async_v20: Asynchronous OANDA v20 client
A foreign exchange client
- 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
- 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
python >= 3.6
$ pip install async_v20
$ pip install cchardet $ pip install aiodns
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.
Creating an Account
To use async_v20 you must have an account with OANDA
Create an account
Create an API token
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
- 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
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
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.
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