InstrumentsOrderBook

class oandapyV20.endpoints.instruments.InstrumentsOrderBook(instrument, params=None)

Bases: oandapyV20.endpoints.instruments.Instruments

Get orderbook data for a specified Instrument.

ENDPOINT = 'v3/instruments/{instrument}/orderBook'

EXPECTED_STATUS = 200

METHOD = 'GET'

__init__(instrument, params=None)

Instantiate an InstrumentsOrderBook request.

Parameters:

• instrument (string (required)) – the instrument to fetch candle data for
• params (dict) – optional request query parameters, check developer.oanda.com for details

Params example:

{}

OrderBook data example:

>>> import oandapyV20
>>> import oandapyV20.endpoints.instruments as instruments
>>> client = oandapyV20.API(access_token=...)
>>> params = ...
>>> r = instruments.InstrumentsOrderBook(instrument="EUR_USD",
>>>                                      params=params)
>>> client.request(r)
>>> print r.response

Output:

{
  "orderBook": {
    "instrument": "EUR_USD",
    "buckets": [
      {
        "price": "1.12850",
        "shortCountPercent": "0.2352",
        "longCountPercent": "0.2666"
      },
      {
        "price": "1.12900",
        "shortCountPercent": "0.2195",
        "longCountPercent": "0.3293"
      },
      {
        "price": "1.12950",
        "shortCountPercent": "0.3136",
        "longCountPercent": "0.2901"
      },
      {
        "price": "1.13000",
        "shortCountPercent": "0.3842",
        "longCountPercent": "0.4156"
      },
      {
        "price": "1.13050",
        "shortCountPercent": "0.1960",
        "longCountPercent": "0.3685"
      },
      {
        "price": "1.13100",
        "shortCountPercent": "0.2431",
        "longCountPercent": "0.2901"
      },
      {
        "price": "1.13150",
        "shortCountPercent": "0.2509",
        "longCountPercent": "0.3136"
      },
      {
        "price": "1.13200",
        "shortCountPercent": "0.2587",
        "longCountPercent": "0.3450"
      },
      {
        "price": "1.13250",
        "shortCountPercent": "0.3842",
        "longCountPercent": "0.2666"
      },
      {
        "price": "1.13300",
        "shortCountPercent": "0.3371",
        "longCountPercent": "0.3371"
      },
      {
        "price": "1.13350",
        "shortCountPercent": "0.3528",
        "longCountPercent": "0.2744"
      },
      {
        "price": "1.13400",
        "shortCountPercent": "0.3842",
        "longCountPercent": "0.3136"
      },
      {
        "price": "1.13450",
        "shortCountPercent": "0.2039",
        "longCountPercent": "0.2744"
      },
      {
        "price": "1.13500",
        "shortCountPercent": "0.1882",
        "longCountPercent": "0.3371"
      },
      {
        "price": "1.13550",
        "shortCountPercent": "0.0235",
        "longCountPercent": "0.0392"
      },
      {
        "price": "1.13600",
        "shortCountPercent": "0.0549",
        "longCountPercent": "0.0314"
      },
      {
        "price": "1.13650",
        "shortCountPercent": "0.1333",
        "longCountPercent": "0.0314"
      },
      {
        "price": "1.13700",
        "shortCountPercent": "0.1176",
        "longCountPercent": "0.1019"
      },
      {
        "price": "1.13750",
        "shortCountPercent": "0.1568",
        "longCountPercent": "0.0784"
      },
      {
        "price": "1.13800",
        "shortCountPercent": "0.1176",
        "longCountPercent": "0.0862"
      },
      {
        "price": "1.13850",
        "shortCountPercent": "0.2117",
        "longCountPercent": "0.1960"
      },
      {
        "price": "1.13900",
        "shortCountPercent": "0.4548",
        "longCountPercent": "0.2587"
      },
      {
        "price": "1.13950",
        "shortCountPercent": "0.2979",
        "longCountPercent": "0.3215"
      },
      {
        "price": "1.14000",
        "shortCountPercent": "0.7449",
        "longCountPercent": "0.2901"
      },
      {
        "price": "1.14050",
        "shortCountPercent": "0.2117",
        "longCountPercent": "0.1176"
      },
      {
        "price": "1.14100",
        "shortCountPercent": "0.1960",
        "longCountPercent": "0.1333"
      },
      {
        "price": "1.14150",
        "shortCountPercent": "0.1882",
        "longCountPercent": "0.1176"
      }
    ],
    "time": "2017-06-28T10:00:00Z",
    "price": "1.13609",
    "bucketWidth": "0.00050"
  }
}