scalanda

Scalanda is a light-weight Scala/Akka/Spray-based wrapper for Oanda's REST and Stream APIs, which supports completely asynchronous non-blocking communication with the API. If you are using (or planning to use) Oanda as a broker for your automated trading needs, this library might be of interest.

Install

If you are using sbt just drop this dependency into your build.sbt:

libraryDependencies += "com.msilb" %% "scalanda" % "0.3.7"

Usage

For the full description of Oanda's REST and Stream APIs please consult their great documentation.

Creating an Instance of the REST Connector

From within your Akka system instantiate the REST connector actor like this:

val restConnector = system.actorOf(RestConnector.props(Practice, Some(authTokenPractice), practiceAccountId))

where:

Practice indicates you want to connect to Oanda's fxTrade Practice environment. Other possible values are SandBox and Production.
authTokenPractice is your Personal Access Token. For details how to obtain one, please see here. Note: SandBox environment does not require authentication, hence just use None
practiceAccountId is your fxTrade Practice account ID.

Sending Requests to the REST Connector

After creating an instance of the REST connector you can use it from within your trading actors to send requests to the API, e.g. to create a market order to buy 10,000 units of EUR/USD send this message to your restConnector:

restConnector ! CreateOrderRequest("EUR_USD", 10000, Buy, Market)

Once the request is completed restConnector will reply with an instance of CreateOrderResponse containing details of the successfully created trade. Check out the full list of possible request and response types.

Subscribing for Price and Event Streams Using the Stream API

Create a new connector actor for the Stream API and send Connect message to it:

val streamingConnector = system.actorOf(StreamingConnector.props)
streamingConnector ! Connect(Practice, Some(authTokenPractice))

then wait until streamingConnector responds with the ConnectionEstablished message. Register listeners that should be notified of price tick or event updates by sending

streamingConnector ! AddListeners(Set(listener1, listener2, listener3))

to the streamingConnector.

Finally, subscribe for the price stream with

streamingConnector ! StartRatesStreaming(accountId, instruments, sessionIdOpt)

or for the events stream with

streamingConnector ! StartEventsStreaming(accountIdsOpt)