I'm having the same problem as @Jammawind - current version of oandapy is 0.0.9, I tried reinstalling previous versions of oandapy (0.0.8, 0.0.7, 0.0.5 (no 6 for some reason), and so on), but got the same error for all.
The oandapy repo shows the OandaError attribute in the current version, so not sure what's going on.
@backtrader can't make much progress in the QuickStart if the module won't load. Thanks! :)