def get_current_data(self, currency_pair, candle_types,
time_frame_granularity):
# Create the Oanda API context
api_context = v20.Context(Config.get_host_name(),
Config.get_port(),
Config.get_ssl(),
application="sample_code",
token=Config.get_api_token(),
datetime_format=Config.get_date_format())
# Create the key word arguments for the API
kwargs = {}
kwargs['granularity'] = time_frame_granularity
kwargs['alignmentTimezone'] = Config.get_time_zone()
kwargs['count'] = 1
for candle_type in candle_types:
if candle_type == 'bid':
kwargs['price'] = 'B' + kwargs.get('price', '')
elif candle_type == 'ask':
kwargs['price'] = 'A' + kwargs.get('price', '')
elif candle_type == 'mid':
kwargs['price'] = 'M' + kwargs.get('price', '')
# Use the Oanda API context as well as the key word arguments to get the historical currency data
response = api_context.instrument.candles(currency_pair, **kwargs)
# If the API call was unsucessful, return null for the candles data as well as the response error message
if response.status != 200:
return None, str(response) + '\n' + str(response.body)
# Otherwise, return the candles data and null for the error message
return response.get("candles", 200), None
def get_historical_data(self, currency_pair, candle_types,
time_frame_granularity, from_time, to_time):
# Check the parameters
valid_params, error_message = self._check_historical_data_parameters(
currency_pair, candle_types, time_frame_granularity, from_time,
to_time)
# If the parameters aren't valid, return null for the candles data as well as the error message
if not valid_params:
return None, error_message
# Create the Oanda API context
api_context = v20.Context(Config.get_host_name(),
Config.get_port(),
Config.get_ssl(),
application="sample_code",
token=Config.get_api_token(),
datetime_format=Config.get_date_format())
# Create the key word arguments for the API
kwargs = {}
kwargs['granularity'] = time_frame_granularity
kwargs['fromTime'] = api_context.datetime_to_str(
datetime.strptime(from_time, '%Y-%m-%d %H:%M:%S'))
kwargs['toTime'] = api_context.datetime_to_str(
datetime.strptime(to_time, '%Y-%m-%d %H:%M:%S'))
kwargs['alignmentTimezone'] = Config.get_time_zone()
for candle_type in candle_types:
if candle_type == 'bid':
kwargs['price'] = 'B' + kwargs.get('price', '')
elif candle_type == 'ask':
kwargs['price'] = 'A' + kwargs.get('price', '')
elif candle_type == 'mid':
kwargs['price'] = 'M' + kwargs.get('price', '')
# Use the Oanda API context as well as the key word arguments to get the historical currency data
response = api_context.instrument.candles(currency_pair, **kwargs)
# If the API call was unsucessful, return null for the candles data as well as the response error message
if response.status != 200:
return None, str(response) + '\n' + str(response.body)
# Otherwise, return the candles data and null for the error message
return response.get("candles", 200), None