OrderbookData

class oandapyV20.endpoints.forexlabs.OrderbookData(params)

Bases: oandapyV20.endpoints.forexlabs.ForexLabs

OrderbookData.

Get the ‘orderbook data’ for an instrument.

ENDPOINT = 'labs/v1/orderbook_data'

EXPECTED_STATUS = 200

METHOD = 'GET'

__init__(params)

Instantiate an OrderbookData request.

Parameters:params (dict (required)) – query params to send, check developer.oanda.com for details.

>>> import oandapyV20
>>> import oandapyV20.endpoints.forexlabs as labs
>>> accountID = ...
>>> client = oandapyV20.API(access_token=...)
>>> params =
        {
          "instrument": "EUR_USD",
          "period": 3600
        }

>>> r = labs.CommitmentOfTraders(params=params)
>>> client.request(r)
>>> print(r.response)

Output:

{
  "1520066400": {
    "rate": 1.2318,
    "price_points": {
      "1.23": {
        "ps": 1.2155,
        "ol": 0.3871,
        "os": 0.2615,
        "pl": 0.5633
      },
      "1.223": {
        "ps": 1.1266,
        "ol": 0.5021,
        "os": 0.2197,
        "pl": 0.3854
      },
      "1.288": {
        "ps": 0,
        "ol": 0.0105,
        "os": 0.0105,
        "pl": 0
      },
      "1.22": {
        "ps": 0.9191,
        "ol": 0.6486,
        "os": 0.136,
        "pl": 0.2965
      },
      "1.2245": {
        "ps": 0.5336,
        "ol": 0.5021,
        "os": 0.3975,
        "pl": 0.4447
      },
      "1.1825": {
        "ps": 0.1779,
        "ol": 0.1465,
        "os": 0.0628,
        "pl": 0
      },
      "1.2085": {
        "ps": 0.1482,
        "ol": 0.2092,
        "os": 0.2197,
        "pl": 0.1482
      },
      "1.26": {
        "ps": 0,
        "ol": 0.2197,
        "os": 0.68,
        "pl": 0
      },
      "1.25": {
        "ps": 0.0593,
        "ol": 0.272,
        "os": 1.0566,
        "pl": 0.1186
      },
      "1.24": {
        "ps": 0.1186,
        "ol": 0.4289,
        "os": 0.8264,
        "pl": 0.4447
      }
    }
  }
}