alpacahq / alpacahq/Alpaca-API

Fetching all orders

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feature request
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Quoting the issue @bdowling created initially at alpacahq/user-docs/issues/16:

>In writing up some tools that fetch all orders and store them locally, I've come across a couple of gaps that might be nice to address. I'm using the python API, but as these are really REST Endpoint issues, I'm thinking this may be a better place to post such issues? If you want these elsewhere, please let me know.
>* Currently there does not appear to be a good way to fetch orders based on updated_at. e.g. If the client wants to see if orders have changed since they last fetched, to see filled, been cancelled, etc. They have to re-fetch based on the submitted_at timestamp. Yes there is the streaming websocket for getting these sort of updates, but collection of that might not always be running or have misses.
>* There is no API response that tells you how many orders in total you have, without the /orders doing pagination, you are forced to just fetch from some epoch date in history forward and hope that you've gotten all the orders.
>* There could be some clarity added around the limit and direction for example, I've yet to test this in detail, but e.g. does direction change which end of the range you are missing? e.g. Are orders closer to after or closer to until being dropped when limit is reached?

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