Asynchronous client for FOREX broker
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README.rst

async_v20: Asynchronous OANDA v20 client

A foreign exchange client

async-v20 logo

https://travis-ci.org/jamespeterschinner/async_v20.svg?branch=master Documentation Status

Documentation

http://async-v20.readthedocs.io/

Disclaimer

  • Losses can exceed investment.
  • async_v20 and its creator has no affiliation with OANDA. And is not endorsed by OANDA in any manner.
  • async_v20 is in Beta stage and has not been tested on a live OANDA account
  • Use at own risk

Features

  • Exposes the entire v20 API
  • No *args, **kwargs In client methods. Therefore no need to guess what arguments a method takes
  • Serialize objects directly into pandas Series or DataFrame objects
  • Construct concurrent trading algorithms

installation

REQUIRES:

python >= 3.6

https://www.python.org/

$ pip install async_v20

async_v20 is built with aiohttp. It is therefore recommended to also install cchardet and aiodns as per aiohttp documentation

$ pip install cchardet

$ pip install aiodns

Why async_v20?

There are many OANDA clients for python already available so why create another? The main driver for creating async_v20 was to facilitate better risk management, by allowing user's to concurrently monitor account status and trade currency's.

An unintended consequence of async_v20 is the ability to create clear segregation between implementation ideas.

A simple example might contain a coroutine for the following:

  • Monitoring overall account status
  • Watching price stream and triggering buy/sell signals
  • Monitoring individual trades and closing movements against held positions

A synchronous implementation would require considerable effort to determine which task communicates with the server next. async_v20 removes this burden by using aiohttp

Further goals of async_v20 has been to lower the barrier of entry for algorithmic trading by providing a complete and simple to use interface.

Getting started

Creating an Account

To use async_v20 you must have an account with OANDA

Setting up environment

  • Install async_v20 as per installation
  • Create a new environment variable with the name 'OANDA_TOKEN' and value as the token generated from above

Note:

  • It is considered best practice use a virtual environment
  • It is not required to store the token in an environment variable. The token can be passed to OandaClient

Using async_v20

Once an account has been created as per create-account and the environment is configured as per setting-up-environment we are ready to begin.

Lets first take a look at this code example, then go though it line by line.

import asyncio

from async_v20 import OandaClient


async def get_account():
    async with OandaClient() as client:
        return await client.account()


loop = asyncio.get_event_loop()
account = loop.run_until_complete(get_account())

# pandas Series
print(account.series())

# HTTP response state
print(account)

# JSON data in python dictionary format
print(account.dict())

First we need to import asyncio this allows us to run our coroutine

import asyncio

We then import OandaClient which provides us the means to interact with OANDA

from async_v20 import OandaClient

Because OandaClient returns coroutines we use async def. This allows the use of the await syntax

async def get_account():

OandaClient is a context manager, we use async with to instantiate a client instance. Doing so will automatically close the http session when we're done

async with OandaClient() as client:

We then create and run the coroutine by calling client. account()

return await client.account()

Now we have defined our coroutine we need to execute it. To do so we need an event loop. Achieved using asyncio. get_event_loop()

loop = asyncio.get_event_loop()

The value returned by executing the account() coroutine is accessed through the event loop.

account = loop.run_until_complete(get_account())

async_v20 objects have a series() method that returns a pandas. Series. By default async_v20. DateTime's will be converted into pandas. Timestamp's.

print(account.series())

Outputs

alias                                                          Primary
balance                                                        97801.9
commission                                                           0
created_by_user_id                                             1234567
created_time                       2017-08-11 15:04:31.639182352+00:00
currency                                                           AUD
financing                                                      -3.5596
hedging_enabled                                                  False
id                                                 123-123-1234567-123
last_margin_call_extension_time                                   None
last_transaction_id                                               6360
margin_available                                               97801.9
margin_call_enter_time                                            None
margin_call_extension_count                                       None
margin_call_margin_used                                              0
margin_call_percent                                                  0
margin_closeout_margin_used                                          0
margin_closeout_nav                                            97801.9
margin_closeout_percent                                              0
margin_closeout_position_value                                       0
margin_closeout_unrealized_pl                                        0
margin_rate                                                       0.02
margin_used                                                          0
nav                                                            97801.9
open_position_count                                                  0
open_trade_count                                                     0
orders                                                              []
pending_order_count                                                  0
pl                                                            -2194.53
position_value                                                       0
positions                                                           []
resettable_pl                                                 -2194.53
resettabled_pl_time                                               None
trades                                                              []
unrealized_pl                                                        0
withdrawal_limit                                               97801.9
dtype: object