Python Algo Trading: FX Trading with Oanda

v1 REST API

Anthony NG @ Jan 2017

Table of Contents

1. Introduction

• Why
  • Why Python
  • Why Algorithmic Trading
  • Why Oanda
  • Why FX Trading
• Setting Up
  • Setting Up Oanda Account
  • Installing oandapy
  • Oanda fxTrade Practive Account View
  • API Key and Account ID
• Understanding the Documentations
  • Oanda
  • oandapy
• Algorithmic Trading Architecture

2. Rates Information

• Obtaining Market Rates
• Obtaining a List of Tradable Instruments
• Getting Historical Price

3. Account Information

• Obtaining Account Information
• Obtaining Specific Account Information

4. Order Management

• Creating Orders
• Getting Open Orders
• Getting Specific Order Information
• Modify Order
• Close Order

5. Trade Management

• Get a List of All Open Trades
• Get Specific Trade Information
• Modify a Trade
• Close an Open Trade

6. Position Management

• Position Management
• Get a List of All Open Positions
• Get The Position of An Instrument
• Close An Existing Position

7. Transaction History

• Obtaining Transaction History
• Get Specific Transaction Information

8. Streaming Prices

• Stream Prices

9. Bonus Materials I

• Obtaining Historical Economic Calendar
• Historical Position Ratios
• Getting Historical Spread
• Commitment of Traders
• Orderbook

10. Bonus Materials II