[QUESTION]: Have the symbols changed for crypto streaming endpoints

Is there an existing issue for this?

• I have searched the existing issues

What is your question?

I see the documentation about the symbol change from v1beta1 to v1beta2:

The symbol format has been changed. E.g. BTCUSD is changed to BTC/USD.

For historical queries this is working as expected:

{Symbol,TimeUtc,Open,High,Low,Close,Volume,Vwap,TradeCount},
{BTC/USD,19/09/2022 05:01:00,18812,18812...

However, I only receive data from the streaming client with the non-slashed symbol eg. BTCUSD:

{"i":413958052,"x":"CBSE","z":"","p":18430.91,"s":0.00104478,"c":[],"tks":"S","T":"t","S":"BTCUSD","t":"2022-09-19T09:05:09.257973Z"}
{"i":413958054,"x":"CBSE","z":"","p":18431.86,"s":0.00233386,"c":[],"tks":"S","T":"t","S":"BTCUSD","t":"2022-09-19T09:05:09.257973Z"}
{"i":413958053,"x":"CBSE","z":"","p":18431.84,"s":0.01727787,"c":[],"tks":"S","T":"t","S":"BTCUSD","t":"2022-09-19T09:05:09.257973Z"}
{"i":413958059,"x":"CBSE","z":"","p":18432.82,"s":0.001,"c":[],"tks":"S","T":"t","S":"BTCUSD","t":"2022-09-19T09:05:09.416291Z"}

Is this as expected? It doesn’t seem to correspond with the examples in the alpaca documentation

thanks

Anything else?

Alpaca.Markets v6.1.3

var alpacaCryptoStreamingClient = Environments.Live.GetAlpacaCryptoStreamingClient(new SecretKey(ApiKey, ApiSecret));
await alpacaCryptoStreamingClient.ConnectAndAuthenticateAsync();
var subscription = alpacaCryptoStreamingClient.GetTradeSubscription("BTCUSD");
subscription.Received += Console.WriteLine;
await alpacaCryptoStreamingClient.SubscribeAsync(subscription);

[OlegRa]

@markns I’ve found the root cause. Unfortunately, you are unable to work around it on your side. I’ll publish the updated NuGet packages late evening today or early morning tomorrow (European time) after more testing. The root cause of “missing” trades after replacing the URL is serialization format changing. In the previous v1beta1 version of the stream, the x (exchange) field is mandatory for trades/quotes/order books but in the new v1beta2 it just does not exists.

I will publish the version with hotfix and in the next release, I’ll mark these properties as obsolete if needed.

[markns]

Hmm, I’m afraid I’m not getting any data for either BTC/USD or BTCUSD with the following code:

            const string symbol = "BTC/USD"; // BTCUSD
            var configuration = new AlpacaCryptoStreamingClientConfiguration()
            {
                SecurityId = new SecretKey(ApiKey, ApiSecret),
                ApiEndpoint = new Uri("wss://stream.data.alpaca.markets/v1beta2/crypto")
            };
            var alpacaCryptoStreamingClient = configuration.GetClient();
            await alpacaCryptoStreamingClient.ConnectAndAuthenticateAsync();
            var subscription = alpacaCryptoStreamingClient.GetTradeSubscription(symbol);
            subscription.Received += Console.WriteLine;
            await alpacaCryptoStreamingClient.SubscribeAsync(subscription);