This repository contains an automated trading bot that connects to the OANDA v20 API. It implements an Opening Range Breakout (ORB) strategy. The bot streams real-time pricing data for specified currency pairs, generates trading signals based on a breakout strategy, and executes market orders accordingly. By default, it trades the following instruments: EUR/DKK, XAU/CHF, and XPD/USD. The application is designed to be configurable and extensible for different trading strategies and instruments.

• Language: Python 3.8
• API: OANDA v20 API
• Core Libraries:
  • v20: The official Python wrapper for the OANDA v20 REST API.
  • pandas: Used for data manipulation and analysis, particularly for handling time-series data.
  • numpy: For numerical operations.
  • pyyaml: For parsing the configuration file.
  • iso8601 & rfc3339: For handling date and time formats.

• Real-time price data streaming from the OANDA API.
• Dynamic candle generation from streaming price data.
• Opening Range Breakout (ORB) trading strategy implementation.
• Automated order execution (market orders).
• Position management with stop-loss and take-profit levels.
• Concurrent processing using multithreading for handling multiple currency pairs simultaneously.
• Data logging for prices, candles, and trade orders.

.
├── .gitignore
├── Pipfile
├── Pipfile.lock
├── README.md
├── configure.py
├── main.py
├── signal_detector.py
├── DataDump.py
├── exit_control.py
├── logger.py
└── v20.conf

The following directories must be created in the root of the project for data logging:

• candles/: Stores the generated candle data in CSV format.
• logs/: Contains logs of trade orders.
• prices/: Stores the raw price data streamed from the API in CSV format.

• Python 3.8
• pipenv

1. Clone the repository:

   git clone <repository-url>
   cd ORBitrage

2. Create required directories:

   mkdir candles logs prices

3. Install dependencies:

   pipenv install

4. Configure API Credentials: Create a v20.conf file in the root directory with your OANDA API credentials. You can use the following template:

   hostname: "api-fxpractice.oanda.com"
   streaming_hostname: "stream-fxpractice.oanda.com"
   port: 443
   ssl: true
   token: "YOUR_API_TOKEN"
   username: "YOUR_USERNAME"
   accounts:
   - "YOUR_ACCOUNT_ID"
   active_account: "YOUR_ACCOUNT_ID"
   datetime_format: "RFC3339"

To start the trading bot, run the following command:

pipenv run python main.py

The bot will start streaming data, processing it, and executing trades based on the implemented strategy. To stop the bot, press Ctrl+C.

This bot is designed for demonstration and educational purposes. Trading with real money involves significant risk. Please test thoroughly in a demo environment before deploying with a live account.