Add crypto perp endpoints (#312)

* rest endpoint changes

* location added

* minimum changes for the crypto future

* Add an example for crypto-perps

* Add crypto perp market data support (stream and rest)

* Add marketdata REST example for crypto perp endpoints

* Fixed lint issues

* Apply changes suggested via PR feedback

* Bugfix in GetLatestCryptoPerpBars

* Added GetLatestCryptoPerpBars

---------

Co-authored-by: manoj <[email protected]>

examples/crypto-perp-stream/crypto_stream.go

@@ -0,0 +1,48 @@
+package main
+
+import (
+	"context"
+	"fmt"
+
+	"github.com/alpacahq/alpaca-trade-api-go/v3/marketdata"
+	"github.com/alpacahq/alpaca-trade-api-go/v3/marketdata/stream"
+)
+
+func main() {
+	ctx, cancel := context.WithCancel(context.Background())
+	defer cancel()
+
+	baseURL := "ws://stream.data.alpaca.markets/v1beta1/crypto-perps"
+
+	c := stream.NewCryptoPerpClient(
+		marketdata.GLOBAL,
+		stream.WithLogger(stream.DefaultLogger()),
+		stream.WithBaseURL(baseURL), // Set the base URL
+		// configuring initial subscriptions and handlers
+		stream.WithCryptoPerpTrades(func(ct stream.CryptoPerpTrade) {
+			fmt.Printf("TRADE: %+v\n", ct)
+		}, "BTC-PERP"),
+		stream.WithCryptoPerpQuotes(func(cq stream.CryptoPerpQuote) {
+			fmt.Printf("QUOTE: %+v\n", cq)
+		}, "BTC-PERP"),
+		stream.WithCryptoPerpOrderbooks(func(cob stream.CryptoPerpOrderbook) {
+			fmt.Printf("ORDERBOOK: %+v\n", cob)
+		}, "BTC-PERP"),
+		stream.WithCryptoPerpBars(func(cb stream.CryptoPerpBar) {
+			fmt.Printf("BAR: %+v\n", cb)
+		}, "BTC-PERP"),
+		stream.WithCryptoPerpUpdatedBars(func(cb stream.CryptoPerpBar) {
+			fmt.Printf("UPDATED BAR: %+v\n", cb)
+		}, "BTC-PERP"),
+		stream.WithCryptoPerpDailyBars(func(cb stream.CryptoPerpBar) {
+			fmt.Printf("DAILY BAR: %+v\n", cb)
+		}, "BTC-PERP"),
+	)
+
+	if err := c.Connect(ctx); err != nil {
+		panic(err)
+	}
+	if err := <-c.Terminated(); err != nil {
+		panic(err)
+	}
+}

examples/marketdata/marketdata.go

@@ -124,6 +124,33 @@ func cryptoQuote() {
 	fmt.Println()
 }
 
+func cryptoPerpQuote() {
+	quote, err := marketdata.GetLatestCryptoPerpQuote("BTC-PERP", marketdata.GetLatestCryptoQuoteRequest{})
+	if err != nil {
+		panic(err)
+	}
+	fmt.Printf("Latest crypto perp quote: %+v\n\n", quote)
+	fmt.Println()
+}
+
+func cryptoPerpTrade() {
+	trade, err := marketdata.GetLatestCryptoPerpTrade("BTC-PERP", marketdata.GetLatestCryptoTradeRequest{})
+	if err != nil {
+		panic(err)
+	}
+	fmt.Printf("Latest crypto perp trade: %+v\n\n", trade)
+	fmt.Println()
+}
+
+func cryptoPerpBar() {
+	trade, err := marketdata.GetLatestCryptoPerpBar("BTC-PERP", marketdata.GetLatestCryptoBarRequest{})
+	if err != nil {
+		panic(err)
+	}
+	fmt.Printf("Latest crypto perp bar: %+v\n\n", trade)
+	fmt.Println()
+}
+
 func optionChain() {
 	chain, err := marketdata.GetOptionChain("AAPL", marketdata.GetOptionChainRequest{
 		Type:              marketdata.Call,
@@ -209,13 +236,16 @@ func main() {
 		{Name: "news", Func: news},
 		{Name: "auctions", Func: auctions},
 		{Name: "crypto_quote", Func: cryptoQuote},
+		{Name: "crypto_perp_quote", Func: cryptoPerpQuote},
+		{Name: "crypto_perp_trade", Func: cryptoPerpTrade},
+		{Name: "crypto_perp_bar", Func: cryptoPerpBar},
 		{Name: "option_chain", Func: optionChain},
 		{Name: "corporate_actions", Func: corporateActions},
 	}
 	for {
 		fmt.Println("Examples: ")
 		for i, e := range examples {
-			fmt.Printf("[ %d ] %s\n", i, e.Name)
+			fmt.Printf("[ %2d ] %s\n", i, e.Name)
 		}
 		fmt.Print("Please type the number of the example you'd like to run or q to exit: ")
 		r := bufio.NewReader(os.Stdin)

marketdata/entities.go

@@ -29,7 +29,8 @@ type CryptoFeed = string
 
 const (
 	// US is the crypto feed for the United States.
-	US CryptoFeed = "us"
+	US     CryptoFeed = "us"
+	GLOBAL CryptoFeed = "global"
 )
 
 // OptionFeed defines the source feed of option data.
@@ -208,6 +209,11 @@ type CryptoSnapshot struct {
 	PrevDailyBar *CryptoBar   `json:"prevDailyBar"`
 }
 
+type CryptoPerpTrade CryptoTrade
+type CryptoPerpQuote CryptoQuote
+type CryptoPerpBar CryptoBar
+type CryptoPerpSnapshot CryptoSnapshot
+
 // CryptoSnapshots is the snapshots for multiple crypto symbols
 type CryptoSnapshots struct {
 	Snapshots map[string]CryptoSnapshot `json:"snapshots"`