Simple Alpha Vantage client

I was not totally happy with the Alpha Vantage clients I found for C#, and thought building my own would be a fun task.

Goals

• Clean and simple interface
• Alpha Vantage's API documentation should nearly be documentation for this library
• Minimal 3rd party dependencies
• Simple to implement and expand on supported endpoints
• Only use the JSON endpoints (unless there are benefits to csv I'm not aware of)
• Typed response objects
• By default, error if new properties are added, or response models change, to try to ensure data quality

Warning

• Due to those goals, this library is somewhat meant to be fragile. If AlphaVantage changes their API, this library will likely break.
• But that will nearly guarantee that if this library gives you results, you can trust those results are full and accurate.

Code Warning

• Due to only using the JSON responses, and Alpha Vantage's output being somewhat difficult to parse, I ended up with a great deal of custom serialization things. So if you want to learn a lot about Newtonsoft Json's JsonConverter classes, take a look here. But it would take someone with a lot of Newtonsoft Json experience to modify too much of the internals of this library.

Versioning

• I plan to use semantic versioning, meaning all 1.x versions should only add new features. Any breaking of reverse-compatability will cause the major versoin to increase.
• I will aim for only being on 1.x versions unless Alpha Vantage changes their API significantly
  • That said, I'd only expect casing of some of the classes/properties of some of the Technical Indicators might change, which would be a semi-breaking change, but might not bump the major version unless I knew of actual users

License

I am publishing this under GPL (meaning projects using this must be open-source as well) because there are other libraries out there, and I'd love to see the work of anyone using this. If you did need a more restricted license feel free to contact me.

Sample

Very basic Linqpad Example:

using SimpleAlphaVantage.Api;
using SimpleAlphaVantage.Enums;

async void Main()
{
	var AlphaVantageApiKey = Util.GetPassword("AlphaAdvantage Api Key");
	var client = new StockTimeSeriesData(AlphaVantageApiKey);
	
	var results = await client.TimeSeriesIntraday("MSFT", IntradayInterval.HalfHour);
	
	results.Dump();
}

Slightly more complex example

async void Main()
{
	var AlphaVantageApiKey = Util.GetPassword("AlphaAdvantage Api Key");
	var client = new StockTimeSeriesData(AlphaVantageApiKey);
	
	var results = await client.TimeSeriesDailyAdjusted("MSFT");

	//Get it out of KeyValuePair format and into an anonymous object
	var data = results.Data.Select(x => new
	{
		Date = x.Key,
		AdjustedClose = x.Value.AdjustedClose
	});
	var differences = data.Zip(data.Skip(1), (x, y) => new
	{
		Date = x.Date,
		Growth = x.AdjustedClose - y.AdjustedClose,
		Close = x.AdjustedClose
	});
	
	results.Metadata.Dump();
	
	//Kinda hacky way to get the max valued record
	differences.Where(x => x.Growth == differences.Max(m => m.Growth)).Dump($"Highest growth day in the last 100 days!");
	differences.Dump("All daily deltas");
}

TODO

• Add TraceWriter of some sort, want to be able to get the url for debugging purposes, and/or the full raw response somehow? (other than an custom HttpHandler anyway)
  • Could just add that to the output models base class??