goanda

README

goanda

A Golang wrapper for the OANDA v20 API. Currently OANDA has wrappers for Python, Javascript and Java. Goanda exists to extend upon those languages because of the increasing popularity of Go.

Forked from AwolDes/goanda with some API improvements including improved error handling (breaking changes). Warning: this API is subject to change until v1.0 tag.

Features

Goanda can perform the following actions on your OANDA brokerage accounts:

• Get candlesticks of all instruments
• Create and update orders
• Get data on current and past trades on OANDA
• Close/scale out of trades you have open
• Close positions (not just trades)
• Get data on your account
  • NAV
  • Current % of used margin
  • Balance
  • And more!
• Get data on all your transactions
• Get all pricing data (bid/ask spread) on specific instruments

Requirements

• Go v1.14+

Note: This package was created by a third party, and was not created by anyone affiliated with OANDA

Usage

To use this package run go get github.com/colinskow/goanda then import it into your program and set it up following the snippets below.

Basic Example

I suggest creating a .env file for your project to keep your secrets safe! Make sure you add a .gitignore file.

~/project/.env

OANDA_API_KEY=
OANDA_ACCOUNT=

~/project/main.go

package main

import (
	"log"
	"os"

	"github.com/colinskow/goanda"
	"github.com/davecgh/go-spew/spew"
	"github.com/joho/godotenv"
)

func main() {
	err := godotenv.Load()
	if err != nil {
		log.Fatal("Error loading .env file")
	}
	key := os.Getenv("OANDA_API_KEY")
	accountID := os.Getenv("OANDA_ACCOUNT_ID")
	oanda := goanda.NewConnection(accountID, key, false)
	history, err := oanda.GetCandles("EUR_USD")
	goanda.CheckErr(err)
	spew.Dump(history)
}

Look at the /examples directory for more!

Contributing

For now if you'd like to contribute create an Issue and/or submit a PR!

TODO

API (in order of priority)

• Instrument endpoints (to get prices and the order book)
• Order endpoints (to create, get or update orders for an account)
• Trade enpoints (to get information on current trades)
• Position endpoints (to get information on current positions)
• Account endpoints (to get information on the account)
• Transaction endpoints (to get information on account transactions)
• Pricing endpoints (to get pricing of instruments)
• Persistent HTTP connections (as recommended by Oanda)
• Streaming endpoints for Pricing & Transactions

Docs

• Write docs on how to use goanda
• Write example programs for goanda
• Write tests for goanda

Supporting Projects

Thank you to the following projects, they really helped me while I was developing this API

• JSON to Go from @mholt - this tool helped massively with all the structs that needed to be created.
• Spew from @davecgh - this tool was awesome to debug with.

License

This project was created under the MIT license

Documentation

Index

• Constants
• func CheckErr(err error)
• type AccountChanges
• type AccountInfo
• type AccountInstruments
• type AccountProperties
• type AccountSummary
• type BidAskCandles
• type BrokerBook
• type Bucket
• type ByteStream
• type CancelledOrder
• type Candle
• type Candles
• type ClientPrice
• type ClosePositionPayload
• type CloseTradePayload
• type Connection
• type GetCandlesPayload
• type Headers
• type InstrumentHistory
• type InstrumentPricing
• type ModifiedTrade
• type OandaConnection
  • func NewConnection(accountID string, token string, live bool) *OandaConnection
  • func (c *OandaConnection) CancelOrder(orderSpecifier string) (CancelledOrder, error)
  • func (c *OandaConnection) ClosePosition(instrument string, body ClosePositionPayload) (ModifiedTrade, error)
  • func (c *OandaConnection) CreateOrder(body OrderPayload) (OrderResponse, error)
  • func (c *OandaConnection) GetAccount(id string) (AccountInfo, error)
  • func (c *OandaConnection) GetAccountChanges(id string, transactionID string) (AccountChanges, error)
  • func (c *OandaConnection) GetAccountInstruments(id string) (AccountInstruments, error)
  • func (c *OandaConnection) GetAccountSummary() (AccountSummary, error)
  • func (c *OandaConnection) GetAccounts() (AccountProperties, error)
  • func (c *OandaConnection) GetBidAskCandles(instrument string, candleSpec GetCandlesPayload) (BidAskCandles, error)
  • func (c *OandaConnection) GetCandles(instrument string, candleSpec GetCandlesPayload) (InstrumentHistory, error)
  • func (c *OandaConnection) GetInstrumentPrice(instruments string) (InstrumentPricing, error)
  • func (c *OandaConnection) GetOpenPositions() (OpenPositions, error)
  • func (c *OandaConnection) GetOpenTrades() (ReceivedTrades, error)
  • func (c *OandaConnection) GetOrder(orderSpecifier string) (RetrievedOrder, error)
  • func (c *OandaConnection) GetOrderDetails(instrument string, units string) (OrderDetails, error)
  • func (c *OandaConnection) GetOrders(instrument string) (RetrievedOrders, error)
  • func (c *OandaConnection) GetPendingOrders() (RetrievedOrders, error)
  • func (c *OandaConnection) GetPricingForInstruments(instruments []string) (Pricings, error)
  • func (c *OandaConnection) GetTrade(ticket string) (ReceivedTrade, error)
  • func (c *OandaConnection) GetTradesForInstrument(instrument string) (ReceivedTrades, error)
  • func (c *OandaConnection) GetTransaction(ticket string) (Transaction, error)
  • func (c *OandaConnection) GetTransactions(from time.Time, to time.Time) (TransactionPages, error)
  • func (c *OandaConnection) GetTransactionsSinceID(id string) (Transactions, error)
  • func (c *OandaConnection) OrderBook(instrument string) (BrokerBook, error)
  • func (c *OandaConnection) PositionBook(instrument string) (BrokerBook, error)
  • func (c *OandaConnection) ReduceTradeSize(ticket string, body CloseTradePayload) (ModifiedTrade, error)
  • func (c *OandaConnection) Request(endpoint string) ([]byte, error)
  • func (c *OandaConnection) Send(endpoint string, data []byte) ([]byte, error)
  • func (c *OandaConnection) Stream(endpoint string) (chan ByteStream, context.CancelFunc, error)
  • func (c *OandaConnection) StreamPricing(instruments []string) (chan PricingStream, context.CancelFunc, error)
  • func (c *OandaConnection) Update(endpoint string, data []byte) ([]byte, error)
  • func (c *OandaConnection) UpdateOrder(orderSpecifier string, body OrderPayload) (RetrievedOrder, error)
• type OnFill
• type OpenPositions
• type OrderBody
• type OrderDetails
• type OrderExtensions
• type OrderInfo
• type OrderPayload
• type OrderResponse
• type PricingStream
• type Pricings
• type ReceivedTrade
• type ReceivedTrades
• type RetrievedOrder
• type RetrievedOrders
• type Transaction
• type TransactionPages
• type Transactions

Constants

const OandaAgent string = "v20-golang/0.0.1"

OandaAgent http agent header

Functions

func CheckErr

func CheckErr(err error)

CheckErr utility function to log fatal errors

Types

type AccountChanges

type AccountChanges struct {
	Changes struct {
		OrdersCancelled []interface{} `json:"ordersCancelled"`
		OrdersCreated   []interface{} `json:"ordersCreated"`
		OrdersFilled    []struct {
			CreateTime           time.Time `json:"createTime"`
			FilledTime           time.Time `json:"filledTime"`
			FillingTransactionID string    `json:"fillingTransactionID"`
			ID                   string    `json:"id"`
			Instrument           string    `json:"instrument"`
			PositionFill         string    `json:"positionFill"`
			State                string    `json:"state"`
			TimeInForce          string    `json:"timeInForce"`
			TradeOpenedID        string    `json:"tradeOpenedID"`
			Type                 string    `json:"type"`
			Units                string    `json:"units"`
		} `json:"ordersFilled"`
		OrdersTriggered []interface{} `json:"ordersTriggered"`
		Positions       []struct {
			Instrument string `json:"instrument"`
			Long       struct {
				Pl           string `json:"pl"`
				ResettablePL string `json:"resettablePL"`
				Units        string `json:"units"`
			} `json:"long"`
			Pl           string `json:"pl"`
			ResettablePL string `json:"resettablePL"`
			Short        struct {
				AveragePrice string   `json:"averagePrice"`
				Pl           string   `json:"pl"`
				ResettablePL string   `json:"resettablePL"`
				TradeIDs     []string `json:"tradeIDs"`
				Units        string   `json:"units"`
			} `json:"short"`
		} `json:"positions"`
		TradesClosed []interface{} `json:"tradesClosed"`
		TradesOpened []struct {
			CurrentUnits string    `json:"currentUnits"`
			Financing    string    `json:"financing"`
			ID           string    `json:"id"`
			InitialUnits string    `json:"initialUnits"`
			Instrument   string    `json:"instrument"`
			OpenTime     time.Time `json:"openTime"`
			Price        string    `json:"price"`
			RealizedPL   string    `json:"realizedPL"`
			State        string    `json:"state"`
		} `json:"tradesOpened"`
		TradesReduced []interface{} `json:"tradesReduced"`
		Transactions  []struct {
			AccountID      string    `json:"accountID"`
			BatchID        string    `json:"batchID"`
			ID             string    `json:"id"`
			Instrument     string    `json:"instrument"`
			PositionFill   string    `json:"positionFill,omitempty"`
			Reason         string    `json:"reason"`
			Time           time.Time `json:"time"`
			TimeInForce    string    `json:"timeInForce,omitempty"`
			Type           string    `json:"type"`
			Units          string    `json:"units"`
			UserID         int       `json:"userID"`
			AccountBalance string    `json:"accountBalance,omitempty"`
			Financing      string    `json:"financing,omitempty"`
			OrderID        string    `json:"orderID,omitempty"`
			Pl             string    `json:"pl,omitempty"`
			Price          string    `json:"price,omitempty"`
			TradeOpened    struct {
				TradeID string `json:"tradeID"`
				Units   string `json:"units"`
			} `json:"tradeOpened,omitempty"`
		} `json:"transactions"`
	} `json:"changes"`
	LastTransactionID string `json:"lastTransactionID"`
	State             struct {
		NAV                        string        `json:"NAV"`
		MarginAvailable            string        `json:"marginAvailable"`
		MarginCloseoutMarginUsed   string        `json:"marginCloseoutMarginUsed"`
		MarginCloseoutNAV          string        `json:"marginCloseoutNAV"`
		MarginCloseoutPercent      string        `json:"marginCloseoutPercent"`
		MarginCloseoutUnrealizedPL string        `json:"marginCloseoutUnrealizedPL"`
		MarginUsed                 string        `json:"marginUsed"`
		Orders                     []interface{} `json:"orders"`
		PositionValue              string        `json:"positionValue"`
		Positions                  []struct {
			Instrument        string `json:"instrument"`
			LongUnrealizedPL  string `json:"longUnrealizedPL"`
			NetUnrealizedPL   string `json:"netUnrealizedPL"`
			ShortUnrealizedPL string `json:"shortUnrealizedPL"`
		} `json:"positions"`
		Trades []struct {
			ID           string `json:"id"`
			UnrealizedPL string `json:"unrealizedPL"`
		} `json:"trades"`
		UnrealizedPL    string `json:"unrealizedPL"`
		WithdrawalLimit string `json:"withdrawalLimit"`
	} `json:"state"`
}

AccountChanges https://developer.oanda.com/rest-live-v20/account-df/

type AccountInfo

type AccountInfo struct {
	Account struct {
		NAV                         string        `json:"NAV"`
		Alias                       string        `json:"alias"`
		Balance                     string        `json:"balance"`
		CreatedByUserID             int           `json:"createdByUserID"`
		CreatedTime                 time.Time     `json:"createdTime"`
		Currency                    string        `json:"currency"`
		HedgingEnabled              bool          `json:"hedgingEnabled"`
		ID                          string        `json:"id"`
		LastTransactionID           string        `json:"lastTransactionID"`
		MarginAvailable             string        `json:"marginAvailable"`
		MarginCloseoutMarginUsed    string        `json:"marginCloseoutMarginUsed"`
		MarginCloseoutNAV           string        `json:"marginCloseoutNAV"`
		MarginCloseoutPercent       string        `json:"marginCloseoutPercent"`
		MarginCloseoutPositionValue string        `json:"marginCloseoutPositionValue"`
		MarginCloseoutUnrealizedPL  string        `json:"marginCloseoutUnrealizedPL"`
		MarginRate                  string        `json:"marginRate"`
		MarginUsed                  string        `json:"marginUsed"`
		OpenPositionCount           int           `json:"openPositionCount"`
		OpenTradeCount              int           `json:"openTradeCount"`
		Orders                      []interface{} `json:"orders"`
		PendingOrderCount           int           `json:"pendingOrderCount"`
		Pl                          string        `json:"pl"`
		PositionValue               string        `json:"positionValue"`
		Positions                   []struct {
			Instrument string `json:"instrument"`
			Long       struct {
				Pl           string `json:"pl"`
				ResettablePL string `json:"resettablePL"`
				Units        string `json:"units"`
				UnrealizedPL string `json:"unrealizedPL"`
			} `json:"long"`
			Pl           string `json:"pl"`
			ResettablePL string `json:"resettablePL"`
			Short        struct {
				Pl           string `json:"pl"`
				ResettablePL string `json:"resettablePL"`
				Units        string `json:"units"`
				UnrealizedPL string `json:"unrealizedPL"`
			} `json:"short"`
			UnrealizedPL string `json:"unrealizedPL"`
		} `json:"positions"`
		ResettablePL    string        `json:"resettablePL"`
		Trades          []interface{} `json:"trades"`
		UnrealizedPL    string        `json:"unrealizedPL"`
		WithdrawalLimit string        `json:"withdrawalLimit"`
	} `json:"account"`
	LastTransactionID string `json:"lastTransactionID"`
}

AccountInfo https://developer.oanda.com/rest-live-v20/account-df/

type AccountInstruments

type AccountInstruments struct {
	Instruments []struct {
		DisplayName                 string `json:"displayName"`
		DisplayPrecision            int    `json:"displayPrecision"`
		MarginRate                  string `json:"marginRate"`
		MaximumOrderUnits           string `json:"maximumOrderUnits"`
		MaximumPositionSize         string `json:"maximumPositionSize"`
		MaximumTrailingStopDistance string `json:"maximumTrailingStopDistance"`
		MinimumTradeSize            string `json:"minimumTradeSize"`
		MinimumTrailingStopDistance string `json:"minimumTrailingStopDistance"`
		Name                        string `json:"name"`
		PipLocation                 int    `json:"pipLocation"`
		TradeUnitsPrecision         int    `json:"tradeUnitsPrecision"`
		Type                        string `json:"type"`
	} `json:"instruments"`
}

AccountInstruments https://developer.oanda.com/rest-live-v20/primitives-df/#Instrument

type AccountProperties

type AccountProperties struct {
	Accounts []struct {
		ID           string `json:"id"`
		Mt4AccountID int    `json:"mt4AccountID"`
		Tags         []string
	}
}

AccountProperties https://developer.oanda.com/rest-live-v20/account-df/

type AccountSummary

type AccountSummary struct {
	Account struct {
		NAV                         string    `json:"NAV"`
		Alias                       string    `json:"alias"`
		Balance                     string    `json:"balance"`
		CreatedByUserID             int       `json:"createdByUserID"`
		CreatedTime                 time.Time `json:"createdTime"`
		Currency                    string    `json:"currency"`
		HedgingEnabled              bool      `json:"hedgingEnabled"`
		ID                          string    `json:"id"`
		LastTransactionID           string    `json:"lastTransactionID"`
		MarginAvailable             string    `json:"marginAvailable"`
		MarginCloseoutMarginUsed    string    `json:"marginCloseoutMarginUsed"`
		MarginCloseoutNAV           string    `json:"marginCloseoutNAV"`
		MarginCloseoutPercent       string    `json:"marginCloseoutPercent"`
		MarginCloseoutPositionValue string    `json:"marginCloseoutPositionValue"`
		MarginCloseoutUnrealizedPL  string    `json:"marginCloseoutUnrealizedPL"`
		MarginRate                  string    `json:"marginRate"`
		MarginUsed                  string    `json:"marginUsed"`
		OpenPositionCount           int       `json:"openPositionCount"`
		OpenTradeCount              int       `json:"openTradeCount"`
		PendingOrderCount           int       `json:"pendingOrderCount"`
		Pl                          string    `json:"pl"`
		PositionValue               string    `json:"positionValue"`
		ResettablePL                string    `json:"resettablePL"`
		UnrealizedPL                string    `json:"unrealizedPL"`
		WithdrawalLimit             string    `json:"withdrawalLimit"`
	} `json:"account"`
	LastTransactionID string `json:"lastTransactionID"`
}

AccountSummary https://developer.oanda.com/rest-live-v20/account-df/

type BidAskCandles

type BidAskCandles struct {
	Candles []struct {
		Ask struct {
			C string `json:"c"`
			H string `json:"h"`
			L string `json:"l"`
			O string `json:"o"`
		} `json:"ask"`
		Bid struct {
			C string `json:"c"`
			H string `json:"h"`
			L string `json:"l"`
			O string `json:"o"`
		} `json:"bid"`
		Complete bool      `json:"complete"`
		Time     time.Time `json:"time"`
		Volume   int       `json:"volume"`
	} `json:"candles"`
}

BidAskCandles https://developer.oanda.com/rest-live-v20/instrument-df/

type BrokerBook

type BrokerBook struct {
	Instrument  string    `json:"instrument"`
	Time        time.Time `json:"time"`
	Price       string    `json:"price"`
	BucketWidth string    `json:"bucketWidth"`
	Buckets     []Bucket  `json:"buckets"`
}

BrokerBook https://developer.oanda.com/rest-live-v20/instrument-df/

type Bucket

type Bucket struct {
	Price             string `json:"price"`
	LongCountPercent  string `json:"longCountPercent"`
	ShortCountPercent string `json:"shortCountPercent"`
}

Bucket https://developer.oanda.com/rest-live-v20/instrument-df/

type ByteStream

type ByteStream struct {
	Value []byte
	Error error
}

ByteStream streams a line of json encoded data or an error

type CancelledOrder

type CancelledOrder struct {
	OrderCancelTransaction struct {
		ID                string    `json:"id"`
		Time              time.Time `json:"time"`
		UserID            int       `json:"userID"`
		AccountID         string    `json:"accountID"`
		BatchID           string    `json:"batchID"`
		RequestID         string    `json:"requestID"`
		Type              string    `json:"type"`
		OrderID           string    `json:"orderID"`
		ClientOrderID     string    `json:"clientOrderID"`
		Reason            string    `json:"reason"`
		ReplacedByOrderID string    `json:"replacedByOrderID"`
	} `json:"orderCancelTransaction"`
	RelatedTransactionIDs []string `json:"relatedTransactionIDs"`
	LastTransactionID     string   `json:"lastTransactionID"`
}

CancelledOrder https://developer.oanda.com/rest-live-v20/order-df/

type Candle

type Candle struct {
	Open  string `json:"o"`
	Close string `json:"c"`
	Low   string `json:"l"`
	High  string `json:"h"`
}

Candle https://developer.oanda.com/rest-live-v20/instrument-df/

type Candles

type Candles struct {
	Complete bool      `json:"complete"`
	Volume   int       `json:"volume"`
	Time     time.Time `json:"time"`
	Mid      Candle    `json:"mid"`
}

Candles https://developer.oanda.com/rest-live-v20/instrument-df/

type ClientPrice

type ClientPrice struct {
	Asks []struct {
		Liquidity int    `json:"liquidity"`
		Price     string `json:"price"`
	} `json:"asks"`
	Bids []struct {
		Liquidity int    `json:"liquidity"`
		Price     string `json:"price"`
	} `json:"bids"`
	CloseoutAsk                string `json:"closeoutAsk"`
	CloseoutBid                string `json:"closeoutBid"`
	Instrument                 string `json:"instrument"`
	QuoteHomeConversionFactors struct {
		NegativeUnits string `json:"negativeUnits"`
		PositiveUnits string `json:"positiveUnits"`
	} `json:"quoteHomeConversionFactors"`
	Status         string    `json:"status"`
	Time           time.Time `json:"time"`
	UnitsAvailable struct {
		Default struct {
			Long  string `json:"long"`
			Short string `json:"short"`
		} `json:"default"`
		OpenOnly struct {
			Long  string `json:"long"`
			Short string `json:"short"`
		} `json:"openOnly"`
		ReduceFirst struct {
			Long  string `json:"long"`
			Short string `json:"short"`
		} `json:"reduceFirst"`
		ReduceOnly struct {
			Long  string `json:"long"`
			Short string `json:"short"`
		} `json:"reduceOnly"`
	} `json:"unitsAvailable"`
}

ClientPrice https://developer.oanda.com/rest-live-v20/pricing-df/

type ClosePositionPayload

type ClosePositionPayload struct {
	LongUnits  string `json:"longUnits"`
	ShortUnits string `json:"shortUnits"`
}

ClosePositionPayload https://developer.oanda.com/rest-live-v20/order-ep/

type CloseTradePayload

type CloseTradePayload struct {
	Units string
}

CloseTradePayload http://developer.oanda.com/rest-live-v20/trade-ep/

type Connection

type Connection interface {
	Request(endpoint string) []byte
	Send(endpoint string, data []byte) []byte
	Update(endpoint string, data []byte) []byte
	GetOrderDetails(instrument string, units string) OrderDetails
	GetAccountSummary() AccountSummary
	CreateOrder(body OrderPayload) OrderResponse
}

Connection methods

type GetCandlesPayload

type GetCandlesPayload struct {
	Granularity       *string    `url:"granularity,omitempty"`
	Count             *int       `url:"count,omitempty"`
	From              *time.Time `url:"from,omitempty"`
	To                *time.Time `url:"to,omitempty"`
	Smooth            *bool      `url:"smooth,omitempty"`
	IncludeFirst      *bool      `url:"includeFirst,omitempty"`
	DailyAlignment    *int       `url:"dailyAlignment,omitempty"`
	AlignmentTimezone *string    `url:"alignmentTimezone,omitempty"`
	WeeklyAlignment   *string    `url:"weeklyAlignment,omitempty"`
}

GetCandlesPayload https://developer.oanda.com/rest-live-v20/instrument-ep/

type Headers

type Headers struct {
	DatetimeFormat string
	// contains filtered or unexported fields
}

Headers data

type InstrumentHistory

type InstrumentHistory struct {
	Instrument  string    `json:"instrument"`
	Granularity string    `json:"granularity"`
	Candles     []Candles `json:"candles"`
}

InstrumentHistory https://developer.oanda.com/rest-live-v20/instrument-df/

type InstrumentPricing

type InstrumentPricing struct {
	Time   time.Time `json:"time"`
	Prices []struct {
		Type string    `json:"type"`
		Time time.Time `json:"time"`
		Bids []struct {
			Price     string `json:"price"`
			Liquidity int    `json:"liquidity"`
		} `json:"bids"`
		Asks []struct {
			Price     string `json:"price"`
			Liquidity int    `json:"liquidity"`
		} `json:"asks"`
		CloseoutBid    string `json:"closeoutBid"`
		CloseoutAsk    string `json:"closeoutAsk"`
		Status         string `json:"status"`
		Tradeable      bool   `json:"tradeable"`
		UnitsAvailable struct {
			Default struct {
				Long  string `json:"long"`
				Short string `json:"short"`
			} `json:"default"`
			OpenOnly struct {
				Long  string `json:"long"`
				Short string `json:"short"`
			} `json:"openOnly"`
			ReduceFirst struct {
				Long  string `json:"long"`
				Short string `json:"short"`
			} `json:"reduceFirst"`
			ReduceOnly struct {
				Long  string `json:"long"`
				Short string `json:"short"`
			} `json:"reduceOnly"`
		} `json:"unitsAvailable"`
		QuoteHomeConversionFactors struct {
			PositiveUnits string `json:"positiveUnits"`
			NegativeUnits string `json:"negativeUnits"`
		} `json:"quoteHomeConversionFactors"`
		Instrument string `json:"instrument"`
	} `json:"prices"`
}

InstrumentPricing https://developer.oanda.com/rest-live-v20/instrument-df/

type ModifiedTrade

type ModifiedTrade struct {
	OrderCreateTransaction struct {
		Type         string `json:"type"`
		Instrument   string `json:"instrument"`
		Units        string `json:"units"`
		TimeInForce  string `json:"timeInForce"`
		PositionFill string `json:"positionFill"`
		Reason       string `json:"reason"`
		TradeClose   struct {
			Units   string `json:"units"`
			TradeID string `json:"tradeID"`
		} `json:"tradeClose"`
		ID        string    `json:"id"`
		UserID    int       `json:"userID"`
		AccountID string    `json:"accountID"`
		BatchID   string    `json:"batchID"`
		RequestID string    `json:"requestID"`
		Time      time.Time `json:"time"`
	} `json:"orderCreateTransaction"`
	OrderFillTransaction struct {
		Type           string `json:"type"`
		Instrument     string `json:"instrument"`
		Units          string `json:"units"`
		Price          string `json:"price"`
		FullPrice      string `json:"fullPrice"`
		PL             string `json:"pl"`
		Financing      string `json:"financing"`
		Commission     string `json:"commission"`
		AccountBalance string `json:"accountBalance"`
		TradeOpened    string `json:"tradeOpened"`
		TimeInForce    string `json:"timeInForce"`
		PositionFill   string `json:"positionFill"`
		Reason         string `json:"reason"`
		TradesClosed   []struct {
			TradeID    string `json:"tradeID"`
			Units      string `json:"units"`
			RealizedPL string `json:"realizedPL"`
			Financing  string `json:"financing"`
		} `json:"tradesClosed"`
		TradeReduced struct {
			TradeID    string `json:"tradeID"`
			Units      string `json:"units"`
			RealizedPL string `json:"realizedPL"`
			Financing  string `json:"financing"`
		} `json:"tradeReduced"`
		ID            string    `json:"id"`
		UserID        int       `json:"userID"`
		AccountID     string    `json:"accountID"`
		BatchID       string    `json:"batchID"`
		RequestID     string    `json:"requestID"`
		OrderID       string    `json:"orderId"`
		ClientOrderID string    `json:"clientOrderId"`
		Time          time.Time `json:"time"`
	} `json:"orderFillTransaction"`
	OrderCancelTransaction struct {
		Type      string    `json:"type"`
		OrderID   string    `json:"orderID"`
		Reason    string    `json:"reason"`
		ID        string    `json:"id"`
		UserID    int       `json:"userID"`
		AccountID string    `json:"accountID"`
		BatchID   string    `json:"batchID"`
		RequestID string    `json:"requestID"`
		Time      time.Time `json:"time"`
	} `json:"orderCancelTransaction"`
	RelatedTransactionIDs []string `json:"relatedTransactionIDs"`
	LastTransactionID     string   `json:"lastTransactionID"`
}

ModifiedTrade http://developer.oanda.com/rest-live-v20/trade-df/

type OandaConnection

type OandaConnection struct {
	// contains filtered or unexported fields
}

OandaConnection data

func NewConnection

func NewConnection(accountID string, token string, live bool) *OandaConnection

NewConnection makes a new API client

func (*OandaConnection) CancelOrder

func (c *OandaConnection) CancelOrder(orderSpecifier string) (CancelledOrder, error)

CancelOrder https://developer.oanda.com/rest-live-v20/order-ep/

func (*OandaConnection) ClosePosition

func (c *OandaConnection) ClosePosition(instrument string, body ClosePositionPayload) (ModifiedTrade, error)

ClosePosition https://developer.oanda.com/rest-live-v20/order-ep/

func (*OandaConnection) CreateOrder

func (c *OandaConnection) CreateOrder(body OrderPayload) (OrderResponse, error)

CreateOrder https://developer.oanda.com/rest-live-v20/order-ep/

func (*OandaConnection) GetAccount

func (c *OandaConnection) GetAccount(id string) (AccountInfo, error)

GetAccount https://developer.oanda.com/rest-live-v20/account-ep/

func (*OandaConnection) GetAccountChanges

func (c *OandaConnection) GetAccountChanges(id string, transactionID string) (AccountChanges, error)

GetAccountChanges https://developer.oanda.com/rest-live-v20/account-ep/

func (*OandaConnection) GetAccountInstruments

func (c *OandaConnection) GetAccountInstruments(id string) (AccountInstruments, error)

GetAccountInstruments https://developer.oanda.com/rest-live-v20/account-ep/

func (*OandaConnection) GetAccountSummary

func (c *OandaConnection) GetAccountSummary() (AccountSummary, error)

GetAccountSummary https://developer.oanda.com/rest-live-v20/account-ep/

func (*OandaConnection) GetAccounts

func (c *OandaConnection) GetAccounts() (AccountProperties, error)

GetAccounts https://developer.oanda.com/rest-live-v20/account-ep/

func (*OandaConnection) GetBidAskCandles

func (c *OandaConnection) GetBidAskCandles(instrument string, candleSpec GetCandlesPayload) (BidAskCandles, error)

GetBidAskCandles https://developer.oanda.com/rest-live-v20/instrument-ep/

func (*OandaConnection) GetCandles

func (c *OandaConnection) GetCandles(instrument string, candleSpec GetCandlesPayload) (InstrumentHistory, error)

GetCandles https://developer.oanda.com/rest-live-v20/instrument-ep/

func (*OandaConnection) GetInstrumentPrice

func (c *OandaConnection) GetInstrumentPrice(instruments string) (InstrumentPricing, error)

GetInstrumentPrice https://developer.oanda.com/rest-live-v20/pricing-ep/

func (*OandaConnection) GetOpenPositions

func (c *OandaConnection) GetOpenPositions() (OpenPositions, error)

GetOpenPositions https://developer.oanda.com/rest-live-v20/order-ep/

func (*OandaConnection) GetOpenTrades

func (c *OandaConnection) GetOpenTrades() (ReceivedTrades, error)

GetOpenTrades http://developer.oanda.com/rest-live-v20/trade-ep/

func (*OandaConnection) GetOrder

func (c *OandaConnection) GetOrder(orderSpecifier string) (RetrievedOrder, error)

GetOrder https://developer.oanda.com/rest-live-v20/order-ep/

func (*OandaConnection) GetOrderDetails

func (c *OandaConnection) GetOrderDetails(instrument string, units string) (OrderDetails, error)

GetOrderDetails https://developer.oanda.com/rest-live-v20/order-ep/

func (*OandaConnection) GetOrders

func (c *OandaConnection) GetOrders(instrument string) (RetrievedOrders, error)

GetOrders https://developer.oanda.com/rest-live-v20/order-ep/

func (*OandaConnection) GetPendingOrders

func (c *OandaConnection) GetPendingOrders() (RetrievedOrders, error)

GetPendingOrders https://developer.oanda.com/rest-live-v20/order-ep/

func (*OandaConnection) GetPricingForInstruments

func (c *OandaConnection) GetPricingForInstruments(instruments []string) (Pricings, error)

GetPricingForInstruments https://developer.oanda.com/rest-live-v20/pricing-ep/

func (*OandaConnection) GetTrade

func (c *OandaConnection) GetTrade(ticket string) (ReceivedTrade, error)

GetTrade http://developer.oanda.com/rest-live-v20/trade-ep/

func (*OandaConnection) GetTradesForInstrument

func (c *OandaConnection) GetTradesForInstrument(instrument string) (ReceivedTrades, error)

GetTradesForInstrument http://developer.oanda.com/rest-live-v20/trade-ep/

func (*OandaConnection) GetTransaction

func (c *OandaConnection) GetTransaction(ticket string) (Transaction, error)

GetTransaction http://developer.oanda.com/rest-live-v20/transaction-ep/

func (*OandaConnection) GetTransactions

func (c *OandaConnection) GetTransactions(from time.Time, to time.Time) (TransactionPages, error)

GetTransactions http://developer.oanda.com/rest-live-v20/transaction-ep/ https://golang.org/pkg/time/#Time.AddDate https://play.golang.org/p/Dw7D4JJ7EC

func (*OandaConnection) GetTransactionsSinceID

func (c *OandaConnection) GetTransactionsSinceID(id string) (Transactions, error)

GetTransactionsSinceID http://developer.oanda.com/rest-live-v20/transaction-ep/

func (*OandaConnection) OrderBook

func (c *OandaConnection) OrderBook(instrument string) (BrokerBook, error)

OrderBook https://developer.oanda.com/rest-live-v20/instrument-ep/

func (*OandaConnection) PositionBook

func (c *OandaConnection) PositionBook(instrument string) (BrokerBook, error)

PositionBook https://developer.oanda.com/rest-live-v20/instrument-ep/

func (*OandaConnection) ReduceTradeSize

func (c *OandaConnection) ReduceTradeSize(ticket string, body CloseTradePayload) (ModifiedTrade, error)

ReduceTradeSize http://developer.oanda.com/rest-live-v20/trade-ep/ Default is close the whole position using the string "ALL" in body.units

func (*OandaConnection) Request

func (c *OandaConnection) Request(endpoint string) ([]byte, error)

Request make a get request to the Oanda V20 API TODO: include params as a second option

func (*OandaConnection) Send

func (c *OandaConnection) Send(endpoint string, data []byte) ([]byte, error)

Send post data to the API

func (*OandaConnection) Stream

func (c *OandaConnection) Stream(endpoint string) (chan ByteStream, context.CancelFunc, error)

Stream consume a streamng API

func (*OandaConnection) StreamPricing

func (c *OandaConnection) StreamPricing(instruments []string) (chan PricingStream, context.CancelFunc, error)

StreamPricing https://developer.oanda.com/rest-live-v20/pricing-ep/

func (*OandaConnection) Update

func (c *OandaConnection) Update(endpoint string, data []byte) ([]byte, error)

Update put data to the API

func (*OandaConnection) UpdateOrder

func (c *OandaConnection) UpdateOrder(orderSpecifier string, body OrderPayload) (RetrievedOrder, error)

UpdateOrder https://developer.oanda.com/rest-live-v20/order-ep/

type OnFill

type OnFill struct {
	TimeInForce string `json:"timeInForce,omitempty"`
	Price       string `json:"price,omitempty"` // must be a string for float precision
}

OnFill https://developer.oanda.com/rest-live-v20/order-df/

type OpenPositions

type OpenPositions struct {
	LastTransactionID string `json:"lastTransactionID"`
	Positions         []struct {
		Instrument string `json:"instrument"`
		Long       struct {
			AveragePrice string   `json:"averagePrice"`
			Pl           string   `json:"pl"`
			ResettablePL string   `json:"resettablePL"`
			TradeIDs     []string `json:"tradeIDs"`
			Units        string   `json:"units"`
			UnrealizedPL string   `json:"unrealizedPL"`
		} `json:"long"`
		Pl           string `json:"pl"`
		ResettablePL string `json:"resettablePL"`
		Short        struct {
			AveragePrice string   `json:"averagePrice"`
			Pl           string   `json:"pl"`
			ResettablePL string   `json:"resettablePL"`
			TradeIDs     []string `json:"tradeIDs"`
			Units        string   `json:"units"`
			UnrealizedPL string   `json:"unrealizedPL"`
		} `json:"short"`
		UnrealizedPL string `json:"unrealizedPL"`
	} `json:"positions"`
}

OpenPositions https://developer.oanda.com/rest-live-v20/position-df/

type OrderBody

type OrderBody struct {
	Units            int              `json:"units"`
	Instrument       string           `json:"instrument"`
	TimeInForce      string           `json:"timeInForce"`
	Type             string           `json:"type"`
	PositionFill     string           `json:"positionFill,omitempty"`
	Price            string           `json:"price,omitempty"`
	TakeProfitOnFill *OnFill          `json:"takeProfitOnFill,omitempty"`
	StopLossOnFill   *OnFill          `json:"stopLossOnFill,omitempty"`
	ClientExtensions *OrderExtensions `json:"clientExtensions,omitempty"`
	TradeID          string           `json:"tradeId,omitempty"`
}

OrderBody https://developer.oanda.com/rest-live-v20/order-df/

type OrderDetails

type OrderDetails struct {
	GainPerPipPerMillionUnits string `json:"gainPerPipPerMillionUnits"`
	LossPerPipPerMillionUnits string `json:"lossPerPipPerMillionUnits"`
	UnitsAvailable            struct {
		Default struct {
			Long  string `json:"long"`
			Short string `json:"short"`
		} `json:"default"`
		OpenOnly struct {
			Long  string `json:"long"`
			Short string `json:"short"`
		} `json:"openOnly"`
		ReduceFirst struct {
			Long  string `json:"long"`
			Short string `json:"short"`
		} `json:"reduceFirst"`
		ReduceOnly struct {
			Long  string `json:"long"`
			Short string `json:"short"`
		} `json:"reduceOnly"`
	} `json:"unitsAvailable"`
	UnitValues struct {
		Isolation struct {
			Units               string `json:"units"`
			Commission          string `json:"commission"`
			PositionValueChange string `json:"positionValueChange"`
			PositionValue       string `json:"positionValue"`
			MarginRequired      string `json:"marginRequired"`
			MarginUsed          string `json:"marginUsed"`
		} `json:"isolation"`
		PositionDefault struct {
			Units               string `json:"units"`
			Commission          string `json:"commission"`
			PositionValueChange string `json:"positionValueChange"`
			PositionValue       string `json:"positionValue"`
			MarginRequired      string `json:"marginRequired"`
			MarginUsed          string `json:"marginUsed"`
		} `json:"positionDefault"`
		PositionOpenOnly struct {
			Units               string `json:"units"`
			Commission          string `json:"commission"`
			PositionValueChange string `json:"positionValueChange"`
			PositionValue       string `json:"positionValue"`
			MarginRequired      string `json:"marginRequired"`
			MarginUsed          string `json:"marginUsed"`
		} `json:"positionOpenOnly"`
		PositionReduceFirst struct {
			Units               string `json:"units"`
			Commission          string `json:"commission"`
			PositionValueChange string `json:"positionValueChange"`
			PositionValue       string `json:"positionValue"`
			MarginRequired      string `json:"marginRequired"`
			MarginUsed          string `json:"marginUsed"`
		} `json:"positionReduceFirst"`
		PositionReduceOnly struct {
			Units               string `json:"units"`
			Commission          string `json:"commission"`
			PositionValueChange string `json:"positionValueChange"`
			PositionValue       string `json:"positionValue"`
			MarginRequired      string `json:"marginRequired"`
			MarginUsed          string `json:"marginUsed"`
		} `json:"positionReduceOnly"`
	} `json:"unitValues"`
	ValueTables struct {
		CommissionTable []struct {
			Units string `json:"units"`
			Value string `json:"value"`
		} `json:"commissionTable"`
	} `json:"valueTables"`
	LastTransactionID string `json:"lastTransactionID"`
}

OrderDetails https://developer.oanda.com/rest-live-v20/order-df/

type OrderExtensions

type OrderExtensions struct {
	Comment string `json:"comment,omitempty"`
	ID      string `json:"id,omitempty"`
	Tag     string `json:"tag,omitempty"`
}

OrderExtensions https://developer.oanda.com/rest-live-v20/order-df/

type OrderInfo

type OrderInfo struct {
	ClientExtensions struct {
		Comment string `json:"comment,omitempty"`
		ID      string `json:"id,omitempty"`
		Tag     string `json:"tag,omitempty"`
	} `json:"clientExtensions,omitempty"`
	CreateTime       time.Time `json:"createTime"`
	ID               string    `json:"id"`
	Instrument       string    `json:"instrument,omitempty"`
	PartialFill      string    `json:"partialFill"`
	PositionFill     string    `json:"positionFill"`
	Price            string    `json:"price"`
	ReplacesOrderID  string    `json:"replacesOrderID,omitempty"`
	State            string    `json:"state"`
	TimeInForce      string    `json:"timeInForce"`
	TriggerCondition string    `json:"triggerCondition"`
	Type             string    `json:"type"`
	Units            string    `json:"units,omitempty"`
}

OrderInfo https://developer.oanda.com/rest-live-v20/order-df/

type OrderPayload

type OrderPayload struct {
	Order OrderBody `json:"order"`
}

OrderPayload https://developer.oanda.com/rest-live-v20/order-df/

type OrderResponse

type OrderResponse struct {
	LastTransactionID      string `json:"lastTransactionID"`
	OrderCreateTransaction struct {
		AccountID    string    `json:"accountID"`
		BatchID      string    `json:"batchID"`
		ID           string    `json:"id"`
		Instrument   string    `json:"instrument"`
		PositionFill string    `json:"positionFill"`
		Reason       string    `json:"reason"`
		Time         time.Time `json:"time"`
		TimeInForce  string    `json:"timeInForce"`
		Type         string    `json:"type"`
		Units        string    `json:"units"`
		UserID       int       `json:"userID"`
	} `json:"orderCreateTransaction"`
	OrderFillTransaction struct {
		AccountBalance string    `json:"accountBalance"`
		AccountID      string    `json:"accountID"`
		BatchID        string    `json:"batchID"`
		Financing      string    `json:"financing"`
		ID             string    `json:"id"`
		Instrument     string    `json:"instrument"`
		OrderID        string    `json:"orderID"`
		Pl             string    `json:"pl"`
		Price          string    `json:"price"`
		Reason         string    `json:"reason"`
		Time           time.Time `json:"time"`
		TradeOpened    struct {
			TradeID string `json:"tradeID"`
			Units   string `json:"units"`
		} `json:"tradeOpened"`
		Type   string `json:"type"`
		Units  string `json:"units"`
		UserID int    `json:"userID"`
	} `json:"orderFillTransaction"`
	RelatedTransactionIDs []string `json:"relatedTransactionIDs"`
}

OrderResponse https://developer.oanda.com/rest-live-v20/order-df/

type PricingStream

type PricingStream struct {
	ClientPrice *ClientPrice
	Error       error
}

PricingStream used to stream prices over a go channel

type Pricings

type Pricings struct {
	Prices []ClientPrice `json:"prices"`
}

Pricings https://developer.oanda.com/rest-live-v20/pricing-df/

type ReceivedTrade

type ReceivedTrade struct {
	LastTransactionID string `json:"lastTransactionID"`
	Trades            struct {
		CurrentUnits string    `json:"currentUnits"`
		Financing    string    `json:"financing"`
		ID           string    `json:"id"`
		InitialUnits string    `json:"initialUnits"`
		Instrument   string    `json:"instrument"`
		OpenTime     time.Time `json:"openTime"`
		Price        string    `json:"price"`
		RealizedPL   string    `json:"realizedPL"`
		State        string    `json:"state"`
		UnrealizedPL string    `json:"unrealizedPL"`
	} `json:"trade"`
}

ReceivedTrade http://developer.oanda.com/rest-live-v20/trade-ep/

type ReceivedTrades

type ReceivedTrades struct {
	LastTransactionID string `json:"lastTransactionID"`
	Trades            []struct {
		CurrentUnits string    `json:"currentUnits"`
		Financing    string    `json:"financing"`
		ID           string    `json:"id"`
		InitialUnits string    `json:"initialUnits"`
		Instrument   string    `json:"instrument"`
		OpenTime     time.Time `json:"openTime"`
		Price        string    `json:"price"`
		RealizedPL   string    `json:"realizedPL"`
		State        string    `json:"state"`
		UnrealizedPL string    `json:"unrealizedPL"`
	} `json:"trades"`
}

ReceivedTrades http://developer.oanda.com/rest-live-v20/trade-ep/

type RetrievedOrder

type RetrievedOrder struct {
	Order OrderInfo `json:"order"`
}

RetrievedOrder https://developer.oanda.com/rest-live-v20/order-ep/

type RetrievedOrders

type RetrievedOrders struct {
	LastTransactionID string      `json:"lastTransactionID"`
	Orders            []OrderInfo `json:"orders,omitempty"`
}

RetrievedOrders https://developer.oanda.com/rest-live-v20/order-ep/

type Transaction

type Transaction struct {
	LastTransactionID string `json:"lastTransactionID"`
	Transaction       struct {
		AccountBalance string    `json:"accountBalance"`
		AccountID      string    `json:"accountID"`
		BatchID        string    `json:"batchID"`
		Financing      string    `json:"financing"`
		ID             string    `json:"id"`
		Instrument     string    `json:"instrument"`
		OrderID        string    `json:"orderID"`
		Pl             string    `json:"pl"`
		Price          string    `json:"price"`
		Reason         string    `json:"reason"`
		Time           time.Time `json:"time"`
		TradeOpened    struct {
			TradeID string `json:"tradeID"`
			Units   string `json:"units"`
		} `json:"tradeOpened"`
		Type   string `json:"type"`
		Units  string `json:"units"`
		UserID int    `json:"userID"`
	} `json:"transaction"`
}

Transaction http://developer.oanda.com/rest-live-v20/transaction-df/

type TransactionPages

type TransactionPages struct {
	Count             int       `json:"count"`
	From              time.Time `json:"from"`
	LastTransactionID string    `json:"lastTransactionID"`
	PageSize          int       `json:"pageSize"`
	Pages             []string  `json:"pages"`
	To                time.Time `json:"to"`
}

TransactionPages http://developer.oanda.com/rest-live-v20/transaction-df/

type Transactions

type Transactions struct {
	LastTransactionID string `json:"lastTransactionID"`
	Transactions      []struct {
		AccountBalance string    `json:"accountBalance"`
		AccountID      string    `json:"accountID"`
		BatchID        string    `json:"batchID"`
		Financing      string    `json:"financing"`
		ID             string    `json:"id"`
		Instrument     string    `json:"instrument"`
		OrderID        string    `json:"orderID"`
		Pl             string    `json:"pl"`
		Price          string    `json:"price"`
		Reason         string    `json:"reason"`
		Time           time.Time `json:"time"`
		TradeOpened    struct {
			TradeID string `json:"tradeID"`
			Units   string `json:"units"`
		} `json:"tradeOpened"`
		Type   string `json:"type"`
		Units  string `json:"units"`
		UserID int    `json:"userID"`
	} `json:"transactions"`
}

Transactions http://developer.oanda.com/rest-live-v20/transaction-df/