Package markets.alpaca.client.ws.model


package markets.alpaca.client.ws.model
Immutable payload models for Alpaca WebSocket stream events.

These records are deserialized from stream messages delivered by the handwritten WebSocket clients. Price, size, and quantity fields that can require decimal precision use BigDecimal rather than floating-point types.

  • Record Classes
    Class
    Description
    An aggregated crypto price bar (minute, daily, or updated).
    A full or incremental order book snapshot for a crypto pair (T: "o").
    A single price level in a crypto order book.
    A top-of-book quote from the Alpaca crypto exchange order book (T: "q").
    A cryptocurrency trade executed on the Alpaca exchange (T: "t").
    A Limit Up – Limit Down (LULD) price band update (T: "l").
    A real-time news article event (T: "n").
    An order entity as returned within trade update events.
    An aggregated stock price bar (minute, daily, or updated).
    A National Best Bid and Offer (NBBO) quote update (T: "q").
    A stock trade execution event (T: "t").
    A trading status update for a security (T: "s").
    A trade cancellation or error event (T: "x").
    A trade correction event (T: "c").
    An order lifecycle event for the authenticated account.