Merge pull request #30 from jbussdieker/jbb-fix-connection-pool

Reuse sessions for Alpaca API calls
alpacahq · Jan 11, 2021 · d288bd7 · d288bd7
2 parents 3b45146 + ad0ad13
commit d288bd7
Showing 1 changed file with 5 additions and 2 deletions.
diff --git a/pipeline_live/data/sources/alpaca.py b/pipeline_live/data/sources/alpaca.py
@@ -6,8 +6,9 @@
 
 
 def list_symbols():
+    api = tradeapi.REST()
     return [
-        a.symbol for a in tradeapi.REST().list_assets()
+        a.symbol for a in api.list_assets()
         if a.tradable and a.status == 'active'
     ]
 
@@ -27,8 +28,10 @@ def _get_stockprices(symbols, limit=365, timespan='day'):
     Just deal with Alpaca's 200 stocks per request limit.
     '''
 
+    api = tradeapi.REST()
+
     def fetch(symbols):
-        barset = tradeapi.REST().get_barset(symbols, timespan, limit)
+        barset = api.get_barset(symbols, timespan, limit)
         data = {}
         for symbol in barset:
             df = barset[symbol].df