Oanda rates streamer

Stream rates from Oanda and store them in a database.

Setup

As of march 2016, you will need two things, a TOKEN and ACCOUNT_ID.

`TOKEN`

Create a practice account on oanda.
Go to Manage API Access and reqest a token.

`ACCOUNT_ID`

$ curl -H "Authorization: Bearer TOKEN" https://api-fxpractice.oanda.com/v1/accounts

Should returns something like:

{
  "accounts": [
    {
      "accountsId": 1234567,
      "accountName": "Primary",
      "accountCurrency": "EUR",
      "marginRate": 0.02
    }
  ]
}

Test if is everything is working

$ curl -H "Authorization: Bearer TOKEN" "https://stream-fxpractice.oanda.com/v1/prices?accountId=ACCOUNT_ID&instruments=EUR_USD"

To query several pairs, separate them with %2C. e.g: EUR_USD%2CUSD_CAD.

You should see something like:

{"tick":{"instrument":"AUD_CAD","time":"2016-03-02T14:14:07.132386Z","bid":0.97279,"ask":0.97306}}
{"tick":{"instrument":"AUD_CAD","time":"2016-03-02T14:14:08.097863Z","bid":0.97282,"ask":0.97306}}
{"heartbeat":{"time":"2016-03-02T14:14:09.840512Z"}}
{"tick":{"instrument":"AUD_CAD","time":"2016-03-02T14:14:10.323880Z","bid":0.97281,"ask":0.97308}}
{"tick":{"instrument":"AUD_CAD","time":"2016-03-02T14:14:10.419219Z","bid":0.97282,"ask":0.97308}}
...

Dependencies

libcurl
sqlite3
json-parser (shipped with the project)

Installation

$ mkdir build
$ cd build
$ cmake ..

CLI Usage

$ cd build/cli
$ make
$ ./stream -a 72383119 -t 9f86d081884c7d659a2feaa0c55ad015 -i EUR_USD -d DB.sql

The flags are:

a account id,
t oanda token.
i instruments, space separated e.g EUR_USD EUR_CHF.
d database name (default is stream.sql)

License

MIT, see LICENSE.md for more details.

vaalentin/oanda-stream