oanda-adapter

Node.js adapter for OANDA's REST and streaming API, from Cloud9Trader.

• Provides a single interface for requesting data and streaming prices and events.

• Manages pub/sub subscriptions to live prices and events.

• Attempts reconnect if keep-alive connection is lost.

• Rate limits REST requests according to OANDA limit (queued for delayed execution with warning logged where threshold exceeded).

See also OANDA Developer's API.

Installation

npm install oanda-adapter-v20

API Overview

var OANDAAdapter = require('oanda-adapter');

var client = new OANDAAdapter({
    // 'live', 'practice' or 'sandbox'
    environment: 'practice',
    // Generate your API access in the 'Manage API Access' section of 'My Account' on OANDA's website
    accessToken: 'a837f0927f0b0cd630a0934059c87003-7eb890aff42eb9c985305b309a94e421',
    // Optional. Required only if evironment is 'sandbox'
    username: 'a837f0927f0b0cd630a0934059c87003-7eb890aff42eb9c985305b309a94e421'
});

subscribeEvents(listener[, context]);

Subscribes to events stream.

client.subscribeEvents(function (event) {
    // ...
}, this);

Optionally pass a context for listener to be bound to. listener is called with event, an object that will have a type property containing one of the following values:

MARKET_ORDER_CREATE, STOP_ORDER_CREATE, LIMIT_ORDER_CREATE, MARKET_IF_TOUCHED_ORDER_CREATE,
ORDER_UPDATE, ORDER_CANCEL, ORDER_FILLED, TRADE_UPDATE, TRADE_CLOSE, MIGRATE_TRADE_OPEN,
MIGRATE_TRADE_CLOSE, STOP_LOSS_FILLED, TAKE_PROFIT_FILLED, TRAILING_STOP_FILLED, MARGIN_CALL_ENTER,
MARGIN_CALL_EXIT, MARGIN_CLOSEOUT, TRANSFER_FUNDS, DAILY_INTEREST, FEE

See OANDA Docs - Events Streaming for more info on the various types.

unsubscribeEvents([listener][, context]);

Unsubscribes from events stream. Omitting arguments will unsubscribe all listeners.

subscribePrice(accountId, instrument, listener[, context]);

Subscribes to rates stream for a single instrument. Use getInstruments() to retrieve list of available instruments. Note that a single keep alive request will be managed as you subscribe to various instruments. Optionally pass a context for listener to be bound to.

client.subscribePrice("1234567", "EUR_USD", function (tick) {
    // ...
}, this);

unsubscribePrice(instrument, listener[, context]);

Unsubscribes from rates stream. Omitting arguments will unsubscribe all listeners.

getAccounts(callback)

List accounts for a user. callback is called with the following arguments:

• error
• accounts Array of accounts available under current access token (or for username if sandbox)

getAccount(accountId, callback)

Get account information. callback is called with the following arguments:

• error
• account Object representing account information

getInstruments(accountId, callback)

List instruments available to an account. callback is called with the following arguments:

• error
• instruments Array of available instruments

getPrice(instrument, callback)

Gets the current price of an instrument. instrument can be an array to retrive multiple prices. callback is called with the following arguments:

• error
• price Object representing current price

getCandles(symbol, start, end, granularity, callback)

Gets the historical price candles for an instrument. See OANDA Docs - Retrieve Instrument History for argument format and available values.callback is called with the following arguments:

• error
• candles Array of historical price bars

getOpenPositions(accountId, callback)

Lists the open positions for an account. callback is called with the following arguments:

• error
• positions Array of open positions

getOpenTrades(accountId, callback)

Lists the open trades for an account. callback is called with the following arguments:

• error
• trades Array of open trades

createOrder(accountId, order, callback)

Creates an order for trade execution.

The second argument, order is an object with the following properties:

• {String} instrument Required. Instrument to open the order on.
• {Number} units Required. The number of units to open order for.
• {String} side Required. Direction of the order, either buy or sell.
• {String} type Required. The type of the order limit, stop, marketIfTouched or market.
• {String} expiry Required. If order type is limit, stop, or marketIfTouched. The value specified must be in a valid datetime format.
• {String} price Required. If order type is limit, stop, or marketIfTouched. The price where the order is set to trigger at.
• {Number} lowerBound Optional. The minimum execution price.
• {Number} upperBound Optional. The maximum execution price.
• {Number} stopLoss Optional. The stop loss price.
• {Number} takeProfit Optional. The take profit price.
• {Number} trailingStop Optional The trailing stop distance in pips, up to one decimal place.

callback is called with the following arguments:

• error
• confirmation Object representing trade confirmation

closeTrade(tradeId, callback)

Closes a trade by its tradeId. callback is called with the following arguments:

• error
• confirmation Object representing trade close confirmation

kill()

Aborts any open events or rates streaming connections and removes all event listeners

client.kill();

Author

By Cloud9Trader. Simple, powerful platform for algorithmic trading.