V20 Friendly

data/streaming.py

@@ -42,10 +42,15 @@ def invert_prices(self, pair, bid, ask):
     def connect_to_stream(self):
         pairs_oanda = ["%s_%s" % (p[:3], p[3:]) for p in self.pairs]
         pair_list = ",".join(pairs_oanda)
+
+        print(pair_list)
+        print(self.account_id)
+        print(self.access_token)
+
         try:
             requests.packages.urllib3.disable_warnings()
             s = requests.Session()
-            url = "https://" + self.domain + "/v1/prices"
+            url = "https://" + self.domain + "/v3/accounts/" + self.account_id +'/pricing/stream'
             headers = {'Authorization' : 'Bearer ' + self.access_token}
             params = {'instruments' : pair_list, 'accountId' : self.account_id}
             req = requests.Request('GET', url, headers=headers, params=params)
@@ -70,15 +75,15 @@ def stream_to_queue(self):
                         "Caught exception when converting message into json: %s" % str(e)
                     )
                     return
-                if "instrument" in msg or "tick" in msg:
-                    self.logger.debug(msg)
+                if "instrument" in msg:
+                    #self.logger.debug(msg)
                     getcontext().rounding = ROUND_HALF_DOWN 
-                    instrument = msg["tick"]["instrument"].replace("_", "")
-                    time = msg["tick"]["time"]
-                    bid = Decimal(str(msg["tick"]["bid"])).quantize(
+                    instrument = msg["instrument"].replace("_", "")
+                    time = msg["time"]
+                    bid = Decimal(str(msg["bids"][1]["price"])).quantize(
                         Decimal("0.00001")
                     )
-                    ask = Decimal(str(msg["tick"]["ask"])).quantize(
+                    ask = Decimal(str(msg["asks"][1]["price"])).quantize(
                         Decimal("0.00001")
                     )
                     self.prices[instrument]["bid"] = bid

execution/execution.py

@@ -6,12 +6,11 @@
 except ImportError:
     import http.client as httplib
 import logging
-try:
-    from urllib import urlencode
-except ImportError:
-    from urllib.parse import urlencode
-import urllib3
-urllib3.disable_warnings()
+from oandapyV20.contrib.requests import MarketOrderRequest
+import oandapyV20.endpoints.orders as orders
+import oandapyV20
+import json
+
 
 
 class ExecutionHandler(object):
@@ -55,21 +54,39 @@ def obtain_connection(self):
 
     def execute_order(self, event):
         instrument = "%s_%s" % (event.instrument[:3], event.instrument[3:])
-        headers = {
-            "Content-Type": "application/x-www-form-urlencoded",
-            "Authorization": "Bearer " + self.access_token
-        }
-        params = urlencode({
-            "instrument" : instrument,
-            "units" : event.units,
-            "type" : event.order_type,
-            "side" : event.side
-        })
-        self.conn.request(
-            "POST", 
-            "/v1/accounts/%s/orders" % str(self.account_id), 
-            params, headers
-        )
-        response = self.conn.getresponse().read().decode("utf-8").replace("\n","").replace("\t","")
-        self.logger.debug(response)
+        if event.order_type == 'market':
+            if event.side == 'buy':
+                mktOrder = MarketOrderRequest(
+                    instrument=instrument,
+                    units= event.units,
+                    #type= event.order_type,
+                    #side= event.side
+                    )
+            if event.side == 'sell':
+                mktOrder = MarketOrderRequest(
+                    instrument=instrument,
+                    units= (event.units*-1),
+                    #type= event.order_type,
+                    #side= event.side
+                    )
+        else:
+            Print('Order Type Not Supported ' + self.order_type)
+            return
+
+        accountID = self.account_id
+        access_token = self.access_token
+
+        api = oandapyV20.API(access_token=access_token)
+
+        r = orders.OrderCreate(accountID, data=mktOrder.data)
+        try:
+            #Try and execute order
+            rv = api.request(r)
+        except oandapyV20.exceptions.V20Error as err:
+            print(r.status_code, err)
+        else:
+            print(json.dumps(rv, indent=2))
+
+        #response = self.conn.getresponse().read().decode("utf-8").replace("\n","").replace("\t","")
+        self.logger.debug(json.dumps(rv, indent=2))
 

settings.py

@@ -21,8 +21,8 @@
 DOMAIN = "practice"
 STREAM_DOMAIN = ENVIRONMENTS["streaming"][DOMAIN]
 API_DOMAIN = ENVIRONMENTS["api"][DOMAIN]
-ACCESS_TOKEN = os.environ.get('OANDA_API_ACCESS_TOKEN', None)
-ACCOUNT_ID = os.environ.get('OANDA_API_ACCOUNT_ID', None)
+ACCESS_TOKEN = os.environ.get('ACCESS_TOKEN', None)
+ACCOUNT_ID = os.environ.get('ACCOUNT_ID', None)
 
-BASE_CURRENCY = "GBP"
+BASE_CURRENCY = "USD"
 EQUITY = Decimal("100000.00")

trading/trading.py

@@ -57,7 +57,7 @@ def trade(events, strategy, portfolio, execution, heartbeat):
     equity = settings.EQUITY
 
     # Pairs to include in streaming data set
-    pairs = ["EURUSD", "GBPUSD"]
+    pairs = ["GBPUSD"]
 
     # Create the OANDA market price streaming class
     # making sure to provide authentication commands