Alpaca Markets C++ SDK

A modern C++ SDK for the Alpaca Trading and Market Data APIs.

Features

Trading API v2: Full support for account, orders, positions, assets, watchlists, and portfolio history
Market Data API v2: Historical bars, latest trades, and latest quotes for stocks
Modern C++20: Clean API with proper namespacing and modern idioms
CMake-based: Easy integration with CMake-based projects
Header-only friendly: Include only what you need
Warning-free builds: Third-party library warnings silenced; our code compiles with strict warnings (-Wall -Wextra -Wpedantic)

Quick Start

Prerequisites

C++20 compatible compiler (GCC 11+, Clang 14+, MSVC 2022+)
CMake 3.25+
OpenSSL development libraries

Building

# Clone the repository
git clone https://github.com/your-org/alpaca-markets-cpp.git
cd alpaca-markets-cpp

# Build
make build

# Run tests
make test

Installing & Using in Another CMake Project

There are three main ways to use this library in your project:

Option 1: FetchContent (Recommended for most projects)

The easiest way to use alpaca-markets-cpp is with CMake's FetchContent module:

cmake_minimum_required(VERSION 3.25)
project(my_trading_app)

set(CMAKE_CXX_STANDARD 20)

include(FetchContent)
FetchContent_Declare(
    alpaca_markets
    GIT_REPOSITORY https://github.com/your-org/alpaca-markets-cpp.git
    GIT_TAG        main  # or a specific tag like v1.0.0
)
FetchContent_MakeAvailable(alpaca_markets)

add_executable(my_app main.cpp)
target_link_libraries(my_app PRIVATE alpaca::markets)

When used via FetchContent:

Tests and examples are automatically disabled for the dependency
Dependencies (RapidJSON, cpp-httplib) are fetched automatically
No system installation required

Option 2: System Installation with find_package()

Install the library to your system or a custom prefix:

# Configure and build
cmake -S . -B build -DCMAKE_BUILD_TYPE=Release

# Build
cmake --build build --config Release

# Install (to system or custom prefix)
cmake --install build --prefix /usr/local  # or ~/.local, /opt/alpaca, etc.

Then use in your project:

cmake_minimum_required(VERSION 3.20)
project(my_trading_app)

set(CMAKE_CXX_STANDARD 20)

# Find the installed package
find_package(alpaca_markets REQUIRED)

add_executable(my_app main.cpp)
target_link_libraries(my_app PRIVATE alpaca::markets)

If installed to a non-standard prefix, add it to CMAKE_PREFIX_PATH:

cmake -B build -DCMAKE_PREFIX_PATH=/opt/alpaca

Option 3: Add as Git Submodule

git submodule add https://github.com/your-org/alpaca-markets-cpp.git external/alpaca-markets-cpp

add_subdirectory(external/alpaca-markets-cpp)

add_executable(my_app main.cpp)
target_link_libraries(my_app PRIVATE alpaca::markets)

System Dependencies

The library requires these system dependencies:

Dependency	Purpose	Install (Ubuntu/Debian)
OpenSSL	HTTPS support	`apt install libssl-dev`
ZLIB	Compression	`apt install zlib1g-dev`
Brotli (optional)	Brotli compression	`apt install libbrotli-dev`

Dependency Options

ALPACA_MARKETS_USE_SYSTEM_RAPIDJSON=ON to use a system RapidJSON package.
ALPACA_MARKETS_USE_SYSTEM_HTTPLIB=ON to use a system cpp-httplib package.

Environment Variables

Set the following environment variables before running:

# Required
export APCA_API_KEY_ID="your-api-key"
export APCA_API_SECRET_KEY="your-secret-key"

# Optional (defaults to paper trading)
export APCA_API_BASE_URL="https://paper-api.alpaca.markets"  # or https://api.alpaca.markets for live
export APCA_API_DATA_URL="https://data.alpaca.markets"

Or use the new naming convention:

export ALPACA_MARKETS_KEY_ID="your-api-key"
export ALPACA_MARKETS_SECRET_KEY="your-secret-key"
export ALPACA_MARKETS_TRADING_URL="https://paper-api.alpaca.markets"  # base host (no /v2)
export ALPACA_MARKETS_DATA_URL="https://data.alpaca.markets"

If you prefer a .env file, this repo also supports a more explicit naming scheme (and maps it to the variables above):

# Paper trading (endpoint + key id)
ALPACA_MARKETS_PAPER_TRADING_API_ENDPOINT="https://paper-api.alpaca.markets"
ALPACA_MARKETS_PAPER_TRADING_API_KEY_ID="your-paper-key-id"

# Live/individual (endpoint + key id + secret)
ALPACA_MARKETS_INDIVIDUAL_API_ENDPOINT="https://api.alpaca.markets"
ALPACA_MARKETS_INDIVIDUAL_API_KEY_ID="your-live-key-id"
ALPACA_MARKETS_INDIVIDUAL_API_SECRET_KEY="your-live-secret"

Example Usage

#include <alpaca/markets/markets.hpp>
#include <iostream>

int main() {
    // Parse environment configuration
    alpaca::markets::Environment env;
    if (alpaca::markets::Status status = env.parse(); !status.ok()) {
        std::cerr << "Error: " << status.getMessage() << std::endl;
        return 1;
    }

    // Create client
    alpaca::markets::Client client(env);

    // Get account information
    auto [status, account] = client.getAccount();
    if (!status.ok()) {
        std::cerr << "Error: " << status.getMessage() << std::endl;
        return 1;
    }

    std::cout << "Account ID: " << account.id << std::endl;
    std::cout << "Buying Power: $" << account.buying_power << std::endl;

    // Get latest quote for a stock
    auto [quote_status, quote] = client.getLatestQuote("AAPL");
    if (quote_status.ok()) {
        std::cout << "AAPL Bid: $" << quote.quote.bid_price << std::endl;
        std::cout << "AAPL Ask: $" << quote.quote.ask_price << std::endl;
    }

    return 0;
}

Architecture

graph TD
    subgraph SDK["Alpaca Markets C++ SDK"]
        Client["REST Client"]
        Stream["Streaming (placeholder)"]
        Models["Models / DTOs"]
    end

    subgraph Alpaca["Alpaca APIs"]
        TradingAPI["Trading API v2"]
        DataAPI["Market Data API v2"]
        StreamAPI["WebSocket Stream"]
    end

    Client -->|HTTPS| TradingAPI
    Client -->|HTTPS| DataAPI
    Stream -.->|WSS| StreamAPI
    Client --> Models
    Stream --> Models

REST Request Flow

sequenceDiagram
    participant App as Application
    participant Client as Client
    participant HTTP as cpp-httplib
    participant API as Alpaca API
    participant Model as Model

    App->>Client: getAccount()
    Client->>HTTP: GET /v2/account
    HTTP->>API: HTTPS request
    API-->>HTTP: JSON response
    HTTP-->>Client: response body
    Client->>Model: parse JSON
    Model-->>Client: Account object
    Client-->>App: {Status, Account}

Project Structure

alpaca-markets-cpp/
├── CMakeLists.txt          # Main CMake configuration
├── Makefile                # Developer workflow targets
├── include/
│   └── alpaca/
│       └── markets/        # Public headers
│           ├── markets.hpp # Umbrella header
│           ├── client.hpp  # REST API client
│           ├── config.hpp  # Environment configuration
│           └── ...         # Model headers
├── src/                    # Implementation files
├── tests/                  # Unit tests
├── examples/               # Example applications
└── cmake/                  # CMake modules (for future use)

API Reference

Client Methods

Account

getAccount() - Get account information
getAccountConfigurations() - Get account settings
updateAccountConfigurations() - Update account settings
getAccountActivity() - Get account activity history

Orders

getOrders() - List orders
getOrder() - Get specific order
submitOrder() - Submit new order (supports trailing stop with trail_price/trail_percent)
submitNotionalOrder() - Submit order by dollar amount (fractional shares)
replaceOrder() - Replace existing order
cancelOrder() - Cancel order
cancelOrders() - Cancel all orders

Order Types: Market, Limit, Stop, StopLimit, TrailingStop

Order Classes: Simple, Bracket, OneCancelsOther, OneTriggersOther, MultiLeg

Positions

getPositions() - List all positions
getPosition() - Get position for symbol
closePosition() - Close position
closePositions() - Close all positions

Assets

getAssets() - List assets (supports USEquity and Crypto asset classes)
getAsset() - Get asset details

Market Data (v2)

getBars() - Get historical bar data
getLatestTrade() - Get latest trade for symbol
getLatestQuote() - Get latest quote for symbol
getLatestTrades() - Get latest trades for multiple symbols
getLatestQuotes() - Get latest quotes for multiple symbols
getLatestBar() - Get latest bar for symbol
getLatestBars() - Get latest bars for multiple symbols
getSnapshot() - Get market snapshot (trade, quote, bars) for symbol
getSnapshots() - Get market snapshots for multiple symbols
getTrades() - Get historical trades with pagination
getQuotes() - Get historical quotes with pagination
getMultiTrades() - Get historical trades for multiple symbols with pagination
getMultiQuotes() - Get historical quotes for multiple symbols with pagination
getAuctions() - Get auction data (opening/closing) for a symbol
getMultiAuctions() - Get auction data for multiple symbols

Market Data Corporate Actions

getCorporateActions() - Get corporate actions (splits, dividends, mergers, name changes, etc.)

News

getNews() - Get news articles with symbol filtering and pagination

Crypto Market Data

getLatestCryptoTrade() / getLatestCryptoTrades() - Latest crypto trades
getLatestCryptoQuote() / getLatestCryptoQuotes() - Latest crypto quotes
getLatestCryptoBar() / getLatestCryptoBars() - Latest crypto bars
getCryptoSnapshot() / getCryptoSnapshots() - Crypto market snapshots
getCryptoBars() - Historical crypto bars
getCryptoTrades() - Historical crypto trades
getCryptoQuotes() - Historical crypto quotes

Options

getOptionContracts() - List option contracts with filters
getOptionContract() - Get specific option contract by symbol or ID

Watchlists

getWatchlists() - List watchlists
getWatchlist() - Get watchlist by ID
createWatchlist() - Create new watchlist
updateWatchlist() - Update watchlist
deleteWatchlist() - Delete watchlist

Corporate Actions (Trading API)

getAnnouncements() - Get corporate action announcements (dividends, splits, mergers, spinoffs)
getAnnouncement() - Get specific announcement by ID

Clock & Calendar

getClock() - Get market clock
getCalendar() - Get market calendar

Error Handling

The SDK provides typed API errors similar to official SDKs:

// APIError provides detailed error information from the Alpaca API
alpaca::markets::APIError err(422, 40010000, "insufficient qty available for order");
std::cerr << err.what() << std::endl;
// Output: insufficient qty available for order (HTTP 422, Code 40010000)

// Convert to Status for uniform error handling
alpaca::markets::Status status = err.toStatus();

Retry & Timeout Configuration

Configure request resiliency with retry and timeout settings:

alpaca::markets::Environment env;
env.parse();

// Configure retries with exponential backoff
alpaca::markets::RetryConfig retry;
retry.max_retries = 5;
retry.initial_delay = std::chrono::milliseconds{100};
retry.max_delay = std::chrono::milliseconds{5000};
retry.backoff_multiplier = 2.0;
env.setRetryConfig(retry);

// Configure timeouts
alpaca::markets::TimeoutConfig timeout;
timeout.connection_timeout = std::chrono::seconds{30};
timeout.read_timeout = std::chrono::seconds{60};
env.setTimeoutConfig(timeout);

Pagination Helpers

Use PageIterator for convenient iteration over paginated results:

#include <alpaca/markets/pagination.hpp>

// Manually iterate through pages
auto [status, result] = client.getTrades("AAPL", start, end, 100);
while (status.ok() && !result.second.empty()) {
    for (const auto& trade : result.first) {
        process(trade);
    }
    auto [s, r] = client.getTrades("AAPL", start, end, 100, result.second);
    status = s;
    result = r;
}

Make Targets

Target	Description
`make build`	Build the project
`make test`	Run unit tests
`make lint`	Run linting (requires clang-format, clang-tidy)
`make clean`	Remove build directory
`make help`	Show available targets

Feature Parity with Official SDKs

This C++ SDK aims to provide feature parity with Alpaca's official SDKs:

Feature	Status
Trading API v2	✅
Market Data API v2	✅
Options Contracts API	✅
Market Snapshots	✅
Historical Trades/Quotes	✅
Multi-Symbol Historical Data	✅
Auctions Data	✅
Market Data Corporate Actions	✅
Trailing Stop Orders	✅
Notional (Dollar) Orders	✅
Multi-Symbol Quotes/Trades	✅
Corporate Actions (Trading)	✅
Crypto Asset Class	✅
Typed API Errors	✅
Crypto Market Data	✅
News API	✅
Retry/Backoff Configuration	✅
Timeout Configuration	✅
Pagination Helpers	✅
WebSocket Streaming	🔄 Placeholder

License

See LICENSE file.

Name		Name	Last commit message	Last commit date
Latest commit History 109 Commits
cmake		cmake
examples		examples
include		include
src		src
tests		tests
.clang-format		.clang-format
.gitignore		.gitignore
CMakeLists.txt		CMakeLists.txt
LICENSE		LICENSE
Makefile		Makefile
README.md		README.md

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Alpaca Markets C++ SDK

Features

Quick Start

Prerequisites

Building

Installing & Using in Another CMake Project

Option 1: FetchContent (Recommended for most projects)

Option 2: System Installation with find_package()

Option 3: Add as Git Submodule

System Dependencies

Dependency Options

Environment Variables

Example Usage

Architecture

REST Request Flow

Project Structure

API Reference

Client Methods

Account

Orders

Positions

Assets

Market Data (v2)

Market Data Corporate Actions

News

Crypto Market Data

Options

Watchlists

Corporate Actions (Trading API)

Clock & Calendar

Error Handling

Retry & Timeout Configuration

Pagination Helpers

Make Targets

Feature Parity with Official SDKs

License

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