def getOandaPriceHeavyThread(q1):
i = getOandaInstru(list_pairs)
info = PricingInfo(accountID=accountID, params={"instruments": i})
time_t1 = timer()
r = api.request(info)
# time_t2_temp = r["time"]
time_t2 = timer()
latency = (time_t2 - time_t1) * 1000
if latency > 0:
print("Oanda's Async Latency: ", str(round(latency, 2)), "ms")
prices = r["prices"]
global quotes_oanda
quotes_oanda = []
for j in prices:
symbol_raw = j['instrument']
symbol = symbol_raw[:3] + symbol_raw[4:]
quote_time = j['time']
qt = parser.parse(quote_time)
qt_ok = qt.replace(tzinfo=timezone.utc).timestamp()
ask = j['asks'][0]['price']
bid = j['bids'][0]['price']
info = 'time=' + str(qt_ok) + ' symbol=' + symbol + ' ask=' + str(
ask) + ' bid=' + str(bid)
info_list = dict(i.split('=') for i in info.split())
quotes_oanda.append(info_list)
q1.put(quotes_oanda)
def __init__(self, nari_code):
a = nari.getOandaSymbolList(nari_code)
self.__api = API(access_token=ac.access_token,
environment=oc.OANDA_ENV.PRACTICE)
params = {"instruments": ','.join(a)}
self.__pinfo = PricingInfo(ac.account_ID, params)
self.code = nari.getSymbolList(nari_code)
def oanda():
account_id = ""
access_token = ""
api = API(access_token=access_token, environment="live")
params = {"instruments": "USD_JPY"}
pricing_info = PricingInfo(accountID=account_id, params=params)
oal_ask = 0
oal_ask_pre = 0
oal_bid = 0
oal_bid_pre = 0
try:
while True:
api.request(pricing_info)
response = pricing_info.response
oal_ask_pre = oal_ask
oal_ask = response['prices'][0]['asks']
oal_bid_pre = oal_bid
oal_bid = response['prices'][0]['bids']
if oal_ask != oal_ask_pre:
print("oandaask:" + str(oal_ask) + " oandabid:" + str(oal_bid))
except V20Error as e:
print("Error: {}".format(e))
def get_realtime_ticker(self, callback):
params = {
'instruments': set.product_code
}
r = PricingInfo(accountID=self.account_id, params=params)
try:
res = self.client.request(r)
except V20Error as e:
def getOandaPrice():
i = getOandaInstru(list_pairs)
info = PricingInfo(accountID=accountID, params={"instruments": i})
r = api.request(info)
# time = r["time"]
prices = r["prices"]
price_list = []
for j in prices:
symbol_raw = j['instrument']
symbol = symbol_raw[:3] + symbol_raw[4:]
quote_time = j['time']
qt = parser.parse(quote_time)
qt_ok = qt.replace(tzinfo=timezone.utc).timestamp()
ask = j['asks'][0]['price']
bid = j['bids'][0]['price']
info = 'time=' + str(qt_ok) + ' symbol=' + symbol + ' ask=' + str(ask) + ' bid=' + str(bid)
info_list = dict(i.split('=') for i in info.split())
price_list.append(info_list)
return price_list
def currentTick(self, currency):
params = {'instruments': currency}
req = PricingInfo(accountID=self.account_id, params=params)
try:
res = self.client.request(req)
tick = Tick(None, None, None, None, None)
tick.parse(res)
tick.volume = self.currentVolume(currency)
except V20Error as e:
logger.error('in currentPrice() ... {e}', e)
return None
def test_accounts(self):
token = open('../Account/Token.txt', 'r').read()
accId = open('../Account/Account.txt', 'r').read()
oanda = oandapyV20.API(environment="practice", access_token=token)
r = AccountList()
oanda.request(r)
accsInfo = r.response.get('accounts')
self.assertTrue(len(accsInfo) > 0)
p = PricingInfo(accId, "instruments=EUR_USD")
oanda.request(p)
print p.response
self.assertTrue(len(p.response.get('prices')) > 0)
def test_accounts(self):
conf = Config.Config()
token = conf.token
accId = conf.account_id
oanda = oandapyV20.API(environment="practice", access_token=token)
r = AccountList()
oanda.request(r)
accsInfo = r.response.get('accounts')
self.assertTrue(len(accsInfo) > 0)
p = PricingInfo(accId, "instruments=EUR_USD")
oanda.request(p)
print(p.response)
self.assertTrue(len(p.response.get('prices')) > 0)
def get_ticker(self, product_code) -> Ticker:
params = {'instruments': product_code}
req = PricingInfo(accountID=self.account_id, params=params)
try:
resp = self.client.request(req)
except V20Error as e:
logger.error(f'action=get_ticker error={e}')
raise
timestamp = datetime.timestamp(dateutil.parser.parse(resp['time']))
price = resp['prices'][0]
instrument = price['instrument']
bid = float(price['bids'][0]['price'])
ask = float(price['asks'][0]['price'])
volume = self.get_candle_volume()
return Ticker(instrument, timestamp, bid, ask, volume)
def spreadcheck(self, pairs_checked):
for i in pairs_checked:
info = PricingInfo(accountID=accountID, params={"instruments": i})
value = api.request(info)
bid = float(value['prices'][0]['bids'][0]['price'])
ask = float(value['prices'][0]['asks'][0]['price'])
decim = str(bid)[::-1].find('.')
if decim < 4:
spread = (ask - bid) * (10 ** (3 - 1))
if decim >= 4:
spread = (ask - bid) * (10 ** (5 - 1))
if spread > spread_limit:
print("Spread Limit Exceeded !")
return False
return True
def orderlaunch(self, args):
pair_targeted, direction = args
info = PricingInfo(accountID=accountID, params={"instruments": pair_targeted})
mkt_order = None
if direction is 0:
return False
elif direction is 1:
mkt_order = MarketOrderRequest(
instrument=pair_targeted,
units=1000)
elif direction is -1:
mkt_order = MarketOrderRequest(
instrument=pair_targeted,
units=-1000)
# create the OrderCreate request
r = orders.OrderCreate(accountID, data=mkt_order.data)
try:
# create the OrderCreate request
rv = api.request(r)
except oandapyV20.exceptions.V20Error as err:
print(r.status_code, err)
return False
else:
# print(json.dumps(rv, indent=2))
try:
key = 'orderFillTransaction'
if key in rv:
print('#', pair_targeted, ': Order opening -> SUCCESS')
except oandapyV20.exceptions.V20Error as err:
print(r.status_code, err)
return False
else:
return True
def get_ticker(self, product_code) -> Ticker:
params = {"instruments": product_code}
req = PricingInfo(accountID=self.account_id, params=params)
try:
resp = self.client.request(req)
except V20Error as e:
logger.error(f"action=get_ticker error={e}")
raise
timestamp = datetime.timestamp(dateutil.parser.parse(resp["time"]))
price = resp["prices"][0]
instrument = price["instrument"]
bid = float(price["bids"][0]["price"])
ask = float(price["asks"][0]["price"])
volume = self.get_candle_volume()
return Ticker(
product_code=instrument,
timestamp=timestamp,
bid=bid,
ask=ask,
volume=volume,
)
def spreadcheck(pair_checked):
try:
info = PricingInfo(accountID=accountID,
params={"instruments": pair_checked})
value = api.request(info)
spread = 0
bid = float(value['prices'][0]['bids'][0]['price'])
ask = float(value['prices'][0]['asks'][0]['price'])
decim = str(bid)[::-1].find('.')
if decim < 4:
spread = (ask - bid) * (10**(3 - 1))
if decim >= 4:
spread = (ask - bid) * (10**(5 - 1))
if spread > spread_limit:
print("Spread Limit Exceeded !")
return False
except V20Error as e:
print("V20Error: {}".format(e))
return False
else:
return True
from google.cloud import datastore
from datetime import datetime
accountID = "101-011-6029361-001"
access_token = "8153764443276ed6230c2d8a95dac609-e9e68019e7c1c51e6f99a755007914f7"
api = API(access_token=access_token, environment="practice")
# get current data from oanda
# example: getdata.py DE30_EUR,EUR_USD,EUR_JPY
#instruments = "DE30_EUR,EUR_USD,EUR_JPY"
instruments = ''
if len(sys.argv) < 2:
print('Require 1 argv: a list of instrument separated with comma')
print('Example: python getdata.py DE30_EUR,EUR_USD,EUR_JPY')
else:
instruments = sys.argv[1]
r = PricingInfo(accountID=accountID, params={"instruments": instruments})
rv = api.request(r)
print(rv['time'])
client = datastore.Client()
for i in rv['prices']:
if i['type'] == 'PRICE':
key = client.key(i['instrument'])
entity = datastore.Entity(key=key)
entity['time'] = datetime.strptime(i['time'][:19],
"%Y-%m-%dT%H:%M:%S")
entity['closeoutBid'] = i['closeoutBid']
client.put(entity)
print('Put entity')
# リアルタイムで為替レート値を取得する。
#
# author たっきん
#
# 事前準備 :
# oandapyV20のインストール (pip install oandapyV20)
# ==============================================================================
import time
import json
from oandapyV20 import API
from oandapyV20.endpoints.pricing import PricingInfo
from oandapyV20.exceptions import V20Error
from fx import oanda_common as oc
from fx import your_account as ya
api = API(access_token=ya.access_token, environment=oc.OandaEnv.PRACTICE)
params = {"instruments": "USD_JPY,EUR_JPY,EUR_USD"}
pi = PricingInfo(ya.account_number, params)
try:
while True:
rsp = api.request(pi)
print("■リストの取得")
print(json.dumps(rsp, indent=2))
time.sleep(1)
except V20Error as e:
print("Error: {}".format(e))
def orderlaunch(args):
pair_targeted, direction = args
info = PricingInfo(accountID=accountID,
params={"instruments": pair_targeted})
mkt_order = None
if direction is 0:
return False
elif direction is 1:
raw_current_price = api.request(info)
bid_current = float(raw_current_price['prices'][0]['bids'][0]['price'])
decim = str(bid_current)[::-1].find('.')
if decim < 4:
decim = 3
if decim >= 4:
decim = 5
stop_loss = round(bid_current - bid_current * sl_tp_prc, decim)
take_profit = round(bid_current + bid_current * sl_tp_prc, decim)
if float(count_spe_trades(pair_targeted)) < 0:
close(pair_targeted)
mkt_order = MarketOrderRequest(
instrument=pair_targeted,
units=trade_size,
takeProfitOnFill=TakeProfitDetails(price=take_profit).data,
stopLossOnFill=StopLossDetails(price=stop_loss).data)
elif direction is -1:
raw_current_price = api.request(info)
ask_current = float(raw_current_price['prices'][0]['asks'][0]['price'])
decim = str(ask_current)[::-1].find('.')
if decim < 4:
decim = 3
if decim >= 4:
decim = 5
stop_loss = round(ask_current + ask_current * sl_tp_prc, decim)
take_profit = round(ask_current - ask_current * sl_tp_prc, decim)
if float(count_spe_trades(pair_targeted)) > 0:
close(pair_targeted)
mkt_order = MarketOrderRequest(
instrument=pair_targeted,
units=(trade_size * -1),
takeProfitOnFill=TakeProfitDetails(price=take_profit).data,
stopLossOnFill=StopLossDetails(price=stop_loss).data)
# create the OrderCreate request
r = orders.OrderCreate(accountID, data=mkt_order.data)
try:
# send the OrderCreate request
rv = api.request(r)
print(json.dumps(rv, indent=2))
except V20Error as err:
print(r.status_code, err)
return False
else:
try:
if Trailing is True:
key = 'orderFillTransaction'
if key in rv:
trade_id = rv['orderFillTransaction']['tradeOpened'][
'tradeID']
bid_current = float(rv['orderFillTransaction']['fullPrice']
['bids'][0]['price'])
decim = str(bid_current)[::-1].find('.')
trail_point_ok = 0
if decim < 4:
trail_point_ok = trail_point * (1 / (10**(3 - 1)))
if decim >= 4:
trail_point_ok = trail_point * (1 / (10**(5 - 1)))
ordr = TrailingStopLossOrderRequest(
tradeID=trade_id, distance=trail_point_ok)
r = orders.OrderCreate(accountID, data=ordr.data)
rva = api.request(r)
print(json.dumps(rva, indent=2))
except V20Error as err:
print(r.status_code, err)
return False
else:
return True
from os import path
import matplotlib.pyplot as plt
import oandapyV20
import oandapyV20.endpoints.orders as orders
import oandapyV20.endpoints.positions as positions
from oandapyV20.contrib.requests import MarketOrderRequest
from oandapyV20.contrib.requests import TakeProfitDetails, StopLossDetails
from oandapyV20.endpoints.accounts import AccountDetails
from oandapyV20.endpoints.pricing import PricingInfo
from Conf.Config import Config
config = Config()
oanda = oandapyV20.API(environment=config.env, access_token=config.token)
pReq = PricingInfo(config.account_id, 'instruments=' + config.insName)
asks = list()
bids = list()
long_time = datetime.now()
short_time = datetime.now()
if config.write_back_log:
f_back_log = open(
path.relpath(config.back_log_path + '/' + config.insName + '_' +
datetime.datetime.now().strftime("%Y%m%d-%H%M%S")) +
'.log', 'a')
time = 0
times = list()
last_ask = 0
last_bid = 0