quantpylib.wrappers.oanda
Oanda
A class for interacting with Oanda API for CFD data.
Read
https://developer.oanda.com/rest-live-v20/introduction/
__init__(account_id, secret, env='practice', **kwargs)
Initialize the Oanda instance with the account ID, API token secret, and environment.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
account_id |
str
|
Oanda account ID. |
required |
secret |
str
|
Oanda API token secret. |
required |
env |
str
|
Environment type, either "practice" or "live". |
'practice'
|
get_ticker_metadata(ticker, **kwargs)
Retrieve metadata for the specified ticker.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
ticker |
str
|
The trading instrument ticker. |
required |
Returns:
| Name | Type | Description |
|---|---|---|
dict |
Metadata for the specified ticker. |
get_tickers_in_exchange(**kwargs)
Retrieve the list of tickers available in the Oanda account.
Returns:
| Name | Type | Description |
|---|---|---|
dict |
A dictionary of tickers available in the Oanda account. |
get_trade_bars(ticker, start, end, granularity, granularity_multiplier, **kwargs)
async
Retrieve OHLCV trade bar data for the specified ticker and time range.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
ticker |
str
|
The trading instrument ticker. |
required |
start |
datetime
|
The start date and time for data retrieval. |
required |
end |
datetime
|
The end date and time for data retrieval. |
required |
granularity |
Period
|
The period type for the OHLCV bars. |
required |
granularity_multiplier |
int
|
The granularity multiplier. |
required |
Returns:
| Type | Description |
|---|---|
|
pd.DataFrame: The OHLCV trade bar data for the specified ticker and time range. |
l1_book_subscribe(ticker, handler, **kwargs)
async
Start streaming market data for the specified ticker.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
ticker |
str
|
Trading instrument ticker. |
required |
handler |
coroutine
|
A coroutine handler for the message received. |
required |
Returns: None
l1_book_unsubscribe(ticker, **kwargs)
async
Close the streaming for market data of the specified ticker.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
ticker |
str
|
The trading instrument ticker. |
required |
Returns:
| Type | Description |
|---|---|
|
None |