alpaca-cpp

A modern C++20 SDK for the Alpaca Trading, Market Data, Broker, and Auth APIs.

Contributions are welcome.

Features

• Strongly typed request/response models for every endpoint.
• REST clients for Trading, Market Data, Broker, and Auth APIs.
• Real-time streaming:
  • Trade/order updates via WebSocket.
  • Market data (trades, quotes, bars) via WebSocket.
  • Broker events via Server-Sent Events (SSE).
• Financial utility types:
  • Decimal — fixed-point precision (8 decimal places) for prices and quantities.
  • DateTime — parsing/formatting for all Alpaca timestamp formats.
• Broker API with both legacy key/secret and OAuth2 client-credentials auth (automatic token refresh).
• 231 unit tests covering model parsing, serialization, and URL/body construction.

API clients

Class	Description
AlpacaTraderAPI	Account, orders, positions, watchlists, activities, calendar/clock, options, treasuries, crypto wallets
AlpacaMarketDataAPI	Stocks, options, crypto, forex, fixed income, screener, news, logos, corporate actions
AlpacaBrokerAPI	Broker account lifecycle, account-scoped trading/funding, journals, reporting, rebalancing
AlpacaAuthAPI	OAuth2 token issuance (client credentials)
AlpacaUpdatesStream	Real-time trade/order updates (WebSocket)
AlpacaMarketDataStream	Real-time market data — trades, quotes, bars (WebSocket)
BrokerSSEClient	Broker event streams (SSE with auto-reconnect)

Quick start

Requirements

• C++20 compiler (Clang 14+, GCC 12+, MSVC 2022+)
• CMake 3.16+
• OpenSSL
• Howard Hinnant date
• nlohmann/json (3.7.3+)
• IXWebSocket (fetched automatically if not found)

Install dependencies

macOS (Homebrew):

brew install cmake openssl howard-hinnant-date nlohmann-json

Ubuntu / Debian:

sudo apt install cmake libssl-dev nlohmann-json3-dev

Build

cmake -S . -B build -DCMAKE_BUILD_TYPE=Release
cmake --build build

CMake option	Default	Description
ALPACA_BUILD_TESTS	ON	Build the GoogleTest suite
ALPACA_BUILD_EXAMPLES	OFF	Build example programs

Set up credentials

cp .env.example .env
# Edit .env with your keys, then:
source .env

At minimum for Trading + Market Data:

export ALPACA_API_KEY="your-api-key"
export ALPACA_SECRET_KEY="your-secret-key"

For the Broker API (choose one mode):

# Legacy key/secret auth
export ALPACA_BROKER_API_KEY="your-broker-key"
export ALPACA_BROKER_API_SECRET="your-broker-secret"

# Client credentials auth (recommended — automatic token refresh)
export ALPACA_BROKER_CLIENT_ID="your-client-id"
export ALPACA_BROKER_CLIENT_SECRET="your-client-secret"

Run examples

cmake -S . -B build -DALPACA_BUILD_EXAMPLES=ON
cmake --build build

./build/example/simple_example
./build/example/stock_data_example
./build/example/websocket_example
./build/example/broker_get_accounts_example

See example/ for the full list.

Usage

Trading API

#include <cstdlib>
#include <iostream>
#include "alpaca/AlpacaTraderAPI.h"

int main() {
    const char* key = std::getenv("ALPACA_API_KEY");
    const char* secret = std::getenv("ALPACA_SECRET_KEY");
    if (!key || !secret) return 1;

    alpaca::AlpacaTraderAPI api(key, secret, alpaca::TraderAPIEndpoint::PAPER);
    auto account = api.get_account();
    std::cout << "Account: " << account.id << "\n";
}

Market Data API

#include "alpaca/AlpacaMarketDataAPI.h"

int main() {
    alpaca::AlpacaMarketDataAPI md(
        std::getenv("ALPACA_API_KEY"),
        std::getenv("ALPACA_SECRET_KEY"),
        alpaca::MarketDataEndpoint::LIVE,
        alpaca::DataFeed::IEX
    );

    auto latest = md.get_stock_latest_quotes({"AAPL", "MSFT"});
}

Broker API

Legacy auth:

#include "alpaca/AlpacaBrokerAPI.h"

alpaca::AlpacaBrokerAPI broker(
    std::getenv("ALPACA_BROKER_API_KEY"),
    std::getenv("ALPACA_BROKER_API_SECRET"),
    alpaca::BrokerAPIEndpoint::SANDBOX
);

auto accounts = broker.get_accounts();

Client-credentials auth (recommended):

#include "alpaca/AlpacaBrokerAPI.h"

alpaca::AlpacaBrokerAPI broker(
    std::getenv("ALPACA_BROKER_CLIENT_ID"),
    std::getenv("ALPACA_BROKER_CLIENT_SECRET"),
    alpaca::BrokerAPIEndpoint::SANDBOX,
    alpaca::BrokerAuthMode::CLIENT_CREDENTIALS
);

auto accounts = broker.get_accounts();

In client-credentials mode, Bearer token retrieval and refresh are handled automatically inside the HTTP client. Use AlpacaAuthAPI if you need explicit access to the token payload.

Streaming

Stream	Transport	Example
Trade/order updates	Binary WebSocket	websocket_example.cpp
Market data	JSON WebSocket	websocket_example.cpp
Broker events	SSE (auto-reconnect)	broker_sse_example.cpp

Installation

Install to a prefix:

cmake --build build --target install

Consume from another CMake project:

find_package(alpaca-cpp REQUIRED)
target_link_libraries(your_target PRIVATE alpaca::alpaca-cpp)

Testing

cmake -S . -B build -DCMAKE_BUILD_TYPE=Debug
cmake --build build

cd build && ctest --output-on-failure

Run a subset:

./build/test/alpaca-tests --gtest_filter="TraderAPIURLTest.*"

Project layout

include/alpaca/
  AlpacaTraderAPI.h          # Trading API client
  AlpacaMarketDataAPI.h      # Market Data API client
  AlpacaBrokerAPI.h          # Broker API client
  AlpacaAuthAPI.h            # Auth API client
  AlpacaUpdatesStream.h      # Trade updates WebSocket stream
  AlpacaMarketDataStream.h   # Market data WebSocket stream
  BrokerSSEClient.h          # Broker SSE event stream
  api/rest/                  # HTTP transport
  api/websocket/             # WebSocket transport
  core/                      # Decimal, DateTime, enums, errors, helpers
  model/                     # All typed request/response models
    trader/                  #   Trading models
    data/                    #   Market data models
    stream/                  #   Stream event models
    broker/                  #   Broker models

src/                         # Implementation files
example/                     # Runnable examples
test/                        # GoogleTest suites
cmake/                       # CMake package config templates

Troubleshooting

401 Unauthorized — verify you are using the correct endpoint (paper / live / sandbox / production) for your credentials and that env vars are exported in the current shell.

find_package(alpaca-cpp) not found — install the library first (cmake --build build --target install) or point CMAKE_PREFIX_PATH to your install prefix.

Stream examples fail to connect — confirm network access and TLS trust store availability. For testing outside market hours, use the TEST feed in websocket_example.cpp.

License

MIT