API функции для OANDA - Python
Формулировка задачи:
Может будет нужно тем кто занимается разработкой торговых роботов.
Если кто увидит серьезные огрехи, буду рад если поправите.
Python изучаю только пол года. Специально для этой темы.
Решение задачи: «API функции для OANDA»
textual
Листинг программы
def make_order(account_id, instrument, units, side, exp, price, takeprofit, stoploss, trailingstop, upperbound, lowerbound):
try:
time.sleep(1)
#now = datetime.now()
now = datetime.utcnow()
expire = now + timedelta(hours=exp)
expire = expire.isoformat('T') + "Z"
params = urllib.urlencode({"instrument": instrument,
"units": units,
"side": side,
"type": "marketIfTouched",
"expiry": expire,
"price": price,
"takeProfit": takeprofit,
"stopLoss": stoploss,
"trailingStop": trailingstop,
"upperBound": upperbound,
"lowerBound": lowerbound})
conn = httplib.HTTPSConnection(url)
conn.request("POST", "/v1/accounts/" + account_id + "/orders", params, headers)
response = conn.getresponse()
resptext = response.read()
return resptext
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def make_limit_order(account_id, instrument, units, side, exp, price, takeprofit, stoploss, trailingstop):
try:
time.sleep(1)
#now = datetime.now()
now = datetime.utcnow()
expire = now + timedelta(days=exp)
expire = expire.isoformat('T') + "Z"
params = urllib.urlencode({"instrument": instrument,
"units": units,
"side": side,
"type": "limit",
"expiry": expire,
"price": price,
"takeProfit": takeprofit,
"stopLoss": stoploss,
"trailingStop": trailingstop})
conn = httplib.HTTPSConnection(url)
conn.request("POST", "/v1/accounts/" + account_id + "/orders", params, headers)
response = conn.getresponse()
resptext = response.read()
return resptext
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def del_orders(account_id, id):
try:
time.sleep(0.5)
params = urllib.urlencode({'accountId': account_id})
conn = httplib.HTTPSConnection(url)
conn.request("DELETE", "/v1/accounts/" + account_id + "/orders/" + str(id), params, headers)
response = conn.getresponse()
resptext = response.read()
if response.status == 403:
print str(id) + ' not closed'
elif response.status == 200:
print str(id) + ' closed'
return response.status
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def del_trades(account_id, id):
try:
time.sleep(0.5)
params = urllib.urlencode({'accountId': account_id})
conn = httplib.HTTPSConnection(url)
conn.request("DELETE", "/v1/accounts/" + account_id + "/trades/" + str(id), params, headers)
response = conn.getresponse()
resptext = response.read()
if response.status == 403:
print str(id) + ' not closed'
elif response.status == 200:
print str(id) + ' closed'
return response.status
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def close_all_orders(account_id):
try:
time.sleep(1)
for p in range(1):
data = get_orders(account_id)
data = json.loads(data)
time.sleep(1)
if 'orders' in data.keys():
if data['orders']:
print 'Close all orders for account N ' + str(account_id)
for key in data['orders']:
# print key[u'instrument']
order_id = key['id']
stat = del_orders(account_id, order_id)
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def close_all_trades(account_id):
try:
time.sleep(1)
for p in range(1):
data = get_trades(account_id)
data = json.loads(data)
time.sleep(1)
if 'trades' in data.keys():
if data['trades']:
print 'Close all trades for account N ' + str(account_id) + ' trying ' + str(p + 1)
for key in data['trades']:
order_id = key['id']
stat = del_trades(account_id, order_id)
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def get_orders(account_id):
try:
time.sleep(1)
params = urllib.urlencode({'accountId': account_id})
conn = httplib.HTTPSConnection(url)
conn.request("GET", "/v1/accounts/" + account_id + "/orders", params, headers)
response = conn.getresponse()
resptext = response.read()
return resptext
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def get_orders_instrument(account_id, instrument, count): # count максимальное количество, ордеров дефаулт 50
try:
time.sleep(1)
params = urllib.urlencode({'accountId': account_id})
conn = httplib.HTTPSConnection(url)
# GET "https://api-fxtrade.oanda.com/v1/accounts/12345/orders?instrument=EUR_USD&count=2"
conn.request("GET", "/v1/accounts/" + account_id + "/orders?instrument=" +
instrument + '&count=' + str(count), params, headers)
response = conn.getresponse()
resptext = response.read()
return resptext
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def get_trades(account_id):
try:
time.sleep(1)
params = urllib.urlencode({'accountId': account_id})
conn = httplib.HTTPSConnection(url)
conn.request("GET", "/v1/accounts/" + account_id + "/trades", params, headers)
response = conn.getresponse()
resptext = response.read()
return resptext
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def get_trades_instrument(account_id, instrument):
try:
time.sleep(1)
params = urllib.urlencode({'accountId': account_id})
conn = httplib.HTTPSConnection(url)
conn.request("GET", "/v1/accounts/" + account_id + "/trades?instrument=" + instrument, params, headers)
response = conn.getresponse()
resptext = response.read()
return resptext
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def rename_file(newnamefile):
try:
dir = os.getcwd() # Текущий каталог
files = os.listdir(dir) # Список файлов в текущем каталоге
filterfiles = filter(lambda x: x.startswith('balans'), files) # Фильтруем список по началу файла
if not filterfiles:
my_file = open('balans', 'w')
namefile = my_file.name
my_file.close()
os.rename(namefile, newnamefile)
else:
namefile = filterfiles[0]
os.rename(namefile, newnamefile)
except IOError:
print 'file busy'
def get_balans(account_id): # запрос баланса по счету
try:
time.sleep(1)
params = urllib.urlencode({'accountId': account_id})
conn = httplib.HTTPSConnection(url)
conn.request("GET", "/v1/accounts/" + account_id, params, headers)
response = conn.getresponse()
resptext = response.read()
if response.status == 200:
data = json.loads(resptext)
sredstva = float("%.2f" % data['balance']) + float("%.2f" % data['unrealizedPl'])
marginused = float("%.2f" % data['marginUsed'])
marginavail = float("%.2f" % data['marginAvail'])
currency = data['accountCurrency']
return sredstva, marginused, marginavail, currency
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
def get_spred(instrument, period):
# 3600 - 1 hour
# 43200 - 12 hour
# 86400 - 1 day
try:
time.sleep(1)
params = urllib.urlencode({})
conn = httplib.HTTPSConnection(url)
conn.request("GET", "/labs/v1/spreads?instrument=" + instrument + "&period=" + period, params,
headers) # (таблица периодов на сайте Oanda Forex Labs)
response = conn.getresponse()
resptext = response.read()
# print resptext
if response.status == 200:
spred = 0
data = json.loads(resptext)
sumspred = 0
nspred = 0
max_spred = 0 # максимальный
min_spred = 999999 # минимальный
avg_spred = 999999 # минимальный
for key in data[u'max']:
if max_spred < round(key[1], 2):
max_spred = round(key[1], 2)
for key in data[u'min']:
if min_spred > round(key[1], 2):
min_spred = round(key[1], 2)
for key in data[u'avg']:
if avg_spred > round(key[1], 2):
avg_spred = round(key[1], 2)
# print instrument, max_spred, min_spred, avg_spred
return max_spred, min_spred, avg_spred
else:
return 0
except Exception as e:
print sys._getframe().f_code.co_name + " @ Caught exception when connecting to stream\n" + str(e)
ИИ поможет Вам:
- решить любую задачу по программированию
- объяснить код
- расставить комментарии в коде
- и т.д