Merge pull request #109 from alpacahq/make_project_compatible_to_proxy_agent

Make project compatible with proxy agent

Author: Shlomi Kushchi

README.md

@@ -91,6 +91,15 @@ using 'key_id' and 'secret_key'.
 The 'paper' parameter is default to False, which allows live trading.
 If you set it to True, then you are in the paper trading mode.
 
+## Running Multiple Algorithm/Symbols
+There's a way to execute an algorithm with multiple datas or/and execute more than one algorithm.<br>
+The websocket connection is limited to 1 connection per account. Alpaca backtrader opens a websocket connection for each data you define.<br>
+For that exact purpose this project was created: https://github.com/shlomikushchi/alpaca-proxy-agent <br>
+The steps to execute this are:
+* Run the Alpaca Proxy Agent as described in the project's README
+* Define this env variable: `DATA_PROXY_WS` to be the address of the proxy agent. (e.g: `DATA_PROXY_WS=ws://192.168.99.100:8765`)
+* execute your algorithm. it will connect to the servers through the proxy agent allowing you to execute multiple datas/strategies
+
 ## Support and Contribution
 
 For technical issues particular to this module, please report the

alpaca_backtrader_api/alpacastore.py

@@ -1,6 +1,6 @@
 from __future__ import (absolute_import, division, print_function,
                         unicode_literals)
-
+import os
 import collections
 from enum import Enum
 import traceback
@@ -119,6 +119,7 @@ def __init__(
         self.conn = tradeapi.StreamConn(api_key,
                                         api_secret,
                                         base_url,
+                                        data_url=data_url,
                                         data_stream=self.data_stream)
         self.instrument = instrument
         self.method = method
@@ -345,6 +346,7 @@ def _t_streaming_events(self, q, tmout=None):
                             api_key=self.p.key_id,
                             api_secret=self.p.secret_key,
                             base_url=self.p.base_url,
+                            data_url=os.environ.get("DATA_PROXY_WS", ''),
                             data_stream='polygon' if self.p.usePolygon else
                             'alpacadatav1'
                             )
@@ -694,6 +696,7 @@ def _t_streaming_prices(self, dataname, q, tmout):
                             instrument=dataname,
                             method='quote',
                             base_url=self.p.base_url,
+                            data_url=os.environ.get("DATA_PROXY_WS", ''),
                             data_stream='polygon' if self.p.usePolygon else
                             'alpacadatav1')