Go Oanda Streaming API

This is a Go client library for Oanda's v20 streaming API. Give it your account number, authorization token, some currencies you want live updates for, and a function to run when each tick comes in.

Usage

c := client.New(accountID, authToken, currenciesToTrack)
c.Run(func(t *client.Tick) {
	// this function fires every time a tick is received
})

For actual uses, see the examples directory.

Examples

printer/main.go just prints the client.Tick object generated when each tick is received.

json_to_csv/main.go converts the JSON tick format into a CSV of unix_timestamp,nanoseconds,symbol,best_bid,best_ask so you can import it into other programs/languages (R, Excel, etc.). Example invocation:

go get github.com/dseevr/go-oanda-streaming-api/examples/json_to_csv
json_to_csv <tick_data.txt >output.csv

stats/main.go reads a JSON dump from the streaming API and outputs some stats about the pairs you were tracking (currently just displays them by tick count).

Setup

You will need to follow the instructions here to get an authorization token: http://developer.oanda.com/rest-live-v20/introduction/

Your account ID looks like xxx-xxx-xxxxxx-xxx.

The currency pairs you are interested in should be separated by underscores like EUR_USD. If you want more than one, you'll have to separate them with a URL-encoded comma like EUR_USD%2CEUR_JPY.

The API being used is the pricing stream endpoint documented here: http://developer.oanda.com/rest-live-v20/pricing-ep/

Oanda will throttle or ban your IP if you connect to their servers too frequently. Please read their documentation to see their limits and recommendations.

Tick formats

Oanda's streaming API sends newline-separated JSON records for each tick. There are two types of ticks.

Heartbeats

These arrive about every 5 seconds:

{
	"time": "2016-12-20T05:55:46.064294036Z",
	"type": "HEARTBEAT"
}

Price Updates

{
	"asks": [
		{
			"liquidity": 10000000,
			"price": "117.680"
		},
		{
			"liquidity": 10000000,
			"price": "117.682"
		}
	],
	"bids": [
		{
			"liquidity": 10000000,
			"price": "117.665"
		},
		{
			"liquidity": 10000000,
			"price": "117.663"
		}
	],
	"closeoutAsk": "117.684",
	"closeoutBid": "117.661",
	"instrument": "USD_JPY",
	"status": "tradeable",
	"time": "2016-12-20T05:55:35.676011610Z",
	"type": "PRICE"
}

License

BSD

Disclaimer

No guarantees are provided or implied here. This code is not guaranteed to even work properly. Trusting it with something as serious as trading forex without subjecting it to a thorough review would be extremely foolish. You will probably lose all of your money anyways, but that is not even remotely my fault whether you use my code or not.