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v20.instrument.orderBook not implemented #29

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#30
Closed
v20.instrument.orderBook not implemented#29
#30

Description

@dcolley
dcolley
opened on Sep 28, 2018

http://developer.oanda.com/rest-live-v20/instrument-ep/ refers an orderBook action, but this is not available in v20

api = v20.Context(
    hostname=config["hostname"],
    port=config["port"],
    token=config["token"],
    datetime_format=config["datetime_format"]
)
params = {
    "time": "2018-09-28T12:00:00:00Z"
}
response = api.instrument.orderBook(instrument, **params)
orderBook = response.get("orderBook", 200)
print(orderBook)

I get this error:

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-47-355910ca7359> in <module>()
      3     "time": "2018-09-28T12:00:00:00Z"
      4 }
----> 5 response = api.instrument.orderBook(instrument, **params)
      6 orderBook = response.get("orderBook", 200)
      7 print(orderBook)

AttributeError: 'EntitySpec' object has no attribute 'orderBook'

Is this a bug?

Activity

  1. hootnot commented on Sep 28, 2018

    @hootnot
    hootnot
    on Sep 28, 2018

    I don't use this lib,, but sources contain OrderBook, so does it fail with a capital 'O' also ?

  2. dcolley commented on Sep 28, 2018

    @dcolley
    dcolley
    on Sep 28, 2018
    Author

    I tried that. OrderBook exists, but does not work as the REST API is documented.

  3. hootnot commented on Sep 28, 2018

    @hootnot
    hootnot
    on Sep 28, 2018

    You can use make use of oandapyV20 instead, it supports that. You can use v20 and oandapyV20 parallel, so for a quick hack you use only oandapyV20 for the orderbook info.

  4. dcolley commented on Sep 28, 2018

    @dcolley
    dcolley
    on Sep 28, 2018
    Author

    from command line:

    curl \
  --compressed \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <AUTHENTICATION TOKEN>" \
  "https://api-fxtrade.oanda.com/v3/instruments/USD_JPY/orderBook"

    returns:

    {"orderBook":{
"instrument":"USD_JPY","time":"2018-09-28T12:40:00Z","unixTime":"1538138400","price":"113.437","bucketWidth":"0.050",
"buckets":[
  {"price":"0.000","longCountPercent":"0.0071","shortCountPercent":"0.0000"},
  {"price":"0.100","longCountPercent":"0.0214","shortCountPercent":"0.0214"},
  {"price":"0.150","longCountPercent":"0.0071","shortCountPercent":"0.0285"},
  {"price":"0.200","longCountPercent":"0.0000","shortCountPercent":"0.0071"},
  {"price":"0.300","longCountPercent":"0.0000","shortCountPercent":"0.0142"},
  {"price":"0.400","longCountPercent":"0.0000","shortCountPercent":"0.0071"},
  {"price":"0.500","longCountPercent":"0.0071","shortCountPercent":"0.0071"},
  {"price":"0.600","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"0.700","longCountPercent":"0.0214","shortCountPercent":"0.0071"},
  {"price":"0.800","longCountPercent":"0.0000","shortCountPercent":"0.0071"},
  {"price":"0.850","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"0.900","longCountPercent":"0.0000","shortCountPercent":"0.0142"}, 
  {"price":"0.950","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"1.000","longCountPercent":"0.1638","shortCountPercent":"0.0783"}, 
  {"price":"1.050","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"1.100","longCountPercent":"0.0071","shortCountPercent":"0.0142"}, 
  {"price":"1.150","longCountPercent":"0.0071","shortCountPercent":"0.0000"}, 
  {"price":"1.200","longCountPercent":"0.0142","shortCountPercent":"0.0071"}, 
  {"price":"1.300","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"1.400","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"1.500","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"1.600","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"1.700","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"1.750","longCountPercent":"0.0142","shortCountPercent":"0.0000"}, 
  {"price":"1.800","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"1.900","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"2.000","longCountPercent":"0.0000","shortCountPercent":"0.0214"}, 
  {"price":"2.100","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"2.200","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"2.300","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"2.400","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"2.500","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"2.600","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"2.700","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"2.800","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"2.900","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"3.000","longCountPercent":"0.0000","shortCountPercent":"0.0142"}, 
  {"price":"3.100","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"3.200","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"3.300","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"3.400","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"3.500","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"3.600","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"3.700","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"3.800","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"3.900","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"4.000","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"4.100","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"4.200","longCountPercent":"0.0000","shortCountPercent":"0.0071"}, 
  {"price":"4.300","longCountPercent":"0.0000","shortCountPercent":"0.0071"}
}```

  5. dmpettyp commented on Sep 28, 2018

    @dmpettyp
    dmpettyp
    on Sep 28, 2018

    It looks like the enpoint that is used to fetch the orderbooks wasn't set up correctly to have an API call auto-generated for it. I'll get that added and published shortly. The API call will indeed be "api.instrument.orderBook()" as you had predicted.

  6. dmpettyp commented on Sep 28, 2018

    @dmpettyp
    dmpettyp
    on Sep 28, 2018

    actually, since it's python, the API call will be order_book()

  7. dcolley commented on Sep 28, 2018

    @dcolley
    dcolley
    on Sep 28, 2018
    Author

    @dmpettyp the code is littered with camelCase... hence I was following that convention. I have a PR that solves the problem for me - should I submit it?

  8. dcolley commented on Sep 28, 2018

    @dcolley
    dcolley
    on Sep 28, 2018
    Author

    PR #30 created

  9. dmpettyp commented on Sep 28, 2018

    @dmpettyp
    dmpettyp
    on Sep 28, 2018

    Hmm, while there is camel case in the code, I believe that it mostly is used to access data from the JSON responses, which is all camel case. I think that most of the python variables and function names use snake case.

    Thanks for the PR, however all of the code in the library is auto-generated and we're not set-up to merge code into the library. You should be able to find the order_book() call is in the latest build.

    https://github.com/oanda/v20-python/blob/master/src/v20/instrument.py#L932

  10. dcolley commented on Sep 28, 2018

    @dcolley
    dcolley
    on Sep 28, 2018
    Author

    Sweet! 👍

  11. dcolley
    closed this as completedon Sep 28, 2018

  12. dcolley commented on Sep 28, 2018

    @dcolley
    dcolley
    on Sep 28, 2018
    Author

    PS: you should also do this for position_book()

  13. dmpettyp commented on Sep 28, 2018

    @dmpettyp
    dmpettyp
    on Sep 28, 2018

    scroll!

    https://github.com/oanda/v20-python/blob/master/src/v20/instrument.py#L1038

  14. asasa293 commented on Jan 22, 2023

    @asasa293
    asasa293
    on Jan 22, 2023

    Can someone explain to me please, what does shortCountPercent and longCountPercent mean? how can I interpret this information?

  15. cadwallader commented on Jan 22, 2023

    @cadwallader
    cadwallader
    on Jan 22, 2023 via email
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