oandapy

oandapy is a python wrapper for OANDA's REST API.

Install

python-requests is required. Using pip:

$ pip install requests

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. You can override these functions to handle the streaming data.

The following example prints the first 10 ticks from the stream then disconnects.

class MyStreamer(oandapy.Streamer):
    def __init__(self, *args, **kwargs):
        oandapy.Streamer.__init__(self, *args, **kwargs)
        self.ticks = 0

    def on_success(self, data):
        self.ticks += 1
        print data
        if self.ticks == 10:
            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.

stream = MyStreamer(environment="practice", access_token="abcdefghijk...")
stream.start(accountId=12345, instruments="EUR_USD,USD_CAD")