This is what I do,
import alpaca_trade_api as alpaca
api = alpaca.REST(KEYID, SECRETKEY, 'https://paper-api.alpaca.markets')
active_assets = api.list_assets(status='active')
short_list = []
for asset in active_assets:
if asset.easy_to_borrow and asset.marginable:
short_list.append(asset.symbol)