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Alera API
#1
Alera API
This guide explains how the Alera API works and how you can use it.
Available with APM version 2.1.0+

The Alera API allows you to:
  • Send signals directly to the APM signal queue for immediate processing
  • Retrieve account and strategy settings programmatically
  • Retrieve current portfolio, order and trade information on a strategy by strategy basis
All of this is achieved through an HTTP endpoint.



HTTP Endpoints
All end-points are prefixed with http://localhost:<port>/api where <port> is the API Port set up in the account setting page. Don't forget to actually enable the API (it is not available with gold licenses). We've also gone ahead and prevented any traffic to the API from a non-local IP. This means you should only be accessing the API from the same computer that the APM runs on.

Port 7425 is the default port and will be used throughout this document. Please make sure that you select a different port for each account when enabling the API for multiple accounts and that you are connected to the proper account.

Type URL Description
POST api/strategies/<id> Add multiple signals to the queue
GET api/account Get the account settings
GET api/strategies Get the settings for all strategies
GET api/strategies/<id> Get the settings a specific strategy
GET api/strategies/<id>/portfolio/<format> Get the portfolio for a strategy as text or json
GET api/strategies/<id>/orders/<format> Get the orders for a strategy as text or json
GET api/strategies/<id>/trades/<format> Get the trades for a strategy as text or json
GET api/strategies/<id>/reenter/<format> Get the ReEnter orders for a strategy as text or json
GET api/strategies/<id>/stats Get some statistics for a strategy
GET api/strategies/<id>/symbols Get a list of symbols assigned to the strategy by the APM



HTTP POST Requests

Strategies
This call allows the http client to send signals directly to APM for immediate processing. It requires the account to be running.

Endpointhttp://localhost:7425/api/strategies/<id>
Parameters:
  • Header:
    • Content-Type: application/json
  • Body:
    • Key: “signals”
    • Value: A string containing multiple lines with the same format as the flat signal files (i.e. each line contains one signal. Comments are allowed). Invalid signals will be ignored. No csv formatting supported at this time.
The response will be a list that contains only the signals with a valid format that were sent to the signal queue. The execution can be monitored via the  log tab.

POST Examples
URL: http://localhost:7425/api/strategies/1002
Header: Content-Type: application/json
Body:{"signals":"
    # This is just a comment
    BTO SPY
    LONG IVV 20 %position
    SHORT DELL 100 shares LMT 45
"}

Response:
BTO SPY
LONG IVV 20 %POSITION
SHORT DELL 100 SHARES LMT 45



HTTP GET Requests

Account
This call returns the account settings that were setup in the APM user interface.

Endpointhttp://localhost:7425/api/account
Parameters: NONE

Strategies
This call returns information regarding the strategies setup in the APM user interface.
Any call to a specific strategy requires the account to be running.

Endpointhttp://localhost:7425/api/strategies
Parameters:
  • Id:
    • This is the strategyId of the strategy you wish to query. Usually a 4 digit number (e.g. 1002)
    • If no strategy with this id exists, the call returns Bad Request and an error message
  • Info:
    • This parameter is used to specify the type of information that is requested for a specific strategy
    • The following values are valid:
      • Portfolio - returns the current portfolio
      • Orders  - returns all active orders. This includes the Stop and Target orders. The ReEnter orders are not listed here as they are not active in the market.
      • ReEnter - returns all ReEnter orders
      • Trades  - returns the trades executed in the last 24 hours
      • Stats    - returns the strategy statistics
      • Symbols - return a list of symbols assigned to the strategy (you do not necessarily hold positions for assigned symbols)
  • Format:
    • The response for Portfolio, Orders, ReEnter, Trades can be requested in two different formats (optional: default Text)
      • JSON - returns a list of JSON formatted objects
      • Text - returns a nicely formatted string (use this for displaying info)
    • The response for Symbols, Stats come in JSON format (see examples below)

If no parameters are specified, the GET request returns settings information for all strategies.


GET Examples

Settings
http://localhost:7425/api/account
http://localhost:7425/api/strategies
The outputs for these are not specified here since there are a lot of settings.
If you want to use this information, we suggest you look at the output yourself and determine what information you might want to use.


Orders
URL:  http://localhost:7425/api/strategies/1002/orders
Response:
[
  {
    "Symbol": "QQQ",
    "Currency": "USD",
    "Country": "US",
    "Action": "SELL",
    "Type": "TGT",
    "Quantity": 100.0,
    "TimeInForce": "GTC",
    "LimitPrice": null,
    "StopPrice": null,
    "TargetPrice": 215.5,
    "TrailingPercent": null
  },
  {
    "Symbol": "QQQ",
    "Currency": "USD",
    "Country": "US",
    "Action": "SELL",
    "Type": "STP",
    "Quantity": 100.0,
    "TimeInForce": "GTC",
    "LimitPrice": null,
    "StopPrice": 195.36,
    "TargetPrice": null,
    "TrailingPercent": null
  },
]

Code:
URL: http://localhost:7425/api/strategies/1002/orders/text

Response:
 ORDERS    Action   Quantity   Type    Limit       %    TIF       ID
-------------------------------------------------------------------
  1.   QQQ   SELL        100    TGT   215.50            GTC
  2.   QQQ   SELL        100    STP   195.36            GTC
  3.  SVXY   SELL        917    MKT                     DAY
  4.   TLT   SELL      1,000    STP   160.47            GTC
  5.   TLT   SELL      1,000    TGT   177.01            GTC
  6.   TLT   SELL      1,018    LOC   100.00            DAY
  7.  TSLA    BUY         80    TGT   551.95            GTC
  8.  TSLA    BUY         80    STP   611.31            GTC
  9.  TSLA    BUY         49    MKT                     DAY
 10.   USD    BUY        370    MKT                     DAY
-------------------------------------------------------------------
The following two URLs also produce the above result:
http://localhost:7425/api/strategies/1002/orders
http://localhost:7425/api/strategies?id=1002&info=orders&format=text


ReEnter Orders
The responses to these requests are the same as regular order requests:
http://localhost:7425/api/strategies/1002/reenter
http://localhost:7425/api/strategies/1002/reenter/json
http://localhost:7425/api/strategies/1002/reenter/text


Portfolio
URL: http://localhost:7425/api/strategies/1002/portfolio

Response:
[
  {
    "Symbol": "QQQ",
    "Currency": "USD",
    "Country": "US",
    "Quantity": 100.0,
    "Exposure": "LONG",
    "MarketPrice": 201.3999939,
    "MarketValue": 20140.0,
    "AverageCost": 216.555,
    "UnrealizedPNL": -1515.5,
    "RealizedPNL": null,
    "Hold": null
  },
  {
    "Symbol": "SVXY",
    "Currency": "USD",
    "Country": "US",
    "Quantity": 917.0,
    "Exposure": "LONG",
    "MarketPrice": 32.54999925,
    "MarketValue": 29848.35,
    "AverageCost": 53.88827155,
    "UnrealizedPNL": -19567.2,
    "RealizedPNL": null,
    "Hold": null
  },
]


Trades
URL: http://localhost:7425/api/strategies/1002/symbols

Response:
[
   {
    "Symbol": "GS",
    "Currency": "USD",
    "Country": "US",
    "Side": "BOT",
    "Quantity": 181.0,
    "AveragePrice": 183.21,
    "Value": 33161.01,
    "Time": "20200413  10:30:32"
  },
  {
    "Symbol": "GS",
    "Currency": "USD",
    "Country": "US",
    "Side": "BOT",
    "Quantity": 46.0,
    "AveragePrice": 183.38,
    "Value": 8435.48,
    "Time": "20200413  10:33:14"
  },
]


Symbols
URL: http://localhost:7425/api/strategies/1002/symbols

Response:
["QQQ","SVXY","TLT","TSLA"]


Stats
URL: http://localhost:7425/api/strategies/1002/symbols

Response:

    "LongExposure": 383826.07999999996,
    "ShortExposure": -76561.5,
    "NumberOfLongPositions": 3,
    "NumberOfShortPositions": 1,
    "LongPNL": 20382.74,
    "ShortPNL": 23753.41,
    "NetExposure": 307264.57999999996,
    "TotalExposure": 460387.57999999996,
    "TotalNumberOfPositions": 4,
    "TotalPNL": 44136.15
}
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