oanda_api

OandaAPI

Access Oanda FX accounts, get market data, trade, build trading strategies using Ruby.

Synopsis

OandaAPI is a simple Ruby wrapper for the Oanda REST API.

This style of API wrapper is typically called a fluent interface. The wrapper translates native Ruby objects to and from JSON representations that the API understands.

For example,

client = OandaAPI::Client::TokenClient.new(:practice, "practice_account_token")
account = client.account(12345).get

returns an OandaAPI::Resource::Account, with method accessors for all of the Account attributes defined by the Oanda API.

Features

A simple native Ruby reflection of the underlying REST API using Ruby idioms where appropriate.

Enable Oanda's Best Practices recommendations for accessing the API including:

• Secure connections over SSL with always verified certificates
• Persistent connections
• Response compression
• Request rate limiting

Some Examples

Getting price quotes

require 'oanda_api'

client = OandaAPI::Client::TokenClient.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))

prices = client.prices(instruments: %w(EUR_USD USD_JPY)).get

prices.each do |p|
  p.instrument       # => "EUR_USD"
  p.ask              # => 1.13781
  p.bid              # => 1.13759
  p.time             # => 2015-01-27 21:01:13 UTC
end

Getting candle information

require 'oanda_api'

client = OandaAPI::Client::TokenClient.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))

candles = client.candles( instrument: "EUR_USD",
                         granularity: "M1",
                       candle_format: "midpoint",
                               start: (Time.now - 3600).utc.to_datetime.rfc3339)
                .get

candles.size         # => 57
candles.granularity  # => "M1"
candles.instrument   # => "EUR_USD"

candles.each do |c|
  c.complete?        # => true
  c.open_mid         # => 1.137155
  c.close_mid        # => 1.137185
  c.high_mid         # => 1.13729
  c.low_mid          # => 1.137155
  c.time             # => 2015-01-27 20:26:00 UTC
  c.volume           # => 25
end

Creating a market order

require 'oanda_api'

client = OandaAPI::Client::TokenClient.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))

order = client.account(12345)
              .order(instrument: "USD_JPY",
                           type: "market",
                           side: "buy",
                          units: 10_000)
              .create

order.price            # => 114.887
order.time             # => 2014-12-20 21:25:57 UTC
order.trade_opened.id  # => 175491416

Closing a position

require 'oanda_api'

client = OandaAPI::Client::TokenClient.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))

account = client.account(12345)             # => OandaAPI::NamespaceProxy
position = account.position("USD_JPY").get  # => OandaAPI::Resource::Position

position.ave_price  # => 114.898
position.side       # => "buy"
position.units      # => 30_000

# Close out the 30_000 long position
closed_position = account.position("USD_JPY").close  # => OandaAPI::Resource::Position

closed_position.price        # => 114.858
closed_position.total_units  # => 30_000
closed_position.ids          # => [175490804, 175491421, 175491416]

transaction = account.transaction(175490804).get    # => OandaAPI::Resource::Transaction
transaction.instrument  # => "USD_JPY"
transaction.time        # => 2014-12-19 03:29:48 UTC
transaction.type        # => "MARKET_ORDER_CREATE"

Getting Economic Calendar Information

require 'oanda_api'

# If you want to use sugar like: 1.day, 1.hour, 1.week, etc.
require 'active_support/core_ext/numeric/time'

client = OandaAPI::Client::TokenClient.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))

client.calendar(period: 1.day).get.each do |event|
  event.class     # => OandaAPI::Resource::CalendarEvent
  event.title     # => "Industrial Production"
  event.currency  # => "EUR"
  event.region    # => "europe"
  event.forecast  # => "-0.3"
  event.previous  # => "-0.3"
  event.actual    # => "3.3"
  event.impact    # => "2"
  event.unit      # => "% m/m"
  event.timestamp # => 1457420400
  event.time      # => 2016-03-08 07:00:00 UTC
end

##Streaming OandaAPI also supports the Oanda realtime streaming API.

For example to stream live prices,

client = OandaAPI::Streaming::Client.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))
prices = client.prices(account_id: 1234, instruments: %w[AUD_CAD AUD_CHF])
prices.stream do |price|
  # Note: The code in this block should handle the price
  #       as efficiently as possible, otherwise the connection could timeout.
  #       For example, you could publish the tick on a queue to be handled
  #       by some other thread or process.
  price  # => OandaAPI::Resource::Price
end

Documentation

Please see the Oanda Developer Wiki for detailed documentation and API usage notes.

Ruby	Oanda REST API
client.accounts.get	GET /v1/accounts
client.account(123).get	GET /v1/accounts/123
client.instruments(account_id: 123).get	GET /v1/instruments?accountId=123
client.prices(instruments: ["EUR_USD","USD_JPY"]).get	GET /v1/prices/?instruments=EUR_USD%2CUSD_JPY
client.account(123).orders.get	GET /v1/accounts/123/orders
client.account(123).order(123).get	GET /v1/accounts/123/orders/123
client.account(123).order( options ).create	POST /v1/accounts/123/orders
client.account(123).order(id:123, options ).update	PATCH /v1/accounts/123/orders/123
client.account(123).order(123).close	DELETE /v1/accounts/123/orders/123
client.account(123).positions.get	GET /v1/accounts/123/positions
client.account(123).position("EUR_USD").get	GET /v1/accounts/123/positions/EUR_USD
client.account(123).position("EUR_USD").close	DELETE /v1/accounts/123/positions/EUR_USD
client.account(123).trades.get	GET /v1/accounts/123/trades
client.account(123).trade(123).get	GET /v1/accounts/123/trades/123
client.account(123).trade(id:123, options ).update	PATCH /v1/accounts/123/trades/123
client.account(123).trade(123).close	DELETE /v1/accounts/123/trades/123
client.account(123).transactions.get	GET /v1/accounts/123/transactions
client.account(123).transaction(123).get	GET /v1/accounts/123/transactions/123
client.account(123).alltransactions.get	GET /v1/accounts/123/alltransactions
client.calendar(instrument: "AUD_USD", period: 86400).get	GET /labs/v1/calendar?instrument=AUD_USD&period=86400
client.spreads(instrument: "AUD_USD", period: 86400).get	GET /labs/v1/spreads?instrument=AUD_USD&period=86400

Installation

Add this line to your application's Gemfile:

gem 'oanda_api'

And then execute:

$ bundle

Or install it yourself as:

$ gem install oanda_api

Inside of your Ruby program, require oanda_api with:

require 'oanda_api'

Configuration

Add a configuration block to your application to specify client settings such as whether or not to use compression, request rate limiting, or other options. See the RubyDoc documentation for OandaAPI for more configuration settings.

OandaAPI.configure do |config|
  config.use_compression = true
  config.use_request_throttling = true
  config.max_requests_per_second = 10
	config.max_new_connections_per_second = 1
end

Supported Platforms

OandaAPI works with Ruby 2.0 and higher.

Tested on:

• MRI 2.1, 2.2, 2.3
• JRuby 9.0.0, 9.0.5
• Rubinius 2.4, 2.5

Contributing

If you'd like to contribute code or modify this gem, you can run the test suite with:

gem install oanda_api --dev
bundle exec rspec # or just 'rspec' may work

When you're ready to code:

• Fork this repository on github.
• Make your changes.
• Add tests where applicable and run the existing tests with rspec to make sure they all pass.
• Add new documentation where appropriate using YARD formatting.
• Create a new pull request and submit it to me.

License

Copyright (c) 2014 Dean Missikowski. Distributed under the MIT License. See LICENSE for further details.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.