From 8cf23cea4ba0392fad791e0d02f3f77fb58d1e82 Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Wed, 5 Jun 2019 23:33:53 +0800
Subject: [PATCH 01/19] add query_account and query_positions function , debug
 OK

---
 vnpy/gateway/alpaca/__init__.py       |   1 +
 vnpy/gateway/alpaca/alpaca_gateway.py | 426 ++++++++++++++++++++++++++
 2 files changed, 427 insertions(+)
 create mode 100644 vnpy/gateway/alpaca/__init__.py
 create mode 100644 vnpy/gateway/alpaca/alpaca_gateway.py

diff --git a/vnpy/gateway/alpaca/__init__.py b/vnpy/gateway/alpaca/__init__.py
new file mode 100644
index 00000000..16a9a0b9
--- /dev/null
+++ b/vnpy/gateway/alpaca/__init__.py
@@ -0,0 +1 @@
+from .alpaca_gateway import AlpacaGateway
diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
new file mode 100644
index 00000000..d102403b
--- /dev/null
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -0,0 +1,426 @@
+# encoding: UTF-8
+"""
+    Author: vigarbuaa
+"""
+
+import hashlib
+import hmac
+import sys
+import time
+from copy import copy
+from threading import Lock
+from datetime import datetime
+from urllib.parse import urlencode
+from vnpy.api.rest import Request, RestClient
+from vnpy.api.websocket import WebsocketClient
+
+from vnpy.trader.constant import (
+    Direction,
+    Exchange,
+    OrderType,
+    Product,
+    Status,
+    Offset,
+    Interval
+)
+from vnpy.trader.gateway import BaseGateway
+from vnpy.trader.object import (
+    TickData,
+    OrderData,
+    TradeData,
+    PositionData, AccountData,
+       ContractData,
+    OrderRequest,
+    CancelRequest,
+    SubscribeRequest,
+)
+
+REST_HOST = "https://api.alpaca.markets"
+PAPER_REST_HOST = "https://paper-api.alpaca.markets"
+KEY = ""
+SECRET = ""
+
+STATUS_ALPACA2VT = {
+    "new": Status.SUBMITTING,
+    "open": Status.NOTTRADED,
+    "part_filled": Status.PARTTRADED,
+    "filled": Status.ALLTRADED,
+    "cancelled": Status.CANCELLED,
+    "cancelling": Status.CANCELLED,
+    "failure": Status.REJECTED,
+}
+
+DIRECTION_VT2ALPACA = {Direction.LONG: "buy", Direction.SHORT: "sell"}
+DIRECTION_ALPACA2VT = {"buy": Direction.LONG, "sell": Direction.SHORT,
+                       "long": Direction.LONG, "short": Direction.SHORT}
+
+ORDERTYPE_VT2ALPACA = {
+    OrderType.LIMIT: "limit",
+    OrderType.MARKET: "market"
+}
+ORDERTYPE_ALPACA2VT = {v: k for k, v in ORDERTYPE_VT2ALPACA.items()}
+
+class AlpacaGateway(BaseGateway):
+    """
+    VN Trader Gateway for Alpaca connection.
+    """
+
+    default_setting = {
+        "key": "",
+        "secret": "",
+        "session": 3,
+        "proxy_host": "127.0.0.1",
+        "proxy_port": 1080,
+    }
+
+    def __init__(self, event_engine):
+        """Constructor"""
+        super(AlpacaGateway, self).__init__(event_engine, "ALPACA")
+
+        self.rest_api = AlpacaRestApi(self)
+        #self.ws_api = AlpacaWebsocketApi(self)
+        self.order_map = {}
+
+    def connect(self, setting: dict):
+        """"""
+        key = setting["key"]
+        secret = setting["secret"]
+        session = setting["session"]
+        proxy_host = setting["proxy_host"]
+        proxy_port = setting["proxy_port"]
+
+        self.rest_api.connect(key, secret, session, proxy_host, proxy_port)
+
+        #self.ws_api.connect(key, secret, proxy_host, proxy_port)
+
+    def subscribe(self, req: SubscribeRequest):
+        """"""
+        #self.ws_api.subscribe(req)
+        pass
+
+    def send_order(self, req: OrderRequest):
+        """"""
+        return self.rest_api.send_order(req)
+
+    def cancel_order(self, req: CancelRequest):
+        """"""
+        #self.ws_api.cancel_order(req)
+        pass
+
+    def query_account(self):
+        """"""
+        self.rest_api.query_account()
+
+    def query_position(self):
+        """"""
+        self.rest_api.query_position()
+
+    def close(self):
+        """"""
+        self.rest_api.stop()
+        self.ws_api.stop()
+
+
+class AlpacaRestApi(RestClient):
+    """
+    Alpaca REST API
+    """
+
+    def __init__(self, gateway: BaseGateway):
+        """"""
+        super(AlpacaRestApi, self).__init__()
+
+        self.gateway = gateway
+        self.gateway_name = gateway.gateway_name
+
+        self.key = ""
+        self.secret = ""
+
+        self.order_count = 1_000_000
+        self.order_count_lock = Lock()
+        self.connect_time = 0
+        print(
+            self.gateway_name,
+            self.key,
+            self.secret,
+            self.order_count,
+            self.connect_time)
+
+    def query_account(self):
+        print("call query_account")
+        path = f"/v1/account"
+        self.add_request(
+            method="GET",
+            path=path,
+            callback=self.on_query_account
+        )
+    
+    def on_query_account(self, data, request):
+        print("debug on_query_account: ", data, request)
+        account = AccountData(
+            accountid=data['id'],
+            balance=float(data['cash']),
+            frozen=float(data['cash']) - float(data['buying_power']),
+            gateway_name=self.gateway_name
+        )
+        self.gateway.on_account(account)
+    
+    def query_position(self):
+        print("call query_position")
+        path = f"/v1/positions"
+        self.add_request(
+            method="GET",
+            path=path,
+            callback=self.on_query_position
+        )
+
+    def on_query_position(self, data, request):
+        print("debug on_query_position: ", data,"!!!", request)
+        for d in data:
+            position = PositionData(
+                symbol=d['symbol'],
+                exchange=Exchange.ALPACA,
+                direction=DIRECTION_ALPACA2VT[d['side']],
+                volume=d['qty'],
+                price=d['avg_entry_price'],
+                pnl=d['unrealized_pl'],
+                gateway_name=self.gateway_name,
+            )
+            self.gateway.on_position(position)
+
+
+
+    def sign(self, request):
+        """
+        Generate Alpaca signature.
+        """
+        #msg = request.method + \
+        #    "/api/v1/{}{}{}".format(path, nonce, request.data)
+        headers = {
+            "APCA-API-KEY-ID": self.key,
+            "APCA-API-SECRET-KEY": self.secret,
+        }
+
+        request.headers = headers
+        request.allow_redirects=False
+        return request
+
+    def _new_order_id(self):
+        with self.order_count_lock:
+            self.order_count += 1
+            return self.order_count
+    
+    def connect(
+        self,
+        key: str,
+        secret: str,
+        session_num: int,
+        proxy_host: str,
+        proxy_port: int,
+    ):
+        """
+               Initialize connection to REST server.
+        """
+        self.key = key
+        self.secret = secret
+
+        self.init(PAPER_REST_HOST, proxy_host, proxy_port)
+        print("rest connect: ", PAPER_REST_HOST, proxy_host, proxy_port)
+        self.start(session_num)
+        self.connect_time = (
+            int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
+        )
+        print("rest client connected",self.connect_time)
+        self.gateway.write_log("ALPACA REST API启动成功")
+        self.query_account()
+        self.query_position()
+
+    def on_send_order(self, status_code: int, request: Request):
+        print("debug on send order: ", status_code, request)
+        pass
+
+    def on_failed(self, status_code: int, request: Request):
+        """
+        Callback to handle request failed.
+        """
+        msg = f"请求失败，状态码：{status_code}，信息：{request.response.text}"
+        print('debug on_failed', msg)
+        self.gateway.write_log(msg)
+
+    def on_error(
+        self, exception_type: type, exception_value: Exception, tb, request: Request
+    ):
+        """
+        Callback to handler request exception.
+        """
+        msg = f"触发异常，状态码：{exception_type}，信息：{exception_value}"
+        print('debug on_error', msg)
+        self.gateway.write_log(msg)
+
+        sys.stderr.write(
+            self.exception_detail(exception_type, exception_value, tb, request)
+        )
+
+    def send_order(self, req: OrderRequest):
+        orderid = str(self.connect_time + self._new_order_id())
+        data = {
+            "symbol": req.symbol,
+            "qty":2,
+            "side":'buy',
+            "type":'limit',
+            "time_in_force":'opg',
+            "limit_price":20.50
+#            "side": DIRECTION_VT2BITMEX[req.direction],
+#            "ordType": ORDERTYPE_VT2BITMEX[req.type],
+#            "orderQty": int(req.volume),
+#            "clOrdID": orderid,
+        }
+        order = req.create_order_data(orderid, self.gateway_name)
+        print("debug detail order: ",order)
+        self.add_request(
+            "POST",
+            "/v1/orders",
+            callback=self.on_send_order,
+            data=data,
+            extra=order,
+            on_failed=self.on_failed,
+            on_error=self.on_error,
+        )
+        self.gateway.on_order(order)
+        return order.vt_orderid
+        
+
+class AlpacaWebsocketApi(WebsocketClient):
+    """"""
+
+    def __init__(self, gateway):
+        """"""
+        super(AlpacaWebsocketApi, self).__init__()
+
+        self.gateway = gateway
+        self.gateway_name = gateway.gateway_name
+        self.order_id = 1_000_000
+        # self.date = int(datetime.now().strftime('%y%m%d%H%M%S')) * self.orderId
+        self.key = ""
+        self.secret = ""
+
+        self.callbacks = {
+            "trade": self.on_tick,
+            "orderBook10": self.on_depth,
+            "execution": self.on_trade,
+            "order": self.on_order,
+            "position": self.on_position,
+            "margin": self.on_account,
+            "instrument": self.on_contract,
+        }
+
+        self.ticks = {}
+        self.accounts = {}
+        self.orders = {}
+        self.trades = set()
+        self.tickDict = {}
+        self.bidDict = {}
+        self.askDict = {}
+        self.orderLocalDict = {}
+        self.channelDict = {}       # ChannelID : (Channel, Symbol)
+
+    def connect(
+        self, key: str, secret: str, proxy_host: str, proxy_port: int
+    ):
+        """"""
+        self.key = key
+        self.secret = secret.encode()
+
+        self.init(WEBSOCKET_HOST, proxy_host, proxy_port)
+
+        self.start()
+
+    def subscribe(self, req: SubscribeRequest):
+        pass
+
+    def send_order(self, req: OrderRequest):
+        pass
+
+    # ----------------------------------------------------------------------
+    def cancel_order(self, req: CancelRequest):
+        """"""
+        pass
+
+    def on_connected(self):
+        """"""
+        self.gateway.write_log("Websocket API连接成功")
+        self.authenticate()
+
+    def on_disconnected(self):
+        """"""
+        self.gateway.write_log("Websocket API连接断开")
+
+    # need debug 20190404
+    def on_packet(self, packet: dict):
+        """"""
+        print("debug on_packet: " , packet)
+
+    # ----------------------------------------------------------------------
+    def on_response(self, data):
+        """"""
+        pass
+    # ----------------------------------------------------------------------
+    def on_update(self, data):
+        """"""
+        pass
+
+    # ----------------------------------------------------------------------
+    def on_wallet(self, data):
+        """"""
+        pass
+
+    # ----------------------------------------------------------------------
+    def on_trade_update(self, data):
+        """"""
+        pass
+
+    def on_error(self, exception_type: type, exception_value: Exception, tb):
+        """"""
+        print("on_error: " ,type,Exception,tb)
+        pass
+
+    # debug OK , 0405
+    def authenticate(self):
+        pass
+
+    def subscribe_topic(self):
+        pass
+
+    def on_tick(self, d):
+        """"""
+        pass
+
+    def on_depth(self, d):
+        """"""
+        pass
+
+    def on_trade(self, d):
+        """"""
+        pass
+
+    def generateDateTime(self, s):
+        """生成时间"""
+        dt = datetime.fromtimestamp(s / 1000.0)
+        time = dt.strftime("%H:%M:%S.%f")
+        return time
+
+    def on_order(self, data):
+        """"""
+        pass
+
+    def on_position(self, d):
+        """"""
+        pass
+
+    def on_account(self, d):
+        """"""
+        pass
+
+    def on_contract(self, d):
+        """"""
+        pass
\ No newline at end of file

From 21cc72ac3f43deab545f0bbcae70f357c16aca82 Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Thu, 6 Jun 2019 23:13:39 +0800
Subject: [PATCH 02/19] add send_order function

1. add send_order function
2. post by json param,  need to modify rest_client.py to support json field
---
 vnpy/api/rest/rest_client.py          | 11 ++++++++++-
 vnpy/gateway/alpaca/alpaca_gateway.py | 16 ++++++----------
 2 files changed, 16 insertions(+), 11 deletions(-)

diff --git a/vnpy/api/rest/rest_client.py b/vnpy/api/rest/rest_client.py
index 7bd4568e..ead3992f 100644
--- a/vnpy/api/rest/rest_client.py
+++ b/vnpy/api/rest/rest_client.py
@@ -49,6 +49,10 @@ class Request(object):
 
         self.response = None
         self.status = RequestStatus.ready
+        self.json=None
+
+    def set_json(self, json_str: dict):
+        self.json=json_str
 
     def __str__(self):
         if self.response is None:
@@ -61,6 +65,7 @@ class Request(object):
             "headers: {}\n"
             "params: {}\n"
             "data: {}\n"
+            "json: {}\n"
             "response:"
             "{}\n".format(
                 self.method,
@@ -70,6 +75,7 @@ class Request(object):
                 self.headers,
                 self.params,
                 self.data,
+                self.json,
                 "" if self.response is None else self.response.text,
             )
         )
@@ -145,6 +151,7 @@ class RestClient(object):
         on_failed: Callable = None,
         on_error: Callable = None,
         extra: Any = None,
+        json_str: dict = None,
     ):
         """
         Add a new request.
@@ -170,6 +177,8 @@ class RestClient(object):
             on_error,
             extra,
         )
+        if json_str is not None:
+            request.set_json(json_str)
         self._queue.put(request)
         return request
 
@@ -253,10 +262,10 @@ class RestClient(object):
                 headers=request.headers,
                 params=request.params,
                 data=request.data,
+                json=request.json,
                 proxies=self.proxies,
             )
             request.response = response
-
             status_code = response.status_code
             if status_code // 100 == 2:  # 2xx都算成功，尽管交易所都用200
                 jsonBody = response.json()
diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index d102403b..3d938b44 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -265,26 +265,22 @@ class AlpacaRestApi(RestClient):
         orderid = str(self.connect_time + self._new_order_id())
         data = {
             "symbol": req.symbol,
-            "qty":2,
-            "side":'buy',
-            "type":'limit',
+            "qty": int(req.volume),
+            "side": DIRECTION_VT2ALPACA[req.direction],
+            "type": ORDERTYPE_VT2ALPACA[req.type],
             "time_in_force":'opg',
-            "limit_price":20.50
-#            "side": DIRECTION_VT2BITMEX[req.direction],
-#            "ordType": ORDERTYPE_VT2BITMEX[req.type],
-#            "orderQty": int(req.volume),
-#            "clOrdID": orderid,
+            "limit_price": float(req.price)
         }
         order = req.create_order_data(orderid, self.gateway_name)
-        print("debug detail order: ",order)
         self.add_request(
             "POST",
             "/v1/orders",
             callback=self.on_send_order,
-            data=data,
+            #data=data,
             extra=order,
             on_failed=self.on_failed,
             on_error=self.on_error,
+            json_str=data,
         )
         self.gateway.on_order(order)
         return order.vt_orderid

From 4e30095ac37870e5f00617b9c89bab2da8dd622e Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Thu, 6 Jun 2019 23:33:17 +0800
Subject: [PATCH 03/19] modify send_order func  to fill limit price order

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index 3d938b44..aa58dc98 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -263,14 +263,17 @@ class AlpacaRestApi(RestClient):
 
     def send_order(self, req: OrderRequest):
         orderid = str(self.connect_time + self._new_order_id())
-        data = {
+        raw_dict={
             "symbol": req.symbol,
             "qty": int(req.volume),
             "side": DIRECTION_VT2ALPACA[req.direction],
             "type": ORDERTYPE_VT2ALPACA[req.type],
-            "time_in_force":'opg',
-            "limit_price": float(req.price)
+            "time_in_force":'day',
         }
+        if raw_dict['type'] == "limit":
+            raw_dict['limit_price'] = float(req.price)
+
+        data = raw_dict
         order = req.create_order_data(orderid, self.gateway_name)
         self.add_request(
             "POST",

From 9fbac9dfba89dc39b1d387a7e3b8cb12736fa3bd Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Sat, 8 Jun 2019 06:40:09 +0800
Subject: [PATCH 04/19] format

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 71 ++++++++++++++-------------
 1 file changed, 36 insertions(+), 35 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index aa58dc98..8b2b5aa1 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -29,7 +29,7 @@ from vnpy.trader.object import (
     OrderData,
     TradeData,
     PositionData, AccountData,
-       ContractData,
+    ContractData,
     OrderRequest,
     CancelRequest,
     SubscribeRequest,
@@ -60,6 +60,7 @@ ORDERTYPE_VT2ALPACA = {
 }
 ORDERTYPE_ALPACA2VT = {v: k for k, v in ORDERTYPE_VT2ALPACA.items()}
 
+
 class AlpacaGateway(BaseGateway):
     """
     VN Trader Gateway for Alpaca connection.
@@ -95,7 +96,7 @@ class AlpacaGateway(BaseGateway):
 
     def subscribe(self, req: SubscribeRequest):
         """"""
-        #self.ws_api.subscribe(req)
+        # self.ws_api.subscribe(req)
         pass
 
     def send_order(self, req: OrderRequest):
@@ -104,8 +105,7 @@ class AlpacaGateway(BaseGateway):
 
     def cancel_order(self, req: CancelRequest):
         """"""
-        #self.ws_api.cancel_order(req)
-        pass
+        self.rest_api.cancel_order(req)
 
     def query_account(self):
         """"""
@@ -139,12 +139,7 @@ class AlpacaRestApi(RestClient):
         self.order_count = 1_000_000
         self.order_count_lock = Lock()
         self.connect_time = 0
-        print(
-            self.gateway_name,
-            self.key,
-            self.secret,
-            self.order_count,
-            self.connect_time)
+        self.order_dict={}
 
     def query_account(self):
         print("call query_account")
@@ -154,7 +149,7 @@ class AlpacaRestApi(RestClient):
             path=path,
             callback=self.on_query_account
         )
-    
+
     def on_query_account(self, data, request):
         print("debug on_query_account: ", data, request)
         account = AccountData(
@@ -164,7 +159,7 @@ class AlpacaRestApi(RestClient):
             gateway_name=self.gateway_name
         )
         self.gateway.on_account(account)
-    
+
     def query_position(self):
         print("call query_position")
         path = f"/v1/positions"
@@ -175,7 +170,7 @@ class AlpacaRestApi(RestClient):
         )
 
     def on_query_position(self, data, request):
-        print("debug on_query_position: ", data,"!!!", request)
+        print("debug on_query_position: ", data, "!!!", request)
         for d in data:
             position = PositionData(
                 symbol=d['symbol'],
@@ -188,28 +183,24 @@ class AlpacaRestApi(RestClient):
             )
             self.gateway.on_position(position)
 
-
-
     def sign(self, request):
         """
         Generate Alpaca signature.
         """
-        #msg = request.method + \
-        #    "/api/v1/{}{}{}".format(path, nonce, request.data)
         headers = {
             "APCA-API-KEY-ID": self.key,
             "APCA-API-SECRET-KEY": self.secret,
         }
 
         request.headers = headers
-        request.allow_redirects=False
+        request.allow_redirects = False
         return request
 
     def _new_order_id(self):
         with self.order_count_lock:
             self.order_count += 1
             return self.order_count
-    
+
     def connect(
         self,
         key: str,
@@ -230,29 +221,36 @@ class AlpacaRestApi(RestClient):
         self.connect_time = (
             int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
         )
-        print("rest client connected",self.connect_time)
+        print("rest client connected", self.connect_time)
         self.gateway.write_log("ALPACA REST API启动成功")
         self.query_account()
         self.query_position()
 
     def on_send_order(self, status_code: int, request: Request):
         print("debug on send order: ", status_code, request)
-        pass
+        order = request.extra
+        self.gateway.on_order(order)
 
-    def on_failed(self, status_code: int, request: Request):
+    def on_failed_order(self, status_code: int, request: Request):
         """
         Callback to handle request failed.
         """
+        order = request.extra
+        order.status = Status.REJECTED
+        self.gateway.on_order(order)
         msg = f"请求失败，状态码：{status_code}，信息：{request.response.text}"
         print('debug on_failed', msg)
         self.gateway.write_log(msg)
 
-    def on_error(
+    def on_error_order(
         self, exception_type: type, exception_value: Exception, tb, request: Request
     ):
         """
         Callback to handler request exception.
         """
+        order = request.extra
+        order.status = Status.REJECTED
+        self.gateway.on_order(order)
         msg = f"触发异常，状态码：{exception_type}，信息：{exception_value}"
         print('debug on_error', msg)
         self.gateway.write_log(msg)
@@ -261,14 +259,19 @@ class AlpacaRestApi(RestClient):
             self.exception_detail(exception_type, exception_value, tb, request)
         )
 
+    def cancel_order(self, req: CancelRequest):
+        """"""
+        order_id = req.orderid
+        print("come to cancel_order", order_id)
+
     def send_order(self, req: OrderRequest):
         orderid = str(self.connect_time + self._new_order_id())
-        raw_dict={
+        raw_dict = {
             "symbol": req.symbol,
             "qty": int(req.volume),
             "side": DIRECTION_VT2ALPACA[req.direction],
             "type": ORDERTYPE_VT2ALPACA[req.type],
-            "time_in_force":'day',
+            "time_in_force": 'day',
         }
         if raw_dict['type'] == "limit":
             raw_dict['limit_price'] = float(req.price)
@@ -279,15 +282,14 @@ class AlpacaRestApi(RestClient):
             "POST",
             "/v1/orders",
             callback=self.on_send_order,
-            #data=data,
+            # data=data,
             extra=order,
-            on_failed=self.on_failed,
-            on_error=self.on_error,
+            on_failed=self.on_failed_order,
+            on_error=self.on_error_order,
             json_str=data,
         )
-        self.gateway.on_order(order)
         return order.vt_orderid
-        
+
 
 class AlpacaWebsocketApi(WebsocketClient):
     """"""
@@ -329,9 +331,7 @@ class AlpacaWebsocketApi(WebsocketClient):
         """"""
         self.key = key
         self.secret = secret.encode()
-
         self.init(WEBSOCKET_HOST, proxy_host, proxy_port)
-
         self.start()
 
     def subscribe(self, req: SubscribeRequest):
@@ -357,13 +357,14 @@ class AlpacaWebsocketApi(WebsocketClient):
     # need debug 20190404
     def on_packet(self, packet: dict):
         """"""
-        print("debug on_packet: " , packet)
+        print("debug on_packet: ", packet)
 
     # ----------------------------------------------------------------------
     def on_response(self, data):
         """"""
         pass
     # ----------------------------------------------------------------------
+
     def on_update(self, data):
         """"""
         pass
@@ -380,7 +381,7 @@ class AlpacaWebsocketApi(WebsocketClient):
 
     def on_error(self, exception_type: type, exception_value: Exception, tb):
         """"""
-        print("on_error: " ,type,Exception,tb)
+        print("on_error: ", type, Exception, tb)
         pass
 
     # debug OK , 0405
@@ -422,4 +423,4 @@ class AlpacaWebsocketApi(WebsocketClient):
 
     def on_contract(self, d):
         """"""
-        pass
\ No newline at end of file
+        pass

From 5e5137f9abac82e3826703e0c9fb5bc4b4b93f84 Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Sat, 8 Jun 2019 07:17:25 +0800
Subject: [PATCH 05/19] add order_dict for cancel_order function

order_dict {local_order_id: remote_order_id}
---
 vnpy/gateway/alpaca/alpaca_gateway.py | 28 +++++++++++++++++++++++++--
 1 file changed, 26 insertions(+), 2 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index 8b2b5aa1..e82caf4f 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -226,9 +226,13 @@ class AlpacaRestApi(RestClient):
         self.query_account()
         self.query_position()
 
-    def on_send_order(self, status_code: int, request: Request):
-        print("debug on send order: ", status_code, request)
+    def on_send_order(self, data, request: Request):
+        print("debug on send order: ", data, request)
         order = request.extra
+        lcoal_order_id= order.orderId
+        remote_order_id = data['id']
+        self.order_dict[local_order_id]=remote_order_id
+        print('debug on_send_order: ', local_order_id, remote_order_id)
         self.gateway.on_order(order)
 
     def on_failed_order(self, status_code: int, request: Request):
@@ -259,11 +263,31 @@ class AlpacaRestApi(RestClient):
             self.exception_detail(exception_type, exception_value, tb, request)
         )
 
+    # need debug 0608
     def cancel_order(self, req: CancelRequest):
         """"""
         order_id = req.orderid
+        remote_order_id = self.order_dict['order_id']
+        if remote_order_id is None:
+            print("[error]: can not get remote_order_id from local dict!")
+            return
+        path="/v1/orders/"+str(remote_order_id)
+        self.add_request(
+            "DELETE",
+            path,
+            callback=self.on_cancel_order,
+            on_error=self.on_cancel_order_error,
+            extra=req
+        )
         print("come to cancel_order", order_id)
 
+    def on_cancel_order(self, data, request):
+        """Websocket will push a new order status"""
+        pass
+    
+    def on_cancel_order_error(self, data, request):
+        pass
+
     def send_order(self, req: OrderRequest):
         orderid = str(self.connect_time + self._new_order_id())
         raw_dict = {

From 7be2a90e4c76e1cca0864cc3b770ac184b5b06f2 Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Sat, 15 Jun 2019 11:19:15 +0800
Subject: [PATCH 06/19] add websocket into alpaca

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 97 +++++++++++++++++++++------
 1 file changed, 77 insertions(+), 20 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index e82caf4f..528457e5 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -37,6 +37,7 @@ from vnpy.trader.object import (
 
 REST_HOST = "https://api.alpaca.markets"
 PAPER_REST_HOST = "https://paper-api.alpaca.markets"
+WEBSOCKET_HOST = "wss://paper-api.alpaca.markets/stream"               # Market Data
 KEY = ""
 SECRET = ""
 
@@ -79,7 +80,7 @@ class AlpacaGateway(BaseGateway):
         super(AlpacaGateway, self).__init__(event_engine, "ALPACA")
 
         self.rest_api = AlpacaRestApi(self)
-        #self.ws_api = AlpacaWebsocketApi(self)
+        self.ws_api = AlpacaWebsocketApi(self)
         self.order_map = {}
 
     def connect(self, setting: dict):
@@ -92,7 +93,7 @@ class AlpacaGateway(BaseGateway):
 
         self.rest_api.connect(key, secret, session, proxy_host, proxy_port)
 
-        #self.ws_api.connect(key, secret, proxy_host, proxy_port)
+        self.ws_api.connect(key, secret, proxy_host, proxy_port)
 
     def subscribe(self, req: SubscribeRequest):
         """"""
@@ -139,7 +140,7 @@ class AlpacaRestApi(RestClient):
         self.order_count = 1_000_000
         self.order_count_lock = Lock()
         self.connect_time = 0
-        self.order_dict={}
+        self.order_list = []
 
     def query_account(self):
         print("call query_account")
@@ -151,7 +152,6 @@ class AlpacaRestApi(RestClient):
         )
 
     def on_query_account(self, data, request):
-        print("debug on_query_account: ", data, request)
         account = AccountData(
             accountid=data['id'],
             balance=float(data['cash']),
@@ -170,7 +170,6 @@ class AlpacaRestApi(RestClient):
         )
 
     def on_query_position(self, data, request):
-        print("debug on_query_position: ", data, "!!!", request)
         for d in data:
             position = PositionData(
                 symbol=d['symbol'],
@@ -225,14 +224,14 @@ class AlpacaRestApi(RestClient):
         self.gateway.write_log("ALPACA REST API启动成功")
         self.query_account()
         self.query_position()
+        #self.query_contracts()
 
-    def on_send_order(self, data, request: Request):
-        print("debug on send order: ", data, request)
-        order = request.extra
-        lcoal_order_id= order.orderId
+    def on_send_order(self, data, request ):
+        print("debug on_send_order data is {}  request is {} ---".format( data, request))
         remote_order_id = data['id']
-        self.order_dict[local_order_id]=remote_order_id
-        print('debug on_send_order: ', local_order_id, remote_order_id)
+        order = request.extra
+        self.order_list.append(remote_order_id)
+        print('debug on_send_order:  local is {} ---'.format(self.order_list))
         self.gateway.on_order(order)
 
     def on_failed_order(self, status_code: int, request: Request):
@@ -266,12 +265,13 @@ class AlpacaRestApi(RestClient):
     # need debug 0608
     def cancel_order(self, req: CancelRequest):
         """"""
+        """
         order_id = req.orderid
         remote_order_id = self.order_dict['order_id']
         if remote_order_id is None:
             print("[error]: can not get remote_order_id from local dict!")
             return
-        path="/v1/orders/"+str(remote_order_id)
+        path = "/v1/orders/" + str(remote_order_id)
         self.add_request(
             "DELETE",
             path,
@@ -280,11 +280,13 @@ class AlpacaRestApi(RestClient):
             extra=req
         )
         print("come to cancel_order", order_id)
+"""
+        pass
 
     def on_cancel_order(self, data, request):
         """Websocket will push a new order status"""
         pass
-    
+
     def on_cancel_order_error(self, data, request):
         pass
 
@@ -314,6 +316,38 @@ class AlpacaRestApi(RestClient):
         )
         return order.vt_orderid
 
+    def on_query_contracts(self, data, request: Request):
+       for instrument_data in data:
+            symbol = instrument_data['symbol']
+            contract = ContractData(
+                symbol=symbol,
+                exchange=Exchange.ALPACA,  
+                name=symbol,
+                product=Product.SPOT,
+                size=1, # need debug
+                pricetick=0.01, # need debug
+                gateway_name=self.gateway_name
+            )
+            self.on_contract(contract)
+
+    def on_failed_query_contracts(self, status_code: int, request: Request):
+        pass
+
+    def on_error_query_contracts(self, exception_type: type, exception_value: Exception, tb, request: Request):
+        pass
+
+    def query_contracts(self):
+        params = {"status": "active"}
+        self.add_request(
+            "GET",
+            "/v1/assets",
+            params = params,
+            callback=self.on_query_contracts,
+            on_failed=self.on_failed_query_contracts,
+            on_error=self.on_error_query_contracts,
+            # data=data,
+        )
+
 
 class AlpacaWebsocketApi(WebsocketClient):
     """"""
@@ -354,10 +388,26 @@ class AlpacaWebsocketApi(WebsocketClient):
     ):
         """"""
         self.key = key
-        self.secret = secret.encode()
+        self.secret = secret
         self.init(WEBSOCKET_HOST, proxy_host, proxy_port)
         self.start()
 
+    def login(self):
+        """"""
+        params={"action":"authenticate", "data": {
+                "key_id":self.key,"secret_key":self.secret
+        }}
+        print("string is {} ===".format(params))
+        self.send_packet(params)
+
+    def on_login(self, packet):
+        """"""
+        print("websocket authenticate success!!! msg: ", packet)
+        params={"action":"listen", "data": {
+            "streams":["account_updates", "trade_updates"]
+        }}
+        self.send_packet(params)
+    
     def subscribe(self, req: SubscribeRequest):
         pass
 
@@ -372,7 +422,7 @@ class AlpacaWebsocketApi(WebsocketClient):
     def on_connected(self):
         """"""
         self.gateway.write_log("Websocket API连接成功")
-        self.authenticate()
+        self.login()
 
     def on_disconnected(self):
         """"""
@@ -382,6 +432,17 @@ class AlpacaWebsocketApi(WebsocketClient):
     def on_packet(self, packet: dict):
         """"""
         print("debug on_packet: ", packet)
+        if "ping" in packet:
+            # has ping???
+            req = {"pong": packet["ping"]}
+            print("ping response: ", req)
+            self.send_packet(req)
+        elif "stream" in packet and "data" in packet:
+            # on_data
+            pass
+        else:
+            print("unrecognize mesg", packet)
+        #parse authenticate/trade/other data here
 
     # ----------------------------------------------------------------------
     def on_response(self, data):
@@ -408,10 +469,6 @@ class AlpacaWebsocketApi(WebsocketClient):
         print("on_error: ", type, Exception, tb)
         pass
 
-    # debug OK , 0405
-    def authenticate(self):
-        pass
-
     def subscribe_topic(self):
         pass
 
@@ -447,4 +504,4 @@ class AlpacaWebsocketApi(WebsocketClient):
 
     def on_contract(self, d):
         """"""
-        pass
+        pass
\ No newline at end of file

From e8e2e1121d91bac59c710bf390d2481dc3b73d63 Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Sat, 15 Jun 2019 13:45:50 +0800
Subject: [PATCH 07/19] websocket stream and auth and listening stream

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 53 +++++++++++++++++++--------
 1 file changed, 37 insertions(+), 16 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index 528457e5..a033a384 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -392,7 +392,7 @@ class AlpacaWebsocketApi(WebsocketClient):
         self.init(WEBSOCKET_HOST, proxy_host, proxy_port)
         self.start()
 
-    def login(self):
+    def authenticate(self):
         """"""
         params={"action":"authenticate", "data": {
                 "key_id":self.key,"secret_key":self.secret
@@ -400,12 +400,13 @@ class AlpacaWebsocketApi(WebsocketClient):
         print("string is {} ===".format(params))
         self.send_packet(params)
 
-    def on_login(self, packet):
+    def on_authenticate(self):
         """"""
-        print("websocket authenticate success!!! msg: ", packet)
+        print("websocket authenticate success!!! msg: " )
         params={"action":"listen", "data": {
             "streams":["account_updates", "trade_updates"]
         }}
+        print("on_authenticate func", params)
         self.send_packet(params)
     
     def subscribe(self, req: SubscribeRequest):
@@ -422,27 +423,45 @@ class AlpacaWebsocketApi(WebsocketClient):
     def on_connected(self):
         """"""
         self.gateway.write_log("Websocket API连接成功")
-        self.login()
+        self.authenticate()
 
     def on_disconnected(self):
         """"""
         self.gateway.write_log("Websocket API连接断开")
 
-    # need debug 20190404
     def on_packet(self, packet: dict):
         """"""
         print("debug on_packet: ", packet)
-        if "ping" in packet:
-            # has ping???
-            req = {"pong": packet["ping"]}
-            print("ping response: ", req)
-            self.send_packet(req)
-        elif "stream" in packet and "data" in packet:
-            # on_data
-            pass
+        if "stream" in packet and "data" in packet:
+            stream_ret = packet['stream']
+            data_ret = packet['data']
+            if(stream_ret  == "authorization"):
+                self.handle_auth(packet)
+            elif(stream_ret  == "listening"):
+                self.gateway.write_log("listening {}".format(data_ret))
+            else:
+                self.ondata(packet)
         else:
-            print("unrecognize mesg", packet)
-        #parse authenticate/trade/other data here
+            print("unrecognize msg", packet)
+
+    # ----------------------------------------------------------------------
+    def on_data(self, data):
+        pass
+
+    # ----------------------------------------------------------------------
+    def handle_auth(self, data):
+        stream_ret = data['stream']
+        data_ret = data['data']
+        print("stream is {}, data is {}".format(stream_ret,data_ret))
+        if (data_ret['status'] == "authorized"):
+            print("authorization success!!!")
+            self.gateway.write_log("authorization success!!!")
+            self.on_authenticate()
+        elif (data_ret['status'] == "unauthorized"):
+            print("authorization failed!!!")
+            self.gateway.write_log("authorization failed!!!")
+        else:
+            print("??unhandled status:  ",data)
 
     # ----------------------------------------------------------------------
     def on_response(self, data):
@@ -467,7 +486,9 @@ class AlpacaWebsocketApi(WebsocketClient):
     def on_error(self, exception_type: type, exception_value: Exception, tb):
         """"""
         print("on_error: ", type, Exception, tb)
-        pass
+        sys.stderr.write(
+            self.exception_detail(exception_type, exception_value, tb )
+        )
 
     def subscribe_topic(self):
         pass

From 1e0248ce5cc858e8a44e93d5b28a242155d938de Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Sat, 15 Jun 2019 15:07:07 +0800
Subject: [PATCH 08/19] add swicht {real, paper} url function

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 69 +++++++++++++++++++--------
 1 file changed, 49 insertions(+), 20 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index a033a384..20bc75f6 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -36,19 +36,19 @@ from vnpy.trader.object import (
 )
 
 REST_HOST = "https://api.alpaca.markets"
+WEBSOCKET_HOST = "wss://api.alpaca.markets/stream"               # Market Data
 PAPER_REST_HOST = "https://paper-api.alpaca.markets"
-WEBSOCKET_HOST = "wss://paper-api.alpaca.markets/stream"               # Market Data
+PAPER_WEBSOCKET_HOST = "wss://paper-api.alpaca.markets/stream"               # Market Data
 KEY = ""
 SECRET = ""
 
 STATUS_ALPACA2VT = {
     "new": Status.SUBMITTING,
-    "open": Status.NOTTRADED,
-    "part_filled": Status.PARTTRADED,
-    "filled": Status.ALLTRADED,
+    "partial_fill": Status.PARTTRADED,
+    "fill": Status.ALLTRADED,
     "cancelled": Status.CANCELLED,
-    "cancelling": Status.CANCELLED,
-    "failure": Status.REJECTED,
+    #"done_for_day": Status.CANCELLED,
+    "expired": Status.NOTTRADED
 }
 
 DIRECTION_VT2ALPACA = {Direction.LONG: "buy", Direction.SHORT: "sell"}
@@ -71,6 +71,7 @@ class AlpacaGateway(BaseGateway):
         "key": "",
         "secret": "",
         "session": 3,
+        "服务器": ["REAL", "PAPER"],
         "proxy_host": "127.0.0.1",
         "proxy_port": 1080,
     }
@@ -85,15 +86,17 @@ class AlpacaGateway(BaseGateway):
 
     def connect(self, setting: dict):
         """"""
+        print("[debug] gateway setting: ",setting)
         key = setting["key"]
         secret = setting["secret"]
         session = setting["session"]
         proxy_host = setting["proxy_host"]
         proxy_port = setting["proxy_port"]
-
-        self.rest_api.connect(key, secret, session, proxy_host, proxy_port)
-
-        self.ws_api.connect(key, secret, proxy_host, proxy_port)
+        env=setting['服务器']
+        rest_url = REST_HOST if env == "REAL" else  PAPER_REST_HOST
+        websocket_url = WEBSOCKET_HOST if env == "REAL" else  PAPER_WEBSOCKET_HOST
+        self.rest_api.connect(key, secret, session, proxy_host, proxy_port,rest_url)
+        self.ws_api.connect(key, secret, proxy_host, proxy_port,websocket_url)
 
     def subscribe(self, req: SubscribeRequest):
         """"""
@@ -152,6 +155,7 @@ class AlpacaRestApi(RestClient):
         )
 
     def on_query_account(self, data, request):
+        print("on_query_account debug: " , data)
         account = AccountData(
             accountid=data['id'],
             balance=float(data['cash']),
@@ -207,15 +211,15 @@ class AlpacaRestApi(RestClient):
         session_num: int,
         proxy_host: str,
         proxy_port: int,
+        url: str,
     ):
         """
                Initialize connection to REST server.
         """
         self.key = key
         self.secret = secret
-
-        self.init(PAPER_REST_HOST, proxy_host, proxy_port)
-        print("rest connect: ", PAPER_REST_HOST, proxy_host, proxy_port)
+        self.init(url, proxy_host, proxy_port)
+        print("rest connect: ", url, proxy_host, proxy_port)
         self.start(session_num)
         self.connect_time = (
             int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
@@ -227,7 +231,6 @@ class AlpacaRestApi(RestClient):
         #self.query_contracts()
 
     def on_send_order(self, data, request ):
-        print("debug on_send_order data is {}  request is {} ---".format( data, request))
         remote_order_id = data['id']
         order = request.extra
         self.order_list.append(remote_order_id)
@@ -384,12 +387,12 @@ class AlpacaWebsocketApi(WebsocketClient):
         self.channelDict = {}       # ChannelID : (Channel, Symbol)
 
     def connect(
-        self, key: str, secret: str, proxy_host: str, proxy_port: int
+        self, key: str, secret: str, proxy_host: str, proxy_port: int,url:str
     ):
         """"""
         self.key = key
         self.secret = secret
-        self.init(WEBSOCKET_HOST, proxy_host, proxy_port)
+        self.init(url, proxy_host, proxy_port)
         self.start()
 
     def authenticate(self):
@@ -397,16 +400,13 @@ class AlpacaWebsocketApi(WebsocketClient):
         params={"action":"authenticate", "data": {
                 "key_id":self.key,"secret_key":self.secret
         }}
-        print("string is {} ===".format(params))
         self.send_packet(params)
 
     def on_authenticate(self):
         """"""
-        print("websocket authenticate success!!! msg: " )
         params={"action":"listen", "data": {
             "streams":["account_updates", "trade_updates"]
         }}
-        print("on_authenticate func", params)
         self.send_packet(params)
     
     def subscribe(self, req: SubscribeRequest):
@@ -446,7 +446,36 @@ class AlpacaWebsocketApi(WebsocketClient):
 
     # ----------------------------------------------------------------------
     def on_data(self, data):
-        pass
+        print("on_data is {}".format(data))
+        stream_ret = data['stream']
+        data_ret = data['data']
+        if(stream_ret == "account_updates"):
+            #handle account
+            account = AccountData(
+                accountid=data_ret['id'],
+                balance=float(data_ret['cash']),
+                frozen=float(data_ret['cash']) - float(data_ret['cash_withdrawable']),
+                gateway_name=self.gateway_name
+            )
+            self.gateway.on_account(account)
+        elif(stream_ret == "trade_updates"):
+            d=data_ret['order']
+            trade = TradeData(
+                symbol=d["symbol"],
+                exchange=Exchange.ALPACA,
+                orderid=d['id'],
+                tradeid=None,
+                direction=DIRECTION_ALPACA2VT[d["side"]],
+                price=data_ret["price"],
+                volume=data_ret["qty"],
+                time=data_ret["timestamp"][11:19],
+                gateway_name=self.gateway_name,
+            )
+            self.gateway.on_trade(trade)
+            #self.gateway.on_order(order) # udpate order status
+        else:
+            pass
+
 
     # ----------------------------------------------------------------------
     def handle_auth(self, data):

From eb691525fc78cd00408cb66bea06df440a60f237 Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Tue, 18 Jun 2019 23:13:41 +0800
Subject: [PATCH 09/19] cancel order successful

send cancel req by rest_client
receive reponse by websocket

...  need to debug
---
 vnpy/gateway/alpaca/alpaca_gateway.py | 50 ++++++++++++++++-----------
 1 file changed, 29 insertions(+), 21 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index 20bc75f6..02d8709b 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -143,7 +143,7 @@ class AlpacaRestApi(RestClient):
         self.order_count = 1_000_000
         self.order_count_lock = Lock()
         self.connect_time = 0
-        self.order_list = []
+        self.order_dict ={} 
 
     def query_account(self):
         print("call query_account")
@@ -230,11 +230,14 @@ class AlpacaRestApi(RestClient):
         self.query_position()
         #self.query_contracts()
 
-    def on_send_order(self, data, request ):
+    def on_send_order(self, data, request: Request ):
+        print("debug on_send_order data: ", data)
+        print("debug on_send_order request: ", request)
+        print("***debug on_send_order request: ", request.extra)
         remote_order_id = data['id']
         order = request.extra
-        self.order_list.append(remote_order_id)
-        print('debug on_send_order:  local is {} ---'.format(self.order_list))
+        self.order_dict[order.orderid]=remote_order_id
+        print("+++debug on_send_order request: ", self.order_dict)
         self.gateway.on_order(order)
 
     def on_failed_order(self, status_code: int, request: Request):
@@ -268,9 +271,9 @@ class AlpacaRestApi(RestClient):
     # need debug 0608
     def cancel_order(self, req: CancelRequest):
         """"""
-        """
         order_id = req.orderid
-        remote_order_id = self.order_dict['order_id']
+        remote_order_id = self.order_dict[order_id]
+        print("debug cancel order: order id ", order_id, "---", remote_order_id)
         if remote_order_id is None:
             print("[error]: can not get remote_order_id from local dict!")
             return
@@ -283,7 +286,6 @@ class AlpacaRestApi(RestClient):
             extra=req
         )
         print("come to cancel_order", order_id)
-"""
         pass
 
     def on_cancel_order(self, data, request):
@@ -307,6 +309,7 @@ class AlpacaRestApi(RestClient):
 
         data = raw_dict
         order = req.create_order_data(orderid, self.gateway_name)
+        print("debug send_order orderBody extra: ",order)
         self.add_request(
             "POST",
             "/v1/orders",
@@ -440,7 +443,7 @@ class AlpacaWebsocketApi(WebsocketClient):
             elif(stream_ret  == "listening"):
                 self.gateway.write_log("listening {}".format(data_ret))
             else:
-                self.ondata(packet)
+                self.on_data(packet)
         else:
             print("unrecognize msg", packet)
 
@@ -460,23 +463,28 @@ class AlpacaWebsocketApi(WebsocketClient):
             self.gateway.on_account(account)
         elif(stream_ret == "trade_updates"):
             d=data_ret['order']
-            trade = TradeData(
-                symbol=d["symbol"],
-                exchange=Exchange.ALPACA,
-                orderid=d['id'],
-                tradeid=None,
-                direction=DIRECTION_ALPACA2VT[d["side"]],
-                price=data_ret["price"],
-                volume=data_ret["qty"],
-                time=data_ret["timestamp"][11:19],
-                gateway_name=self.gateway_name,
-            )
-            self.gateway.on_trade(trade)
+            if (data_ret['event'] == "fill"):
+                trade = TradeData(
+                    symbol=d["symbol"],
+                    exchange=Exchange.ALPACA,
+                    orderid=d['id'],
+                    tradeid=None,
+                    direction=DIRECTION_ALPACA2VT[d["side"]],
+                    price=d["filled_avg_price"],
+                    volume=d["filled_qty"],
+                    time=data_ret["timestamp"][11:19],
+                    gateway_name=self.gateway_name,
+                )
+                self.gateway.on_trade(trade)
+            elif (data_ret['event'] == "canceled"):
+                
+                self.gateway.on_order(order)
+            else:
+                print("unhandled trade_update msg, ", data_ret['event'])
             #self.gateway.on_order(order) # udpate order status
         else:
             pass
 
-
     # ----------------------------------------------------------------------
     def handle_auth(self, data):
         stream_ret = data['stream']

From 04b0da5ce53a825126f132bfcefa7bf817eeb43f Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Thu, 20 Jun 2019 22:24:03 +0800
Subject: [PATCH 10/19] add try/catch to json parse func
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

rest_client认为每个返回都可解为json,在处理alpaca的撤单操作时报错
---
 vnpy/api/rest/rest_client.py | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

diff --git a/vnpy/api/rest/rest_client.py b/vnpy/api/rest/rest_client.py
index ead3992f..1af29631 100644
--- a/vnpy/api/rest/rest_client.py
+++ b/vnpy/api/rest/rest_client.py
@@ -268,9 +268,12 @@ class RestClient(object):
             request.response = response
             status_code = response.status_code
             if status_code // 100 == 2:  # 2xx都算成功，尽管交易所都用200
-                jsonBody = response.json()
-                request.callback(jsonBody, request)
-                request.status = RequestStatus.success
+                try:
+                    jsonBody = response.json()
+                    request.callback(jsonBody, request)
+                    request.status = RequestStatus.success
+                except:
+                    print("not json body from request, check body: ",response.text)
             else:
                 request.status = RequestStatus.failed
 

From 0753e3cfe2689fab49972c025ae05c75228f7a2a Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Thu, 20 Jun 2019 22:24:18 +0800
Subject: [PATCH 11/19] add cancel order fun for alpaca

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 20 ++++++++++++++------
 1 file changed, 14 insertions(+), 6 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index 02d8709b..95c5e28a 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -60,7 +60,7 @@ ORDERTYPE_VT2ALPACA = {
     OrderType.MARKET: "market"
 }
 ORDERTYPE_ALPACA2VT = {v: k for k, v in ORDERTYPE_VT2ALPACA.items()}
-
+GLOBAL_ORDER={}
 
 class AlpacaGateway(BaseGateway):
     """
@@ -239,6 +239,8 @@ class AlpacaRestApi(RestClient):
         self.order_dict[order.orderid]=remote_order_id
         print("+++debug on_send_order request: ", self.order_dict)
         self.gateway.on_order(order)
+        GLOBAL_ORDER[remote_order_id]=order
+        print("===+++ debug update global_order_dict: ", GLOBAL_ORDER)
 
     def on_failed_order(self, status_code: int, request: Request):
         """
@@ -286,14 +288,15 @@ class AlpacaRestApi(RestClient):
             extra=req
         )
         print("come to cancel_order", order_id)
-        pass
 
     def on_cancel_order(self, data, request):
         """Websocket will push a new order status"""
         pass
 
-    def on_cancel_order_error(self, data, request):
-        pass
+    def on_cancel_order_error( self, exception_type: type, exception_value: Exception, tb, request: Request):
+        # Record exception if not ConnectionError
+        if not issubclass(exception_type, ConnectionError):
+            self.on_error(exception_type, exception_value, tb, request)
 
     def send_order(self, req: OrderRequest):
         orderid = str(self.connect_time + self._new_order_id())
@@ -320,6 +323,7 @@ class AlpacaRestApi(RestClient):
             on_error=self.on_error_order,
             json_str=data,
         )
+        print("debug send_order ret val : ", order.vt_orderid)
         return order.vt_orderid
 
     def on_query_contracts(self, data, request: Request):
@@ -341,7 +345,8 @@ class AlpacaRestApi(RestClient):
 
     def on_error_query_contracts(self, exception_type: type, exception_value: Exception, tb, request: Request):
         pass
-
+    
+    # need debug
     def query_contracts(self):
         params = {"status": "active"}
         self.add_request(
@@ -477,8 +482,11 @@ class AlpacaWebsocketApi(WebsocketClient):
                 )
                 self.gateway.on_trade(trade)
             elif (data_ret['event'] == "canceled"):
-                
+                order_id = d['id']
+                order=GLOBAL_ORDER[order_id]
+                order.status = Status.CANCELLED
                 self.gateway.on_order(order)
+                print("^^^^debug cancel order id, ",order_id," body: ",order)
             else:
                 print("unhandled trade_update msg, ", data_ret['event'])
             #self.gateway.on_order(order) # udpate order status

From 2dd33b5ba04326dbbe421adc72b02180e6be760c Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Fri, 21 Jun 2019 13:26:40 +0800
Subject: [PATCH 12/19] add subscribe func

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 21 ++++++++++++++-------
 1 file changed, 14 insertions(+), 7 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index 95c5e28a..08bb6fb7 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -36,9 +36,9 @@ from vnpy.trader.object import (
 )
 
 REST_HOST = "https://api.alpaca.markets"
-WEBSOCKET_HOST = "wss://api.alpaca.markets/stream"               # Market Data
+WEBSOCKET_HOST = "wss://api.alpaca.markets/stream"   # Market Data
 PAPER_REST_HOST = "https://paper-api.alpaca.markets"
-PAPER_WEBSOCKET_HOST = "wss://paper-api.alpaca.markets/stream"               # Market Data
+PAPER_WEBSOCKET_HOST = "wss://paper-api.alpaca.markets/stream"  # Market Data
 KEY = ""
 SECRET = ""
 
@@ -100,7 +100,7 @@ class AlpacaGateway(BaseGateway):
 
     def subscribe(self, req: SubscribeRequest):
         """"""
-        # self.ws_api.subscribe(req)
+        self.ws_api.subscribe(req)
         pass
 
     def send_order(self, req: OrderRequest):
@@ -393,6 +393,7 @@ class AlpacaWebsocketApi(WebsocketClient):
         self.askDict = {}
         self.orderLocalDict = {}
         self.channelDict = {}       # ChannelID : (Channel, Symbol)
+        self.channels=["account_updates", "trade_updates"]
 
     def connect(
         self, key: str, secret: str, proxy_host: str, proxy_port: int,url:str
@@ -413,12 +414,16 @@ class AlpacaWebsocketApi(WebsocketClient):
     def on_authenticate(self):
         """"""
         params={"action":"listen", "data": {
-            "streams":["account_updates", "trade_updates"]
+            "streams":self.channels
         }}
         self.send_packet(params)
     
     def subscribe(self, req: SubscribeRequest):
-        pass
+        self.channels.append(req.symbol)
+        params={"action":"listen", "data": {
+            "streams":self.channels
+        }}
+        self.send_packet(params)
 
     def send_order(self, req: OrderRequest):
         pass
@@ -468,6 +473,8 @@ class AlpacaWebsocketApi(WebsocketClient):
             self.gateway.on_account(account)
         elif(stream_ret == "trade_updates"):
             d=data_ret['order']
+            order_id = d['id']
+            order=GLOBAL_ORDER[order_id]
             if (data_ret['event'] == "fill"):
                 trade = TradeData(
                     symbol=d["symbol"],
@@ -481,9 +488,9 @@ class AlpacaWebsocketApi(WebsocketClient):
                     gateway_name=self.gateway_name,
                 )
                 self.gateway.on_trade(trade)
+                order.status = Status.ALLTRADED
+                self.gateway.on_order(order)
             elif (data_ret['event'] == "canceled"):
-                order_id = d['id']
-                order=GLOBAL_ORDER[order_id]
                 order.status = Status.CANCELLED
                 self.gateway.on_order(order)
                 print("^^^^debug cancel order id, ",order_id," body: ",order)

From 9124302ccad9147595c6f3770a5168a888354893 Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Fri, 21 Jun 2019 22:31:30 +0800
Subject: [PATCH 13/19] add  process_timer_event to query account and position

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 63 +++++++++++++++++----------
 1 file changed, 40 insertions(+), 23 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index 08bb6fb7..21e26b2b 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -13,6 +13,8 @@ from datetime import datetime
 from urllib.parse import urlencode
 from vnpy.api.rest import Request, RestClient
 from vnpy.api.websocket import WebsocketClient
+from vnpy.event import Event
+from vnpy.trader.event import EVENT_TIMER
 
 from vnpy.trader.constant import (
     Direction,
@@ -97,11 +99,11 @@ class AlpacaGateway(BaseGateway):
         websocket_url = WEBSOCKET_HOST if env == "REAL" else  PAPER_WEBSOCKET_HOST
         self.rest_api.connect(key, secret, session, proxy_host, proxy_port,rest_url)
         self.ws_api.connect(key, secret, proxy_host, proxy_port,websocket_url)
+        self.init_query()
 
     def subscribe(self, req: SubscribeRequest):
         """"""
         self.ws_api.subscribe(req)
-        pass
 
     def send_order(self, req: OrderRequest):
         """"""
@@ -123,6 +125,32 @@ class AlpacaGateway(BaseGateway):
         """"""
         self.rest_api.stop()
         self.ws_api.stop()
+    
+    def process_timer_event(self, event: Event):
+        """"""
+        self.count += 1
+        if self.count < 5:
+            return
+
+        self.query_account()
+        self.query_position()
+
+    def init_query(self):
+        """"""
+        self.count = 0
+        self.event_engine.register(EVENT_TIMER, self.process_timer_event)
+
+    
+    def process_timer_event(self, event: Event):
+        """"""
+        self.count += 1
+        if self.count < 5:
+            return
+        else:
+            self.count = 0
+
+        self.query_account()
+        self.query_position()
 
 
 class AlpacaRestApi(RestClient):
@@ -419,7 +447,9 @@ class AlpacaWebsocketApi(WebsocketClient):
         self.send_packet(params)
     
     def subscribe(self, req: SubscribeRequest):
-        self.channels.append(req.symbol)
+        self.channels.append("A."+req.symbol)
+        self.channels.append("Q."+req.symbol)
+        print("debug subscribe: {}  ".format(self.channels))
         params={"action":"listen", "data": {
             "streams":self.channels
         }}
@@ -435,7 +465,7 @@ class AlpacaWebsocketApi(WebsocketClient):
 
     def on_connected(self):
         """"""
-        self.gateway.write_log("Websocket API连接成功")
+        self.gateway.write_log("Websocket API连接成功") 
         self.authenticate()
 
     def on_disconnected(self):
@@ -464,6 +494,7 @@ class AlpacaWebsocketApi(WebsocketClient):
         data_ret = data['data']
         if(stream_ret == "account_updates"):
             #handle account
+            print("!!!!!!!@@@@@@@@ account_udpate is {}".format(data))
             account = AccountData(
                 accountid=data_ret['id'],
                 balance=float(data_ret['cash']),
@@ -475,12 +506,15 @@ class AlpacaWebsocketApi(WebsocketClient):
             d=data_ret['order']
             order_id = d['id']
             order=GLOBAL_ORDER[order_id]
-            if (data_ret['event'] == "fill"):
+            local_order_id = order.orderid
+            order.status = STATUS_ALPACA2VT[data_ret['event']]
+            self.gateway.on_order(order)
+            if (data_ret['event'] == "fill" or data_ret['event'] == "partial_fill"):
                 trade = TradeData(
                     symbol=d["symbol"],
                     exchange=Exchange.ALPACA,
-                    orderid=d['id'],
-                    tradeid=None,
+                    orderid=local_order_id,
+                    tradeid=d['id'],
                     direction=DIRECTION_ALPACA2VT[d["side"]],
                     price=d["filled_avg_price"],
                     volume=d["filled_qty"],
@@ -488,15 +522,6 @@ class AlpacaWebsocketApi(WebsocketClient):
                     gateway_name=self.gateway_name,
                 )
                 self.gateway.on_trade(trade)
-                order.status = Status.ALLTRADED
-                self.gateway.on_order(order)
-            elif (data_ret['event'] == "canceled"):
-                order.status = Status.CANCELLED
-                self.gateway.on_order(order)
-                print("^^^^debug cancel order id, ",order_id," body: ",order)
-            else:
-                print("unhandled trade_update msg, ", data_ret['event'])
-            #self.gateway.on_order(order) # udpate order status
         else:
             pass
 
@@ -526,14 +551,6 @@ class AlpacaWebsocketApi(WebsocketClient):
         pass
 
     # ----------------------------------------------------------------------
-    def on_wallet(self, data):
-        """"""
-        pass
-
-    # ----------------------------------------------------------------------
-    def on_trade_update(self, data):
-        """"""
-        pass
 
     def on_error(self, exception_type: type, exception_value: Exception, tb):
         """"""

From 08d3b26a5d5060a0b2a4f5c43ef23e799d3b3368 Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Sat, 22 Jun 2019 10:22:04 +0800
Subject: [PATCH 14/19] remove debug print info

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 28 ++++++---------------------
 1 file changed, 6 insertions(+), 22 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index 21e26b2b..a34e8529 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -88,7 +88,6 @@ class AlpacaGateway(BaseGateway):
 
     def connect(self, setting: dict):
         """"""
-        print("[debug] gateway setting: ",setting)
         key = setting["key"]
         secret = setting["secret"]
         session = setting["session"]
@@ -174,7 +173,6 @@ class AlpacaRestApi(RestClient):
         self.order_dict ={} 
 
     def query_account(self):
-        print("call query_account")
         path = f"/v1/account"
         self.add_request(
             method="GET",
@@ -183,7 +181,6 @@ class AlpacaRestApi(RestClient):
         )
 
     def on_query_account(self, data, request):
-        print("on_query_account debug: " , data)
         account = AccountData(
             accountid=data['id'],
             balance=float(data['cash']),
@@ -193,7 +190,6 @@ class AlpacaRestApi(RestClient):
         self.gateway.on_account(account)
 
     def query_position(self):
-        print("call query_position")
         path = f"/v1/positions"
         self.add_request(
             method="GET",
@@ -208,7 +204,7 @@ class AlpacaRestApi(RestClient):
                 exchange=Exchange.ALPACA,
                 direction=DIRECTION_ALPACA2VT[d['side']],
                 volume=d['qty'],
-                price=d['avg_entry_price'],
+                price=round(d['avg_entry_price'],3),
                 pnl=d['unrealized_pl'],
                 gateway_name=self.gateway_name,
             )
@@ -221,6 +217,7 @@ class AlpacaRestApi(RestClient):
         headers = {
             "APCA-API-KEY-ID": self.key,
             "APCA-API-SECRET-KEY": self.secret,
+            'Content-Type': 'application/json'
         }
 
         request.headers = headers
@@ -247,28 +244,21 @@ class AlpacaRestApi(RestClient):
         self.key = key
         self.secret = secret
         self.init(url, proxy_host, proxy_port)
-        print("rest connect: ", url, proxy_host, proxy_port)
         self.start(session_num)
         self.connect_time = (
             int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
         )
-        print("rest client connected", self.connect_time)
         self.gateway.write_log("ALPACA REST API启动成功")
         self.query_account()
         self.query_position()
         #self.query_contracts()
 
     def on_send_order(self, data, request: Request ):
-        print("debug on_send_order data: ", data)
-        print("debug on_send_order request: ", request)
-        print("***debug on_send_order request: ", request.extra)
         remote_order_id = data['id']
         order = request.extra
         self.order_dict[order.orderid]=remote_order_id
-        print("+++debug on_send_order request: ", self.order_dict)
         self.gateway.on_order(order)
         GLOBAL_ORDER[remote_order_id]=order
-        print("===+++ debug update global_order_dict: ", GLOBAL_ORDER)
 
     def on_failed_order(self, status_code: int, request: Request):
         """
@@ -278,7 +268,6 @@ class AlpacaRestApi(RestClient):
         order.status = Status.REJECTED
         self.gateway.on_order(order)
         msg = f"请求失败，状态码：{status_code}，信息：{request.response.text}"
-        print('debug on_failed', msg)
         self.gateway.write_log(msg)
 
     def on_error_order(
@@ -298,12 +287,10 @@ class AlpacaRestApi(RestClient):
             self.exception_detail(exception_type, exception_value, tb, request)
         )
 
-    # need debug 0608
     def cancel_order(self, req: CancelRequest):
         """"""
         order_id = req.orderid
         remote_order_id = self.order_dict[order_id]
-        print("debug cancel order: order id ", order_id, "---", remote_order_id)
         if remote_order_id is None:
             print("[error]: can not get remote_order_id from local dict!")
             return
@@ -345,11 +332,11 @@ class AlpacaRestApi(RestClient):
             "POST",
             "/v1/orders",
             callback=self.on_send_order,
-            # data=data,
+            data=data,
             extra=order,
             on_failed=self.on_failed_order,
             on_error=self.on_error_order,
-            json_str=data,
+            #json_str=data,
         )
         print("debug send_order ret val : ", order.vt_orderid)
         return order.vt_orderid
@@ -362,8 +349,8 @@ class AlpacaRestApi(RestClient):
                 exchange=Exchange.ALPACA,  
                 name=symbol,
                 product=Product.SPOT,
-                size=1, # need debug
-                pricetick=0.01, # need debug
+                size=1, 
+                pricetick=0.01,
                 gateway_name=self.gateway_name
             )
             self.on_contract(contract)
@@ -374,7 +361,6 @@ class AlpacaRestApi(RestClient):
     def on_error_query_contracts(self, exception_type: type, exception_value: Exception, tb, request: Request):
         pass
     
-    # need debug
     def query_contracts(self):
         params = {"status": "active"}
         self.add_request(
@@ -384,7 +370,6 @@ class AlpacaRestApi(RestClient):
             callback=self.on_query_contracts,
             on_failed=self.on_failed_query_contracts,
             on_error=self.on_error_query_contracts,
-            # data=data,
         )
 
 
@@ -529,7 +514,6 @@ class AlpacaWebsocketApi(WebsocketClient):
     def handle_auth(self, data):
         stream_ret = data['stream']
         data_ret = data['data']
-        print("stream is {}, data is {}".format(stream_ret,data_ret))
         if (data_ret['status'] == "authorized"):
             print("authorization success!!!")
             self.gateway.write_log("authorization success!!!")

From 17fe9bf914a98612cd80bff328d958b259531903 Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Sat, 22 Jun 2019 10:51:50 +0800
Subject: [PATCH 15/19] remove not used rest_client
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

1. "json的内容可以通过设置Content-Type为application/json达成，没必要单独增加一个json字段。" remove not used code
2.  在alpaca撤单调试过程中，发生返回值200，但body.text是json的情况，致rest_client解析json报错，加了try/catch做处理
---
 vnpy/api/rest/rest_client.py | 10 ----------
 1 file changed, 10 deletions(-)

diff --git a/vnpy/api/rest/rest_client.py b/vnpy/api/rest/rest_client.py
index 1af29631..ce2fb60a 100644
--- a/vnpy/api/rest/rest_client.py
+++ b/vnpy/api/rest/rest_client.py
@@ -49,10 +49,6 @@ class Request(object):
 
         self.response = None
         self.status = RequestStatus.ready
-        self.json=None
-
-    def set_json(self, json_str: dict):
-        self.json=json_str
 
     def __str__(self):
         if self.response is None:
@@ -65,7 +61,6 @@ class Request(object):
             "headers: {}\n"
             "params: {}\n"
             "data: {}\n"
-            "json: {}\n"
             "response:"
             "{}\n".format(
                 self.method,
@@ -75,7 +70,6 @@ class Request(object):
                 self.headers,
                 self.params,
                 self.data,
-                self.json,
                 "" if self.response is None else self.response.text,
             )
         )
@@ -151,7 +145,6 @@ class RestClient(object):
         on_failed: Callable = None,
         on_error: Callable = None,
         extra: Any = None,
-        json_str: dict = None,
     ):
         """
         Add a new request.
@@ -177,8 +170,6 @@ class RestClient(object):
             on_error,
             extra,
         )
-        if json_str is not None:
-            request.set_json(json_str)
         self._queue.put(request)
         return request
 
@@ -262,7 +253,6 @@ class RestClient(object):
                 headers=request.headers,
                 params=request.params,
                 data=request.data,
-                json=request.json,
                 proxies=self.proxies,
             )
             request.response = response

From 985c06254973f48f0dddac10ab0791b22161673e Mon Sep 17 00:00:00 2001
From: vigarbuaa <vigarxueer@126.com>
Date: Sat, 22 Jun 2019 10:56:03 +0800
Subject: [PATCH 16/19] format code

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 90 +++++++++++++--------------
 1 file changed, 45 insertions(+), 45 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index a34e8529..31b37d24 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -49,7 +49,7 @@ STATUS_ALPACA2VT = {
     "partial_fill": Status.PARTTRADED,
     "fill": Status.ALLTRADED,
     "cancelled": Status.CANCELLED,
-    #"done_for_day": Status.CANCELLED,
+    # "done_for_day": Status.CANCELLED,
     "expired": Status.NOTTRADED
 }
 
@@ -62,7 +62,8 @@ ORDERTYPE_VT2ALPACA = {
     OrderType.MARKET: "market"
 }
 ORDERTYPE_ALPACA2VT = {v: k for k, v in ORDERTYPE_VT2ALPACA.items()}
-GLOBAL_ORDER={}
+GLOBAL_ORDER = {}
+
 
 class AlpacaGateway(BaseGateway):
     """
@@ -93,11 +94,12 @@ class AlpacaGateway(BaseGateway):
         session = setting["session"]
         proxy_host = setting["proxy_host"]
         proxy_port = setting["proxy_port"]
-        env=setting['服务器']
-        rest_url = REST_HOST if env == "REAL" else  PAPER_REST_HOST
-        websocket_url = WEBSOCKET_HOST if env == "REAL" else  PAPER_WEBSOCKET_HOST
-        self.rest_api.connect(key, secret, session, proxy_host, proxy_port,rest_url)
-        self.ws_api.connect(key, secret, proxy_host, proxy_port,websocket_url)
+        env = setting['服务器']
+        rest_url = REST_HOST if env == "REAL" else PAPER_REST_HOST
+        websocket_url = WEBSOCKET_HOST if env == "REAL" else PAPER_WEBSOCKET_HOST
+        self.rest_api.connect(key, secret, session,
+                              proxy_host, proxy_port, rest_url)
+        self.ws_api.connect(key, secret, proxy_host, proxy_port, websocket_url)
         self.init_query()
 
     def subscribe(self, req: SubscribeRequest):
@@ -124,7 +126,7 @@ class AlpacaGateway(BaseGateway):
         """"""
         self.rest_api.stop()
         self.ws_api.stop()
-    
+
     def process_timer_event(self, event: Event):
         """"""
         self.count += 1
@@ -139,7 +141,6 @@ class AlpacaGateway(BaseGateway):
         self.count = 0
         self.event_engine.register(EVENT_TIMER, self.process_timer_event)
 
-    
     def process_timer_event(self, event: Event):
         """"""
         self.count += 1
@@ -170,7 +171,7 @@ class AlpacaRestApi(RestClient):
         self.order_count = 1_000_000
         self.order_count_lock = Lock()
         self.connect_time = 0
-        self.order_dict ={} 
+        self.order_dict = {}
 
     def query_account(self):
         path = f"/v1/account"
@@ -204,7 +205,7 @@ class AlpacaRestApi(RestClient):
                 exchange=Exchange.ALPACA,
                 direction=DIRECTION_ALPACA2VT[d['side']],
                 volume=d['qty'],
-                price=round(d['avg_entry_price'],3),
+                price=round(d['avg_entry_price'], 3),
                 pnl=d['unrealized_pl'],
                 gateway_name=self.gateway_name,
             )
@@ -251,14 +252,14 @@ class AlpacaRestApi(RestClient):
         self.gateway.write_log("ALPACA REST API启动成功")
         self.query_account()
         self.query_position()
-        #self.query_contracts()
+        # self.query_contracts()
 
-    def on_send_order(self, data, request: Request ):
+    def on_send_order(self, data, request: Request):
         remote_order_id = data['id']
         order = request.extra
-        self.order_dict[order.orderid]=remote_order_id
+        self.order_dict[order.orderid] = remote_order_id
         self.gateway.on_order(order)
-        GLOBAL_ORDER[remote_order_id]=order
+        GLOBAL_ORDER[remote_order_id] = order
 
     def on_failed_order(self, status_code: int, request: Request):
         """
@@ -308,7 +309,7 @@ class AlpacaRestApi(RestClient):
         """Websocket will push a new order status"""
         pass
 
-    def on_cancel_order_error( self, exception_type: type, exception_value: Exception, tb, request: Request):
+    def on_cancel_order_error(self, exception_type: type, exception_value: Exception, tb, request: Request):
         # Record exception if not ConnectionError
         if not issubclass(exception_type, ConnectionError):
             self.on_error(exception_type, exception_value, tb, request)
@@ -327,7 +328,7 @@ class AlpacaRestApi(RestClient):
 
         data = raw_dict
         order = req.create_order_data(orderid, self.gateway_name)
-        print("debug send_order orderBody extra: ",order)
+        print("debug send_order orderBody extra: ", order)
         self.add_request(
             "POST",
             "/v1/orders",
@@ -336,20 +337,20 @@ class AlpacaRestApi(RestClient):
             extra=order,
             on_failed=self.on_failed_order,
             on_error=self.on_error_order,
-            #json_str=data,
+            # json_str=data,
         )
         print("debug send_order ret val : ", order.vt_orderid)
         return order.vt_orderid
 
     def on_query_contracts(self, data, request: Request):
-       for instrument_data in data:
+        for instrument_data in data:
             symbol = instrument_data['symbol']
             contract = ContractData(
                 symbol=symbol,
-                exchange=Exchange.ALPACA,  
+                exchange=Exchange.ALPACA,
                 name=symbol,
                 product=Product.SPOT,
-                size=1, 
+                size=1,
                 pricetick=0.01,
                 gateway_name=self.gateway_name
             )
@@ -360,13 +361,13 @@ class AlpacaRestApi(RestClient):
 
     def on_error_query_contracts(self, exception_type: type, exception_value: Exception, tb, request: Request):
         pass
-    
+
     def query_contracts(self):
         params = {"status": "active"}
         self.add_request(
             "GET",
             "/v1/assets",
-            params = params,
+            params=params,
             callback=self.on_query_contracts,
             on_failed=self.on_failed_query_contracts,
             on_error=self.on_error_query_contracts,
@@ -406,10 +407,10 @@ class AlpacaWebsocketApi(WebsocketClient):
         self.askDict = {}
         self.orderLocalDict = {}
         self.channelDict = {}       # ChannelID : (Channel, Symbol)
-        self.channels=["account_updates", "trade_updates"]
+        self.channels = ["account_updates", "trade_updates"]
 
     def connect(
-        self, key: str, secret: str, proxy_host: str, proxy_port: int,url:str
+        self, key: str, secret: str, proxy_host: str, proxy_port: int, url: str
     ):
         """"""
         self.key = key
@@ -419,24 +420,24 @@ class AlpacaWebsocketApi(WebsocketClient):
 
     def authenticate(self):
         """"""
-        params={"action":"authenticate", "data": {
-                "key_id":self.key,"secret_key":self.secret
+        params = {"action": "authenticate", "data": {
+            "key_id": self.key, "secret_key": self.secret
         }}
         self.send_packet(params)
 
     def on_authenticate(self):
         """"""
-        params={"action":"listen", "data": {
-            "streams":self.channels
+        params = {"action": "listen", "data": {
+            "streams": self.channels
         }}
         self.send_packet(params)
-    
+
     def subscribe(self, req: SubscribeRequest):
-        self.channels.append("A."+req.symbol)
-        self.channels.append("Q."+req.symbol)
+        self.channels.append("A." + req.symbol)
+        self.channels.append("Q." + req.symbol)
         print("debug subscribe: {}  ".format(self.channels))
-        params={"action":"listen", "data": {
-            "streams":self.channels
+        params = {"action": "listen", "data": {
+            "streams": self.channels
         }}
         self.send_packet(params)
 
@@ -450,7 +451,7 @@ class AlpacaWebsocketApi(WebsocketClient):
 
     def on_connected(self):
         """"""
-        self.gateway.write_log("Websocket API连接成功") 
+        self.gateway.write_log("Websocket API连接成功")
         self.authenticate()
 
     def on_disconnected(self):
@@ -463,9 +464,9 @@ class AlpacaWebsocketApi(WebsocketClient):
         if "stream" in packet and "data" in packet:
             stream_ret = packet['stream']
             data_ret = packet['data']
-            if(stream_ret  == "authorization"):
+            if(stream_ret == "authorization"):
                 self.handle_auth(packet)
-            elif(stream_ret  == "listening"):
+            elif(stream_ret == "listening"):
                 self.gateway.write_log("listening {}".format(data_ret))
             else:
                 self.on_data(packet)
@@ -478,19 +479,18 @@ class AlpacaWebsocketApi(WebsocketClient):
         stream_ret = data['stream']
         data_ret = data['data']
         if(stream_ret == "account_updates"):
-            #handle account
-            print("!!!!!!!@@@@@@@@ account_udpate is {}".format(data))
             account = AccountData(
                 accountid=data_ret['id'],
                 balance=float(data_ret['cash']),
-                frozen=float(data_ret['cash']) - float(data_ret['cash_withdrawable']),
+                frozen=float(data_ret['cash']) -
+                float(data_ret['cash_withdrawable']),
                 gateway_name=self.gateway_name
             )
             self.gateway.on_account(account)
         elif(stream_ret == "trade_updates"):
-            d=data_ret['order']
+            d = data_ret['order']
             order_id = d['id']
-            order=GLOBAL_ORDER[order_id]
+            order = GLOBAL_ORDER[order_id]
             local_order_id = order.orderid
             order.status = STATUS_ALPACA2VT[data_ret['event']]
             self.gateway.on_order(order)
@@ -522,7 +522,7 @@ class AlpacaWebsocketApi(WebsocketClient):
             print("authorization failed!!!")
             self.gateway.write_log("authorization failed!!!")
         else:
-            print("??unhandled status:  ",data)
+            print("??unhandled status:  ", data)
 
     # ----------------------------------------------------------------------
     def on_response(self, data):
@@ -540,7 +540,7 @@ class AlpacaWebsocketApi(WebsocketClient):
         """"""
         print("on_error: ", type, Exception, tb)
         sys.stderr.write(
-            self.exception_detail(exception_type, exception_value, tb )
+            self.exception_detail(exception_type, exception_value, tb)
         )
 
     def subscribe_topic(self):
@@ -578,4 +578,4 @@ class AlpacaWebsocketApi(WebsocketClient):
 
     def on_contract(self, d):
         """"""
-        pass
\ No newline at end of file
+        pass

From af94e1e186a5ff75be7ea7cc6ed1108e74e7dc57 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Tue, 25 Jun 2019 10:37:40 +0800
Subject: [PATCH 17/19] [Del] remove unnecessary try...catch

---
 vnpy/api/rest/rest_client.py | 11 ++++-------
 1 file changed, 4 insertions(+), 7 deletions(-)

diff --git a/vnpy/api/rest/rest_client.py b/vnpy/api/rest/rest_client.py
index ce2fb60a..59ff4a42 100644
--- a/vnpy/api/rest/rest_client.py
+++ b/vnpy/api/rest/rest_client.py
@@ -257,13 +257,10 @@ class RestClient(object):
             )
             request.response = response
             status_code = response.status_code
-            if status_code // 100 == 2:  # 2xx都算成功，尽管交易所都用200
-                try:
-                    jsonBody = response.json()
-                    request.callback(jsonBody, request)
-                    request.status = RequestStatus.success
-                except:
-                    print("not json body from request, check body: ",response.text)
+            if status_code // 100 == 2:  # 2xx codes are all successful
+                json_body = response.json()
+                request.callback(json_body, request)
+                request.status = RequestStatus.success
             else:
                 request.status = RequestStatus.failed
 

From 1b139f34a1cfc1dfa1993f95731ca34d21270dd7 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Tue, 25 Jun 2019 10:47:27 +0800
Subject: [PATCH 18/19] [Mod] improve code readability

---
 vnpy/gateway/alpaca/alpaca_gateway.py | 63 ++++++---------------------
 1 file changed, 13 insertions(+), 50 deletions(-)

diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index 31b37d24..b111ea27 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -3,14 +3,9 @@
     Author: vigarbuaa
 """
 
-import hashlib
-import hmac
 import sys
-import time
-from copy import copy
 from threading import Lock
 from datetime import datetime
-from urllib.parse import urlencode
 from vnpy.api.rest import Request, RestClient
 from vnpy.api.websocket import WebsocketClient
 from vnpy.event import Event
@@ -21,16 +16,15 @@ from vnpy.trader.constant import (
     Exchange,
     OrderType,
     Product,
-    Status,
-    Offset,
-    Interval
+    Status
 )
 from vnpy.trader.gateway import BaseGateway
 from vnpy.trader.object import (
     TickData,
     OrderData,
     TradeData,
-    PositionData, AccountData,
+    PositionData, 
+    AccountData,
     ContractData,
     OrderRequest,
     CancelRequest,
@@ -74,7 +68,7 @@ class AlpacaGateway(BaseGateway):
         "key": "",
         "secret": "",
         "session": 3,
-        "服务器": ["REAL", "PAPER"],
+        "server": ["REAL", "PAPER"],
         "proxy_host": "127.0.0.1",
         "proxy_port": 1080,
     }
@@ -94,7 +88,7 @@ class AlpacaGateway(BaseGateway):
         session = setting["session"]
         proxy_host = setting["proxy_host"]
         proxy_port = setting["proxy_port"]
-        env = setting['服务器']
+        env = setting['server']
         rest_url = REST_HOST if env == "REAL" else PAPER_REST_HOST
         websocket_url = WEBSOCKET_HOST if env == "REAL" else PAPER_WEBSOCKET_HOST
         self.rest_api.connect(key, secret, session,
@@ -127,15 +121,6 @@ class AlpacaGateway(BaseGateway):
         self.rest_api.stop()
         self.ws_api.stop()
 
-    def process_timer_event(self, event: Event):
-        """"""
-        self.count += 1
-        if self.count < 5:
-            return
-
-        self.query_account()
-        self.query_position()
-
     def init_query(self):
         """"""
         self.count = 0
@@ -146,8 +131,7 @@ class AlpacaGateway(BaseGateway):
         self.count += 1
         if self.count < 5:
             return
-        else:
-            self.count = 0
+        self.count = 0
 
         self.query_account()
         self.query_position()
@@ -440,15 +424,7 @@ class AlpacaWebsocketApi(WebsocketClient):
             "streams": self.channels
         }}
         self.send_packet(params)
-
-    def send_order(self, req: OrderRequest):
-        pass
-
-    # ----------------------------------------------------------------------
-    def cancel_order(self, req: CancelRequest):
-        """"""
-        pass
-
+        
     def on_connected(self):
         """"""
         self.gateway.write_log("Websocket API连接成功")
@@ -472,18 +448,18 @@ class AlpacaWebsocketApi(WebsocketClient):
                 self.on_data(packet)
         else:
             print("unrecognize msg", packet)
-
-    # ----------------------------------------------------------------------
+   
     def on_data(self, data):
         print("on_data is {}".format(data))
         stream_ret = data['stream']
         data_ret = data['data']
         if(stream_ret == "account_updates"):
+            frozen = float(data_ret['cash']) - float(data_ret['cash_withdrawable'])
+
             account = AccountData(
                 accountid=data_ret['id'],
                 balance=float(data_ret['cash']),
-                frozen=float(data_ret['cash']) -
-                float(data_ret['cash_withdrawable']),
+                frozen=frozen,
                 gateway_name=self.gateway_name
             )
             self.gateway.on_account(account)
@@ -509,10 +485,9 @@ class AlpacaWebsocketApi(WebsocketClient):
                 self.gateway.on_trade(trade)
         else:
             pass
-
-    # ----------------------------------------------------------------------
+    
     def handle_auth(self, data):
-        stream_ret = data['stream']
+        # stream_ret = data['stream']
         data_ret = data['data']
         if (data_ret['status'] == "authorized"):
             print("authorization success!!!")
@@ -524,18 +499,6 @@ class AlpacaWebsocketApi(WebsocketClient):
         else:
             print("??unhandled status:  ", data)
 
-    # ----------------------------------------------------------------------
-    def on_response(self, data):
-        """"""
-        pass
-    # ----------------------------------------------------------------------
-
-    def on_update(self, data):
-        """"""
-        pass
-
-    # ----------------------------------------------------------------------
-
     def on_error(self, exception_type: type, exception_value: Exception, tb):
         """"""
         print("on_error: ", type, Exception, tb)

From a25051087d102031643e944df765bdda1c660fb7 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Tue, 25 Jun 2019 16:25:34 +0800
Subject: [PATCH 19/19] [Mod] complete test of AlpacaGateway

---
 examples/vn_trader/run.py             |  82 +--
 vnpy/api/rest/rest_client.py          |   6 +-
 vnpy/gateway/alpaca/alpaca_gateway.py | 747 +++++++++++++++-----------
 3 files changed, 474 insertions(+), 361 deletions(-)

diff --git a/examples/vn_trader/run.py b/examples/vn_trader/run.py
index c7cd65c5..a364d98d 100644
--- a/examples/vn_trader/run.py
+++ b/examples/vn_trader/run.py
@@ -3,30 +3,31 @@ from vnpy.event import EventEngine
 from vnpy.trader.engine import MainEngine
 from vnpy.trader.ui import MainWindow, create_qapp
 
-from vnpy.gateway.binance import BinanceGateway
-from vnpy.gateway.bitmex import BitmexGateway
-from vnpy.gateway.futu import FutuGateway
-from vnpy.gateway.ib import IbGateway
-from vnpy.gateway.ctp import CtpGateway
+# from vnpy.gateway.binance import BinanceGateway
+# from vnpy.gateway.bitmex import BitmexGateway
+# from vnpy.gateway.futu import FutuGateway
+# from vnpy.gateway.ib import IbGateway
+# from vnpy.gateway.ctp import CtpGateway
 # from vnpy.gateway.ctptest import CtptestGateway
-from vnpy.gateway.femas import FemasGateway
-from vnpy.gateway.tiger import TigerGateway
+# from vnpy.gateway.femas import FemasGateway
+# from vnpy.gateway.tiger import TigerGateway
 # from vnpy.gateway.oes import OesGateway
-from vnpy.gateway.okex import OkexGateway
-from vnpy.gateway.huobi import HuobiGateway
-from vnpy.gateway.bitfinex import BitfinexGateway
-from vnpy.gateway.onetoken import OnetokenGateway
-from vnpy.gateway.okexf import OkexfGateway
+# from vnpy.gateway.okex import OkexGateway
+# from vnpy.gateway.huobi import HuobiGateway
+# from vnpy.gateway.bitfinex import BitfinexGateway
+# from vnpy.gateway.onetoken import OnetokenGateway
+# from vnpy.gateway.okexf import OkexfGateway
 # from vnpy.gateway.xtp import XtpGateway
-from vnpy.gateway.hbdm import HbdmGateway
-from vnpy.gateway.tap import TapGateway
+# from vnpy.gateway.hbdm import HbdmGateway
+# from vnpy.gateway.tap import TapGateway
+from vnpy.gateway.alpaca import AlpacaGateway
 
-from vnpy.app.cta_strategy import CtaStrategyApp
-from vnpy.app.csv_loader import CsvLoaderApp
-from vnpy.app.algo_trading import AlgoTradingApp
-from vnpy.app.cta_backtester import CtaBacktesterApp
-from vnpy.app.data_recorder import DataRecorderApp
-from vnpy.app.risk_manager import RiskManagerApp
+# from vnpy.app.cta_strategy import CtaStrategyApp
+# from vnpy.app.csv_loader import CsvLoaderApp
+# from vnpy.app.algo_trading import AlgoTradingApp
+# from vnpy.app.cta_backtester import CtaBacktesterApp
+# from vnpy.app.data_recorder import DataRecorderApp
+# from vnpy.app.risk_manager import RiskManagerApp
 
 
 def main():
@@ -37,30 +38,31 @@ def main():
 
     main_engine = MainEngine(event_engine)
 
-    main_engine.add_gateway(BinanceGateway)
-    main_engine.add_gateway(CtpGateway)
+    # main_engine.add_gateway(BinanceGateway)
+    # main_engine.add_gateway(CtpGateway)
     # main_engine.add_gateway(CtptestGateway)
-    main_engine.add_gateway(FemasGateway)
-    main_engine.add_gateway(IbGateway)
-    main_engine.add_gateway(FutuGateway)
-    main_engine.add_gateway(BitmexGateway)
-    main_engine.add_gateway(TigerGateway)
+    # main_engine.add_gateway(FemasGateway)
+    # main_engine.add_gateway(IbGateway)
+    # main_engine.add_gateway(FutuGateway)
+    # main_engine.add_gateway(BitmexGateway)
+    # main_engine.add_gateway(TigerGateway)
     # main_engine.add_gateway(OesGateway)
-    main_engine.add_gateway(OkexGateway)
-    main_engine.add_gateway(HuobiGateway)
-    main_engine.add_gateway(BitfinexGateway)
-    main_engine.add_gateway(OnetokenGateway)
-    main_engine.add_gateway(OkexfGateway)
-    main_engine.add_gateway(HbdmGateway)
+    # main_engine.add_gateway(OkexGateway)
+    # main_engine.add_gateway(HuobiGateway)
+    # main_engine.add_gateway(BitfinexGateway)
+    # main_engine.add_gateway(OnetokenGateway)
+    # main_engine.add_gateway(OkexfGateway)
+    # main_engine.add_gateway(HbdmGateway)
     # main_engine.add_gateway(XtpGateway)
-    main_engine.add_gateway(TapGateway)
+    # main_engine.add_gateway(TapGateway)
+    main_engine.add_gateway(AlpacaGateway)
 
-    main_engine.add_app(CtaStrategyApp)
-    main_engine.add_app(CtaBacktesterApp)
-    main_engine.add_app(CsvLoaderApp)
-    main_engine.add_app(AlgoTradingApp)
-    main_engine.add_app(DataRecorderApp)
-    main_engine.add_app(RiskManagerApp)
+    # main_engine.add_app(CtaStrategyApp)
+    # main_engine.add_app(CtaBacktesterApp)
+    # main_engine.add_app(CsvLoaderApp)
+    # main_engine.add_app(AlgoTradingApp)
+    # main_engine.add_app(DataRecorderApp)
+    # main_engine.add_app(RiskManagerApp)
 
     main_window = MainWindow(main_engine, event_engine)
     main_window.showMaximized()
diff --git a/vnpy/api/rest/rest_client.py b/vnpy/api/rest/rest_client.py
index 59ff4a42..4c3e1e50 100644
--- a/vnpy/api/rest/rest_client.py
+++ b/vnpy/api/rest/rest_client.py
@@ -258,7 +258,11 @@ class RestClient(object):
             request.response = response
             status_code = response.status_code
             if status_code // 100 == 2:  # 2xx codes are all successful
-                json_body = response.json()
+                if status_code == 204:
+                    json_body = None
+                else:
+                    json_body = response.json()
+
                 request.callback(json_body, request)
                 request.status = RequestStatus.success
             else:
diff --git a/vnpy/gateway/alpaca/alpaca_gateway.py b/vnpy/gateway/alpaca/alpaca_gateway.py
index b111ea27..036708c3 100644
--- a/vnpy/gateway/alpaca/alpaca_gateway.py
+++ b/vnpy/gateway/alpaca/alpaca_gateway.py
@@ -1,9 +1,10 @@
 # encoding: UTF-8
 """
-    Author: vigarbuaa
+Author: vigarbuaa
 """
 
 import sys
+import json
 from threading import Lock
 from datetime import datetime
 from vnpy.api.rest import Request, RestClient
@@ -23,7 +24,7 @@ from vnpy.trader.object import (
     TickData,
     OrderData,
     TradeData,
-    PositionData, 
+    PositionData,
     AccountData,
     ContractData,
     OrderRequest,
@@ -31,32 +32,42 @@ from vnpy.trader.object import (
     SubscribeRequest,
 )
 
-REST_HOST = "https://api.alpaca.markets"
-WEBSOCKET_HOST = "wss://api.alpaca.markets/stream"   # Market Data
-PAPER_REST_HOST = "https://paper-api.alpaca.markets"
-PAPER_WEBSOCKET_HOST = "wss://paper-api.alpaca.markets/stream"  # Market Data
-KEY = ""
-SECRET = ""
+
+REST_HOST = "https://api.alpaca.markets"                # Live trading
+WEBSOCKET_HOST = "wss://api.alpaca.markets/stream"
+PAPER_REST_HOST = "https://paper-api.alpaca.markets"    # Paper Trading
+PAPER_WEBSOCKET_HOST = "wss://paper-api.alpaca.markets/stream"
+
+DATA_REST_HOST = "https://data.alpaca.markets"
+
 
 STATUS_ALPACA2VT = {
-    "new": Status.SUBMITTING,
-    "partial_fill": Status.PARTTRADED,
-    "fill": Status.ALLTRADED,
-    "cancelled": Status.CANCELLED,
-    # "done_for_day": Status.CANCELLED,
-    "expired": Status.NOTTRADED
+    "new": Status.NOTTRADED,
+    "partially_filled": Status.PARTTRADED,
+    "filled": Status.ALLTRADED,
+    "canceled": Status.CANCELLED,
+    "expired": Status.CANCELLED,
+    "rejected": Status.REJECTED
 }
 
-DIRECTION_VT2ALPACA = {Direction.LONG: "buy", Direction.SHORT: "sell"}
-DIRECTION_ALPACA2VT = {"buy": Direction.LONG, "sell": Direction.SHORT,
-                       "long": Direction.LONG, "short": Direction.SHORT}
+DIRECTION_VT2ALPACA = {
+    Direction.LONG: "buy",
+    Direction.SHORT: "sell"
+}
+DIRECTION_ALPACA2VT = {
+    "buy": Direction.LONG,
+    "sell": Direction.SHORT,
+    "long": Direction.LONG,
+    "short": Direction.SHORT
+}
 
 ORDERTYPE_VT2ALPACA = {
     OrderType.LIMIT: "limit",
     OrderType.MARKET: "market"
 }
 ORDERTYPE_ALPACA2VT = {v: k for k, v in ORDERTYPE_VT2ALPACA.items()}
-GLOBAL_ORDER = {}
+
+LOCAL_SYS_MAP = {}
 
 
 class AlpacaGateway(BaseGateway):
@@ -65,40 +76,41 @@ class AlpacaGateway(BaseGateway):
     """
 
     default_setting = {
-        "key": "",
-        "secret": "",
-        "session": 3,
-        "server": ["REAL", "PAPER"],
-        "proxy_host": "127.0.0.1",
-        "proxy_port": 1080,
+        "KEY ID": "",
+        "Secret Key": "",
+        "会话数": 10,
+        "服务器": ["REAL", "PAPER"]
     }
 
+    exchanges = [Exchange.SMART]
+
     def __init__(self, event_engine):
         """Constructor"""
-        super(AlpacaGateway, self).__init__(event_engine, "ALPACA")
+        super().__init__(event_engine, "ALPACA")
 
         self.rest_api = AlpacaRestApi(self)
         self.ws_api = AlpacaWebsocketApi(self)
-        self.order_map = {}
+        self.data_rest_api = AlpacaDataRestApi(self)
 
     def connect(self, setting: dict):
         """"""
-        key = setting["key"]
-        secret = setting["secret"]
-        session = setting["session"]
-        proxy_host = setting["proxy_host"]
-        proxy_port = setting["proxy_port"]
-        env = setting['server']
-        rest_url = REST_HOST if env == "REAL" else PAPER_REST_HOST
-        websocket_url = WEBSOCKET_HOST if env == "REAL" else PAPER_WEBSOCKET_HOST
-        self.rest_api.connect(key, secret, session,
-                              proxy_host, proxy_port, rest_url)
-        self.ws_api.connect(key, secret, proxy_host, proxy_port, websocket_url)
+        key = setting["KEY ID"]
+        secret = setting["Secret Key"]
+        session = setting["会话数"]
+        server = setting["服务器"]
+
+        rest_url = REST_HOST if server == "REAL" else PAPER_REST_HOST
+        websocket_url = WEBSOCKET_HOST if server == "REAL" else PAPER_WEBSOCKET_HOST
+
+        self.rest_api.connect(key, secret, session, rest_url)
+        self.data_rest_api.connect(key, secret, session)
+        self.ws_api.connect(key, secret, websocket_url)
+
         self.init_query()
 
     def subscribe(self, req: SubscribeRequest):
         """"""
-        self.ws_api.subscribe(req)
+        self.data_rest_api.subscribe(req)
 
     def send_order(self, req: OrderRequest):
         """"""
@@ -119,6 +131,7 @@ class AlpacaGateway(BaseGateway):
     def close(self):
         """"""
         self.rest_api.stop()
+        self.data_rest_api.stop()
         self.ws_api.stop()
 
     def init_query(self):
@@ -128,6 +141,8 @@ class AlpacaGateway(BaseGateway):
 
     def process_timer_event(self, event: Event):
         """"""
+        self.data_rest_api.query_bar()
+
         self.count += 1
         if self.count < 5:
             return
@@ -142,9 +157,9 @@ class AlpacaRestApi(RestClient):
     Alpaca REST API
     """
 
-    def __init__(self, gateway: BaseGateway):
+    def __init__(self, gateway: AlpacaGateway):
         """"""
-        super(AlpacaRestApi, self).__init__()
+        super().__init__()
 
         self.gateway = gateway
         self.gateway_name = gateway.gateway_name
@@ -154,46 +169,10 @@ class AlpacaRestApi(RestClient):
 
         self.order_count = 1_000_000
         self.order_count_lock = Lock()
+
         self.connect_time = 0
-        self.order_dict = {}
 
-    def query_account(self):
-        path = f"/v1/account"
-        self.add_request(
-            method="GET",
-            path=path,
-            callback=self.on_query_account
-        )
-
-    def on_query_account(self, data, request):
-        account = AccountData(
-            accountid=data['id'],
-            balance=float(data['cash']),
-            frozen=float(data['cash']) - float(data['buying_power']),
-            gateway_name=self.gateway_name
-        )
-        self.gateway.on_account(account)
-
-    def query_position(self):
-        path = f"/v1/positions"
-        self.add_request(
-            method="GET",
-            path=path,
-            callback=self.on_query_position
-        )
-
-    def on_query_position(self, data, request):
-        for d in data:
-            position = PositionData(
-                symbol=d['symbol'],
-                exchange=Exchange.ALPACA,
-                direction=DIRECTION_ALPACA2VT[d['side']],
-                volume=d['qty'],
-                price=round(d['avg_entry_price'], 3),
-                pnl=d['unrealized_pl'],
-                gateway_name=self.gateway_name,
-            )
-            self.gateway.on_position(position)
+        self.cancel_reqs = {}
 
     def sign(self, request):
         """
@@ -202,60 +181,226 @@ class AlpacaRestApi(RestClient):
         headers = {
             "APCA-API-KEY-ID": self.key,
             "APCA-API-SECRET-KEY": self.secret,
-            'Content-Type': 'application/json'
+            "Content-Type": "application/json"
         }
 
         request.headers = headers
         request.allow_redirects = False
+        request.data = json.dumps(request.data)
         return request
 
-    def _new_order_id(self):
-        with self.order_count_lock:
-            self.order_count += 1
-            return self.order_count
-
     def connect(
         self,
         key: str,
         secret: str,
         session_num: int,
-        proxy_host: str,
-        proxy_port: int,
         url: str,
     ):
         """
-               Initialize connection to REST server.
+        Initialize connection to REST server.
         """
         self.key = key
         self.secret = secret
-        self.init(url, proxy_host, proxy_port)
-        self.start(session_num)
+
         self.connect_time = (
             int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
         )
-        self.gateway.write_log("ALPACA REST API启动成功")
+
+        self.init(url)
+        self.start(session_num)
+
+        self.gateway.write_log("REST API启动成功")
+        self.query_contract()
         self.query_account()
         self.query_position()
-        # self.query_contracts()
+        self.query_order()
+
+    def query_contract(self):
+        """"""
+        params = {"status": "active"}
+
+        self.add_request(
+            "GET",
+            "/v2/assets",
+            params=params,
+            callback=self.on_query_contract
+        )
+
+    def query_account(self):
+        """"""
+        self.add_request(
+            method="GET",
+            path="/v2/account",
+            callback=self.on_query_account
+        )
+
+    def query_position(self):
+        """"""
+        self.add_request(
+            method="GET",
+            path="/v2/positions",
+            callback=self.on_query_position
+        )
+
+    def query_order(self):
+        """"""
+        params = {
+            "status": "open"
+        }
+
+        self.add_request(
+            method="GET",
+            path="/v2/orders",
+            params=params,
+            callback=self.on_query_order
+        )
+
+    def _new_order_id(self):
+        """"""
+        with self.order_count_lock:
+            self.order_count += 1
+            return self.order_count
+
+    def send_order(self, req: OrderRequest):
+        """"""
+        local_orderid = str(self.connect_time + self._new_order_id())
+
+        data = {
+            "symbol": req.symbol,
+            "qty": str(req.volume),
+            "side": DIRECTION_VT2ALPACA[req.direction],
+            "type": ORDERTYPE_VT2ALPACA[req.type],
+            "time_in_force": "day",
+            "client_order_id": local_orderid
+        }
+
+        if data["type"] == "limit":
+            data["limit_price"] = str(req.price)
+
+        order = req.create_order_data(local_orderid, self.gateway_name)
+        self.gateway.on_order(order)
+
+        self.add_request(
+            "POST",
+            "/v2/orders",
+            callback=self.on_send_order,
+            data=data,
+            extra=order,
+            on_failed=self.on_send_order_failed,
+            on_error=self.on_send_order_error,
+        )
+
+        return order.vt_orderid
+
+    def cancel_order(self, req: CancelRequest):
+        """"""
+        sys_orderid = LOCAL_SYS_MAP.get(req.orderid, None)
+        if not sys_orderid:
+            self.cancel_reqs[req.orderid] = req
+            return
+
+        path = f"/v2/orders/{sys_orderid}"
+
+        self.add_request(
+            "DELETE",
+            path,
+            callback=self.on_cancel_order,
+            extra=req
+        )
+
+    def on_query_contract(self, data, request: Request):
+        """"""
+        for d in data:
+            symbol = d["symbol"]
+
+            contract = ContractData(
+                symbol=symbol,
+                exchange=Exchange.SMART,
+                name=symbol,
+                product=Product.SPOT,
+                size=1,
+                pricetick=0.01,
+                gateway_name=self.gateway_name
+            )
+            self.gateway.on_contract(contract)
+
+        self.gateway.write_log("合约信息查询成功")
+
+    def on_query_account(self, data, request):
+        """"""
+        account = AccountData(
+            accountid=data["id"],
+            balance=float(data["equity"]),
+            gateway_name=self.gateway_name
+        )
+        self.gateway.on_account(account)
+
+    def on_query_position(self, data, request):
+        """"""
+        for d in data:
+            position = PositionData(
+                symbol=d["symbol"],
+                exchange=Exchange.SMART,
+                direction=DIRECTION_ALPACA2VT[d["side"]],
+                volume=int(d["qty"]),
+                price=float(d["avg_entry_price"]),
+                pnl=float(d["unrealized_pl"]),
+                gateway_name=self.gateway_name,
+            )
+            self.gateway.on_position(position)
+
+    def update_order(self, d: dict):
+        """"""
+        sys_orderid = d["id"]
+        local_orderid = d["client_order_id"]
+        LOCAL_SYS_MAP[local_orderid] = sys_orderid
+
+        direction = DIRECTION_ALPACA2VT[d["side"]]
+        order_type = ORDERTYPE_ALPACA2VT[d["type"]]
+
+        order = OrderData(
+            orderid=local_orderid,
+            symbol=d["symbol"],
+            exchange=Exchange.SMART,
+            price=float(d["limit_price"]),
+            volume=float(d["qty"]),
+            type=order_type,
+            direction=direction,
+            traded=float(d["filled_qty"]),
+            status=STATUS_ALPACA2VT.get(d["status"], Status.SUBMITTING),
+            time=d["created_at"],
+            gateway_name=self.gateway_name,
+        )
+        self.gateway.on_order(order)
+
+    def on_query_order(self, data, request):
+        """"""
+        for d in data:
+            self.update_order(d)
+
+        self.gateway.write_log("委托信息查询成功")
 
     def on_send_order(self, data, request: Request):
-        remote_order_id = data['id']
-        order = request.extra
-        self.order_dict[order.orderid] = remote_order_id
-        self.gateway.on_order(order)
-        GLOBAL_ORDER[remote_order_id] = order
+        """"""
+        self.update_order(data)
 
-    def on_failed_order(self, status_code: int, request: Request):
+        order = request.extra
+        if order.orderid in self.cancel_reqs:
+            req = self.cancel_reqs.pop(order.orderid)
+            self.cancel_order(req)
+
+    def on_send_order_failed(self, status_code: int, request: Request):
         """
         Callback to handle request failed.
         """
         order = request.extra
         order.status = Status.REJECTED
         self.gateway.on_order(order)
+
         msg = f"请求失败，状态码：{status_code}，信息：{request.response.text}"
         self.gateway.write_log(msg)
 
-    def on_error_order(
+    def on_send_order_error(
         self, exception_type: type, exception_value: Exception, tb, request: Request
     ):
         """
@@ -264,167 +409,73 @@ class AlpacaRestApi(RestClient):
         order = request.extra
         order.status = Status.REJECTED
         self.gateway.on_order(order)
+
         msg = f"触发异常，状态码：{exception_type}，信息：{exception_value}"
-        print('debug on_error', msg)
         self.gateway.write_log(msg)
 
         sys.stderr.write(
             self.exception_detail(exception_type, exception_value, tb, request)
         )
 
-    def cancel_order(self, req: CancelRequest):
-        """"""
-        order_id = req.orderid
-        remote_order_id = self.order_dict[order_id]
-        if remote_order_id is None:
-            print("[error]: can not get remote_order_id from local dict!")
-            return
-        path = "/v1/orders/" + str(remote_order_id)
-        self.add_request(
-            "DELETE",
-            path,
-            callback=self.on_cancel_order,
-            on_error=self.on_cancel_order_error,
-            extra=req
-        )
-        print("come to cancel_order", order_id)
-
     def on_cancel_order(self, data, request):
-        """Websocket will push a new order status"""
-        pass
-
-    def on_cancel_order_error(self, exception_type: type, exception_value: Exception, tb, request: Request):
-        # Record exception if not ConnectionError
-        if not issubclass(exception_type, ConnectionError):
-            self.on_error(exception_type, exception_value, tb, request)
-
-    def send_order(self, req: OrderRequest):
-        orderid = str(self.connect_time + self._new_order_id())
-        raw_dict = {
-            "symbol": req.symbol,
-            "qty": int(req.volume),
-            "side": DIRECTION_VT2ALPACA[req.direction],
-            "type": ORDERTYPE_VT2ALPACA[req.type],
-            "time_in_force": 'day',
-        }
-        if raw_dict['type'] == "limit":
-            raw_dict['limit_price'] = float(req.price)
-
-        data = raw_dict
-        order = req.create_order_data(orderid, self.gateway_name)
-        print("debug send_order orderBody extra: ", order)
-        self.add_request(
-            "POST",
-            "/v1/orders",
-            callback=self.on_send_order,
-            data=data,
-            extra=order,
-            on_failed=self.on_failed_order,
-            on_error=self.on_error_order,
-            # json_str=data,
-        )
-        print("debug send_order ret val : ", order.vt_orderid)
-        return order.vt_orderid
-
-    def on_query_contracts(self, data, request: Request):
-        for instrument_data in data:
-            symbol = instrument_data['symbol']
-            contract = ContractData(
-                symbol=symbol,
-                exchange=Exchange.ALPACA,
-                name=symbol,
-                product=Product.SPOT,
-                size=1,
-                pricetick=0.01,
-                gateway_name=self.gateway_name
-            )
-            self.on_contract(contract)
-
-    def on_failed_query_contracts(self, status_code: int, request: Request):
-        pass
-
-    def on_error_query_contracts(self, exception_type: type, exception_value: Exception, tb, request: Request):
-        pass
-
-    def query_contracts(self):
-        params = {"status": "active"}
-        self.add_request(
-            "GET",
-            "/v1/assets",
-            params=params,
-            callback=self.on_query_contracts,
-            on_failed=self.on_failed_query_contracts,
-            on_error=self.on_error_query_contracts,
-        )
+        """"""
+        req = request.extra
+        msg = f"撤单成功，委托号：{req.orderid}"
+        self.gateway.write_log(msg)
 
 
 class AlpacaWebsocketApi(WebsocketClient):
     """"""
 
-    def __init__(self, gateway):
+    def __init__(self, gateway: AlpacaGateway):
         """"""
-        super(AlpacaWebsocketApi, self).__init__()
+        super().__init__()
 
         self.gateway = gateway
         self.gateway_name = gateway.gateway_name
-        self.order_id = 1_000_000
-        # self.date = int(datetime.now().strftime('%y%m%d%H%M%S')) * self.orderId
+
+        self.trade_count = 0
+
         self.key = ""
         self.secret = ""
 
-        self.callbacks = {
-            "trade": self.on_tick,
-            "orderBook10": self.on_depth,
-            "execution": self.on_trade,
-            "order": self.on_order,
-            "position": self.on_position,
-            "margin": self.on_account,
-            "instrument": self.on_contract,
-        }
-
-        self.ticks = {}
-        self.accounts = {}
-        self.orders = {}
-        self.trades = set()
-        self.tickDict = {}
-        self.bidDict = {}
-        self.askDict = {}
-        self.orderLocalDict = {}
-        self.channelDict = {}       # ChannelID : (Channel, Symbol)
-        self.channels = ["account_updates", "trade_updates"]
-
     def connect(
-        self, key: str, secret: str, proxy_host: str, proxy_port: int, url: str
+        self, key: str, secret: str, url: str
     ):
         """"""
         self.key = key
         self.secret = secret
-        self.init(url, proxy_host, proxy_port)
+
+        self.init(url)
         self.start()
 
     def authenticate(self):
         """"""
-        params = {"action": "authenticate", "data": {
-            "key_id": self.key, "secret_key": self.secret
-        }}
+        params = {
+            "action": "authenticate",
+            "data": {
+                "key_id": self.key,
+                "secret_key": self.secret
+            }
+        }
         self.send_packet(params)
 
-    def on_authenticate(self):
+    def on_authenticate(self, data):
         """"""
-        params = {"action": "listen", "data": {
-            "streams": self.channels
-        }}
+        if data["status"] == "authorized":
+            self.gateway.write_log("Websocket API登录成功")
+        else:
+            self.gateway.write_log("Websocket API登录失败")
+            return
+
+        params = {
+            "action": "listen",
+            "data": {
+                "streams": ["trade_updates", "account_updates"]
+            }
+        }
         self.send_packet(params)
 
-    def subscribe(self, req: SubscribeRequest):
-        self.channels.append("A." + req.symbol)
-        self.channels.append("Q." + req.symbol)
-        print("debug subscribe: {}  ".format(self.channels))
-        params = {"action": "listen", "data": {
-            "streams": self.channels
-        }}
-        self.send_packet(params)
-        
     def on_connected(self):
         """"""
         self.gateway.write_log("Websocket API连接成功")
@@ -436,109 +487,165 @@ class AlpacaWebsocketApi(WebsocketClient):
 
     def on_packet(self, packet: dict):
         """"""
-        print("debug on_packet: ", packet)
-        if "stream" in packet and "data" in packet:
-            stream_ret = packet['stream']
-            data_ret = packet['data']
-            if(stream_ret == "authorization"):
-                self.handle_auth(packet)
-            elif(stream_ret == "listening"):
-                self.gateway.write_log("listening {}".format(data_ret))
-            else:
-                self.on_data(packet)
-        else:
-            print("unrecognize msg", packet)
-   
-    def on_data(self, data):
-        print("on_data is {}".format(data))
-        stream_ret = data['stream']
-        data_ret = data['data']
-        if(stream_ret == "account_updates"):
-            frozen = float(data_ret['cash']) - float(data_ret['cash_withdrawable'])
+        stream = packet["stream"]
+        data = packet["data"]
 
-            account = AccountData(
-                accountid=data_ret['id'],
-                balance=float(data_ret['cash']),
-                frozen=frozen,
-                gateway_name=self.gateway_name
-            )
-            self.gateway.on_account(account)
-        elif(stream_ret == "trade_updates"):
-            d = data_ret['order']
-            order_id = d['id']
-            order = GLOBAL_ORDER[order_id]
-            local_order_id = order.orderid
-            order.status = STATUS_ALPACA2VT[data_ret['event']]
-            self.gateway.on_order(order)
-            if (data_ret['event'] == "fill" or data_ret['event'] == "partial_fill"):
-                trade = TradeData(
-                    symbol=d["symbol"],
-                    exchange=Exchange.ALPACA,
-                    orderid=local_order_id,
-                    tradeid=d['id'],
-                    direction=DIRECTION_ALPACA2VT[d["side"]],
-                    price=d["filled_avg_price"],
-                    volume=d["filled_qty"],
-                    time=data_ret["timestamp"][11:19],
-                    gateway_name=self.gateway_name,
-                )
-                self.gateway.on_trade(trade)
-        else:
-            pass
-    
-    def handle_auth(self, data):
-        # stream_ret = data['stream']
-        data_ret = data['data']
-        if (data_ret['status'] == "authorized"):
-            print("authorization success!!!")
-            self.gateway.write_log("authorization success!!!")
-            self.on_authenticate()
-        elif (data_ret['status'] == "unauthorized"):
-            print("authorization failed!!!")
-            self.gateway.write_log("authorization failed!!!")
-        else:
-            print("??unhandled status:  ", data)
+        if stream == "authorization":
+            self.on_authenticate(data)
+        elif stream == "listening":
+            streams = data["streams"]
 
-    def on_error(self, exception_type: type, exception_value: Exception, tb):
-        """"""
-        print("on_error: ", type, Exception, tb)
-        sys.stderr.write(
-            self.exception_detail(exception_type, exception_value, tb)
-        )
+            if "trade_updates" in streams:
+                self.gateway.write_log("委托成交推送订阅成功")
 
-    def subscribe_topic(self):
-        pass
+            if "account_updates" in streams:
+                self.gateway.write_log("资金变化推送订阅成功")
 
-    def on_tick(self, d):
-        """"""
-        pass
-
-    def on_depth(self, d):
-        """"""
-        pass
-
-    def on_trade(self, d):
-        """"""
-        pass
-
-    def generateDateTime(self, s):
-        """生成时间"""
-        dt = datetime.fromtimestamp(s / 1000.0)
-        time = dt.strftime("%H:%M:%S.%f")
-        return time
+        elif stream == "trade_updates":
+            self.on_order(data)
+        elif stream == "account_updates":
+            self.on_account(data)
 
     def on_order(self, data):
         """"""
-        pass
+        # Update order
+        d = data["order"]
+        sys_orderid = d["id"]
+        local_orderid = d["client_order_id"]
+        LOCAL_SYS_MAP[local_orderid] = sys_orderid
 
-    def on_position(self, d):
-        """"""
-        pass
+        direction = DIRECTION_ALPACA2VT[d["side"]]
+        order_type = ORDERTYPE_ALPACA2VT[d["type"]]
 
-    def on_account(self, d):
-        """"""
-        pass
+        order = OrderData(
+            orderid=local_orderid,
+            symbol=d["symbol"],
+            exchange=Exchange.SMART,
+            price=float(d["limit_price"]),
+            volume=float(d["qty"]),
+            type=order_type,
+            direction=direction,
+            traded=float(d["filled_qty"]),
+            status=STATUS_ALPACA2VT.get(d["status"], Status.SUBMITTING),
+            time=d["created_at"],
+            gateway_name=self.gateway_name,
+        )
+        self.gateway.on_order(order)
 
-    def on_contract(self, d):
+        # Update Trade
+        event = data.get("event", "")
+        if event != "fill":
+            return
+
+        self.trade_count += 1
+
+        trade = TradeData(
+            symbol=order.symbol,
+            exchange=order.exchange,
+            orderid=order.orderid,
+            tradeid=str(self.trade_count),
+            direction=order.direction,
+            price=float(data["price"]),
+            volume=int(data["qty"]),
+            time=data["timestamp"],
+            gateway_name=self.gateway_name
+        )
+        self.gateway.on_trade(trade)
+
+    def on_account(self, data):
         """"""
-        pass
+        account = AccountData(
+            accountid=data["id"],
+            balance=float(data["equity"]),
+            gateway_name=self.gateway_name
+        )
+        self.gateway.on_account(account)
+
+
+class AlpacaDataRestApi(RestClient):
+    """
+    Alpaca Market Data REST API
+    """
+
+    def __init__(self, gateway: AlpacaGateway):
+        """"""
+        super().__init__()
+
+        self.gateway = gateway
+        self.gateway_name = gateway.gateway_name
+
+        self.key = ""
+        self.secret = ""
+
+        self.symbols = set()
+
+    def sign(self, request):
+        """
+        Generate Alpaca signature.
+        """
+        headers = {
+            "APCA-API-KEY-ID": self.key,
+            "APCA-API-SECRET-KEY": self.secret,
+            "Content-Type": "application/json"
+        }
+
+        request.headers = headers
+        request.allow_redirects = False
+        return request
+
+    def connect(
+        self,
+        key: str,
+        secret: str,
+        session_num: int
+    ):
+        """
+        Initialize connection to REST server.
+        """
+        self.key = key
+        self.secret = secret
+
+        self.init(DATA_REST_HOST)
+        self.start(session_num)
+
+        self.gateway.write_log("行情REST API启动成功")
+
+    def subscribe(self, req: SubscribeRequest):
+        """"""
+        self.symbols.add(req.symbol)
+
+    def query_bar(self):
+        """"""
+        if not self._active or not self.symbols:
+            return
+
+        params = {
+            "symbols": ",".join(list(self.symbols)),
+            "limit": 1
+        }
+
+        self.add_request(
+            method="GET",
+            path="/v1/bars/1Min",
+            params=params,
+            callback=self.on_query_bar
+        )
+
+    def on_query_bar(self, data, request):
+        """"""
+        for symbol, buf in data.items():
+            d = buf[0]
+
+            tick = TickData(
+                symbol=symbol,
+                exchange=Exchange.SMART,
+                datetime=datetime.now(),
+                name=symbol,
+                open_price=d["o"],
+                high_price=d["h"],
+                low_price=d["l"],
+                last_price=d["c"],
+                gateway_name=self.gateway_name
+            )
+
+            self.gateway.on_tick(tick)