# easyoanda
An easy way to trade your [©OANDA](https://www.oanda.com/) account.
<p> </p>
# Legal Disclaimer
#### Disclaimer:
> This Python module, `easyoanda`, utilizes a RESTful API provided by ©OANDA for accessing financial data, managing accounts, and trading financial instruments. While the ©OANDA API is publicly available [here](https://developer.oanda.com/rest-live-v20/introduction/), and clearly lays out best practices [here](https://developer.oanda.com/rest-live-v20/best-practices/) and [here](https://developer.oanda.com/rest-live-v20/development-guide/), it's important to note that using this module without explicit permission from ©OANDA may potentially infringe upon their terms of service or acceptable use policies as provided for United States account holders [here](https://www.oanda.com/us-en/legal/) (non-US account holders, please see IMPORTANT DISCLAIMER DETAILS, item #2).
<details>
<summary><b>IMPORTANT DISCLAIMER DETAILS (click me)</b></summary>
1) ###### Unauthorized Usage: <i>The use of the `easyoanda` module with ©OANDA's API without explicit permission may be in violation of ©OANDA's terms of service or acceptable use policies. Users are solely responsible for ensuring compliance with all legal and contractual obligations related to the use of the API.</i>
2) ###### Non-US Account Holders: <i>Non-US account holders are advised to refer to their own terms of service or acceptable use policies provided by ©OANDA or their respective financial institutions. Different regions may have different terms and conditions governing the use of ©OANDA's API and, by proxy, the `easyoanda` module. It is the responsibility of users outside the US to ensure compliance with applicable regulations.</i>
3) ###### Risk Disclosure: <i>Unauthorized use of ©OANDA's API may result in legal consequences, including but not limited to termination of access to the API, legal action, or financial penalties. Users should carefully consider the potential risks and consequences before using the `easyoanda` module with the API.</i>
4) ###### No Endorsement: <i>The creator of the `easyoanda` module does not endorse or condone unauthorized access to APIs or any other form of infringement of ©OANDA's rights. This module is provided for educational and informational purposes only, and users are encouraged to obtain proper authorization before using it in conjunction with ©OANDA's API.</i>
5) ###### Liability Limitation: <i>The creator of the `easyoanda` module shall not be held liable for any losses, damages, legal consequences, or other liabilities arising from the unauthorized use of ©OANDA's API or any other actions taken by users in connection with this module.</i>
6) ###### Software Functionality: <i>The `easyoanda` module may or may not work as intended due to factors including, but not limited to, changes in the ©OANDA API, errors in implementation, or system compatibility issues. The creator of the `easyoanda` module bears no responsibility for any malfunction or failure of the software.</i>
7) ###### Financial Responsibility: <i>The creator of the `easyoanda` module bears no responsibility for how users choose to trade their accounts or manage their financial instruments using this module. Users are solely responsible for their trading decisions, and any gains or losses incurred as a result of using the `easyoanda` module are the responsibility of the user.</i>
8) ###### No Association with ©OANDA: <i>The creator of the `easyoanda` module has no association with ©OANDA. This module is an independent creation and is not officially supported or endorsed by ©OANDA. Any reference to ©OANDA is for informational purposes only.</i>
8) ###### Legal Advice: <i>This disclaimer does not constitute legal advice. Users of the `easyoanda` module are strongly advised to seek legal counsel to determine their rights and obligations regarding the use of ©OANDA's API or any other third-party APIs.</i>
</details>
#### User Agreement:
> By using the `easyoanda` Python module, you acknowledge that you have read, understood, and agreed to the terms and conditions outlined in this disclaimer, to include those listed under "IMPORTANT DISCLAIMER DETAILS". If you do not agree with these terms, you should refrain from using the `easyoanda` module.
<p> </p>
<!--- ===================================================================== --->
# Installation
#### <i>Windows:</i>
```cmd
> pip install easyoanda
```
#### <i>MacOS / Unix / Linux:</i>
```bash
$ pip3 install easyoanda
```
| Requirements | Versions |
| ------------ | ---------- |
| Python | >= 3.11 |
| requests | >= 2.28.1 |
| pandas | >= 1.5.3 |
<details>
<summary><b><i>Meeting Requirements (click me)</i></b></summary>
1) ## <b>Updating Versions</b>
- ### Download Python 3.11+ [here](https://www.python.org/downloads/)
- ***Note:*** Ensure download is a stable release
- ### Upgrade `requests` and `pandas` packages (will be installed if not present):
#### <i>Windows:</i>
```cmd
> pip install --upgrade requests pandas
```
#### <i>MacOS / Unix / Linux:</i>
```bash
$ pip3 install --upgrade requests pandas
```
2) ## <b>Reinstalling</b> `easyoanda`
#### <i>Windows:</i>
```cmd
> pip install easyoanda --ignore-installed --no-cache-dir
```
#### <i>MacOS / Unix / Linux:</i>
```bash
$ pip3 install easyoanda --ignore-installed --no-cache-dir
```
</details>
<p> </p>
<!--- ===================================================================== --->
# Basic Usage
> This section covers basic `easyoanda` use cases - for more advanced functionality,
please see the <b>Full Capabilities</b> section at the bottom of this page.
- ***Note:*** The `pretty()` function will be used to print `dictionary`
data structures within <b><i>"example (click me)"</i></b> portions of this guide. This is done purely for
the reader's benefit and it not required in any capacity by the `easyoanda`
module. A "one-liner" is provided below for those of you who wish to
follow along:
```python
>>> import json; pretty = lambda x: print(json.dumps(x, default=str, indent=4))
```
<details>
<summary><b><i>example (click me)</i></b></summary>
```python
>>> # WITHOUT pretty()
>>> myDict
{'name': 'John Doe', 'timezone': 'America/New York', 'currentDate': datetime.datetime(2024, 5, 15, 13, 3, 40, 844525), 'about': {'age': 100, 'occupation': 'trader', 'speciality': 'forex'}}
>>>
>>>
>>> # pretty() "one-liner"
>>> import json; pretty = lambda x: print(json.dumps(x, default=str, indent=4))
>>>
>>>
>>> # WITH pretty()
>>> pretty(myDict)
{
"name": "John Doe",
"timezone": "America/New York",
"currentDate": "2024-05-15 13:03:40.844525",
"about": {
"age": 100,
"occupation": "trader",
"speciality": "forex"
}
}
>>>
```
</details>
<p> </p>
1) ## **Start a session**
> A session must be started with `easyoanda.start_session()` prior to accessing any of ©OANDA's endpoints:
```python
# import easyoanda
from easyoanda import easyoanda
# start a session
session = easyoanda.start_session(sessionType="paper",
accountID="123-123-12345678-123",
token="abcdefg1234567-abcdefg1234567")
```
<details>
<summary><b><i>example (click me)</i></b></summary>
```python
>>> from easyoanda import easyoanda
>>>
>>> session = easyoanda.start_session(sessionType="paper", accountID="123-123-12345678-123", token="abcdefg1234567-abcdefg1234567")
>>>
```
</details>
<p> </p>
- `sessionType` may be "paper" or "live" depending on the account type you have with ©OANDA:
- Open an ©OANDA Account [here](https://www.oanda.com/us-en/trading/how-open-account/)
- `accountID` can be found on your ©OANDA Hub Dashboard [here](https://hub.oanda.com)
(account IDs are formatted as "XXX-XXX-XXXXXXXX-XXX").
- ***Note:*** *Cryptocurrency accounts are not currently supported*
- `token` must be generated for your account by ©OANDA - ensure it matches the `sessionType` specified:
- Generate a PAPER (DEMO) Account Token [here](https://www.oanda.com/demo-account/tpa/personal_token)
- Generate a LIVE Account Token [here](https://www.oanda.com/account/tpa/personal_token)
<p> </p>
2) ## **Review account details**
> Account details can be retrieved using the key session object `session.account`.
A snapshot of your account is created as soon as the session begins, but
must be periodically updated throughout the trading day to keep your
account details up-to-date (in future releases, this will be automated):
- ### **Full Snapshot:**
```python
''' always update your snapshots! '''
# update snapshot
session.account.update_fullDetails()
# review your financial summary, pending orders, open positions, and open trades
session.account.fullDetails
```
<details>
<summary><i><b>example (click me)</b></i></summary>
```python
>>> session.account.update_fullDetails()
>>>
>>> pretty(session.account.fullDetails)
{
"account": {
"guaranteedStopLossOrderMode": "DISABLED",
"hedgingEnabled": false,
"id": "<REDACTED>",
"createdTime": "2024-03-18 19:26:50.083009+00:00",
"currency": "USD",
"createdByUserID": "<REDACTED>",
"alias": "Primary",
"marginRate": 0.01,
"lastTransactionID": 236,
"balance": 102543.0386,
"openTradeCount": 3,
"openPositionCount": 1,
"pendingOrderCount": 12,
"pl": 2543.0386,
"resettablePL": 2543.0386,
"resettablePLTime": 0,
"financing": -126.6018,
"commission": 0.0,
"dividendAdjustment": 0,
"guaranteedExecutionFees": 0.0,
"orders": [
{
"id": 188,
"createTime": "2024-04-23 23:38:23.027537+00:00",
"type": "TRAILING_STOP_LOSS",
"tradeID": 184,
"distance": 0.05,
"timeInForce": "GTC",
"triggerCondition": "DEFAULT",
"triggerMode": "TOP_OF_BOOK",
"state": "PENDING",
"trailingStopValue": 1.03888
},
# ... truncated for brevity ...
],
"positions": [
{
"instrument": "EUR_USD",
"long": {
"units": 10400,
"averagePrice": 1.07707,
"pl": 2479.4385,
"resettablePL": 2479.4385,
"financing": -126.9873,
"dividendAdjustment": 0.0,
"guaranteedExecutionFees": 0.0,
"tradeIDs": [
"184",
"195",
"227"
],
"unrealizedPL": 121.6635
},
"short": {
"units": 0,
"pl": 63.6001,
"resettablePL": 63.6001,
"financing": 0.3855,
"dividendAdjustment": 0.0,
"guaranteedExecutionFees": 0.0,
"unrealizedPL": 0.0
},
"pl": 2543.0386,
"resettablePL": 2543.0386,
"financing": -126.6018,
"commission": 0.0,
"dividendAdjustment": 0.0,
"guaranteedExecutionFees": 0.0,
"unrealizedPL": 121.6635,
"marginUsed": 226.4787
}
],
"trades": [
{
"id": 184,
"instrument": "EUR_USD",
"price": 1.07014,
"openTime": "2024-04-23 23:38:23.027537+00:00",
"initialUnits": 350,
"initialMarginRequired": 7.4904,
"state": "OPEN",
"currentUnits": 350,
"realizedPL": 0.0,
"financing": -0.3853,
"dividendAdjustment": 0.0,
"trailingStopLossOrderID": 188,
"unrealizedPL": 6.5205,
"marginUsed": 7.6219
},
# ... truncted for brevity...
],
"unrealizedPL": 121.6635,
"NAV": 102543.0386,
"marginUsed": 226.4787,
"marginAvailable": 102543.5444,
"positionValue": 11323.936,
"marginCloseoutUnrealizedPL": 122.408,
"marginCloseoutNAV": 102543.7676,
"marginCloseoutMarginUsed": 226.4787,
"marginCloseoutPositionValue": 11323.936,
"marginCloseoutPercent": 0.00116,
"withdrawalLimit": 102543.5444,
"marginCallMarginUsed": 226.4787,
"marginCallPercent": 0.00232
},
"lastTransactionID": 236
}
>>>
```
</details>
<p> </p>
- ### **Partial Snapshots:**
```python
''' always update your snapshots! '''
# financial summary
session.account.update_summary()
session.account.summary
# pending orders
session.orders.update_pending()
session.orders.pendingOrders
# open positions
session.positions.update_open()
session.positions.openPositions
# open trades
session.trades.update_open()
session.trades.openTrades
```
<details>
<summary><i><b>example (click me)</b></i></summary>
```python
>>> session.account.update_summary()
>>> pretty(session.account.summary)
{
"account": {
"guaranteedStopLossOrderMode": "DISABLED",
"hedgingEnabled": false,
"id": "<REDACTED>",
"createdTime": "2024-03-18 19:26:50.083009+00:00",
"currency": "USD",
"createdByUserID": <REDACTED>,
"alias": "Primary",
"marginRate": 0.01,
"lastTransactionID": 236,
"balance": 102543.3596,
"openTradeCount": 3,
"openPositionCount": 1,
"pendingOrderCount": 12,
"pl": 2543.0386,
"resettablePL": 2543.0386,
"resettablePLTime": 0,
"financing": -126.6018,
"commission": 0.0,
"dividendAdjustment": 0,
"guaranteedExecutionFees": 0.0,
"unrealizedPL": 121.6635,
"NAV": 102543.0231,
"marginUsed": 226.4787,
"marginAvailable": 102543.5444,
"positionValue": 11323.936,
"marginCloseoutUnrealizedPL": 122.408,
"marginCloseoutNAV": 102543.7676,
"marginCloseoutMarginUsed": 226.4787,
"marginCloseoutPositionValue": 11323.936,
"marginCloseoutPercent": 0.00116,
"withdrawalLimit": 102543.5444,
"marginCallMarginUsed": 226.4787,
"marginCallPercent": 0.00232
},
"lastTransactionID": 236
}
>>>
>>> session.orders.update_pending()
>>> pretty(session.orders.pendingOrders)
{
"orders": [
{
"id": 235,
"createTime": "2024-05-14 21:07:09.274182+00:00",
"type": "LIMIT",
"instrument": "EUR_USD",
"units": 10000,
"timeInForce": "GTC",
"price": 1.025,
"triggerCondition": "DEFAULT",
"partialFill": "DEFAULT_FILL",
"positionFill": "DEFAULT",
"state": "PENDING"
},
# ... truncated for brevity ...
],
"lastTransactionID": 236
}
>>>
>>> session.positions.update_open()
>>> pretty(session.positions.openPositions)
{
"positions": [
{
"instrument": "EUR_USD",
"long": {
"units": 10400,
"averagePrice": 1.07707,
"pl": 2479.4385,
"resettablePL": 2479.4385,
"financing": -126.9873,
"dividendAdjustment": 0.0,
"guaranteedExecutionFees": 0.0,
"tradeIDs": [
"184",
"195",
"227"
],
"unrealizedPL": 121.6635
},
"short": {
"units": 0,
"pl": 63.6001,
"resettablePL": 63.6001,
"financing": 0.3855,
"dividendAdjustment": 0.0,
"guaranteedExecutionFees": 0.0,
"unrealizedPL": 0.0
},
"pl": 2543.0386,
"resettablePL": 2543.0386,
"financing": -126.6018,
"commission": 0.0,
"dividendAdjustment": 0.0,
"guaranteedExecutionFees": 0.0,
"unrealizedPL": 121.6635,
"marginUsed": 226.4787
}
],
"lastTransactionID": 236
}
>>>
>>> session.trades.update_open()
>>> pretty(session.trades.openTrades)
{
"trades": [
{
"id": 227,
"instrument": "EUR_USD",
"price": 1.07735,
"openTime": "2024-05-13 01:30:59.541236+00:00",
"initialUnits": 10000,
"initialMarginRequired": 215.456,
"state": "OPEN",
"currentUnits": 10000,
"realizedPL": 0.0,
"financing": -2.1979,
"dividendAdjustment": 0.0,
"unrealizedPL": 114.2,
"marginUsed": 217.768,
"takeProfitOrder": {
"id": 228,
"createTime": "2024-05-13 01:30:59.541236+00:00",
"type": "TAKE_PROFIT",
"tradeID": 227,
"price": 1.12735,
"timeInForce": "GTC",
"triggerCondition": "DEFAULT",
"state": "PENDING"
},
"stopLossOrder": {
"id": 229,
"createTime": "2024-05-13 01:30:59.541236+00:00",
"type": "STOP_LOSS",
"tradeID": 227,
"price": 1.02,
"timeInForce": "GTC",
"triggerCondition": "DEFAULT",
"triggerMode": "TOP_OF_BOOK",
"state": "PENDING"
}
},
# ... truncated for brevity ...
],
"lastTransactionID": 236
}
>>>
```
</details>
<p> </p>
- ***Note:*** ALWAYS UPDATE YOUR SNAPSHOTS - if you've entered a trade or instrument
prices have fluctuated within your portfolio, it will not be reflected
in your snapshot until an `update_*()` method is called
again (changes will always be properly reflected on ©OANDA's
servers, calling an `update_*()` function just ensures these changes are
reflected on your local machine, as well).
<p> </p>
3) ## **Load historic data**
> ©OANDA provides granular access to historic instrument prices -
the key session object for accessing this data is `session.instruments`:
- ### **Candles by Count:**
```python
# retrieve candles
session.instruments.update_candles(instrument="USD_JPY", # USD/JPY
price="M", # the standard "mid" quote (avg. of bid-ask)
granularity="H4", # 4-hour candles
count=20) # last 20 candles available
# review candles directly
session.instruments.candles
# or copy them out as a `pandas.DataFrame`
USDJPY = session.instruments.copy_candles()
```
<details>
<summary><b><i>example (click me)</i></b></summary>
```python
>>> session.instruments.update_candles(instrument="USD_JPY", price="M", granularity="H4", count=20)
>>>
>>> pretty(session.instruments.candles)
{
"instrument": "USD_JPY",
"granularity": "H4",
"candles": [
{
"complete": true,
"volume": 22005,
"time": "2024-05-14 13:00:00+00:00",
"mid": {
"o": 156.584,
"h": 156.658,
"l": 156.231,
"c": 156.486
}
},
# ... truncated for brevity ...
]
}
>>>
>>> USDJPY = session.instruments.copy_candles()
>>>
>>> USDJPY
o h l c volume
datetime
2024-05-14 13:00:00+00:00 156.584 156.658 156.231 156.486 22005
2024-05-14 17:00:00+00:00 156.480 156.520 156.383 156.431 7036
2024-05-14 21:00:00+00:00 156.425 156.562 156.386 156.392 7003
...
2024-05-17 17:00:00+00:00 155.626 155.724 155.585 155.642 11730
>>>
```
</details>
<p> </p>
- ### **Candles by Date Range:**
```python
import datetime
# two arbitrary dates: datetime.datetime(YYYY, MM, DD, <HH>, <MM>, <SS>)
oneMonthAgo = datetime.datetime(2024, 4, 18)
today = datetime.datetime.today()
# retrieve the candles
session.instruments.update_candles(instrument="EUR_USD", # EUR/USD
price="MBA", # quotes for the mid (avg), bid, and ask
granularity="D", # daily candles
fromTime=oneMonthAgo, # from 1 month ago
toTime=today) # to today
# review the candles directly
session.instruments.candles
# or copy them out as a `pandas.DataFrame`
EURUSD = session.instruments.copy_candles()
```
<details>
<summary><b><i>example (click me)</i></b></summary>
```python
>>> import datetime
>>>
>>> oneMonthAgo = datetime.datetime(2024, 4, 18)
>>>
>>> today = datetime.datetime.today()
>>>
>>> session.instruments.update_candles(instrument="EUR_USD", price="MBA", granularity="D", fromTime=oneMonthAgo, toTime=today)
>>>
>>> pretty(session.instruments.candles)
{
"instrument": "EUR_USD",
"granularity": "D",
"candles": [
{
"complete": true,
"volume": 67238,
"time": "2024-04-17 21:00:00+00:00",
"bid": {
"o": 1.06722,
"h": 1.06894,
"l": 1.06407,
"c": 1.06431
},
"mid": {
"o": 1.06729,
"h": 1.06901,
"l": 1.06415,
"c": 1.06439
},
"ask": {
"o": 1.06736,
"h": 1.06908,
"l": 1.06423,
"c": 1.06447
}
},
# ... truncated for brevity ...
]
}
>>>
>>> EURUSD = session.instruments.copy_candles()
>>>
>>> EURUSD
o h l c o_bid h_bid l_bid c_bid o_ask h_ask l_ask c_ask volume
datetime
2024-04-17 21:00:00+00:00 1.06729 1.06901 1.06415 1.06439 1.06722 1.06894 1.06407 1.06431 1.06736 1.06908 1.06423 1.06447 67238
2024-04-18 21:00:00+00:00 1.06451 1.06776 1.06104 1.06564 1.06427 1.06769 1.06097 1.06554 1.06475 1.06783 1.06112 1.06575 99058
2024-04-21 21:00:00+00:00 1.06535 1.06708 1.06240 1.06538 1.06491 1.06701 1.06233 1.06531 1.06579 1.06716 1.06248 1.06545 55822
...
2024-05-16 21:00:00+00:00 1.08668 1.08786 1.08358 1.08697 1.08631 1.08779 1.08351 1.08687 1.08706 1.08793 1.08365 1.08707 42795
>>>
```
</details>
<p> </p>
- ***Note:*** `session.instruments.update_candles()` parameters are highly configurable -
users are encouraged to explore the various options with `help(session.instruments.update_candles)`.
<p> </p>
4) ## **Stream live quotes**
> Real-time quotes can be streamed using the key session
object `session.pricing`. Once the stream begins, `session.pricing.pricingStream`
will be continuously updated with ©OANDA's most recent bid-ask spread -
if there's even the slightest change in an instrument's price, it will
automatically be reflected here.
```python
# begin a price stream for EUR/USD
session.pricing.start_stream("EUR_USD")
# the current "EUR/USD" bid-ask spread
session.pricing.pricingStream
# a few moments later, a new "EUR/USD" bid-ask spread (automatically populated)
session.pricing.pricingStream
```
<details>
<summary><i><b>example (click me)</b></i></summary>
```python
>>> session.pricing.start_stream("EUR_USD")
>>>
>>> pretty(session.pricing.pricingStream)
[
{
"type": "PRICE",
"time": "2024-05-15 22:40:23.430277+00:00",
"bids": [
{
"price": 1.08889,
"liquidity": 10000000
}
],
"asks": [
{
"price": 1.08904,
"liquidity": 10000000
}
],
"closeoutBid": 1.08889,
"closeoutAsk": 1.08904,
"status": "tradeable",
"tradeable": true,
"instrument": "EUR_USD"
}
]
>>>
>>> pretty(session.pricing.pricingStream)
[
{
"type": "PRICE",
"time": "2024-05-15 22:40:28.528008+00:00", # a few seconds later
"bids": [
{
"price": 1.08888, # bid has changed by .00001
"liquidity": 10000000
}
],
"asks": [
{
"price": 1.08904,
"liquidity": 10000000
}
],
"closeoutBid": 1.08888,
"closeoutAsk": 1.08904,
"status": "tradeable",
"tradeable": true,
"instrument": "EUR_USD"
}
]
>>>
```
</details>
<p> </p>
- ***Note 1:*** Don't forget to stop your stream with `session.pricing.stop_stream()`
before starting another stream. You may need to set
`session.streamMonitor.doNotResusitate = 0` beforehand to avoid the stream
from automatically being restarted (a built-in `easyoanda` failsafe for automation).
- ***Note 2:*** If your program hangings on `quit()`, it's likely because
there's a stream (or monitor thread) still running - ensure you run
`session.quit()` to cleanly close out your session prior to exiting the
session's parent program.
<p> </p>
5) ## **Place an order**
> Placing orders follows a general flow, regardless of order type: <b>(1)</b>
create an order using `easyoanda`, <b>(2)</b> configure the order using `*.set()`,
<b>(3)</b> place the order using key session object `session.orders`, and <b>(4)</b>
<i>optionally</i> confirm order placement.
- ### Base Orders
> <b>Base Orders</b> enter trades, exit trades, and everything in
between. Please see `help()` on the following <b>Base Orders</b>:
- `easyoanda.StopOrder()`
- `easyoanda.LimitOrder()`
- `easyoanda.MarketOrder()`
- `easyoanda.MarketIfTouchedOrder()`
```python
# (1) create the order
marketOrder = easyoanda.MarketOrder()
# (2) configure the order (long 10000 units of the instrument's base currency; a negative number would be short)
marketOrder.set(instrument="EUR_USD", units=10000)
# (3) place the order
session.orders.place_order(marketOrder)
# (4) (optional) confirm order placement
session.orders.rcode # return code 888 is "order accepted"
session.orderMonitor.logs[-1] # verify order receipt
```
<details>
<summary><i><b>example (click me)</b></i></summary>
```python
>>> marketOrder = easyoanda.MarketOrder()
>>>
>>> marketOrder.set(instrument="EUR_USD", units=10000)
>>>
>>> session.orders.place_order(marketOrder)
>>>
>>> session.orders.rcode
888
>>>
>>> pretty(session.orderMonitor.logs[-1])
{
"entryID": 12,
"datetime": "2024-05-15T23:07:35.962772Z",
"originClass": "Orders",
"confirmationDetails": {
"orderCreateTransaction": {
"id": 256,
"accountID": "<REDACTED>",
"userID": <REDACTED>,
"batchID": 256,
"requestID": <REDACTED>,
"time": "2024-05-15 23:07:41.644279+00:00",
"type": "MARKET_ORDER",
"instrument": "EUR_USD",
"units": 10000,
"timeInForce": "FOK",
"positionFill": "DEFAULT",
"reason": "CLIENT_ORDER"
},
"orderFillTransaction": {
"id": 257,
"accountID": "<REDACTED>",
"userID": <REDACTED>,
"batchID": 256,
"requestID": <REDACTED>,
"time": "2024-05-15 23:07:41.644279+00:00",
"type": "ORDER_FILL",
"orderID": 256,
"instrument": "EUR_USD",
"units": 10000,
"requestedUnits": 10000,
"price": 1.08884,
"pl": 0.0,
"quotePL": 0,
"financing": 0.0,
"baseFinancing": 0,
"commission": 0.0,
"accountBalance": 102452.0191,
"gainQuoteHomeConversionFactor": 1,
"lossQuoteHomeConversionFactor": 1,
"guaranteedExecutionFee": 0.0,
"quoteGuaranteedExecutionFee": 0,
"halfSpreadCost": 0.7,
"fullVWAP": 1.08884,
"reason": "MARKET_ORDER",
"tradeOpened": {
"price": 1.08884,
"tradeID": 257,
"units": 10000,
"guaranteedExecutionFee": 0.0,
"quoteGuaranteedExecutionFee": 0,
"halfSpreadCost": 0.7,
"initialMarginRequired": 217.754
},
"fullPrice": {
"closeoutBid": 1.0887,
"closeoutAsk": 1.08884,
"timestamp": "2024-05-15 23:07:37.762451+00:00",
"bids": [
{
"price": 1.0887,
"liquidity": 10000000
}
],
"asks": [
{
"price": 1.08884,
"liquidity": 10000000
}
]
},
"homeConversionFactors": {
"gainQuoteHome": {
"factor": 1
},
"lossQuoteHome": {
"factor": 1
},
"gainBaseHome": {
"factor": 1.08332615
},
"lossBaseHome": {
"factor": 1.09421385
}
}
},
"relatedTransactionIDs": [
"256",
"257"
],
"lastTransactionID": 257
}
}
>>>
```
</details>
<p> </p>
- ### Dependent Orders
> <b>Dependent Orders</b> are attached to a <b>Base Order</b> that
has <i>already been filled</i> by ©OANDA (identifed by a `tradeID`) -
they're used to exit trades based on a trigger condition and only
close out the <b>Base Order</b> that they've been attached to. A <b>Base
Order</b> may have multiple <b>Dependent Orders</b> attached - as soon as
one is triggered, the rest are cancelled. Please see `help()` on the
following <b>Dependent Orders</b>:
- `easyoanda.StopLossOrder()`
- `easyoanda.TakeProfitOrder()`
- `easyoanda.TrailingStopLossOrder()`
- `easyoanda.GuaranteedStopLossOrder()`
```python
# (1) create the order
stopLossOrder = easyoanda.StopLossOrder()
# (2) configure the order (close the trade if prices hit 1.045)
stopLossOrder.set(tradeID=257, price=1.045)
# (3) place the order
session.orders.place_order(stopLossOrder)
# (4) (optional) confirm order placement
session.orders.rcode # return code 888 is "order accepted"
session.orderMonitor.logs[-1] # verify order receipt
```
<details>
<summary><i><b>example (click me)</b></i></summary>
```python
>>> stopLossOrder = easyoanda.StopLossOrder()
>>>
>>> stopLossOrder.set(tradeID=257, price=1.045)
>>>
>>> session.orders.place_order(stopLossOrder)
>>>
>>> session.orders.rcode
888
>>>
>>> pretty(session.orderMonitor.logs[-1])
{
"entryID": 13,
"datetime": "2024-05-15T23:13:59.267312Z",
"originClass": "Orders",
"confirmationDetails": {
"orderCreateTransaction": {
"id": 259,
"accountID": "<REDACTED>",
"userID": <REDACTED>,
"batchID": 259,
"requestID": <REDACTED>,
"time": "2024-05-15 23:14:04.960575+00:00",
"type": "STOP_LOSS_ORDER",
"tradeID": 257,
"timeInForce": "GTC",
"triggerCondition": "DEFAULT",
"triggerMode": "TOP_OF_BOOK",
"price": 1.045,
"reason": "CLIENT_ORDER"
},
"relatedTransactionIDs": [
"259"
],
"lastTransactionID": 259
}
}
>>>
```
</details>
<p> </p>
- ***Note:*** Potential `tradeID`(s) can be found in `session.trades.openTrades`
(don't forget to `update_openTrades()` first)
<p> </p>
- ### Complete Orders
> <b>Complete Orders</b> are <b>Base Orders</b> with one or more
<b>Dependent Orders</b> attached to them <i>prior to being placed</i>
with ©OANDA. Any <b>Base Order</b> can call the following functions
to attach a corresponding <b>Dependent Order</b>:
- `*.set_takeProfit()`
- `*.set_stopLoss()`
- `*.set_trailingStop()`
- `*.set_guaranteedStop()`
```python
# (1) create the order
marketOrder = easyoanda.MarketOrder()
# (2.a) configure the order
marketOrder.set(instrument="EUR_USD", units=10000)
# (2.b) configure the dependent orders
marketOrder.set_stopLoss(price=1.0450)
marketOrder.set_takeProfit(price=1.750)
# (3) place the order
session.orders.place_order(marketOrder)
# (4) (optional) confirm order placement
session.orders.rcode # return code 888 is "order accepted"
session.orderMonitor.logs[-1] # verify order receipt
```
<details>
<summary><i><b>example (click me)</b></i></summary>
```python
>>> marketOrder = easyoanda.MarketOrder()
>>>
>>> marketOrder.set(instrument="EUR_USD", units=10000)
>>>
>>> marketOrder.set_stopLoss(price=1.0450)
>>>
>>> marketOrder.set_takeProfit(price=1.750)
>>>
>>> session.orders.place_order(marketOrder)
>>>
>>> session.orders.rcode
888
>>>
>>> pretty(session.orderMonitor.logs[-1])
{
"entryID": 16,
"datetime": "2024-05-15T23:29:26.566192Z",
"originClass": "Orders",
"confirmationDetails": {
"orderCreateTransaction": {
"id": 265,
"accountID": "<REDACTED>",
"userID": <REDACTED>,
"batchID": 265,
"requestID": <REDACTED>,
"time": "2024-05-15 23:29:32.274985+00:00",
"type": "MARKET_ORDER",
"instrument": "EUR_USD",
"units": 10000,
"timeInForce": "FOK",
"positionFill": "DEFAULT",
"takeProfitOnFill": {
"price": 1.75,
"timeInForce": "GTC"
},
"stopLossOnFill": {
"price": 1.045,
"timeInForce": "GTC",
"triggerMode": "TOP_OF_BOOK"
},
"reason": "CLIENT_ORDER"
},
"orderFillTransaction": {
"id": 266,
"accountID": "<REDACTED>",
"userID": <REDACTED>,
"batchID": 265,
"requestID": <REDACTED>,
"time": "2024-05-15 23:29:32.274985+00:00",
"type": "ORDER_FILL",
"orderID": 265,
"instrument": "EUR_USD",
"units": 10000,
"requestedUnits": 10000,
"price": 1.08903,
"pl": 0.0,
"quotePL": 0,
"financing": 0.0,
"baseFinancing": 0,
"commission": 0.0,
"accountBalance": 102452.8191,
"gainQuoteHomeConversionFactor": 1,
"lossQuoteHomeConversionFactor": 1,
"guaranteedExecutionFee": 0.0,
"quoteGuaranteedExecutionFee": 0,
"halfSpreadCost": 0.8,
"fullVWAP": 1.08903,
"reason": "MARKET_ORDER",
"tradeOpened": {
"price": 1.08903,
"tradeID": 266,
"units": 10000,
"guaranteedExecutionFee": 0.0,
"quoteGuaranteedExecutionFee": 0,
"halfSpreadCost": 0.8,
"initialMarginRequired": 217.79
},
"fullPrice": {
"closeoutBid": 1.08887,
"closeoutAsk": 1.08903,
"timestamp": "2024-05-15 23:29:31.736132+00:00",
"bids": [
{
"price": 1.08887,
"liquidity": 10000000
}
],
"asks": [
{
"price": 1.08903,
"liquidity": 10000000
}
]
},
"homeConversionFactors": {
"gainQuoteHome": {
"factor": 1
},
"lossQuoteHome": {
"factor": 1
},
"gainBaseHome": {
"factor": 1.08350525
},
"lossBaseHome": {
"factor": 1.09439475
}
}
},
"relatedTransactionIDs": [
"265",
"266",
"267",
"268"
],
"lastTransactionID": 268
}
}
>>>
```
</details>
<p> </p>
- ***Note 1:*** There are many ways to trade your account with `easyoanda` -
it is <i>highly recommended</i> that users explore all their
available options with `help(session.orders)`, `help(session.trades)`, and
`help(session.positions)`.
- ***Note 2:*** A word on ©OANDA verbiage: You place <b>orders</b>. All
<b>orders</b> have a unique <b>order ID</b>. A <b>trade</b> is created when
a <b>Base Order</b> is <i>filled</i>. Once a <b>trade</b> is created (<b>Base Order</b>
is filled), the <b>Base Order</b> and its associated <b>Dependent Orders</b>
(if present) will be classified under a <b>trade ID</b>. A <i>pending</i>
<b>Dependent Order</b> may be associated with a <b>trade ID</b> if its
<b>Base Order</b> has been filled. A <i>pending</i> <b>Base Order</b> will never
be associated with a <b>trade ID</b>. Finally, a <b>position</b> is the sum
of all <i>open</i> <b>trades</b> that share a single instrument. You can interact with
all <b>orders</b>, <b>trades</b>, and <b>positions</b> independently (see ***Note 1***).
- ***Note 3:*** ©OANDA complies with ©National Futures Association
(NFA) [FIFO regulations](https://www.investopedia.com/terms/n/nfa-compliance-rule-2-43b.asp) -
it may be useful to understand how ©OANDA implements "FIFO" regulations
[here](https://help.oanda.com/us/en/faqs/fifo-requirement.htm).
Orders that violate "FIFO" regulations will deceptively return an 888
confirmation return code. ***You*** did everything correctly if you've
receive an 888, so if you're not seeing an order on the books, a "FIFO"
violation may be involved: when in doubt, check `session.orderMonitor.logs`
(see <b>Section 9</b> below).
<p> </p>
6) ## **Size an Order**
> When placing orders, an order's size must <b>(1)</b> be units of the
target instruments's base currency to buy / sell and <b>(2)</b> be
placed as an integer. These constraints result in order sizes that are
rarely exact equivalents to a preferred order sized in your home currency.
Working within these constraints, `easyoanda` has simplified the roder
sizing process:
- ### Converting to Base Currency Units
> Converting an order size in an account's home currency to an order size
in the target instrument's base currency is relatively simple:
(1) gather the target instrument's conversion rates, then (2) provide
`easyoanda.to_baseUnits()` the rates and your preferred order size.
Below is an example where a USD account trades CHF/JPY - our preferred
order size is 10000USD (the account's home currency), and our "best-fit"
order size (units of CHF to buy) is saved to the `orderSize` variable:
- ***Note:*** The equivalent value of the "best-fit" order size in the base
currency will always be slightly less than the preferred order size in
the home currency - this is due to rounding base currency units down
to meet the previously mentioned integer requirements when placing orders.
```python
# (1) gather the target instrument's conversion rates
session.pricing.update_pricing("CHF_JPY")
# (2) calculate the order size in base currency units
orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing,
homeUnits=10000, # 10000USD
truncate=True) # rounds base units to integers
# (optional) verify the equivalent "best-fit" order size in your home currency
easyoanda.to_homeUnits(currentQuotes=session.pricing.pricing,
baseUnits=orderSize)
```
<details>
<summary><b><i>example (click me)</i></b></summary>
```python
>>> session.pricing.update_pricing("CHF_JPY")
>>>
>>> orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing, homeUnits=10000, truncate=True)
>>>
>>> orderSize
9097
>>> easyoanda.to_homeUnits(currentQuotes=session.pricing.pricing, baseUnits=orderSize)
9999.340544602695
>>>
```
</details>
- ### Measuring Price Changes
> Conversion factors in FOREX markets make price volatility a little
less intuitive than in domestically priced instruments - traders
should be aware of how a given currency pair's price fluctuations may
impact their trade:
```python
# (1) calculate order size
session.pricing.update_pricing("AUD_CAD")
orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing,
homeUnits=15000,
truncate=True)
# (2) calculate impact (in the account's home currency) of a single pip change
easyoanda.get_pip_impact(currentQuotes=session.pricing.pricing,
baseUnits=orderSize)
# (3) calculate impact (in the account's home currency) of a change between two price levels
easyoanda.get_price_impact(currentQuotes=session.pricing.pricing,
baseUnits=orderSize,
exitPrice = .8165,
entryPrice = .9116) # *Note* if entryPrice omitted, will use current market prices
```
<details>
<summary><b><i>example (click me)</i></b></summary>
```python
>>> session.pricing.update_pricing("AUD_CAD")
>>>
>>> orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing, homeUnits=15000, truncate=True)
>>>
>>> orderSize
22478
>>>
>>> easyoanda.get_pip_impact(currentQuotes=session.pricing.pricing, baseUnits=orderSize)
1.6503004701099573
>>>
>>> easyoanda.get_price_impact(currentQuotes=session.pricing.pricing, baseUnits=orderSize, exitPrice = .8165, entryPrice = .9116)
-1569.4357470745688
>>>
```
</details>
<p> </p>
7) ## Managing Risk
> There are many ways to limit a trade's potential downside - below are two
methods to assist in your preservation of capital:
- ### Selecting an optimal stop-loss:
> If an order size has already been decided on and the trader has
a maximum allowable loss in mind, `easyoanda` can calculate the
optimal stop-loss price level for your trade:
```python
# (1) set preferences (enter with 10000 units of home currency, risk no more than 1% of account)
preferredSize = 10000
preferredMaxLoss = session.account.summary["account"]["balance"] * .01
# (2) get conversion factors and calculate order size
session.pricing.update_pricing("EUR_USD")
orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing,
homeUnits=preferredSize,
truncate=True)
# (3) find optimal stop-loss price level
stopLossAt = easyoanda.find_optimal_stop(currentQuotes=session.pricing.pricing,
baseUnits=orderSize,
maxLoss=preferredMaxLoss)
# by omitting entryPrice, calculation uses current market prices
# (4) (optional) view "best-fit" max loss in home currency units
easyoanda.get_price_impact(currentQuotes=session.pricing.pricing,
baseUnits=orderSize,
exitPrice=stopLossAt)
# by omitting entryPrice, calculation uses current market prices
```
<details>
<summary><b><i>example (click me)</i></b></summary>
```python
>>> preferredSize = 10000
>>>
>>> preferredMaxLoss = session.account.summary["account"]["balance"] * .01
>>>
>>> session.pricing.update_pricing("EUR_USD")
>>>
>>> orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing, homeUnits=preferredSize, truncate=True)
>>>
>>> stopLossAt = easyoanda.find_optimal_stop(currentQuotes=session.pricing.pricing, baseUnits=orderSize, maxLoss=preferredMaxLoss)
>>>
>>> orderSize
9204
>>>
>>> preferredMaxLoss
1000.000077
>>>
>>> stopLossAt
0.97783
>>>
>>> easyoanda.get_price_impact(currentQuotes=session.pricing.pricing, baseUnits=orderSize, exitPrice=stopLossAt)
-999.9225600000007
>>>
```
</details>
- ### Selecting an optimal trade size:
> If a stop-loss price level has already been decided on and the
trader has a maximum allowable loss in mind, `easyoanda` can calculate
the optimal order size in the target instrument's base currency for
your trade:
```python
# (1) set preferences (stop out if prices drop to 1.05, risk no more than 1% of account)
stopLoss = 1.05
preferredMaxLoss = session.account.summary["account"]["balance"] * .01
# (2) get conversion factors
session.pricing.update_pricing("EUR_USD")
# (3) find optimal order size in base currency units
orderSize = easyoanda.find_optimal_size(currentQuotes=session.pricing.pricing,
maxLoss=preferredMaxLoss,
exitPrice=stopLoss)
# omitting entryPrice, uses current market prices
# (4) (optional) view "best-fit" max loss in home currency units
easyoanda.get_price_impact(currentQuotes=session.pricing.pricing,
baseUnits=orderSize,
exitPrice=stopLoss)
# by omitting entryPrice, calculation uses current market prices
```
<details>
<summary><b><i>example (click me)</i></b></summary>
```python
>>> stopLoss = 1.05
>>>
>>> preferredMaxLoss = session.account.summary["account"]["balance"] * .01
>>>
>>> session.pricing.update_pricing("EUR_USD")
>>>
>>> orderSize = easyoanda.find_optimal_size(currentQuotes=session.pricing.pricing, maxLoss=preferredMaxLoss, exitPrice=stopLoss)
>>>
>>> stopLoss
1.05
>>>
>>> preferredMaxLoss
1000.000077
>>>
>>> orderSize
27419.0
>>>
>>> easyoanda.get_price_impact(currentQuotes=session.pricing.pricing, baseUnits=orderSize, exitPrice=stopLoss)
-999.9709300000001
>>>
```
</details>
<p> </p>
- ***Note*** "Best-fit" max losses will always be slightly less than
a trader's preferred max loss - this is due to either (1) rounding order
sizes down to integers (see <b>Section 6</b>) or (2) rounding instrument
prices up / down to their nearest 5th decimal (another order placement
requirement). These subtle changes typically have a negligible effect on a
trade's hypothetical value, and become even less relevant once market
volatility is taken into account - nonetheless, they are considerations
worth noting.
<p> </p>
8) ## **Review account transactions**
> ©OANDA records nearly everything that happens in your account -
the key session object to access these records is `session.transactions`.
There are many options to filter by, but for the sake of trade history
analysis, "ORDER" will likely be your preferred single filter:
```python
# update your snapshot (all order-related transactions since your account was opened)
session.transactions.update_since(sinceID=1, transactionTypes=["ORDER"])
# view the transactions
session.transactions.sinceID
```
<details>
<summary><i><b>example (click me)</b></i></summary>
```python
>>> session.transactions.update_since(sinceID=1, transactionTypes=["ORDER"])
>>>
>>> pretty(session.transactions.sinceID)
{
"transactions": [
{
"id": 4,
"accountID": "<REDACTED>",
"userID": <REDACTED>,
"batchID": 4,
"requestID": <REDACTED>,
"time": "2024-03-18 19:34:01.021741+00:00",
"type": "MARKET_ORDER",
"instrument": "EUR_USD",
"units": 100,
"timeInForce": "FOK",
"positionFill": "DEFAULT",
"reason": "CLIENT_ORDER"
},
# ... truncated for brevity ...
],
"lastTransactionID": 268
}
>>>
```
</details>
<p> </p>
- ***Note 1:*** Please see `help(session.transactions.update_transactions)` for
an exhaustive list of potential `transactionTypes`.
- ***Note 2:*** Setting `sinceID=session.account._firstTransactionID` will
filter transactions to the start of your session.
<p> </p>
9) ## **View important logs**
> Beyond ©OANDA's thorough transaction records (see <b>Section 8</b> above),
local logging is also built in for `easyoanda` users. Logs are always accessible
within the program, but may also be configured to <b>(1)</b> print to `stdout`,
or <b>(2)</b> save to a file locally - these setting must be configured at
the beginning of a session. Please see `help(easyoanda.start_session)`
for more details.
- ### Error Logs
> <b>Error Logs</b> are managed by the key session object `session.errorMonitor` -
this object records malformed ©OANDA requests and (less common)
client-server network errors:
```python
# error example: miss-type an instrument name (added too many 'D's)
marketOrder = easyoanda.MarketOrder()
marketOrder.set(instrument="EUR_USDDD", units=10000)
session.orders.place_order(marketOrder)
# view the error log
session.errorMonitor.logs
```
<details>
<summary><i><b>example (click me)</b></i></summary>
```python
>>> marketOrder = easyoanda.MarketOrder()
>>>
>>> marketOrder.set(instrument="EUR_USDDD", units=10000)
>>>
>>> session.orders.place_order(marketOrder)
>>>
>>> pretty(session.errorMonitor.logs)
[
{
"entryID": 0,
"datetime": "2024-05-16T01:48:34.523512Z",
"originClass": "Orders",
"errorDetails": {
"url": "https://api-fxpractice.oanda.com/v3/accounts/<REDACTED>/orders",
"headers": {
"Authorization": "<REDACTED>",
"Content-Type": "application/json",
"AcceptDatetimeFormat": "RFC3339"
},
"parameters": null,
"payload": {
"order": {
"type": "MARKET",
"instrument": "EUR_USDDD",
"units": "10000",
"timeInForce": "FOK",
"positionFill": "DEFAULT"
}
},
"code": 400,
"message": {
"errorMessage": "Invalid value specified for 'order.instrument'",
"errorCode": "oanda::rest::core::InvalidParameterException"
}
}
}
]
>>>
```
</details>
<p> </p>
- ### Order Logs
> <b>Order Logs</b> are managed by the key session object `session.orderMonitor` -
this object records successfully placed orders and their corresponding
confirmation receipts:
```python
# order example: short 10000 units of EUR
marketOrder = easyoanda.MarketOrder()
marketOrder.set(instrument="EUR_USD", units=-10000)
session.orders.place_order(marketOrder)
# view the order log
session.orderMonitor.logs
```
<details>
<summary><i><b>example (click me)</b></i></summary>
```python
>>> marketOrder = easyoanda.MarketOrder()
>>>
>>> marketOrder.set(instrument="EUR_USD", units=-10000)
>>>
>>> session.orders.place_order(marketOrder)
>>>
>>> pretty(session.orderMonitor.logs)
[
{
"entryID": 0,
"datetime": "2024-05-16T01:51:27.054254Z",
"originClass": "Orders",
"confirmationDetails": {
"orderCreateTransaction": {
"id": 273,
"accountID": "<REDACTED>",
"userID": <REDACTED>,
"batchID": 273,
"requestID": <REDACTED>,
"time": "2024-05-16 01:51:32.777478+00:00",
"type": "MARKET_ORDER",
"instrument": "EUR_USD",
"units": -10000,
"timeInForce": "FOK",
"positionFill": "DEFAULT",
"reason": "CLIENT_ORDER"
},
"orderFillTransaction": {
"id": 274,
"accountID": "<REDACTED>",
"userID": <REDACTED>,
"batchID": 273,
"requestID": <REDACTED>,
"time": "2024-05-16 01:51:32.777478+00:00",
"type": "ORDER_FILL",
"orderID": 273,
"instrument": "EUR_USD",
"units": -10000,
"requestedUnits": -10000,
"price": 1.08857,
"pl": 0.0,
"quotePL": 0,
"financing": 0.0,
"baseFinancing": 0,
"commission": 0.0,
"accountBalance": 102447.9191,
"gainQuoteHomeConversionFactor": 1,
"lossQuoteHomeConversionFactor": 1,
"guaranteedExecutionFee": 0.0,
"quoteGuaranteedExecutionFee": 0,
"halfSpreadCost": 0.7,
"fullVWAP": 1.08857,
"reason": "MARKET_ORDER",
"tradeOpened": {
"price": 1.08857,
"tradeID": 274,
"units": -10000,
"guaranteedExecutionFee": 0.0,
"quoteGuaranteedExecutionFee": 0,
"halfSpreadCost": 0.7,
"initialMarginRequired": 217.728
},
"fullPrice": {
"closeoutBid": 1.08857,
"closeoutAsk": 1.08871,
"timestamp": "2024-05-16 01:51:27.611898+00:00",
"bids": [
{
"price": 1.08857,
"liquidity": 10000000
}
],
"asks": [
{
"price": 1.08871,
"liquidity": 10000000
}
]
},
"homeConversionFactors": {
"gainQuoteHome": {
"factor": 1
},
"lossQuoteHome": {
"factor": 1
},
"gainBaseHome": {
"factor": 1.0831968
},
"lossBaseHome": {
"factor": 1.0940832
}
}
},
"relatedTransactionIDs": [
"273",
"274"
],
"lastTransactionID": 274
}
}
]
>>>
```
</details>
<p> </p>
- ***Note:*** Users are advised to print error logs and order logs
to `stdout` when first developing their strategies, but to later set
logging to <i>only</i> files once a strategy is complete. If a strategy
is run continuously throughout the day (or longer), this allows for
perforance reviews and edge-case troubleshooting at the user's convenience.
Once again, please see `help(easyoanda.start_session)` for logging
configuration details.
<p> </p>
<!--- ===================================================================== --->
# Examples
> ***Note:*** Full implementations examples to come!
<p> </p>
<!--- ===================================================================== --->
# Full Capabilities
> Click on any following capability to exand its details:
- ***ALERT:*** Capabilities tagged with `***` execute financial transactions.
### <i>Starting a Session:</i>
> Start an `easyoanda` session. (required for most capabilities)
<details>
<summary><b>session = easyoanda.start_session()</b></summary>
```python
easyoanda.start_session(sessionType : str,
accountID : str,
token : str,
errorLog : str | None = None,
errorPrint : bool = False,
orderLog : str | None = None,
orderPrint : bool = False,
streamBeats : int = 10,
streamRetries : int = 3,
streamReset : int = 60
) -> None
'''
Instantiates an OandaSession object with API access to Oanda trading
endpoints.
Parameters
----------
`sessionType` : str
Determines which oanda servers to send all subsequent communication
to:
sessionType="paper" : Paper account
sessionType="live" : Live account
`accountID` : str
Unique Account ID for the account to trade with (identify
within Oanda portal).
`token` : str
Unique token generated for Oanda account. *Note* All "live" accounts
share the same token, but "paper" accounts have their own unique
token - make sure you're providing the correct one for the
`sessionType` started.
`errorLog` : str | None = None
(Optional) Full path to log file on disk for recording errors. If
provided, will attempt to load any pre-existing logs to memory
before error logging begins. [Default=None]
`errorPrint` : bool = False
Whether to print errors to stdout. [Default=False]
`orderLog` : str | None = None
(Optional) Full path to log file on disk for recording confirmations.
If provided, will attempt to load any pre-existing logs to memory
before confirmation logging begins. [Default=None]
`orderPrint` : bool = False
Whether to print order confirmations to stdout. [Default=False]
`streamBeats` : int = 10
Number of seconds between heartbeats before a stream is considered dead. [Default=10]
`streamRetries` : int = 3
Number of times to attempt to restart a dead stream. [Default=3]
`streamReset` : int = 60
Number of minutes before resetting `streamRetries` counters back to zero for each endpoint. [Default=60]
Returns
-------
`OandaSession`
Custom class object with API access to Oanda trading endpoints.
'''
```
</details>
<p> </p>
### <i>Stopping a Session:</i>
> Gracefully exit an `easyoanda` session.
<details>
<summary><b>session.quit()</b></summary>
```python
session.quit() -> None
'''
Gracefully stops the given session's sub-threads (monitors and streams),
allowing the parent program to cleanly exit. If your program hangs
on exit, having not run this is likely the cause - simply press
<CTRL>+'C' to regain control of your terminal if this happens.
Parameters
----------
None
Returns
-------
`None`
'''
```
</details>
<p> </p>
### <i>Account Management:</i>
> View account details, track profit-and-loss changes, set new margin rates.
<details>
<summary><b>session.account</b></summary>
``` python
session.account : object
'''
Your OANDA account interface.
'''
```
</details>
<details>
<summary><b>session.account.fullDetails</b></summary>
```python
session.account.fullDetails : dict
'''
Full details on the given account. Full pending Order, open Trade and
open Position representations are provided.
'''
```
</details>
<details>
<summary><b>session.account.summary</b></summary>
```python
session.account.summary : dict
'''
Summary of the given account.
'''
```
</details>
<details>
<summary><b>session.account.instruments</b></summary>
```python
session.account.instruments : dict
'''
List of tradeable instruments and their respective details for the
given Account. The list of tradeable instruments is dependent on
the regulatory division that the Account is located in, thus should be
the same for all Accounts owned by a single user.
'''
```
</details>
<details>
<summary><b>session.account.changes</b></summary>
```python
session.account.changes : dict
'''
Current state and changes in an account since a specified
point in time (by TransactionID).
'''
```
</details>
<details>
<summary><b>session.account.update_fullDetails()</b></summary>
```python
session.account.update_fullDetails() -> None
'''
Updates `session.account.fullDetails` attribute.
Parameters
----------------
None
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>session.account.update_summary()</b></summary>
```python
session.account.update_summary() -> None
'''
Updates `session.account.summary` attribute.
Parameters
----------------
None
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>session.account.update_changes()</b></summary>
```python
session.account.update_changes(transactionID : int | str | None = None) -> None
'''
Updates `session.account.changes` attribute using provided argument filters.
Parameters
----------------
`transactionID` : int | str | None = None
ID of the Transaction to get Account changes since - if
`None`, will update from the beginning of the session.
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>*** session.account.set_margin()</b></summary>
```python
session.account.set_margin(marginRate : float | str) -> None
'''
Sets the margin rate for an account. *Note* Know your account's
maximum allowable margin rate - typically .02 (50:1) - to avoid failed
requests.
Parameters
----------
`marginRate` : float | str
New margin rate to set for account (represented as a decimal).
Returns
-------
`None`
'''
```
</details>
<p> </p>
### <i>Instrument Data:</i>
> View historic instrument data, track an instrument's order book, view other trader's positions.
<details>
<summary><b>session.instruments</b></summary>
```python
session.instruments : object
'''
Your OANDA instrument interface.
'''
```
</details>
<details>
<summary><b>session.instruments.candles</b></summary>
```python
session.instruments.candles : None | dict = None
'''
Candle stick data for an instrument. `None` until populated by
`session.instruments.update_candles()`.
'''
```
</details>
<details>
<summary><b>session.instruments.orderBook</b></summary>
```python
session.instruments.orderBook : None | dict = None
'''
Snapshot of an instrument's order book at a given point in time.
`None` until populated by `session.instruments.update_orderBook()`.
'''
```
</details>
<details>
<summary><b>session.instruments.positionBook</b></summary>
```python
'''
Snapshot of an instrument's position book at a given point in time.
`None` until populated by `session.instruments.update_positionBook()`.
'''
```
</details>
<details>
<summary><b>session.instruments.update_candles()</b></summary>
```python
session.instruments.update_candles(instrument : str,
price : str = "M",
granularity : str = "D",
count : int | str | None = None,
fromTime : datetime.datetime | str | None = None,
toTime : datetime.datetime | str | None = None,
smooth : bool = False,
includeFirst : bool | None = None,
dailyAlignment : int | str = 17,
alignmentTimezone : str = "America/New_York",
weeklyAlignment : str = "Friday"
) -> None
'''
Updates `session.instruments.candles` attribute using provided argument filters.
Parameters
----------
`instrument` : str
Name of the Instrument to request candles for. *Note* if
`Account()` object present, can check `account.instruments` for
appropriate names.
`price` : str = "M"
The Price component(s) to get candlestick data for. [default=M]
"M" : Midpoint candles
"B" : Bid candles
"A" : Ask candles
"BA" : Bid and Ask candles
"MBA" : Mid, Bid, and Ask candles
`granularity` : str = "D"
The granularity of the candlesticks to fetch [default=S5]
"S5" : 5 second candlesticks, minute alignment\n
"S10" : 10 second candlesticks, minute alignment\n
"S15" : 15 second candlesticks, minute alignment\n
"S30" : 30 second candlesticks, minute alignment\n
"M1" : 1 minute candlesticks, minute alignment\n
"M2" : 2 minute candlesticks, hour alignment\n
"M4" : 4 minute candlesticks, hour alignment\n
"M5" : 5 minute candlesticks, hour alignment\n
"M10" : 10 minute candlesticks, hour alignment\n
"M15" : 15 minute candlesticks, hour alignment\n
"M30" : 30 minute candlesticks, hour alignment\n
"H1" : 1 hour candlesticks, hour alignment\n
"H2" : 2 hour candlesticks, day alignment\n
"H3" : 3 hour candlesticks, day alignment\n
"H4" : 4 hour candlesticks, day alignment\n
"H6" : 6 hour candlesticks, day alignment\n
"H8" : 8 hour candlesticks, day alignment\n
"H12" : 12 hour candlesticks, day alignment\n
"D" : 1 day candlesticks, day alignment\n
"W" : 1 week candlesticks, aligned to start of week\n
"M" : 1 month candlesticks, aligned to first day of the month\n
`count` : int | str | None = None
The number of candlesticks to return in the response. `count`
should not be specified if both the `fromTime` and `toTime`
parameters are provided, as the time range combined with the
granularity will determine the number of candlesticks to return.
`count` may be specified if only one `(from or to)Time` is provided.
[Default=500 if `None`, or only one of `fromTime` or `toTime`
is set]. (Max 5000)
`fromTime` : datetime.datetime | str | None = None
The start of the time range to fetch candlesticks for.
*Note* Strings must be RFC3339 format.
`toTime` : datetime.datetime | str | None = None
The end of the time range to fetch candlesticks for.
*Note* Strings must be RFC3339 format.
`smooth` : bool = False
A flag that controls whether the candlestick is “smoothed” or
not. A smoothed candlestick uses the previous candles close
price as its open price, while an un-smoothed candlestick uses
the first price from its time range as its open price.
[default=False]
`includeFirst` : bool | None = None
A flag that controls whether the candlestick that is covered by
the from time should be included in the results. This flag
enables clients to use the timestamp of the last completed
candlestick received to poll for future candlesticks but avoid
receiving the previous candlestick repeatedly. [default=True,
if using 'fromTime' argument and left as `None`]
`dailyAlignment` : int | str = 17
The hour of the day (in the specified timezone) to use for
granularities that have daily alignments. [default=17,
minimum=0, maximum=23]
`alignmentTimezone` : str = "America/New_York"
The timezone to use for the dailyAlignment parameter.
Candlesticks with daily alignment will be aligned to the
dailyAlignment hour within the alignmentTimezone. Note that the
returned times will still be represented in UTC.
[default=America/New_York].
List of "TZ Identifiers": https://en.wikipedia.org/wiki/List_of_tz_database_time_zones
`weeklyAlignment` : str = "Friday"
The day of the week used for granularities that have weekly
alignment. [default=Friday]
"Monday" : Monday\n
"Tuesday" : Tuesday\n
"Wednesday" : Wednesday\n
"Thursday" : Thursday\n
"Friday" : Friday\n
"Saturday" : Saturday\n
"Sunday" : Sunday\n
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.instruments.update_orderBook()</b></summary>
```python
session.instruments.update_orderBook(instrument : str,
time : datetime.datetime | str | None = None) -> None:
'''
Updates `session.instruments.orderBook` attribute using provided argument filters.
Parameters
----------
`instrument` : str
Name of the instrument.
`time` : datetime.datetime | str | None = None
The time of the snapshot to fetch. This time is only customizable
up to "hours" - all minutes and seconds should be zero-ed out.
If not specified, then the most recent snapshot is fetched.
*Note* Ensure strings are RCF3339 formatted.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.instruments.update_positionBook()</b></summary>
```python
session.instruments.update_positionBook(instrument : str,
time : datetime.datetime | str | None = None) -> None
'''
Updates `session.instruments.positionBook` attribute using provided argument filters.
Parameters
----------
`instrument` : str
Name of the instrument.
`time` : datetime.datetime | str | None = None
The time of the snapshot to fetch. This time is only customizable
up to "hours" - all minutes and seconds should be zero-ed out.
If not specified, then the most recent snapshot is fetched.
*Note* Ensure strings are RCF3339 formatted.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.instruments.pretty_candles()</b></summary>
```python
session.instruments.pretty_candles(spread : bool = False) -> pandas.DataFrame
'''
Returns copy of candles in `session.instruments.candles` as a
`pandas.DataFrame`. No error checking is done prior to conversion -
ensure `session.instruments.candles` have been successfully retrieved first
by confirming `session.instruments.rcode` == 200. *Note*: "o", "h", "l", and
"c" will be appended with a suffix to indicate quote type:
"<no suffix>" : the average ("mid") of the bid-ask quotes (standard quote)
"_bid" : the bid
"_ask" : the ask
"_spread" : the bid-ask spread (if requested)
Parameters
----------
`spread` : bool = False
If set to `True` and both the bid and ask were requested in your
`update_candles()` command, the spread will be appended to the
returned DataFrame on your behalf. [default=False]
Returns
-------
`pandas.DataFrame`
Candles in `pandas.DataFrame` format.
'''
```
</details>
<p> </p>
### <i>Order Management:</i>
> Create, place, replace, cancel, and track orders.
<details>
<summary><b>session.orders</b></summary>
```python
session.orders : object
'''
Your OANDA order interface.
'''
```
</details>
<details>
<summary><b>session.orders.orders</b></summary>
```python
session.orders.orders : None | dict = None
'''
Filtered orders of an account. `None` until populated by
`session.orders.update_orders()`.
'''
```
</details>
<details>
<summary><b>session.orders.pendingOrders</b></summary>
```python
session.orders.pendingOrders : dict
'''
All pending orders in an account.
'''
```
</details>
<details>
<summary><b>session.orders.specificOrder</b></summary>
```python
session.orders.specificOrder : None | dict = None
'''
Details of a single order in a given account. `None` until
populated by `session.orders.update_specific()`.
'''
```
</details>
<details>
<summary><b>session.orders.update_orders()</b></summary>
```python
session.orders.update_orders(instrument : str | None = None,
state : str = "PENDING",
ids : list[str | int] | None = None,
beforeID : str | int | None = None,
count : int = 50) -> None
'''
Updates `session.orders.orders` attribute by filtering the given account's
order book by specified parameters (max 500).
Parameters
----------------
`instrument` : str | None
The instrument to filter the requested orders by
`state` : None | str = "PENDING"
The state to filter the requested Orders by [default=PENDING]
"PENDING"\n
"FILLED"\n
"TRIGGERED"\n
"CANCELLED"\n
"ALL"
`ids` : list[int, str] | None = None
List of Order IDs to retrieve. Ensure `state="ALL"` if any of the
orders are not "PENDING".
Example:
[51, 56, 60]
`beforeID` : str | int | None = None
The maximum Order ID to return. If not provided, the most recent
Order in the Account is used as the maximum Order ID to return.
`count` : int = 50
The maximum number of Orders to return [default=50, maximum=500].
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>session.orders.update_pending()</b></summary>
```python
session.orders.update_pending() -> None
'''
Updates `session.orders.pendingOrders` (no filtering required).
Parameters
----------------
None
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>session.orders.update_specific()</b></summary>
```python
session.orders.update_specific(orderID : int | str) -> None
'''
Updates `session.orders.specificOrder` attribute by populating full details of
a single order via a given `orderID` ("orderSpecifier").
Parameters
----------------
`orderID` : int | str
Specific order to collect details on. `orderID` may be index (int)
or "Client ID" (string) (Example: 6372 or "@my_order_100")
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>*** session.orders.replace_order()</b></summary>
```python
session.orders.replace_order(orderID: int | str,
newOrder : dict | MarketOrder | LimitOrder | StopOrder
| MarketIfTouchedOrder | TakeProfitOrder | StopLossOrder |
GuaranteedStopLossOrder | TrailingStopLossOrder) -> None
'''
Replaces an order in an account by simultaneously cancelling it
and creating a new order.
Parameters
----------
`orderID`: int | str
Specific order to replace. `orderID` may be index (int)
or "Client ID" (string) (Example: 6372 or "@my_order_100")
`newOrder` : dict | MarketOrder | LimitOrder | StopOrder
| MarketTouchOrder | TakeProfitOrder | StopLossOrder |
GuaranteedStopLossOrder | TrailingStopLossOrder
A custom dictionary or prebuilt order object from one of the `prebuild`
module classes - help(prebuild.<class>.set_entry) -
which contains all required order specifications to
pass to the endpoint.
If building the dictionary manually, specific Attributes / formatting
can be found on the Oanda API documentation page under
"PUT /v3/accounts/{accountID}/orders/{orderSpecifier}"
-> "Request Body Schema (application/json)":
https://developer.oanda.com/rest-live-v20/order-ep/
*Note* Within this program, some arguments are converted to their
appropriate datatypes prior to sending requests to the server - if
building your own `newOrder` requests, ensure the values you're
using conform to the Oanda API documentation.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>*** session.orders.cancel_order()</b></summary>
```python
session.orders.cancel_order(orderID: int | str) -> None
'''
Cancels a pending order in an account.
Parameters
----------
`orderID`: int | str
Specific order to cancel. `orderID` may be index (int)
or "Client ID" (string) (Example: 6372 or "@my_order_100")
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>*** session.orders.place_order()</b></summary>
```python
session.orders.place_order(newOrder : dict | MarketOrder | LimitOrder | StopOrder
| MarketIfTouchedOrder | TakeProfitOrder | StopLossOrder |
GuaranteedStopLossOrder | TrailingStopLossOrder) -> None
'''
Places an order for an account.
Parameters
----------
`newOrder` : dict | MarketOrder | LimitOrder | StopOrder
| MarketTouchOrder | TakeProfitOrder | StopLossOrder |
GuaranteedStopLossOrder | TrailingStopLossOrder
A custom dictionary or prebuilt order object : help(easyoanda.<order type>).
Contains all required order specifications to pass to the endpoint.
If building the dictionary manually, specific Attributes / formatting
can be found on the Oanda API documentation page under
"PUT /v3/accounts/{accountID}/orders/{orderSpecifier}"
-> "Request Body Schema (application/json)":
https://developer.oanda.com/rest-live-v20/order-ep/
*Note* Within this program, some arguments are converted to their
appropriate datatypes prior to sending requests to the server - if
building your own `newOrder` requests, ensure the values you're
using conform to the Oanda API documentation.
Returns
-------
`None`
'''
```
</details>
- #### <i><u>Base Orders:</u></i>
> Create traditional orders.
<details>
<summary><b>marketOrder = easyoanda.MarketOrder()</b></summary>
```python
easyoanda.MarketOrder() : object
'''
A market order template.
'''
```
</details>
<details>
<summary><b>marketOrder.set()</b></summary>
```python
marketOrder.set(instrument : str,
units : int,
priceBounds : float | None = None,
timeInForce : str = "FOK",
positionFill : str = "DEFAULT") -> None
'''
Sets required Market Order specifications.
Parameters
----------
`instrument` : str
The order's target instrument.
`units` : int
The quantity requested to be filled by the order. A positive
number of units results in a long Order, and a negative number of units
results in a short Order.
`priceBound` : float | None = None
(Optional) The worst price that the client is willing to have the Order
filled at.
`timeInForce` : str = "FOK"
The time-in-force requested for the Order. TimeInForce describes
how long an Order should remain pending before automaticaly being
cancelled by the execution system. Must be "FOK" or "IOC" for
Market Orders [Default=FOK]:
"FOK" : The Order must be immediately “Filled Or Killed”\n
"IOC" : The Order must be “Immediately partially filled Or Cancelled”
`positionFill` : str = "DEFAULT"
Specification of how Positions in the Account are modified when the Order
is filled [Default=DEFAULT]:
"OPEN_ONLY" : When the Order is filled, only allow Positions to be
opened or extended.
"REDUCE_FIRST" : When the Order is filled, always fully reduce an
existing Position before opening a new Position.
"REDUCE_ONLY" : When the Order is filled, only reduce an existing
Position.
"DEFAULT" : When the Order is filled, use REDUCE_FIRST behaviour
for non-client hedging Accounts, and OPEN_ONLY behaviour for
client hedging Accounts.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>limitOrder = easyoanda.LimitOrder()</b></summary>
```python
easyoanda.LimitOrder() : object
'''
A limit order template.
'''
```
</details>
<details>
<summary><b>limitOrder.set()</b></summary>
```python
limitOrder.set(instrument : str,
units : int,
price : float,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None,
positionFill : str = "DEFAULT",
triggerCondition : str = "DEFAULT") -> None
'''
Sets required Limit Order specifications. *Note* A general note on LimitOrders:
If POSITIVE units provided (Going Long / Closing Short)...
AND Current Price < Order Price:
order will be filled immediately at CURRENT market prices (if not
enough market liquidity and markets move UPWARD, will continue to be
filled only at prices LESS THAN or EQUAL TO the ORDER price)
AND Current Price = Order Price:
order will be filled immediately at ORDER / CURRENT price or LESS
(if enough market liquidity)
AND Current Price > Order Price:
order will sit at ORDER price until CURRENT price FALLS to ORDER price,
at which point the order will be filled at ORDER price or LESS (if
enough market liquidity)
If Negative Units Provided (Going Short / Closing Long) and...
AND Current Price < Order Price:
order will sit at ORDER price until CURRENT price RISES to ORDER price,
at which point the order will be filled at ORDER price or GREATER
(if enough market liquidity)
AND Current Price = Order Price:
order will be filled immediately at ORDER / CURRENT price or GREATER
(if enough market liquidity)
AND Current Price > Order Price:
order will be filled immediately at CURRENT market prices (if not
enough market liquidity and markets move DOWNWARD, will continue to
be filled only at prices GREATER THAN or EQUAL TO the ORDER price)
Parameters
----------
`instrument` : str
The order's target instrument.
`units` : int
The quantity requested to be filled by the order. A positive
number of units results in a long Order, and a negative number of units
results in a short Order.
`price` : float | None = None
The price threshold specified for the Order. The Limit Order will
only be filled by a market price that is equal to or better than
this price.
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce describes
how long an Order should remain pending before automaticaly being
cancelled by the execution system [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
"FOK" : The Order must be immediately “Filled Or Killed”
"IOC" : The Order must be “Immediately partially filled Or Cancelled”
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce="GTD") The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
`positionFill` : str = "DEFAULT"
Specification of how Positions in the Account are modified when the Order
is filled [Default=DEFAULT]:
"OPEN_ONLY" : When the Order is filled, only allow Positions to be
opened or extended.
"REDUCE_FIRST" : When the Order is filled, always fully reduce an
existing Position before opening a new Position.
"REDUCE_ONLY" : When the Order is filled, only reduce an existing
Position.
"DEFAULT" : When the Order is filled, use REDUCE_FIRST behaviour
for non-client hedging Accounts, and OPEN_ONLY behaviour for
client hedging Accounts.
`triggerCondition` : str = "DEFAULT"
Specification of which price component should be evaluated when
determining if an Order should be triggered and filled [Default=DEFAULT].
"DEFAULT" : Trigger an Order the “natural” way: compare its price
to the ask for long Orders and bid for short Orders.
"INVERSE" : Trigger an Order the opposite of the “natural” way:
compare its price the bid for long Orders and ask for short Orders.
"BID" : Trigger an Order by comparing its price to the bid
regardless of whether it is long or short.
"ASK" : Trigger an Order by comparing its price to the ask
regardless of whether it is long or short.
"MID" : Trigger an Order by comparing its price to the midpoint
regardless of whether it is long or short.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>stopOrder = easyoanda.StopOrder()</b></summary>
```python
easyoanda.StopOrder() : object
'''
A stop order template.
'''
```
</details>
<details>
<summary><b>stopOrder.set()</b></summary>
```python
stopOrder.set(instrument : str,
units : int,
price : float,
priceBound : float | None = None,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None,
positionFill : str = "DEFAULT",
triggerCondition : str = "DEFAULT") -> None
'''
Sets required stop order specifications. *Note* A general note on StopOrders:
If POSITIVE units provided (Going Long / Closing Short)...
AND Current Price < Order Price:
order will sit at ORDER price until CURRENT price RISES to ORDER price,
at which point the order will be filled at the ORDER price or
GREATER (if enough market liquidity)
AND Current Price = Order Price:
order will be filled immediately at ORDER / CURRENT price or GREATER
(if enough market liquidity)
AND Current Price > Order Price:
order will be filled immediately at CURRENT market prices (if not
enough market liquidity and markets move DOWNWARD, will continue to
be filled only at prices GREATER THAN or EQUAL TO the ORDER price).
If Negative Units Provided (Going Short / Closing Long)...
AND Current Price > Order Price:
order will sit at ORDER price until CURRENT prices FALL to ORDER price,
at which point the order will be filled at the ORDER price or LESS
(if enough market liquidity)
AND Current Price = Order Price:
order will be filled immediately at ORDER / CURRENT price or LESS
(if enough market liquidity)
AND Current Price < Order Price:
order will be filled immediately at CURRENT market prices (if not
enough market liquidity and markets move UPWARD, will continue to
be filled only at prices LESS THAN or EQUAL TO the ORDER price)
Parameters
----------
`instrument` : str
The order's target instrument.
`units` : int
The quantity requested to be filled by the order. A positive
number of units results in a long Order, and a negative number of units
results in a short Order.
`price` : float
The price threshold specified for the Order. The Stop Order will
only be filled by a market price that is equal to or worse than this
price.
`priceBound` : float | None = None
(Optional) The worst price that the client is willing to have the Order
filled at.
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce describes
how long an Order should remain pending before automaticaly being
cancelled by the execution system [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
"FOK" : The Order must be immediately “Filled Or Killed”
"IOC" : The Order must be “Immediately partially filled Or Cancelled”
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce="GTD") The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
`positionFill` : str = "DEFAULT"
Specification of how Positions in the Account are modified when the Order
is filled [Default=DEFAULT]:
"OPEN_ONLY" : When the Order is filled, only allow Positions to be
opened or extended.
"REDUCE_FIRST" : When the Order is filled, always fully reduce an
existing Position before opening a new Position.
"REDUCE_ONLY" : When the Order is filled, only reduce an existing
Position.
"DEFAULT" : When the Order is filled, use REDUCE_FIRST behaviour
for non-client hedging Accounts, and OPEN_ONLY behaviour for
client hedging Accounts.
`triggerCondition` : str = "DEFAULT"
Specification of which price component should be evaluated when
determining if an Order should be triggered and filled [Default=DEFAULT].
"DEFAULT" : Trigger an Order the “natural” way: compare its price
to the ask for long Orders and bid for short Orders.
"INVERSE" : Trigger an Order the opposite of the “natural” way:
compare its price the bid for long Orders and ask for short Orders.
"BID" : Trigger an Order by comparing its price to the bid
regardless of whether it is long or short.
"ASK" : Trigger an Order by comparing its price to the ask
regardless of whether it is long or short.
"MID" : Trigger an Order by comparing its price to the midpoint
regardless of whether it is long or short.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>marketIfTouchedOrder = easyoanda.MarketIfTouchedOrder()</b></summary>
```python
easyoanda.MarketIfTouchedOrder() : object
'''
A "market-if-touched" order template.
'''
```
</details>
<details>
<summary><b>marketIfTouchedOrder.set()</b></summary>
```python
marketIfTouchedOrder.set(instrument : str,
units : int,
price : float,
priceBound : float | None = None,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None,
positionFill : str = "DEFAULT",
triggerCondition : str = "DEFAULT") -> None
'''
Sets required MarketIfTouched Order specifications. *Note* A general
note on MarketIfTouchedOrders:
Think of a MarketIfTouchedOrder as taking ONE direction at a specific
price point no matter where the market price comes from before hand.
If POSITIVE units provided (Going Long / Closing Short)...
AND Current Price < Order Price:
[Acts as Long Stop] order will sit at ORDER price until CURRENT price
RISES to ORDER price, at which point the order will be filled at the
ORDER price or GREATER (if enough market liquidity)
AND Current Price = Order Price:
N/A
AND Current Price > Order Price:
[Acts as Long Limit] order will sit at ORDER price until CURRENT price
FALLS to ORDER price, at which point the order will be filled at
ORDER price or LESS (if enough market liquidity)
If Negative Units Provided (Going Short / Closing Long)...
AND Current Price > Order Price:
[Acts as Short Stop] order will sit at ORDER price until CURRENT price
FALLS to ORDER price, at which point the order will be filled at the
ORDER price or LESS (if enough market liquidity)
AND Current Price = Order Price:
N/A
AND Current Price < Order Price:
[Acts as Short Limit] order will sit at ORDER price until CURRENT price
RISES to ORDER price, at which point the order will be filled at
ORDER price or GREATER (if enough market liquidity)
Parameters
----------
`instrument` : str
The order's target instrument.
`units` : int
The quantity requested to be filled by the order. A positive
number of units results in a long Order, and a negative number of units
results in a short Order.
`price` : float
The price threshold specified for the Order. The MarketIfTouched
Order will only be filled by a market price that crosses this price
from the direction of the market price at the time when the Order
was created (the initialMarketPrice). Depending on the value of the
Orders price and initialMarketPrice, the MarketIfTouchedOrder will
behave like a Limit or a Stop Order.
`priceBound` : float | None = None
(Optional) The worst price that the client is willing to have the Order
filled at.
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce describes
how long an Order should remain pending before automaticaly being
cancelled by the execution system. Restricted to “GTC”, “GFD” and
“GTD” for MarketIfTouched Orders [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce="GTD") The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
`positionFill` : str = "DEFAULT"
Specification of how Positions in the Account are modified when the Order
is filled [Default=DEFAULT]:
"OPEN_ONLY" : When the Order is filled, only allow Positions to be
opened or extended.
"REDUCE_FIRST" : When the Order is filled, always fully reduce an
existing Position before opening a new Position.
"REDUCE_ONLY" : When the Order is filled, only reduce an existing
Position.
"DEFAULT" : When the Order is filled, use REDUCE_FIRST behaviour
for non-client hedging Accounts, and OPEN_ONLY behaviour for
client hedging Accounts.
`triggerCondition` : str = "DEFAULT"
Specification of which price component should be evaluated when
determining if an Order should be triggered and filled [Default=DEFAULT].
"DEFAULT" : Trigger an Order the “natural” way: compare its price
to the ask for long Orders and bid for short Orders.
"INVERSE" : Trigger an Order the opposite of the “natural” way:
compare its price the bid for long Orders and ask for short Orders.
"BID" : Trigger an Order by comparing its price to the bid
regardless of whether it is long or short.
"ASK" : Trigger an Order by comparing its price to the ask
regardless of whether it is long or short.
"MID" : Trigger an Order by comparing its price to the midpoint
regardless of whether it is long or short.
Returns
-------
`None`
'''
```
</details>
<p></p>
<details>
<summary><b>ANY_BASE_ORDER.get_payload()</b></summary>
```python
ANY_BASE_ORDER.get_payload() -> dict
'''
Returns a base order's configurations, formatted for placement with OANDA.
Parameters
----------
None
Returns
-------
`None`
'''
```
</details>
- #### <i><u>Dependent Orders:</u></i>
> Create orders that can be attached to live trades.
<details>
<summary><b>takeProfitOrder = easyoanda.TakeProfitOrder()</b></summary>
```python
easyoanda.TakeProfitOrder()
'''
A take-profit order template.
'''
```
</details>
<details>
<summary><b>takeProfitOrder.set()</b></summary>
```python
takeProfitOrder.set(tradeID : int,
price : float | None = None,
distance : float | None = None,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None,
triggerCondition : str = "DEFAULT") -> None
'''
Sets required TakeProfit Order requirements.
Parameters
----------
`tradeID` : int
The ID of the Trade to close when the price threshold is breached.
`price` : float | None = None
The associated Trade will be closed by a market price that is equal
to or better than this threshold (acts as Limit Order). Only
`price` OR `distance` may be specified - if both are input,
`price` will be given preference.
`distance` : float | None = None
Specifies the distance (in positive price units) from the trade's current
price to use as the Order price. The associated Trade will be closed
by a market price that is equal to or better than this threshold
(acts as Limit Order). If the Trade is short the Instruments BID
price is used to calculated the price (and filled once ASK hits it), and
for long Trades the ASK is used (and filled once BID hits it). Only
`price` OR `distance` may be specified - if both are input, `price`
will be given preference.
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce
describes how long an Order should remain pending before automaticaly
being cancelled by the execution system. Restricted to
“GTC”, “GFD” and “GTD” for TakeProfit Orders [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce=GTD) The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
`triggerCondition` : str = "DEFAULT"
Specification of which price component should be evaluated when
determining if an Order should be triggered and filled [Default=DEFAULT].
"DEFAULT" : Trigger an Order the “natural” way: compare its price
to the ask for long Orders and bid for short Orders.
"INVERSE" : Trigger an Order the opposite of the “natural” way:
compare its price the bid for long Orders and ask for short Orders.
"BID" : Trigger an Order by comparing its price to the bid
regardless of whether it is long or short.
"ASK" : Trigger an Order by comparing its price to the ask
regardless of whether it is long or short.
"MID" : Trigger an Order by comparing its price to the midpoint
regardless of whether it is long or short.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>stopLossOrder = easyoanda.StopLossOrder()</b></summary>
```python
easyoanda.StopLossOrder()
'''
A stop-loss order template.
'''
```
</details>
<details>
<summary><b>stopLossOrder.set()</b></summary>
```python
stopLossOrder.set(tradeID : int,
price : float | None = None,
distance : float | None = None,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None,
triggerCondition : str = "DEFAULT") -> None
'''
Sets required StopLoss Order requirements.
Parameters
----------
`tradeID` : int
The ID of the Trade to close when the price threshold is breached.
`price` : float | None = None
The associated Trade will be closed by a market price that is equal
to or worse than this threshold (acts as Stop Order). Only
`price` OR `distance` may be specified - if both are input,
`price` will be given preference.
`distance` : float | None = None
Specifies the distance (in positive price units) from the trade's current
price to use as the Order price. The associated Trade will be closed
by a market price that is equal to or better than this threshold
(acts as Limit Order). If the Trade is short the Instruments BID
price is used to calculated the price (and filled once ASK hits it), and
for long Trades the ASK is used (and filled once BID hits it). Only
`price` OR `distance` may be specified - if both are input, `price`
will be given preference.
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce
describes how long an Order should remain pending before automaticaly
being cancelled by the execution system. Restricted to
“GTC”, “GFD” and “GTD” for StopLoss Orders [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce=GTD) The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
`triggerCondition` : str = "DEFAULT"
Specification of which price component should be evaluated when
determining if an Order should be triggered and filled [Default=DEFAULT].
"DEFAULT" : Trigger an Order the “natural” way: compare its price
to the ask for long Orders and bid for short Orders.
"INVERSE" : Trigger an Order the opposite of the “natural” way:
compare its price the bid for long Orders and ask for short Orders.
"BID" : Trigger an Order by comparing its price to the bid
regardless of whether it is long or short.
"ASK" : Trigger an Order by comparing its price to the ask
regardless of whether it is long or short.
"MID" : Trigger an Order by comparing its price to the midpoint
regardless of whether it is long or short.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>guaranteedStopLossOrder = easyoanda.GuaranteedStopLossOrder()</b></summary>
```python
easyoanda.GuaranteedStopLossOrder()
'''
A guaranteed stop-loss order template.
'''
```
</details>
<details>
<summary><b>guaranteedStopLossOrder.set()</b></summary>
```python
guaranteedStopLossOrder.set(tradeID : int,
price : float | None = None,
distance : float | None = None,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None,
triggerCondition : str = "DEFAULT") -> None
'''
Sets required GuaranteedStopLoss Order requirements.
Parameters
----------
`tradeID` : int
The ID of the Trade to close when the price threshold is breached.
`price` : float | None = None
The associated Trade will be closed at this price. Only
`price` OR `distance` may be specified - if both are input,
`price` will be given preference.
`distance` : float | None = None
Specifies the distance (in positive price units) from the trade's current
price to use as the Order price. The associated Trade will be closed
by a market price that is equal to or better than this threshold
(acts as Limit Order). If the Trade is short the Instruments BID
price is used to calculated the price (and filled once ASK hits it), and
for long Trades the ASK is used (and filled once BID hits it). Only
`price` OR `distance` may be specified - if both are input, `price`
will be given preference.
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce
describes how long an Order should remain pending before automaticaly
being cancelled by the execution system. Restricted to
“GTC”, “GFD” and “GTD” for GuaranteedStopLoss Orders [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce=GTD) The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
`triggerCondition` : str = "DEFAULT"
Specification of which price component should be evaluated when
determining if an Order should be triggered and filled [Default=DEFAULT].
"DEFAULT" : Trigger an Order the “natural” way: compare its price
to the ask for long Orders and bid for short Orders.
"INVERSE" : Trigger an Order the opposite of the “natural” way:
compare its price the bid for long Orders and ask for short Orders.
"BID" : Trigger an Order by comparing its price to the bid
regardless of whether it is long or short.
"ASK" : Trigger an Order by comparing its price to the ask
regardless of whether it is long or short.
"MID" : Trigger an Order by comparing its price to the midpoint
regardless of whether it is long or short.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>trailingStopLossOrder = easyoanda.TrailingStopLossOrder()</b></summary>
```python
easyoanda.TrailingStopLossOrder()
'''
A trailing stop-loss order template.
'''
```
</details>
<details>
<summary><b>trailingStopLossOrder.set()</b></summary>
```python
trailingStopLossOrder.set(tradeID : int,
distance : float,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None,
triggerCondition : str = "DEFAULT") -> None
'''
Sets required TrailingStopLoss Order requirements.
Parameters
----------
`tradeID` : int
The ID of the Trade to close when the price threshold is breached.
`distance` : float
Specifies the distance (in positive price units) from the trade's current
price to use as the Order price. The associated Trade will be closed
by a market price that is equal to or worse than this threshold
(acts as Stop Order). If the Trade is short the Instruments BID
price is used to calculated the price (and filled once ASK hits it), and
for long Trades the ASK is used (and filled once BID hits it).
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce
describes how long an Order should remain pending before automaticaly
being cancelled by the execution system. Restricted to
“GTC”, “GFD” and “GTD” for GuaranteedStopLoss Orders [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce=GTD) The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
`triggerCondition` : str = "DEFAULT"
Specification of which price component should be evaluated when
determining if an Order should be triggered and filled [Default=DEFAULT].
"DEFAULT" : Trigger an Order the “natural” way: compare its price
to the ask for long Orders and bid for short Orders.
"INVERSE" : Trigger an Order the opposite of the “natural” way:
compare its price the bid for long Orders and ask for short Orders.
"BID" : Trigger an Order by comparing its price to the bid
regardless of whether it is long or short.
"ASK" : Trigger an Order by comparing its price to the ask
regardless of whether it is long or short.
"MID" : Trigger an Order by comparing its price to the midpoint
regardless of whether it is long or short.
Returns
-------
`None`
'''
```
</details>
<p></p>
<details>
<summary><b>ANY_DEPENDENT_ORDER.get_payload()</b></summary>
```python
ANY_DEPENDENT_ORDER.get_payload() -> None
'''
Returns a dependent order's configurations, formatted for placement with OANDA.
Parameters
----------
None
Returns
-------
`None`
'''
```
</details>
- #### <i><u>Complete Orders:</u></i>
> Attach "Dependent Orders" to "Base Orders" before they're even placed.
<details>
<summary><b>ANY_BASE_ORDER.set_takeProfit()</b></summary>
```python
ANY_BASE_ORDER.set_takeProfit(price : float | None = None,
distance : float | None = None,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None) -> None
'''
Creates and sets a base order's TakeProfit dependent order.
Parameters
----------
`price` : float | None = None
The associated Trade will be closed by a market price that is equal
to or better than this threshold (acts as Limit Order). Only
`price` OR `distance` may be specified - if both are input,
`price` will be given preference.
`distance` : float | None = None
Specifies the distance (in positive price units) from the trade's current
price to use as the Order price. The associated Trade will be closed
by a market price that is equal to or better than this threshold
(acts as Limit Order). If the Trade is short the Instruments BID
price is used to calculated the price (and filled once ASK hits it), and
for long Trades the ASK is used (and filled once BID hits it). Only
`price` OR `distance` may be specified - if both are input, `price`
will be given preference.
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce
describes how long an Order should remain pending before automaticaly
being cancelled by the execution system. Restricted to
“GTC”, “GFD” and “GTD” for TakeProfit Orders [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce=GTD) The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>ANY_BASE_ORDER.set_stopLoss()</b></summary>
```python
ANY_BASE_ORDER.set_stopLoss(price : float | None = None,
distance : float | None = None,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None) -> None
'''
Creates and sets a base order's StopLoss dependent order.
Parameters
----------
`price` : float | None = None
The associated Trade will be closed by a market price that is equal
to or worse than this threshold (acts as Stop Order). Only
`price` OR `distance` may be specified - if both are input,
`price` will be given preference.
`distance` : float | None = None
Specifies the distance (in positive price units) from the trade's current
price to use as the Order price. The associated Trade will be closed
by a market price that is equal to or worse than this threshold
(acts as Stop Order). If the Trade is short the Instruments BID
price is used to calculated the price (and filled once ASK hits it), and
for long Trades the ASK is used (and filled once BID hits it). Only
`price` OR `distance` may be specified - if both are input, `price`
will be given preference.
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce
describes how long an Order should remain pending before automaticaly
being cancelled by the execution system. Restricted to
“GTC”, “GFD” and “GTD” for StopLoss Orders [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce=GTD) The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>ANY_BASE_ORDER.set_trailingStop()</b></summary>
```python
ANY_BASE_ORDER.set_trailingStop(distance : float,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None) -> None
'''
Creates and sets a base order's TrailingStopLoss dependent order.
Parameters
----------
`distance` : float | None = None
Specifies the distance (in positive price units) from the trade's current
price to use as the Order price. The associated Trade will be closed
by a market price that is equal to or worse than this threshold
(acts as Stop Order). If the Trade is short the Instruments BID
price is used to calculated the price (and filled once ASK hits it), and
for long Trades the ASK is used (and filled once BID hits it).
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce
describes how long an Order should remain pending before automaticaly
being cancelled by the execution system. Restricted to
“GTC”, “GFD” and “GTD” for TrailingStopLoss Orders [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce=GTD) The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>ANY_BASE_ORDER.set_guaranteedStop()</b></summary>
```python
ANY_BASE_ORDER.set_guaranteedStop(self,
price : float | None = None,
distance : float | None = None,
timeInForce : str = "GTC",
gtdTime : datetime.datetime | str | None = None) -> None
'''
Creates and sets a base order's GuarnateedStopLoss dependent order.
Parameters
----------
`price` : float | None = None
The associated Trade will be closed at this price. Only
`price` OR `distance` may be specified - if both are input,
`price` will be given preference.
`distance` : float | None = None
Specifies the distance (in positive price units) from the trade's current
price to use as the Order price. The associated Trade will be closed
at this price. If the Trade is short the Instruments BID
price is used to calculated the price (and filled once ASK hits it), and
for long Trades the ASK is used (and filled once BID hits it). Only
`price` OR `distance` may be specified - if both are input, `price`
will be given preference.
`timeInForce` : str = "GTC"
The time-in-force requested for the Order. TimeInForce
describes how long an Order should remain pending before automaticaly
being cancelled by the execution system. Restricted to
“GTC”, “GFD” and “GTD” for GuarnateedStopLoss Orders [Default=GTC]:
"GTC" : The Order is “Good unTil Cancelled”
"GTD" : The Order is “Good unTil Date” and will be cancelled at
the provided time
"GFD" : The Order is “Good For Day” and will be cancelled at 5pm
New York time
`gtdTime` : datetime.datetime | str | None = None
(Required if timeInForce=GTD) The date/time when the Order will be
cancelled if its timeInForce is “GTD”. If string, ensure UTC in
RCF3339 formatted.
Returns
-------
`None`
'''
```
</details>
- #### <i><u>Sizing a Position:</u></i>
> Convert home currency units to target instrument's base currency units,
evaluate a trade's price sensitivity
<details>
<summary><b>easyoanda.to_baseUnits()</b></summary>
```python
easyoanda.to_baseUnits(currentQuotes : dict,
homeUnits : float,
truncate : bool = False) -> float | int
'''
Convert units of the account's home currency to equivalent units of an
instrument's base currency.
Parameters
----------
`currentQuotes` : dict
The current `session.pricing.pricing` details of the target
instrument. *Note* Pricing data must include home conversion factors
- this is the default in session.pricing.update_pricing().
`homeUnits` : float
Units of the account's home currency to convert.
`truncate` : bool = False
Whether to truncate the equivalent units of the base currency. Set this
value to `True` when calculating units for an order - OANDA order units
are the number of the target instrument's base currency that you'd like
to buy or sell - these units must be INTEGERS! When `truncate=True`, if the
equivalent units of a base currency contain decimals, the units will be
"floored" to the nearest integer (decimals will be dropped) to comply
with OANDA order specifications. This will result in an equivalent order
size that is slightly smaller than that requested in `homeUnits`.
To verify the true value of the base currency units after truncating, use
`easyoanda.calc_home()`. [default=False]
Returns
-------
float | int
The equivalent units of the target instrument's base currency.
'''
```
</details>
<details>
<summary><b>easyoanda.to_homeUnits()</b></summary>
```python
easyoanda.to_homeUnits(currentQuotes : dict,
baseUnits : float | int) -> float
'''
Convert units of an instrument's base currency to equivalent units of
the account's home currency.
Parameters
----------
`currentQuotes` : dict
The current `session.pricing.pricing` details of the target
instrument. *Note* Pricing data must include home conversion factors
- this is the default in session.pricing.update_pricing().
`baseUnits` : float
Units of the instrument's base currency to convert.
Returns
-------
float
The equivalent units of the account's home currency.
'''
```
</details>
<details>
<summary><b>easyoanda.get_pip_impact()</b></summary>
```python
easyoanda.get_pip_impact(currentQuotes : dict,
baseUnits : float) -> None
'''
Calculate the price impact of a single pip change (as measured in the
account's home currency), given a number of units of the target instrument's
base currency. *Note* A "pip" for instrumented quoted in "JPY" or "HUF" is
.01, whereas for all others, a "pip" is .0001.
Parameters
----------
`currentQuotes` : dict
The current `session.pricing.pricing` details of the target
instrument. *Note* Pricing data must include home conversion factors
- this is the default in session.pricing.update_pricing().
`baseUnits` : float
Units of the instrument's base currency.
Returns
-------
float
The price impact a single pip change has (as measured in the
account's home currency)
'''
```
</details>
<details>
<summary><b>easyoanda.get_price_impact()</b></summary>
```python
easyoanda.get_price_impact(currentQuotes : dict,
baseUnits : float,
entryPrice : float,
exitPrice : float) -> None
'''
Calculate the price impact of movements between two price levels within an
instrument (as measured in the account's home currency), given a number of
units of the target instrument's base currency.
Parameters
----------
`currentQuotes` : dict
The current `session.pricing.pricing` details of the target
instrument. *Note* Pricing data must include home conversion factors
- this is the default in session.pricing.update_pricing().
`baseUnits` : float
Units of the instrument's base currency. Positive for long position,
negative for short position.
`entryPrice` : float | None = None
The instrument's starting price level. If `None`, will assume entry
price level is based on current bid/ask quotes (evaluated by sign of
`baseUnits`). [default=None]
`exitPrice` : float
The instrument's ending price level
Returns
-------
float
The price impact of changes between the two price levels (as measured
in the account's home currency).
'''
```
</details>
- #### <i><u>Managing Risk:</u></i>
> Calculate optimal stop loss levels and optimal trade sizes.
<details>
<summary><b>easyoanda.find_optimal_stop()</b></summary>
```python
easyoanda.find_optimal_stop(currentQuotes : dict,
baseUnits : int,
maxLoss : float,
entryPrice : float | None = None) -> None
'''
Calculates the optimal stop-loss price level given an order's units
(quoted in the target instrument's base currency) and trader's
maximum loss threshold (quoted in the account's home currency). *Note*
OANDA requires stop-loss price levels be rounded to their 5th decimal place -
this is an industry standard. Due to this rounding, potential losses from
the optimal stop-loss price level are slightly smaller than those
requested in `maxLoss`. To verify the true value of potential losses in
the account's home currency, use `easyoanda.get_price_impact()`.
Parameters
----------
`currentQuotes` : dict
The current `session.pricing.pricing` details of the target
instrument. *Note* Pricing data must include home conversion factors
- this is the default in session.pricing.update_pricing().
`baseUnits` : int
The order size of the trade (quoted in the target instrument's base
currency units). Positive units indicate a long position, negative
units indicate a short position. *Reminder* OANDA order units must be
INTEGERS.
`maxLoss` : float
The maximum allowable loss a trader is willing to take on the position
(quoted in the account's home currency).
`entryPrice` : float | None = None
The trade's projected entry price. If `None`, will assume trade is
a market order and will use most recently quoted bid / ask provided
within `currentQuotes` (depending on sign of `baseUnits`). [default=None]
Returns
-------
float
The target instrument's optimal stop-loss price level.
'''
```
</details>
<details>
<summary><b>easyoanda.find_optimal_size()</b></summary>
```python
easyoanda.find_optimal_size(currentQuotes : dict,
maxLoss : float,
exitPrice : float,
entryPrice : float | None = None) -> None
'''
Calculate the optimal order size for a trade (in the target instrument's base
currency), given a target stop-loss price level and trader's maximum loss
threshold (quoted in the account's home currency). *Note* OANDA order units
are the number of the target instrument's base currency that you'd like
to buy or sell - these units must be INTEGERS! After the optimal units
are calculated, if they contain decimals, the units will be
"floored" to the nearest integer (decimals will be dropped) to comply
with OANDA order specifications. This will result in an order size that is
slightly less than optimal - a "best-fit", if you will. This "best-fit" size
is the closest to the optimal size while still keeping potential losses below
the trader's maximum loss threshold. To verify the true value of the
optimal order size in the account's home currency, use `easyoanda.calc_home()`.
Parameters
----------
`currentQuotes` : dict
The current `session.pricing.pricing` details of the target
instrument. *Note* Pricing data must include home conversion factors
- this is the default in session.pricing.update_pricing().
`exitPrice` : float
The trade's target stop-loss price level.
`maxLoss` : float | None = None
The maximum allowable loss a trader is willing to take on the position
(quoted in the account's home currency).
`entryPrice` : float | None = None
The order's projected entry price. If `None`, will assume the order is
a market order and will use the most recently quoted bid / ask provided
within `currentQuotes`. The average of the bid-ask is used as a
benchmark to evaluate the `exitPrice` against to determine if the
position is long or short - if your market order stops are
extremely close to the bid/ask (anything less than half the spread),
it may be worthwhile to enter this parameter manually. [default=None]
Returns
-------
int
The optimal order size for the trade in the target instrument's base
currency.
'''
```
</details>
<p> </p>
### <i>Trade Management:</i>
> Close, modify, and track open trades.
<details>
<summary><b>session.trades</b></summary>
```python
session.trades : object
'''
Your OANDA trades interface.
'''
```
</details>
<details>
<summary><b>session.trades.trades</b></summary>
```python
session.trades.trades : None | dict = None
'''
Filtered trades of a given account. `None` until populated by
`session.trades.update_trades()`.
'''
```
</details>
<details>
<summary><b>session.trades.openTrades</b></summary>
```python
session.trades.openTrades : dict
'''
All open trades in an account.
'''
```
</details>
<details>
<summary><b>session.trades.specificTrade</b></summary>
```python
session.trades.specificTrade : None | dict = None
'''
Details of a single trade in a given account. `None` until
populated by `session.trades.update_specific()`.
'''
```
</details>
<details>
<summary><b>session.trades.update_trades()</b></summary>
```python
session.trades.update_trades(instrument : str | None = None,
state : str = "OPEN",
ids : list[str, int] | None = None,
beforeID : str | int | None = None,
count : int = 50) -> None
'''
Updates `session.trades.trades` attribute using provided argument filters.
Parameters
----------------
`instrument` : None | str = None
Instrument to filter trades by.
`state` : None | str = "PENDING"
The state to filter the requested Trades by. [default=OPEN]
"OPEN"\n
"CLOSED"\n
"CLOSE_WHEN_TRADEABLE"\n
"ALL"
`ids` : None | list = None
List of trade ids to filter by. Ensure `state="ALL"` if any of the
trades are not "OPEN".
[51, 56, 60]
`beforeID` : None | str = None
The maximum Trade ID to return. If not provided, the most recent
Trade in the Account is used as the maximum Trade ID to return.
`count` : int = 50
The maximum number of Trades to return. [default=50, maximum=500]
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>session.trades.update_open()</b></summary>
```python
session.trades.update_open() -> None
'''
Updates `session.trades.openTrades` (no filtering required).
Parameters
----------------
None
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>session.trades.update_specific()</b></summary>
```python
session.trades.update_specific(tradeID : int | str) -> None
'''
Updates `session.trades.specificTrade` attribute by populating full details
of a single trade via a given trade id ("tradeSpecifier").
Parameters
----------------
`tradeID` : int | str
Specific trade to collect details on. `tradeID` may be index (int)
or "Client ID" (string) (Example: 6395 or "@my_eur_usd_trade")
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>*** session.trades.close_trade()</b></summary>
```python
session.trades.close_trade(tradeID : int | str,
units : int | str = "ALL") -> None:
'''
Close (partially or fully) a specified open trade in an account.
Parameters
----------
`tradeID` : int | str
Specific trade to close (partially or fully). `tradeID` may be index
(int) or "Client ID" (string) (Example: 6395 or "@my_eur_usd_trade")
`units` : int | str = "ALL"
Indication of how much of the Trade to close. Either the string “ALL”
(indicating that all of the Trade should be closed), or an integer
representing the number of units of the open Trade to Close using a
TradeClose MarketOrder. The units specified must always be positive, and
the magnitude of the value cannot exceed the magnitude of the Trade's
open units.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>*** session.trades.modify_trade()</b></summary>
```python
session.trades.modify_trade(tradeID : int | str,
preBuilt : dict | None = None,
cancelTP : bool = False,
modifyTP : bool = False,
tpPrice : float | None = None,
tpDistance : float | None = None,
tpTimeInForce : str | None = None,
tpGtdTime : datetime.datetime | str | None = None,
cancelSL : bool = False,
modifySL : bool = False,
slPrice : float | None = None,
slDistance : float | None = None,
slTimeInForce : str | None = None,
slGtdTime : datetime.datetime | str | None = None,
cancelTSL : bool = False,
modifyTSL : bool = False,
tslDistance : float | None = None,
tslTimeInForce : str | None = None,
tslGtdTime : datetime.datetime | str | None = None,
cancelGSL : bool = False,
modifyGSL : bool = False,
gslPrice : float | None = None,
gslDistance : float | None = None,
gslTimeInForce : str | None = None,
gslGtdTime : datetime.datetime | str | None= None) -> None
'''
Create, replace, or cancel a trade's dependent orders (Take Profit,
Stop Loss, Trailing Stop Loss, and / or Guaranteed Stop Loss).
All dependent orders are set to their default fill types
(TakeProfit=LimitOrder, StopLoss=StopOrder, TrailingStopLoss=StopOrder,
GuaranteedStopLoss=N/A).
*Note* Can change multiple of the listed dependents at once.
*** NOTES ON TRIGGERING ***
Dependent orders are evaluated off of their respective position types -
ie: if a position is short, stops / profits are evaluated off of the
current ASK price; if a position is long, stops / profits are evaluated
off of the current BID price.
If `distance` is used to set any dependent order price thresholds, that
price is calculated off of the ENTRY PRICE TYPE - ie: if the position was
opened long, the exit price will be calculated from the current ASK price;
if the position was opened short, the price will be calculated from the
current BID price. This price will then be evaluated against the EXIT PRICE
TYPE - ie. BID to close long, or ASK to close short - to close a position.
If more specific trigger requirements are needed, considered creating
a completely new dependent order and cancelling / replacing the old
one instead of modifying dependents directly with this implementation -
this implementation is an intuitive, quick way to modify dependent
orders without going through the trouble of creating an entire new
order, there are just limits to its trigger granularity.
Parameters
----------
`tradeID` : int | str
Specific trade to modify. `tradeID` may be index (int | str) or
"Client ID" (string) (Example: 6395, "6293" or "@my_eur_usd_trade")
`preBuilt` : dict | None = None
(Optional) A prebuilt dictionary of all required trade arguments to
pass to the endpoint. Attributes / formatting can be found on the Oanda
API documentation page under "PUT /v3/accounts/{accountID}/trades/{tradeSpecifier}/orders"
-> "Request Body Schema (application/json)":
https://developer.oanda.com/rest-live-v20/trade-ep/
*Note* Within this program, some arguments are converted to their
appropriate datatypes prior to sending requests to the server - if
building your own `preBuilt` requests, ensure the values you're
using conform to the Oanda API documentation.
***** TAKE PROFIT *****\n
The specification of the Take Profit to create/modify/cancel. If
both `cancelTP` and `modifyTP` are set to False (by default they are),
no modifications to the existing Take Profit order will happen. If
`cancelTP` = True, the dependent order is cancelled. If `modifyTP` = True,
the new parameters (`tpPrice` or `tpDistance`, `tpTimeInForce`, and
(potentially) `tpGtdTime`) will be
applied to the trade (this will create a new dependent order if no other
Take Profits exists within the trade, otherwise only the specified parameters
will be replaced) - `modifyTP` MUST be set to True to have these new
parameters applied. *Note* `cancelTP` supercedes `modifyTP` if both flags
are set.
`cancelTP` : bool = False
Flag that cancels the associated Take Profit dependent order.
`modifyTP` : bool = False
Flag that allows modifications to the Take Profit dependent order.
`tpPrice` : float | None = None
The price that the Take Profit Order will be triggered at. Only one of
the `tpPrice` and `tpDistance` fields may be specified. (if both are set,
`tpPrice` is given preference).
`tpDistance` : float | None = None
Specifies the distance (in positive price units) from the Trade's
open price to use as the Take Profit price. If position is short,
positive values translate to their short equivalents. Only one of the
distance and price fields may be specified. *Note* This option isn't
explicitly listed on the Oanda TakeProfitDetails API docs, but is
supported in testing.
`tpTimeInForce` : str | None = None
The time in force for the created Take Profit Order. This may
only be "GTC", "GTD" or "GFD". If omitted, will inherit whatever the existing
time-in-force configurations are if a corresponding dependent order already
exists - if omitted with NO pre-existing dependent order already attached,
will set the new dependent order to "GTC".
`tpGtdTime` : datetime.datetime | str | None = None
The date when the Take Profit Order will be cancelled on if timeInForce
is GTD.
***** STOP LOSS *****\n
The specification of the Stop Loss to create/modify/cancel. If
both `cancelSL` and `modifySL` are set to False (by default they are),
no modifications to the existing Stop Loss order will happen. If
`cancelSL` = True, the dependent order is cancelled. If `modifySL` = True,
the new parameters (`slPrice` or `slDistance`, `slTimeInForce`, and
(potentially) `slGtdTime`) will be
applied to the trade (this will create a new dependent order if no other
Stop Losses exists within the trade, otherwise only the specified parameters
will be replaced) - `modifySL` MUST be set to True to have these new
parameters applied. *Note* `cancelSL` supercedes `modifySL` if both flags
are set.
`cancelSL` : bool = False
Flag that cancels the associated Stop Loss dependent order.
`modifySL` : bool = False
Flag that allows modifications to the Stop Loss dependent order.
`slPrice` : float | None = None
The price that the Stop Loss Order will be triggered at. Only one of the
`slPrice` and `slDistance` fields may be specified. (if both are set,
`slPrice` is given preference).
`slDistance` : float | None = None
Specifies the distance (in positive price units) from the Trade's open
price to use as the Stop Loss Order price. If position is short,
positive values translate to their short equivalents.
Only one of the distance and price fields may be specified.
`slTimeInForce` : str | None = None
The time in force for the created Stop Loss Order. This may
only be "GTC", "GTD" or "GFD". If omitted, will inherit whatever the existing
time-in-force configurations are if a corresponding dependent order already
exists - if omitted with NO pre-existing dependent order already attached,
will set the new dependent order to "GTC".
`slGtdTime` : datetime.datetime | str | None = None
The date when the Stop Loss Order will be cancelled on if timeInForce
is GTD.
***** TRAILING STOP LOSS *****\n
The specification of the Trailing Stop Loss to create/modify/cancel. If
both `cancelTSL` and `modifyTSL` are set to False (by default they are),
no modifications to the existing Trailing Stop Loss order will happen. If
`cancelTSL` = True, the dependent order is cancelled. If `modifyTSL` = True,
the new parameters (`tslDistance`, `tslTimeInForce`, and (potentially) `tslGtdTime`)
will be
applied to the trade (this will create a new dependent order if no other
Trailing Stop Losses exists within the trade, otherwise only the specified
parameters will be replaced) - `modifyTSL` MUST be set to True to have these new
parameters applied. *Note* `cancelTSL` supercedes `modifyTSL` if both flags
are set.
`cancelTSL` : bool = False
Flag that cancels the associated Trailing Stop Loss dependent order.
`modifyTSL` : bool = False
Flag that allows modifications to the Trailing Stop Loss dependent order.
`tslDistance` : float | None = None
The distance (in positive price units) from the Trades fill price that the
Trailing Stop Loss Order will be triggered at. If position is short,
positive values translate to their short equivalents.
`tslTimeInForce` : str | None = None
The time in force for the created Trailing Stop Loss Order. This may
only be "GTC", "GTD" or "GFD". If omitted, will inherit whatever the existing
time-in-force configurations are if a corresponding dependent order already
exists - if omitted with NO pre-existing dependent order already attached,
will set the new dependent order to "GTC".
`tslGtdTime` : datetime.datetime | str | None = None
The date when the Trailing Stop Loss Order will be cancelled on if
timeInForce is GTD.
***** GUARANTEED STOP LOSS *****\n
The specification of the Guaranteed Stop Loss to create/modify/cancel. If
both `cancelGSL` and `modifyGSL` are set to False (by default they are),
no modifications to the existing Guaranteed Stop Loss order will happen. If
`cancelGSL` = True, the dependent order is cancelled. If `modifyGSL` = True,
the new parameters (`gslPrice` or `gslDistance`, `gslTimeInForce`, and
(potentially) `gslGtdTime`) will be
applied to the trade (this will create a new dependent order if no other
Guaranteed Stop Losses exists within the trade, otherwise only the specified
parameters will be replaced) - `modifyGSL` MUST be set to True to have these new
parameters applied. *Note* `cancelGSL` supercedes `modifyGSL` if both flags
are set.
`cancelGSL` : bool = False
Flag that cancels the associated Guaranteed Stop Loss dependent order.
`modifyGSL` : bool = False
Flag that allows modifications to the Guaranteed Stop Loss dependent order.
`gslPrice` : float | None = None
The price that the Guaranteed Stop Loss Order will be triggered at. Only
one of the `gslPrice` and `gslDistance` fields may be specified. (if both
are set, `gslPrice` is given preference).
`gslDistance` : float | None = None
Specifies the distance (in positive price units) from the Trades open price to
use as the Guaranteed Stop Loss Order price. Only one of the `gslPrice`
and `gslDistance` fields may be specified. If position is short, positive
values translate to their short equivalents.
`gslTimeInForce` : str | None = None
The time in force for the created Guaranteed Stop Loss Order. This may
only be "GTC", "GTD" or "GFD". If omitted, will inherit whatever the existing
time-in-force configurations are if a corresponding dependent order already
exists - if omitted with NO pre-existing dependent order already attached,
will set the new dependent order to "GTC".
`gslGtdTime` : datetime.datetime | str | None = None
The date when the Guaranteed Stop Loss Order will be cancelled on if
timeInForce is "GTD".
Returns
-------
`None`
'''
```
</details>
<p> </p>
### <i>Position Management:</i>
> Close entire positions, view current position details, view historic position details.
<details>
<summary><b>session.positions</b></summary>
```python
sessions.positions : object
'''
Your OANDA positions interface.
'''
```
</details>
<details>
<summary><b>session.positions.positions</b></summary>
```python
session.positions.positions : dict
'''
All positions for an account. Positions listed are for every
instrument that has had a position during the lifetime of the account.
'''
```
</details>
<details>
<summary><b>session.positions.openPositions</b></summary>
```python
session.positions.openPositions : dict
'''
All open positions for an account. An open position is a position in an
account that currently has a trade opened for it. *Note* If a trade has
a state of "CLOSE_WHEN_TRADEABLE", it MAY NOT be included here
(testing to come).
'''
```
</details>
<details>
<summary><b>session.positions.specificPosition</b></summary>
```python
session.positions.specificPosition : None | dict = None
'''
Details of a single instrument's position in the account. The position
may or may not be open. `None` until populated by
`session.positions.update_specific()`.
'''
```
</details>
<details>
<summary><b>session.positions.update_positions()</b></summary>
```python
session.positions.update_positions() -> None
'''
Updates `session.positions.positions` attribute (no arguments required).
Parameters
----------------
None
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>session.positions.update_open()</b></summary>
```python
session.positions.update_open() -> None
'''
Updates `session.positions.openPositions` attribute (no arguments required).
Parameters
----------------
None
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>session.positions.update_specific()</b></summary>
```python
session.positions.update_specific(instrument : str) -> None
'''
Updates `session.positions.specificPosition` attribute by populating full
details of a single position (open or closed) via a given instrument.
Parameters
----------------
`instrument` : str
Instrument name to get position details on.
Returns
-----------
`None`
'''
```
</details>
<details>
<summary><b>*** session.positions.close_position()</b></summary>
```python
session.positions.close_position(instrument : str,
longUnits : str | int = "NONE",
shortUnits : str | int = "NONE") -> None
'''
Fully or partially closes out an open position for a specific
instrument in an account using a non-optional "market order" (this is a
server-side configuration).
Parameters
----------
`instrument` : str
Name of the instrument to close out.
`longUnits` : str | int = "NONE"
Indication of how much of the long Position to closeout. Either the
string “ALL”, the string “NONE”, or an integer representing how many
units of the long position to close using a PositionCloseout MarketOrder.
The units specified must always be positive. If hedging is permitted
on the account, you may send `shortUnits` argument as well
("ALL" or integer) - otherwise `shortUnits` must remain "NONE" if passing
"ALL" or integer `longUnits` parameter.
`shortUnits` : str | int = "NONE"
Indication of how much of the short Position to closeout. Either the
string “ALL”, the string “NONE”, or a integer representing how many
units of the short position to close using a PositionCloseout
MarketOrder. The units specified must always be positive. If hedging
is permitted on the account, you may send `longUnits` argument as well
("ALL" or integer) - otherwise `longUnits` must remain "NONE" if passing
"ALL" or integer `shortUnits` parameter.
Returns
-------
`None`
'''
```
</details>
<p> </p>
### <i>Transaction Records:</i>
> Review ©OANDA transactional records.
<details>
<summary><b>session.transactions</b></summary>
```python
session.transactions : object
'''
Your OANDA transactions interface.
'''
```
</details>
<details>
<summary><b>session.transactions.transactions</b></summary>
```python
session.transactions.transactions : None | dict = None
'''
List of transaction pages that satify a time-based transaction query.
The "pages" returned are URLs hosted on Oanda's website, presumable to
prevent excessive network traffic (each page can old up to 1000
transactions). `None` by default until populated by
`session.transactions.update_transactions()`.
'''
```
</details>
<details>
<summary><b>session.transactions.specificTransaction</b></summary>
```python
session.transactions.specificTransaction : None | dict = None
'''
Details of a single account transaction. `None` by default until
populated by `session.transactions.update_specific()`.
'''
```
</details>
<details>
<summary><b>session.transactions.inRange</b></summary>
```python
session.transactions.inRange : None | dict = None
'''
A range of transaction details for an account based on transaction IDs.
`None` by default until populated by `session.transactions.update_range()`.
'''
```
</details>
<details>
<summary><b>session.transactions.sinceID</b></summary>
```python
session.transactions.sinceID : None | dict = None
'''
A range of transaction details for an account starting at (but not including) a
provided transaction ID. `None` by default until populated by
`session.transactions.update_since()`.
'''
```
</details>
<details>
<summary><b>session.transactions.transactionStream</b></summary>
```python
session.transactions.transactionStream : list | = None
'''
A continuously updated stream of account transactions starting from when
`session.transactions.start_stream()` is called (`None` until
`session.transactions.start_stream()` is called). `list` if
`session.transactions.start_stream(record=True)`, otherwise
will be a single entry `list` of the most recent stream entry.
'''
```
</details>
<details>
<summary><b>session.transactions.update_transactions()</b></summary>
```python
session.transactions.update_transactions(fromTime : datetime.datetime | str | None = None,
toTime : datetime.datetime | str | None = None,
pageSize : int | None = None,
transactionTypes : list[str] | None = None) -> None
'''
Updates `session.transactions.transactions` attribute by filtering the given
account's transaction history by timerange and page size.
Parameters
----------
`fromTime` : datetime.datetime | str | None = None
The starting time (inclusive) of the time range for the Transactions
being queried. [default=Account Creation Time]. *Note* Ensure time
it is properly formatted as RFC3339 if string.
`toTime` : datetime.datetime | str | None = None
The ending time (inclusive) of the time range for the Transactions
being queried. [default=Request Time]. *Note* Ensure time
it is properly formatted as RFC3339 if string.
`pageSize` : int
The number of Transactions to include in each page of the results.
[default=100, maximum=1000]
`transactionTypes` : list[str] | None = None
The filter for restricting the types of transactions to retrieve.
`None` defaults to zero type filtering.
Example:
["ORDER", "TRANSFER_FUNDS"]
Exhaustive List:
"ORDER" : Order-related Transactions. These are the Transactions that create, cancel, fill or trigger Orders\n
"FUNDING" Funding-related Transactions\n
"ADMIN" Administrative Transactions\n
"CREATE" Account Create Transaction\n
"CLOSE" Account Close Transaction\n
"REOPEN" Account Reopen Transaction\n
"CLIENT_CONFIGURE" Client Configuration Transaction\n
"CLIENT_CONFIGURE_REJECT" Client Configuration Reject Transaction\n
"TRANSFER_FUNDS" Transfer Funds Transaction\n
"TRANSFER_FUNDS_REJECT" Transfer Funds Reject Transaction\n
"MARKET_ORDER" Market Order Transaction\n
"MARKET_ORDER_REJECT" Market Order Reject Transaction\n
"LIMIT_ORDER" Limit Order Transaction\n
"LIMIT_ORDER_REJECT" Limit Order Reject Transaction\n
"STOP_ORDER" Stop Order Transaction\n
"STOP_ORDER_REJECT" Stop Order Reject Transaction\n
"MARKET_IF_TOUCHED_ORDER" Market if Touched Order Transaction\n
"MARKET_IF_TOUCHED_ORDER_REJECT" Market if Touched Order Reject Transaction\n
"TAKE_PROFIT_ORDER" Take Profit Order Transaction\n
"TAKE_PROFIT_ORDER_REJECT" Take Profit Order Reject Transaction\n
"STOP_LOSS_ORDER" Stop Loss Order Transaction\n
"STOP_LOSS_ORDER_REJECT" Stop Loss Order Reject Transaction\n
"GUARANTEED_STOP_LOSS_ORDER" Guaranteed Stop Loss Order Transaction\n
"GUARANTEED_STOP_LOSS_ORDER_REJECT" Guaranteed Stop Loss Order Reject Transaction\n
"TRAILING_STOP_LOSS_ORDER" Trailing Stop Loss Order Transaction\n
"TRAILING_STOP_LOSS_ORDER_REJECT" Trailing Stop Loss Order Reject Transaction\n
"ONE_CANCELS_ALL_ORDER" One Cancels All Order Transaction\n
"ONE_CANCELS_ALL_ORDER_REJECT" One Cancels All Order Reject Transaction\n
"ONE_CANCELS_ALL_ORDER_TRIGGERED" One Cancels All Order Trigger Transaction\n
"ORDER_FILL" Order Fill Transaction\n
"ORDER_CANCEL" Order Cancel Transaction\n
"ORDER_CANCEL_REJECT" Order Cancel Reject Transaction\n
"ORDER_CLIENT_EXTENSIONS_MODIFY" Order Client Extensions Modify Transaction\n
"ORDER_CLIENT_EXTENSIONS_MODIFY_REJECT" Order Client Extensions Modify Reject Transaction\n
"TRADE_CLIENT_EXTENSIONS_MODIFY" Trade Client Extensions Modify Transaction\n
"TRADE_CLIENT_EXTENSIONS_MODIFY_REJECT" Trade Client Extensions Modify Reject Transaction\n
"MARGIN_CALL_ENTER" Margin Call Enter Transaction\n
"MARGIN_CALL_EXTEND" Margin Call Extend Transaction\n
"MARGIN_CALL_EXIT" Margin Call Exit Transaction\n
"DELAYED_TRADE_CLOSURE" Delayed Trade Closure Transaction\n
"DAILY_FINANCING" Daily Financing Transaction\n
"RESET_RESETTABLE_PL" Reset Resettable PL Transaction
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.transactions.update_specific()</b></summary>
```python
session.transactions.update_specific(transactionID : int | str) -> None
'''
Updates `session.transactions.specificTransaction` attribute by populating
full details of a single transaction.
Parameters
----------
`transactionID` : int | str
Transaction ID to get details on.
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.transactions.update_range()</b></summary>
```python
session.transactions.update_range(fromID : int | str,
toID : int | str,
transactionTypes : list[str] | None = None) -> None
'''
Updates `session.transactions.inRange` attribute by filtering the given
account's transaction history down to a specified range of transactions.
Parameters
----------
`fromID` : int | str
The starting transaction ID (inclusive) to fetch.
`toID` : int | str
The ending transaction ID (inclusive) to fetch
`transactionTypes` : list[str] | None = None
The filter for restricting the types of transactions to retrieve.
`None` defaults to zero type filtering.
*Note* Exhaustive list found with `>help(Transactions.update_transactions)`
or list found under "TransactionFilter":
https://developer.oanda.com/rest-live-v20/transaction-df/#TransactionFilter
Example:
["ORDER", "TRANSFER_FUNDS"]
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.transactions.update_since()</b></summary>
```python
session.transactions.update_since(sinceID : int | str,
transactionTypes : list[str] | None = None) -> None
'''
Updates `session.transactions.sinceID` attribute by retrieving all
transactions that are newer than a given transaction ID (non-inclusive,
ie: returned values do not include the transaction ID provided).
Parameters
----------
`sinceID` : int | str
The starting transaction ID (non-inclusive) to fetch.
`transactionTypes` : list[str] | None = None
The filter for restricting the types of transactions to retrieve.
`None` defaults to zero type filtering.
*Note* Exhaustive list found with `>help(Transactions.update_transactions)`
or list found under "TransactionFilter":
https://developer.oanda.com/rest-live-v20/transaction-df/#TransactionFilter
Example:
["ORDER", "TRANSFER_FUNDS"]
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.transactions.start_stream()</b></summary>
```python
session.transactions.start_stream(record : bool = False) -> None
'''
Begins a stream to populate the `session.transactions.transaction_stream`
attribute. `session.transactions.transaction_stream` will be continuously
updated with any new transactions without user intervention (but may
remain empty when first run - this just means there haven't been any
new transactions since the stream began). Overwrites any previous content
stored in `session.transactions.transaction_stream`.
Parameters
----------
`record` : bool = False
(Flag) When set to True, the `transactionStream` will be a `list` of every
stream entry since the stream is started (ie: records previous entries).
When set to False, `trasactionStream` will be a single-entry `list`
of the most recent dictionary received from the stream (ie: does not
record previous entries). [Default=False]
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.transactions.stop_stream()</b></summary>
```python
session.transactions.stop_stream() -> None
'''
Stops `session.transactions.transaction_stream`'s managing thread
(`session.transactions._streamThread`). Prevents any new updates to
`session.transactions.transaction_stream` attribute. Ensure
`session.streamMonitor.doNotResusitate = 0` prior to running
`session.transactions.stop_stream()`, otherwise the monitor
will just immediately restart it.
Parameters
----------
`None`
Returns
-------
`None`
'''
```
</details>
<p> </p>
### <i>Price Quotes:</i>
> Stream live quotes, get bid-ask spreads, view currency conversion factors.
<details>
<summary><b>session.pricing</b></summary>
```python
session.pricing : object
'''
Your OANDA pricing interface.
'''
```
</details>
<details>
<summary><b>session.pricing.latestCandle</b></summary>
```python
session.pricing.latestCandle : dict | None = None
'''
Current incomplete candle ("Dancing Bears") AND most recent complete
candle within an Account for a specified combination of instrument(s),
granularity(s), and price component(s). `None` until
`session.pricing.update_latest()` is called.
'''
```
</details>
<details>
<summary><b>session.pricing.candles</b></summary>
```python
session.pricing.candles : dict | None = None
'''
Historic candlestick data for an instrument. `None` until
`session.pricing.update_candles()` is called.
'''
```
</details>
<details>
<summary><b>session.pricing.pricing</b></summary>
```python
session.pricing.pricing : dict | None = None
'''
Pricing information for a specified list of instruments within an
account. `None` until `session.pricing.update_pricing()` is called.
'''
```
</details>
<details>
<summary><b>session.pricing.pricingStream</b></summary>
```python
session.pricing.pricingStream : list | None = None
'''
A continuously updated stream of Account Prices starting from when
`session.pricing.start_stream()` is called (`None` until
`session.pricing..start_stream()` is called). `list` if
`session.pricing.start_stream(record=True)`, otherwise
single entry `list` of the most recent stream entry.
This pricing stream does not include every single price created for the
Account, but instead will provide at most 4 prices per second (every 250
milliseconds) for each instrument being requested. If more than one
price is created for an instrument during the 250 millisecond window,
only the price in effect at the end of the window is sent. This means
that during periods of rapid price movement, subscribers to this
stream will not be sent every price. Pricing windows for different
connections to the price stream are not all aligned in the same way
(i.e. they are not all aligned to the top of the second). This means
that during periods of rapid price movement, different subscribers may
observe different prices depending on their alignment.
'''
```
</details>
<details>
<summary><b>session.pricing.update_latest()</b></summary>
```python
session.pricing.update_latest(candleSpecifications : list[str],
units : int | str = 1,
smooth : bool = False,
dailyAlignment : int | str = 17,
alignmentTimezone : str = "America/New_York",
weeklyAlignment: str = "Friday") -> None
'''
Updates `session.pricing.latestCandle` attribute using provided argument filters.
Parameters
----------
`candleSpecifications` : list[str]
List of candle specifications to get pricing for, taking the string
argument format of: "<INSTRUMENT>:<GRANULARITY>:<COMPONENT>"
*Note* Multiple <COMPONENTS> are supported:
Just Mid (avg. Bid & Ask): ["EUR_USD:S5:M", "USD_JPY:M2:M"]
Bid AND Ask: ["EUR_USD:S5:BA", "USD_JPY:M2:BA"]
String Arguments:\n
<INSTRUMENT>:
Check supported instrument strings (need `account` object from `Account()` first):\n
> `print([x["name"] if x["name"] else None for x in account.instruments["instruments"]])`\n
<GRANULARITY>:
"S5" : 5 second candlesticks, minute alignment\n
"S10" : 10 second candlesticks, minute alignment\n
"S15" : 15 second candlesticks, minute alignment\n
"S30" : 30 second candlesticks, minute alignment\n
"M1" : 1 minute candlesticks, minute alignment\n
"M2" : 2 minute candlesticks, hour alignment\n
"M4" : 4 minute candlesticks, hour alignment\n
"M5" : 5 minute candlesticks, hour alignment\n
"M10" : 10 minute candlesticks, hour alignment\n
"M15" : 15 minute candlesticks, hour alignment\n
"M30" : 30 minute candlesticks, hour alignment\n
"H1" : 1 hour candlesticks, hour alignment\n
"H2" : 2 hour candlesticks, day alignment\n
"H3" : 3 hour candlesticks, day alignment\n
"H4" : 4 hour candlesticks, day alignment\n
"H6" : 6 hour candlesticks, day alignment\n
"H8" : 8 hour candlesticks, day alignment\n
"H12" : 12 hour candlesticks, day alignment\n
"D" : 1 day candlesticks, day alignment\n
"W" : 1 week candlesticks, aligned to start of week\n
"M" : 1 month candlesticks, aligned to first day of the month\n
<COMPONENT>:
"M" : Midpoint candles
"B" : Bid candles
"A" : Ask candles
`units` : int | str = 1
The number of units used to calculate the volume-weighted average
bid and ask prices in the returned candles. [default=1]
`smooth` : bool = False
A flag that controls whether the candlestick is “smoothed” or not.
A smoothed candlestick uses the previous candles close price as its
open price, while an unsmoothed candlestick uses the first price
from its time range as its open price. [default=False]
`dailyAlignment` : int | str = 17
The hour of the day (in the specified timezone) to use for
granularities that have daily alignments. This will be the
time the daily "Close" will be calculated from.
[default=17, minimum=0, maximum=23]
`alignmentTimezone` : str = "America/New_York"
The timezone to use for the dailyAlignment parameter. Candlesticks
with daily alignment will be aligned to the dailyAlignment hour
within the alignmentTimezone. Note that the returned times will
still be represented in UTC. [default=America/New_York]
List of "TZ Identifiers": https://en.wikipedia.org/wiki/List_of_tz_database_time_zones
`weeklyAlignment` : str = "Friday"
The day of the week used for granularities that have weekly
alignment. This will be the day of week that the "Close" will be
calculated from. [default=Friday]
"Monday" : Monday\n
"Tuesday" : Tuesday\n
"Wednesday" : Wednesday\n
"Thursday" : Thursday\n
"Friday" : Friday\n
"Saturday" : Saturday\n
"Sunday" : Sunday\n
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.pricing.update_candles()</b></summary>
```python
session.pricing.update_candles(instrument : str,
price : str = "M",
granularity : str = "D",
count : int | str | None = None,
fromTime : datetime.datetime | str | None = None,
toTime : datetime.datetime | str | None = None,
smooth : bool = False,
includeFirst : bool | None = None,
dailyAlignment : int | str = 17,
alignmentTimezone : str = "America/New_York",
weeklyAlignment : str = "Friday",
units : int | str = 1
) -> None
'''
Updates `session.pricing.candles` attribute using provided argument filters.
Parameters
----------
`instrument` : str
Name of the Instrument to request candles for. *Note* if
`Account()` object present, can check `account.instruments` for
appropriate names.
`price` : str = "M"
The Price component(s) to get candlestick data for. [default=M]
"M" : Midpoint candles
"B" : Bid candles
"A" : Ask candles
"BA" : Bid and Ask candles
"MBA" : Mid, Bid, and Ask candles
`granularity` : str = "D"
The granularity of the candlesticks to fetch [default=D]
"S5" : 5 second candlesticks, minute alignment\n
"S10" : 10 second candlesticks, minute alignment\n
"S15" : 15 second candlesticks, minute alignment\n
"S30" : 30 second candlesticks, minute alignment\n
"M1" : 1 minute candlesticks, minute alignment\n
"M2" : 2 minute candlesticks, hour alignment\n
"M4" : 4 minute candlesticks, hour alignment\n
"M5" : 5 minute candlesticks, hour alignment\n
"M10" : 10 minute candlesticks, hour alignment\n
"M15" : 15 minute candlesticks, hour alignment\n
"M30" : 30 minute candlesticks, hour alignment\n
"H1" : 1 hour candlesticks, hour alignment\n
"H2" : 2 hour candlesticks, day alignment\n
"H3" : 3 hour candlesticks, day alignment\n
"H4" : 4 hour candlesticks, day alignment\n
"H6" : 6 hour candlesticks, day alignment\n
"H8" : 8 hour candlesticks, day alignment\n
"H12" : 12 hour candlesticks, day alignment\n
"D" : 1 day candlesticks, day alignment\n
"W" : 1 week candlesticks, aligned to start of week\n
"M" : 1 month candlesticks, aligned to first day of the month\n
`count` : int | str | None = None
The number of candlesticks to return in the response. `count`
should not be specified if both the `fromTime` and `toTime`
parameters are provided, as the time range combined with the
granularity will determine the number of candlesticks to return.
`count` may be specified if only one `(from or to)Time` is provided.
[Default=500 if `None`, or only one of `fromTime` or `toTime`
is set]. (Max 5000)
`fromTime` : datetime.datetime | str | None = None
The start of the time range to fetch candlesticks for.
*Note* Must be RFC3339 format if string.
`toTime` : datetime.datetime | str | None = None
The end of the time range to fetch candlesticks for.
*Note* Must be RFC3339 format if string
`smooth` : bool = False
A flag that controls whether the candlestick is “smoothed” or
not. A smoothed candlestick uses the previous candles close
price as its open price, while an un-smoothed candlestick uses
the first price from its time range as its open price.
[default=False]
`includeFirst` : bool | None = None
A flag that controls whether the candlestick that is covered by
the from time should be included in the results. This flag
enables clients to use the timestamp of the last completed
candlestick received to poll for future candlesticks but avoid
receiving the previous candlestick repeatedly. [default=True,
when using 'fromTime' argument (even if left as `None`)]
`dailyAlignment` : int | str = 17
The hour of the day (in the specified timezone) to use for
granularities that have daily alignments. This will be the
time the daily "Close" will be calculated from.
[default=17, minimum=0, maximum=23]
`alignmentTimezone` : str = "America/New_York"
The timezone to use for the dailyAlignment parameter. Candlesticks
with daily alignment will be aligned to the dailyAlignment hour
within the alignmentTimezone. Note that the returned times will
still be represented in UTC. [default=America/New_York]
List of "TZ Identifiers": https://en.wikipedia.org/wiki/List_of_tz_database_time_zones
`weeklyAlignment` : str = "Friday"
The day of the week used for granularities that have weekly
alignment. This will be the day of week that the "Close" will be
calculated from. [default=Friday]
"Monday" : Monday\n
"Tuesday" : Tuesday\n
"Wednesday" : Wednesday\n
"Thursday" : Thursday\n
"Friday" : Friday\n
"Saturday" : Saturday\n
"Sunday" : Sunday\n
`units` : int | str = 1
The number of units used to calculate the volume-weighted
average bid and ask prices in the returned candles. [default=1]
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.pricing.update_pricing()</b></summary>
```python
session.pricing.update_pricing(instruments : list[str],
since : datetime.datetime | str | None = None,
includeHomeConversions : bool = True) -> None
'''
Updates `session.pricing.pricing` attribute using provided argument filters.
Parameters
----------
`instruments` : list[str]
List of Instruments to get pricing for. [required]
Example: ["EUR_USD", "JPY_USD"]
`since` : datetime.datetime | str | None = None
Date/Time filter to apply to the response. Only prices and home
conversions (if requested) that have changed since this time
will be provided, and are filtered independently. `None` provides
current prices and home conversions. [Default=None]
*Note* Ensure RCF3339 formatted.
`includeHomeConversions` : bool = True
Flag that enables the inclusion of the homeConversions field in the
returned response. An entry will be returned for each currency in
the set of all base and quote currencies present in the requested
instruments list. [default=True]
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.pricing.pretty_candles()</b></summary>
```python
session.pricing.pretty_candles(spread : bool = False) -> pandas.DataFrame
'''
Returns copy of candles in `session.pricing.candles` as a
`pandas.DataFrame`. No error checking is done prior to conversion -
ensure `session.pricing.candles` have been successfully retrieved first
by confirming `session.pricing.rcode` == 200. *Note*: "o", "h", "l", and
"c" will be appended with a suffix to indicate quote type:
"<no suffix>" : the average ("mid") of the bid-ask quotes (standard quote)
"_bid" : the bid
"_ask" : the ask
"_spread" : the bid-ask spread (if requested)
Parameters
----------
`spread` : bool = False
If set to `True` and both the bid and ask were requested in your
`update_candles()` command, the spread will be appended to the
returned DataFrame on your behalf. [default=False]
Returns
-------
`pandas.DataFrame`
Candles in `pandas.DataFrame` format.
'''
```
</details>
<details>
<summary><b>session.pricing.start_stream()</b></summary>
```python
session.pricing.start_stream(instruments : list[str],
snapshot : bool = True,
includeHomeConversions : bool = False,
record : bool = False) -> None
'''
Begins a stream to populate the `session.pricing.pricingStream` attribute.
`session.pricing.pricingStream` will be continuously updated with any new
prices without user intervention (but may remain empty when
first run - this just means there haven't been any new pricing updates
since the stream began). Overwrites any previous content stored in
`session.pricing.pricingStream`.
Parameters
----------
`instruments` = list[str]
List of Instruments to stream Prices for.
Example: ["EUR_USD", "JPY_USD"]
`snapshot` : bool = True
Flag that enables/disables the sending of a pricing snapshot when
initially connecting to the stream. Will provide most recent quote
available, whether market is open or closed - if `False`, pricingStream
will remain empty until Oanda server sends new quotes (this won't be
until the next open if the stream is started while the market is closed).
[default=True]
`includeHomeConversions` : bool = False
Flag that enables the inclusion of the homeConversions field in the
returned response. An entry will be returned for each currency in
the set of all base and quote currencies present in the requested
instruments list. [default=False]
`record` : bool = False
(Flag) When set to True, the `pricingStream` will be a `list` of every
stream entry since the stream is started (ie: records previous entries).
When set to False, `pricingStream` will be a single entry `list`
of the most recent dictionary received from the stream (ie: does not
record previous entries). [Default=False]
Returns
-------
`None`
'''
```
</details>
<details>
<summary><b>session.pricing.stop_stream()</b></summary>
```python
session.pricing.stop_stream() -> None
'''
Stops `session.pricing.pricingStream`'s managing thread
(`session.pricing._streamThread`). Prevents any new updates to
`pricingStream` attribute. Ensure `session.streamMontior.doNotResusitate = 0`
prior to running `self.stop_stream()`, otherwise the monitor
will just immediately restart it.
Parameters
----------
None
Returns
-------
`None`
'''
```
</details>
<p> </p>
### <i>Session Monitors:</i>
> View a order logs, view a error logs, configure streaming preferences.
<details>
<summary><b>session.errorMonitor</b></summary>
```python
session.errorMonitor : object
'''
Monitors all of the above OANDA interface objects for client-server errors.
'''
```
</details>
<details>
<summary><b>session.errorMonitor.logs</b></summary>
```python
session.errorMonitor.logs : list[dict]
'''
A continuously updated list of client-server errors made since the
session was started. *Note* If `logPath` is specified in
`easyoanda.start_session()`, any pre-existing logs within the specified log
file will be loaded into this variable prior to appending additional logs to it.
Single Log Entry Format:
{
"entryID" : the log's serialized entry number (beginning at 0)
"datetime" : the date/time the error was logged (UTC)
"originClass" : the "endpoint interface" type (a class within `session` module)
that received the error
"errorDetails" : the error message details, with contents:
{
"url" : full url that the request was sent to
"headers" : headers included in the request (Authorization token is
stripped for security, check independently if this is the
suspected issue)
"parameters" : parameters included in the request
"payload" : the request's json payload (`None` if "GET" request)
"code" : the error status code - will be HTTP code or "other" (999)
"message" : the error message received
}
}
'''
```
</details>
<details>
<summary><b>session.orderMonitor</b></summary>
```python
session.orderMonitor : object
'''
Monitors `session.orders`, `session.trades`, and `session.positions`
interface objects for successful financial transactions.
'''
```
</details>
<details>
<summary><b>session.orderMonitor.logs</b></summary>
```python
session.orderMonitor.logs : list[dict]
'''
A continuously updated list of order confirmations made since the
session was started. *Note* If `logPath` is specified on
initialization, any pre-existing logs within the specified log file will
be loaded into this variable prior to appending additional logs to it.
Single Log Entry Format:
{
"entryID" : the log's serialized entry number (beginning at 0)
"datetime" : the date/time the order was confirmed (UTC)
"originClass" : the "endpoint interface" type (a class within `session` module)
that sent the order
"confirmationDetails" : Oanda's reponse to successfully receiving the order
}
'''
```
</details>
<details>
<summary><b>session.streamMonitor</b></summary>
```python
session.streamMonitor : object
'''
Monitors `session.pricing.pricingStream` and `session.transitions.transitionStream`
(if active) for their respective heartbeats, setting "dead stream" error
messages and restarting streams as needed.
'''
```
</details>
<details>
<summary><b>session.streamMonitor.deadOnArrival</b></summary>
```python
session.streamMonitor.deadOnArrival : datetime.timedelta
'''
"Dead On Arrival" - number of seconds between heartbeats before a stream
is considered dead. Oanda heartbeats are ~5s. Stream re-starts take ~2s.
Allow at least ~7s (preferably more) if modifying this attribute. [Default=10]
'''
```
</details>
<details>
<summary><b>session.streamMonitor.doNotResusitate</b></summary>
```python
session.streamMonitor.doNotResusitate : int
'''
"Do Not Resuscitate" - number of times to attempt to restart a stream.
Read `session.streamMonitor.resetTime` details prior to changing this
variable in production-ready code. [Default=3]
'''
```
</details>
<details>
<summary><b>session.streamMonitor.resetTime</b></summary>
```python
session.streamMonitor.resetTime : datetime.timedelta
'''
Number of minutes before resetting `session.streamMonitor.doNotResusitate`
counters back to zero for each endpoint. *Note* `doNotResusitate` is
meant to give time for minor issues to resolve themselves (brief drops in
WiFi service, ISP routing issues, etc.) - `resetTime` gives time for
higher-level issues to be resolved (Example: the Oanda streaming server
crashes, but is brought back up by their IT department within the
hour). [Default=60]
'''
```
</details>
<p> </p>
Raw data
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"keywords": "FX, currency, finance, foreign exchange, forex, investing, oanda, trading, trading API",
"author": null,
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"description": "# easyoanda\n\nAn easy way to trade your [©OANDA](https://www.oanda.com/) account.\n\n<p> </p>\n\n# Legal Disclaimer\n#### Disclaimer:\n> This Python module, `easyoanda`, utilizes a RESTful API provided by ©OANDA for accessing financial data, managing accounts, and trading financial instruments. While the ©OANDA API is publicly available [here](https://developer.oanda.com/rest-live-v20/introduction/), and clearly lays out best practices [here](https://developer.oanda.com/rest-live-v20/best-practices/) and [here](https://developer.oanda.com/rest-live-v20/development-guide/), it's important to note that using this module without explicit permission from ©OANDA may potentially infringe upon their terms of service or acceptable use policies as provided for United States account holders [here](https://www.oanda.com/us-en/legal/) (non-US account holders, please see IMPORTANT DISCLAIMER DETAILS, item #2).\n\n<details>\n <summary><b>IMPORTANT DISCLAIMER DETAILS (click me)</b></summary>\n\n1) ###### Unauthorized Usage: <i>The use of the `easyoanda` module with ©OANDA's API without explicit permission may be in violation of ©OANDA's terms of service or acceptable use policies. Users are solely responsible for ensuring compliance with all legal and contractual obligations related to the use of the API.</i>\n\n2) ###### Non-US Account Holders: <i>Non-US account holders are advised to refer to their own terms of service or acceptable use policies provided by ©OANDA or their respective financial institutions. Different regions may have different terms and conditions governing the use of ©OANDA's API and, by proxy, the `easyoanda` module. It is the responsibility of users outside the US to ensure compliance with applicable regulations.</i>\n\n3) ###### Risk Disclosure: <i>Unauthorized use of ©OANDA's API may result in legal consequences, including but not limited to termination of access to the API, legal action, or financial penalties. Users should carefully consider the potential risks and consequences before using the `easyoanda` module with the API.</i>\n\n4) ###### No Endorsement: <i>The creator of the `easyoanda` module does not endorse or condone unauthorized access to APIs or any other form of infringement of ©OANDA's rights. This module is provided for educational and informational purposes only, and users are encouraged to obtain proper authorization before using it in conjunction with ©OANDA's API.</i>\n\n5) ###### Liability Limitation: <i>The creator of the `easyoanda` module shall not be held liable for any losses, damages, legal consequences, or other liabilities arising from the unauthorized use of ©OANDA's API or any other actions taken by users in connection with this module.</i>\n\n6) ###### Software Functionality: <i>The `easyoanda` module may or may not work as intended due to factors including, but not limited to, changes in the ©OANDA API, errors in implementation, or system compatibility issues. The creator of the `easyoanda` module bears no responsibility for any malfunction or failure of the software.</i>\n\n7) ###### Financial Responsibility: <i>The creator of the `easyoanda` module bears no responsibility for how users choose to trade their accounts or manage their financial instruments using this module. Users are solely responsible for their trading decisions, and any gains or losses incurred as a result of using the `easyoanda` module are the responsibility of the user.</i>\n\n8) ###### No Association with ©OANDA: <i>The creator of the `easyoanda` module has no association with ©OANDA. This module is an independent creation and is not officially supported or endorsed by ©OANDA. Any reference to ©OANDA is for informational purposes only.</i>\n\n8) ###### Legal Advice: <i>This disclaimer does not constitute legal advice. Users of the `easyoanda` module are strongly advised to seek legal counsel to determine their rights and obligations regarding the use of ©OANDA's API or any other third-party APIs.</i>\n\n</details>\n\n#### User Agreement:\n\n> By using the `easyoanda` Python module, you acknowledge that you have read, understood, and agreed to the terms and conditions outlined in this disclaimer, to include those listed under \"IMPORTANT DISCLAIMER DETAILS\". If you do not agree with these terms, you should refrain from using the `easyoanda` module.\n\n<p> </p>\n\n<!--- ===================================================================== ---> \n\n# Installation\n#### <i>Windows:</i>\n```cmd\n> pip install easyoanda\n```\n#### <i>MacOS / Unix / Linux:</i>\n```bash\n$ pip3 install easyoanda\n```\n\n| Requirements | Versions |\n| ------------ | ---------- |\n| Python | >= 3.11 |\n| requests | >= 2.28.1 |\n| pandas | >= 1.5.3 |\n\n\n<details>\n <summary><b><i>Meeting Requirements (click me)</i></b></summary>\n\n1) ## <b>Updating Versions</b>\n\n - ### Download Python 3.11+ [here](https://www.python.org/downloads/)\n - ***Note:*** Ensure download is a stable release\n\n - ### Upgrade `requests` and `pandas` packages (will be installed if not present):\n\n #### <i>Windows:</i>\n ```cmd\n > pip install --upgrade requests pandas\n ```\n #### <i>MacOS / Unix / Linux:</i>\n ```bash\n $ pip3 install --upgrade requests pandas\n ```\n2) ## <b>Reinstalling</b> `easyoanda`\n #### <i>Windows:</i>\n ```cmd\n > pip install easyoanda --ignore-installed --no-cache-dir\n ```\n #### <i>MacOS / Unix / Linux:</i>\n ```bash\n $ pip3 install easyoanda --ignore-installed --no-cache-dir\n ```\n\n</details>\n\n<p> </p>\n\n<!--- ===================================================================== ---> \n\n# Basic Usage\n> This section covers basic `easyoanda` use cases - for more advanced functionality,\nplease see the <b>Full Capabilities</b> section at the bottom of this page.\n\n- ***Note:*** The `pretty()` function will be used to print `dictionary`\ndata structures within <b><i>\"example (click me)\"</i></b> portions of this guide. This is done purely for \nthe reader's benefit and it not required in any capacity by the `easyoanda`\nmodule. A \"one-liner\" is provided below for those of you who wish to \nfollow along:\n\n ```python\n >>> import json; pretty = lambda x: print(json.dumps(x, default=str, indent=4))\n ```\n\n <details>\n <summary><b><i>example (click me)</i></b></summary>\n\n ```python \n >>> # WITHOUT pretty()\n >>> myDict\n {'name': 'John Doe', 'timezone': 'America/New York', 'currentDate': datetime.datetime(2024, 5, 15, 13, 3, 40, 844525), 'about': {'age': 100, 'occupation': 'trader', 'speciality': 'forex'}}\n >>>\n >>> \n >>> # pretty() \"one-liner\"\n >>> import json; pretty = lambda x: print(json.dumps(x, default=str, indent=4))\n >>>\n >>>\n >>> # WITH pretty()\n >>> pretty(myDict)\n {\n \"name\": \"John Doe\",\n \"timezone\": \"America/New York\",\n \"currentDate\": \"2024-05-15 13:03:40.844525\",\n \"about\": {\n \"age\": 100,\n \"occupation\": \"trader\",\n \"speciality\": \"forex\"\n }\n }\n >>>\n ```\n </details>\n\n<p> </p>\n\n\n1) ## **Start a session**\n > A session must be started with `easyoanda.start_session()` prior to accessing any of ©OANDA's endpoints: \n\n ```python\n # import easyoanda\n from easyoanda import easyoanda\n \n # start a session\n session = easyoanda.start_session(sessionType=\"paper\",\n accountID=\"123-123-12345678-123\", \n token=\"abcdefg1234567-abcdefg1234567\")\n ```\n \n <details>\n <summary><b><i>example (click me)</i></b></summary>\n \n ```python\n >>> from easyoanda import easyoanda\n >>>\n >>> session = easyoanda.start_session(sessionType=\"paper\", accountID=\"123-123-12345678-123\", token=\"abcdefg1234567-abcdefg1234567\")\n >>>\n ```\n\n </details>\n\n <p> </p>\n\n - `sessionType` may be \"paper\" or \"live\" depending on the account type you have with ©OANDA:\n - Open an ©OANDA Account [here](https://www.oanda.com/us-en/trading/how-open-account/)\n - `accountID` can be found on your ©OANDA Hub Dashboard [here](https://hub.oanda.com)\n (account IDs are formatted as \"XXX-XXX-XXXXXXXX-XXX\").\n - ***Note:*** *Cryptocurrency accounts are not currently supported*\n - `token` must be generated for your account by ©OANDA - ensure it matches the `sessionType` specified:\n - Generate a PAPER (DEMO) Account Token [here](https://www.oanda.com/demo-account/tpa/personal_token)\n - Generate a LIVE Account Token [here](https://www.oanda.com/account/tpa/personal_token)\n\n <p> </p>\n\n2) ## **Review account details**\n > Account details can be retrieved using the key session object `session.account`.\n A snapshot of your account is created as soon as the session begins, but \n must be periodically updated throughout the trading day to keep your \n account details up-to-date (in future releases, this will be automated):\n\n - ### **Full Snapshot:**\n ```python\n ''' always update your snapshots! '''\n\n # update snapshot\n session.account.update_fullDetails()\n\n # review your financial summary, pending orders, open positions, and open trades\n session.account.fullDetails\n ```\n <details>\n <summary><i><b>example (click me)</b></i></summary>\n\n ```python\n >>> session.account.update_fullDetails()\n >>> \n >>> pretty(session.account.fullDetails)\n {\n \"account\": {\n \"guaranteedStopLossOrderMode\": \"DISABLED\",\n \"hedgingEnabled\": false,\n \"id\": \"<REDACTED>\",\n \"createdTime\": \"2024-03-18 19:26:50.083009+00:00\",\n \"currency\": \"USD\",\n \"createdByUserID\": \"<REDACTED>\",\n \"alias\": \"Primary\",\n \"marginRate\": 0.01,\n \"lastTransactionID\": 236,\n \"balance\": 102543.0386,\n \"openTradeCount\": 3,\n \"openPositionCount\": 1,\n \"pendingOrderCount\": 12,\n \"pl\": 2543.0386,\n \"resettablePL\": 2543.0386,\n \"resettablePLTime\": 0,\n \"financing\": -126.6018,\n \"commission\": 0.0,\n \"dividendAdjustment\": 0,\n \"guaranteedExecutionFees\": 0.0,\n \"orders\": [\n {\n \"id\": 188,\n \"createTime\": \"2024-04-23 23:38:23.027537+00:00\",\n \"type\": \"TRAILING_STOP_LOSS\",\n \"tradeID\": 184,\n \"distance\": 0.05,\n \"timeInForce\": \"GTC\",\n \"triggerCondition\": \"DEFAULT\",\n \"triggerMode\": \"TOP_OF_BOOK\",\n \"state\": \"PENDING\",\n \"trailingStopValue\": 1.03888\n },\n \n # ... truncated for brevity ...\n\n ],\n \"positions\": [\n {\n \"instrument\": \"EUR_USD\",\n \"long\": {\n \"units\": 10400,\n \"averagePrice\": 1.07707,\n \"pl\": 2479.4385,\n \"resettablePL\": 2479.4385,\n \"financing\": -126.9873,\n \"dividendAdjustment\": 0.0,\n \"guaranteedExecutionFees\": 0.0,\n \"tradeIDs\": [\n \"184\",\n \"195\",\n \"227\"\n ],\n \"unrealizedPL\": 121.6635\n },\n \"short\": {\n \"units\": 0,\n \"pl\": 63.6001,\n \"resettablePL\": 63.6001,\n \"financing\": 0.3855,\n \"dividendAdjustment\": 0.0,\n \"guaranteedExecutionFees\": 0.0,\n \"unrealizedPL\": 0.0\n },\n \"pl\": 2543.0386,\n \"resettablePL\": 2543.0386,\n \"financing\": -126.6018,\n \"commission\": 0.0,\n \"dividendAdjustment\": 0.0,\n \"guaranteedExecutionFees\": 0.0,\n \"unrealizedPL\": 121.6635,\n \"marginUsed\": 226.4787\n }\n ],\n \"trades\": [\n {\n \"id\": 184,\n \"instrument\": \"EUR_USD\",\n \"price\": 1.07014,\n \"openTime\": \"2024-04-23 23:38:23.027537+00:00\",\n \"initialUnits\": 350,\n \"initialMarginRequired\": 7.4904,\n \"state\": \"OPEN\",\n \"currentUnits\": 350,\n \"realizedPL\": 0.0,\n \"financing\": -0.3853,\n \"dividendAdjustment\": 0.0,\n \"trailingStopLossOrderID\": 188,\n \"unrealizedPL\": 6.5205,\n \"marginUsed\": 7.6219\n },\n\n # ... truncted for brevity...\n\n ],\n \"unrealizedPL\": 121.6635,\n \"NAV\": 102543.0386,\n \"marginUsed\": 226.4787,\n \"marginAvailable\": 102543.5444,\n \"positionValue\": 11323.936,\n \"marginCloseoutUnrealizedPL\": 122.408,\n \"marginCloseoutNAV\": 102543.7676,\n \"marginCloseoutMarginUsed\": 226.4787,\n \"marginCloseoutPositionValue\": 11323.936,\n \"marginCloseoutPercent\": 0.00116,\n \"withdrawalLimit\": 102543.5444,\n \"marginCallMarginUsed\": 226.4787,\n \"marginCallPercent\": 0.00232\n },\n \"lastTransactionID\": 236\n } \n >>> \n ```\n </details>\n <p> </p>\n\n - ### **Partial Snapshots:**\n ```python\n ''' always update your snapshots! '''\n\n # financial summary\n session.account.update_summary()\n session.account.summary\n\n # pending orders\n session.orders.update_pending()\n session.orders.pendingOrders\n\n # open positions\n session.positions.update_open()\n session.positions.openPositions\n\n # open trades\n session.trades.update_open()\n session.trades.openTrades\n ```\n <details>\n <summary><i><b>example (click me)</b></i></summary>\n\n ```python\n >>> session.account.update_summary()\n >>> pretty(session.account.summary)\n {\n \"account\": {\n \"guaranteedStopLossOrderMode\": \"DISABLED\",\n \"hedgingEnabled\": false,\n \"id\": \"<REDACTED>\",\n \"createdTime\": \"2024-03-18 19:26:50.083009+00:00\",\n \"currency\": \"USD\",\n \"createdByUserID\": <REDACTED>,\n \"alias\": \"Primary\",\n \"marginRate\": 0.01,\n \"lastTransactionID\": 236,\n \"balance\": 102543.3596,\n \"openTradeCount\": 3,\n \"openPositionCount\": 1,\n \"pendingOrderCount\": 12,\n \"pl\": 2543.0386,\n \"resettablePL\": 2543.0386,\n \"resettablePLTime\": 0,\n \"financing\": -126.6018,\n \"commission\": 0.0,\n \"dividendAdjustment\": 0,\n \"guaranteedExecutionFees\": 0.0,\n \"unrealizedPL\": 121.6635,\n \"NAV\": 102543.0231,\n \"marginUsed\": 226.4787,\n \"marginAvailable\": 102543.5444,\n \"positionValue\": 11323.936,\n \"marginCloseoutUnrealizedPL\": 122.408,\n \"marginCloseoutNAV\": 102543.7676,\n \"marginCloseoutMarginUsed\": 226.4787,\n \"marginCloseoutPositionValue\": 11323.936,\n \"marginCloseoutPercent\": 0.00116,\n \"withdrawalLimit\": 102543.5444,\n \"marginCallMarginUsed\": 226.4787,\n \"marginCallPercent\": 0.00232\n },\n \"lastTransactionID\": 236\n }\n >>>\n >>> session.orders.update_pending()\n >>> pretty(session.orders.pendingOrders)\n {\n \"orders\": [\n {\n \"id\": 235,\n \"createTime\": \"2024-05-14 21:07:09.274182+00:00\",\n \"type\": \"LIMIT\",\n \"instrument\": \"EUR_USD\",\n \"units\": 10000,\n \"timeInForce\": \"GTC\",\n \"price\": 1.025,\n \"triggerCondition\": \"DEFAULT\",\n \"partialFill\": \"DEFAULT_FILL\",\n \"positionFill\": \"DEFAULT\",\n \"state\": \"PENDING\"\n },\n\n # ... truncated for brevity ...\n \n ],\n \"lastTransactionID\": 236\n }\n >>>\n >>> session.positions.update_open()\n >>> pretty(session.positions.openPositions)\n {\n \"positions\": [\n {\n \"instrument\": \"EUR_USD\",\n \"long\": {\n \"units\": 10400,\n \"averagePrice\": 1.07707,\n \"pl\": 2479.4385,\n \"resettablePL\": 2479.4385,\n \"financing\": -126.9873,\n \"dividendAdjustment\": 0.0,\n \"guaranteedExecutionFees\": 0.0,\n \"tradeIDs\": [\n \"184\",\n \"195\",\n \"227\"\n ],\n \"unrealizedPL\": 121.6635\n },\n \"short\": {\n \"units\": 0,\n \"pl\": 63.6001,\n \"resettablePL\": 63.6001,\n \"financing\": 0.3855,\n \"dividendAdjustment\": 0.0,\n \"guaranteedExecutionFees\": 0.0,\n \"unrealizedPL\": 0.0\n },\n \"pl\": 2543.0386,\n \"resettablePL\": 2543.0386,\n \"financing\": -126.6018,\n \"commission\": 0.0,\n \"dividendAdjustment\": 0.0,\n \"guaranteedExecutionFees\": 0.0,\n \"unrealizedPL\": 121.6635,\n \"marginUsed\": 226.4787\n }\n ],\n \"lastTransactionID\": 236\n }\n >>>\n >>> session.trades.update_open()\n >>> pretty(session.trades.openTrades)\n {\n \"trades\": [\n {\n \"id\": 227,\n \"instrument\": \"EUR_USD\",\n \"price\": 1.07735,\n \"openTime\": \"2024-05-13 01:30:59.541236+00:00\",\n \"initialUnits\": 10000,\n \"initialMarginRequired\": 215.456,\n \"state\": \"OPEN\",\n \"currentUnits\": 10000,\n \"realizedPL\": 0.0,\n \"financing\": -2.1979,\n \"dividendAdjustment\": 0.0,\n \"unrealizedPL\": 114.2,\n \"marginUsed\": 217.768,\n \"takeProfitOrder\": {\n \"id\": 228,\n \"createTime\": \"2024-05-13 01:30:59.541236+00:00\",\n \"type\": \"TAKE_PROFIT\",\n \"tradeID\": 227,\n \"price\": 1.12735,\n \"timeInForce\": \"GTC\",\n \"triggerCondition\": \"DEFAULT\",\n \"state\": \"PENDING\"\n },\n \"stopLossOrder\": {\n \"id\": 229,\n \"createTime\": \"2024-05-13 01:30:59.541236+00:00\",\n \"type\": \"STOP_LOSS\",\n \"tradeID\": 227,\n \"price\": 1.02,\n \"timeInForce\": \"GTC\",\n \"triggerCondition\": \"DEFAULT\",\n \"triggerMode\": \"TOP_OF_BOOK\",\n \"state\": \"PENDING\"\n }\n },\n # ... truncated for brevity ...\n ],\n \"lastTransactionID\": 236\n }\n >>>\n ```\n </details>\n <p> </p>\n\n - ***Note:*** ALWAYS UPDATE YOUR SNAPSHOTS - if you've entered a trade or instrument\n prices have fluctuated within your portfolio, it will not be reflected \n in your snapshot until an `update_*()` method is called \n again (changes will always be properly reflected on ©OANDA's \n servers, calling an `update_*()` function just ensures these changes are \n reflected on your local machine, as well).\n\n <p> </p>\n\n\n3) ## **Load historic data**\n > ©OANDA provides granular access to historic instrument prices - \n the key session object for accessing this data is `session.instruments`:\n - ### **Candles by Count:**\n ```python\n # retrieve candles\n session.instruments.update_candles(instrument=\"USD_JPY\", # USD/JPY\n price=\"M\", # the standard \"mid\" quote (avg. of bid-ask)\n granularity=\"H4\", # 4-hour candles\n count=20) # last 20 candles available\n\n # review candles directly\n session.instruments.candles\n\n # or copy them out as a `pandas.DataFrame`\n USDJPY = session.instruments.copy_candles()\n ```\n <details>\n <summary><b><i>example (click me)</i></b></summary>\n\n ```python\n >>> session.instruments.update_candles(instrument=\"USD_JPY\", price=\"M\", granularity=\"H4\", count=20)\n >>>\n >>> pretty(session.instruments.candles)\n {\n \"instrument\": \"USD_JPY\",\n \"granularity\": \"H4\",\n \"candles\": [\n {\n \"complete\": true,\n \"volume\": 22005,\n \"time\": \"2024-05-14 13:00:00+00:00\",\n \"mid\": {\n \"o\": 156.584,\n \"h\": 156.658,\n \"l\": 156.231,\n \"c\": 156.486\n }\n },\n\n # ... truncated for brevity ...\n \n ]\n }\n >>>\n >>> USDJPY = session.instruments.copy_candles()\n >>>\n >>> USDJPY\n o h l c volume\n datetime \n 2024-05-14 13:00:00+00:00 156.584 156.658 156.231 156.486 22005\n 2024-05-14 17:00:00+00:00 156.480 156.520 156.383 156.431 7036\n 2024-05-14 21:00:00+00:00 156.425 156.562 156.386 156.392 7003\n ...\n 2024-05-17 17:00:00+00:00 155.626 155.724 155.585 155.642 11730\n >>>\n ```\n\n </details>\n <p> </p>\n\n - ### **Candles by Date Range:**\n ```python\n import datetime\n\n # two arbitrary dates: datetime.datetime(YYYY, MM, DD, <HH>, <MM>, <SS>)\n oneMonthAgo = datetime.datetime(2024, 4, 18)\n today = datetime.datetime.today()\n\n # retrieve the candles\n session.instruments.update_candles(instrument=\"EUR_USD\", # EUR/USD\n price=\"MBA\", # quotes for the mid (avg), bid, and ask\n granularity=\"D\", # daily candles\n fromTime=oneMonthAgo, # from 1 month ago\n toTime=today) # to today\n\n # review the candles directly\n session.instruments.candles\n\n # or copy them out as a `pandas.DataFrame`\n EURUSD = session.instruments.copy_candles()\n ```\n <details>\n <summary><b><i>example (click me)</i></b></summary>\n\n ```python\n >>> import datetime\n >>>\n >>> oneMonthAgo = datetime.datetime(2024, 4, 18)\n >>>\n >>> today = datetime.datetime.today()\n >>>\n >>> session.instruments.update_candles(instrument=\"EUR_USD\", price=\"MBA\", granularity=\"D\", fromTime=oneMonthAgo, toTime=today)\n >>>\n >>> pretty(session.instruments.candles)\n {\n \"instrument\": \"EUR_USD\",\n \"granularity\": \"D\",\n \"candles\": [\n {\n \"complete\": true,\n \"volume\": 67238,\n \"time\": \"2024-04-17 21:00:00+00:00\",\n \"bid\": {\n \"o\": 1.06722,\n \"h\": 1.06894,\n \"l\": 1.06407,\n \"c\": 1.06431\n },\n \"mid\": {\n \"o\": 1.06729,\n \"h\": 1.06901,\n \"l\": 1.06415,\n \"c\": 1.06439\n },\n \"ask\": {\n \"o\": 1.06736,\n \"h\": 1.06908,\n \"l\": 1.06423,\n \"c\": 1.06447\n }\n },\n\n # ... truncated for brevity ...\n\n ]\n }\n >>>\n >>> EURUSD = session.instruments.copy_candles()\n >>>\n >>> EURUSD\n o h l c o_bid h_bid l_bid c_bid o_ask h_ask l_ask c_ask volume\n datetime \n 2024-04-17 21:00:00+00:00 1.06729 1.06901 1.06415 1.06439 1.06722 1.06894 1.06407 1.06431 1.06736 1.06908 1.06423 1.06447 67238\n 2024-04-18 21:00:00+00:00 1.06451 1.06776 1.06104 1.06564 1.06427 1.06769 1.06097 1.06554 1.06475 1.06783 1.06112 1.06575 99058\n 2024-04-21 21:00:00+00:00 1.06535 1.06708 1.06240 1.06538 1.06491 1.06701 1.06233 1.06531 1.06579 1.06716 1.06248 1.06545 55822\n ...\n 2024-05-16 21:00:00+00:00 1.08668 1.08786 1.08358 1.08697 1.08631 1.08779 1.08351 1.08687 1.08706 1.08793 1.08365 1.08707 42795\n >>>\n ```\n \n </details>\n <p> </p>\n\n - ***Note:*** `session.instruments.update_candles()` parameters are highly configurable -\n users are encouraged to explore the various options with `help(session.instruments.update_candles)`.\n\n <p> </p>\n\n\n4) ## **Stream live quotes**\n > Real-time quotes can be streamed using the key session \n object `session.pricing`. Once the stream begins, `session.pricing.pricingStream`\n will be continuously updated with ©OANDA's most recent bid-ask spread - \n if there's even the slightest change in an instrument's price, it will \n automatically be reflected here.\n\n ```python\n # begin a price stream for EUR/USD\n session.pricing.start_stream(\"EUR_USD\")\n\n # the current \"EUR/USD\" bid-ask spread\n session.pricing.pricingStream\n\n # a few moments later, a new \"EUR/USD\" bid-ask spread (automatically populated)\n session.pricing.pricingStream\n ```\n\n <details>\n <summary><i><b>example (click me)</b></i></summary>\n\n ```python\n >>> session.pricing.start_stream(\"EUR_USD\")\n >>>\n >>> pretty(session.pricing.pricingStream)\n [\n {\n \"type\": \"PRICE\",\n \"time\": \"2024-05-15 22:40:23.430277+00:00\",\n \"bids\": [\n {\n \"price\": 1.08889,\n \"liquidity\": 10000000\n }\n ],\n \"asks\": [\n {\n \"price\": 1.08904,\n \"liquidity\": 10000000\n }\n ],\n \"closeoutBid\": 1.08889,\n \"closeoutAsk\": 1.08904,\n \"status\": \"tradeable\",\n \"tradeable\": true,\n \"instrument\": \"EUR_USD\"\n }\n ]\n >>>\n >>> pretty(session.pricing.pricingStream)\n [\n {\n \"type\": \"PRICE\",\n \"time\": \"2024-05-15 22:40:28.528008+00:00\", # a few seconds later\n \"bids\": [\n {\n \"price\": 1.08888, # bid has changed by .00001\n \"liquidity\": 10000000\n }\n ],\n \"asks\": [\n {\n \"price\": 1.08904,\n \"liquidity\": 10000000\n }\n ],\n \"closeoutBid\": 1.08888,\n \"closeoutAsk\": 1.08904,\n \"status\": \"tradeable\",\n \"tradeable\": true,\n \"instrument\": \"EUR_USD\"\n }\n ]\n >>>\n ```\n\n </details>\n <p> </p>\n\n - ***Note 1:*** Don't forget to stop your stream with `session.pricing.stop_stream()` \n before starting another stream. You may need to set \n `session.streamMonitor.doNotResusitate = 0` beforehand to avoid the stream \n from automatically being restarted (a built-in `easyoanda` failsafe for automation).\n - ***Note 2:*** If your program hangings on `quit()`, it's likely because\n there's a stream (or monitor thread) still running - ensure you run\n `session.quit()` to cleanly close out your session prior to exiting the\n session's parent program.\n\n <p> </p>\n\n5) ## **Place an order**\n > Placing orders follows a general flow, regardless of order type: <b>(1)</b> \n create an order using `easyoanda`, <b>(2)</b> configure the order using `*.set()`, \n <b>(3)</b> place the order using key session object `session.orders`, and <b>(4)</b>\n <i>optionally</i> confirm order placement.\n - ### Base Orders\n > <b>Base Orders</b> enter trades, exit trades, and everything in \n between. Please see `help()` on the following <b>Base Orders</b>:\n - `easyoanda.StopOrder()`\n - `easyoanda.LimitOrder()`\n - `easyoanda.MarketOrder()`\n - `easyoanda.MarketIfTouchedOrder()`\n ```python\n # (1) create the order\n marketOrder = easyoanda.MarketOrder()\n\n # (2) configure the order (long 10000 units of the instrument's base currency; a negative number would be short)\n marketOrder.set(instrument=\"EUR_USD\", units=10000)\n\n # (3) place the order\n session.orders.place_order(marketOrder)\n\n # (4) (optional) confirm order placement\n session.orders.rcode # return code 888 is \"order accepted\"\n session.orderMonitor.logs[-1] # verify order receipt\n ```\n <details>\n <summary><i><b>example (click me)</b></i></summary>\n\n ```python\n >>> marketOrder = easyoanda.MarketOrder()\n >>> \n >>> marketOrder.set(instrument=\"EUR_USD\", units=10000)\n >>> \n >>> session.orders.place_order(marketOrder) \n >>> \n >>> session.orders.rcode\n 888\n >>>\n >>> pretty(session.orderMonitor.logs[-1])\n {\n \"entryID\": 12,\n \"datetime\": \"2024-05-15T23:07:35.962772Z\",\n \"originClass\": \"Orders\",\n \"confirmationDetails\": {\n \"orderCreateTransaction\": {\n \"id\": 256,\n \"accountID\": \"<REDACTED>\",\n \"userID\": <REDACTED>,\n \"batchID\": 256,\n \"requestID\": <REDACTED>,\n \"time\": \"2024-05-15 23:07:41.644279+00:00\",\n \"type\": \"MARKET_ORDER\",\n \"instrument\": \"EUR_USD\",\n \"units\": 10000,\n \"timeInForce\": \"FOK\",\n \"positionFill\": \"DEFAULT\",\n \"reason\": \"CLIENT_ORDER\"\n },\n \"orderFillTransaction\": {\n \"id\": 257,\n \"accountID\": \"<REDACTED>\",\n \"userID\": <REDACTED>,\n \"batchID\": 256,\n \"requestID\": <REDACTED>,\n \"time\": \"2024-05-15 23:07:41.644279+00:00\",\n \"type\": \"ORDER_FILL\",\n \"orderID\": 256,\n \"instrument\": \"EUR_USD\",\n \"units\": 10000,\n \"requestedUnits\": 10000,\n \"price\": 1.08884,\n \"pl\": 0.0,\n \"quotePL\": 0,\n \"financing\": 0.0,\n \"baseFinancing\": 0,\n \"commission\": 0.0,\n \"accountBalance\": 102452.0191,\n \"gainQuoteHomeConversionFactor\": 1,\n \"lossQuoteHomeConversionFactor\": 1,\n \"guaranteedExecutionFee\": 0.0,\n \"quoteGuaranteedExecutionFee\": 0,\n \"halfSpreadCost\": 0.7,\n \"fullVWAP\": 1.08884,\n \"reason\": \"MARKET_ORDER\",\n \"tradeOpened\": {\n \"price\": 1.08884,\n \"tradeID\": 257,\n \"units\": 10000,\n \"guaranteedExecutionFee\": 0.0,\n \"quoteGuaranteedExecutionFee\": 0,\n \"halfSpreadCost\": 0.7,\n \"initialMarginRequired\": 217.754\n },\n \"fullPrice\": {\n \"closeoutBid\": 1.0887,\n \"closeoutAsk\": 1.08884,\n \"timestamp\": \"2024-05-15 23:07:37.762451+00:00\",\n \"bids\": [\n {\n \"price\": 1.0887,\n \"liquidity\": 10000000\n }\n ],\n \"asks\": [\n {\n \"price\": 1.08884,\n \"liquidity\": 10000000\n }\n ]\n },\n \"homeConversionFactors\": {\n \"gainQuoteHome\": {\n \"factor\": 1\n },\n \"lossQuoteHome\": {\n \"factor\": 1\n },\n \"gainBaseHome\": {\n \"factor\": 1.08332615\n },\n \"lossBaseHome\": {\n \"factor\": 1.09421385\n }\n }\n },\n \"relatedTransactionIDs\": [\n \"256\",\n \"257\"\n ],\n \"lastTransactionID\": 257\n }\n }\n >>>\n ```\n </details>\n <p> </p>\n\n - ### Dependent Orders\n > <b>Dependent Orders</b> are attached to a <b>Base Order</b> that \n has <i>already been filled</i> by ©OANDA (identifed by a `tradeID`) - \n they're used to exit trades based on a trigger condition and only \n close out the <b>Base Order</b> that they've been attached to. A <b>Base\n Order</b> may have multiple <b>Dependent Orders</b> attached - as soon as\n one is triggered, the rest are cancelled. Please see `help()` on the \n following <b>Dependent Orders</b>:\n - `easyoanda.StopLossOrder()`\n - `easyoanda.TakeProfitOrder()`\n - `easyoanda.TrailingStopLossOrder()`\n - `easyoanda.GuaranteedStopLossOrder()`\n\n ```python\n # (1) create the order\n stopLossOrder = easyoanda.StopLossOrder()\n\n # (2) configure the order (close the trade if prices hit 1.045)\n stopLossOrder.set(tradeID=257, price=1.045)\n\n # (3) place the order\n session.orders.place_order(stopLossOrder)\n\n # (4) (optional) confirm order placement\n session.orders.rcode # return code 888 is \"order accepted\"\n session.orderMonitor.logs[-1] # verify order receipt\n ```\n <details>\n <summary><i><b>example (click me)</b></i></summary>\n\n ```python\n >>> stopLossOrder = easyoanda.StopLossOrder()\n >>>\n >>> stopLossOrder.set(tradeID=257, price=1.045)\n >>>\n >>> session.orders.place_order(stopLossOrder)\n >>>\n >>> session.orders.rcode \n 888\n >>>\n >>> pretty(session.orderMonitor.logs[-1])\n {\n \"entryID\": 13,\n \"datetime\": \"2024-05-15T23:13:59.267312Z\",\n \"originClass\": \"Orders\",\n \"confirmationDetails\": {\n \"orderCreateTransaction\": {\n \"id\": 259,\n \"accountID\": \"<REDACTED>\",\n \"userID\": <REDACTED>,\n \"batchID\": 259,\n \"requestID\": <REDACTED>,\n \"time\": \"2024-05-15 23:14:04.960575+00:00\",\n \"type\": \"STOP_LOSS_ORDER\",\n \"tradeID\": 257,\n \"timeInForce\": \"GTC\",\n \"triggerCondition\": \"DEFAULT\",\n \"triggerMode\": \"TOP_OF_BOOK\",\n \"price\": 1.045,\n \"reason\": \"CLIENT_ORDER\"\n },\n \"relatedTransactionIDs\": [\n \"259\"\n ],\n \"lastTransactionID\": 259\n }\n }\n >>>\n ```\n\n </details>\n <p> </p>\n\n - ***Note:*** Potential `tradeID`(s) can be found in `session.trades.openTrades` \n (don't forget to `update_openTrades()` first)\n \n <p> </p>\n\n - ### Complete Orders\n > <b>Complete Orders</b> are <b>Base Orders</b> with one or more \n <b>Dependent Orders</b> attached to them <i>prior to being placed</i> \n with ©OANDA. Any <b>Base Order</b> can call the following functions \n to attach a corresponding <b>Dependent Order</b>:\n - `*.set_takeProfit()`\n - `*.set_stopLoss()`\n - `*.set_trailingStop()`\n - `*.set_guaranteedStop()`\n ```python\n # (1) create the order\n marketOrder = easyoanda.MarketOrder()\n\n # (2.a) configure the order\n marketOrder.set(instrument=\"EUR_USD\", units=10000)\n\n # (2.b) configure the dependent orders\n marketOrder.set_stopLoss(price=1.0450)\n marketOrder.set_takeProfit(price=1.750)\n\n # (3) place the order\n session.orders.place_order(marketOrder)\n \n # (4) (optional) confirm order placement\n session.orders.rcode # return code 888 is \"order accepted\"\n session.orderMonitor.logs[-1] # verify order receipt\n ```\n <details>\n <summary><i><b>example (click me)</b></i></summary>\n\n ```python\n >>> marketOrder = easyoanda.MarketOrder()\n >>>\n >>> marketOrder.set(instrument=\"EUR_USD\", units=10000)\n >>>\n >>> marketOrder.set_stopLoss(price=1.0450)\n >>>\n >>> marketOrder.set_takeProfit(price=1.750)\n >>>\n >>> session.orders.place_order(marketOrder)\n >>>\n >>> session.orders.rcode\n 888\n >>>\n >>> pretty(session.orderMonitor.logs[-1])\n {\n \"entryID\": 16,\n \"datetime\": \"2024-05-15T23:29:26.566192Z\",\n \"originClass\": \"Orders\",\n \"confirmationDetails\": {\n \"orderCreateTransaction\": {\n \"id\": 265,\n \"accountID\": \"<REDACTED>\",\n \"userID\": <REDACTED>,\n \"batchID\": 265,\n \"requestID\": <REDACTED>,\n \"time\": \"2024-05-15 23:29:32.274985+00:00\",\n \"type\": \"MARKET_ORDER\",\n \"instrument\": \"EUR_USD\",\n \"units\": 10000,\n \"timeInForce\": \"FOK\",\n \"positionFill\": \"DEFAULT\",\n \"takeProfitOnFill\": {\n \"price\": 1.75,\n \"timeInForce\": \"GTC\"\n },\n \"stopLossOnFill\": {\n \"price\": 1.045,\n \"timeInForce\": \"GTC\",\n \"triggerMode\": \"TOP_OF_BOOK\"\n },\n \"reason\": \"CLIENT_ORDER\"\n },\n \"orderFillTransaction\": {\n \"id\": 266,\n \"accountID\": \"<REDACTED>\",\n \"userID\": <REDACTED>,\n \"batchID\": 265,\n \"requestID\": <REDACTED>,\n \"time\": \"2024-05-15 23:29:32.274985+00:00\",\n \"type\": \"ORDER_FILL\",\n \"orderID\": 265,\n \"instrument\": \"EUR_USD\",\n \"units\": 10000,\n \"requestedUnits\": 10000,\n \"price\": 1.08903,\n \"pl\": 0.0,\n \"quotePL\": 0,\n \"financing\": 0.0,\n \"baseFinancing\": 0,\n \"commission\": 0.0,\n \"accountBalance\": 102452.8191,\n \"gainQuoteHomeConversionFactor\": 1,\n \"lossQuoteHomeConversionFactor\": 1,\n \"guaranteedExecutionFee\": 0.0,\n \"quoteGuaranteedExecutionFee\": 0,\n \"halfSpreadCost\": 0.8,\n \"fullVWAP\": 1.08903,\n \"reason\": \"MARKET_ORDER\",\n \"tradeOpened\": {\n \"price\": 1.08903,\n \"tradeID\": 266,\n \"units\": 10000,\n \"guaranteedExecutionFee\": 0.0,\n \"quoteGuaranteedExecutionFee\": 0,\n \"halfSpreadCost\": 0.8,\n \"initialMarginRequired\": 217.79\n },\n \"fullPrice\": {\n \"closeoutBid\": 1.08887,\n \"closeoutAsk\": 1.08903,\n \"timestamp\": \"2024-05-15 23:29:31.736132+00:00\",\n \"bids\": [\n {\n \"price\": 1.08887,\n \"liquidity\": 10000000\n }\n ],\n \"asks\": [\n {\n \"price\": 1.08903,\n \"liquidity\": 10000000\n }\n ]\n },\n \"homeConversionFactors\": {\n \"gainQuoteHome\": {\n \"factor\": 1\n },\n \"lossQuoteHome\": {\n \"factor\": 1\n },\n \"gainBaseHome\": {\n \"factor\": 1.08350525\n },\n \"lossBaseHome\": {\n \"factor\": 1.09439475\n }\n }\n },\n \"relatedTransactionIDs\": [\n \"265\",\n \"266\",\n \"267\",\n \"268\"\n ],\n \"lastTransactionID\": 268\n }\n }\n >>>\n ```\n\n </details>\n <p> </p>\n\n - ***Note 1:*** There are many ways to trade your account with `easyoanda` - \n it is <i>highly recommended</i> that users explore all their\n available options with `help(session.orders)`, `help(session.trades)`, and \n `help(session.positions)`.\n\n - ***Note 2:*** A word on ©OANDA verbiage: You place <b>orders</b>. All\n <b>orders</b> have a unique <b>order ID</b>. A <b>trade</b> is created when\n a <b>Base Order</b> is <i>filled</i>. Once a <b>trade</b> is created (<b>Base Order</b> \n is filled), the <b>Base Order</b> and its associated <b>Dependent Orders</b> \n (if present) will be classified under a <b>trade ID</b>. A <i>pending</i> \n <b>Dependent Order</b> may be associated with a <b>trade ID</b> if its \n <b>Base Order</b> has been filled. A <i>pending</i> <b>Base Order</b> will never \n be associated with a <b>trade ID</b>. Finally, a <b>position</b> is the sum\n of all <i>open</i> <b>trades</b> that share a single instrument. You can interact with\n all <b>orders</b>, <b>trades</b>, and <b>positions</b> independently (see ***Note 1***).\n\n - ***Note 3:*** ©OANDA complies with ©National Futures Association \n (NFA) [FIFO regulations](https://www.investopedia.com/terms/n/nfa-compliance-rule-2-43b.asp) - \n it may be useful to understand how ©OANDA implements \"FIFO\" regulations \n [here](https://help.oanda.com/us/en/faqs/fifo-requirement.htm). \n Orders that violate \"FIFO\" regulations will deceptively return an 888 \n confirmation return code. ***You*** did everything correctly if you've\n receive an 888, so if you're not seeing an order on the books, a \"FIFO\" \n violation may be involved: when in doubt, check `session.orderMonitor.logs` \n (see <b>Section 9</b> below).\n\n\n\n <p> </p>\n\n6) ## **Size an Order**\n > When placing orders, an order's size must <b>(1)</b> be units of the \n target instruments's base currency to buy / sell and <b>(2)</b> be \n placed as an integer. These constraints result in order sizes that are \n rarely exact equivalents to a preferred order sized in your home currency. \n Working within these constraints, `easyoanda` has simplified the roder \n sizing process:\n - ### Converting to Base Currency Units\n > Converting an order size in an account's home currency to an order size\n in the target instrument's base currency is relatively simple:\n (1) gather the target instrument's conversion rates, then (2) provide\n `easyoanda.to_baseUnits()` the rates and your preferred order size. \n Below is an example where a USD account trades CHF/JPY - our preferred \n order size is 10000USD (the account's home currency), and our \"best-fit\" \n order size (units of CHF to buy) is saved to the `orderSize` variable:\n - ***Note:*** The equivalent value of the \"best-fit\" order size in the base \n currency will always be slightly less than the preferred order size in \n the home currency - this is due to rounding base currency units down \n to meet the previously mentioned integer requirements when placing orders.\n ```python\n # (1) gather the target instrument's conversion rates\n session.pricing.update_pricing(\"CHF_JPY\")\n\n # (2) calculate the order size in base currency units\n orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing, \n homeUnits=10000, # 10000USD\n truncate=True) # rounds base units to integers\n\n # (optional) verify the equivalent \"best-fit\" order size in your home currency\n easyoanda.to_homeUnits(currentQuotes=session.pricing.pricing, \n baseUnits=orderSize)\n ```\n <details>\n <summary><b><i>example (click me)</i></b></summary>\n\n ```python\n >>> session.pricing.update_pricing(\"CHF_JPY\")\n >>>\n >>> orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing, homeUnits=10000, truncate=True)\n >>>\n >>> orderSize\n 9097\n >>> easyoanda.to_homeUnits(currentQuotes=session.pricing.pricing, baseUnits=orderSize)\n 9999.340544602695\n >>>\n ```\n </details>\n\n - ### Measuring Price Changes\n > Conversion factors in FOREX markets make price volatility a little \n less intuitive than in domestically priced instruments - traders\n should be aware of how a given currency pair's price fluctuations may \n impact their trade:\n ```python\n # (1) calculate order size\n session.pricing.update_pricing(\"AUD_CAD\")\n orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing, \n homeUnits=15000,\n truncate=True)\n \n \n # (2) calculate impact (in the account's home currency) of a single pip change\n easyoanda.get_pip_impact(currentQuotes=session.pricing.pricing,\n baseUnits=orderSize)\n\n # (3) calculate impact (in the account's home currency) of a change between two price levels\n easyoanda.get_price_impact(currentQuotes=session.pricing.pricing,\n baseUnits=orderSize,\n exitPrice = .8165,\n entryPrice = .9116) # *Note* if entryPrice omitted, will use current market prices\n ```\n <details>\n <summary><b><i>example (click me)</i></b></summary>\n\n ```python\n >>> session.pricing.update_pricing(\"AUD_CAD\")\n >>>\n >>> orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing, homeUnits=15000, truncate=True)\n >>>\n >>> orderSize\n 22478\n >>>\n >>> easyoanda.get_pip_impact(currentQuotes=session.pricing.pricing, baseUnits=orderSize)\n 1.6503004701099573\n >>>\n >>> easyoanda.get_price_impact(currentQuotes=session.pricing.pricing, baseUnits=orderSize, exitPrice = .8165, entryPrice = .9116)\n -1569.4357470745688\n >>> \n ```\n </details>\n\n <p> </p>\n\n7) ## Managing Risk\n > There are many ways to limit a trade's potential downside - below are two \n methods to assist in your preservation of capital:\n - ### Selecting an optimal stop-loss:\n > If an order size has already been decided on and the trader has \n a maximum allowable loss in mind, `easyoanda` can calculate the \n optimal stop-loss price level for your trade: \n ```python\n # (1) set preferences (enter with 10000 units of home currency, risk no more than 1% of account)\n preferredSize = 10000\n preferredMaxLoss = session.account.summary[\"account\"][\"balance\"] * .01\n\n # (2) get conversion factors and calculate order size\n session.pricing.update_pricing(\"EUR_USD\")\n orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing, \n homeUnits=preferredSize,\n truncate=True)\n\n # (3) find optimal stop-loss price level\n stopLossAt = easyoanda.find_optimal_stop(currentQuotes=session.pricing.pricing,\n baseUnits=orderSize,\n maxLoss=preferredMaxLoss)\n # by omitting entryPrice, calculation uses current market prices\n\n # (4) (optional) view \"best-fit\" max loss in home currency units\n easyoanda.get_price_impact(currentQuotes=session.pricing.pricing,\n baseUnits=orderSize,\n exitPrice=stopLossAt)\n # by omitting entryPrice, calculation uses current market prices\n ```\n <details>\n <summary><b><i>example (click me)</i></b></summary>\n\n ```python\n >>> preferredSize = 10000\n >>>\n >>> preferredMaxLoss = session.account.summary[\"account\"][\"balance\"] * .01\n >>>\n >>> session.pricing.update_pricing(\"EUR_USD\")\n >>>\n >>> orderSize = easyoanda.to_baseUnits(currentQuotes=session.pricing.pricing, homeUnits=preferredSize, truncate=True)\n >>>\n >>> stopLossAt = easyoanda.find_optimal_stop(currentQuotes=session.pricing.pricing, baseUnits=orderSize, maxLoss=preferredMaxLoss)\n >>>\n >>> orderSize\n 9204\n >>>\n >>> preferredMaxLoss\n 1000.000077\n >>>\n >>> stopLossAt\n 0.97783\n >>> \n >>> easyoanda.get_price_impact(currentQuotes=session.pricing.pricing, baseUnits=orderSize, exitPrice=stopLossAt)\n -999.9225600000007\n >>>\n ```\n </details>\n\n - ### Selecting an optimal trade size:\n > If a stop-loss price level has already been decided on and the \n trader has a maximum allowable loss in mind, `easyoanda` can calculate\n the optimal order size in the target instrument's base currency for \n your trade:\n ```python\n # (1) set preferences (stop out if prices drop to 1.05, risk no more than 1% of account)\n stopLoss = 1.05\n preferredMaxLoss = session.account.summary[\"account\"][\"balance\"] * .01\n\n # (2) get conversion factors\n session.pricing.update_pricing(\"EUR_USD\")\n\n # (3) find optimal order size in base currency units\n orderSize = easyoanda.find_optimal_size(currentQuotes=session.pricing.pricing,\n maxLoss=preferredMaxLoss,\n exitPrice=stopLoss)\n # omitting entryPrice, uses current market prices\n\n # (4) (optional) view \"best-fit\" max loss in home currency units\n easyoanda.get_price_impact(currentQuotes=session.pricing.pricing,\n baseUnits=orderSize,\n exitPrice=stopLoss)\n # by omitting entryPrice, calculation uses current market prices\n ```\n <details>\n <summary><b><i>example (click me)</i></b></summary>\n\n ```python\n >>> stopLoss = 1.05\n >>>\n >>> preferredMaxLoss = session.account.summary[\"account\"][\"balance\"] * .01\n >>>\n >>> session.pricing.update_pricing(\"EUR_USD\")\n >>>\n >>> orderSize = easyoanda.find_optimal_size(currentQuotes=session.pricing.pricing, maxLoss=preferredMaxLoss, exitPrice=stopLoss)\n >>>\n >>> stopLoss\n 1.05\n >>>\n >>> preferredMaxLoss\n 1000.000077\n >>>\n >>> orderSize\n 27419.0\n >>> \n >>> easyoanda.get_price_impact(currentQuotes=session.pricing.pricing, baseUnits=orderSize, exitPrice=stopLoss)\n -999.9709300000001\n >>>\n ```\n </details>\n\n <p> </p>\n\n - ***Note*** \"Best-fit\" max losses will always be slightly less than\n a trader's preferred max loss - this is due to either (1) rounding order\n sizes down to integers (see <b>Section 6</b>) or (2) rounding instrument \n prices up / down to their nearest 5th decimal (another order placement\n requirement). These subtle changes typically have a negligible effect on a \n trade's hypothetical value, and become even less relevant once market \n volatility is taken into account - nonetheless, they are considerations \n worth noting.\n\n<p> </p>\n\n8) ## **Review account transactions**\n > ©OANDA records nearly everything that happens in your account - \n the key session object to access these records is `session.transactions`. \n There are many options to filter by, but for the sake of trade history \n analysis, \"ORDER\" will likely be your preferred single filter:\n\n ```python\n # update your snapshot (all order-related transactions since your account was opened)\n session.transactions.update_since(sinceID=1, transactionTypes=[\"ORDER\"])\n\n # view the transactions\n session.transactions.sinceID\n ```\n <details>\n <summary><i><b>example (click me)</b></i></summary>\n\n ```python\n >>> session.transactions.update_since(sinceID=1, transactionTypes=[\"ORDER\"])\n >>>\n >>> pretty(session.transactions.sinceID)\n {\n \"transactions\": [\n {\n \"id\": 4,\n \"accountID\": \"<REDACTED>\",\n \"userID\": <REDACTED>,\n \"batchID\": 4,\n \"requestID\": <REDACTED>,\n \"time\": \"2024-03-18 19:34:01.021741+00:00\",\n \"type\": \"MARKET_ORDER\",\n \"instrument\": \"EUR_USD\",\n \"units\": 100,\n \"timeInForce\": \"FOK\",\n \"positionFill\": \"DEFAULT\",\n \"reason\": \"CLIENT_ORDER\"\n },\n\n # ... truncated for brevity ...\n \n ],\n \"lastTransactionID\": 268\n }\n >>>\n ```\n </details>\n <p> </p>\n\n - ***Note 1:*** Please see `help(session.transactions.update_transactions)` for\n an exhaustive list of potential `transactionTypes`.\n\n - ***Note 2:*** Setting `sinceID=session.account._firstTransactionID` will\n filter transactions to the start of your session.\n\n <p> </p>\n\n9) ## **View important logs**\n > Beyond ©OANDA's thorough transaction records (see <b>Section 8</b> above), \n local logging is also built in for `easyoanda` users. Logs are always accessible\n within the program, but may also be configured to <b>(1)</b> print to `stdout`, \n or <b>(2)</b> save to a file locally - these setting must be configured at \n the beginning of a session. Please see `help(easyoanda.start_session)` \n for more details.\n \n - ### Error Logs\n > <b>Error Logs</b> are managed by the key session object `session.errorMonitor` - \n this object records malformed ©OANDA requests and (less common) \n client-server network errors:\n ```python\n # error example: miss-type an instrument name (added too many 'D's)\n marketOrder = easyoanda.MarketOrder()\n marketOrder.set(instrument=\"EUR_USDDD\", units=10000)\n session.orders.place_order(marketOrder)\n\n # view the error log\n session.errorMonitor.logs\n ``` \n\n <details>\n <summary><i><b>example (click me)</b></i></summary>\n \n ```python\n >>> marketOrder = easyoanda.MarketOrder()\n >>>\n >>> marketOrder.set(instrument=\"EUR_USDDD\", units=10000)\n >>>\n >>> session.orders.place_order(marketOrder)\n >>>\n >>> pretty(session.errorMonitor.logs)\n [\n {\n \"entryID\": 0,\n \"datetime\": \"2024-05-16T01:48:34.523512Z\",\n \"originClass\": \"Orders\",\n \"errorDetails\": {\n \"url\": \"https://api-fxpractice.oanda.com/v3/accounts/<REDACTED>/orders\",\n \"headers\": {\n \"Authorization\": \"<REDACTED>\",\n \"Content-Type\": \"application/json\",\n \"AcceptDatetimeFormat\": \"RFC3339\"\n },\n \"parameters\": null,\n \"payload\": {\n \"order\": {\n \"type\": \"MARKET\",\n \"instrument\": \"EUR_USDDD\",\n \"units\": \"10000\",\n \"timeInForce\": \"FOK\",\n \"positionFill\": \"DEFAULT\"\n }\n },\n \"code\": 400,\n \"message\": {\n \"errorMessage\": \"Invalid value specified for 'order.instrument'\",\n \"errorCode\": \"oanda::rest::core::InvalidParameterException\"\n }\n }\n }\n ]\n >>> \n ```\n </details>\n\n <p> </p>\n\n - ### Order Logs\n > <b>Order Logs</b> are managed by the key session object `session.orderMonitor` -\n this object records successfully placed orders and their corresponding \n confirmation receipts:\n ```python\n # order example: short 10000 units of EUR\n marketOrder = easyoanda.MarketOrder()\n marketOrder.set(instrument=\"EUR_USD\", units=-10000)\n session.orders.place_order(marketOrder)\n\n # view the order log\n session.orderMonitor.logs\n ```\n\n <details>\n <summary><i><b>example (click me)</b></i></summary>\n \n ```python\n >>> marketOrder = easyoanda.MarketOrder()\n >>> \n >>> marketOrder.set(instrument=\"EUR_USD\", units=-10000)\n >>> \n >>> session.orders.place_order(marketOrder)\n >>> \n >>> pretty(session.orderMonitor.logs)\n [\n {\n \"entryID\": 0,\n \"datetime\": \"2024-05-16T01:51:27.054254Z\",\n \"originClass\": \"Orders\",\n \"confirmationDetails\": {\n \"orderCreateTransaction\": {\n \"id\": 273,\n \"accountID\": \"<REDACTED>\",\n \"userID\": <REDACTED>,\n \"batchID\": 273,\n \"requestID\": <REDACTED>,\n \"time\": \"2024-05-16 01:51:32.777478+00:00\",\n \"type\": \"MARKET_ORDER\",\n \"instrument\": \"EUR_USD\",\n \"units\": -10000,\n \"timeInForce\": \"FOK\",\n \"positionFill\": \"DEFAULT\",\n \"reason\": \"CLIENT_ORDER\"\n },\n \"orderFillTransaction\": {\n \"id\": 274,\n \"accountID\": \"<REDACTED>\",\n \"userID\": <REDACTED>,\n \"batchID\": 273,\n \"requestID\": <REDACTED>,\n \"time\": \"2024-05-16 01:51:32.777478+00:00\",\n \"type\": \"ORDER_FILL\",\n \"orderID\": 273,\n \"instrument\": \"EUR_USD\",\n \"units\": -10000,\n \"requestedUnits\": -10000,\n \"price\": 1.08857,\n \"pl\": 0.0,\n \"quotePL\": 0,\n \"financing\": 0.0,\n \"baseFinancing\": 0,\n \"commission\": 0.0,\n \"accountBalance\": 102447.9191,\n \"gainQuoteHomeConversionFactor\": 1,\n \"lossQuoteHomeConversionFactor\": 1,\n \"guaranteedExecutionFee\": 0.0,\n \"quoteGuaranteedExecutionFee\": 0,\n \"halfSpreadCost\": 0.7,\n \"fullVWAP\": 1.08857,\n \"reason\": \"MARKET_ORDER\",\n \"tradeOpened\": {\n \"price\": 1.08857,\n \"tradeID\": 274,\n \"units\": -10000,\n \"guaranteedExecutionFee\": 0.0,\n \"quoteGuaranteedExecutionFee\": 0,\n \"halfSpreadCost\": 0.7,\n \"initialMarginRequired\": 217.728\n },\n \"fullPrice\": {\n \"closeoutBid\": 1.08857,\n \"closeoutAsk\": 1.08871,\n \"timestamp\": \"2024-05-16 01:51:27.611898+00:00\",\n \"bids\": [\n {\n \"price\": 1.08857,\n \"liquidity\": 10000000\n }\n ],\n \"asks\": [\n {\n \"price\": 1.08871,\n \"liquidity\": 10000000\n }\n ]\n },\n \"homeConversionFactors\": {\n \"gainQuoteHome\": {\n \"factor\": 1\n },\n \"lossQuoteHome\": {\n \"factor\": 1\n },\n \"gainBaseHome\": {\n \"factor\": 1.0831968\n },\n \"lossBaseHome\": {\n \"factor\": 1.0940832\n }\n }\n },\n \"relatedTransactionIDs\": [\n \"273\",\n \"274\"\n ],\n \"lastTransactionID\": 274\n }\n }\n ]\n >>> \n ```\n </details>\n \n <p> </p>\n \n - ***Note:*** Users are advised to print error logs and order logs\n to `stdout` when first developing their strategies, but to later set\n logging to <i>only</i> files once a strategy is complete. If a strategy\n is run continuously throughout the day (or longer), this allows for \n perforance reviews and edge-case troubleshooting at the user's convenience. \n Once again, please see `help(easyoanda.start_session)` for logging\n configuration details. \n\n <p> </p>\n\n<!--- ===================================================================== ---> \n\n\n# Examples\n> ***Note:*** Full implementations examples to come!\n\n<p> </p>\n\n<!--- ===================================================================== ---> \n\n\n\n# Full Capabilities\n> Click on any following capability to exand its details:\n- ***ALERT:*** Capabilities tagged with `***` execute financial transactions.\n\n### <i>Starting a Session:</i>\n> Start an `easyoanda` session. (required for most capabilities)\n<details>\n <summary><b>session = easyoanda.start_session()</b></summary>\n\n```python\neasyoanda.start_session(sessionType : str,\n accountID : str,\n token : str,\n errorLog : str | None = None,\n errorPrint : bool = False,\n orderLog : str | None = None,\n orderPrint : bool = False,\n streamBeats : int = 10,\n streamRetries : int = 3,\n streamReset : int = 60\n ) -> None\n \n '''\n \n Instantiates an OandaSession object with API access to Oanda trading \n endpoints.\n \n\n Parameters\n ----------\n `sessionType` : str\n Determines which oanda servers to send all subsequent communication\n to:\n sessionType=\"paper\" : Paper account\n sessionType=\"live\" : Live account\n\n `accountID` : str\n Unique Account ID for the account to trade with (identify\n within Oanda portal).\n \n `token` : str\n Unique token generated for Oanda account. *Note* All \"live\" accounts\n share the same token, but \"paper\" accounts have their own unique\n token - make sure you're providing the correct one for the \n `sessionType` started.\n \n `errorLog` : str | None = None\n (Optional) Full path to log file on disk for recording errors. If\n provided, will attempt to load any pre-existing logs to memory\n before error logging begins. [Default=None]\n \n `errorPrint` : bool = False\n Whether to print errors to stdout. [Default=False]\n \n `orderLog` : str | None = None\n (Optional) Full path to log file on disk for recording confirmations. \n If provided, will attempt to load any pre-existing logs to memory\n before confirmation logging begins. [Default=None]\n \n `orderPrint` : bool = False\n Whether to print order confirmations to stdout. [Default=False]\n \n `streamBeats` : int = 10\n Number of seconds between heartbeats before a stream is considered dead. [Default=10]\n \n `streamRetries` : int = 3\n Number of times to attempt to restart a dead stream. [Default=3]\n \n `streamReset` : int = 60\n Number of minutes before resetting `streamRetries` counters back to zero for each endpoint. [Default=60]\n \n Returns\n -------\n `OandaSession`\n Custom class object with API access to Oanda trading endpoints.\n \n '''\n```\n</details>\n\n<p> </p>\n\n### <i>Stopping a Session:</i>\n> Gracefully exit an `easyoanda` session.\n<details>\n <summary><b>session.quit()</b></summary>\n\n```python\nsession.quit() -> None\n\n '''\n\n Gracefully stops the given session's sub-threads (monitors and streams),\n allowing the parent program to cleanly exit. If your program hangs \n on exit, having not run this is likely the cause - simply press\n <CTRL>+'C' to regain control of your terminal if this happens.\n\n\n Parameters\n ----------\n None\n\n Returns\n -------\n `None`\n\n '''\n```\n</details>\n\n<p> </p>\n\n### <i>Account Management:</i>\n> View account details, track profit-and-loss changes, set new margin rates.\n<details>\n <summary><b>session.account</b></summary>\n\n``` python\nsession.account : object\n\n ''' \n \n Your OANDA account interface. \n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.account.fullDetails</b></summary>\n\n```python\nsession.account.fullDetails : dict\n\n ''' \n \n Full details on the given account. Full pending Order, open Trade and \n open Position representations are provided.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.account.summary</b></summary>\n\n```python\nsession.account.summary : dict\n\n ''' \n \n Summary of the given account. \n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.account.instruments</b></summary>\n\n```python\nsession.account.instruments : dict\n\n ''' \n \n List of tradeable instruments and their respective details for the \n given Account. The list of tradeable instruments is dependent on \n the regulatory division that the Account is located in, thus should be \n the same for all Accounts owned by a single user.\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.account.changes</b></summary>\n\n```python\nsession.account.changes : dict\n \n '''\n\n Current state and changes in an account since a specified\n point in time (by TransactionID).\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.account.update_fullDetails()</b></summary>\n\n```python\nsession.account.update_fullDetails() -> None\n\n ''' \n\n Updates `session.account.fullDetails` attribute.\n\n\n Parameters\n ----------------\n None\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.account.update_summary()</b></summary>\n\n```python\nsession.account.update_summary() -> None\n\n '''\n\n Updates `session.account.summary` attribute.\n\n\n Parameters\n ----------------\n None\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.account.update_changes()</b></summary>\n\n```python\nsession.account.update_changes(transactionID : int | str | None = None) -> None\n\n '''\n\n Updates `session.account.changes` attribute using provided argument filters.\n\n\n Parameters\n ----------------\n `transactionID` : int | str | None = None\n ID of the Transaction to get Account changes since - if\n `None`, will update from the beginning of the session.\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>*** session.account.set_margin()</b></summary>\n\n```python\nsession.account.set_margin(marginRate : float | str) -> None\n\n '''\n\n Sets the margin rate for an account. *Note* Know your account's\n maximum allowable margin rate - typically .02 (50:1) - to avoid failed\n requests.\n\n\n Parameters\n ----------\n `marginRate` : float | str\n New margin rate to set for account (represented as a decimal).\n\n Returns\n -------\n `None`\n\n '''\n```\n</details>\n\n<p> </p>\n\n### <i>Instrument Data:</i>\n> View historic instrument data, track an instrument's order book, view other trader's positions. \n<details>\n <summary><b>session.instruments</b></summary>\n\n```python\nsession.instruments : object\n\n '''\n\n Your OANDA instrument interface.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.instruments.candles</b></summary>\n\n```python\nsession.instruments.candles : None | dict = None\n\n '''\n\n Candle stick data for an instrument. `None` until populated by\n `session.instruments.update_candles()`.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.instruments.orderBook</b></summary>\n\n```python\nsession.instruments.orderBook : None | dict = None\n\n '''\n\n Snapshot of an instrument's order book at a given point in time.\n `None` until populated by `session.instruments.update_orderBook()`.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.instruments.positionBook</b></summary>\n\n```python\n\n '''\n\n Snapshot of an instrument's position book at a given point in time.\n `None` until populated by `session.instruments.update_positionBook()`.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.instruments.update_candles()</b></summary>\n\n```python\nsession.instruments.update_candles(instrument : str,\n price : str = \"M\",\n granularity : str = \"D\",\n count : int | str | None = None,\n fromTime : datetime.datetime | str | None = None,\n toTime : datetime.datetime | str | None = None,\n smooth : bool = False,\n includeFirst : bool | None = None,\n dailyAlignment : int | str = 17,\n alignmentTimezone : str = \"America/New_York\",\n weeklyAlignment : str = \"Friday\"\n ) -> None\n\n '''\n\n Updates `session.instruments.candles` attribute using provided argument filters.\n\n\n Parameters\n ----------\n `instrument` : str\n Name of the Instrument to request candles for. *Note* if\n `Account()` object present, can check `account.instruments` for\n appropriate names.\n\n `price` : str = \"M\"\n The Price component(s) to get candlestick data for. [default=M]\n \"M\" : Midpoint candles\n \"B\" : Bid candles\n \"A\" : Ask candles\n \"BA\" : Bid and Ask candles\n \"MBA\" : Mid, Bid, and Ask candles\n \n `granularity` : str = \"D\"\n The granularity of the candlesticks to fetch [default=S5]\n \"S5\"\t: 5 second candlesticks, minute alignment\\n\n \"S10\"\t: 10 second candlesticks, minute alignment\\n\n \"S15\"\t: 15 second candlesticks, minute alignment\\n\n \"S30\"\t: 30 second candlesticks, minute alignment\\n\n \"M1\"\t: 1 minute candlesticks, minute alignment\\n\n \"M2\"\t: 2 minute candlesticks, hour alignment\\n\n \"M4\"\t: 4 minute candlesticks, hour alignment\\n\n \"M5\"\t: 5 minute candlesticks, hour alignment\\n\n \"M10\"\t: 10 minute candlesticks, hour alignment\\n\n \"M15\"\t: 15 minute candlesticks, hour alignment\\n\n \"M30\"\t: 30 minute candlesticks, hour alignment\\n\n \"H1\"\t: 1 hour candlesticks, hour alignment\\n\n \"H2\"\t: 2 hour candlesticks, day alignment\\n\n \"H3\"\t: 3 hour candlesticks, day alignment\\n\n \"H4\"\t: 4 hour candlesticks, day alignment\\n\n \"H6\"\t: 6 hour candlesticks, day alignment\\n\n \"H8\"\t: 8 hour candlesticks, day alignment\\n\n \"H12\"\t: 12 hour candlesticks, day alignment\\n\n \"D\" \t: 1 day candlesticks, day alignment\\n\n \"W\"\t : 1 week candlesticks, aligned to start of week\\n\n \"M\" \t: 1 month candlesticks, aligned to first day of the month\\n\n\n `count` : int | str | None = None\n The number of candlesticks to return in the response. `count` \n should not be specified if both the `fromTime` and `toTime` \n parameters are provided, as the time range combined with the \n granularity will determine the number of candlesticks to return.\n `count` may be specified if only one `(from or to)Time` is provided. \n [Default=500 if `None`, or only one of `fromTime` or `toTime`\n is set]. (Max 5000)\n \n `fromTime` : datetime.datetime | str | None = None\n The start of the time range to fetch candlesticks for. \n *Note* Strings must be RFC3339 format.\n \n `toTime` : datetime.datetime | str | None = None\n The end of the time range to fetch candlesticks for.\n *Note* Strings must be RFC3339 format.\n \n `smooth` : bool = False\n A flag that controls whether the candlestick is \u201csmoothed\u201d or \n not. A smoothed candlestick uses the previous candles close \n price as its open price, while an un-smoothed candlestick uses \n the first price from its time range as its open price. \n [default=False]\n \n `includeFirst` : bool | None = None\n A flag that controls whether the candlestick that is covered by \n the from time should be included in the results. This flag \n enables clients to use the timestamp of the last completed \n candlestick received to poll for future candlesticks but avoid \n receiving the previous candlestick repeatedly. [default=True, \n if using 'fromTime' argument and left as `None`]\n \n `dailyAlignment` : int | str = 17\n The hour of the day (in the specified timezone) to use for \n granularities that have daily alignments. [default=17, \n minimum=0, maximum=23]\n \n `alignmentTimezone` : str = \"America/New_York\"\n The timezone to use for the dailyAlignment parameter. \n Candlesticks with daily alignment will be aligned to the \n dailyAlignment hour within the alignmentTimezone. Note that the \n returned times will still be represented in UTC. \n [default=America/New_York].\n List of \"TZ Identifiers\": https://en.wikipedia.org/wiki/List_of_tz_database_time_zones\n \n `weeklyAlignment` : str = \"Friday\"\n The day of the week used for granularities that have weekly \n alignment. [default=Friday]\n \"Monday\"\t: Monday\\n\n \"Tuesday\"\t: Tuesday\\n\n \"Wednesday\"\t: Wednesday\\n\n \"Thursday\"\t: Thursday\\n\n \"Friday\"\t: Friday\\n\n \"Saturday\"\t: Saturday\\n\n \"Sunday\"\t: Sunday\\n\n \n Returns\n -------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.instruments.update_orderBook()</b></summary>\n\n```python\nsession.instruments.update_orderBook(instrument : str, \n time : datetime.datetime | str | None = None) -> None:\n\n '''\n\n Updates `session.instruments.orderBook` attribute using provided argument filters.\n\n \n Parameters\n ----------\n `instrument` : str\n Name of the instrument.\n\n `time` : datetime.datetime | str | None = None\n The time of the snapshot to fetch. This time is only customizable\n up to \"hours\" - all minutes and seconds should be zero-ed out.\n If not specified, then the most recent snapshot is fetched. \n *Note* Ensure strings are RCF3339 formatted.\n\n Returns\n -------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.instruments.update_positionBook()</b></summary>\n\n```python\nsession.instruments.update_positionBook(instrument : str, \n time : datetime.datetime | str | None = None) -> None\n\n '''\n\n Updates `session.instruments.positionBook` attribute using provided argument filters.\n \n\n Parameters\n ----------\n `instrument` : str\n Name of the instrument.\n\n `time` : datetime.datetime | str | None = None\n The time of the snapshot to fetch. This time is only customizable\n up to \"hours\" - all minutes and seconds should be zero-ed out.\n If not specified, then the most recent snapshot is fetched. \n *Note* Ensure strings are RCF3339 formatted.\n\n Returns\n -------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.instruments.pretty_candles()</b></summary>\n\n```python\nsession.instruments.pretty_candles(spread : bool = False) -> pandas.DataFrame\n\n '''\n \n Returns copy of candles in `session.instruments.candles` as a \n `pandas.DataFrame`. No error checking is done prior to conversion - \n ensure `session.instruments.candles` have been successfully retrieved first \n by confirming `session.instruments.rcode` == 200. *Note*: \"o\", \"h\", \"l\", and\n \"c\" will be appended with a suffix to indicate quote type:\n\n \"<no suffix>\" : the average (\"mid\") of the bid-ask quotes (standard quote)\n \"_bid\" : the bid\n \"_ask\" : the ask\n \"_spread\" : the bid-ask spread (if requested)\n\n\n Parameters\n ----------\n `spread` : bool = False\n If set to `True` and both the bid and ask were requested in your \n `update_candles()` command, the spread will be appended to the\n returned DataFrame on your behalf. [default=False]\n\n Returns\n -------\n `pandas.DataFrame`\n Candles in `pandas.DataFrame` format.\n \n '''\n```\n</details>\n\n<p> </p>\n\n### <i>Order Management:</i>\n> Create, place, replace, cancel, and track orders.\n<details>\n <summary><b>session.orders</b></summary>\n\n```python\nsession.orders : object\n\n '''\n\n Your OANDA order interface.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.orders.orders</b></summary>\n\n```python\nsession.orders.orders : None | dict = None\n\n '''\n\n Filtered orders of an account. `None` until populated by\n `session.orders.update_orders()`.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.orders.pendingOrders</b></summary>\n\n```python\nsession.orders.pendingOrders : dict\n\n '''\n\n All pending orders in an account.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.orders.specificOrder</b></summary>\n\n```python\nsession.orders.specificOrder : None | dict = None\n\n '''\n\n Details of a single order in a given account. `None` until\n populated by `session.orders.update_specific()`.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.orders.update_orders()</b></summary>\n\n```python\nsession.orders.update_orders(instrument : str | None = None,\n state : str = \"PENDING\",\n ids : list[str | int] | None = None,\n beforeID : str | int | None = None,\n count : int = 50) -> None\n\n '''\n\n Updates `session.orders.orders` attribute by filtering the given account's \n order book by specified parameters (max 500).\n\n\n Parameters\n ----------------\n `instrument` : str | None\n The instrument to filter the requested orders by\n \n `state` : None | str = \"PENDING\"\n The state to filter the requested Orders by [default=PENDING]\n\n \"PENDING\"\\n\n \"FILLED\"\\n\n \"TRIGGERED\"\\n\n \"CANCELLED\"\\n\n \"ALL\"\n \n `ids` : list[int, str] | None = None\n List of Order IDs to retrieve. Ensure `state=\"ALL\"` if any of the\n orders are not \"PENDING\".\n\n Example:\n [51, 56, 60]\n\n `beforeID` : str | int | None = None\n The maximum Order ID to return. If not provided, the most recent \n Order in the Account is used as the maximum Order ID to return.\n\n `count` : int = 50\n The maximum number of Orders to return [default=50, maximum=500].\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.orders.update_pending()</b></summary>\n\n```python\nsession.orders.update_pending() -> None\n \n ''' \n \n Updates `session.orders.pendingOrders` (no filtering required).\n\n\n Parameters\n ----------------\n None\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.orders.update_specific()</b></summary>\n\n```python\nsession.orders.update_specific(orderID : int | str) -> None\n\n ''' \n \n Updates `session.orders.specificOrder` attribute by populating full details of\n a single order via a given `orderID` (\"orderSpecifier\").\n\n\n Parameters\n ----------------\n `orderID` : int | str\n Specific order to collect details on. `orderID` may be index (int)\n or \"Client ID\" (string) (Example: 6372 or \"@my_order_100\")\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>*** session.orders.replace_order()</b></summary>\n\n```python\nsession.orders.replace_order(orderID: int | str,\n newOrder : dict | MarketOrder | LimitOrder | StopOrder\n | MarketIfTouchedOrder | TakeProfitOrder | StopLossOrder |\n GuaranteedStopLossOrder | TrailingStopLossOrder) -> None\n\n ''' \n \n Replaces an order in an account by simultaneously cancelling it\n and creating a new order.\n\n\n Parameters\n ----------\n `orderID`: int | str\n Specific order to replace. `orderID` may be index (int)\n or \"Client ID\" (string) (Example: 6372 or \"@my_order_100\")\n \n `newOrder` : dict | MarketOrder | LimitOrder | StopOrder\n | MarketTouchOrder | TakeProfitOrder | StopLossOrder |\n GuaranteedStopLossOrder | TrailingStopLossOrder\n \n A custom dictionary or prebuilt order object from one of the `prebuild` \n module classes - help(prebuild.<class>.set_entry) -\n which contains all required order specifications to \n pass to the endpoint. \n \n If building the dictionary manually, specific Attributes / formatting \n can be found on the Oanda API documentation page under \n \"PUT /v3/accounts/{accountID}/orders/{orderSpecifier}\" \n -> \"Request Body Schema (application/json)\":\n https://developer.oanda.com/rest-live-v20/order-ep/\n \n *Note* Within this program, some arguments are converted to their\n appropriate datatypes prior to sending requests to the server - if\n building your own `newOrder` requests, ensure the values you're\n using conform to the Oanda API documentation.\n\n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n<details>\n <summary><b>*** session.orders.cancel_order()</b></summary>\n\n```python\nsession.orders.cancel_order(orderID: int | str) -> None\n\n ''' \n \n Cancels a pending order in an account.\n\n\n Parameters\n ----------\n `orderID`: int | str\n Specific order to cancel. `orderID` may be index (int)\n or \"Client ID\" (string) (Example: 6372 or \"@my_order_100\")\n\n Returns\n -------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>*** session.orders.place_order()</b></summary>\n\n```python\nsession.orders.place_order(newOrder : dict | MarketOrder | LimitOrder | StopOrder\n | MarketIfTouchedOrder | TakeProfitOrder | StopLossOrder |\n GuaranteedStopLossOrder | TrailingStopLossOrder) -> None\n\n '''\n \n Places an order for an account.\n\n\n Parameters\n ----------\n `newOrder` : dict | MarketOrder | LimitOrder | StopOrder\n | MarketTouchOrder | TakeProfitOrder | StopLossOrder |\n GuaranteedStopLossOrder | TrailingStopLossOrder\n \n A custom dictionary or prebuilt order object : help(easyoanda.<order type>). \n Contains all required order specifications to pass to the endpoint. \n \n If building the dictionary manually, specific Attributes / formatting \n can be found on the Oanda API documentation page under \n \"PUT /v3/accounts/{accountID}/orders/{orderSpecifier}\" \n -> \"Request Body Schema (application/json)\":\n https://developer.oanda.com/rest-live-v20/order-ep/\n \n *Note* Within this program, some arguments are converted to their\n appropriate datatypes prior to sending requests to the server - if\n building your own `newOrder` requests, ensure the values you're\n using conform to the Oanda API documentation.\n\n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n- #### <i><u>Base Orders:</u></i>\n > Create traditional orders.\n <details>\n <summary><b>marketOrder = easyoanda.MarketOrder()</b></summary>\n\n ```python\n easyoanda.MarketOrder() : object\n\n '''\n\n A market order template.\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>marketOrder.set()</b></summary>\n\n ```python\n marketOrder.set(instrument : str,\n units : int,\n priceBounds : float | None = None,\n timeInForce : str = \"FOK\",\n positionFill : str = \"DEFAULT\") -> None\n\n ''' \n \n Sets required Market Order specifications. \n \n\n Parameters\n ----------\n `instrument` : str\n The order's target instrument.\n\n `units` : int\n The quantity requested to be filled by the order. A positive\n number of units results in a long Order, and a negative number of units\n results in a short Order.\n\n `priceBound` : float | None = None\n (Optional) The worst price that the client is willing to have the Order\n filled at.\n\n `timeInForce` : str = \"FOK\"\n The time-in-force requested for the Order. TimeInForce describes\n how long an Order should remain pending before automaticaly being\n cancelled by the execution system. Must be \"FOK\" or \"IOC\" for\n Market Orders [Default=FOK]:\n\n \"FOK\"\t: The Order must be immediately \u201cFilled Or Killed\u201d\\n\n \"IOC\"\t: The Order must be \u201cImmediately partially filled Or Cancelled\u201d\n\n `positionFill` : str = \"DEFAULT\"\n Specification of how Positions in the Account are modified when the Order\n is filled [Default=DEFAULT]:\n\n \"OPEN_ONLY\"\t: When the Order is filled, only allow Positions to be \n opened or extended.\n \"REDUCE_FIRST\"\t: When the Order is filled, always fully reduce an \n existing Position before opening a new Position.\n \"REDUCE_ONLY\"\t: When the Order is filled, only reduce an existing \n Position.\n \"DEFAULT\"\t: When the Order is filled, use REDUCE_FIRST behaviour \n for non-client hedging Accounts, and OPEN_ONLY behaviour for \n client hedging Accounts.\n\n Returns\n -------\n `None`\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>limitOrder = easyoanda.LimitOrder()</b></summary>\n\n ```python\n easyoanda.LimitOrder() : object\n\n '''\n\n A limit order template.\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>limitOrder.set()</b></summary>\n\n ```python\n limitOrder.set(instrument : str,\n units : int,\n price : float,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None,\n positionFill : str = \"DEFAULT\",\n triggerCondition : str = \"DEFAULT\") -> None\n\n '''\n \n Sets required Limit Order specifications. *Note* A general note on LimitOrders:\n\n If POSITIVE units provided (Going Long / Closing Short)...\n AND Current Price < Order Price: \n order will be filled immediately at CURRENT market prices (if not\n enough market liquidity and markets move UPWARD, will continue to be \n filled only at prices LESS THAN or EQUAL TO the ORDER price)\n \n AND Current Price = Order Price: \n order will be filled immediately at ORDER / CURRENT price or LESS \n (if enough market liquidity)\n\n AND Current Price > Order Price: \n order will sit at ORDER price until CURRENT price FALLS to ORDER price,\n at which point the order will be filled at ORDER price or LESS (if \n enough market liquidity)\n \n If Negative Units Provided (Going Short / Closing Long) and...\n AND Current Price < Order Price: \n order will sit at ORDER price until CURRENT price RISES to ORDER price,\n at which point the order will be filled at ORDER price or GREATER \n (if enough market liquidity)\n\n AND Current Price = Order Price: \n order will be filled immediately at ORDER / CURRENT price or GREATER\n (if enough market liquidity)\n \n AND Current Price > Order Price: \n order will be filled immediately at CURRENT market prices (if not\n enough market liquidity and markets move DOWNWARD, will continue to\n be filled only at prices GREATER THAN or EQUAL TO the ORDER price)\n \n\n Parameters\n ----------\n `instrument` : str\n The order's target instrument.\n\n `units` : int\n The quantity requested to be filled by the order. A positive\n number of units results in a long Order, and a negative number of units\n results in a short Order.\n\n `price` : float | None = None\n The price threshold specified for the Order. The Limit Order will \n only be filled by a market price that is equal to or better than \n this price.\n\n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce describes\n how long an Order should remain pending before automaticaly being\n cancelled by the execution system [Default=GTC]:\n\n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n \"FOK\"\t: The Order must be immediately \u201cFilled Or Killed\u201d\n \"IOC\"\t: The Order must be \u201cImmediately partially filled Or Cancelled\u201d\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=\"GTD\") The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n\n `positionFill` : str = \"DEFAULT\"\n Specification of how Positions in the Account are modified when the Order\n is filled [Default=DEFAULT]:\n\n \"OPEN_ONLY\"\t: When the Order is filled, only allow Positions to be \n opened or extended.\n \"REDUCE_FIRST\"\t: When the Order is filled, always fully reduce an \n existing Position before opening a new Position.\n \"REDUCE_ONLY\"\t: When the Order is filled, only reduce an existing \n Position.\n \"DEFAULT\"\t: When the Order is filled, use REDUCE_FIRST behaviour \n for non-client hedging Accounts, and OPEN_ONLY behaviour for \n client hedging Accounts.\n\n `triggerCondition` : str = \"DEFAULT\"\n Specification of which price component should be evaluated when\n determining if an Order should be triggered and filled [Default=DEFAULT]. \n\n \"DEFAULT\"\t: Trigger an Order the \u201cnatural\u201d way: compare its price \n to the ask for long Orders and bid for short Orders.\n \"INVERSE\"\t: Trigger an Order the opposite of the \u201cnatural\u201d way: \n compare its price the bid for long Orders and ask for short Orders.\n \"BID\"\t: Trigger an Order by comparing its price to the bid \n regardless of whether it is long or short.\n \"ASK\"\t: Trigger an Order by comparing its price to the ask \n regardless of whether it is long or short.\n \"MID\"\t: Trigger an Order by comparing its price to the midpoint \n regardless of whether it is long or short.\n\n \n Returns\n -------\n `None`\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>stopOrder = easyoanda.StopOrder()</b></summary>\n\n ```python\n easyoanda.StopOrder() : object\n\n '''\n\n A stop order template.\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>stopOrder.set()</b></summary>\n\n ```python\n stopOrder.set(instrument : str,\n units : int,\n price : float,\n priceBound : float | None = None,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None,\n positionFill : str = \"DEFAULT\",\n triggerCondition : str = \"DEFAULT\") -> None\n\n ''' \n \n Sets required stop order specifications. *Note* A general note on StopOrders:\n\n If POSITIVE units provided (Going Long / Closing Short)...\n AND Current Price < Order Price: \n order will sit at ORDER price until CURRENT price RISES to ORDER price,\n at which point the order will be filled at the ORDER price or\n GREATER (if enough market liquidity)\n\n AND Current Price = Order Price: \n order will be filled immediately at ORDER / CURRENT price or GREATER\n (if enough market liquidity)\n \n AND Current Price > Order Price: \n order will be filled immediately at CURRENT market prices (if not\n enough market liquidity and markets move DOWNWARD, will continue to\n be filled only at prices GREATER THAN or EQUAL TO the ORDER price).\n \n If Negative Units Provided (Going Short / Closing Long)...\n AND Current Price > Order Price:\n order will sit at ORDER price until CURRENT prices FALL to ORDER price,\n at which point the order will be filled at the ORDER price or LESS\n (if enough market liquidity)\n\n AND Current Price = Order Price: \n order will be filled immediately at ORDER / CURRENT price or LESS\n (if enough market liquidity)\n \n AND Current Price < Order Price: \n order will be filled immediately at CURRENT market prices (if not\n enough market liquidity and markets move UPWARD, will continue to\n be filled only at prices LESS THAN or EQUAL TO the ORDER price)\n\n\n Parameters\n ----------\n `instrument` : str\n The order's target instrument.\n\n `units` : int\n The quantity requested to be filled by the order. A positive\n number of units results in a long Order, and a negative number of units\n results in a short Order.\n\n `price` : float\n The price threshold specified for the Order. The Stop Order will \n only be filled by a market price that is equal to or worse than this \n price.\n\n `priceBound` : float | None = None\n (Optional) The worst price that the client is willing to have the Order\n filled at.\n\n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce describes\n how long an Order should remain pending before automaticaly being\n cancelled by the execution system [Default=GTC]:\n\n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n \"FOK\"\t: The Order must be immediately \u201cFilled Or Killed\u201d\n \"IOC\"\t: The Order must be \u201cImmediately partially filled Or Cancelled\u201d\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=\"GTD\") The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n\n `positionFill` : str = \"DEFAULT\"\n Specification of how Positions in the Account are modified when the Order\n is filled [Default=DEFAULT]:\n\n \"OPEN_ONLY\"\t: When the Order is filled, only allow Positions to be \n opened or extended.\n \"REDUCE_FIRST\"\t: When the Order is filled, always fully reduce an \n existing Position before opening a new Position.\n \"REDUCE_ONLY\"\t: When the Order is filled, only reduce an existing \n Position.\n \"DEFAULT\"\t: When the Order is filled, use REDUCE_FIRST behaviour \n for non-client hedging Accounts, and OPEN_ONLY behaviour for \n client hedging Accounts.\n\n `triggerCondition` : str = \"DEFAULT\"\n Specification of which price component should be evaluated when\n determining if an Order should be triggered and filled [Default=DEFAULT]. \n\n \"DEFAULT\"\t: Trigger an Order the \u201cnatural\u201d way: compare its price \n to the ask for long Orders and bid for short Orders.\n \"INVERSE\"\t: Trigger an Order the opposite of the \u201cnatural\u201d way: \n compare its price the bid for long Orders and ask for short Orders.\n \"BID\"\t: Trigger an Order by comparing its price to the bid \n regardless of whether it is long or short.\n \"ASK\"\t: Trigger an Order by comparing its price to the ask \n regardless of whether it is long or short.\n \"MID\"\t: Trigger an Order by comparing its price to the midpoint \n regardless of whether it is long or short.\n\n \n Returns\n -------\n `None`\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>marketIfTouchedOrder = easyoanda.MarketIfTouchedOrder()</b></summary>\n\n ```python\n easyoanda.MarketIfTouchedOrder() : object\n\n '''\n\n A \"market-if-touched\" order template.\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>marketIfTouchedOrder.set()</b></summary>\n\n ```python\n marketIfTouchedOrder.set(instrument : str,\n units : int,\n price : float,\n priceBound : float | None = None,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None,\n positionFill : str = \"DEFAULT\",\n triggerCondition : str = \"DEFAULT\") -> None\n\n ''' \n \n Sets required MarketIfTouched Order specifications. *Note* A general \n note on MarketIfTouchedOrders:\n\n Think of a MarketIfTouchedOrder as taking ONE direction at a specific\n price point no matter where the market price comes from before hand.\n\n If POSITIVE units provided (Going Long / Closing Short)...\n AND Current Price < Order Price: \n [Acts as Long Stop] order will sit at ORDER price until CURRENT price \n RISES to ORDER price, at which point the order will be filled at the \n ORDER price or GREATER (if enough market liquidity)\n\n AND Current Price = Order Price: \n N/A\n \n AND Current Price > Order Price: \n [Acts as Long Limit] order will sit at ORDER price until CURRENT price \n FALLS to ORDER price, at which point the order will be filled at \n ORDER price or LESS (if enough market liquidity)\n \n If Negative Units Provided (Going Short / Closing Long)...\n AND Current Price > Order Price: \n [Acts as Short Stop] order will sit at ORDER price until CURRENT price\n FALLS to ORDER price, at which point the order will be filled at the\n ORDER price or LESS (if enough market liquidity)\n\n AND Current Price = Order Price: \n N/A\n\n AND Current Price < Order Price:\n [Acts as Short Limit] order will sit at ORDER price until CURRENT price \n RISES to ORDER price, at which point the order will be filled at \n ORDER price or GREATER (if enough market liquidity)\n \n\n Parameters\n ----------\n `instrument` : str\n The order's target instrument.\n\n `units` : int\n The quantity requested to be filled by the order. A positive\n number of units results in a long Order, and a negative number of units\n results in a short Order.\n\n `price` : float\n The price threshold specified for the Order. The MarketIfTouched \n Order will only be filled by a market price that crosses this price \n from the direction of the market price at the time when the Order \n was created (the initialMarketPrice). Depending on the value of the \n Orders price and initialMarketPrice, the MarketIfTouchedOrder will \n behave like a Limit or a Stop Order.\n\n `priceBound` : float | None = None\n (Optional) The worst price that the client is willing to have the Order\n filled at.\n\n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce describes\n how long an Order should remain pending before automaticaly being\n cancelled by the execution system. Restricted to \u201cGTC\u201d, \u201cGFD\u201d and \n \u201cGTD\u201d for MarketIfTouched Orders [Default=GTC]:\n\n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=\"GTD\") The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n\n `positionFill` : str = \"DEFAULT\"\n Specification of how Positions in the Account are modified when the Order\n is filled [Default=DEFAULT]:\n\n \"OPEN_ONLY\"\t: When the Order is filled, only allow Positions to be \n opened or extended.\n \"REDUCE_FIRST\"\t: When the Order is filled, always fully reduce an \n existing Position before opening a new Position.\n \"REDUCE_ONLY\"\t: When the Order is filled, only reduce an existing \n Position.\n \"DEFAULT\"\t: When the Order is filled, use REDUCE_FIRST behaviour \n for non-client hedging Accounts, and OPEN_ONLY behaviour for \n client hedging Accounts.\n\n `triggerCondition` : str = \"DEFAULT\"\n Specification of which price component should be evaluated when\n determining if an Order should be triggered and filled [Default=DEFAULT]. \n\n \"DEFAULT\"\t: Trigger an Order the \u201cnatural\u201d way: compare its price \n to the ask for long Orders and bid for short Orders.\n \"INVERSE\"\t: Trigger an Order the opposite of the \u201cnatural\u201d way: \n compare its price the bid for long Orders and ask for short Orders.\n \"BID\"\t: Trigger an Order by comparing its price to the bid \n regardless of whether it is long or short.\n \"ASK\"\t: Trigger an Order by comparing its price to the ask \n regardless of whether it is long or short.\n \"MID\"\t: Trigger an Order by comparing its price to the midpoint \n regardless of whether it is long or short.\n\n \n Returns\n -------\n `None`\n\n '''\n ```\n </details>\n\n <p></p>\n\n <details>\n <summary><b>ANY_BASE_ORDER.get_payload()</b></summary>\n\n ```python\n ANY_BASE_ORDER.get_payload() -> dict\n\n ''' \n \n Returns a base order's configurations, formatted for placement with OANDA.\n\n\n Parameters\n ----------\n None\n \n Returns\n -------\n `None`\n \n '''\n ```\n </details>\n\n- #### <i><u>Dependent Orders:</u></i> \n > Create orders that can be attached to live trades.\n <details>\n <summary><b>takeProfitOrder = easyoanda.TakeProfitOrder()</b></summary>\n\n ```python\n easyoanda.TakeProfitOrder()\n\n '''\n\n A take-profit order template.\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>takeProfitOrder.set()</b></summary>\n\n ```python\n takeProfitOrder.set(tradeID : int,\n price : float | None = None,\n distance : float | None = None,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None,\n triggerCondition : str = \"DEFAULT\") -> None\n\n ''' \n \n Sets required TakeProfit Order requirements.\n \n\n Parameters\n ----------\n `tradeID` : int\n The ID of the Trade to close when the price threshold is breached.\n\n `price` : float | None = None\n The associated Trade will be closed by a market price that is equal \n to or better than this threshold (acts as Limit Order). Only \n `price` OR `distance` may be specified - if both are input, \n `price` will be given preference.\n\n `distance` : float | None = None\n Specifies the distance (in positive price units) from the trade's current \n price to use as the Order price. The associated Trade will be closed\n by a market price that is equal to or better than this threshold \n (acts as Limit Order). If the Trade is short the Instruments BID \n price is used to calculated the price (and filled once ASK hits it), and \n for long Trades the ASK is used (and filled once BID hits it). Only \n `price` OR `distance` may be specified - if both are input, `price` \n will be given preference.\n\n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce \n describes how long an Order should remain pending before automaticaly \n being cancelled by the execution system. Restricted to\n \u201cGTC\u201d, \u201cGFD\u201d and \u201cGTD\u201d for TakeProfit Orders [Default=GTC]:\n \n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=GTD) The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n\n `triggerCondition` : str = \"DEFAULT\"\n Specification of which price component should be evaluated when\n determining if an Order should be triggered and filled [Default=DEFAULT]. \n\n \"DEFAULT\"\t: Trigger an Order the \u201cnatural\u201d way: compare its price \n to the ask for long Orders and bid for short Orders.\n \"INVERSE\"\t: Trigger an Order the opposite of the \u201cnatural\u201d way: \n compare its price the bid for long Orders and ask for short Orders.\n \"BID\"\t: Trigger an Order by comparing its price to the bid \n regardless of whether it is long or short.\n \"ASK\"\t: Trigger an Order by comparing its price to the ask \n regardless of whether it is long or short.\n \"MID\"\t: Trigger an Order by comparing its price to the midpoint \n regardless of whether it is long or short.\n\n Returns\n -------\n `None`\n \n '''\n ```\n </details>\n\n <details>\n <summary><b>stopLossOrder = easyoanda.StopLossOrder()</b></summary>\n\n ```python\n easyoanda.StopLossOrder()\n\n '''\n\n A stop-loss order template.\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>stopLossOrder.set()</b></summary>\n\n ```python\n stopLossOrder.set(tradeID : int,\n price : float | None = None,\n distance : float | None = None,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None,\n triggerCondition : str = \"DEFAULT\") -> None\n\n ''' \n \n Sets required StopLoss Order requirements.\n \n\n Parameters\n ----------\n `tradeID` : int\n The ID of the Trade to close when the price threshold is breached.\n\n `price` : float | None = None\n The associated Trade will be closed by a market price that is equal \n to or worse than this threshold (acts as Stop Order). Only \n `price` OR `distance` may be specified - if both are input, \n `price` will be given preference.\n\n `distance` : float | None = None\n Specifies the distance (in positive price units) from the trade's current \n price to use as the Order price. The associated Trade will be closed\n by a market price that is equal to or better than this threshold \n (acts as Limit Order). If the Trade is short the Instruments BID \n price is used to calculated the price (and filled once ASK hits it), and \n for long Trades the ASK is used (and filled once BID hits it). Only \n `price` OR `distance` may be specified - if both are input, `price` \n will be given preference.\n\n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce \n describes how long an Order should remain pending before automaticaly \n being cancelled by the execution system. Restricted to\n \u201cGTC\u201d, \u201cGFD\u201d and \u201cGTD\u201d for StopLoss Orders [Default=GTC]:\n \n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=GTD) The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n\n `triggerCondition` : str = \"DEFAULT\"\n Specification of which price component should be evaluated when\n determining if an Order should be triggered and filled [Default=DEFAULT]. \n\n \"DEFAULT\"\t: Trigger an Order the \u201cnatural\u201d way: compare its price \n to the ask for long Orders and bid for short Orders.\n \"INVERSE\"\t: Trigger an Order the opposite of the \u201cnatural\u201d way: \n compare its price the bid for long Orders and ask for short Orders.\n \"BID\"\t: Trigger an Order by comparing its price to the bid \n regardless of whether it is long or short.\n \"ASK\"\t: Trigger an Order by comparing its price to the ask \n regardless of whether it is long or short.\n \"MID\"\t: Trigger an Order by comparing its price to the midpoint \n regardless of whether it is long or short.\n\n Returns\n -------\n `None`\n \n '''\n ```\n </details>\n\n <details>\n <summary><b>guaranteedStopLossOrder = easyoanda.GuaranteedStopLossOrder()</b></summary>\n\n ```python\n easyoanda.GuaranteedStopLossOrder()\n\n '''\n\n A guaranteed stop-loss order template.\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>guaranteedStopLossOrder.set()</b></summary>\n\n ```python\n guaranteedStopLossOrder.set(tradeID : int,\n price : float | None = None,\n distance : float | None = None,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None,\n triggerCondition : str = \"DEFAULT\") -> None\n\n ''' \n \n Sets required GuaranteedStopLoss Order requirements.\n \n\n Parameters\n ----------\n `tradeID` : int\n The ID of the Trade to close when the price threshold is breached.\n\n `price` : float | None = None\n The associated Trade will be closed at this price. Only \n `price` OR `distance` may be specified - if both are input, \n `price` will be given preference.\n\n `distance` : float | None = None\n Specifies the distance (in positive price units) from the trade's current \n price to use as the Order price. The associated Trade will be closed\n by a market price that is equal to or better than this threshold \n (acts as Limit Order). If the Trade is short the Instruments BID \n price is used to calculated the price (and filled once ASK hits it), and \n for long Trades the ASK is used (and filled once BID hits it). Only \n `price` OR `distance` may be specified - if both are input, `price` \n will be given preference.\n\n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce \n describes how long an Order should remain pending before automaticaly \n being cancelled by the execution system. Restricted to\n \u201cGTC\u201d, \u201cGFD\u201d and \u201cGTD\u201d for GuaranteedStopLoss Orders [Default=GTC]:\n \n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=GTD) The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n\n `triggerCondition` : str = \"DEFAULT\"\n Specification of which price component should be evaluated when\n determining if an Order should be triggered and filled [Default=DEFAULT]. \n\n \"DEFAULT\"\t: Trigger an Order the \u201cnatural\u201d way: compare its price \n to the ask for long Orders and bid for short Orders.\n \"INVERSE\"\t: Trigger an Order the opposite of the \u201cnatural\u201d way: \n compare its price the bid for long Orders and ask for short Orders.\n \"BID\"\t: Trigger an Order by comparing its price to the bid \n regardless of whether it is long or short.\n \"ASK\"\t: Trigger an Order by comparing its price to the ask \n regardless of whether it is long or short.\n \"MID\"\t: Trigger an Order by comparing its price to the midpoint \n regardless of whether it is long or short.\n\n Returns\n -------\n `None`\n \n '''\n ```\n </details>\n\n <details>\n <summary><b>trailingStopLossOrder = easyoanda.TrailingStopLossOrder()</b></summary>\n\n ```python\n easyoanda.TrailingStopLossOrder()\n\n '''\n\n A trailing stop-loss order template.\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>trailingStopLossOrder.set()</b></summary>\n\n ```python\n trailingStopLossOrder.set(tradeID : int,\n distance : float,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None,\n triggerCondition : str = \"DEFAULT\") -> None\n\n '''\n \n Sets required TrailingStopLoss Order requirements.\n \n \n Parameters\n ----------\n `tradeID` : int\n The ID of the Trade to close when the price threshold is breached.\n \n `distance` : float\n Specifies the distance (in positive price units) from the trade's current \n price to use as the Order price. The associated Trade will be closed\n by a market price that is equal to or worse than this threshold \n (acts as Stop Order). If the Trade is short the Instruments BID \n price is used to calculated the price (and filled once ASK hits it), and \n for long Trades the ASK is used (and filled once BID hits it).\n\n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce \n describes how long an Order should remain pending before automaticaly \n being cancelled by the execution system. Restricted to\n \u201cGTC\u201d, \u201cGFD\u201d and \u201cGTD\u201d for GuaranteedStopLoss Orders [Default=GTC]:\n \n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=GTD) The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n\n `triggerCondition` : str = \"DEFAULT\"\n Specification of which price component should be evaluated when\n determining if an Order should be triggered and filled [Default=DEFAULT]. \n\n \"DEFAULT\"\t: Trigger an Order the \u201cnatural\u201d way: compare its price \n to the ask for long Orders and bid for short Orders.\n \"INVERSE\"\t: Trigger an Order the opposite of the \u201cnatural\u201d way: \n compare its price the bid for long Orders and ask for short Orders.\n \"BID\"\t: Trigger an Order by comparing its price to the bid \n regardless of whether it is long or short.\n \"ASK\"\t: Trigger an Order by comparing its price to the ask \n regardless of whether it is long or short.\n \"MID\"\t: Trigger an Order by comparing its price to the midpoint \n regardless of whether it is long or short.\n\n Returns\n -------\n `None`\n \n '''\n ```\n </details>\n\n <p></p>\n\n <details>\n <summary><b>ANY_DEPENDENT_ORDER.get_payload()</b></summary>\n\n ```python\n ANY_DEPENDENT_ORDER.get_payload() -> None\n\n '''\n\n Returns a dependent order's configurations, formatted for placement with OANDA.\n\n\n Parameters\n ----------\n None\n \n Returns\n -------\n `None`\n \n '''\n ```\n </details>\n\n- #### <i><u>Complete Orders:</u></i>\n > Attach \"Dependent Orders\" to \"Base Orders\" before they're even placed.\n <details>\n <summary><b>ANY_BASE_ORDER.set_takeProfit()</b></summary>\n\n ```python\n ANY_BASE_ORDER.set_takeProfit(price : float | None = None,\n distance : float | None = None,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None) -> None\n \n ''' \n \n Creates and sets a base order's TakeProfit dependent order.\n\n\n Parameters\n ----------\n `price` : float | None = None\n The associated Trade will be closed by a market price that is equal \n to or better than this threshold (acts as Limit Order). Only \n `price` OR `distance` may be specified - if both are input, \n `price` will be given preference.\n\n `distance` : float | None = None\n Specifies the distance (in positive price units) from the trade's current \n price to use as the Order price. The associated Trade will be closed\n by a market price that is equal to or better than this threshold \n (acts as Limit Order). If the Trade is short the Instruments BID \n price is used to calculated the price (and filled once ASK hits it), and \n for long Trades the ASK is used (and filled once BID hits it). Only \n `price` OR `distance` may be specified - if both are input, `price` \n will be given preference.\n \n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce \n describes how long an Order should remain pending before automaticaly \n being cancelled by the execution system. Restricted to\n \u201cGTC\u201d, \u201cGFD\u201d and \u201cGTD\u201d for TakeProfit Orders [Default=GTC]:\n \n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=GTD) The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n \n\n Returns\n -------\n `None`\n \n '''\n ```\n </details>\n\n <details>\n <summary><b>ANY_BASE_ORDER.set_stopLoss()</b></summary>\n\n ```python\n ANY_BASE_ORDER.set_stopLoss(price : float | None = None,\n distance : float | None = None,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None) -> None\n\n ''' \n \n Creates and sets a base order's StopLoss dependent order.\n\n\n Parameters\n ----------\n `price` : float | None = None\n The associated Trade will be closed by a market price that is equal \n to or worse than this threshold (acts as Stop Order). Only \n `price` OR `distance` may be specified - if both are input, \n `price` will be given preference.\n\n `distance` : float | None = None\n Specifies the distance (in positive price units) from the trade's current \n price to use as the Order price. The associated Trade will be closed\n by a market price that is equal to or worse than this threshold \n (acts as Stop Order). If the Trade is short the Instruments BID \n price is used to calculated the price (and filled once ASK hits it), and \n for long Trades the ASK is used (and filled once BID hits it). Only \n `price` OR `distance` may be specified - if both are input, `price` \n will be given preference.\n \n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce \n describes how long an Order should remain pending before automaticaly \n being cancelled by the execution system. Restricted to\n \u201cGTC\u201d, \u201cGFD\u201d and \u201cGTD\u201d for StopLoss Orders [Default=GTC]:\n \n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=GTD) The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n \n\n Returns\n -------\n `None`\n \n '''\n ```\n </details>\n\n <details>\n <summary><b>ANY_BASE_ORDER.set_trailingStop()</b></summary>\n\n ```python\n ANY_BASE_ORDER.set_trailingStop(distance : float,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None) -> None\n\n ''' \n \n Creates and sets a base order's TrailingStopLoss dependent order.\n\n\n Parameters\n ----------\n `distance` : float | None = None\n Specifies the distance (in positive price units) from the trade's current \n price to use as the Order price. The associated Trade will be closed\n by a market price that is equal to or worse than this threshold \n (acts as Stop Order). If the Trade is short the Instruments BID \n price is used to calculated the price (and filled once ASK hits it), and \n for long Trades the ASK is used (and filled once BID hits it).\n \n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce \n describes how long an Order should remain pending before automaticaly \n being cancelled by the execution system. Restricted to\n \u201cGTC\u201d, \u201cGFD\u201d and \u201cGTD\u201d for TrailingStopLoss Orders [Default=GTC]:\n \n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=GTD) The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n \n\n Returns\n -------\n `None`\n \n '''\n ```\n </details>\n\n <details>\n <summary><b>ANY_BASE_ORDER.set_guaranteedStop()</b></summary>\n\n ```python\n ANY_BASE_ORDER.set_guaranteedStop(self,\n price : float | None = None,\n distance : float | None = None,\n timeInForce : str = \"GTC\",\n gtdTime : datetime.datetime | str | None = None) -> None\n\n ''' \n \n Creates and sets a base order's GuarnateedStopLoss dependent order.\n\n\n Parameters\n ----------\n `price` : float | None = None\n The associated Trade will be closed at this price. Only \n `price` OR `distance` may be specified - if both are input, \n `price` will be given preference.\n\n `distance` : float | None = None\n Specifies the distance (in positive price units) from the trade's current \n price to use as the Order price. The associated Trade will be closed\n at this price. If the Trade is short the Instruments BID \n price is used to calculated the price (and filled once ASK hits it), and \n for long Trades the ASK is used (and filled once BID hits it). Only \n `price` OR `distance` may be specified - if both are input, `price` \n will be given preference.\n \n `timeInForce` : str = \"GTC\"\n The time-in-force requested for the Order. TimeInForce \n describes how long an Order should remain pending before automaticaly \n being cancelled by the execution system. Restricted to\n \u201cGTC\u201d, \u201cGFD\u201d and \u201cGTD\u201d for GuarnateedStopLoss Orders [Default=GTC]:\n \n \"GTC\"\t: The Order is \u201cGood unTil Cancelled\u201d\n \"GTD\"\t: The Order is \u201cGood unTil Date\u201d and will be cancelled at \n the provided time\n \"GFD\"\t: The Order is \u201cGood For Day\u201d and will be cancelled at 5pm \n New York time\n\n `gtdTime` : datetime.datetime | str | None = None\n (Required if timeInForce=GTD) The date/time when the Order will be \n cancelled if its timeInForce is \u201cGTD\u201d. If string, ensure UTC in \n RCF3339 formatted.\n \n\n Returns\n -------\n `None`\n \n '''\n ```\n </details>\n\n- #### <i><u>Sizing a Position:</u></i>\n > Convert home currency units to target instrument's base currency units, \n evaluate a trade's price sensitivity\n <details>\n <summary><b>easyoanda.to_baseUnits()</b></summary>\n\n ```python\n easyoanda.to_baseUnits(currentQuotes : dict,\n homeUnits : float,\n truncate : bool = False) -> float | int\n\n '''\n \n Convert units of the account's home currency to equivalent units of an \n instrument's base currency.\n\n\n Parameters\n ----------\n `currentQuotes` : dict\n The current `session.pricing.pricing` details of the target\n instrument. *Note* Pricing data must include home conversion factors \n - this is the default in session.pricing.update_pricing().\n \n `homeUnits` : float\n Units of the account's home currency to convert.\n\n `truncate` : bool = False\n Whether to truncate the equivalent units of the base currency. Set this\n value to `True` when calculating units for an order - OANDA order units \n are the number of the target instrument's base currency that you'd like \n to buy or sell - these units must be INTEGERS! When `truncate=True`, if the \n equivalent units of a base currency contain decimals, the units will be \n \"floored\" to the nearest integer (decimals will be dropped) to comply \n with OANDA order specifications. This will result in an equivalent order \n size that is slightly smaller than that requested in `homeUnits`. \n To verify the true value of the base currency units after truncating, use \n `easyoanda.calc_home()`. [default=False]\n\n Returns\n -------\n float | int\n The equivalent units of the target instrument's base currency.\n \n '''\n ```\n </details>\n\n <details>\n <summary><b>easyoanda.to_homeUnits()</b></summary>\n\n ```python\n easyoanda.to_homeUnits(currentQuotes : dict,\n baseUnits : float | int) -> float\n\n '''\n \n Convert units of an instrument's base currency to equivalent units of \n the account's home currency.\n\n\n Parameters\n ----------\n `currentQuotes` : dict\n The current `session.pricing.pricing` details of the target\n instrument. *Note* Pricing data must include home conversion factors \n - this is the default in session.pricing.update_pricing().\n \n `baseUnits` : float\n Units of the instrument's base currency to convert.\n\n Returns\n -------\n float\n The equivalent units of the account's home currency.\n \n '''\n ```\n </details>\n \n <details>\n <summary><b>easyoanda.get_pip_impact()</b></summary>\n\n ```python\n easyoanda.get_pip_impact(currentQuotes : dict,\n baseUnits : float) -> None\n\n '''\n \n Calculate the price impact of a single pip change (as measured in the \n account's home currency), given a number of units of the target instrument's \n base currency. *Note* A \"pip\" for instrumented quoted in \"JPY\" or \"HUF\" is \n .01, whereas for all others, a \"pip\" is .0001.\n\n \n Parameters\n ----------\n `currentQuotes` : dict\n The current `session.pricing.pricing` details of the target\n instrument. *Note* Pricing data must include home conversion factors \n - this is the default in session.pricing.update_pricing().\n \n `baseUnits` : float\n Units of the instrument's base currency.\n\n Returns\n -------\n float\n The price impact a single pip change has (as measured in the \n account's home currency)\n \n '''\n ```\n </details>\n\n <details>\n <summary><b>easyoanda.get_price_impact()</b></summary>\n\n ```python\n easyoanda.get_price_impact(currentQuotes : dict,\n baseUnits : float,\n entryPrice : float,\n exitPrice : float) -> None\n\n '''\n \n Calculate the price impact of movements between two price levels within an \n instrument (as measured in the account's home currency), given a number of \n units of the target instrument's base currency.\n \n \n Parameters\n ----------\n `currentQuotes` : dict\n The current `session.pricing.pricing` details of the target\n instrument. *Note* Pricing data must include home conversion factors \n - this is the default in session.pricing.update_pricing().\n\n `baseUnits` : float\n Units of the instrument's base currency. Positive for long position,\n negative for short position.\n\n `entryPrice` : float | None = None\n The instrument's starting price level. If `None`, will assume entry\n price level is based on current bid/ask quotes (evaluated by sign of \n `baseUnits`). [default=None]\n \n `exitPrice` : float\n The instrument's ending price level\n\n\n Returns\n -------\n float\n The price impact of changes between the two price levels (as measured\n in the account's home currency).\n\n '''\n ```\n </details>\n\n- #### <i><u>Managing Risk:</u></i>\n > Calculate optimal stop loss levels and optimal trade sizes.\n <details>\n <summary><b>easyoanda.find_optimal_stop()</b></summary>\n\n ```python\n easyoanda.find_optimal_stop(currentQuotes : dict,\n baseUnits : int,\n maxLoss : float,\n entryPrice : float | None = None) -> None\n\n '''\n \n Calculates the optimal stop-loss price level given an order's units\n (quoted in the target instrument's base currency) and trader's \n maximum loss threshold (quoted in the account's home currency). *Note*\n OANDA requires stop-loss price levels be rounded to their 5th decimal place - \n this is an industry standard. Due to this rounding, potential losses from\n the optimal stop-loss price level are slightly smaller than those \n requested in `maxLoss`. To verify the true value of potential losses in \n the account's home currency, use `easyoanda.get_price_impact()`.\n\n \n Parameters\n ----------\n `currentQuotes` : dict\n The current `session.pricing.pricing` details of the target\n instrument. *Note* Pricing data must include home conversion factors \n - this is the default in session.pricing.update_pricing().\n\n `baseUnits` : int\n The order size of the trade (quoted in the target instrument's base\n currency units). Positive units indicate a long position, negative \n units indicate a short position. *Reminder* OANDA order units must be \n INTEGERS.\n\n `maxLoss` : float\n The maximum allowable loss a trader is willing to take on the position\n (quoted in the account's home currency).\n \n `entryPrice` : float | None = None\n The trade's projected entry price. If `None`, will assume trade is \n a market order and will use most recently quoted bid / ask provided\n within `currentQuotes` (depending on sign of `baseUnits`). [default=None]\n\n Returns\n -------\n float\n The target instrument's optimal stop-loss price level.\n\n '''\n ```\n </details>\n\n <details>\n <summary><b>easyoanda.find_optimal_size()</b></summary>\n\n ```python\n easyoanda.find_optimal_size(currentQuotes : dict,\n maxLoss : float,\n exitPrice : float,\n entryPrice : float | None = None) -> None\n\n '''\n\n Calculate the optimal order size for a trade (in the target instrument's base \n currency), given a target stop-loss price level and trader's maximum loss \n threshold (quoted in the account's home currency). *Note* OANDA order units \n are the number of the target instrument's base currency that you'd like \n to buy or sell - these units must be INTEGERS! After the optimal units\n are calculated, if they contain decimals, the units will be \n \"floored\" to the nearest integer (decimals will be dropped) to comply \n with OANDA order specifications. This will result in an order size that is \n slightly less than optimal - a \"best-fit\", if you will. This \"best-fit\" size \n is the closest to the optimal size while still keeping potential losses below \n the trader's maximum loss threshold. To verify the true value of the \n optimal order size in the account's home currency, use `easyoanda.calc_home()`.\n\n\n Parameters\n ----------\n `currentQuotes` : dict\n The current `session.pricing.pricing` details of the target\n instrument. *Note* Pricing data must include home conversion factors \n - this is the default in session.pricing.update_pricing().\n\n `exitPrice` : float\n The trade's target stop-loss price level.\n\n `maxLoss` : float | None = None\n The maximum allowable loss a trader is willing to take on the position\n (quoted in the account's home currency).\n \n `entryPrice` : float | None = None\n The order's projected entry price. If `None`, will assume the order is \n a market order and will use the most recently quoted bid / ask provided\n within `currentQuotes`. The average of the bid-ask is used as a \n benchmark to evaluate the `exitPrice` against to determine if the\n position is long or short - if your market order stops are \n extremely close to the bid/ask (anything less than half the spread), \n it may be worthwhile to enter this parameter manually. [default=None]\n\n \n Returns\n -------\n int\n The optimal order size for the trade in the target instrument's base\n currency.\n\n '''\n ```\n </details>\n\n<p> </p>\n\n### <i>Trade Management:</i>\n> Close, modify, and track open trades.\n<details>\n <summary><b>session.trades</b></summary>\n\n```python\nsession.trades : object\n\n '''\n\n Your OANDA trades interface.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.trades.trades</b></summary>\n\n```python\nsession.trades.trades : None | dict = None\n\n '''\n \n Filtered trades of a given account. `None` until populated by\n `session.trades.update_trades()`.\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.trades.openTrades</b></summary>\n\n```python\nsession.trades.openTrades : dict\n \n '''\n\n All open trades in an account.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.trades.specificTrade</b></summary>\n\n```python\nsession.trades.specificTrade : None | dict = None\n\n '''\n\n Details of a single trade in a given account. `None` until\n populated by `session.trades.update_specific()`.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.trades.update_trades()</b></summary>\n\n```python\nsession.trades.update_trades(instrument : str | None = None,\n state : str = \"OPEN\",\n ids : list[str, int] | None = None,\n beforeID : str | int | None = None,\n count : int = 50) -> None\n\n ''' \n \n Updates `session.trades.trades` attribute using provided argument filters.\n\n\n Parameters\n ----------------\n `instrument` : None | str = None\n Instrument to filter trades by.\n \n `state` : None | str = \"PENDING\"\n The state to filter the requested Trades by. [default=OPEN]\n\n \"OPEN\"\\n\n \"CLOSED\"\\n\n \"CLOSE_WHEN_TRADEABLE\"\\n\n \"ALL\"\n \n `ids` : None | list = None\n List of trade ids to filter by. Ensure `state=\"ALL\"` if any of the\n trades are not \"OPEN\".\n\n [51, 56, 60]\n\n `beforeID` : None | str = None\n The maximum Trade ID to return. If not provided, the most recent \n Trade in the Account is used as the maximum Trade ID to return.\n\n `count` : int = 50\n The maximum number of Trades to return. [default=50, maximum=500]\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.trades.update_open()</b></summary>\n\n```python\nsession.trades.update_open() -> None\n\n '''\n \n Updates `session.trades.openTrades` (no filtering required).\n\n\n Parameters\n ----------------\n None\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.trades.update_specific()</b></summary>\n\n```python\nsession.trades.update_specific(tradeID : int | str) -> None\n\n '''\n \n Updates `session.trades.specificTrade` attribute by populating full details \n of a single trade via a given trade id (\"tradeSpecifier\").\n\n\n Parameters\n ----------------\n `tradeID` : int | str\n Specific trade to collect details on. `tradeID` may be index (int)\n or \"Client ID\" (string) (Example: 6395 or \"@my_eur_usd_trade\")\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>*** session.trades.close_trade()</b></summary>\n\n```python\nsession.trades.close_trade(tradeID : int | str, \n units : int | str = \"ALL\") -> None:\n\n ''' \n \n Close (partially or fully) a specified open trade in an account.\n\n\n Parameters\n ----------\n `tradeID` : int | str\n Specific trade to close (partially or fully). `tradeID` may be index\n (int) or \"Client ID\" (string) (Example: 6395 or \"@my_eur_usd_trade\")\n\n\n `units` : int | str = \"ALL\"\n Indication of how much of the Trade to close. Either the string \u201cALL\u201d\n (indicating that all of the Trade should be closed), or an integer\n representing the number of units of the open Trade to Close using a\n TradeClose MarketOrder. The units specified must always be positive, and\n the magnitude of the value cannot exceed the magnitude of the Trade's\n open units.\n \n Returns\n -------\n `None`\n\n \n '''\n```\n</details>\n\n<details>\n <summary><b>*** session.trades.modify_trade()</b></summary>\n\n```python\nsession.trades.modify_trade(tradeID : int | str,\n preBuilt : dict | None = None,\n cancelTP : bool = False,\n modifyTP : bool = False,\n tpPrice : float | None = None,\n tpDistance : float | None = None,\n tpTimeInForce : str | None = None,\n tpGtdTime : datetime.datetime | str | None = None,\n cancelSL : bool = False,\n modifySL : bool = False,\n slPrice : float | None = None,\n slDistance : float | None = None,\n slTimeInForce : str | None = None,\n slGtdTime : datetime.datetime | str | None = None,\n cancelTSL : bool = False,\n modifyTSL : bool = False,\n tslDistance : float | None = None,\n tslTimeInForce : str | None = None,\n tslGtdTime : datetime.datetime | str | None = None,\n cancelGSL : bool = False,\n modifyGSL : bool = False,\n gslPrice : float | None = None,\n gslDistance : float | None = None,\n gslTimeInForce : str | None = None,\n gslGtdTime : datetime.datetime | str | None= None) -> None\n ''' \n \n Create, replace, or cancel a trade's dependent orders (Take Profit,\n Stop Loss, Trailing Stop Loss, and / or Guaranteed Stop Loss). \n All dependent orders are set to their default fill types \n (TakeProfit=LimitOrder, StopLoss=StopOrder, TrailingStopLoss=StopOrder, \n GuaranteedStopLoss=N/A).\n \n *Note* Can change multiple of the listed dependents at once.\n\n *** NOTES ON TRIGGERING ***\n Dependent orders are evaluated off of their respective position types - \n ie: if a position is short, stops / profits are evaluated off of the \n current ASK price; if a position is long, stops / profits are evaluated \n off of the current BID price.\n \n If `distance` is used to set any dependent order price thresholds, that \n price is calculated off of the ENTRY PRICE TYPE - ie: if the position was \n opened long, the exit price will be calculated from the current ASK price; \n if the position was opened short, the price will be calculated from the \n current BID price. This price will then be evaluated against the EXIT PRICE \n TYPE - ie. BID to close long, or ASK to close short - to close a position.\n \n If more specific trigger requirements are needed, considered creating\n a completely new dependent order and cancelling / replacing the old\n one instead of modifying dependents directly with this implementation - \n this implementation is an intuitive, quick way to modify dependent \n orders without going through the trouble of creating an entire new \n order, there are just limits to its trigger granularity.\n \n \n Parameters\n ----------\n `tradeID` : int | str\n Specific trade to modify. `tradeID` may be index (int | str) or \n \"Client ID\" (string) (Example: 6395, \"6293\" or \"@my_eur_usd_trade\")\n \n `preBuilt` : dict | None = None\n (Optional) A prebuilt dictionary of all required trade arguments to\n pass to the endpoint. Attributes / formatting can be found on the Oanda\n API documentation page under \"PUT /v3/accounts/{accountID}/trades/{tradeSpecifier}/orders\"\n -> \"Request Body Schema (application/json)\":\n https://developer.oanda.com/rest-live-v20/trade-ep/\n \n *Note* Within this program, some arguments are converted to their\n appropriate datatypes prior to sending requests to the server - if\n building your own `preBuilt` requests, ensure the values you're\n using conform to the Oanda API documentation.\n\n ***** TAKE PROFIT *****\\n\n The specification of the Take Profit to create/modify/cancel. If\n both `cancelTP` and `modifyTP` are set to False (by default they are),\n no modifications to the existing Take Profit order will happen. If \n `cancelTP` = True, the dependent order is cancelled. If `modifyTP` = True,\n the new parameters (`tpPrice` or `tpDistance`, `tpTimeInForce`, and \n (potentially) `tpGtdTime`) will be \n applied to the trade (this will create a new dependent order if no other\n Take Profits exists within the trade, otherwise only the specified parameters \n will be replaced) - `modifyTP` MUST be set to True to have these new\n parameters applied. *Note* `cancelTP` supercedes `modifyTP` if both flags\n are set.\n\n `cancelTP` : bool = False\n Flag that cancels the associated Take Profit dependent order.\n \n `modifyTP` : bool = False\n Flag that allows modifications to the Take Profit dependent order. \n \n `tpPrice` : float | None = None\n The price that the Take Profit Order will be triggered at. Only one of\n the `tpPrice` and `tpDistance` fields may be specified. (if both are set,\n `tpPrice` is given preference).\n\n `tpDistance` : float | None = None\n Specifies the distance (in positive price units) from the Trade's\n open price to use as the Take Profit price. If position is short,\n positive values translate to their short equivalents. Only one of the\n distance and price fields may be specified. *Note* This option isn't\n explicitly listed on the Oanda TakeProfitDetails API docs, but is \n supported in testing.\n \n `tpTimeInForce` : str | None = None\n The time in force for the created Take Profit Order. This may\n only be \"GTC\", \"GTD\" or \"GFD\". If omitted, will inherit whatever the existing\n time-in-force configurations are if a corresponding dependent order already \n exists - if omitted with NO pre-existing dependent order already attached,\n will set the new dependent order to \"GTC\".\n \n `tpGtdTime` : datetime.datetime | str | None = None\n The date when the Take Profit Order will be cancelled on if timeInForce\n is GTD.\n \n \n ***** STOP LOSS *****\\n\n The specification of the Stop Loss to create/modify/cancel. If\n both `cancelSL` and `modifySL` are set to False (by default they are),\n no modifications to the existing Stop Loss order will happen. If \n `cancelSL` = True, the dependent order is cancelled. If `modifySL` = True,\n the new parameters (`slPrice` or `slDistance`, `slTimeInForce`, and \n (potentially) `slGtdTime`) will be \n applied to the trade (this will create a new dependent order if no other\n Stop Losses exists within the trade, otherwise only the specified parameters \n will be replaced) - `modifySL` MUST be set to True to have these new\n parameters applied. *Note* `cancelSL` supercedes `modifySL` if both flags\n are set.\n\n `cancelSL` : bool = False\n Flag that cancels the associated Stop Loss dependent order.\n \n `modifySL` : bool = False\n Flag that allows modifications to the Stop Loss dependent order. \n \n `slPrice` : float | None = None\n The price that the Stop Loss Order will be triggered at. Only one of the\n `slPrice` and `slDistance` fields may be specified. (if both are set,\n `slPrice` is given preference).\n \n `slDistance` : float | None = None\n Specifies the distance (in positive price units) from the Trade's open \n price to use as the Stop Loss Order price. If position is short,\n positive values translate to their short equivalents.\n Only one of the distance and price fields may be specified.\n \n `slTimeInForce` : str | None = None\n The time in force for the created Stop Loss Order. This may\n only be \"GTC\", \"GTD\" or \"GFD\". If omitted, will inherit whatever the existing\n time-in-force configurations are if a corresponding dependent order already \n exists - if omitted with NO pre-existing dependent order already attached,\n will set the new dependent order to \"GTC\".\n \n `slGtdTime` : datetime.datetime | str | None = None\n The date when the Stop Loss Order will be cancelled on if timeInForce \n is GTD.\n \n \n ***** TRAILING STOP LOSS *****\\n\n The specification of the Trailing Stop Loss to create/modify/cancel. If\n both `cancelTSL` and `modifyTSL` are set to False (by default they are),\n no modifications to the existing Trailing Stop Loss order will happen. If \n `cancelTSL` = True, the dependent order is cancelled. If `modifyTSL` = True,\n the new parameters (`tslDistance`, `tslTimeInForce`, and (potentially) `tslGtdTime`)\n will be \n applied to the trade (this will create a new dependent order if no other\n Trailing Stop Losses exists within the trade, otherwise only the specified \n parameters will be replaced) - `modifyTSL` MUST be set to True to have these new\n parameters applied. *Note* `cancelTSL` supercedes `modifyTSL` if both flags\n are set.\n\n `cancelTSL` : bool = False\n Flag that cancels the associated Trailing Stop Loss dependent order.\n \n `modifyTSL` : bool = False\n Flag that allows modifications to the Trailing Stop Loss dependent order. \n \n `tslDistance` : float | None = None\n The distance (in positive price units) from the Trades fill price that the\n Trailing Stop Loss Order will be triggered at. If position is short,\n positive values translate to their short equivalents.\n \n `tslTimeInForce` : str | None = None\n The time in force for the created Trailing Stop Loss Order. This may\n only be \"GTC\", \"GTD\" or \"GFD\". If omitted, will inherit whatever the existing\n time-in-force configurations are if a corresponding dependent order already \n exists - if omitted with NO pre-existing dependent order already attached,\n will set the new dependent order to \"GTC\".\n \n `tslGtdTime` : datetime.datetime | str | None = None\n The date when the Trailing Stop Loss Order will be cancelled on if\n timeInForce is GTD.\n \n \n ***** GUARANTEED STOP LOSS *****\\n\n The specification of the Guaranteed Stop Loss to create/modify/cancel. If\n both `cancelGSL` and `modifyGSL` are set to False (by default they are),\n no modifications to the existing Guaranteed Stop Loss order will happen. If \n `cancelGSL` = True, the dependent order is cancelled. If `modifyGSL` = True,\n the new parameters (`gslPrice` or `gslDistance`, `gslTimeInForce`, and \n (potentially) `gslGtdTime`) will be \n applied to the trade (this will create a new dependent order if no other\n Guaranteed Stop Losses exists within the trade, otherwise only the specified \n parameters will be replaced) - `modifyGSL` MUST be set to True to have these new\n parameters applied. *Note* `cancelGSL` supercedes `modifyGSL` if both flags\n are set.\n\n `cancelGSL` : bool = False\n Flag that cancels the associated Guaranteed Stop Loss dependent order.\n \n `modifyGSL` : bool = False\n Flag that allows modifications to the Guaranteed Stop Loss dependent order. \n\n `gslPrice` : float | None = None\n The price that the Guaranteed Stop Loss Order will be triggered at. Only\n one of the `gslPrice` and `gslDistance` fields may be specified. (if both \n are set, `gslPrice` is given preference).\n\n `gslDistance` : float | None = None\n Specifies the distance (in positive price units) from the Trades open price to\n use as the Guaranteed Stop Loss Order price. Only one of the `gslPrice` \n and `gslDistance` fields may be specified. If position is short, positive \n values translate to their short equivalents.\n \n `gslTimeInForce` : str | None = None\n The time in force for the created Guaranteed Stop Loss Order. This may\n only be \"GTC\", \"GTD\" or \"GFD\". If omitted, will inherit whatever the existing\n time-in-force configurations are if a corresponding dependent order already \n exists - if omitted with NO pre-existing dependent order already attached,\n will set the new dependent order to \"GTC\".\n\n `gslGtdTime` : datetime.datetime | str | None = None\n The date when the Guaranteed Stop Loss Order will be cancelled on if\n timeInForce is \"GTD\".\n \n \n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n<p> </p>\n\n### <i>Position Management:</i>\n> Close entire positions, view current position details, view historic position details.\n<details>\n <summary><b>session.positions</b></summary>\n\n```python\nsessions.positions : object\n\n '''\n\n Your OANDA positions interface.\n\n '''\n\n```\n</details>\n\n<details>\n <summary><b>session.positions.positions</b></summary>\n\n```python\nsession.positions.positions : dict\n\n '''\n \n All positions for an account. Positions listed are for every \n instrument that has had a position during the lifetime of the account.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.positions.openPositions</b></summary>\n\n```python\nsession.positions.openPositions : dict\n\n '''\n\n All open positions for an account. An open position is a position in an\n account that currently has a trade opened for it. *Note* If a trade has\n a state of \"CLOSE_WHEN_TRADEABLE\", it MAY NOT be included here\n (testing to come).\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.positions.specificPosition</b></summary>\n\n```python\nsession.positions.specificPosition : None | dict = None\n '''\n\n Details of a single instrument's position in the account. The position\n may or may not be open. `None` until populated by \n `session.positions.update_specific()`.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.positions.update_positions()</b></summary>\n\n```python\nsession.positions.update_positions() -> None\n\n ''' \n \n Updates `session.positions.positions` attribute (no arguments required).\n\n\n Parameters\n ----------------\n None\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.positions.update_open()</b></summary>\n\n```python\nsession.positions.update_open() -> None\n\n ''' \n \n Updates `session.positions.openPositions` attribute (no arguments required).\n\n\n Parameters\n ----------------\n None\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.positions.update_specific()</b></summary>\n\n```python\nsession.positions.update_specific(instrument : str) -> None\n\n '''\n \n Updates `session.positions.specificPosition` attribute by populating full \n details of a single position (open or closed) via a given instrument.\n\n\n Parameters\n ----------------\n `instrument` : str\n Instrument name to get position details on.\n\n Returns\n -----------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>*** session.positions.close_position()</b></summary>\n\n```python\nsession.positions.close_position(instrument : str,\n longUnits : str | int = \"NONE\",\n shortUnits : str | int = \"NONE\") -> None\n \n ''' \n \n Fully or partially closes out an open position for a specific \n instrument in an account using a non-optional \"market order\" (this is a\n server-side configuration).\n\n\n Parameters\n ----------\n `instrument` : str\n Name of the instrument to close out.\n \n `longUnits` : str | int = \"NONE\"\n Indication of how much of the long Position to closeout. Either the\n string \u201cALL\u201d, the string \u201cNONE\u201d, or an integer representing how many\n units of the long position to close using a PositionCloseout MarketOrder.\n The units specified must always be positive. If hedging is permitted \n on the account, you may send `shortUnits` argument as well\n (\"ALL\" or integer) - otherwise `shortUnits` must remain \"NONE\" if passing\n \"ALL\" or integer `longUnits` parameter.\n\n `shortUnits` : str | int = \"NONE\"\n Indication of how much of the short Position to closeout. Either the\n string \u201cALL\u201d, the string \u201cNONE\u201d, or a integer representing how many\n units of the short position to close using a PositionCloseout\n MarketOrder. The units specified must always be positive. If hedging \n is permitted on the account, you may send `longUnits` argument as well\n (\"ALL\" or integer) - otherwise `longUnits` must remain \"NONE\" if passing\n \"ALL\" or integer `shortUnits` parameter.\n \n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n<p> </p>\n\n### <i>Transaction Records:</i>\n> Review ©OANDA transactional records.\n<details>\n <summary><b>session.transactions</b></summary>\n\n```python\nsession.transactions : object\n\n '''\n\n Your OANDA transactions interface.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.transactions</b></summary>\n\n```python\nsession.transactions.transactions : None | dict = None\n\n '''\n\n List of transaction pages that satify a time-based transaction query.\n The \"pages\" returned are URLs hosted on Oanda's website, presumable to\n prevent excessive network traffic (each page can old up to 1000\n transactions). `None` by default until populated by\n `session.transactions.update_transactions()`.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.specificTransaction</b></summary>\n\n```python\nsession.transactions.specificTransaction : None | dict = None\n\n '''\n \n Details of a single account transaction. `None` by default until \n populated by `session.transactions.update_specific()`.\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.inRange</b></summary>\n\n```python\nsession.transactions.inRange : None | dict = None\n\n '''\n\n A range of transaction details for an account based on transaction IDs.\n `None` by default until populated by `session.transactions.update_range()`.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.sinceID</b></summary>\n\n```python\nsession.transactions.sinceID : None | dict = None\n\n '''\n \n A range of transaction details for an account starting at (but not including) a\n provided transaction ID. `None` by default until populated by\n `session.transactions.update_since()`.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.transactionStream</b></summary>\n\n```python\nsession.transactions.transactionStream : list | = None\n\n '''\n\n A continuously updated stream of account transactions starting from when\n `session.transactions.start_stream()` is called (`None` until \n `session.transactions.start_stream()` is called). `list` if \n `session.transactions.start_stream(record=True)`, otherwise\n will be a single entry `list` of the most recent stream entry.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.update_transactions()</b></summary>\n\n```python\nsession.transactions.update_transactions(fromTime : datetime.datetime | str | None = None,\n toTime : datetime.datetime | str | None = None,\n pageSize : int | None = None,\n transactionTypes : list[str] | None = None) -> None\n\n ''' \n \n Updates `session.transactions.transactions` attribute by filtering the given \n account's transaction history by timerange and page size.\n \n\n Parameters\n ----------\n `fromTime` : datetime.datetime | str | None = None\n The starting time (inclusive) of the time range for the Transactions\n being queried. [default=Account Creation Time]. *Note* Ensure time\n it is properly formatted as RFC3339 if string.\n \n `toTime` : datetime.datetime | str | None = None\n The ending time (inclusive) of the time range for the Transactions \n being queried. [default=Request Time]. *Note* Ensure time\n it is properly formatted as RFC3339 if string.\n\n `pageSize` : int\n The number of Transactions to include in each page of the results. \n [default=100, maximum=1000]\n\n `transactionTypes` : list[str] | None = None\n The filter for restricting the types of transactions to retrieve.\n `None` defaults to zero type filtering.\n \n Example:\n [\"ORDER\", \"TRANSFER_FUNDS\"]\n \n Exhaustive List:\n \"ORDER\" :\tOrder-related Transactions. These are the Transactions that create, cancel, fill or trigger Orders\\n\n \"FUNDING\"\tFunding-related Transactions\\n\n \"ADMIN\"\tAdministrative Transactions\\n\n \"CREATE\"\tAccount Create Transaction\\n\n \"CLOSE\"\tAccount Close Transaction\\n\n \"REOPEN\"\tAccount Reopen Transaction\\n\n \"CLIENT_CONFIGURE\"\tClient Configuration Transaction\\n\n \"CLIENT_CONFIGURE_REJECT\"\tClient Configuration Reject Transaction\\n\n \"TRANSFER_FUNDS\"\tTransfer Funds Transaction\\n\n \"TRANSFER_FUNDS_REJECT\"\tTransfer Funds Reject Transaction\\n\n \"MARKET_ORDER\"\tMarket Order Transaction\\n\n \"MARKET_ORDER_REJECT\"\tMarket Order Reject Transaction\\n\n \"LIMIT_ORDER\"\tLimit Order Transaction\\n\n \"LIMIT_ORDER_REJECT\"\tLimit Order Reject Transaction\\n\n \"STOP_ORDER\"\tStop Order Transaction\\n\n \"STOP_ORDER_REJECT\"\tStop Order Reject Transaction\\n\n \"MARKET_IF_TOUCHED_ORDER\"\tMarket if Touched Order Transaction\\n\n \"MARKET_IF_TOUCHED_ORDER_REJECT\"\tMarket if Touched Order Reject Transaction\\n\n \"TAKE_PROFIT_ORDER\"\tTake Profit Order Transaction\\n\n \"TAKE_PROFIT_ORDER_REJECT\"\tTake Profit Order Reject Transaction\\n\n \"STOP_LOSS_ORDER\"\tStop Loss Order Transaction\\n\n \"STOP_LOSS_ORDER_REJECT\"\tStop Loss Order Reject Transaction\\n\n \"GUARANTEED_STOP_LOSS_ORDER\"\tGuaranteed Stop Loss Order Transaction\\n\n \"GUARANTEED_STOP_LOSS_ORDER_REJECT\"\tGuaranteed Stop Loss Order Reject Transaction\\n\n \"TRAILING_STOP_LOSS_ORDER\"\tTrailing Stop Loss Order Transaction\\n\n \"TRAILING_STOP_LOSS_ORDER_REJECT\"\tTrailing Stop Loss Order Reject Transaction\\n\n \"ONE_CANCELS_ALL_ORDER\"\tOne Cancels All Order Transaction\\n\n \"ONE_CANCELS_ALL_ORDER_REJECT\"\tOne Cancels All Order Reject Transaction\\n\n \"ONE_CANCELS_ALL_ORDER_TRIGGERED\"\tOne Cancels All Order Trigger Transaction\\n\n \"ORDER_FILL\"\tOrder Fill Transaction\\n\n \"ORDER_CANCEL\"\tOrder Cancel Transaction\\n\n \"ORDER_CANCEL_REJECT\"\tOrder Cancel Reject Transaction\\n\n \"ORDER_CLIENT_EXTENSIONS_MODIFY\"\tOrder Client Extensions Modify Transaction\\n\n \"ORDER_CLIENT_EXTENSIONS_MODIFY_REJECT\"\tOrder Client Extensions Modify Reject Transaction\\n\n \"TRADE_CLIENT_EXTENSIONS_MODIFY\"\tTrade Client Extensions Modify Transaction\\n\n \"TRADE_CLIENT_EXTENSIONS_MODIFY_REJECT\"\tTrade Client Extensions Modify Reject Transaction\\n\n \"MARGIN_CALL_ENTER\"\tMargin Call Enter Transaction\\n\n \"MARGIN_CALL_EXTEND\"\tMargin Call Extend Transaction\\n\n \"MARGIN_CALL_EXIT\"\tMargin Call Exit Transaction\\n\n \"DELAYED_TRADE_CLOSURE\"\tDelayed Trade Closure Transaction\\n\n \"DAILY_FINANCING\"\tDaily Financing Transaction\\n\n \"RESET_RESETTABLE_PL\"\tReset Resettable PL Transaction\n\n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.update_specific()</b></summary>\n\n```python\nsession.transactions.update_specific(transactionID : int | str) -> None\n\n ''' \n \n Updates `session.transactions.specificTransaction` attribute by populating \n full details of a single transaction.\n \n\n Parameters\n ----------\n `transactionID` : int | str\n Transaction ID to get details on.\n \n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.update_range()</b></summary>\n\n```python\nsession.transactions.update_range(fromID : int | str,\n toID : int | str,\n transactionTypes : list[str] | None = None) -> None\n\n ''' \n \n Updates `session.transactions.inRange` attribute by filtering the given \n account's transaction history down to a specified range of transactions.\n \n\n Parameters\n ----------\n `fromID` : int | str\n The starting transaction ID (inclusive) to fetch.\n\n `toID` : int | str\n The ending transaction ID (inclusive) to fetch\n\n `transactionTypes` : list[str] | None = None\n The filter for restricting the types of transactions to retrieve.\n `None` defaults to zero type filtering.\n *Note* Exhaustive list found with `>help(Transactions.update_transactions)`\n or list found under \"TransactionFilter\": \n https://developer.oanda.com/rest-live-v20/transaction-df/#TransactionFilter\n \n Example:\n [\"ORDER\", \"TRANSFER_FUNDS\"]\n \n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.update_since()</b></summary>\n\n```python\nsession.transactions.update_since(sinceID : int | str,\n transactionTypes : list[str] | None = None) -> None\n\n ''' \n \n Updates `session.transactions.sinceID` attribute by retrieving all \n transactions that are newer than a given transaction ID (non-inclusive, \n ie: returned values do not include the transaction ID provided).\n \n\n Parameters\n ----------\n `sinceID` : int | str\n The starting transaction ID (non-inclusive) to fetch.\n\n `transactionTypes` : list[str] | None = None\n The filter for restricting the types of transactions to retrieve.\n `None` defaults to zero type filtering.\n *Note* Exhaustive list found with `>help(Transactions.update_transactions)`\n or list found under \"TransactionFilter\": \n https://developer.oanda.com/rest-live-v20/transaction-df/#TransactionFilter\n \n Example:\n [\"ORDER\", \"TRANSFER_FUNDS\"]\n \n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.start_stream()</b></summary>\n\n```python\nsession.transactions.start_stream(record : bool = False) -> None\n\n '''\n \n Begins a stream to populate the `session.transactions.transaction_stream` \n attribute. `session.transactions.transaction_stream` will be continuously \n updated with any new transactions without user intervention (but may \n remain empty when first run - this just means there haven't been any \n new transactions since the stream began). Overwrites any previous content \n stored in `session.transactions.transaction_stream`.\n \n\n Parameters\n ----------\n `record` : bool = False\n (Flag) When set to True, the `transactionStream` will be a `list` of every\n stream entry since the stream is started (ie: records previous entries).\n When set to False, `trasactionStream` will be a single-entry `list` \n of the most recent dictionary received from the stream (ie: does not \n record previous entries). [Default=False]\n\n \n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.transactions.stop_stream()</b></summary>\n\n```python\nsession.transactions.stop_stream() -> None\n\n ''' \n \n Stops `session.transactions.transaction_stream`'s managing thread \n (`session.transactions._streamThread`). Prevents any new updates to \n `session.transactions.transaction_stream` attribute. Ensure \n `session.streamMonitor.doNotResusitate = 0` prior to running \n `session.transactions.stop_stream()`, otherwise the monitor \n will just immediately restart it.\n \n \n Parameters\n ----------\n `None`\n\n \n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n<p> </p>\n\n### <i>Price Quotes:</i>\n> Stream live quotes, get bid-ask spreads, view currency conversion factors.\n<details>\n <summary><b>session.pricing</b></summary>\n\n```python\nsession.pricing : object\n\n '''\n\n Your OANDA pricing interface.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.pricing.latestCandle</b></summary>\n\n```python\nsession.pricing.latestCandle : dict | None = None\n\n '''\n\n Current incomplete candle (\"Dancing Bears\") AND most recent complete \n candle within an Account for a specified combination of instrument(s), \n granularity(s), and price component(s). `None` until \n `session.pricing.update_latest()` is called.\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.pricing.candles</b></summary>\n\n```python\nsession.pricing.candles : dict | None = None\n\n '''\n\n Historic candlestick data for an instrument. `None` until \n `session.pricing.update_candles()` is called.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.pricing.pricing</b></summary>\n\n```python\nsession.pricing.pricing : dict | None = None\n\n '''\n\n Pricing information for a specified list of instruments within an\n account. `None` until `session.pricing.update_pricing()` is called.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.pricing.pricingStream</b></summary>\n\n```python\nsession.pricing.pricingStream : list | None = None\n\n '''\n\n A continuously updated stream of Account Prices starting from when\n `session.pricing.start_stream()` is called (`None` until \n `session.pricing..start_stream()` is called). `list` if \n `session.pricing.start_stream(record=True)`, otherwise\n single entry `list` of the most recent stream entry.\n\n This pricing stream does not include every single price created for the \n Account, but instead will provide at most 4 prices per second (every 250\n milliseconds) for each instrument being requested. If more than one \n price is created for an instrument during the 250 millisecond window, \n only the price in effect at the end of the window is sent. This means \n that during periods of rapid price movement, subscribers to this \n stream will not be sent every price. Pricing windows for different \n connections to the price stream are not all aligned in the same way \n (i.e. they are not all aligned to the top of the second). This means \n that during periods of rapid price movement, different subscribers may\n observe different prices depending on their alignment.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.pricing.update_latest()</b></summary>\n\n```python\nsession.pricing.update_latest(candleSpecifications : list[str],\n units : int | str = 1,\n smooth : bool = False,\n dailyAlignment : int | str = 17,\n alignmentTimezone : str = \"America/New_York\",\n weeklyAlignment: str = \"Friday\") -> None\n\n ''' \n \n Updates `session.pricing.latestCandle` attribute using provided argument filters.\n\n\n Parameters\n ----------\n `candleSpecifications` : list[str]\n List of candle specifications to get pricing for, taking the string \n argument format of: \"<INSTRUMENT>:<GRANULARITY>:<COMPONENT>\"\n\n *Note* Multiple <COMPONENTS> are supported:\n Just Mid (avg. Bid & Ask): [\"EUR_USD:S5:M\", \"USD_JPY:M2:M\"]\n Bid AND Ask: [\"EUR_USD:S5:BA\", \"USD_JPY:M2:BA\"]\n \n String Arguments:\\n\n <INSTRUMENT>:\n Check supported instrument strings (need `account` object from `Account()` first):\\n\n > `print([x[\"name\"] if x[\"name\"] else None for x in account.instruments[\"instruments\"]])`\\n\n\n <GRANULARITY>:\n \"S5\"\t: 5 second candlesticks, minute alignment\\n\n \"S10\"\t: 10 second candlesticks, minute alignment\\n\n \"S15\"\t: 15 second candlesticks, minute alignment\\n\n \"S30\"\t: 30 second candlesticks, minute alignment\\n\n \"M1\"\t: 1 minute candlesticks, minute alignment\\n\n \"M2\"\t: 2 minute candlesticks, hour alignment\\n\n \"M4\"\t: 4 minute candlesticks, hour alignment\\n\n \"M5\"\t: 5 minute candlesticks, hour alignment\\n\n \"M10\"\t: 10 minute candlesticks, hour alignment\\n\n \"M15\"\t: 15 minute candlesticks, hour alignment\\n\n \"M30\"\t: 30 minute candlesticks, hour alignment\\n\n \"H1\"\t: 1 hour candlesticks, hour alignment\\n\n \"H2\"\t: 2 hour candlesticks, day alignment\\n\n \"H3\"\t: 3 hour candlesticks, day alignment\\n\n \"H4\"\t: 4 hour candlesticks, day alignment\\n\n \"H6\"\t: 6 hour candlesticks, day alignment\\n\n \"H8\"\t: 8 hour candlesticks, day alignment\\n\n \"H12\"\t: 12 hour candlesticks, day alignment\\n\n \"D\" \t: 1 day candlesticks, day alignment\\n\n \"W\"\t : 1 week candlesticks, aligned to start of week\\n\n \"M\" \t: 1 month candlesticks, aligned to first day of the month\\n\n\n <COMPONENT>:\n \"M\" : Midpoint candles\n \"B\" : Bid candles\n \"A\" : Ask candles\n \n `units` : int | str = 1\n The number of units used to calculate the volume-weighted average \n bid and ask prices in the returned candles. [default=1]\n \n `smooth` : bool = False\n A flag that controls whether the candlestick is \u201csmoothed\u201d or not. \n A smoothed candlestick uses the previous candles close price as its\n open price, while an unsmoothed candlestick uses the first price \n from its time range as its open price. [default=False]\n\n `dailyAlignment` : int | str = 17\n The hour of the day (in the specified timezone) to use for \n granularities that have daily alignments. This will be the\n time the daily \"Close\" will be calculated from. \n [default=17, minimum=0, maximum=23]\n\n `alignmentTimezone` : str = \"America/New_York\"\n The timezone to use for the dailyAlignment parameter. Candlesticks \n with daily alignment will be aligned to the dailyAlignment hour \n within the alignmentTimezone. Note that the returned times will \n still be represented in UTC. [default=America/New_York]\n \n List of \"TZ Identifiers\": https://en.wikipedia.org/wiki/List_of_tz_database_time_zones\n \n `weeklyAlignment` : str = \"Friday\"\n The day of the week used for granularities that have weekly \n alignment. This will be the day of week that the \"Close\" will be \n calculated from. [default=Friday]\n \"Monday\"\t: Monday\\n\n \"Tuesday\"\t: Tuesday\\n\n \"Wednesday\"\t: Wednesday\\n\n \"Thursday\"\t: Thursday\\n\n \"Friday\"\t: Friday\\n\n \"Saturday\"\t: Saturday\\n\n \"Sunday\"\t: Sunday\\n\n\n Returns\n -------\n `None`\n\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.pricing.update_candles()</b></summary>\n\n```python\nsession.pricing.update_candles(instrument : str,\n price : str = \"M\",\n granularity : str = \"D\",\n count : int | str | None = None,\n fromTime : datetime.datetime | str | None = None,\n toTime : datetime.datetime | str | None = None,\n smooth : bool = False,\n includeFirst : bool | None = None,\n dailyAlignment : int | str = 17,\n alignmentTimezone : str = \"America/New_York\",\n weeklyAlignment : str = \"Friday\",\n units : int | str = 1\n ) -> None\n\n ''' \n \n Updates `session.pricing.candles` attribute using provided argument filters.\n \n \n Parameters\n ----------\n `instrument` : str\n Name of the Instrument to request candles for. *Note* if\n `Account()` object present, can check `account.instruments` for\n appropriate names.\n\n `price` : str = \"M\"\n The Price component(s) to get candlestick data for. [default=M]\n \"M\" : Midpoint candles\n \"B\" : Bid candles\n \"A\" : Ask candles\n \"BA\" : Bid and Ask candles\n \"MBA\" : Mid, Bid, and Ask candles\n \n `granularity` : str = \"D\"\n The granularity of the candlesticks to fetch [default=D]\n \"S5\"\t: 5 second candlesticks, minute alignment\\n\n \"S10\"\t: 10 second candlesticks, minute alignment\\n\n \"S15\"\t: 15 second candlesticks, minute alignment\\n\n \"S30\"\t: 30 second candlesticks, minute alignment\\n\n \"M1\"\t: 1 minute candlesticks, minute alignment\\n\n \"M2\"\t: 2 minute candlesticks, hour alignment\\n\n \"M4\"\t: 4 minute candlesticks, hour alignment\\n\n \"M5\"\t: 5 minute candlesticks, hour alignment\\n\n \"M10\"\t: 10 minute candlesticks, hour alignment\\n\n \"M15\"\t: 15 minute candlesticks, hour alignment\\n\n \"M30\"\t: 30 minute candlesticks, hour alignment\\n\n \"H1\"\t: 1 hour candlesticks, hour alignment\\n\n \"H2\"\t: 2 hour candlesticks, day alignment\\n\n \"H3\"\t: 3 hour candlesticks, day alignment\\n\n \"H4\"\t: 4 hour candlesticks, day alignment\\n\n \"H6\"\t: 6 hour candlesticks, day alignment\\n\n \"H8\"\t: 8 hour candlesticks, day alignment\\n\n \"H12\"\t: 12 hour candlesticks, day alignment\\n\n \"D\" \t: 1 day candlesticks, day alignment\\n\n \"W\"\t : 1 week candlesticks, aligned to start of week\\n\n \"M\" \t: 1 month candlesticks, aligned to first day of the month\\n\n\n `count` : int | str | None = None\n The number of candlesticks to return in the response. `count` \n should not be specified if both the `fromTime` and `toTime` \n parameters are provided, as the time range combined with the \n granularity will determine the number of candlesticks to return.\n `count` may be specified if only one `(from or to)Time` is provided. \n [Default=500 if `None`, or only one of `fromTime` or `toTime`\n is set]. (Max 5000)\n \n `fromTime` : datetime.datetime | str | None = None\n The start of the time range to fetch candlesticks for. \n *Note* Must be RFC3339 format if string.\n \n `toTime` : datetime.datetime | str | None = None\n The end of the time range to fetch candlesticks for.\n *Note* Must be RFC3339 format if string\n \n `smooth` : bool = False\n A flag that controls whether the candlestick is \u201csmoothed\u201d or \n not. A smoothed candlestick uses the previous candles close \n price as its open price, while an un-smoothed candlestick uses \n the first price from its time range as its open price. \n [default=False]\n \n `includeFirst` : bool | None = None\n A flag that controls whether the candlestick that is covered by \n the from time should be included in the results. This flag \n enables clients to use the timestamp of the last completed \n candlestick received to poll for future candlesticks but avoid \n receiving the previous candlestick repeatedly. [default=True, \n when using 'fromTime' argument (even if left as `None`)]\n \n `dailyAlignment` : int | str = 17\n The hour of the day (in the specified timezone) to use for \n granularities that have daily alignments. This will be the\n time the daily \"Close\" will be calculated from. \n [default=17, minimum=0, maximum=23]\n\n `alignmentTimezone` : str = \"America/New_York\"\n The timezone to use for the dailyAlignment parameter. Candlesticks \n with daily alignment will be aligned to the dailyAlignment hour \n within the alignmentTimezone. Note that the returned times will \n still be represented in UTC. [default=America/New_York]\n \n List of \"TZ Identifiers\": https://en.wikipedia.org/wiki/List_of_tz_database_time_zones\n \n `weeklyAlignment` : str = \"Friday\"\n The day of the week used for granularities that have weekly \n alignment. This will be the day of week that the \"Close\" will be \n calculated from. [default=Friday]\n \"Monday\"\t: Monday\\n\n \"Tuesday\"\t: Tuesday\\n\n \"Wednesday\"\t: Wednesday\\n\n \"Thursday\"\t: Thursday\\n\n \"Friday\"\t: Friday\\n\n \"Saturday\"\t: Saturday\\n\n \"Sunday\"\t: Sunday\\n\n\n `units` : int | str = 1\n The number of units used to calculate the volume-weighted \n average bid and ask prices in the returned candles. [default=1]\n \n Returns\n -------\n `None`\n \n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.pricing.update_pricing()</b></summary>\n\n```python\nsession.pricing.update_pricing(instruments : list[str],\n since : datetime.datetime | str | None = None,\n includeHomeConversions : bool = True) -> None\n\n ''' \n \n Updates `session.pricing.pricing` attribute using provided argument filters.\n \n\n Parameters\n ----------\n `instruments` : list[str]\n List of Instruments to get pricing for. [required]\n Example: [\"EUR_USD\", \"JPY_USD\"]\n\n `since` : datetime.datetime | str | None = None\n Date/Time filter to apply to the response. Only prices and home \n conversions (if requested) that have changed since this time\n will be provided, and are filtered independently. `None` provides\n current prices and home conversions. [Default=None]\n *Note* Ensure RCF3339 formatted.\n \n `includeHomeConversions` : bool = True\n Flag that enables the inclusion of the homeConversions field in the \n returned response. An entry will be returned for each currency in \n the set of all base and quote currencies present in the requested \n instruments list. [default=True]\n\n \n Returns\n -------\n `None`\n\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.pricing.pretty_candles()</b></summary>\n\n```python\nsession.pricing.pretty_candles(spread : bool = False) -> pandas.DataFrame\n\n '''\n \n Returns copy of candles in `session.pricing.candles` as a \n `pandas.DataFrame`. No error checking is done prior to conversion - \n ensure `session.pricing.candles` have been successfully retrieved first \n by confirming `session.pricing.rcode` == 200. *Note*: \"o\", \"h\", \"l\", and\n \"c\" will be appended with a suffix to indicate quote type:\n\n \"<no suffix>\" : the average (\"mid\") of the bid-ask quotes (standard quote)\n \"_bid\" : the bid\n \"_ask\" : the ask\n \"_spread\" : the bid-ask spread (if requested)\n\n\n Parameters\n ----------\n `spread` : bool = False\n If set to `True` and both the bid and ask were requested in your \n `update_candles()` command, the spread will be appended to the\n returned DataFrame on your behalf. [default=False]\n\n Returns\n -------\n `pandas.DataFrame`\n Candles in `pandas.DataFrame` format.\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.pricing.start_stream()</b></summary>\n\n```python\nsession.pricing.start_stream(instruments : list[str],\n snapshot : bool = True,\n includeHomeConversions : bool = False,\n record : bool = False) -> None\n\n ''' \n \n Begins a stream to populate the `session.pricing.pricingStream` attribute.\n `session.pricing.pricingStream` will be continuously updated with any new\n prices without user intervention (but may remain empty when\n first run - this just means there haven't been any new pricing updates\n since the stream began). Overwrites any previous content stored in\n `session.pricing.pricingStream`.\n\n\n Parameters\n ----------\n `instruments` = list[str]\n List of Instruments to stream Prices for.\n Example: [\"EUR_USD\", \"JPY_USD\"]\n\n `snapshot` : bool = True\n Flag that enables/disables the sending of a pricing snapshot when \n initially connecting to the stream. Will provide most recent quote \n available, whether market is open or closed - if `False`, pricingStream\n will remain empty until Oanda server sends new quotes (this won't be\n until the next open if the stream is started while the market is closed).\n [default=True]\n \n `includeHomeConversions` : bool = False\n Flag that enables the inclusion of the homeConversions field in the \n returned response. An entry will be returned for each currency in \n the set of all base and quote currencies present in the requested \n instruments list. [default=False]\n \n `record` : bool = False\n (Flag) When set to True, the `pricingStream` will be a `list` of every\n stream entry since the stream is started (ie: records previous entries).\n When set to False, `pricingStream` will be a single entry `list`\n of the most recent dictionary received from the stream (ie: does not\n record previous entries). [Default=False]\n\n Returns\n -------\n `None`\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.pricing.stop_stream()</b></summary>\n\n```python\nsession.pricing.stop_stream() -> None\n\n ''' \n \n Stops `session.pricing.pricingStream`'s managing thread \n (`session.pricing._streamThread`). Prevents any new updates to \n `pricingStream` attribute. Ensure `session.streamMontior.doNotResusitate = 0`\n prior to running `self.stop_stream()`, otherwise the monitor\n will just immediately restart it.\n \n Parameters\n ----------\n None\n\n \n Returns\n -------\n `None`\n \n '''\n```\n</details>\n\n<p> </p>\n\n### <i>Session Monitors:</i>\n> View a order logs, view a error logs, configure streaming preferences.\n<details>\n <summary><b>session.errorMonitor</b></summary>\n\n```python\nsession.errorMonitor : object\n\n '''\n\n Monitors all of the above OANDA interface objects for client-server errors.\n\n '''\n\n```\n</details>\n\n<details>\n <summary><b>session.errorMonitor.logs</b></summary>\n\n```python\nsession.errorMonitor.logs : list[dict]\n\n '''\n\n A continuously updated list of client-server errors made since the \n session was started. *Note* If `logPath` is specified in \n `easyoanda.start_session()`, any pre-existing logs within the specified log \n file will be loaded into this variable prior to appending additional logs to it.\n\n Single Log Entry Format:\n {\n \"entryID\" : the log's serialized entry number (beginning at 0)\n \"datetime\" : the date/time the error was logged (UTC)\n \"originClass\" : the \"endpoint interface\" type (a class within `session` module)\n that received the error\n\n \"errorDetails\" : the error message details, with contents:\n {\n \"url\" : full url that the request was sent to\n \"headers\" : headers included in the request (Authorization token is \n stripped for security, check independently if this is the \n suspected issue)\n \"parameters\" : parameters included in the request\n \"payload\" : the request's json payload (`None` if \"GET\" request)\n \"code\" : the error status code - will be HTTP code or \"other\" (999)\n \"message\" : the error message received\n }\n }\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.orderMonitor</b></summary>\n\n```python\nsession.orderMonitor : object\n\n '''\n\n Monitors `session.orders`, `session.trades`, and `session.positions` \n interface objects for successful financial transactions.\n\n '''\n\n```\n</details>\n\n<details>\n <summary><b>session.orderMonitor.logs</b></summary>\n\n```python\nsession.orderMonitor.logs : list[dict]\n\n '''\n\n A continuously updated list of order confirmations made since the \n session was started. *Note* If `logPath` is specified on \n initialization, any pre-existing logs within the specified log file will \n be loaded into this variable prior to appending additional logs to it.\n\n Single Log Entry Format:\n {\n \"entryID\" : the log's serialized entry number (beginning at 0)\n \"datetime\" : the date/time the order was confirmed (UTC)\n \"originClass\" : the \"endpoint interface\" type (a class within `session` module)\n that sent the order\n \"confirmationDetails\" : Oanda's reponse to successfully receiving the order\n }\n \n '''\n```\n</details>\n\n<details>\n <summary><b>session.streamMonitor</b></summary>\n\n```python\nsession.streamMonitor : object\n\n '''\n\n Monitors `session.pricing.pricingStream` and `session.transitions.transitionStream`\n (if active) for their respective heartbeats, setting \"dead stream\" error \n messages and restarting streams as needed.\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.streamMonitor.deadOnArrival</b></summary>\n\n```python\nsession.streamMonitor.deadOnArrival : datetime.timedelta\n\n '''\n\n \"Dead On Arrival\" - number of seconds between heartbeats before a stream\n is considered dead. Oanda heartbeats are ~5s. Stream re-starts take ~2s.\n Allow at least ~7s (preferably more) if modifying this attribute. [Default=10]\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.streamMonitor.doNotResusitate</b></summary>\n\n```python\nsession.streamMonitor.doNotResusitate : int\n\n '''\n\n \"Do Not Resuscitate\" - number of times to attempt to restart a stream. \n Read `session.streamMonitor.resetTime` details prior to changing this\n variable in production-ready code. [Default=3]\n\n '''\n```\n</details>\n\n<details>\n <summary><b>session.streamMonitor.resetTime</b></summary>\n\n```python\nsession.streamMonitor.resetTime : datetime.timedelta\n\n '''\n\n Number of minutes before resetting `session.streamMonitor.doNotResusitate` \n counters back to zero for each endpoint. *Note* `doNotResusitate` is \n meant to give time for minor issues to resolve themselves (brief drops in \n WiFi service, ISP routing issues, etc.) - `resetTime` gives time for \n higher-level issues to be resolved (Example: the Oanda streaming server \n crashes, but is brought back up by their IT department within the \n hour). [Default=60]\n\n '''\n```\n</details>\n\n<p> </p>\n\n\n\n\n\n\n\n\n\n\n\n",
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