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We followed the broker integration document instruction and the client SDK is placed as source rather than package install. Alpaca API supports WebSocket streaming for account and trade updates, which we use here.\r\n\r\n#### Motivation and Context\r\nAlpaca is a new broker with algo trading focus and free commission supporting US equities. Adding alternative to Interactive Brokers should give benefits to the Lean users.\r\n\r\n#### Requires Documentation Change\r\nThe broker support is aligned to other broker supports, and the description for this should be placed next to them.\r\n\r\n#### How Has This Been Tested?\r\nWe have been testing this for a week now with live API and everything has been running well. If you need other type of testing, we are very happy to help and provide the support.\r\n\r\n#### Types of changes\r\n- [ ] Bug fix (non-breaking change which fixes an issue)\r\n- [x] New feature (non-breaking change which adds functionality)\r\n- [ ] Breaking change (fix or feature that would cause existing functionality to change)\r\n- [ ] Non-functional change (xml comments/documentation/etc)\r\n\r\n#### Checklist:\r\n- [x] My code follows the code style of this project.\r\n- [x] I have read the **CONTRIBUTING** [document](https://github.com/QuantConnect/Lean/blob/master/CONTRIBUTING.md).\r\n- [x] I have added tests to cover my changes. <!--- If not applicable, please explain why -->\r\n- [x] All new and existing tests passed.\r\n- [ ] My branch follows the naming convention `bug-<issue#>-<description` or `feature-<issue#>-<description>`\r\nNot sure about the last one what we should do. 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