Sviluppo TradingBot

2026-06-09 18:29:41 +02:00
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+# Crypto Pricing Data
+
+Alpaca provides free limited crypto data and a more advanced unlimited paid plan.
+
+To request trading pairs data via REST API, see [Crypto Pricing Data REST API](https://docs.alpaca.markets/reference/v1beta2cryptobars) Reference.
+
+The example below requests the latest order book data (bid and asks) for the following three crypto trading pairs: BTC/USD, ETH/BTC and ETH/USD.
+
+```curl
+curl --request GET 'https://data.alpaca.markets/v1beta3/crypto/us/latest/orderbooks?symbols=BTC/USD,ETH/BTC,ETH/USD,SOL/USDT' \
+--header 'Apca-Api-Key-Id: <KEY>' \
+--header 'Apca-Api-Secret-Key: <SECRET>'
+```
+
+```
+{
+    "orderbooks": {
+        "BTC/USD": {
+            "a": [
+                {
+                    "p": 27539.494,
+                    "s":  0.2632414
+                },
+                ...
+            ],
+            "b": [
+                {
+                    "p": 27511.78083,
+                    "s": 0.26265668
+                },
+                ...
+            ],
+            "t": "2023-03-18T13:31:44.932988033Z"
+        },
+        "ETH/USD": { ... },
+        "ETH/BTC": { ... },
+        "SOL/USDT": { ... }
+    }
+}
+```
+
+# Real-Time Crypto Market Data
+
+Additionally, you can subscribe to real-time crypto data via Websockets. Example below leverages wscat to subscribe to:
+
+* BTC/USD trades.
+* ETH/USDT and ETH/USD quotes.
+* BTC/USD order books
+
+```
+ $ wscat -c wss://stream.data.alpaca.markets/v1beta3/crypto/us
+Connected (press CTRL+C to quit)
+< [{"T":"success","msg":"connected"}]
+> {"action": "auth", "key": "<KEY>", "secret": "<SECRET>"}
+< [{"T":"success","msg":"authenticated"}]
+> {"action":"subscribe", "trades":["BTC/USD"], "quotes":["ETH/USDT","ETH/USD"], "orderbooks":["BTC/USD"]}
+< [{"T":"subscription","trades":["BTC/USD"],"quotes":["ETH/USDT","ETH/USD"],"orderbooks":["BTC/USD"],"updatedBars":[],"dailyBars":[]}]
+< [{"T":"o","S":"BTC/USD","t":"2023-03-18T13:51:29.754747009Z","b":[{"p":27485.3445,"s":0.25893365},{"p":27466.92727,"s":0.52351568},...],"a":[{"p":27512.92,"s":0.26137249},{"p":27547.9425,"s":0.52011956},...],"r":true}]
+< [{"T":"q","S":"ETH/USDT","bp":1815.55510989,"bs":8.24941727,"ap":1818.4,"as":4.15121428,"t":"2023-03-18T13:51:33.256826818Z"}]
+< ...
+```