streaming ‘AM.YI’… try ‘AM.AAPL’ just for testing purposes. If that works for you, then it’s the symbol. I’m not familiar with ‘YI’, but one thing to keep in mind is that Alpaca only feeds data for stocks that are traded on US exchanges. So if ‘YI’ is traded only outside of the US, then you won’t be able to get data for it through this API.

1 Like
10

you could use the nodejs api for alpaca from npmjs which has socket functionality included.