Added Oanda module

oanda/oanda.go

@@ -0,0 +1,117 @@
+package oanda
+
+import (
+	"encoding/json"
+	"fmt"
+	"net/http"
+	"strconv"
+	"time"
+
+	auto "github.com/fivemoreminix/autotrader"
+)
+
+const (
+	oandaLiveURL     = "https://api-fxtrade.oanda.com"
+	oandaPracticeURL = "https://api-fxpractice.oanda.com"
+	TimeLayout       = time.RFC3339
+)
+
+var _ auto.Broker = (*OandaBroker)(nil) // Compile-time interface check.
+
+type OandaBroker struct {
+	*auto.SignalManager
+	client    *http.Client
+	token     string
+	accountID string
+	baseUrl   string // Either oandaLiveURL or oandaPracticeURL.
+}
+
+func NewOandaBroker(token, accountID string, practice bool) *OandaBroker {
+	var baseUrl string
+	if practice {
+		baseUrl = oandaPracticeURL
+	} else {
+		baseUrl = oandaLiveURL
+	}
+	return &OandaBroker{
+		SignalManager: &auto.SignalManager{},
+		client:        &http.Client{},
+		token:         token,
+		accountID:     accountID,
+		baseUrl:       baseUrl,
+	}
+}
+
+func (b *OandaBroker) Candles(symbol, frequency string, count int) (*auto.DataFrame, error) {
+	req, err := http.NewRequest("GET", b.baseUrl+"/v3/accounts/"+b.accountID+"/instruments/"+symbol+"/candles", nil)
+	if err != nil {
+		return nil, err
+	}
+	req.Header.Set("Authorization", "Bearer "+b.token)
+	q := req.URL.Query()
+	q.Add("granularity", frequency)
+	q.Add("count", strconv.Itoa(auto.Min(count, 5000))) // API says max is 5000.
+	req.URL.RawQuery = q.Encode()
+	resp, err := b.client.Do(req)
+	if err != nil {
+		return nil, err
+	}
+	defer resp.Body.Close()
+
+	var candlestickResponse *CandlestickResponse
+	if err := json.NewDecoder(resp.Body).Decode(&candlestickResponse); err != nil {
+		return nil, err
+	}
+
+	return newDataframe(candlestickResponse)
+}
+
+func (b *OandaBroker) MarketOrder(symbol string, units, stopLoss, takeProfit float64) (auto.Order, error) {
+	return nil, nil
+}
+
+func (b *OandaBroker) NAV() float64 {
+	return 0
+}
+
+func (b *OandaBroker) PL() float64 {
+	return 0
+}
+
+func (b *OandaBroker) OpenOrders() []auto.Order {
+	return nil
+}
+
+func (b *OandaBroker) OpenPositions() []auto.Position {
+	return nil
+}
+
+func (b *OandaBroker) Orders() []auto.Order {
+	return nil
+}
+
+func (b *OandaBroker) Positions() []auto.Position {
+	return nil
+}
+
+func (b *OandaBroker) fetchAccountUpdates() {
+}
+
+func newDataframe(candles *CandlestickResponse) (*auto.DataFrame, error) {
+	if candles == nil {
+		return nil, fmt.Errorf("candles is nil or empty")
+	}
+	data := auto.NewDOHLCVDataFrame()
+	for _, candle := range candles.Candles {
+		if candle.Mid == nil {
+			return nil, fmt.Errorf("mid is nil or empty")
+		}
+		var o, h, l, c float64
+		err := candle.Mid.Parse(&o, &h, &l, &c)
+		if err != nil {
+			return nil, fmt.Errorf("error parsing mid field of a candlestick: %w", err)
+		}
+		data.PushCandle(candle.Time, o, h, l, c, int64(candle.Volume))
+	}
+	return data, nil
+}