oandapy
oandapy is a python wrapper for OANDA's REST API.
Install
Using pip:
$ pip install git+https://github.com/oanda/oandapy.git
oandapy depends on python-requests, which will be installed automatically.
Usage
Include the oandapy module and create an oandapy instance with your account credentials. For FxGame and FxTrade, an access token must be provided.
import oandapy
oanda = oandapy.API(environment="practice", access_token="abcdefghijk...")
Keyword arguments to functions are mapped to the functions available for each endpoint in the Oanda API docs, so changes to the API aren't held up from you using them by this library. For each api call, oandapy returns a native python object, converted from JSON so you don't have to.
The EndpointsMixin class in oandapy.py holds a mixin of all Oanda API endpoints.
Examples
Get price for an instrument
response = oanda.get_prices(instruments="EUR_USD")
prices = response.get("prices")
asking_price = prices[0].get("ask")
Open a limit order
# required datetime functions
from datetime import datetime, timedelta
# sample account_id
account_id = 1813880
# set the trade to expire after one day
trade_expire = datetime.utcnow() + timedelta(days=1)
trade_expire = trade_expire.isoformat("T") + "Z"
response = oanda.create_order(account_id,
instrument="USD_CAD",
units=1000,
side='sell',
type='limit',
price=1.15,
expiry=trade_expire
)
Rates Streaming
Create a custom streamer class to setup how you want to handle the data.
Each tick is sent through the on_success and on_error functions.
Since these methods are abstract methods, you need to override these methods
to handle the streaming data.
The following example prints count ticks from the stream then disconnects.
class MyStreamer(oandapy.Streamer):
def __init__(self, count=10, *args, **kwargs):
super(MyStreamer, self).__init__(*args, **kwargs)
self.count = count
self.reccnt = 0
def on_success(self, data):
print data, "\n"
self.reccnt += 1
if self.reccnt == self.count:
self.disconnect()
def on_error(self, data):
self.disconnect()
Initialize an instance of your custom streamer, and start connecting to the stream. See http://developer.oanda.com/rest-live/streaming/ for further documentation.
account = "12345"
stream = MyStreamer(environment="practice", access_token="abcdefghijk...")
stream.rates(account, instruments="EUR_USD,EUR_JPY,US30_USD,DE30_EUR")
The same procedure can be used for streaming events.
stream = MyStreamer(environment="practice", access_token="abcdefghijk...")
stream.events(ignore_heartbeat=False)