started oanda api, not done yet

blankly/exchanges/interfaces/direct_calls_factory.py

@@ -25,6 +25,8 @@
 from blankly.exchanges.interfaces.binance.binance_interface import BinanceInterface
 from blankly.exchanges.interfaces.coinbase_pro.coinbase_pro_api import API as CoinbaseProAPI
 from blankly.exchanges.interfaces.coinbase_pro.coinbase_pro_interface import CoinbaseProInterface
+from blankly.exchanges.interfaces.oanda.oanda_api import OandaAPI
+from blankly.exchanges.interfaces.oanda.oanda_interface import OandaInterface
 
 
 class DirectCallsFactory:
@@ -55,7 +57,10 @@ def create(exchange_name: str, auth: ABCAuth, preferences_path: str = None):
             return calls, AlpacaInterface(calls, preferences_path)
 
         elif exchange_name == 'oanda':
-            calls = create_alpaca_client(auth, preferences["settings"]["use_sandbox"])
-            return calls, OandaInterface(calls, preferences_path)
+            calls = OandaAPI(auth, preferences["settings"]["use_sandbox"])
+
+            # TODO: CHANGE THIS BELOW
+            return calls, None
+
         elif exchange_name == 'paper_trade':
             return None, None

blankly/exchanges/interfaces/oanda/oanda_api.py

@@ -1,14 +1,131 @@
 from blankly.exchanges.interfaces.oanda.oanda_auth import OandaAuth
+import requests
+from collections import OrderedDict
+from urllib.parse import urlencode
+
 
 class OandaAPI:
+    # documentation here: http://developer.oanda.com/rest-live-v20/account-ep/
     API_URL = 'https://api-fxtrade.oanda.com'
     API_PRACTICE_URL = 'https://api-fxpractice.oanda.com'
 
     def __init__(self, auth: OandaAuth, sandbox: bool = False):
-        self.api_key = auth.keys['API_KEY']
-        self.secret_key = auth.keys['API_SECRET']
+        self.api_key = auth.keys['PERSONAL_ACCESS_TOKEN']
 
         if not sandbox:
             self.__api_url = self.API_URL
         else:
             self.__api_url = self.API_PRACTICE_URL
+
+        self.session = self._init_session()
+
+    def _init_session(self):
+        session = requests.session()
+        session.headers.update({"Content-Type": "application/json",
+                                "Accept-Datetime-Format": "UNIX",
+                                'Authorization': 'Bearer {}'.format(self.api_key)})
+        return session
+
+    def _send_request(self, method, url, params=None, data=None):
+        if not params:
+            params = OrderedDict()
+        else:
+            assert isinstance(params, OrderedDict)
+
+        if not data:
+            data = OrderedDict()
+        else:
+            assert isinstance(data, OrderedDict)
+
+        response = getattr(self.session, method)(url, params=params, data=data)
+        return response.json()
+
+    """
+    Account Endpoints
+    """
+
+    def get_all_accounts(self):
+        endpoint = '/v3/accounts'
+        return self._send_request('get', self.__api_url + endpoint)
+
+    def get_account(self, accountid: str):
+        assert isinstance(accountid, str)
+        endpoint = f'/v3/accounts/{accountid}'
+        return self._send_request('get', self.__api_url + endpoint)
+
+    def get_account_summary(self, accountid: str):
+        assert isinstance(accountid, str)
+        endpoint = f'/v3/accounts/{accountid}/summary'
+        return self._send_request('get', self.__api_url + endpoint)
+
+    def get_account_instruments(self, accountid: str):
+        assert isinstance(accountid, str)
+        endpoint = f'/v3/accounts/{accountid}/instruments'
+        return self._send_request('get', self.__api_url + endpoint)
+
+    def get_account_changes(self, accountid: str, sinceTransactionID: str):
+        assert isinstance(accountid, str)
+        endpoint = f'/v3/accounts/{accountid}/changes'
+
+        params = OrderedDict()
+        params["sinceTransactionID"] = sinceTransactionID
+
+        return self._send_request('get', self.__api_url + endpoint, params=params)
+
+    def patch_account_configuration(self, accountid: str, alias: str, marginRate: float):
+        # Client-defined alias (name) for the Account
+        # alias: (string),
+        # The string representation of a decimal number.
+        # marginRate: (DecimalNumber)
+
+        assert isinstance(accountid, str)
+        assert isinstance(alias, str)
+        assert isinstance(marginRate, float)
+        endpoint = f'/v3/accounts/{accountid}/configuration'
+
+        data = OrderedDict()
+        data["alias"] = alias
+        data["marginRate"] = marginRate
+
+        return self._send_request('patch', self.__api_url + endpoint, data=data)
+
+    """
+    Instrument Endpoints
+    """
+    def get_candles(self, instrument: str):
+        endpoint = f'/v3/instruments/{instrument}/candles'
+        return self._send_request('get', self.__api_url + endpoint)
+
+    def get_order_book(self, instrument: str):
+        assert isinstance(instrument, str)
+        endpoint = f'/v3/instruments/{instrument}/orderBook'
+        return self._send_request('get', self.__api_url + endpoint)
+
+    def get_position_book(self, instrument: str):
+        assert isinstance(instrument, str)
+        endpoint = f'/v3/instruments/{instrument}/positionBook'
+        return self._send_request('get', self.__api_url + endpoint)
+
+    """
+    Order Endpoints
+    """
+
+    """
+    Trade Endpoints
+    """
+
+    """
+    Position Endpoints
+     """
+
+    """
+    Transaction Endpoints
+    """
+
+    """
+    Pricing Endpoints
+    """
+
+    """
+    Forex Labs Endpoints
+    """

blankly/exchanges/interfaces/oanda/oanda_interface.py

@@ -0,0 +1,9 @@
+from blankly.exchanges.interfaces.exchange_interface import ExchangeInterface
+from blankly.exchanges.interfaces.oanda.oanda_api import OandaAPI
+
+
+class OandaInterface(ExchangeInterface):
+    def __init__(self, authenticated_API: OandaAPI, preferences_path: str):
+        super().__init__('oanda', authenticated_API, preferences_path)
+        assert isinstance(self.calls, OandaAPI)
+

examples/keys_example.json

@@ -17,5 +17,13 @@
             "API_KEY": "********************",
             "API_SECRET": "****************************************"
         }
+    },
+    "oanda": {
+        "oanda portfolio": {
+            "PERSONAL_ACCESS_TOKEN": "********************",
+        },
+        "oanda portfolio 2": {
+            "PERSONAL_ACCESS_TOKEN": "********************",
+        }
     }
 }

tests/exchanges/interfaces/oanda/test_oanda_interface.py

@@ -0,0 +1,43 @@
+import datetime
+import time
+from datetime import datetime as dt
+from pathlib import Path
+
+import pytest
+import pytz
+
+from blankly.exchanges.interfaces.oanda.oanda_api import OandaAPI
+from blankly.exchanges.interfaces.oanda.oanda_auth import OandaAuth
+from blankly.exchanges.interfaces.oanda.oanda_interface import OandaInterface
+from blankly.exchanges.interfaces.direct_calls_factory import DirectCallsFactory
+
+timeZ_Ny = pytz.timezone('America/New_York')
+MARKET_OPEN = datetime.time(hour=9, minute=0, second=0, tzinfo=timeZ_Ny)
+MARKET_CLOSE = datetime.time(hour=17, minute=0, second=0, tzinfo=timeZ_Ny)
+
+
+@pytest.fixture
+def oanda_interface():
+    keys_file_path = Path("tests/config/keys.json").resolve()
+    settings_file_path = Path("tests/config/settings.json").resolve()
+
+    auth_obj = OandaAuth(str(keys_file_path), "oanda test portfolio")
+    _, oanda_interface = DirectCallsFactory.create("oanda", auth_obj, str(settings_file_path))
+    return oanda_interface
+
+
+def test_get_exchange(oanda_interface: OandaInterface) -> None:
+    assert oanda_interface.get_exchange_type() == 'oanda'
+
+def test_api() -> None:
+    keys_file_path = Path("tests/config/keys.json").resolve()
+    settings_file_path = Path("tests/config/settings.json").resolve()
+
+    auth_obj = OandaAuth(str(keys_file_path), "oanda test portfolio")
+    api, _ = DirectCallsFactory.create("oanda", auth_obj, str(settings_file_path))
+    assert isinstance(api, OandaAPI)
+    print(api.get_all_accounts())
+    print(api.get_account('101-001-20168332-001'))
+    print(api.get_account_summary('101-001-20168332-001'))
+    print(api.get_account_instruments('101-001-20168332-001'))
+    print(api.get_account_changes('101-001-20168332-001', 3))