Upgrades bars api endpoint to use v2

lib/alpaca/trade/api/bar.rb

@@ -1,18 +1,31 @@
 # frozen_string_literal: true
 
+# object
+# OHLC aggregate of all the trades in a given interval.
+
+# t date-time required Timestamp in RFC-3339 format with nanosecond precision
+# o double required Opening price
+# h double required High price
+# l double required Low price
+# c double required Closing price
+# v int64 required Bar volume
+# n int64 required Trade count in the bar
+# vw double required Volume weighted average price
 module Alpaca
   module Trade
     module Api
       class Bar
-        attr_reader :time, :open, :high, :low, :close, :volume
+        attr_reader :time, :open, :high, :low, :close, :volume, :trades, :weighted_average_price
 
         def initialize(json)
-          @time = Time.at(json['t'])
+          @time = Time.parse(json['t'])
           @open = BigDecimal(json['o'].to_s)
           @high = BigDecimal(json['h'].to_s)
           @low = BigDecimal(json['l'].to_s)
           @close = BigDecimal(json['c'].to_s)
+          @weighted_average_price = BigDecimal(json['vw'].to_s)
           @volume = json['v']
+          @trades = json['n']
         end
       end
     end

lib/alpaca/trade/api/client.rb

@@ -48,13 +48,49 @@ def assets(status: nil, asset_class: nil)
           json.map { |item| Asset.new(item) }
         end
 
-        def bars(timeframe, symbols, limit: 100)
+        # {
+        #   "bars": {
+        #     "AAPL": [
+        #       {
+        #         "t": "2022-01-03T09:00:00Z",
+        #         "o": 178.26,
+        #         "h": 178.26,
+        #         "l": 178.21,
+        #         "c": 178.21,
+        #         "v": 1118,
+        #         "n": 65,
+        #         "vw": 178.235733
+        #       }
+        #     ]
+        #   },
+        #   "next_page_token": "QUFQTHxNfDIwMjItMDEtMDNUMDk6MDA6MDAuMDAwMDAwMDAwWg=="
+        # }
+        def bars(timeframe: '1D', symbols:, limit: 100, start_date: nil, end_date: nil, feed: 'sip', asof: nil)
           validate_timeframe(timeframe)
-          response = get_request(data_endpoint, "v1/bars/#{timeframe}", symbols: symbols.join(','), limit: limit)
+          validate_symbols(symbols)
+
+          symbols = Array(symbols)
+          params = {
+            symbols: symbols.join(','),
+            limit: limit,
+            timeframe: timeframe,
+            feed: feed
+          }
+          params[:start] = start_date.rfc3339 if start_date
+          params[:end]  = end_date.rfc3339 if end_date
+
+          params[:asof] = asof.strftime("%Y-%m-%d") if asof.is_a?(Date) || asof.is_a?(Time)
+          params[:asof] ||= asof if asof.is_a?(String)
+
+          response = get_request(data_endpoint, "v2/stocks/bars", params)
+          raise InvalidRequest, JSON.parse(response.body)['message'] if response.status == 404
+
           json = JSON.parse(response.body)
-          json.keys.each_with_object({}) do |symbol, hash|
-            hash[symbol] = json[symbol].map { |bar| Bar.new(bar) }
+          hash = { "next_page_token" => json["next_page_token"], "bars" => {} }
+          symbols.each do |symbol|
+            hash["bars"][symbol] = json["bars"][symbol]&.map { |bar| Bar.new(bar) } || []
           end
+          hash.merge({ 'next_page_token' => json['next_page_token'] })
         end
 
         def calendar(start_date: Date.today, end_date: (Date.today + 30))
@@ -249,9 +285,14 @@ def possibly_raise_exception(response)
         end
 
         def validate_timeframe(timeframe)
-          unless TIMEFRAMES.include?(timeframe)
-            raise ArgumentError, "Invalid timeframe: #{timeframe}. Valid arguments are: #{TIMEFRAMES}"
-          end
+          return if TIMEFRAMES.include?(timeframe)
+          raise ArgumentError, "Invalid timeframe: #{timeframe}. Valid arguments are: #{TIMEFRAMES}"
+        end
+
+        def validate_symbols(symbols)
+          return if symbols.is_a?(String)
+          return if symbols.is_a?(Array) && symbols.all?{ |symbol| symbol.is_a?(String) }
+          raise ArgumentError, "Invalid symbols: #{symbols.inspect}. Symbols must be a String or an array of strings."
         end
       end
     end

spec/alpaca/trade/client_spec.rb

@@ -83,32 +83,41 @@
   end
 
   describe '#bars' do
-    it 'returns Bar objects for one symbol', :vcr do
-      bars = subject.bars('1D', ['CRM'])
-      expect(bars['CRM']).to be_an(Array)
+    it 'returns Bar objects for one symbol as Array', :vcr do
+      bars = subject.bars(timeframe: '1D', symbols: ['CRM'], start_date: Date.today - 10)
+      expect(bars['bars']['CRM']).to be_an(Array)
 
-      bar = bars['CRM'].first
+      bar = bars['bars']['CRM'].first
       expect(bar).to be_an(Alpaca::Trade::Api::Bar)
-      expect(bar.close).to eq(160.57)
+      expect(bar.close).to eq(223.84)
+    end
+
+    it 'returns Bar objects for one symbol as String', :vcr do
+      bars = subject.bars(timeframe: '1D', symbols: 'CRM', start_date: Date.today - 10)
+      expect(bars['bars']['CRM']).to be_an(Array)
+
+      bar = bars['bars']['CRM'].first
+      expect(bar).to be_an(Alpaca::Trade::Api::Bar)
+      expect(bar.close).to eq(223.84)
     end
 
     it 'returns Bar objects for multiple symbols', :vcr do
-      bars = subject.bars('1D', %w[CRM FB AMZN])
-      expect(bars['FB']).to be_an(Array)
+      bars = subject.bars(timeframe: '1D', symbols: %w[CRM FB AMZN], start_date: Date.today - 10)
+      expect(bars['bars']['FB']).to be_an(Array)
 
-      bar = bars['AMZN'].first
+      bar = bars['bars']['AMZN'].first
       expect(bar).to be_an(Alpaca::Trade::Api::Bar)
     end
 
     it 'accepts limit as parameter', :vcr do
-      bars = subject.bars('1D', ['CRM'], limit: 10)
-      expect(bars['CRM']).to be_an(Array)
-      expect(bars['CRM'].size).to eq(10)
+      bars = subject.bars(timeframe: '1D', symbols: ['CRM'], limit: 10, start_date: Date.today - 100)
+      expect(bars['bars']['CRM']).to be_an(Array)
+      expect(bars['bars']['CRM'].size).to eq(10)
     end
 
     it 'doesnt accept invalid time frames' do
       expect {
-        subject.bars('1FOO', ['CRM'])
+        subject.bars(timeframe: 'bogus', symbols: 'CRM', limit: 10, start_date: Date.today - 100)
       }.to raise_error(ArgumentError)
     end
   end