tpqoa is a wrapper class for the Oanda REST API v20 (http://developer.oanda.com/). It makes use of the Python package v20 from Oanda (https://github.com/oanda/v20-python). The package is authored and maintained by The Python Quants GmbH. © Dr. Yves J. Hilpisch. MIT License.
Trading forex/CFDs on margin carries a high level of risk and may not be suitable for all investors as you could sustain losses in excess of deposits. Leverage can work against you. Due to the certain restrictions imposed by the local law and regulation, German resident retail client(s) could sustain a total loss of deposited funds but are not subject to subsequent payment obligations beyond the deposited funds. Be aware and fully understand all risks associated with the market and trading. Prior to trading any products, carefully consider your financial situation and experience level. Any opinions, news, research, analyses, prices, code examples or other information is provided as general market commentary, and does not constitute investment advice. The Python Quants GmbH will not accept liability for any loss or damage, including without limitation to, any loss of profit, which may arise directly or indirectly from use of or reliance on such information.
The tpqoa package is intended as a technological illustration only. It comes with no warranties or representations, to the extent permitted by applicable law.
Installing from source via Git and Github:
git clone https://github.com/yhilpisch/tpqoa
cd tpqoa
python setup.py install
Using pip in combination with Github:
pip install git+git://github.com/yhilpisch/tpqoa
In order to connect to the API, you need to have at least a practice account with Oanda (https://oanda.com/). Once logged in to you account, you can create an API token and can copy your account number. These are expected to be stored in a configuration file, with name oanda.cfg, for instance, as follows:
[oanda]
account_id = XYZ-ABC-...
access_token = ZYXCAB...
account_type = practice (default) or live
You can then set up an API connection by instantiating a connection object.
import tpqoaoanda = tpqoa.tpqoa('oanda.cfg')The get_instruments() method retrieves all available instruments.
ins = oanda.get_instruments()ins[:10][('Silver/CHF', 'XAG_CHF'),
('Silver/EUR', 'XAG_EUR'),
('UK 10Y Gilt', 'UK10YB_GBP'),
('GBP/ZAR', 'GBP_ZAR'),
('Soybeans', 'SOYBN_USD'),
('NZD/SGD', 'NZD_SGD'),
('USD/HKD', 'USD_HKD'),
('GBP/PLN', 'GBP_PLN'),
('Platinum', 'XPT_USD'),
('USD/JPY', 'USD_JPY')]
The get_history() method retrieves historical data.
help(oanda.get_history)Help on method get_history in module tpqoa.tpqoa:
get_history(instrument, start, end, granularity, price) method of tpqoa.tpqoa.tpqoa instance
Retrieves historical data for instrument.
Parameters
==========
instrument: string
valid instrument name
start, end: datetime, str
Python datetime or string objects for start and end
granularity: string
a string like 'S5', 'M1' or 'D'
price: string
one of 'A' (ask) or 'B' (bid)
Returns
=======
data: pd.DataFrame
pandas DataFrame object with data
data = oanda.get_history(instrument='EUR_USD',
start='2019-07-01',
end='2020-01-31',
granularity='D',
price='A')data.info()<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 154 entries, 2019-06-30 21:00:00+00:00 to 2020-01-30 22:00:00+00:00
Data columns (total 6 columns):
volume 154 non-null int64
complete 154 non-null bool
o 154 non-null float64
h 154 non-null float64
l 154 non-null float64
c 154 non-null float64
dtypes: bool(1), float64(4), int64(1)
memory usage: 7.4 KB
print(data.head()) volume complete o h l \
time
2019-06-30 21:00:00+00:00 18780 True 1.13644 1.13721 1.12819
2019-07-01 21:00:00+00:00 15567 True 1.12867 1.13233 1.12759
2019-07-02 21:00:00+00:00 14593 True 1.12871 1.13139 1.12695
2019-07-03 21:00:00+00:00 5731 True 1.12795 1.12960 1.12740
2019-07-04 21:00:00+00:00 15161 True 1.12871 1.12885 1.12081
c
time
2019-06-30 21:00:00+00:00 1.12867
2019-07-01 21:00:00+00:00 1.12871
2019-07-02 21:00:00+00:00 1.12797
2019-07-03 21:00:00+00:00 1.12859
2019-07-04 21:00:00+00:00 1.12305
The method stream_data() allows the streaming of real-time data (bid & ask).
oanda.stream_data('EUR_USD', stop=3)2020-02-19T16:47:33.801700552Z 1.07978 1.0799
2020-02-19T16:47:36.115072873Z 1.07979 1.07989
2020-02-19T16:47:36.941344979Z 1.07979 1.07991
By redefining the on_success() method, you can control what happes with the streaming data.
class myOanda(tpqoa.tpqoa):
def on_success(self, time, bid, ask):
''' Method called when new data is retrieved. '''
print('BID: {:.5f} | ASK: {:.5f}'.format(bid, ask))my_oanda = myOanda('oanda.cfg')my_oanda.stream_data('EUR_USD', stop=5)BID: 1.07978 | ASK: 1.07990
BID: 1.07979 | ASK: 1.07991
BID: 1.07979 | ASK: 1.07991
BID: 1.07980 | ASK: 1.07992
BID: 1.07980 | ASK: 1.07992
Other major methods are:
help(oanda.create_order)Help on method create_order in module tpqoa.tpqoa:
create_order(instrument, units, sl_distance=None, tsl_distance=None, tp_price=None, comment=None, ret=False) method of tpqoa.tpqoa.tpqoa instance
Places order with Oanda.
Parameters
==========
instrument: string
valid instrument name
units: int
number of units of instrument to be bought
(positive int, eg 'units=50')
or to be sold (negative int, eg 'units=-100')
sl_distance: float
stop loss distance price, mandatory eg in Germany
tsl_distance: float
trailing stop loss distance
tp_price: float
take profit price to be used for the trade
comment: str
string
# going long 100 units
# sl_distance of 20 pips
oanda.create_order('EUR_USD', units=100, sl_distance=0.002) {'id': '4481', 'time': '2020-02-19T16:47:42.095899410Z', 'userID': 5516121, 'accountID': '101-004-5516121-001',
'batchID': '4480', 'requestID': '24650336313951685', 'type': 'ORDER_FILL', 'orderID': '4480', 'instrument':
'EUR_USD', 'units': '100.0', 'gainQuoteHomeConversionFactor': '0.925994518112', 'lossQuoteHomeConversionFactor':
'0.926097425449', 'price': 1.07992, 'fullVWAP': 1.07992, 'fullPrice': {'type': 'PRICE', 'bids': [{'price':
1.0798, 'liquidity': '10000000'}], 'asks': [{'price': 1.07992, 'liquidity': '10000000'}], 'closeoutBid': 1.0798,
'closeoutAsk': 1.07992}, 'reason': 'MARKET_ORDER', 'pl': '0.0', 'financing': '0.0', 'commission': '0.0',
'guaranteedExecutionFee': '0.0', 'accountBalance': '96758.8741', 'tradeOpened': {'tradeID': '4481', 'units':
'100.0', 'price': 1.07992, 'guaranteedExecutionFee': '0.0', 'halfSpreadCost': '0.0056', 'initialMarginRequired':
'5.0'}, 'halfSpreadCost': '0.0056'}
# closing out the position
oanda.create_order('EUR_USD', units=-100) {'id': '4484', 'time': '2020-02-19T16:47:42.243308180Z', 'userID': 5516121, 'accountID': '101-004-5516121-001',
'batchID': '4483', 'requestID': '24650336313952080', 'type': 'ORDER_FILL', 'orderID': '4483', 'instrument':
'EUR_USD', 'units': '-100.0', 'gainQuoteHomeConversionFactor': '0.925994518112', 'lossQuoteHomeConversionFactor':
'0.926097425449', 'price': 1.0798, 'fullVWAP': 1.0798, 'fullPrice': {'type': 'PRICE', 'bids': [{'price': 1.0798,
'liquidity': '10000000'}], 'asks': [{'price': 1.07992, 'liquidity': '9999900'}], 'closeoutBid': 1.0798,
'closeoutAsk': 1.07992}, 'reason': 'MARKET_ORDER', 'pl': '-0.0106', 'financing': '0.0', 'commission': '0.0',
'guaranteedExecutionFee': '0.0', 'accountBalance': '96758.8635', 'tradesClosed': [{'tradeID': '4475', 'units':
'-20.0', 'price': 1.0798, 'realizedPL': '-0.0017', 'financing': '0.0', 'guaranteedExecutionFee': '0.0',
'halfSpreadCost': '0.0011'}], 'tradeReduced': {'tradeID': '4481', 'units': '-80.0', 'price': 1.0798,
'realizedPL': '-0.0089', 'financing': '0.0', 'guaranteedExecutionFee': '0.0', 'halfSpreadCost': '0.0044'},
'halfSpreadCost': '0.0055'}
help(oanda.get_account_summary)Help on method get_account_summary in module tpqoa.tpqoa:
get_account_summary(detailed=False) method of tpqoa.tpqoa.tpqoa instance
Returns summary data for Oanda account.
oanda.get_account_summary(){'id': '101-004-5516121-001',
'alias': 'Primary',
'currency': 'EUR',
'balance': '96758.8635',
'createdByUserID': 5516121,
'createdTime': '2017-03-08T16:28:21.276100637Z',
'guaranteedStopLossOrderMode': 'DISABLED',
'pl': '-121958.3725',
'resettablePL': '-121958.3725',
'resettablePLTime': '2017-03-08T16:28:21.276100637Z',
'financing': '-704.944',
'commission': '0.0',
'guaranteedExecutionFees': '0.0',
'marginRate': '0.05',
'openTradeCount': 1,
'openPositionCount': 1,
'pendingOrderCount': 1,
'hedgingEnabled': False,
'unrealizedPL': '-0.0022',
'NAV': '96758.8613',
'marginUsed': '1.0',
'marginAvailable': '96757.8613',
'positionValue': '20.0',
'marginCloseoutUnrealizedPL': '-0.0011',
'marginCloseoutNAV': '96758.8624',
'marginCloseoutMarginUsed': '1.0',
'marginCloseoutPercent': '1e-05',
'marginCloseoutPositionValue': '20.0',
'withdrawalLimit': '96757.8613',
'marginCallMarginUsed': '1.0',
'marginCallPercent': '1e-05',
'lastTransactionID': '4485'}
help(oanda.get_transactions)Help on method get_transactions in module tpqoa.tpqoa:
get_transactions(tid=0) method of tpqoa.tpqoa.tpqoa instance
Retrieves and returns transactions data.
help(oanda.print_transactions)Help on method print_transactions in module tpqoa.tpqoa:
print_transactions(tid=0) method of tpqoa.tpqoa.tpqoa instance
Prints basic transactions data.
oanda.print_transactions(tid=4450) 4451 | 2020-02-19T16:28:41.702443781Z | EUR_USD | 10.0 | 0.0
4453 | 2020-02-19T16:28:41.833970928Z | EUR_USD | -10.0 | 0.0034
4456 | 2020-02-19T16:28:42.384410161Z | EUR_USD | 10.0 | 0.0
4459 | 2020-02-19T16:28:42.519605501Z | EUR_USD | -10.0 | 0.0031
4461 | 2020-02-19T16:28:43.052289649Z | EUR_USD | 10.0 | 0.0
4464 | 2020-02-19T16:28:46.212352103Z | EUR_USD | 10.0 | 0.0
4468 | 2020-02-19T16:28:49.349725889Z | EUR_USD | -20.0 | 0.0074
4471 | 2020-02-19T16:31:46.964516516Z | EUR_USD | -10.0 | -0.0046
4472 | 2020-02-19T16:32:01.924364975Z | EUR_USD | -10.0 | -0.0056
4475 | 2020-02-19T16:46:56.227615256Z | EUR_USD | 100.0 | 0.0
4478 | 2020-02-19T16:46:56.372352822Z | EUR_USD | -100.0 | -0.0089
4481 | 2020-02-19T16:47:42.095899410Z | EUR_USD | 100.0 | 0.0
4484 | 2020-02-19T16:47:42.243308180Z | EUR_USD | -100.0 | -0.0106
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