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   OanPy: Python Bindings for OANDA Trading API

This open source package provides an extension module for Python_ that
can be used to access to the programmatic API for the OANDA_ FX
broker. The entire API's functionality is supported, including live
market data updates and order placement.

The ability to do fast prototyping of trading strategies directly
using a dynamic language like Python_ is very exciting. You can
leverage numerical libraries like NumPy in order to perform analysis
on market data directly from the API, or you can write custom trading
GUIs leveraging toolkits, e.g., PyQt. Our API works in multi-threaded
environments, and is compatible with select()/epoll() reactor-based
networking libraries (and with Twisted_).

How it Works

In order to use these Python_ bindings, you will need to
**independently obtain a license** to the Linux C++ API from OANDA_,
and then run a Makefile to build and install your Python_ extension
module, linked with this API.

.. figure:: doc/howitworks.png

Once again, this package does **NOT** provide the include files nor
the binary library that OANDA makes available to its subscribers. You
need to obtain this separately (i.e., it costs money).

With it, you will be able to import all of the functionality provided
by the OANDA API with a simple import, for example::

    # Import the OANDA classes.
    from oanda import *


    # Login to my OANDA account.
    fxclient = FXTrade()
        fxclient.login(username, password)
    except OAException, e:
        raise SystemExit("Could not login: %s" % e)

    # Get my account object.
    user = fxclient.getUser()
    account = user.getAccounts()[0]


    # Place a trade.
    order = MarketOrder()
    order.base, order.quote = 'EUR', 'USD'
    order.units = 10000
    trades = account.execute(order)
    for trade in trades:
        print trade


The classes and functions names correspond directly to the
documentation that OANDA_ will provide for your API library.
This package's documentation only describes difference between the
official API and our mapping into Python.


`The documentation can be found here`__.

__ doc/documentation.html

Source Code

A Mercurial repository can be found at:

`Click here for download instructions. </web-furius/downloading.html>`_

Some information about the data feed (as of 2009):

- The OANDA API can be used to write trading automatons, but is not a
  “high-frequency” trading API by today's standards:  trade
  confirmations take one to several seconds--contrast this with
  connections to today's main exchanges where you can achieve a
  turnaround time in the order of a few hundreds of microseconds. Note
  that this is perfectly fine if your holding periods are on the order
  of a few minutes, or even a few tens of seconds, or if you're using
  this to automate some sort of currency hedging.

- You cannot buy at the bid nor sell at the offer, i.e., OANDA forces
  you to cross the spread in order to execute all orders, in
  particular, limit orders. Their "limit orders" are slightly
  different: they simply sit on their books until the spread happens
  to cross to your order. This is a market maker, remember, you're not
  trading directly with others, you're trading with OANDA's level 1

- The market data feed sometimes sends market data out-of-order: about
  0.5% of all updates have timestamps that are either incorrect or not
  flushed in sequence. The server we provide has an option to filter
  those out.

- The C++ API's network layer flushes its orders in blocks, and they
  are not transmitted as soon as they are available on the remote
  side. You might want to use the Java API if you want faster
  updates... but given the delays involved in "normal" operation, I
  doubt it's worth the effort.

- OANDA indicated via its forums that its Java API is more stable than
  its C++ API. This is most likely because their developers are more
  comfortable with Java--whatever that may mean to you. Note: the Java
  API is fairly clean and it is not unreasonable to consider writing
  your code directly that API instead (if you speak Java).

Supported Platforms: Linux

Currently, we support only the Linux_ platform (both Ubuntu 9.04 and
Gentoo are known to work).

If you are interested in support for Windows or Mac and are willing to
pay for it by the hour, please contact `the author`__.

__ /home/contact.html


  Copyright (C) 2009  Furius Enterprise / 6114750 Canada Inc.
  Licensed under the terms of the GNU Lesser General Public License, version 3.
  See for details.


* The GNU LGPL allows you to write private/secret programs against the
  library. Using this open source library does *NOT* imply that you
  need to share your code with others. You can use the library to
  write top-secret trading strategies to take over the world if you
  like :-)

* The license has a liability clause in it; thus Furius is not
  responsible for any loss which you may incur as a result of using
  this code. It is *entirely* your own responsibility to insure that
  the code you're using works as you'd expect.

* There are no guarantees that this API will get updated if the OANDA
  API changes. You may have to do this yourself if you come to depend
  on it. (However, it would probably be easy to do so, given you have
  all the source code).


`Can be contacted here`__.

__ /home/contact.html

.. _OANDA:
.. _Python:
.. _Twisted:
.. _Linux: