goanda

Golang oanda REST-V20 API library

See https://developer.oanda.com/rest-live-v20/introduction/ for documentation.

Quick start

Create an api context:

ctx := api.Context{
  ApiURL:       apiURL,
  StreamApiURL: streamURL,
  Token:        token,
  Account:      account,
  Application:  "MyApp",
}

Use the configured context to create an api instance and make calls:

api := ctx.CreateAPI()
pos, err := api.GetPricing([]string{"EUR_USD", "EUR_JPY"})

Or use the configured context to create a streaming api instance, and open a pricing stream. Prices are sent to a Price channel and heartbeat to another:

streamapi := ctx.CreateStreamAPI()

pchan := make(chan models.ClientPrice)
hchan := make(chan models.PricingHeartbeat)

go streamapi.PricingStream([]string{"EUR_USD", "SPX500_USD"}, pchan, hchan)

API Endpoints

Implemented Endpoints are in the api sub-package (Api.go):

• GetOpenPositions: Read Open positions for the account:

func (api *API) GetOpenPositions() (*models.AccountPositions, error)

• GetPosition: Read a specific instrument position for the account :

func (api *API) GetPosition(instrument string) (*models.AccountPosition, error)

• GetPricing: Get the current price for a list of instruments:

func (api *API) GetPricing(instruments []string) (*models.Prices, error)

• GetCandles: Get num historical candles (OHLC) for an instrument, and granularity (see oanda definitions):

func (api *API) GetCandles(instrument string, num int, granularity string) (*models.Candles, error)

• PostMarketOrder: Send a market order for an instrument, it is a synchronous call. Note: returned data is not implemented, it is an optimistic implementation!!!

func (api *API) PostMarketOrder(instrument string, units int64) (error, error)

• GetPositionBook: Get the aggregate positions from oanda customers:

func (api *API) GetPositionBook(instrument string) (*models.PositionBook, error)

• GetAccounts(): Get the list of accounts for the api key:

func (api *API) GetAccounts() (*models.Accounts, error)

Streaming API Endpoints

Implemented Endpoints for Streaming are in the api sub-package (StreamApi.go):

• PricingStream: Used to start a stream for selected instruments. Prices and Heartbeats are sent to channels.

func (streamApi *StreamAPI) PricingStream(instruments []string, pchan chan models.ClientPrice, hchan chan models.PricingHeartbeat)

Oanda Definitions

TODO: Complete implemented definition list, see models sub-package for up-to-date information

Implemented Definitions are in the models sub-package:

• Position Definitions
  • Position
  • PositionSide
• Pricing Definitions
  • ClientPrice
  • PricingHeartbeat
• Pricing Common Definitions
  • PriceBucket
• Primitives Definitions

Extra Definitions

• Tick