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Python REST API

After cloning this repository:

For a quick demo:

  1. Install python
  2. Run: pip install -r requirements.txt
  3. Within the fxcm_rest.json file:
    • Set log path via the logpath field
    • Set debugLevel if desired
    • Set subscription lists if desired
  4. In the fxcm_rest_client_sample.py file:
    • Set your token and environment (demo/real)

For a Notebook demo:

  1. Install Python
  2. Run: pip install jupyter < if you don't have jupyter installed already>
  3. Run: pip install -r requirements.txt
  4. In this directory run: jupyter notebook
  5. Start the RestApiNotebook.ipynb.

Details

This API exposes the methods of the REST API as a class, dealing with all of the common tasks involved with setting up connections and wiring callback listeners for you. In addition to that there are a few convenience methods. A quick example is as follows;

import fxcm_rest_api_token
import time
trader = fxcm_rest_api_token.Trader('YOURTOKEN', 'prod')
trader.login()

#### Open Market Order
# query account details and use the first account found
accounts = trader.get_model("Account")
account_id = accounts['accounts'][0]['accountId']
# Open 10 lots on USD/JPY for the first account_id found.
response = trader.open_trade(account_id, "USD/JPY", True, 10)
if response['status']:
# close all USD/JPY trades.
  response = trader.close_all_for_symbol("USD/JPY")

#### Historical Data request
basic = trader.candles("USD/JPY", "m1", 5)
print(basic)
date_fmt = trader.candles("USD/JPY", "m1", 5, dt_fmt="%Y/%m/%d %H:%M:%S")
print(date_fmt)
date_fmt_headers = trader.candles_as_dict("USD/JPY", "m1", 3, dt_fmt="%Y/%m/%d %H:%M:%S")
print(date_fmt_headers)
##### Price subscriptions
subscription_result = trader.subscribe_symbol("USD/JPY")

# Define alternative price update handler and supply that.
def pupdate(msg):
    print("Price update: ", msg)
subscription_result = trader.subscribe_symbol("USD/JPY", pupdate)
counter = 1
while counter < 60:
    time.sleep(1)
    counter += 1

(All calls to candles allow either instrument name, or offerId. They also allow the From and To to be specified as timestamp or a date/time format that will be interpreted ("2017/08/01 10:00", "Aug 1, 2017 10:00", etc.). In addition to instrument_id, response, period_id and candles, a 'headers' field (not documented in the API notes) is returned, representing the candle fields.)

basic

for item in basic['candles']: 
    print item

[1503694500, 109.317, 109.336, 109.336, 109.314, 109.346, 109.366, 109.373, 109.344, 72]
[1503694560, 109.336, 109.321, 109.337, 109.317, 109.366, 109.359, 109.366, 109.354, 83]
[1503694620, 109.321, 109.326, 109.326, 109.316, 109.359, 109.358, 109.362, 109.357, 28]

date_fmt

for item in date_fmt['candles']:
    print item

[1503694500, 109.317, 109.336, 109.336, 109.314, 109.346, 109.366, 109.373, 109.344, 72, '2017/08/26 05:55:00']
[1503694560, 109.336, 109.321, 109.337, 109.317, 109.366, 109.359, 109.366, 109.354, 83, '2017/08/26 05:56:00']
[1503694620, 109.321, 109.326, 109.326, 109.316, 109.359, 109.358, 109.362, 109.357, 28, '2017/08/26 05:57:00']

date_fmt_headers

for item in date_fmt_headers['candles']: 
    print item

Headers(timestamp=1503694620, bidopen=109.321, bidclose=109.326, bidhigh=109.326, bidlow=109.316, askopen=109.359, askclose=109.358, askhigh=109.362, asklow=109.357, tickqty=28, datestring='2017/08/26 05:57:00')
Headers(timestamp=1503694680, bidopen=109.326, bidclose=109.312, bidhigh=109.326, bidlow=109.31, askopen=109.358, askclose=109.374, askhigh=109.376, asklow=109.358, tickqty=42, datestring='2017/08/26 05:58:00')
Headers(timestamp=1503694740, bidopen=109.312, bidclose=109.312, bidhigh=109.312, bidlow=109.31, askopen=109.374, askclose=109.374, askhigh=109.374, asklow=109.372, tickqty=4, datestring='2017/08/26 05:59:00')

for item in date_fmt_headers['candles']: 
    print "%s: Ask Close [%s], High Bid [%s] " % (item.datestring, item.askclose, item.bidhigh)

2017/08/26 05:57:00: Ask Close [109.358], High Bid [109.326]
2017/08/26 05:58:00: Ask Close [109.374], High Bid [109.326]
2017/08/26 05:59:00: Ask Close [109.374], High Bid [109.312]

subscribe_symbol - default

{u'Updated': 1504167080, u'Rates': [110.467, 110.488, 110.629, 110.156], u'Symbol': u'USD/JPY'}
{u'Updated': 1504167081, u'Rates': [110.469, 110.49, 110.629, 110.156], u'Symbol': u'USD/JPY'}

subscribe_symbol - overridden

Price update:  {"Updated":1504167248,"Rates":[110.446,110.468,110.629,110.156],"Symbol":"USD/JPY"}
Price update:  {"Updated":1504167250,"Rates":[110.446,110.468,110.629,110.156],"Symbol":"USD/JPY"}