发布OANDA REST API的Python封装vn.oanda

vn.oanda/README.md

@@ -0,0 +1,38 @@
+# vn.oanda
+
+### 简介
+OANDA外汇交易接口，基于REST API开发，实现了以下功能：
+
+1. 发送、修改、撤销委托
+
+2. 查询委托、持仓（按照每笔成交算）、汇总持仓（按照单一货币对算）、资金、成交历史
+
+3. 实时行情和成交推送
+
+4. 获取Forex Lab中的日历、订单簿、历史持仓比、价差、交易商持仓、Autochartist
+
+### 特点
+相比较于[OANDA官网](http://developer.oanda.com/rest-live/sample-code/)上贴出的一些Python API（如pyoanda、oanda-trading-environment等），vn.oanda的一些不同：
+
+1. 面向对象的API设计，接近CTP API的结构，对于国内用户而言更容易上手
+
+2. 三个独立的工作线程，分别处理：用户请求（如发送委托等）、行情推送、事件推送（如成交事件等），提供更高的性能
+
+3. 参考CTP API的设计，主动函数调用的结果通过异步（回调函数）的方式推送到程序中，适用于开发真正可靠的实盘交易程序（pyoanda里使用的同步阻塞工作模式在实盘应用中的风险：想象你的交易程序发送委托请求后，因为网络问题不能立即返回，因此主线程阻塞导致界面卡死或者背后的策略引擎线程卡死，对新的行情事件完全失去响应）
+
+### Quick Start
+1. 安装Anaconda 2.7 32位
+
+2. 前往[OANDA](http://www.oanda.com)注册一个fxTrade practice测试账户（注意国家不要选中国，会无法申请API token，作者测试英国可以）
+
+3. 在网站登陆后，进入Manage Funds，记录下自己的Account Number
+
+4. 回到上一个界面，左侧有个Manage API Access（在Recent Logins上方，没有的就是第一步国家选错了），进入后生成token
+
+5. 下载vn.oanda到本地后，打开test.py，修改token和accountId为你的信息
+
+6. 将test.py中想要测试的功能取消注释，开始使用吧！
+
+### API版本
+OANDA REST API
+

vn.oanda/api.py

@@ -0,0 +1,609 @@
+# encoding: utf-8
+
+import json
+import requests
+from Queue import Queue, Empty
+from threading import Thread
+
+
+API_SETTING = {}
+API_SETTING['practice'] = {'rest': 'https://api-fxpractice.oanda.com',
+                           'stream': 'https://stream-fxpractice.oanda.com'}
+API_SETTING['trade'] = {'rest': 'https://api-fxpractice.oanda.com',
+                        'stream': 'https://stream-fxtrade.oanda.com/'}
+
+
+FUNCTIONCODE_GETINSTRUMENTS = 0
+FUNCTIONCODE_GETPRICES = 1
+FUNCTIONCODE_GETPRICEHISTORY = 2
+FUNCTIONCODE_GETACCOUNTS = 3
+FUNCTIONCODE_GETACCOUNTINFO = 4
+FUNCTIONCODE_GETORDERS = 5
+FUNCTIONCODE_SENDORDER = 6
+FUNCTIONCODE_GETORDERINFO = 7
+FUNCTIONCODE_MODIFYORDER = 8
+FUNCTIONCODE_CANCELORDER = 9
+FUNCTIONCODE_GETTRADES = 10
+FUNCTIONCODE_GETTRADEINFO = 11
+FUNCTIONCODE_MODIFYTRADE= 12
+FUNCTIONCODE_CLOSETRADE = 13
+FUNCTIONCODE_GETPOSITIONS = 14
+FUNCTIONCODE_GETPOSITIONINFO= 15
+FUNCTIONCODE_CLOSEPOSITION = 16
+FUNCTIONCODE_GETTRANSACTIONS = 17
+FUNCTIONCODE_GETTRANSACTIONINFO = 18
+FUNCTIONCODE_GETACCOUNTHISTORY = 19
+FUNCTIONCODE_GETCALENDAR = 20
+FUNCTIONCODE_GETPOSITIONRATIOS = 21
+FUNCTIONCODE_GETSPREADS = 22
+FUNCTIONCODE_GETCOMMIMENTS = 23
+FUNCTIONCODE_GETORDERBOOK = 24
+FUNCTIONCODE_GETAUTOCHARTIST = 25
+FUNCTIONCODE_STREAMPRICES = 26
+FUNCTIONCODE_STREAMEVENTS = 27
+
+
+########################################################################
+class OandaApi(object):
+    """"""
+    DEBUG = False
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        self.token = ''
+        self.accountId = ''
+        self.headers = {}
+        self.restDomain = ''
+        self.streamDomain = ''
+        self.session = None
+        
+        self.functionSetting = {}
+        
+        self.active = False         # API的工作状态
+        
+        self.reqID = 0              # 请求编号
+        self.reqQueue = Queue()     # 请求队列
+        self.reqThread = Thread(target=self.processQueue)   # 请求处理线程
+        
+        self.streamPricesThread = Thread(target=self.processStreamPrices)   # 实时行情线程
+        self.streamEventsThread = Thread(target=self.processStreamEvents)   # 实时事件线程（成交等）
+        
+    #----------------------------------------------------------------------
+    def init(self, settingName, token, accountId):
+        """初始化接口"""
+        self.restDomain = API_SETTING[settingName]['rest']
+        self.streamDomain = API_SETTING[settingName]['stream']
+        self.session = requests.Session()
+        
+        self.token = token
+        self.accountId = accountId
+        
+        self.headers['Authorization'] = 'Bearer ' + self.token
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETINSTRUMENTS, {'path': '/v1/instruments',
+                                                          'method': 'GET'})
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETPRICES, {'path': '/v1/prices',
+                                                          'method': 'GET'})        
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETPRICEHISTORY, {'path': 'v1/candles',
+                                                                'method': 'GET'})
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETACCOUNTS, {'path': '/v1/accounts',
+                                                          'method': 'GET'})  
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETACCOUNTINFO, {'path': '/v1/accounts/%s' %self.accountId,
+                                                          'method': 'GET'})    
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETORDERS, {'path': '/v1/accounts/%s/orders' %self.accountId,
+                                                          'method': 'GET'})        
+        
+        self.initFunctionSetting(FUNCTIONCODE_SENDORDER, {'path': '/v1/accounts/%s/orders' %self.accountId,
+                                                          'method': 'POST'})     
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETORDERINFO, {'path': '/v1/accounts/%s/orders' %self.accountId,
+                                                          'method': 'GET'})     
+        
+        self.initFunctionSetting(FUNCTIONCODE_MODIFYORDER, {'path': '/v1/accounts/%s/orders' %self.accountId,
+                                                          'method': 'PATCH'})    
+        
+        self.initFunctionSetting(FUNCTIONCODE_CANCELORDER, {'path': '/v1/accounts/%s/orders' %self.accountId,
+                                                          'method': 'DELETE'})             
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETTRADES, {'path': '/v1/accounts/%s/trades' %self.accountId,
+                                                          'method': 'GET'})        
+
+        self.initFunctionSetting(FUNCTIONCODE_GETTRADEINFO, {'path': '/v1/accounts/%s/trades' %self.accountId,
+                                                             'method': 'GET'})     
+        
+        self.initFunctionSetting(FUNCTIONCODE_MODIFYTRADE, {'path': '/v1/accounts/%s/trades' %self.accountId,
+                                                            'method': 'PATCH'})    
+        
+        self.initFunctionSetting(FUNCTIONCODE_CLOSETRADE, {'path': '/v1/accounts/%s/trades' %self.accountId,
+                                                           'method': 'DELETE'})     
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETPOSITIONS, {'path': '/v1/accounts/%s/positions' %self.accountId,
+                                                             'method': 'GET'})     
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETPOSITIONINFO, {'path': '/v1/accounts/%s/positions' %self.accountId,
+                                                                'method': 'GET'})    
+        
+        self.initFunctionSetting(FUNCTIONCODE_CLOSEPOSITION, {'path': '/v1/accounts/%s/positions' %self.accountId,
+                                                              'method': 'DELETE'})            
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETTRANSACTIONS, {'path': '/v1/accounts/%s/transactions' %self.accountId,
+                                                                'method': 'GET'})    
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETTRANSACTIONINFO, {'path': '/v1/accounts/%s/transactions' %self.accountId,
+                                                                   'method': 'GET'})    
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETACCOUNTHISTORY, {'path': '/v1/accounts/%s/alltransactions' %self.accountId,
+                                                                  'method': 'GET'})     
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETCALENDAR, {'path': '/labs/v1/calendar',
+                                                            'method': 'GET'})           
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETPOSITIONRATIOS, {'path': '/labs/v1/historical_position_ratios',
+                                                                  'method': 'GET'})    
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETSPREADS, {'path': '/labs/v1/spreads',
+                                                           'method': 'GET'})    
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETCOMMIMENTS, {'path': '/labs/v1/commitments',
+                                                              'method': 'GET'})    
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETORDERBOOK, {'path': '/labs/v1/orderbook_data',
+                                                             'method': 'GET'})    
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETAUTOCHARTIST, {'path': '/labs/v1/autochartist',
+                                                                'method': 'GET'})  
+        
+        self.initFunctionSetting(FUNCTIONCODE_GETAUTOCHARTIST, {'path': '/labs/v1/autochartist',
+                                                                'method': 'GET'})  
+        
+        self.initFunctionSetting(FUNCTIONCODE_STREAMPRICES, {'path': '/v1/prices',
+                                                             'method': 'GET'})  
+        
+        self.initFunctionSetting(FUNCTIONCODE_STREAMEVENTS, {'path': '/v1/events',
+                                                             'method': 'GET'})          
+        
+        
+        self.active = True
+        self.reqThread.start()
+        self.streamEventsThread.start()
+        self.streamPricesThread.start()
+        
+    #----------------------------------------------------------------------
+    def exit(self):
+        """退出接口"""
+        self.active = False
+        self.reqThread.join()
+        
+    #----------------------------------------------------------------------
+    def initFunctionSetting(self, code, setting):
+        """初始化API功能字典"""
+        self.functionSetting[code] = setting
+        
+    #----------------------------------------------------------------------
+    def processRequest(self, req):
+        """发送请求并通过回调函数推送数据结果"""
+        url = req['url']
+        method = req['method']
+        params = req['params']
+        
+        stream = False
+        if 'stream' in req:
+            stream = req['stream']
+
+        if method in ['GET', 'DELETE']:
+            myreq = requests.Request(method, url, headers=self.headers, params=params)
+        elif method in ['POST', 'PATCH']:
+            myreq = requests.Request(method, url, headers=self.headers, data=params)
+        pre = myreq.prepare()
+
+        r = None
+        error = None
+        
+        try:
+            r = self.session.send(pre, stream=stream)
+        except Exception, e:
+            error = e
+
+        return r, error
+    
+    #----------------------------------------------------------------------
+    def processQueue(self):
+        """处理请求队列中的请求"""
+        while self.active:
+            try:
+                req = self.reqQueue.get(block=True, timeout=1)  # 获取请求的阻塞为一秒
+                callback = req['callback']
+                reqID = req['reqID']
+                
+                r, error = self.processRequest(req)
+                
+                if r:
+                    try:
+                        data = r.json()
+                        if self.DEBUG:
+                            print callback.__name__                        
+                        callback(data, reqID)    
+                    except Exception, e:                  
+                        self.onError(error)                      
+                else:                
+                    self.onError(error)
+            except Empty:
+                pass
+            
+    #----------------------------------------------------------------------
+    def sendRequest(self, code, params, callback, optional=''):
+        """发送请求"""
+        setting = self.functionSetting[code]
+        
+        url = self.restDomain + setting['path']
+        if optional:
+            url = url + '/' + optional
+            
+        self.reqID += 1
+            
+        req = {'url': url,
+               'method': setting['method'],
+               'params': params,
+               'callback': callback,
+               'reqID': self.reqID}
+        self.reqQueue.put(req)
+        
+        return self.reqID
+    
+    #----------------------------------------------------------------------
+    def onError(self, error, reqID):
+        """错误信息回调"""
+        print error, reqID
+            
+    #----------------------------------------------------------------------
+    def getInstruments(self, params):
+        """查询可交易的合约列表"""
+        return self.sendRequest(FUNCTIONCODE_GETINSTRUMENTS, params, self.onGetInstruments)
+        
+    #----------------------------------------------------------------------
+    def onGetInstruments(self, data, reqID):
+        """回调函数"""
+        print data, reqID
+        
+    #----------------------------------------------------------------------
+    def getPrices(self, params):
+        """查询价格"""
+        return self.sendRequest(FUNCTIONCODE_GETPRICES, params, self.onGetPrices)
+        
+    #----------------------------------------------------------------------
+    def onGetPrices(self, data, reqID):
+        """回调函数"""
+        print data, reqID
+        
+    #----------------------------------------------------------------------
+    def getPriceHisory(self, params):
+        """查询历史价格数据"""
+        return self.sendRequest(FUNCTIONCODE_GETPRICEHISTORY, params, self.onGetPriceHistory)
+        
+    #----------------------------------------------------------------------
+    def onGetPriceHistory(self, data, reqID):
+        """回调函数"""
+        print data, reqID    
+        
+    #----------------------------------------------------------------------
+    def getAccounts(self):
+        """查询用户的所有账户"""
+        return self.sendRequest(FUNCTIONCODE_GETACCOUNTS, {}, self.onGetAccounts)
+    
+    #----------------------------------------------------------------------
+    def onGetAccounts(self, data, reqID):
+        """回调函数"""
+        print data, reqID   
+        
+    #----------------------------------------------------------------------
+    def getAccountInfo(self):
+        """查询账户数据"""
+        return self.sendRequest(FUNCTIONCODE_GETACCOUNTINFO, {}, self.onGetAccountInfo)
+    
+    #----------------------------------------------------------------------
+    def onGetAccountInfo(self, data, reqID):
+        """回调函数"""
+        print data, reqID   
+        
+    #----------------------------------------------------------------------
+    def getOrders(self, params):
+        """查询所有委托"""
+        return self.sendRequest(FUNCTIONCODE_GETORDERS, params, self.onGetOrders)
+    
+    #----------------------------------------------------------------------
+    def onGetOrders(self, data, reqID):
+        """回调函数"""
+        print data, reqID     
+
+    #----------------------------------------------------------------------
+    def sendOrder(self, params):
+        """发送委托"""
+        return self.sendRequest(FUNCTIONCODE_SENDORDER, params, self.onSendOrder)
+    
+    #----------------------------------------------------------------------
+    def onSendOrder(self, data, reqID):
+        """回调函数"""
+        print data, reqID         
+    
+    #----------------------------------------------------------------------
+    def getOrderInfo(self, optional):
+        """查询委托信息"""
+        return self.sendRequest(FUNCTIONCODE_GETORDERINFO, {}, self.onGetOrderInfo, optional)
+    
+    #----------------------------------------------------------------------
+    def onGetOrderInfo(self, data, reqID):
+        """回调函数"""
+        print data, reqID     
+        
+    #----------------------------------------------------------------------
+    def modifyOrder(self, params, optional):
+        """修改委托"""
+        return self.sendRequest(FUNCTIONCODE_MODIFYORDER, params, self.onModifyOrder, optional)
+    
+    #----------------------------------------------------------------------
+    def onModifyOrder(self, data, reqID):
+        """回调函数"""
+        print data, reqID      
+    
+    #----------------------------------------------------------------------
+    def cancelOrder(self, optional):
+        """查询委托信息"""
+        return self.sendRequest(FUNCTIONCODE_CANCELORDER, {}, self.onCancelOrder, optional)
+    
+    #----------------------------------------------------------------------
+    def onCancelOrder(self, data, reqID):
+        """回调函数"""
+        print data, reqID     
+    
+    #----------------------------------------------------------------------
+    def getTrades(self, params):
+        """查询所有仓位"""
+        return self.sendRequest(FUNCTIONCODE_GETTRADES, params, self.onGetTrades)
+    
+    #----------------------------------------------------------------------
+    def onGetTrades(self, data, reqID):
+        """回调函数"""
+        print data, reqID     
+    
+    #----------------------------------------------------------------------
+    def getTradeInfo(self, optional):
+        """查询仓位信息"""
+        return self.sendRequest(FUNCTIONCODE_GETTRADEINFO, {}, self.onGetTradeInfo, optional)
+    
+    #----------------------------------------------------------------------
+    def onGetTradeInfo(self, data, reqID):
+        """回调函数"""
+        print data, reqID     
+        
+    #----------------------------------------------------------------------
+    def modifyTrade(self, params, optional):
+        """修改仓位"""
+        return self.sendRequest(FUNCTIONCODE_MODIFYTRADE, params, self.onModifyTrade, optional)
+    
+    #----------------------------------------------------------------------
+    def onModifyTrade(self, data, reqID):
+        """回调函数"""
+        print data, reqID      
+    
+    #----------------------------------------------------------------------
+    def closeTrade(self, optional):
+        """平仓"""
+        return self.sendRequest(FUNCTIONCODE_CLOSETRADE, {}, self.onCloseTrade, optional)
+    
+    #----------------------------------------------------------------------
+    def onCloseTrade(self, data, reqID):
+        """回调函数"""
+        print data, reqID         
+
+    #----------------------------------------------------------------------
+    def getPositions(self):
+        """查询所有汇总仓位"""
+        return self.sendRequest(FUNCTIONCODE_GETPOSITIONS, {}, self.onGetPositions)
+    
+    #----------------------------------------------------------------------
+    def onGetPositions(self, data, reqID):
+        """回调函数"""
+        print data, reqID  
+        
+    #----------------------------------------------------------------------
+    def getPositionInfo(self, optional):
+        """查询汇总仓位信息"""
+        return self.sendRequest(FUNCTIONCODE_GETPOSITIONINFO, {}, self.onGetPositionInfo, optional)
+    
+    #----------------------------------------------------------------------
+    def onGetPositionInfo(self, data, reqID):
+        """回调函数"""
+        print data, reqID         
+
+    #----------------------------------------------------------------------
+    def closePosition(self, optional):
+        """平仓汇总仓位信息"""
+        return self.sendRequest(FUNCTIONCODE_CLOSEPOSITION, {}, self.onClosePosition, optional)
+    
+    #----------------------------------------------------------------------
+    def onClosePosition(self, data, reqID):
+        """回调函数"""
+        print data, reqID      
+    
+    
+    #----------------------------------------------------------------------
+    def getTransactions(self, params):
+        """查询所有资金变动"""
+        return self.sendRequest(FUNCTIONCODE_GETTRANSACTIONS, params, self.onGetTransactions)
+    
+    #----------------------------------------------------------------------
+    def onGetTransactions(self, data, reqID):
+        """回调函数"""
+        print data, reqID  
+        
+    #----------------------------------------------------------------------
+    def getTransactionInfo(self, optional):
+        """查询资金变动信息"""
+        return self.sendRequest(FUNCTIONCODE_GETTRANSACTIONINFO, {}, self.onGetTransactionInfo, optional)
+    
+    #----------------------------------------------------------------------
+    def onGetTransactionInfo(self, data, reqID):
+        """回调函数"""
+        print data, reqID   
+        
+    #----------------------------------------------------------------------
+    def getAccountHistory(self):
+        """查询账户资金变动历史"""
+        return self.sendRequest(FUNCTIONCODE_GETACCOUNTHISTORY, {}, self.onGetAccountHistory)
+    
+    #----------------------------------------------------------------------
+    def onGetAccountHistory(self, data, reqID):
+        """回调函数"""
+        print data, reqID      
+    
+    #----------------------------------------------------------------------
+    def getCalendar(self, params):
+        """查询日历"""
+        return self.sendRequest(FUNCTIONCODE_GETCALENDAR, params, self.onGetCalendar)
+    
+    #----------------------------------------------------------------------
+    def onGetCalendar(self, data, reqID):
+        """回调函数"""
+        print data, reqID       
+        
+    #----------------------------------------------------------------------
+    def getPositionRatios(self, params):
+        """查询持仓比例"""
+        return self.sendRequest(FUNCTIONCODE_GETPOSITIONRATIOS, params, self.onGetPositionRatios)
+    
+    #----------------------------------------------------------------------
+    def onGetPositionRatios(self, data, reqID):
+        """回调函数"""
+        print data, reqID  
+        
+    #----------------------------------------------------------------------
+    def getSpreads(self, params):
+        """查询所有仓位"""
+        return self.sendRequest(FUNCTIONCODE_GETSPREADS, params, self.onGetSpreads)
+    
+    #----------------------------------------------------------------------
+    def onGetSpreads(self, data, reqID):
+        """回调函数"""
+        print data, reqID       
+        
+    #----------------------------------------------------------------------
+    def getCommitments(self, params):
+        """查询交易商持仓情况"""
+        return self.sendRequest(FUNCTIONCODE_GETCOMMIMENTS, params, self.onGetCommitments)
+    
+    #----------------------------------------------------------------------
+    def onGetCommitments(self, data, reqID):
+        """回调函数"""
+        print data, reqID       
+    
+    #----------------------------------------------------------------------
+    def getOrderbook(self, params):
+        """查询订单簿"""
+        return self.sendRequest(FUNCTIONCODE_GETORDERBOOK, params, self.onGetOrderbook)
+    
+    #----------------------------------------------------------------------
+    def onGetOrderbook(self, data, reqID):
+        """回调函数"""
+        print data, reqID       
+        
+    #----------------------------------------------------------------------
+    def getAutochartist(self, params):
+        """查询Autochartist识别的模式"""
+        return self.sendRequest(FUNCTIONCODE_GETAUTOCHARTIST, params, self.onGetAutochartist)
+    
+    #----------------------------------------------------------------------
+    def onGetAutochartist(self, data, reqID):
+        """回调函数"""
+        print data, reqID   
+        
+    #----------------------------------------------------------------------
+    def onPrice(self, data):
+        """行情推送"""
+        print data
+        
+    #----------------------------------------------------------------------
+    def onEvent(self, data):
+        """事件推送（成交等）"""
+        print data
+        
+    #----------------------------------------------------------------------
+    def processStreamPrices(self):
+        """获取价格推送"""
+        # 首先获取所有合约的代码
+        setting = self.functionSetting[FUNCTIONCODE_GETINSTRUMENTS]
+        req = {'url': self.restDomain + setting['path'],
+               'method': setting['method'],
+               'params': {'accountId': self.accountId}}
+        r, error = self.processRequest(req)
+        if r:
+            try:
+                data = r.json()
+                symbols = [d['instrument'] for d in data['instruments']]   
+            except Exception, e:
+                self.onError(e, -1)
+                return
+        else:
+            self.onError(error, -1)
+            return
+
+        # 然后订阅所有的合约行情
+        setting = self.functionSetting[FUNCTIONCODE_STREAMPRICES]
+        params = {'accountId': self.accountId,
+                  'instruments': ','.join(symbols)}
+        req = {'url': self.streamDomain + setting['path'],
+               'method': setting['method'],
+               'params': params,
+               'stream': True}      
+        r, error = self.processRequest(req)
+        
+        if r:
+            for line in r.iter_lines():
+                if line:
+                    try:
+                        msg = json.loads(line)
+                        
+                        if self.DEBUG:
+                            print self.onPrice.__name__
+                            
+                        self.onPrice(msg)
+                    except Exception, e:
+                        self.onError(e, -1)
+                
+                if not self.active:
+                    break
+        else:
+            self.onError(error, -1)
+    
+    #----------------------------------------------------------------------
+    def processStreamEvents(self):
+        """获取事件推送"""
+        setting = self.functionSetting[FUNCTIONCODE_STREAMEVENTS]
+        req = {'url': self.streamDomain + setting['path'],
+               'method': setting['method'],
+               'params': {},
+               'stream': True}
+        r, error = self.processRequest(req)
+        if r:
+            
+            for line in r.iter_lines():
+                if line:
+                    try:
+                        msg = json.loads(line)
+                        
+                        if self.DEBUG:
+                            print self.onEvent.__name__
+                            
+                        self.onEvent(msg)
+                    except Exception, e:
+                        self.onError(e, -1)
+                
+                if not self.active:
+                    break
+        else:
+            self.onError(error, -1)

vn.oanda/test.py

@@ -0,0 +1,105 @@
+# encoding: utf-8
+
+from api import OandaApi
+
+    
+if __name__ == '__main__':
+    token = ''
+    accountId = ''
+    
+    api = OandaApi()
+    api.DEBUG = True
+    
+    api.init('practice', token, accountId)
+    
+    # 获取交易合约列表，通过
+    #api.getInstruments({'accountId': accountId})
+    
+    # 获取价格，通过
+    #api.getPrices({'instruments': 'EUR_USD'})
+    
+    # 获取历史数据，失败
+    #api.getPriceHisory({'instruments': 'EUR_USD',
+                        #'granularity': 'D',
+                        #'candleFormat': 'midpoint',
+                        #'count': '50'})
+    
+    # 查询用户的所有账户，通过
+    #api.getAccounts()
+    
+    # 查询账户信息，通过
+    #api.getAccountInfo()
+    
+    # 查询委托数据，通过
+    #api.getOrders({})
+    
+    # 发送委托，通过
+    #api.sendOrder({'instrument': 'EUR_USD',
+                   #'units': '10000',
+                   #'side': 'buy',
+                   #'type': 'market'})
+    
+    # 查询委托数据，通过
+    #api.getOrderInfo('123')
+    
+    # 修改委托，通过
+    #api.modifyOrder({'units': '10000',
+                   #'side': 'buy',
+                   #'type': 'market'}, '123')    
+    
+    # 撤销委托，通过
+    #api.cancelOrder('123')
+    
+    # 查询所有持仓，通过
+    #api.getTrades({})
+    
+    # 查询持仓数据，通过
+    #api.getTradeInfo('10125150909')
+    
+    # 修改持仓，通过
+    #api.modifyTrade({'trailingStop': '150'}, '10125150909')    
+    
+    # 平仓，通过
+    #api.closeTrade('10125150909')   
+    
+    # 查询汇总持仓，通过
+    #api.getPositions()
+    
+    # 查询汇总持仓细节，通过
+    #api.getPositionInfo('EUR_USD')
+    
+    # 平仓汇总持仓，通过
+    #api.closePosition('EUR_USD')
+    
+    # 查询账户资金变动，通过
+    #api.getTransactions({})
+    
+    # 查询资金变动信息，通过
+    #api.getTransactionInfo('10135713982')
+    
+    # 查询账户变动历史，部分通过，某些情况下可能触发JSONDecodeError
+    #api.getAccountHistory()
+    
+    # 查询财经日历，通过
+    #api.getCalendar({'period': '604800'})
+    
+    # 查询历史持仓比，通过
+    #api.getPositionRatios({'instrument': 'EUR_USD',
+                           #'period': '604800'})
+    
+    # 查询历史价差，通过
+    #api.getSpreads({'instrument': 'EUR_USD',
+                    #'period': '604800'})
+    
+    # 查询交易商持仓，通过
+    #api.getCommitments({'instrument': 'EUR_USD'})
+    
+    # 查询订单簿，通过
+    #api.getOrderbook({'instrument': 'EUR_USD',
+                      #'period': '604800'})
+    
+    # 查询Autochartist，失败，OANDA服务器报错
+    #api.getAutochartist({'instrument': 'EUR_USD'})
+    
+    # 阻塞
+    input()