The following code defines, documents and implements a series functions for forex trading with Oanda through a REST API, more about Oanda can be read at https://www.oanda.com. The functions were originally sourced from http://bit.ly/GitHubROandaAPI and modified so that they are compatible with the v20 version. The development guide is available at http://developer.oanda.com/rest-live-v20/introduction/.
An account with OANDA, either Live or Practice, is required to access the API. Once an account has been acquired:
Sys.setenv(OANDA_accountID = "your account id", OANDA_ACCESS_TOKEN = "your access token")Load required packages
# -- ------------------------------------------------------------------------------ -- #
# -- Load required packages ------------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
Pkg <- c("RCurl", "jsonlite", "magrittr", "kableExtra", "DT", "httr")
inst <- Pkg %in% installed.packages()
if(length(Pkg[!inst]) > 0) install.packages(Pkg[!inst])
instpackages <- lapply(Pkg, library, character.only=TRUE)Defining and documenting the function
#' Retrieves all accounts
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param username string. Specify the Oanda useraname
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @examples
#' ListAccounts(accountType = "practice", username = "myusername")
ListAccounts <- function(accountType,
username, token = Sys.getenv("OANDA_ACCESS_TOKEN")) {
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/accounts?username=", username)
Auth <- c(Authorization = paste("Bearer", token, sep=" "))
QueryInst1 <- RCurl::getURL(Url, cainfo=system.file("CurlSSL", "cacert.pem", package="RCurl"), httpheader = Auth)
InstJson <- jsonlite::fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}Running an example
out <- ListAccounts(accountType = "practice", username = Sys.getenv("OANDA_USERNAME"))
df <- data.frame(out$accounts)
# masking account IDs
df$id <- sapply(df$id, function(x) paste0("xxx-xxx-xxxxxxxx", substr(x, 17, 20)))
df$mt4AccountID <- sapply(df$mt4AccountID, function(x) ifelse(!is.na(x), paste0("xxxx", substr(x, 5, 7)), NA))
df## id tags mt4AccountID
## 1 xxx-xxx-xxxxxxxx-007 <NA>
## 2 xxx-xxx-xxxxxxxx-003 <NA>
## 3 xxx-xxx-xxxxxxxx-002 MT4 xxxx456
## 4 xxx-xxx-xxxxxxxx-006 <NA>
## 5 xxx-xxx-xxxxxxxx-001 <NA>
## 6 xxx-xxx-xxxxxxxx-005 HEDGING <NA>
## 7 xxx-xxx-xxxxxxxx-004 HEDGING <NA>Defining and documenting the function
#' Retrieves all account information
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param accountID string. Specify the Oanda account ID. The default is `Sys.getenv("OANDA_ACCOUNT_ID")`
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @examples
#' AccountInfo(accountType = "practice")
AccountInfo <- function(accountType,
accountID = Sys.getenv("OANDA_ACCOUNT_ID"), token = Sys.getenv("OANDA_ACCESS_TOKEN")) {
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/accounts/", accountID, "/summary")
Auth <- c(Authorization = paste("Bearer", token, sep=" "))
QueryInst1 <- RCurl::getURL(Url, cainfo=system.file("CurlSSL", "cacert.pem", package="RCurl"), httpheader = Auth)
InstJson <- jsonlite::fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}Running an example
out <- AccountInfo(accountType = "practice")
substr(out$account$id, 1, 16) = "xxx-xxx-xxxxxxxx" # masking account #
df <- data.frame(value = unlist(out))
head(df)## value
## account.guaranteedStopLossOrderMode DISABLED
## account.hedgingEnabled FALSE
## account.id xxx-xxx-xxxxxxxx-001
## account.createdTime 2020-11-05T02:24:58.351110600Z
## account.currency CAD
## account.createdByUserID 16979748Defining and documenting the function
#' Retrieves all information from open trades
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param accountID string. Specify the Oanda account ID. The default is `Sys.getenv("OANDA_ACCOUNT_ID")`
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @examples
#' TradeInfo(accountType = "practice")
TradeInfo <- function(accountType,
accountID = Sys.getenv("OANDA_ACCOUNT_ID"), token = Sys.getenv("OANDA_ACCESS_TOKEN")) {
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/accounts/", accountID, "/openTrades")
Auth <- c(Authorization = paste("Bearer", token,sep=" "))
QueryInst1 <- RCurl::getURL(Url,cainfo=system.file("CurlSSL","cacert.pem", package="RCurl"), httpheader = Auth)
InstJson <- jsonlite::fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}Running an example
TradeInfo(accountType = "practice")## $trades
## list()
##
## $lastTransactionID
## [1] "1190"Defining and documenting the function
#' Retrieves all information from pending orders
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param accountID string. Specify the Oanda account ID. The default is `Sys.getenv("OANDA_ACCOUNT_ID")`
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @examples
#' OrderInfo(accountType = "practice")
OrderInfo <- function(accountType,
accountID = Sys.getenv("OANDA_ACCOUNT_ID"), token = Sys.getenv("OANDA_ACCESS_TOKEN")) {
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/accounts/", accountID, "/pendingOrders")
Auth <- c(Authorization = paste("Bearer", token,sep=" "))
QueryInst1 <- RCurl::getURL(Url,cainfo=system.file("CurlSSL","cacert.pem", package="RCurl"), httpheader = Auth)
InstJson <- jsonlite::fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}Running an example
OrderInfo(accountType = "practice")## $orders
## list()
##
## $lastTransactionID
## [1] "1190"Defining and documenting the function
#' Retrieves list of all or open only positions, aggregated by Instrument that had a position
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param accountID string. Specify the Oanda account ID. The default is `Sys.getenv("OANDA_ACCOUNT_ID")`
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @param open_only boolean. Specify true if only positions that had an open trade should be included
#' @examples
#' TradeInfo(accountType = "practice")
PositionsInfo <- function(accountType,
accountID = Sys.getenv("OANDA_ACCOUNT_ID"), token = Sys.getenv("OANDA_ACCESS_TOKEN"),
open_only = T) {
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/accounts/", accountID, ifelse(open_only, "/openPositions", "/positions"))
Auth <- c(Authorization = paste("Bearer", token,sep=" "))
QueryInst1 <- RCurl::getURL(Url,cainfo=system.file("CurlSSL","cacert.pem", package="RCurl"), httpheader = Auth)
InstJson <- jsonlite::fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}Running an example
PositionsInfo(accountType = "practice")## $positions
## list()
##
## $lastTransactionID
## [1] "1190"Defining and documenting the function
#' Retrieves list of available instruments
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param accountID string. Specify the Oanda account ID. The default is `Sys.getenv("OANDA_ACCOUNT_ID")`
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @examples
#' InstrumentsList(accountType = "practice")
InstrumentsList <- function(accountType,
accountID = Sys.getenv("OANDA_ACCOUNT_ID"), token = Sys.getenv("OANDA_ACCESS_TOKEN")) {
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/accounts/", accountID, "/instruments")
Auth <- c(Authorization = paste("Bearer", token,sep=" "))
QueryInst1 <- RCurl::getURL(Url,cainfo=system.file("CurlSSL","cacert.pem", package="RCurl"), httpheader = Auth)
InstJson <- jsonlite::fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson$instruments)
}Running an example
out <- InstrumentsList(accountType = "practice")
head(out)## name type displayName pipLocation displayPrecision tradeUnitsPrecision minimumTradeSize maximumTrailingStopDistance minimumTrailingStopDistance maximumPositionSize maximumOrderUnits marginRate guaranteedStopLossOrderMode tags financing.longRate financing.shortRate financing.financingDaysOfWeek
## 1 NAS100_USD CFD US Nas 100 0 1 1 0.1 10000.0 5.0 0 2000 0.117 DISABLED ASSET_CLASS, INDEX -0.0478 -0.0022 MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY, 1, 1, 1, 1, 3, 0, 0
## 2 AUD_HKD CURRENCY AUD/HKD -4 5 0 1 1.00000 0.00050 0 100000000 0.13 DISABLED ASSET_CLASS, CURRENCY -0.0129 -0.0196 MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY, 1, 1, 1, 1, 1, 0, 0
## 3 USD_SGD CURRENCY USD/SGD -4 5 0 1 1.00000 0.00050 0 100000000 0.119 DISABLED ASSET_CLASS, CURRENCY -0.0139 -0.0155 MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY, 1, 1, 1, 1, 1, 0, 0
## 4 EUR_SEK CURRENCY EUR/SEK -4 5 0 1 1.00000 0.00050 0 100000000 0.06 DISABLED ASSET_CLASS, CURRENCY -0.0174 -0.0037 MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY, 1, 1, 1, 1, 1, 0, 0
## 5 XAG_HKD METAL Silver/HKD -4 5 0 1 1.00000 0.00050 0 500000 0.3 DISABLED KID_ASSET_CLASS, ASSET_CLASS, METAL, COMMODITY -0.0248 -0.012 MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY, 1, 1, 1, 1, 1, 0, 0
## 6 XAG_CHF METAL Silver/CHF -4 5 0 1 1.00000 0.00050 0 500000 0.24 DISABLED KID_ASSET_CLASS, ASSET_CLASS, METAL, COMMODITY -0.0021 -0.0241 MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY, SUNDAY, 1, 1, 1, 1, 1, 0, 0Defining and documenting the function
#' Retrieves the actual bid and ask price
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @param instrument string. Specify the currency pair in the form XXX_XXX
#' @param tzone string. The timezone of the returned timestamp. The default is UTC
#' @examples
#' ActualPrice(accountType = "practice", instrument = "EUR_USD")
ActualPrice <- function(accountType,
accountID = Sys.getenv("OANDA_ACCOUNT_ID"), token = Sys.getenv("OANDA_ACCESS_TOKEN"),
instrument, tzone = NULL)
{
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/accounts/", accountID, "/pricing?", "instruments=", instrument)
Auth <- c(Authorization = paste("Bearer", token, sep=" "))
InstPrec <- RCurl::getURL(Url, cainfo=system.file("CurlSSL", "cacert.pem", package="RCurl"), httpheader = Auth)
InstPrecjson <- jsonlite::fromJSON(InstPrec, simplifyDataFrame = TRUE)
DataJSON <- data.frame(paste(substr(InstPrecjson$time, 1, 10),substr(InstPrecjson$time, 12, 19), sep=" "),
InstPrecjson$prices$bids[[1]]$price,
InstPrecjson$prices$asks[[1]]$price)
colnames(DataJSON) <- c("time_stamp","bid","ask")
DataJSON$time_stamp <- as.POSIXct(strptime(DataJSON$time_stamp, "%Y-%m-%d %H:%M:%OS"), origin="1970-01-01",tz = "UTC")
if(!is.null(tzone)) attributes(DataJSON$time_stamp)$tzone <- tzone
return(DataJSON)
}Running an example
ActualPrice(accountType = "practice", instrument = "EUR_USD")## time_stamp bid ask
## 1 2022-08-22 23:22:07 0.99352 0.99369Defining and documenting the function
#' Retrieves the historical bid and ask prices at close
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param accountID string. Specify the Oanda account ID. The default is `Sys.getenv("OANDA_ACCOUNT_ID")`
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @param instrument string. Specify the name of currency pair. A list of valid instrument names can be retrived using `InstrumentsList()`
#' @param granularity string. The time range represented by each candlestick. Valid values can be found here: https://developer.oanda.com/rest-live-v20/instrument-df/#CandlestickGranularity. The default is 5 seconds.
#' @param dailyAlignment integer. The hour of day used to align candles with higher than hourly granularity. Must be between 0 and 23. The default is 17 UTC
#' @param alignmentTimezone string. The timezone to be used for the dailyAlignment parameter. This parameter does NOT affect the returned timestamp, or the from/to parameters. The timezone format used is defined by the IANA Time Zone Database. Valid values can be found here: http://developer.oanda.com/docs/timezones.txt. The default is 'America/New_York'
#' @param weeklyAlignment string. The day of the week used to align candles with weekly granularity. Valid values are: 'Monday', 'Tuesday', 'Wednesday', 'Thursday', 'Friday', 'Saturday', 'Sunday'. The is default 'Friday'
#' @param count integer. The number of candles to return in the response. Count will be ignored if both the start and end parameters are also specified. The default is 500 and the maximum acceptable value is 5000.
#' @param from,to string. The start and end time stamps for the range of candles requested in the following format: YYYY-MM-DD HH:MM:SS (UTC).
#' @param tzone string. The timezone of the returned timestamp. The default is UTC
#' @examples
#' HisSpreads(accountType = "practice", instrument = "EUR_USD", granularity = "H4")
HisSpreads <- function(accountType,
accountID = Sys.getenv("OANDA_ACCOUNT_ID"), token = Sys.getenv("OANDA_ACCESS_TOKEN"),
instrument, granularity, dailyAlignment = NULL, alignmentTimezone = NULL, weeklyAlignment = NULL,
count = NULL, from = NULL, to = NULL, tzone = NULL)
{
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/instruments/", instrument, "/candles?granularity=",
granularity, "&price=BA",
if (!is.null(dailyAlignment)) paste0("&dailyAlignment=", dailyAlignment),
if (!is.null(alignmentTimezone)) paste0("&alignmentTimezone=", alignmentTimezone),
if (!is.null(weeklyAlignment)) paste0("&weeklyAlignment=", weeklyAlignment),
if (!is.null(count)) paste0("&count=", count),
if (!is.null(from)) paste0("&from=", from),
if (!is.null(to)) paste0("&to=", to))
Auth <- c(Authorization = paste("Bearer", token, sep=" "))
InstPrec <- RCurl::getURL(Url, cainfo=system.file("CurlSSL", "cacert.pem", package="RCurl"), httpheader = Auth)
InstPrecjson <- jsonlite::fromJSON(InstPrec, simplifyDataFrame = TRUE)
DataJSON <- data.frame(paste(substr(InstPrecjson$candles$time, 1, 10),substr(InstPrecjson$candles$time, 12, 19), sep=" "),
as.numeric(InstPrecjson$candles$bid[[1]]),
as.numeric(InstPrecjson$candles$ask[[1]]))
colnames(DataJSON) <- c("time_stamp", "bid", "ask")
DataJSON$time_stamp <- as.POSIXct(DataJSON$time_stamp, origin="1970-01-01", tz = "UTC")
if(!is.null(tzone)) attributes(DataJSON$time_stamp)$tzone <- tzone
return(DataJSON)
}Running an example
out <- HisSpreads(accountType = "practice", instrument = "EUR_USD", granularity = "H4", tzone = "Canada/Eastern")
head(out)## time_stamp bid ask
## 1 2022-04-27 13:00:00 1.05623 1.05640
## 2 2022-04-27 17:00:00 1.05568 1.05668
## 3 2022-04-27 21:00:00 1.05377 1.05393
## 4 2022-04-28 01:00:00 1.05167 1.05185
## 5 2022-04-28 05:00:00 1.05151 1.05169
## 6 2022-04-28 09:00:00 1.04848 1.04865Defining and documenting the function
#' Retrieves the historical prices at open, high, low, close
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param accountID string. Specify the Oanda account ID. The default is `Sys.getenv("OANDA_ACCOUNT_ID")`
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @param instrument string. Specify the name of currency pair. A list of valid instrument names can be retrived using [InstrumentsList()]
#' @param granularity string. The time range represented by each candlestick. Valid values can be found here: https://developer.oanda.com/rest-live-v20/instrument-df/#CandlestickGranularity. The default is 5 seconds.
#' @param price string. Specify either "M" for the middle price, "A" for the ask price, or "B" for the bid price. The default is "M"
#' @param dailyAlignment integer. The hour of day used to align candles with higher than hourly granularity. Must be between 0 and 23. The default is 17 UTC
#' @param alignmentTimezone string. The timezone to be used for the dailyAlignment parameter. This parameter does NOT affect the returned timestamp, or the from/to parameters. The timezone format used is defined by the IANA Time Zone Database. Valid values can be found here: http://developer.oanda.com/docs/timezones.txt. The default is 'America/New_York'
#' @param weeklyAlignment string. The day of the week used to align candles with weekly granularity. Valid values are: 'Monday', 'Tuesday', 'Wednesday', 'Thursday', 'Friday', 'Saturday', 'Sunday'. The is 'Friday'
#' @param count integer The number of candles to return in the response. Count will be ignored if both the start and end parameters are also specified. The default is 500 and the maximum acceptable value is 5000.
#' @param from,to string. The start and end timestamps for the range of candles requested in the following format: YYYY-MM-DD HH:MM:SS (UTC).
#' @param tzone string. The timezone of the returned timestamp. The default is UTC
#' @examples
#' HisPrices(accountType = "practice", instrument = "EUR_USD", granularity = "H4")
HisPrices <- function(accountType,
accountID = Sys.getenv("OANDA_ACCOUNT_ID"), token = Sys.getenv("OANDA_ACCESS_TOKEN"),
instrument, granularity, price = "M", dailyAlignment = NULL, alignmentTimezone = NULL, weeklyAlignment = NULL,
count = NULL, from = NULL, to = NULL, tzone = NULL){
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/instruments/", instrument, "/candles?granularity=",
granularity, "&price=", price,
if (!is.null(dailyAlignment)) paste0("&dailyAlignment=", dailyAlignment),
if (!is.null(alignmentTimezone)) paste0("&alignmentTimezone=", alignmentTimezone),
if (!is.null(weeklyAlignment)) paste0("&weeklyAlignment=", weeklyAlignment),
if (!is.null(count)) paste0("&count=", count),
if (!is.null(from)) paste0("&from=", from),
if (!is.null(to)) paste0("&to=", to))
Auth <- c(Authorization = paste("Bearer", token, sep=" "))
InstPrec <- RCurl::getURL(Url, cainfo=system.file("CurlSSL", "cacert.pem", package="RCurl"), httpheader = Auth)
InstPrecjson <- jsonlite::fromJSON(InstPrec, simplifyDataFrame = TRUE)
DataJSON <- data.frame(InstPrecjson$candles$complete,
InstPrecjson$candles$volume,
paste(substr(InstPrecjson$candles$time, 1, 10),substr(InstPrecjson$candles$time, 12, 19), sep=" "),
data.frame(sapply(InstPrecjson$candles[[4]], as.numeric)))
colnames(DataJSON) <- c("complete", "volume", "time_stamp", "open", "high", "low", "close")
if(price == "B") colnames(DataJSON) <- c("complete"," volume", "time_stamp", "open_bid", "high_bid", "low_bid", "close_bid")
if(price == "A") colnames(DataJSON) <- c("complete"," volume", "time_stamp", "open_ask", "high_ask", "low_ask", "close_ask")
DataJSON$time_stamp <- as.POSIXct(DataJSON$time_stamp, origin="1970-01-01", tz = "UTC")
if(!is.null(tzone)) attributes(DataJSON$time_stamp)$tzone <- tzone
return(DataJSON)
}Running an example
out <- HisPrices(accountType = "practice", instrument = "EUR_USD", granularity = "H4", tzone = "Canada/Eastern")
head(out)## complete volume time_stamp open high low close
## 1 TRUE 22453 2022-04-27 13:00:00 1.05632 1.05724 1.05536 1.05586
## 2 TRUE 11994 2022-04-27 17:00:00 1.05618 1.05630 1.05308 1.05384
## 3 TRUE 32959 2022-04-27 21:00:00 1.05385 1.05536 1.05088 1.05176
## 4 TRUE 67159 2022-04-28 01:00:00 1.05176 1.05650 1.04814 1.05160
## 5 TRUE 60837 2022-04-28 05:00:00 1.05160 1.05388 1.04713 1.04856
## 6 TRUE 67274 2022-04-28 09:00:00 1.04856 1.05314 1.04815 1.05127Defining and documenting the function
#' Retrieves the historical prices at open, high, low, close
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param accountID string. Specify the Oanda account ID. The default is `Sys.getenv("OANDA_ACCOUNT_ID")`
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @param instrument string. Specify the name of currency pair. A list of valid instrument names can be retrived using [InstrumentsList()]
#' @param orderType string. Specify the order type. Valid values include "MARKET", "LIMIT", "STOP", etc.
#' @param price numeric. Specify the price threshold if the order type is not a market order. The order will be filled at the specified price or better.
#' @param units integer. Specify the quantity of units to be filled, should be positive integer for long order or a negative integer for short orders.
#' @param timeInForce string. Specify how long the order should be pending. Valid values include "GTC" for good until cancelled, "GTD" for good until date, "FOK" for filled or killed, etc.
#' @param gtdTime datetime. The date/time for when the order will be cancelled if the `timeInForce` argument is specified as good until date.
#' @param stopLoss numeric. Specify the stop loss price
#' @param takeProfit numeric. Specify the take profit price
#' @param TrailingStop numeric. Specify the trailing stop distance in pips
#' @examples
#' NewOrder(accountType = "practice", instrument = "EUR_USD", orderType = "LIMIT", price = 1.3, units = 100, timeInForce = "GTD", gtdTime = as.numeric(as.POSIXct(Sys.time(),"EST") + 28800), stopLoss = 1.2, takeProfit = 1.4, TrailingStop = 0.00050)
NewOrder <- function(accountType,
accountID = Sys.getenv("OANDA_ACCOUNT_ID"), token = Sys.getenv("OANDA_ACCESS_TOKEN"),
instrument,
orderType,
price,
units,
timeInForce,
gtdTime = NULL,
stopLoss = NULL, takeProfit = NULL, TrailingStop = NULL,
positionFill = "DEFAULT") {
Auth <- paste0("Bearer ", token)
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/accounts/", accountID, "/orders")
takeProfitOnFill <- if(!is.null(takeProfit)) paste0('{', '"price":', '"', takeProfit,'"', # ",",
'}')
stopLossOnFill <- if(!is.null(takeProfit)) paste0('{', '"price":', '"', stopLoss,'"', # ",",
'}')
trailingStopLossOnFill <- if(!is.null(TrailingStop)) paste0('{', '"distance":', '"', TrailingStop,'"', # ",",
'}')
parseBody <- paste0('{"order":{',
'"units":' , '"', units, '"', ',',
'"instrument":' , '"', instrument, '"', ',',
'"timeInForce":' , '"', timeInForce, '"', ',',
'"type":' , '"', orderType, '"', ',',
'"price":' , '"', price, '"', ',',
if (!is.null(gtdTime)) paste0('"gtdTime":' , '"', gtdTime, '"', ','),
if (!is.null(takeProfitOnFill)) paste0('"takeProfitOnFill":', takeProfitOnFill, ','),
if (!is.null(stopLossOnFill)) paste0('"stopLossOnFill":', stopLossOnFill, ','),
if (!is.null(trailingStopLossOnFill)) paste0('"trailingStopLossOnFill":', trailingStopLossOnFill, '}}'))
InstJson <- httr::content(httr::POST(url = Url, encode = "raw", body = parseBody,
httr::add_headers("Authorization" = Auth,
"Content-Type" = "application/json")), "parsed")
return(InstJson)
}Running an example
out <- NewOrder(accountType = "practice", instrument = "EUR_USD", orderType = "LIMIT", price = 1.3, units = 100, timeInForce = "GTD", gtdTime = as.numeric(as.POSIXct(Sys.time(),"EST") + 28800), stopLoss = 1.2, TrailingStop = 0.00050)
# reformatting as dataframe
substr(out$orderCreateTransaction$accountID, 1, 16) = "xxx-xxx-xxxxxxxx" # masking account ID
df <- data.frame(value = unlist(out))
head(df)## value
## orderCreateTransaction.id 1191
## orderCreateTransaction.accountID xxx-xxx-xxxxxxxx-001
## orderCreateTransaction.userID 16979748
## orderCreateTransaction.batchID 1191
## orderCreateTransaction.requestID 61010817493621222
## orderCreateTransaction.time 2022-08-22T23:22:08.826010562Z# retrive the order ID
newOrderID <- out$orderCreateTransaction$id Order ID 1191 was succesfully created. ## Close Order
Defining and documenting the function
#' Retrieves the historical prices at open, high, low, close
#'
#' @param accountType string. Specify either "trade" or "practice"
#' @param accountID string. Specify the Oanda account ID. The default is `Sys.getenv("OANDA_ACCOUNT_ID")`
#' @param token string. Specify the Oanda access token. The default is `Sys.getenv("OANDA_ACCESS_TOKEN")`
#' @param orderID integer Specify the order ID to be closed
#' @examples
#' CloseOrder()
CloseOrder <- function(accountType,
accountID = Sys.getenv("OANDA_ACCOUNT_ID"), token = Sys.getenv("OANDA_ACCESS_TOKEN"),
orderID) {
Auth <- paste0("Bearer ", token)
Url <- paste0("https://api-fx", switch(accountType, practice = "practice", live = "trade"),
".oanda.com/v3/accounts/", accountID, "/orders/", orderID, "/cancel")
InstJson <- PUT(url = Url, add_headers("Authorization" = Auth, "Content-Type" = "application/json"))
return(InstJson)
}Running an example
# Close the order in previous example
CloseOrder(accountType = "practice", orderID = newOrderID)## Response [https://api-fxpractice.oanda.com/v3/accounts/101-002-16979748-001/orders/1191/cancel]
## Date: 2022-08-22 23:22
## Status: 404
## Content-Type: application/json
## Size: 415 BOrder ID 1191 was succesfully closed (Status 200).
Saving file as an R script to the R folder so that the functions can be easily sourced and documented.
# Knit to an R script and add to R folder
input = knitr::current_input()
xfun::Rscript_call(knitr::purl, list(input = input, output = '../R/oanda_api_functions.R'))## [1] "../R/oanda_api_functions.R"