OANDA v1 REST API will cease to function soon

luxiaolei

Hi, I have contacted Oanda customer support to get a V1 account, however since V1 api will soon no longer supported by Oanda, they refused to open an account for me.

May I know when will Backtrader support V20 api?

Many thanks!

jamespeterschinner

You might be interested in this.

http://async-v20.readthedocs.io/en/latest/

I just created a candle download tool. Here:

https://github.com/jamespeterschinner/async_v20/blob/master/bin/candle_data.py

The csv output can be read using this data template:

import backtrader.feeds as btfeeds

class OandaMBAData(btfeeds.GenericCSVData):
    
    params = (
        ('dataname', 'YOUR_FILE.csv'),
        ('fromdate', datetime(2010, 1, 4)),
        ('todate', datetime(2017, 1, 1)),
        ('dtformat', '%Y-%m-%d %H:%M:%S'),
        ('datetime', 0),
        ('high', 11),
        ('low', 12),
        ('open', 13),
        ('close', 10),
        ('volume', 15),
        ('openinterest', -1)
    )

luxiaolei

Thanks for your reply. async-v20 looks promising! And one more question, does it support live trading with backtrader? It will be great if there is any example code on that.

jamespeterschinner

Well, I actually just learn't about backtrader today. I think it would be great also, once I get my head around the package, I'll look into it more.

backtrader

Please see here: https://community.backtrader.com/topic/500/oanda-v20-api/

jamespeterschinner

In terms of documentation being complete. For the v20 API, I currently believe it isn't.

https://github.com/jamespeterschinner/async_v20/issues/12