andrewkim316

class LongShort {
  constructor(API_KEY, API_SECRET, PAPER){
    this.Alpaca = require('@alpacahq/alpaca-trade-api');
    this.alpaca = new this.Alpaca({
      keyId: API_KEY, 
      secretKey: API_SECRET, 
      paper: PAPER
    });

    this.allStocks = ['DOMO', 'TLRY', 'SQ', 'MRO', 'AAPL', 'GM', 'SNAP', 'SHOP', 'SPLK', 'BA', 'AMZN', 'SUI', 'SUN', 'TSLA', 'CGC', 'SPWR', 'NIO', 'CAT', 'MSFT', 'PANW', 'OKTA', 'TWTR', 'TM', 'RTN', 'ATVI', 'GS', 'BAC', 'MS', 'TWLO', 'QCOM'];

andrewkim316

async run(){
  // First, cancel any existing orders so they don't impact our buying power.
  var orders;
  await this.alpaca.getOrders({
    status: 'open', 
    direction: 'desc' 
  }).then((resp) => {
    orders = resp;
  }).catch((err) => {console.log(err.error);});
  var promOrders = [];

andrewkim316

// Rebalance our position after an update.
async rebalance(){
  await this.rerank();

  // Clear existing orders again.
  var orders;
  await this.alpaca.getOrders({
    status: 'open', 
    direction: 'desc'
  }).then((resp) => {

andrewkim316

const API_KEY = 'YOUR_API_KEY_HERE';
const API_SECRET = 'YOUR_API_SECRET_HERE';
const PAPER = true;

andrewkim316

var longShortAmount = Math.floor(this.allStocks.length / 4);

andrewkim316

// Determine amount to long/short based on total stock price of each bucket.
var equity;
await this.alpaca.getAccount().then((resp) => {
  equity = resp.equity;
}).catch((err) => {console.log(err.error);});
this.shortAmount = 0.30 * equity;
this.longAmount = Number(this.shortAmount) + Number(equity);

andrewkim316

// Get percent changes of the stock prices over the past 10 minutes.
getPercentChanges(allStocks){
  var length = 10;
  var promStocks = [];
  allStocks.forEach((stock) => {
    promStocks.push(new Promise(async (resolve, reject) => {
      await this.alpaca.getBars('minute', stock.name, {limit: length}).then((resp) => {
        stock.pc  = (resp[stock.name][length - 1].c - resp[stock.name][0].o) / resp[stock.name][0].o;
      }).catch((err) => {console.log(err.error);});
      resolve();

andrewkim316

async run(){
  ...
    else {
      // Rebalance the portfolio.
      await this.rebalance();
    }
  }, 60000);
}

andrewkim316

# Execute an order.  Must contain 5, 6, or 7 arguments: type, symbol,
# quantity, side, time in force, limit price (optional), and stop price
# (optional).


@app.route("/order", methods=["POST"])
def order_handler():
    args = request.form.get("text").split(" ")
    if(len(args) == 0):
        return WRONG_NUM_ARGS

andrewkim316

# Lists certain things.  Must contain 1 argument: orders, positions, or
# streams.


@app.route("/list", methods=["POST"])
def list_handler():
    args = request.form.get("text").split(" ")
    if(len(args) == 0):
        return WRONG_NUM_ARGS
    if(args[0] == "positions"):