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ROandaAPI.R
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# -- ------------------------------------------------------------------------------ -- #
# -- Initial Developer: FranciscoME ----------------------------------------------- -- #
# -- GitHub Repossitory: http://bit.ly/GitHubROandaAPI ---------------------------- -- #
# -- License: GNU General Public License ------------------------------------------ -- #
# -- ------------------------------------------------------------------------------ -- #
# -- ------------------------------------------------------------------------------ -- #
# -- List of available instruments ------------------------------------------------ -- #
# -- ------------------------------------------------------------------------------ -- #
InstrumentsList <- function(AccountType, Token, AccountID, ApiVersion) {
if(missing(ApiVersion) || ApiVersion == "v1"){
ApiVersion <- "v1"
# -- ------------------------------------------------------------------ Version 1.0 -- #
# -- --------------------------------------------------------------------------------- #
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/instruments?accountId=",sep="")
QueryInst <- paste(Queryhttp,AccountID,sep="")
QueryInst1 <- getURL(QueryInst,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
FinalData <- data.frame(InstJson)
colnames(FinalData) <- c("Instrument","DisplayName","PipSize","MaxTradeUnits")
FinalData$MaxTradeUnits <- as.numeric(FinalData$MaxTradeUnits)
return(FinalData)
# -- ---------------------------------------------------------------- Version 2.0 -- #
# -- ------------------------------------------------------------------------------- #
} else if (ApiVersion == "v2"){
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else if (AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else {
print("Account type error. Must be practice or live")
}
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v3/accounts/",sep="")
QueryInst <- paste(Queryhttp,AccountID,"/","instruments", sep="")
QueryInst1 <- getURL(QueryInst,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
FinalData <- data.frame(InstJson)
return(FinalData)
}
# -- ------------------------------------------------------------------ Test Code -- #
# -- ------------------------------------------------------------------------------- #
# p1_AccountType <- "practice"
# p2_Token <- "XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX"
# p3_AccountID <- "XXX-XXX-XXXXXXX-XXX"
# p4_ApiVersion <- "v2"
# oa_instruments <- InstrumentsList(AccountType = p1_AccountType,
# Token = p2_Token,
# AccountID = p3_AccountID,
# ApiVersion = p4_ApiVersion)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Actual Price Request --------------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
ActualPrice <- function(AccountType,Token,Instrument)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/prices?instruments=",sep="")
QueryPrec <- paste(Queryhttp,Instrument,sep="")
InstPrec <- getURL(QueryPrec,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstPrecjson <- fromJSON(InstPrec, simplifyDataFrame = TRUE)
DateTime <- as.POSIXct(substr(InstPrecjson[[1]]$time,12,19),
format = "%H:%M:%S")
Date <- as.character(substr(DateTime,1,10))
Time <- as.character(substr(DateTime,12,19))
DataJSON <- data.frame(paste(Date,Time,sep=" "),InstPrecjson[[1]]$bid,
InstPrecjson[[1]]$ask)
colnames(DataJSON) <- c("TimeStamp","Bid","Ask")
DataJSON$TimeStamp <- as.POSIXct(DataJSON$TimeStamp,origin="1970-01-01")
return(DataJSON)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Historical Spreads Request --------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
HisSpreads <- function(AccountType,Granularity,DayAlign,TimeAlign,Token,Instrument,
Start,End,Count) {
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
if(!is.null(Count)) {
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
QueryHistPrec <- paste(httpaccount,"/v1/candles?instrument=",sep="")
QueryHistPrec1 <- paste(QueryHistPrec,Instrument,sep="")
qcount <- paste("count=",Count,sep="")
qcandleFormat <- "candleFormat=bidask"
qgranularity <- paste("granularity=",Granularity,sep="")
qdailyalignment <- paste("dailyAlignment=",DayAlign,sep="")
QueryHistPrec2 <- paste(QueryHistPrec1,qcandleFormat,qgranularity,
qdailyalignment,qcount,sep="&")
}
else {
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
QueryHistPrec <- paste(httpaccount,"/v1/candles?instrument=",sep="")
QueryHistPrec1 <- paste(QueryHistPrec,Instrument,sep="")
qstart <- paste("start=",Start,sep="")
qend <- paste("end=",End,sep="")
qcandleFormat <- "candleFormat=bidask"
qgranularity <- paste("granularity=",Granularity,sep="")
qdailyalignment <- paste("dailyAlignment=",DayAlign,sep="")
QueryHistPrec2 <- paste(QueryHistPrec1,qstart,qend,qcandleFormat,qgranularity,
qdailyalignment,sep="&")
}
InstHistP <- getURL(QueryHistPrec2,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstHistPjson <- fromJSON(InstHistP, simplifyDataFrame = TRUE)
Prices <- data.frame(InstHistPjson[[3]])
Prices$time <- paste(substr(Prices$time,1,10),substr(Prices$time,12,19), sep=" ")
colnames(Prices) <- c("TimeStamp", "Open_Bid", "Open_Ask", "High_Bid", "High_Ask",
"Low_Bid", "Low_Ask", "Close_Bid", "Close_Ask", "Volume", "Complete")
Prices$TimeStamp <- as.POSIXct(strptime(Prices$TimeStamp, "%Y-%m-%d %H:%M:%OS"),
origin="1970-01-01",tz = "UTC")
attributes(Prices$TimeStamp)$tzone <- TimeAlign
return(Prices)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Historical Prices Request ---------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
HisPrices <- function(AccountType,Granularity,DayAlign,TimeAlign,Token,Instrument,
Start,End,Count){
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
if(!is.null(Count)) {
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
QueryHistPrec <- paste(httpaccount,"/v1/candles?instrument=",sep="")
QueryHistPrec1 <- paste(QueryHistPrec,Instrument,sep="")
qcount <- paste("count=",Count,sep="")
qcandleFormat <- "candleFormat=midpoint"
qgranularity <- paste("granularity=",Granularity,sep="")
qdailyalignment <- paste("dailyAlignment=",DayAlign,sep="")
QueryHistPrec2 <- paste(QueryHistPrec1,qcandleFormat,qgranularity,
qdailyalignment,qcount,sep="&")
}
else {
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
QueryHistPrec <- paste(httpaccount,"/v1/candles?instrument=",sep="")
QueryHistPrec1 <- paste(QueryHistPrec,Instrument,sep="")
qstart <- paste("start=",Start,sep="")
qend <- paste("end=",End,sep="")
qcandleFormat <- "candleFormat=midpoint"
qgranularity <- paste("granularity=",Granularity,sep="")
qdailyalignment <- paste("dailyAlignment=",DayAlign,sep="")
QueryHistPrec2 <- paste(QueryHistPrec1,qstart,qend,qcandleFormat,qgranularity,
qdailyalignment,sep="&")
}
InstHistP <- getURL(QueryHistPrec2,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstHistPjson <- fromJSON(InstHistP, simplifyDataFrame = TRUE)
Prices <- data.frame(InstHistPjson[[3]])
Prices$time <- paste(substr(Prices$time,1,10),substr(Prices$time,12,19), sep=" ")
colnames(Prices) <- c("TimeStamp","Open","High","Low","Close","TickVolume","Complete")
Prices$TimeStamp <- as.POSIXct(strptime(Prices$TimeStamp, "%Y-%m-%d %H:%M:%OS"),
origin="1970-01-01",tz = "UTC")
attributes(Prices$TimeStamp)$tzone <- TimeAlign
return(Prices)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Accounts per given username ------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
UsersAccounts <- function(AccountType,Token,UserName)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts?username=",sep="")
QueryInst <- paste(Queryhttp,UserName,sep="")
QueryInst1 <- getURL(QueryInst,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Account Information --------------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
AccountInfo <- function(AccountType,AccountID,Token) {
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
QueryInfo <- paste(Queryhttp,AccountID,sep="")
CtaInfo <- getURL(QueryInfo,cainfo=system.file("CurlSSL",
"cacert.pem",package="RCurl"),httpheader=auth)
CtaInfoJson <- fromJSON(CtaInfo, simplifyDataFrame = TRUE)
CtaNombre <- CtaInfoJson$accountName # Nombre de la cta que se esta consultando
CtaBalanc <- CtaInfoJson$balance # Balance de la cta
Ctaunreal <- CtaInfoJson$unrealizedPl # Ganancia/Perdida sin tomar
Ctareal <- CtaInfoJson$realizedPl # Ganancia/Perdida ya tomada
Ctamgenut <- CtaInfoJson$marginUsed # Margen utilizado
Ctamgendi <- CtaInfoJson$marginAvail # Margen disponible
Ctamgenrt <- CtaInfoJson$marginRate # Tasa de margen utilizada
CtaOperac <- CtaInfoJson$openTrades # Operaciones abiertas
CtaOrdens <- CtaInfoJson$openOrders # Ordenes abiertas
datos <- data.frame(CtaNombre,CtaBalanc,Ctaunreal,Ctareal,Ctamgenut,
Ctamgendi,Ctamgenrt,CtaOperac,CtaOrdens)
return(datos)
}
# -- ----------------------------------------------------------------------------------------- -- #
# -- Actual orders in the account ------------------------------------------------------------ -- #
# -- ----------------------------------------------------------------------------------------- -- #
AccountOrders <- function(AccountType,AccountID,Token,Instrument,ApiVersion) {
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else if (AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else {
print("Account type error. Must be practice or live")
}
if(missing(ApiVersion) || ApiVersion == "v1"){
ApiVersion <- "v1"
# -- --------------------------------------------------------------------------- Version 1.0 -- #
# -- ------------------------------------------------------------------------------------------ #
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/orders?instrument=",sep="")
Querythttp3 <- paste(Querythttp2,Instrument,sep="")
Querythttp4 <- paste(Querythttp3,"&count=2",sep="")
QueryInst1 <- getURL(Querythttp4,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
# -- --------------------------------------------------------------------------- Version 2.0 -- #
# -- ------------------------------------------------------------------------------------------ #
} else if (ApiVersion == "v2") {
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v3/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/orders?instrument=",sep="")
Querythttp3 <- paste(Querythttp2,Instrument,sep="")
Querythttp4 <- paste(Querythttp3,"&count=2",sep="")
QueryInst1 <- getURL(Querythttp4,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}
# -- ----------------------------------------------------------------------------- Test Code -- #
# -- ------------------------------------------------------------------------------------------ #
# p1_AccountType <- "practice"
# p2_Token <- OA_Ak
# p3_Instrument <- "EUR_USD"
# p4_AccountID <- "101-004-2221697-001"
# p5_ApiVersion <- "v1"
# oa_orders <- AccountOrders(AccountType = p1_AccountType,
# Token = p2_Token,
# Instrument = p3_Instrument,
# AccountID = p4_AccountID,
# ApiVersion = p5_ApiVersion)
}
# -- ----------------------------------------------------------------------------------------- -- #
# -- Place a new order ----------------------------------------------------------------------- -- #
# -- ----------------------------------------------------------------------------------------- -- #
NewOrder <- function(AccountType,AccountID,Token,OrderType,Instrument,Count,Side,Expiry,
Price, SL, TP, TS, ApiVersion) {
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else if (AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else {
print("Account type error. Must be practice or live")
}
if(missing(ApiVersion) || ApiVersion == "v1"){
ApiVersion <- "v1"
# -- --------------------------------------------------------------------------- Version 1.0 -- #
# -- ------------------------------------------------------------------------------------------ #
auth <- c(Authorization = paste("Authorization: Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Queryhttp1 <- paste(Queryhttp,AccountID,sep="")
Queryhttp2 <- paste(Queryhttp1,"/orders",sep="")
if(OrderType == 'market'){
Param <- c(instrument=Instrument, units=Count, side=Side, type=OrderType,
stopLoss=SL, takeProfit=TP, trailingStop=TS)
} else if(OrderType == 'limit'){
Param <- c(instrument=Instrument,units=Count,side=Side,type=OrderType,
price=Price, expiry=Expiry, stopLoss=SL, takeProfit=TP, trailingStop=TS)
} else if(OrderType == 'stop'){
Param <- c(instrument=Instrument,units=Count,side=Side,type=OrderType,
price=Price, stopLoss=SL, takeProfit=TP, expiry=Expiry, trailingStop=TS)
} else if(OrderType == 'marketIfTouched'){
Param <- c(instrument=Instrument,units=Count,side=Side,type=OrderType,
price=Price, stopLoss=SL, takeProfit=TP, expiry=Expiry, trailingStop=TS)
} else print("Order Type error. Must be: 'market', 'limit', 'stop', 'marketIfTouched'")
PF <- postForm(Queryhttp2, style="POST", .params=Param,
.opts=list(httpheader=auth,ssl.verifypeer = FALSE))
InstJson <- fromJSON(PF, simplifyDataFrame = TRUE)
return(InstJson)
} else {
auth <- paste0("Bearer ",Token)
Queryhttp <- paste(httpaccount,"/v3/accounts/",sep="")
Queryhttp1 <- paste(Queryhttp,AccountID,sep="")
Queryhttp2 <- paste(Queryhttp1,"/orders",sep="")
Count <- 5
Instrument <- "EUR_USD"
TimeInForce <- "FOK"
PositionFill <- "DEFAULT"
OrderType <- "MARKET"
tradeID <- 43
OrderType <- "TAKE_PROFIT"
Price <- 1.7000
TimeInForce <- "GTC"
if(OrderType == 'TAKE_PROFIT'){
parse1 <- '{"order":{'
parse2 <- paste0(parse1, paste0('"tradeID":' , '"', tradeID, '"', ','))
parse3 <- paste0(parse2, paste0('"timeInForce":' , '"', TimeInForce, '"', ','))
parse4 <- paste0(parse3, paste0('"type":' , '"', OrderType, '"', ','))
parse5 <- paste0(parse4, paste0('"price":' , '"', Price,'"'))
parse_body <- paste0(parse5, '}}')
} else if(OrderType == 'MARKET'){
parse1 <- '{"order":{'
parse2 <- paste0(parse1, paste0('"units":' , '"', Count, '"', ','))
parse3 <- paste0(parse2, paste0('"instrument":' , '"', Instrument, '"', ','))
parse4 <- paste0(parse3, paste0('"timeInForce":' , '"', TimeInForce, '"', ','))
parse5 <- paste0(parse4, paste0('"type":' , '"', OrderType, '"', ','))
parse6 <- paste0(parse5, paste0('"positionFill":', '"', PositionFill, '"'))
parse_body <- paste0(parse6, '}}')
} else if(OrderType == 'STOP_LOSS'){
} else if(OrderType == 'LIMIT'){
} else if(OrderType == 'TRAILING_STOP_LOSS'){
} else if(OrderType == 'FIXED_PRICE'){
} else if(OrderType == 'STOP'){
} else if(OrderType == 'MARKET_IF_TOUCHED'){
} else print("Order Type error. Must be: 'FIXED_PRICE', 'LIMIT', 'STOP', 'MARKET_IF_TOUCHED',
'TAKE_PROFIT', 'STOP_LOSS', 'TRAILING_STOP_LOSS'")
InstJson <- content(POST(url = Queryhttp2, encode = "raw", body = parse_body,
add_headers("Authorization" = auth,
"Content-Type" = "application/json")), "parsed")
return(InstJson)
}
}
# -- ------------------------------------------------------------------------------ -- #
# -- Close an order --------------------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
CloseOrder <- function(AccountType, AccountID, Token, OrderID)
{
if(AccountType == "practice") {
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live") {
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
Queryhttp <- paste(httpaccount,"/v1/accounts/", sep = "")
Queryhttp1 <- paste(Queryhttp,AccountID, sep = "")
Queryhttp2 <- paste(Queryhttp1,"/orders/", sep = "")
Queryhttp3 <- paste(Queryhttp2,OrderID, sep = "")
auth <- c(Authorization = paste("Authorization: Bearer",Token, sep=" "))
DELETEOrder <- httpDELETE(Queryhttp3, cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"), httpheader=auth)
return(DELETEOrder)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Modify parameters of an order ------------------------------------------------ -- #
# -- ------------------------------------------------------------------------------ -- #
ModifyOrder <- function(AccountType, AccountID, Token, OrderID, Units, Price,
Expiry, StopLoss, TakeProfit, TrailingStop)
{
if(AccountType == "practice") {
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live") {
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
Queryhttp <- paste(httpaccount,"/v1/accounts/", sep = "")
Queryhttp1 <- paste(Queryhttp,AccountID, sep = "")
Queryhttp2 <- paste(Queryhttp1,"/orders/", sep = "")
Queryhttp3 <- paste(Queryhttp2,OrderID, sep = "")
auth <- c(Authorization = paste("Authorization: Bearer",Token, sep=" "))
Param <- c(units=Units, price=Price, expiry=Expiry, stopLoss=StopLoss,
takeProfit=TakeProfit, trailingStop=TrailingStop)
PatchModifyOrder <- httpOPTIONS(Queryhttp3, cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"), httpheader=auth,.params=Param)
return(PatchModifyOrder)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Order Book ------------------------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
OrderBook <- function(AccountType,Token,Instrument,Period)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
auth1 <- paste("Authorization:",auth,sep=" ")
Queryhttp <- paste(httpaccount,"/labs/v1/orderbook_data?instrument=",sep="")
Queryhttp1 <- paste(Queryhttp,Instrument,sep="")
Queryhttp2 <- paste(Queryhttp1,"period=",sep="&")
Queryhttp3 <- paste(Queryhttp2,Period,sep="")
orderbook <- getURL(Queryhttp3,cainfo=system.file("CurlSSL",
"cacert.pem",package="RCurl"),httpheader=auth)
orderbook <- fromJSON(orderbook)
return(orderbook)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Information about a particular order ----------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
OrderInfo <- function(AccountType,AccountID,Token,OrderNum)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/orders/",sep="")
Querythttp3 <- paste(Querythttp2,OrderNum,sep="")
QueryInst1 <- getURL(Querythttp3,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}
# -- ----------------------------------------------------------------------------------------- -- #
# -- List of open trades --------------------------------------------------------------------- -- #
# -- ----------------------------------------------------------------------------------------- -- #
OpenTrades <- function(AccountType,AccountID,Token,Instrument,ApiVersion) {
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else if (AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else {
print("Account type error. Must be practice or live")
}
if(missing(ApiVersion) || ApiVersion == "v1"){
ApiVersion <- "v1"
# -- --------------------------------------------------------------------------- Version 1.0 -- #
# -- ------------------------------------------------------------------------------------------ #
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/trades?instrument=",sep="")
Querythttp3 <- paste(Querythttp2,Instrument,sep="")
Querythttp4 <- paste(Querythttp3,"&count=100",sep="")
QueryInst1 <- getURL(Querythttp4,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
# -- --------------------------------------------------------------------------- Version 2.0 -- #
# -- ------------------------------------------------------------------------------------------ #
} else if (ApiVersion == "v2") {
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v3/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/trades?instrument=",sep="")
Querythttp3 <- paste(Querythttp2,Instrument,sep="")
Querythttp4 <- paste(Querythttp3,"&count=100",sep="")
QueryInst1 <- getURL(Querythttp4,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}
# -- ----------------------------------------------------------------------------- Test Code -- #
# -- ------------------------------------------------------------------------------------------ #
# p1_AccountType <- "practice"
# p2_Token <- OA_Ak
# p3_Instrument <- "EUR_USD"
# p4_AccountID <- "XXX-XXX-XXXXXXX-XXX"
# p5_ApiVersion <- "v2"
# OA_OpenTrades <- OpenTrades(AccountType = p1_AccountType, AccountID = p4_AccountID,
# Token = p2_Token, Instrument = p3_Instrument,
# ApiVersion = p5_ApiVersion)
}
# -- ------------------------------------------------------------------------------ -- #
# -- A particular trade's Information -------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
TradeInfo <- function(AccountType,AccountID,Token,TradeNumber)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/trades/",sep="")
Querythttp3 <- paste(Querythttp2,TradeNumber,sep="")
QueryInst1 <- getURL(Querythttp3,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Close a particular trade ----------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
CloseTrade <- function(AccountType,AccountID,Token,TradeID)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/trades/",sep="")
Querythttp3 <- paste(Querythttp2,TradeID,sep="")
auth <- c(Authorization = paste("Authorization: Bearer",Token, sep=" "))
DELETEOrder <- httpDELETE(Querythttp3, cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"), httpheader=auth)
FinalData <- fromJSON(DELETEOrder, simplifyDataFrame = TRUE)
return(FinalData)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Modify parameters of a trade ------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
ModifyTrade <- function(AccountType, AccountID, Token,
TradeID, StopLoss, TakeProfit, TrailingStop)
{
if(AccountType == "practice") {
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live") {
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
Queryhttp <- paste(httpaccount,"/v1/accounts/", sep = "")
Queryhttp1 <- paste(Queryhttp,AccountID, sep = "")
Queryhttp2 <- paste(Queryhttp1,"/orders/", sep = "")
Queryhttp3 <- paste(Queryhttp2,TradeID, sep = "")
auth <- c(Authorization = paste("Authorization: Bearer",Token, sep=" "))
params <- list(stopLoss=StopLoss, takeProfit=TakeProfit, trailingStop=TrailingStop)
DataReturn <- PATCH(Queryhttp3, add_headers(auth),body = params)
return(DataReturn)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Account's Open Positions List ------------------------------------------------ -- #
# -- ------------------------------------------------------------------------------ -- #
AccountPositions <- function(AccountType,AccountID,Token)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/positions",sep="")
QueryInst1 <- getURL(Querythttp2,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Position respect a particular instrument ------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
InstrumentPositions <- function(AccountType,AccountID,Token,Instrument)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/positions/",sep="")
Querythttp3 <- paste(Querythttp2,Instrument,sep="")
QueryInst1 <- getURL(Querythttp3,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}
# -- ----------------------------------------------------------------------------------------- -- #
# -- Historical of transactions -------------------------------------------------------------- -- #
# -- ----------------------------------------------------------------------------------------- -- #
AccountHistTransactions <- function(AccountType,AccountID,Token,Instrument,Count,ApiVersion) {
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else if (AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else {
print("Account type error. Must be practice or live")
}
if(missing(ApiVersion) || ApiVersion == "v1") {
ApiVersion <- "v1"
# -- --------------------------------------------------------------------------- Version 1.0 -- #
# -- ------------------------------------------------------------------------------------------ #
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/transactions?instrument=",sep="")
Querythttp3 <- paste(Querythttp2,Instrument,sep="")
Querythttp4 <- paste(Querythttp3,"&count=",sep="")
Querythttp5 <- paste(Querythttp4,Count,sep="")
QueryInst1 <- getURL(Querythttp5,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
# -- --------------------------------------------------------------------------- Version 2.0 -- #
# -- ------------------------------------------------------------------------------------------ #
} else if (ApiVersion == "v2") {
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v3/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/transactions?instrument=",sep="")
Querythttp3 <- paste(Querythttp2,Instrument,sep="")
Querythttp4 <- paste(Querythttp3,"&count=",sep="")
Querythttp5 <- paste(Querythttp4,Count,sep="")
QueryInst1 <- getURL(Querythttp5,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
pagesize <- InstJson$pageSize
count <- InstJson$count
Hist <- data.frame()
curl_options(filter = "FUNDING")
pag <- paste0(InstJson$pages[1])
QI1 <- getURL(pag,cainfo=system.file("CurlSSL","cacert.pem", package="RCurl"), httpheader=auth)
IJ <- fromJSON(QI1, simplifyDataFrame = TRUE)
return(IJ)
}
# -- ----------------------------------------------------------------------------- Test Code -- #
# -- ------------------------------------------------------------------------------------------ #
# p1_AccountType <- "practice"
# p2_Token <- OA_Ak
# p3_Instrument <- "EUR_USD"
# p4_AccountID <- OA_A2
# p5_ApiVersion <- "v2"
# p6_Count <- 2
# OA_HistTrans <- AccountHistTransactions(AccountType = p1_AccountType,
# AccountID = p4_AccountID,
# Token = p2_Token, Instrument = p3_Instrument,
# Count = p6_Count, ApiVersion = p5_ApiVersion)
}
# -- ------------------------------------------------------------------------------ -- #
# -- A particular transaction info ----------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
InfoTransaction <- function(AccountType,AccountID,Token,TransactionNum)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/transactions/",sep="")
Querythttp3 <- paste(Querythttp2,TransactionNum,sep="")
QueryInst1 <- getURL(Querythttp3,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}
# -- ------------------------------------------------------------------------------ -- #
# -- General Info about all transactions of the account --------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
AccountTransactions <- function(AccountType,AccountID,Token)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
Queryhttp <- paste(httpaccount,"/v1/accounts/",sep="")
Querythttp1 <- paste(Queryhttp,AccountID,sep="")
Querythttp2 <- paste(Querythttp1,"/alltransactions",sep="")
QueryInst1 <- getURL(Querythttp2,cainfo=system.file("CurlSSL","cacert.pem",
package="RCurl"),httpheader=auth)
InstJson <- fromJSON(QueryInst1, simplifyDataFrame = TRUE)
return(InstJson)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Economic Calendar ------------------------------------------------------------ -- #
# -- ------------------------------------------------------------------------------ -- #
EconomicCalendar <- function(AccountType,Token,Instrument,Period)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
auth1 <- paste("Authorization:",auth,sep=" ")
Queryhttp <- paste(httpaccount,"/labs/v1/calendar?instrument=",sep="")
Queryhttp1 <- paste(Queryhttp,Instrument,sep="")
Queryhttp2 <- paste(Queryhttp1,"period=",sep="&")
Queryhttp3 <- paste(Queryhttp2,Period,sep="")
CalenH <- getURL(Queryhttp3,cainfo=system.file("CurlSSL",
"cacert.pem",package="RCurl"),httpheader=auth)
Calend <- fromJSON(CalenH, simplifyDataFrame = TRUE)
Calend <- subset(Calend, select = -c(currency,region,impact))
Calend <- Calend[complete.cases(Calend[,]),]
Calend$timestamp <- as.POSIXct(Calend$timestamp,origin = "1970-01-01")
return(Calend)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Historical posistion ratios in OANDA ----------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
RatiosPosturas <- function(AccountType,Token,Instrument,Period)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
auth1 <- paste("Authorization:",auth,sep=" ")
Queryhttp <- paste(httpaccount,"/labs/v1/historical_position_ratios?instrument=",sep="")
Queryhttp1 <- paste(Queryhttp,Instrument,sep="")
Queryhttp2 <- paste(Queryhttp1,"period=",sep="&")
Queryhttp3 <- paste(Queryhttp2,Period,sep="")
ratios <- getURL(Queryhttp3,cainfo=system.file("CurlSSL",
"cacert.pem",package="RCurl"),httpheader=auth)
ratios <- data.frame(fromJSON(ratios))
ratios[,2] <- as.POSIXct(ratios[,2],origin = "1970-01-01")
return(ratios)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Current OANDA's Clients Spreads ---------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
Spreads <- function(AccountType,Token,Instrument,Period)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")
auth <- c(Authorization = paste("Bearer",Token,sep=" "))
auth1 <- paste("Authorization:",auth,sep=" ")
Queryhttp <- paste(httpaccount,"/labs/v1/spreads?instrument=",sep="")
Queryhttp1 <- paste(Queryhttp,Instrument,sep="")
Queryhttp2 <- paste(Queryhttp1,"period=",sep="&")
Queryhttp3 <- paste(Queryhttp2,Period,sep="")
spread <- getURL(Queryhttp3,cainfo=system.file("CurlSSL",
"cacert.pem",package="RCurl"),httpheader=auth)
spread <- fromJSON(spread)
return(spread)
}
# -- ------------------------------------------------------------------------------ -- #
# -- Commitment Of Traders -------------------------------------------------------- -- #
# -- ------------------------------------------------------------------------------ -- #
COT <- function(AccountType,Token,Instrument)
{
if(AccountType == "practice"){
httpaccount <- "https://api-fxpractice.oanda.com"
} else
if(AccountType == "live"){
httpaccount <- "https://api-fxtrade.oanda.com"
} else print("Account type error. Must be practice or live")