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, time_frame_granularity,
from_time, to_time):
# Initialize the candle types - we'll just restrict them to the bid and ask prices since no one really cares
# about the mid prices
candle_types = ['bid', 'ask']
# 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'))
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_open_trades(self):
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())
response = api_context.trade.list_open(Config.get_account())
if response.status != 200:
return None, str(response) + '\n' + str(response.body)
return response.body['trades'], None
def update_trade_take_profit(trade_id, new_take_profit_price):
kwargs = {}
kwargs['takeProfit'] = {'price': str(new_take_profit_price)}
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())
response = api_context.trade.set_dependent_orders(
Config.get_account(), trade_id, **kwargs)
if response.status != 200:
return str(response) + '\n' + str(response.body)
return None
def close_trade(trade_id, n_units):
kwargs = {}
kwargs['units'] = str(abs(n_units))
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())
response = api_context.trade.close(Config.get_account(), trade_id,
**kwargs)
if response.status != 200:
return str(response) + '\n' + str(response.body)
return None
def place_market_order(currency_pair, order_type, n_units, profit_price,
stop_loss, pips_to_risk, use_trailing_stop):
# Add all of the needed arguments
kwargs = {}
kwargs['type'] = 'MARKET'
kwargs['instrument'] = currency_pair
kwargs['units'] = str(n_units) if order_type == 'buy' else str(
-n_units)
kwargs['timeInForce'] = 'FOK'
kwargs['positionFill'] = 'DEFAULT'
kwargs['takeProfitOnFill'] = {
'price': str(profit_price),
'timeInForce': 'GTC'
}
if use_trailing_stop:
kwargs['trailingStopLossOnFill'] = {
'distance': str(pips_to_risk),
'timeInForce': 'GTC'
}
else:
kwargs['stopLossOnFill'] = {
'price': str(stop_loss),
'timeInForce': 'GTC'
}
# 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())
# Use the Oanda API context as well as the key word arguments to place the order
response = api_context.order.market(Config.get_account(), **kwargs)
print("Response: {} ({})\n{}".format(response.status, response.reason,
response.body))
def get_current_tick_data(self, currency_pair):
# 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['instruments'] = currency_pair
# Use the Oanda API context as well as the key word arguments to get the historical currency data
response = api_context.pricing.get(Config.get_account(), **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('prices', 200), None