def stream(count, instruments, nice, timeout=None):
accountID, access_token = exampleAuth()
request_params = {}
if timeout:
request_params = {"timeout": timeout}
# fetch MAXREC stream records
MAXREC = count
api = API(access_token=access_token,
environment="practice",
request_params=request_params)
# setup the stream request
r = PricingStream(accountID=accountID,
params={"instruments": ",".join(instruments)})
n = 0
R_list = list()
while True:
try:
for R in api.request(r):
if nice:
R = json.dumps(R, indent=2)
print('Collecting Data.. Please wait..')
R_list.append(R)
n += 1
if MAXREC and n >= MAXREC:
r.terminate("maxrecs received: {}".format(MAXREC))
except V20Error as e:
# catch API related errors that may occur
with open("LOG", "a") as LOG:
LOG.write("V20Error: {}\n".format(e))
break
except ConnectionError as e:
with open("LOG", "a") as LOG:
LOG.write("Error: {}\n".format(e))
except StreamTerminated as e:
with open("LOG", "a") as LOG:
LOG.write("Stopping: {}\n".format(e))
break
except Exception as e:
with open("LOG", "a") as LOG:
LOG.write("??? : {}\n".format(e))
break
return R_list
def main(clargs):
accountID, access_token = exampleAuth()
request_params = {}
if clargs['--timeout']:
request_params = {"timeout": clargs['--timeout']}
# fetch MAXREC stream records
MAXREC = int(clargs['--count'])
api = API(access_token=access_token,
environment="practice",
request_params=request_params)
# setup the stream request
r = PricingStream(accountID=accountID,
params={"instruments": ",".join(clargs['<instrument>'])})
n = 0
_m = {"PRICE": PriceRecord, "HEARTBEAT": HeartBeat}
while True:
try:
for rv in api.request(r):
# create a Pydantic record based on the type
rec = _m[rv['type']](**rv)
n += 1
if MAXREC and n >= MAXREC:
r.terminate("maxrecs received: {}".format(MAXREC))
print(rec.json() if clargs['--nice'] else rec)
except V20Error as e:
# catch API related errors that may occur
logger.error("V20Error: %s", e)
break
except ConnectionError as e:
logger.error("%s", e)
except StreamTerminated as e:
logger.error("Stopping: %s", e)
break
except Exception as e:
logger.error("%s", e)
break
def print_stream_pricing(order_instrument):
"""
Stream price data for given instrument.
Note: Gives a "HEARTBEAT" to maintain an active HTTP connection,
i.e if no new pricing info is available.
"""
maxrec = 100 # not exactly sure what this value means
s = PricingStream(accountID=accountID,
params={"instruments": order_instrument})
try:
n = 0
for R in api.request(s):
print(json.dumps(R, indent=2))
n += 1
if n > maxrec:
s.terminate("maxrecs received: {}".format(maxrec))
except V20Error as e:
print("Error: {}".format(e))
def _run(self):
tickMsg = "write tick record ...{}\n"
while True:
r = PricingStream(
accountID=accountID,
params={"instruments": ",".join(self.instruments)})
se = None # to save the exception if it occurs
with open("prices.txt", "a") as O:
n = 0
try:
for R in api.request(r):
now = datetime.now()
sys.stderr.write(tickMsg.format(now))
if self.nice:
O.write(json.dumps(R, indent=2) + "\n")
else:
O.write(json.dumps(R) + "\n")
O.flush()
gevent.sleep(0)
n += 1
if self.maxrec and n >= self.maxrec:
r.terminate("maxrecs received: {}".format(n))
except V20Error as e:
# catch API related errors that may occur
se = e # save for reraise
logger.error("V20Error: %s %d", e, n)
break
except ConnectionError as e:
logger.error("ConnectionError: %s %d", e, n)
time.sleep(3)
except StreamTerminated as e:
se = e # save for reraise
logger.error("StreamTerminated: %s %d", e, n)
break
except Exception as e:
se = e # save for reraise
logger.error("Some exception: %s %d", e, n)
break
def fetch():
access_token = Config.get('oanda')['api_key']
account_id = Config.get('oanda')['account_id']
api = API(access_token=access_token, environment="practice")
instruments = "DE30_EUR,EUR_USD,EUR_JPY"
s = PricingStream(accountID=account_id,
params={"instruments": instruments})
try:
n = 0
for R in api.request(s):
print(json.dumps(R, indent=2))
n += 1
if n > 10:
s.terminate("maxrecs received: {}".format(MAXREC))
except V20Error as e:
print("Error: {}".format(e))
def run(self):
c = 0
r = PricingStream(accountID=account.mt4, params={"instruments": ",".join(self.instruments)})
try:
for ticks in api.request(r):
self.callback(ticks)
c += 1
if self.max_rec and c >= self.max_rec:
r.terminate(f"Maximum heartbeats received: {c}")
except V20Error as e:
# catch API related errors that may occur
logger.error(f"V20Error: {e}")
except ConnectionError as e:
logger.error(f"ConnectionError: {e}")
time.sleep(2)
except StreamTerminated as e:
logger.error(f"StreamTerminated: {e}")
except Exception as e:
logger.error(f"Some exception: {e}")
def get_current_ask_price(order_instrument):
"""
Return the current ask price for an instrument
at the time the function is called
"""
maxrec = 10 # Try to get the stream price data 10 times
n = 0
s = PricingStream(accountID=accountID,
params={"instruments": order_instrument})
try:
for R in api.request(s):
n += 1
if n > maxrec:
s.terminate("maxrecs received: {}".format(maxrec))
if R["type"] == "PRICE":
#print(R["asks"][0]["price"])
ask_price = R["asks"][0]["price"]
return ask_price
else:
print(R)
except V20Error as e:
print("Error: {}".format(e))
# If we fail to get price data
return False
request_params=request_params)
# setup the stream request
r = PricingStream(accountID=accountID,
params={"instruments": ",".join(clargs.instruments)})
n = 0
while True:
try:
for R in api.request(r):
if clargs.nice:
R = json.dumps(R, indent=2)
print(R)
n += 1
if MAXREC and n >= MAXREC:
r.terminate("maxrecs received: {}".format(MAXREC))
except V20Error as e:
# catch API related errors that may occur
with open("LOG", "a") as LOG:
LOG.write("V20Error: {}\n".format(e))
break
except ConnectionError as e:
with open("LOG", "a") as LOG:
LOG.write("Error: {}\n".format(e))
except StreamTerminated as e:
with open("LOG", "a") as LOG:
LOG.write("Stopping: {}\n".format(e))
break
except Exception as e:
with open("LOG", "a") as LOG:
api = API(access_token=auth_token_data['oanda-api-token'],
environment="practice",
request_params=request_params)
r = PricingStream(accountID=auth_token_data['oanda-account-id'], params={"instruments": ",".join(args.instruments)})
price_df = pd.DataFrame(columns=[])
n = 0
while True:
try:
for time_point in api.request(r):
print(time_point)
n += 1
if max_records and n >= max_records:
r.terminate("maxrecs received: {}".format(max_records))
except V20Error as e:
# catch API related errors that may occur
with open("LOG", "a") as LOG:
print("V20Error: {}\n".format(e))
break
except ConnectionError as e:
with open("LOG", "a") as LOG:
print("Error: {}\n".format(e))
except StreamTerminated as e:
with open("LOG", "a") as LOG:
print("Stopping: {}\n".format(e))
break
except Exception as e:
with open("LOG", "a") as LOG:
import json
import oandapyV20
from oandapyV20 import API
from oandapyV20.exceptions import V20Error
from oandapyV20.endpoints.pricing import PricingStream
from basic import accountID, access_token, api
instruments = 'EUR_USD,EUR_JPY'
s = PricingStream(accountID=accountID, params={'instruments': instruments})
MAXREC = 10
try:
n = 0
for R in api.request(s):
print(json.dumps(R, indent=2))
n += 1
if n > MAXREC:
s.terminate('maxrecs received {}'.format(MAXREC))
except V20Error as e:
print('Error: {}'.format(e))
fig, ax = plt.subplots(1, 1)
info = []
try:
n = 0
for R in api.request(s):
print(json.dumps(R, indent=2))
if ("bids" in R.keys()):
cols = [
'Datetime', 'bids', 'asks', 'closeoutBid', 'closeoutAsk',
'instrument'
]
df = pd.DataFrame(index=[], columns=cols)
info.append([
R["time"][:19], R["bids"][0]["price"], R["asks"][0]["price"],
R["closeoutBid"], R["closeoutAsk"], R["instrument"]
])
df = pd.DataFrame(info)
df.columns = cols
df['Datetime'] = pd.to_datetime(df['Datetime'])
df = df.set_index('Datetime')
print(json.dumps(R["bids"][0]["price"], indent=2))
print(df)
n += 1
if n > MAXREC:
s.terminate("maxrecs received {}".format(MAXREC))
except V20Error as e:
print("Error: {}".format(e))