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Updating oanda

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DJ Nieto
2021-04-15 21:34:35 -06:00
parent 47b872207b
commit 52ed3cd974
2 changed files with 169 additions and 127 deletions
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74
gamestonk_terminal/oanda/oanda_controller.py
View File

@@ -1,5 +1,4 @@
import argparse
# import matplotlib.pyplot as plt
from typing import List
from prompt_toolkit.completion import NestedCompleter
from gamestonk_terminal.helper_funcs import get_flair, parse_known_args_and_warn
@@ -28,16 +27,18 @@ class OandaController:
"positions",
"closetrade",
"trades",
"pending"]
"candles",
"pending",
]
def __init__(
self,
):
):
"""Construct Data"""
self.oanda_parser = argparse.ArgumentParser(add_help=False, prog="fx")
self.oanda_parser.add_argument(
"cmd",
choices=self.CHOICES,
"cmd",
choices=self.CHOICES,
)
@staticmethod
@@ -57,9 +58,10 @@ class OandaController:
print("positionbook \t print positionbook")
print("limitorder \t place limit order -u # of units -p price")
print("cancel \t cancel a pending order by ID -i order ID")
print("pending \t get information on pending up to 25 pending orders")
print("pending \t get information on pending orders")
print("positions \t Get open positions")
print("closetrade \t Close a trade by id")
print("candles \t show candles")
def switch(self, an_input: str):
"""Process and dispatch input
@@ -72,7 +74,9 @@ class OandaController:
"""
(known_args, other_args) = self.oanda_parser.parse_known_args(an_input.split())
return getattr(self, "call_" + known_args.cmd, lambda: "command not recognized!")(other_args)
return getattr(
self, "call_" + known_args.cmd, lambda: "command not recognized!"
)(other_args)
def call_help(self, _):
"""Process Help Command"""
@@ -94,23 +98,23 @@ class OandaController:
"""Process account summary command"""
oanda_functions.get_account_summary(account)
def call_orderbook(self, other_args: List [str]):
def call_orderbook(self, other_args: List[str]):
"""Process Oanda Order Book"""
oanda_functions.get_order_book(other_args)
def call_positionbook(self, other_args: List [str]):
def call_positionbook(self, other_args: List[str]):
"""Process Oanda Position Book"""
oanda_functions.get_position_book(other_args)
def call_list(self, other_args: List [str]):
def call_list(self, other_args: List[str]):
"""Process list orders command"""
oanda_functions.list_orders(account, other_args)
def call_limitorder(self, other_args: List [str]):
"""Place market order"""
def call_limitorder(self, other_args: List[str]):
"""Place limit order"""
oanda_functions.create_limit_order(account, other_args)
def call_cancel(self, other_args: List [str]):
def call_cancel(self, other_args: List[str]):
"""Cancel pending order by ID"""
oanda_functions.cancel_pending_order(account, other_args)
@@ -122,39 +126,41 @@ class OandaController:
"""See up to 25 pending orders"""
oanda_functions.get_pending_orders(account)
def call_closetrade(self, other_args: List [str]):
def call_closetrade(self, other_args: List[str]):
"""Close a trade by id"""
oanda_functions.close_trade(account, other_args)
def call_candles(self, _):
oanda_functions.show_candles(account)
def call_trades(self, _):
"""List open trades"""
oanda_functions.get_open_trades(account)
def menu():
"""Oanda Menu"""
oanda_controller = OandaController()
oanda_controller.call_help(None)
while True:
if session and gtff.USE_PROMPT_TOOLKIT:
completer = NestedCompleter.from_nested_dict(
{c: None for c in oanda_controller.CHOICES}
)
"""Oanda Menu"""
oanda_controller = OandaController()
oanda_controller.call_help(None)
while True:
if session and gtff.USE_PROMPT_TOOLKIT:
completer = NestedCompleter.from_nested_dict(
{c: None for c in oanda_controller.CHOICES}
)
an_input = session.prompt(
an_input = session.prompt(
f"{get_flair()} (fx)> ",
completer=completer,
)
else:
an_input = input(f"{get_flair()} (fx)> ")
)
else:
an_input = input(f"{get_flair()} (fx)> ")
try:
process_input = oanda_controller.switch(an_input)
try:
process_input = oanda_controller.switch(an_input)
if process_input is not None:
return process_input
except SystemExit:
print("The command selected doesn't exit\n")
continue
if process_input is not None:
return process_input
except SystemExit:
print("The command selected doesn't exit\n")
continue

222
gamestonk_terminal/oanda/oanda_functions.py
View File

@@ -10,6 +10,10 @@ import oandapyV20.endpoints.trades as trades
from oandapyV20.exceptions import V20Error
from gamestonk_terminal import config_terminal as cfg
from gamestonk_terminal.helper_funcs import parse_known_args_and_warn
import pandas as pd
import matplotlib.pyplot as plt
import mplfinance as mpf
import matplotlib.dates as mdates
client = API(access_token=cfg.OANDA_TOKEN, environment="live")
account = cfg.OANDA_ACCOUNT
@@ -22,20 +26,14 @@ def get_fx_price(accountID, other_args: List[str]):
description="Get price for forex",
)
parser.add_argument(
"-i",
"--instrument",
dest="instrument",
action="store",
required=True
"-i", "--instrument", dest="instrument", action="store", required=True
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
try:
parameters = {
"instruments": ns_parser.instrument
}
parameters = {"instruments": ns_parser.instrument}
request = pricing.PricingInfo(accountID=accountID, params=parameters)
response = client.request(request)
bid = response["prices"][0]["bids"][0]["price"]
@@ -74,42 +72,32 @@ def get_account_summary(accountID):
print(f"Margin Closeout Position Value: {margin_closeout_position_value}")
def list_orders(accountID, other_args: List [str]):
def list_orders(accountID, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="listorders",
description="List order history",
)
parser.add_argument(
"-s",
"--state",
dest="state",
action="store",
default="ALL",
required=False
"-s", "--state", dest="state", action="store", default="ALL", required=False
)
parser.add_argument(
"-c",
"--count",
dest="count",
action="store",
default=50,
required=False
"-c", "--count", dest="count", action="store", default=50, required=False
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
parameters = {
# "state": ns_parser.state,
# "count": ns_parser.count,
# "state": ns_parser.state,
# "count": ns_parser.count,
}
if ns_parser.state is not None:
parameters["state"] = ns_parser.state
if ns_parser.count is not None:
parameters["count"] = ns_parser.count
request = orders.OrderList(accountID, parameters)
request = orders.OrderList(accountID, parameters)
response = client.request(request)
for i in range(0, int(ns_parser.count), 1):
try:
@@ -124,34 +112,30 @@ def list_orders(accountID, other_args: List [str]):
print(f"Units: {units}")
print(f"Order State: {order_state}")
print(f"Order Type: {order_type}")
print("-"*30)
print("-" * 30)
except KeyError:
continue
except IndexError:
break
def get_order_book(other_args: List [str]):
def get_order_book(other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="get_order_book",
description="Get Order book",
)
parser.add_argument(
"-i",
"--instrument",
dest="instrument",
action="store",
required=True
"-i", "--instrument", dest="instrument", action="store", required=True
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
parameters = {
"bucketWidth": 0.1
}
request = instruments.InstrumentsOrderBook(instrument=ns_parser.instrument, params=parameters)
parameters = {"bucketWidth": 0.1}
request = instruments.InstrumentsOrderBook(
instrument=ns_parser.instrument, params=parameters
)
response = client.request(request)
for i in range(400, 700, 1):
@@ -163,79 +147,83 @@ def get_order_book(other_args: List [str]):
print(f"Price: {price}")
print(f"Short count percent: {short_count_percent}")
print(f"Long count percent: {long_count_percent}")
print("-"*30)
print("-" * 30)
def get_position_book(other_args: List [str]):
def get_position_book(other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="get_position_book ",
description="Get Position Book",
)
parser.add_argument(
"-i",
"--instrument",
dest="instrument",
action="store",
required=True
)
"-i", "--instrument", dest="instrument", action="store", required=True
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
parameters = {
"bucketWidth": 0.1
}
request = instruments.InstrumentsPositionBook (instrument=ns_parser.instrument, params=parameters)
parameters = {"bucketWidth": 0.1}
request = instruments.InstrumentsPositionBook(
instrument=ns_parser.instrument, params=parameters
)
response = client.request(request)
for i in range(200,400,1):
for i in range(200, 400, 1):
order_instrument = response["positionBook"]["instrument"]
price = response["positionBook"]["buckets"][i]["price"]
short_count_percent = response["positionBook"]["buckets"][i]["shortCountPercent"]
short_count_percent = response["positionBook"]["buckets"][i][
"shortCountPercent"
]
long_count_percent = response["positionBook"]["buckets"][i]["longCountPercent"]
print(f"Instrument: {order_instrument}")
print(f"Price: {price}")
print(f"Short count percent: {short_count_percent}")
print(f"Long count percent: {long_count_percent}")
print("-"*30)
print("-" * 30)
def create_limit_order(accountID, instrument, other_args: List[str]):
def create_limit_order(accountID, other_args: List[str]):
parser = argparse.ArgumentParser(
add_help=False,
prog="create_limit_order",
description="Create limit order",
add_help=False,
prog="create_limit_order",
description="Create limit order",
)
parser.add_argument(
"-u",
"--unit",
dest="units",
action="store",
type=int,
default=0,
required=True,
"-u",
"--unit",
dest="units",
action="store",
type=int,
default=0,
required=True,
)
parser.add_argument(
"-p",
"--price",
dest="price",
action="store",
type=float,
required=True,
"-p",
"--price",
dest="price",
action="store",
type=float,
required=True,
)
parser.add_argument(
"-i",
"--instrument",
dest="instrument",
action="store",
required=True)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
data = {
"order":{
"order": {
"price": ns_parser.price,
"instrument": instrument,
"instrument": ns_parser.instrument,
"units": ns_parser.units,
"type": "LIMIT",
"timeInForce":"GTC",
"positionFill": "DEFAULT"
"timeInForce": "GTC",
"positionFill": "DEFAULT",
}
}
request = orders.OrderCreate(accountID, data)
@@ -250,12 +238,12 @@ def cancel_pending_order(accountID, other_args: List[str]):
description="Cancel Pending Order",
)
parser.add_argument(
"-i",
"--id",
dest="orderID",
action="store",
type=str,
required=True,
"-i",
"--id",
dest="orderID",
action="store",
type=str,
required=True,
)
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
@@ -270,7 +258,7 @@ def cancel_pending_order(accountID, other_args: List[str]):
def get_pending_orders(accountID):
request = orders.OrdersPending(accountID)
response = client.request(request)
for i in range(0,25,1):
for i in range(len(response["orders"])):
try:
order_id = response["orders"][i]["id"]
instrument = response["orders"][i]["instrument"]
@@ -284,7 +272,7 @@ def get_pending_orders(accountID):
print(f"Units: {units}")
print(f"Time created: {create_time}")
print(f"Time in force: {time_in_force}")
print("-"*30)
print("-" * 30)
except IndexError:
break
@@ -292,7 +280,7 @@ def get_pending_orders(accountID):
def get_open_positions(accountID):
request = positions.OpenPositions(accountID)
response = client.request(request)
for i in range(0,100,1):
for i in range(0, 100, 1):
try:
instrument = response["positions"][i]["instrument"]
long_units = response["positions"][i]["long"]["units"]
@@ -303,12 +291,12 @@ def get_open_positions(accountID):
short_upl = response["positions"][i]["short"]["unrealizedPL"]
print(f"Instrument: {instrument}\n")
print(f"Long Units: {long_units}")
print(f"Long P/L: {long_pl}")
print(f"Total Long P/L: {long_pl}")
print(f"Long Unrealized P/L: {long_upl}\n")
print(f"Short Units: {short_units}")
print(f"Short P/L: {short_pl}")
print(f"Total Short P/L: {short_pl}")
print(f"Short Unrealized P/L: {short_upl}")
print("-"*30+"\n")
print("-" * 30 + "\n")
except IndexError:
break
@@ -316,7 +304,7 @@ def get_open_positions(accountID):
def get_open_trades(accountID):
request = trades.OpenTrades(accountID)
response = client.request(request)
for i in range (0,100,1):
for i in range(len(response["trades"])):
try:
order_id = response["trades"][i]["id"]
instrument = response["trades"][i]["instrument"]
@@ -328,20 +316,16 @@ def get_open_trades(accountID):
print(f"Instrument: {instrument}")
print(f"Initial Units: {initial_units}")
print(f"Current Units: {current_units}")
print(f"Price: {price}")
print(f"Entry Price: {price}")
print(f"Unrealized P/L: {unrealized_pl}")
print("-"*30+"\n")
print("-" * 30 + "\n")
except IndexError:
break
def close_trade(accountID, other_args: List[str]):
parser = ArgumentParser(
add_help = False,
add_help=False,
prog="close_trade",
description="close a trade",
)
@@ -364,11 +348,63 @@ def close_trade(accountID, other_args: List[str]):
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
data={
data = {
"units": ns_parser.units,
}
}
try:
request = trades.TradeClose(accountID, ns_parser.orderID, data)
response = client.request(request)
except V20Error as e:
print(e)
def show_candles(accountID):
parameters = {
"granularity": "D"
}
try:
request = instruments.InstrumentsCandles("EUR_USD", params=parameters)
response = client.request(request)
process_response(response)
oanda_fix_date(".temp_candles.csv")
df = pd.read_csv(".candles.csv")
df["Datetime"] = pd.to_datetime(df["Datetime"])
df.set_index(pd.DatetimeIndex(df["Datetime"]), inplace=True)
print(df)
# dvalues = df[["Open", "High", "Low", "Close"]].values.tolist()
# pdates = mdates.date2num(data.index)
# ohlc = [ ppdates[i] + dvalues[i] for i in range(len(pdates))]
# plt.style.use("fivethirtyeight")
# fix, ax = plt.subplots(figsize = (12, 6))
# mpf.candlestick_ohlc(ax, ohlc[-50:], width=0.4)
# ax.set_xlabel("Date")
# ax.set_ylabel("Price")
# ax.set_title("Chart for EUR_USD")
# ax.xaxis.set_major_formatter(mdates.DateFormatter('%b %d'))
# fig.autofmt_xdate()
mpf.plot(df, type="candlestick")
# plt.show()
except Exception as e:
print(e)
def process_response(response):
with open(".temp_candles.csv", 'w') as out:
for i in range(len(response["candles"])):
time = response["candles"][i]["time"]
o = response["candles"][i]["mid"]["o"]
h = response["candles"][i]["mid"]["h"]
l = response["candles"][i]["mid"]["l"]
c = response["candles"][i]["mid"]["c"]
out.write(str(time) + "," + str(o) + "," + str(h) + "," + str(l) + "," + str(c) + "\n")
def oanda_fix_date(file):
with open(file, 'r') as candle_file:
lines = candle_file.readlines()
with open(".candles.csv", 'w') as out:
out.write("Datetime, Open, High, Low, Close\n")
for line in lines:
with open(".candles.csv", "a") as output:
output.write(line[:10] + " " + line[11:19] + line[30:])