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 and for a side prject I'm working on.

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 v1.9+

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/awoldes/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/awoldes/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 := oanda.GetCandles("EUR_USD", "10", "S5")
	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)
• 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
• type AccountChanges
• type AccountInfo
• type AccountInstruments
• type AccountProperties
• type AccountSummary
• type BidAskCandles
• type BrokerBook
• type Bucket
• type CancelledOrder
• type Candle
• type Candles
• type ClosePositionPayload
• type CloseTradePayload
• type Connection
• 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
  • func (c *OandaConnection) ClosePosition(instrument string, body ClosePositionPayload) ModifiedTrade
  • func (c *OandaConnection) CreateOrder(body OrderPayload) OrderResponse
  • func (c *OandaConnection) GetAccount(id string) AccountInfo
  • func (c *OandaConnection) GetAccountChanges(id string, transactionId string) AccountChanges
  • func (c *OandaConnection) GetAccountInstruments(id string) AccountInstruments
  • func (c *OandaConnection) GetAccountSummary() AccountSummary
  • func (c *OandaConnection) GetAccounts() AccountProperties
  • func (c *OandaConnection) GetBidAskCandles(instrument string, count string, granularity string) BidAskCandles
  • func (c *OandaConnection) GetCandles(instrument string, count string, granularity string) InstrumentHistory
  • func (c *OandaConnection) GetInstrumentPrice(instrument string) InstrumentPricing
  • func (c *OandaConnection) GetOpenPositions() OpenPositions
  • func (c *OandaConnection) GetOpenTrades() ReceivedTrades
  • func (c *OandaConnection) GetOrder(orderSpecifier string) RetrievedOrder
  • func (c *OandaConnection) GetOrderDetails(instrument string, units string) OrderDetails
  • func (c *OandaConnection) GetOrders(instrument string) RetrievedOrders
  • func (c *OandaConnection) GetPendingOrders() RetrievedOrders
  • func (c *OandaConnection) GetPricingForInstruments(instruments []string) Pricings
  • func (c *OandaConnection) GetTrade(ticket string) ReceivedTrade
  • func (c *OandaConnection) GetTradesForInstrument(instrument string) ReceivedTrades
  • func (c *OandaConnection) GetTransaction(ticket string) Transaction
  • func (c *OandaConnection) GetTransactions(from time.Time, to time.Time) TransactionPages
  • func (c *OandaConnection) GetTransactionsSinceId(id string) Transactions
  • func (c *OandaConnection) OrderBook(instrument string) BrokerBook
  • func (c *OandaConnection) PositionBook(instrument string) BrokerBook
  • func (c *OandaConnection) ReduceTradeSize(ticket string, body CloseTradePayload) ModifiedTrade
  • func (c *OandaConnection) Request(endpoint string) []byte
  • func (c *OandaConnection) Send(endpoint string, data []byte) []byte
  • func (c *OandaConnection) Update(endpoint string, data []byte) []byte
  • func (c *OandaConnection) UpdateOrder(orderSpecifier string, body OrderPayload) RetrievedOrder
• type OnFill
• type OpenPositions
• type OrderBody
• type OrderDetails
• type OrderExtensions
• type OrderInfo
• type OrderPayload
• type OrderResponse
• type Position
• type PositionSide
• type Pricings
• type ReceivedTrade
• type ReceivedTrades
• type RetrievedOrder
• type RetrievedOrders
• type TrailingStopLossDetails
• type Transaction
• type TransactionPages
• type Transactions

Constants

const OANDA_AGENT string = "v20-golang/0.0.1"

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       []Position    `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"`
}

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                   []Position    `json:"positions"`
		ResettablePL                string        `json:"resettablePL"`
		Trades                      []interface{} `json:"trades"`
		UnrealizedPL                string        `json:"unrealizedPL"`
		WithdrawalLimit             string        `json:"withdrawalLimit"`
	} `json:"account"`
	LastTransactionID string `json:"lastTransactionID"`
}

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"`
}

type AccountProperties

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

type AccountSummary

type AccountSummary struct {
	Account struct {
		NAV                         string    `json:"NAV"`
		Alias                       string    `json:"alias"`
		Balance                     float64   `json:"balance,string"`
		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             float64   `json:"marginAvailable,string"`
		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"`
}

type BidAskCandles

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

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"`
}

type Bucket

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

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"`
}

type Candle

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

type Candles

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

type ClosePositionPayload

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

type CloseTradePayload

type CloseTradePayload struct {
	Units string
}

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
}

type Headers

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

type InstrumentHistory

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

type InstrumentPricing

type InstrumentPricing struct {
	Time   time.Time `json:"time"`
	Prices []struct {
		Type string    `json:"type"`
		Time time.Time `json:"time"`
		Bids []struct {
			Price     decimal.Decimal `json:"price,string"`
			Liquidity int             `json:"liquidity"`
		} `json:"bids"`
		Asks []struct {
			Price     decimal.Decimal `json:"price,string"`
			Liquidity int             `json:"liquidity"`
		} `json:"asks"`
		CloseoutBid    decimal.Decimal `json:"closeoutBid,string"`
		CloseoutAsk    decimal.Decimal `json:"closeoutAsk,string"`
		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"`
}

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"`
}

type OandaConnection

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

func NewConnection

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

func (*OandaConnection) CancelOrder

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

func (*OandaConnection) ClosePosition

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

func (*OandaConnection) CreateOrder

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

func (*OandaConnection) GetAccount

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

func (*OandaConnection) GetAccountChanges

func (c *OandaConnection) GetAccountChanges(id string, transactionId string) AccountChanges

func (*OandaConnection) GetAccountInstruments

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

func (*OandaConnection) GetAccountSummary

func (c *OandaConnection) GetAccountSummary() AccountSummary

func (*OandaConnection) GetAccounts

func (c *OandaConnection) GetAccounts() AccountProperties

func (*OandaConnection) GetBidAskCandles

func (c *OandaConnection) GetBidAskCandles(instrument string, count string, granularity string) BidAskCandles

func (*OandaConnection) GetCandles

func (c *OandaConnection) GetCandles(instrument string, count string, granularity string) InstrumentHistory

func (*OandaConnection) GetInstrumentPrice

func (c *OandaConnection) GetInstrumentPrice(instrument string) InstrumentPricing

func (*OandaConnection) GetOpenPositions

func (c *OandaConnection) GetOpenPositions() OpenPositions

func (*OandaConnection) GetOpenTrades

func (c *OandaConnection) GetOpenTrades() ReceivedTrades

func (*OandaConnection) GetOrder

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

func (*OandaConnection) GetOrderDetails

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

func (*OandaConnection) GetOrders

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

func (*OandaConnection) GetPendingOrders

func (c *OandaConnection) GetPendingOrders() RetrievedOrders

func (*OandaConnection) GetPricingForInstruments

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

func (*OandaConnection) GetTrade

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

func (*OandaConnection) GetTradesForInstrument

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

func (*OandaConnection) GetTransaction

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

func (*OandaConnection) GetTransactions

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

https://golang.org/pkg/time/#Time.AddDate https://play.golang.org/p/Dw7D4JJ7EC

func (*OandaConnection) GetTransactionsSinceId

func (c *OandaConnection) GetTransactionsSinceId(id string) Transactions

func (*OandaConnection) OrderBook

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

func (*OandaConnection) PositionBook

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

func (*OandaConnection) ReduceTradeSize

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

Default is close the whole position using the string "ALL" in body.units

func (*OandaConnection) Request

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

TODO: include params as a second option

func (*OandaConnection) Send

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

func (*OandaConnection) Update

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

func (*OandaConnection) UpdateOrder

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

type OnFill

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

type OpenPositions

type OpenPositions struct {
	LastTransactionID string     `json:"lastTransactionID"`
	Positions         []Position `json:"positions"`
}

type OrderBody

type OrderBody struct {
	Units                  decimal.Decimal          `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"`
	TrailingStopLossOnFill *TrailingStopLossDetails `json:"trailingStopLossOnFill,omitempty"`
	ClientExtensions       *OrderExtensions         `json:"clientExtensions,omitempty"`
	TradeID                string                   `json:"tradeId,omitempty"`
}

type OrderDetails

type OrderDetails struct {
	GainPerPipPerMillionUnits float64 `json:"gainPerPipPerMillionUnits,string"`
	LossPerPipPerMillionUnits float64 `json:"lossPerPipPerMillionUnits,string"`
	UnitsAvailable            struct {
		Default struct {
			Long  float64 `json:"long,string"`
			Short float64 `json:"short,string"`
		} `json:"default"`
		OpenOnly struct {
			Long  float64 `json:"long,string"`
			Short float64 `json:"short,string"`
		} `json:"openOnly"`
		ReduceFirst struct {
			Long  float64 `json:"long,string"`
			Short float64 `json:"short,string"`
		} `json:"reduceFirst"`
		ReduceOnly struct {
			Long  float64 `json:"long,string"`
			Short float64 `json:"short,string"`
		} `json:"reduceOnly"`
	} `json:"unitsAvailable"`
	UnitValues struct {
		Isolation struct {
			Units               float64 `json:"units,string"`
			Commission          float64 `json:"commission,string"`
			PositionValueChange float64 `json:"positionValueChange,string"`
			PositionValue       float64 `json:"positionValue,string"`
			MarginRequired      float64 `json:"marginRequired,string"`
			MarginUsed          float64 `json:"marginUsed,string"`
		} `json:"isolation"`
		PositionDefault struct {
			Units               float64 `json:"units,string"`
			Commission          float64 `json:"commission,string"`
			PositionValueChange float64 `json:"positionValueChange,string"`
			PositionValue       float64 `json:"positionValue,string"`
			MarginRequired      float64 `json:"marginRequired,string"`
			MarginUsed          float64 `json:"marginUsed,string"`
		} `json:"positionDefault"`
		PositionOpenOnly struct {
			Units               float64 `json:"units,string"`
			Commission          float64 `json:"commission,string"`
			PositionValueChange float64 `json:"positionValueChange,string"`
			PositionValue       float64 `json:"positionValue,string"`
			MarginRequired      float64 `json:"marginRequired,string"`
			MarginUsed          float64 `json:"marginUsed,string"`
		} `json:"positionOpenOnly"`
		PositionReduceFirst struct {
			Units               float64 `json:"units,string"`
			Commission          float64 `json:"commission,string"`
			PositionValueChange float64 `json:"positionValueChange,string"`
			PositionValue       float64 `json:"positionValue,string"`
			MarginRequired      float64 `json:"marginRequired,string"`
			MarginUsed          float64 `json:"marginUsed,string"`
		} `json:"positionReduceFirst"`
		PositionReduceOnly struct {
			Units               float64 `json:"units,string"`
			Commission          float64 `json:"commission,string"`
			PositionValueChange float64 `json:"positionValueChange,string"`
			PositionValue       float64 `json:"positionValue,string"`
			MarginRequired      float64 `json:"marginRequired,string"`
			MarginUsed          float64 `json:"marginUsed,string"`
		} `json:"positionReduceOnly"`
	} `json:"unitValues"`
	ValueTables struct {
		CommissionTable []struct {
			Units string `json:"units"`
			Value string `json:"value"`
		} `json:"commissionTable"`
	} `json:"valueTables"`
	LastTransactionID string `json:"lastTransactionID"`
}

type OrderExtensions

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

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"`
}

type OrderPayload

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

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"`
}

type Position

type Position struct {
	Instrument   string       `json:"instrument"`
	Long         PositionSide `json:"long"`
	Pl           string       `json:"pl"`
	ResettablePL string       `json:"resettablePL"`
	Short        PositionSide `json:"short"`
	UnrealizedPL string       `json:"unrealizedPL"`
}

type PositionSide

type PositionSide 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"`
}

type Pricings

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

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"`
}

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"`
}

type RetrievedOrder

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

type RetrievedOrders

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

type TrailingStopLossDetails

type TrailingStopLossDetails struct {
	Distance    decimal.Decimal `json:"distance"`
	TimeInForce string          `json:"timeInForce,omitempty"`
}

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"`
}

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"`
}

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"`
}