{
    "info": {
        "author": "James K Bowler",
        "author_email": "james.bowler@datacentauri.com",
        "bugtrack_url": null,
        "classifiers": [
            "Development Status :: 3 - Alpha",
            "Intended Audience :: Developers",
            "License :: OSI Approved :: MIT License",
            "Programming Language :: Python :: 3.5",
            "Programming Language :: Python :: 3.6",
            "Topic :: Software Development :: Build Tools"
        ],
        "description": "fxcpy\n=====\n\nfxcpy is an open-soured python implementation of the Forexconnect API\nSDK offered by FXCM. The full documentation can be found\n**`here <http://fxcodebase.com/bin/forexconnect/1.4.1/help/CPlusPlus/web-content.html#index.html>`__**\n\nCurrent Features\n----------------\n\n-  **Trading Tables** - fxcpy supports all trading tables in memory for\n   fast access updated automatically by the trading server.\n\n   -  ``AccountsTable`` - contains the data such as account balance,\n      used margin, daily PnL, Gross PnL etc...\n   -  ``OffersTable`` - all instrument attributes, such as symbol, live\n      bid/ask pricing, point-size, contract currency etc ...\n   -  ``OrdersTable`` - holds order attributes until they are executed.\n   -  ``TradesTable`` - once orders are executed, trades are inserted\n      and tracked with various attributes.\n   -  ``ClosedTradesTable`` - contains trades that are closed for the\n      current trading day.\n   -  ``SummaryTable`` - contains summarised information for every\n      instrument with an open position.\n   -  ``MessagesTable`` - deals with messages sent from the trading\n      server, such as a margin call.\n\n-  **Trading** - fxcpy is very flexible with many options for executing\n   different types of orders.\n\n   -  OCO (One-Cancels-Other)\n   -  OTO (One-Triggers-Others)\n   -  OTOCO (One-Triggers-OCO)\n   -  Limit, Entry Limit, Trailing Entry Limit\n   -  Open/Close Market, Market Range\n   -  Open/Close Limit, Limit Range\n   -  Stop, Entry Stop, Trailing Stop\n   -  NET Orders\n   -  Order cloning\n\n-  **Data** - fxcpy supports both live streaming and historical price\n   data\n\nRequirements\n------------\n\n-  Ubuntu 16.04\n-  boost 1.65.1\n-  cmake 3.9.6\n-  ForexConnectAPI 1.4.1 (included)\n\nInstallation\n------------\n\nA large part of installing this API has to do with Boost & CMAKE,\ntherefore the ``install_script.sh`` includes the installation of both\nand this API. Currently, Ubuntu 16.04 is supported, there are no plans\nto support the Windows operating system. However, support will be added\nfor other Linux variants shortly.\n\nPlease become familiar with the installation process and remove any\nelements already installed on your system. If boost 1.65.1 or higher is\ninstalled using a different path than the usual\n``/usr:/usr/local...etc``, edit the commented values in the\nCMakeLists.txt file located in the ``/cpp`` directory.\n\nFirst download this repository.\n\n.. code:: shell\n\n    git clone https://github.com/JamesKBowler/fxcpy.git\n\nSwitch to the ``fxcpy/`` directory.\n\n.. code:: shell\n\n    cd fxcpy/\n\nOnce happy with the script execute following.\n\n.. code:: shell\n\n    chmod +x install_script.sh && sudo ./install_script.sh\n\nThe script will add an environment variable to /etc/environment file.\nHowever, this will not come into effect until your machine is either\nrebooted or logged out and back in.\n\nTo find out more about environment variables, please read\n**`this <https://askubuntu.com/questions/866161/setting-path-variable-in-etc-environment-vs-profile?utm_medium=organic&utm_source=google_rich_qa&utm_campaign=google_rich_qa>`__**\nquestion on askubuntu.\n\n.. code:: shell\n\n    export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:$(pwd)/fxcpy/cpp/lib\n\nAfter installation your system will have two modules ``forexconnect``\nand ``fxcpy``. Oh and ``pandas`` if not already installed.\n\nThe ``forexconnect`` module is a C++ Wrapper and ``fxcpy`` is the python\nimplementation. Before using this API in a live trading environment, I\n**highly recommend** testing it first on a demo account, opened for free\nat **`FXCM <https://www.fxcm.com/uk/forex-trading-demo/>`__**\n\nHaving FXCM's **`Trading\nStation <https://www.fxcm.com/uk/platforms/trading-station/download/>`__**\nopen at the same to see trades simultaneously executed is a good idea.\n\nBasic Usage\n-----------\n\nWe won't discuss best practices for storing passwords and for\nsimplicity, create a setting.py file to hold your FXCM user, password,\nenvironment and url information.\n\nAn example of such is.\n\n.. code:: python\n\n    # /fxcpy/fxcpy/settings.py\n\n    USER = \"DEM12345\"\n    PASS = \"123456\"\n    URL = \"http://www.fxcorporate.com/Hosts.jsp\"\n    ENV = \"demo\"  # or \"real\"\n\nTo get started create a session by logging into your FXCM account\n\n.. code:: python\n\n    from fxcpy.session_handler import SessionHandler\n    from fxcpy.settings import USER, PASS, URL, ENV\n\n    session_handler = SessionHandler(USER, PASS, URL, ENV, load_tables=True)\n\nMonitoring session status is carried out through the\n``SessionMonitoring`` class, located within the ``SessionHandler``\n\n.. code:: python\n\n    status = session_handler.session_monitoring.get_status()\n\nTo obtain information for all offers at FXCM, get the ``OffersTable``\nclass from the ``SessionHandler``\n\n.. code:: python\n\n    offers_table = session_handler.get_offers_table()\n\nThe Forexconnect API has no built-in function to find attributes using\nthe instrument symbol, so we must always pass the unique ``offer_id``.\nSure, one could build such a feature. However, this would involve\nlooping over each row in the table on every call.\n\nAll offer attributes are accessed through the ``OffersTable`` like this.\n\n.. code:: python\n\n    offer = offers_table.get_offer_ids()\n\n    offer = {\n        'AUD/CAD': '16',\n        'AUD/CHF': '39',\n        'AUD/JPY': '17',\n        'AUD/NZD': '28',\n        'AUD/USD': '6',\n        'AUS200': '1001',\n        'Bund': '3001',\n        'CAD/CHF': '90',\n        'CAD/JPY': '18',\n        'CHF/JPY': '12',\n        'CHN50': '1020',\n        'Copper': '1016',\n        'ESP35': '1002',\n        'EUR/AUD': '14',\n        'EUR/USD': '1',\n        .....\n    }\n\n    offers_table.get_contract_currency(offer['EUR/USD'])\n\nAll other tables are accessed the same way.\n\n.. code:: python\n\n    orders_table.get_whatever(order_id)\n    trades_table.get_whatever(trade_id)\n\nand so on ..\n\nExecuting a trade is super easy using the\\ ``TradingCommands`` class.\n\n.. code:: python\n\n    trading_commands = session_handler.get_trading_commands()\n\nNext, execute 5 SHORT trades for the EUR/USD, with stop loss and limit\norders with one API call.\n\nThis example will place a stop loss 15 pips above and a limit order 30\npips below the current price.\n\n.. code:: python\n\n    # Instrument\n    offer_id = offer['EUR/USD']\n    # Point Size\n    psize = offers_table.get_point_size(offer_id)  # 0.0001\n    # 15 pip Stop Loss Order\n    stop = offers_table.get_bid(offer_id) + 15.0 * psize\n    # 30 pip Limit Order\n    limit = offers_table.get_bid(offer_id) - 30.0 * psize\n    # Order amount\n    amount = 1  # 1k lot\n    # BuySell direction\n    buysell = \"S\"  # Short\n\n    # Master valuemap container\n    master = trading_commands.create_valuemap()\n    for i in range(5):\n        # Create the order\n        child = trading_commands.create_open_market_order(\n            offer_id,\n            buysell,\n            amount\n        )\n        # Attach Market order to the master_valuemap\n        master.appendChild(child)\n        # Attach Limit & Stop Order to the child valuemap\n        master = trading_commands.attach_stoplimit_orders(\n                i, # valuemap index\n                master,\n                rate_stop=stop, \n                rate_limit=limit\n        )\n    # Execute with one API call\n    trading_commands.execute_order(master)\n    # Lock the GIL (global interpreter lock) until trade is executed.\n    response_listener.wait_events()\n\nCheck out the ``/tests`` directory for more examples.\n\nMonitoring of trade execution is carried out using the ``OrderMoitor``\nclass, which is updated by the ``TableListener``.\n\n.. code:: python\n\n    order_monitor = session_handler.get_order_monitor()\n\n    orders = order_monitor.get_monitors()\n\nEach ``trade_id`` has its own monitoring class, with each subsequent\norder appended to the initial trade conveniently wrapped in a\ndictionary.\n\n.. code:: python\n\n    monitors = order_monitor.get_monitors()\n\n    {'91133665': <fxcpy.listeners.order.Order at 0x7fa038068630>,\n     '91133774': <fxcpy.listeners.order.Order at 0x7fa038068668>,\n     '91145522': <fxcpy.listeners.order.Order at 0x7fa038068cf8>,\n     '91145541': <fxcpy.listeners.order.Order at 0x7fa038068cc0>,\n     ...\n     ...}\n\n    # Access using trade_id\n    order = monitors['91133665']\n\n    order.get_result()\n\n    \"Executed\"\n\n    order.get_state()\n\n    \"OrderExecuted\"\n\nTo close all positions at the current market price, extract trade\nattributes from the ``TradesTable`` class.\n\n.. code:: python\n\n    master_valuemap = trading_commands.create_valuemap()\n    for trade_id, offer_id in trades_table.get_trade_ids().items():\n        direction = trades_table.get_buysell(trade_id)\n        if direction == 'B':\n            buysell = 'S'\n        else: # direction == 'S'\n            buysell = 'B'\n        amount = trades_table.get_amount(trade_id)\n        child_valuemap = trading_commands.create_close_market_order(\n            offer_id,\n            buysell,\n            trade_id=trade_id,\n            amount=amount,\n            net_quantity='N'\n        )\n        master_valuemap.appendChild(child_valuemap)\n    trading_commands.execute_order(master_valuemap)\n    response_listener.wait_events()\n\nPrice History\n~~~~~~~~~~~~~\n\nFXCM has tons of free data, and the ``MarketData`` class will provide\naccess to these data.\n\nNote:\n\n-  FXCM servers will never return more than 300 bars of data in one API\n   call.\n-  All datetime is stored in UTC and of type OLE automation, for\n   instance ``float(0.0) = datetime(1899,12,30)``, take a look in the\n   ``/utils`` directory.\n\n.. code:: python\n\n    from datetime import datetime\n    from fxcpy.utils.date_utils import to_ole\n\n    market_data = session_handler.get_market_data()\n\n    data_gen = market_data.get_price_data(\"GBP/USD\", \"D1\", 0.0, to_ole(datetime.utcnow()))\n\n    data = next(data_gen)\n    print(data)\n\nGenerator returns a structured numpy array.\n\n.. code:: python\n\n    np.array([\n        ('2018-02-22T22:00:00', 1.39587, 1.40062, 1.39044, 1.3977 , 1.39506, 1.4005 , 1.39043, 1.39689, 315585),\n        ('2018-02-25T22:00:00', 1.3991 , 1.40706, 1.39288, 1.39702, 1.3985 , 1.40695, 1.39275, 1.39651, 306833),\n        ('2018-02-26T22:00:00', 1.39702, 1.39974, 1.38583, 1.39124, 1.39651, 1.39958, 1.3857 , 1.3904 , 393485),\n        ('2018-02-27T22:00:00', 1.39124, 1.39169, 1.37571, 1.37629, 1.3904 , 1.39157, 1.37562, 1.3759 , 377407),\n        ('2018-02-28T22:00:00', 1.37629, 1.37863, 1.37123, 1.37783, 1.3759 , 1.37848, 1.37111, 1.37745, 300786),\n        ('2018-03-01T22:00:00', 1.37783, 1.38177, 1.37562, 1.38046, 1.37745, 1.38162, 1.37548, 1.37992, 289091),\n        ('2018-03-04T22:00:00', 1.38026, 1.38783, 1.37674, 1.38503, 1.37984, 1.38769, 1.37658, 1.38478, 319845),\n        ('2018-03-05T22:00:00', 1.38503, 1.39304, 1.38175, 1.3889 , 1.38478, 1.39289, 1.3816 , 1.38848, 305963),\n        ('2018-03-06T22:00:00', 1.3889 , 1.39135, 1.38469, 1.3902 , 1.38848, 1.39121, 1.38453, 1.38943, 326001),\n        ('2018-03-07T22:00:00', 1.3902 , 1.39111, 1.37824, 1.38121, 1.38943, 1.39093, 1.37803, 1.38061, 672878),\n        ('2018-03-08T22:00:00', 1.38121, 1.389  , 1.3789 , 1.38549, 1.38061, 1.38886, 1.37875, 1.38486, 309030)],\n        dtype=[('date', '<M8[s]'), ('askopen', '<f8'), ('askhigh', '<f8'), ('asklow', '<f8'), ('askclose', '<f8'),\n              ('bidopen', '<f8'), ('bidhigh', '<f8'), ('bidlow', '<f8'), ('bidclose', '<f8'), ('volume', '<i8')]\n    )\n\nCharting\n~~~~~~~~\n\nPlease see the ``/tests`` directory for a completed example.\n\n.. code:: python\n\n    # Collection attribs\n    dtto = datetime.utcnow()\n    dtfm = dtto - timedelta(days=200)\n    instrument = \"GBP/USD\"\n    time_frame = \"D1\"\n\n    # Plot chart\n    BasicChart(market_data).graph(instrument, time_frame, dtfm, dtto)\n\n.. figure:: fxcpy/chart/chart_example.JPG\n   :alt: alt tag\n\n   alt tag\n\nDevelopment\n~~~~~~~~~~~\n\nThere is a lot of testing to be completed, and I am slowly working on it\nin my spare time.\n\nFeel free to offer advice on any improvements.\n\nLicense Terms\n=============\n\nCopyright (c) 2018 James K Bowler\n---------------------------------\n\nPermission is hereby granted, free of charge, to any person obtaining a\ncopy of this software and associated documentation files (the\n\"Software\"), to deal in the Software without restriction, including\nwithout limitation the rights to use, copy, modify, merge, publish,\ndistribute, sublicense, and/or sell copies of the Software, and to\npermit persons to whom the Software is furnished to do so, subject to\nthe following conditions:\n\nThe above copyright notice and this permission notice shall be included\nin all copies or substantial portions of the Software.\n\nTHE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS\nOR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF\nMERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.\nIN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY\nCLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,\nTORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE\nSOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.\n\nForex Trading Disclaimer\n========================\n\nTrading foreign exchange on margin carries a high level of risk, and may\nnot be suitable for all investors. Past performance is not indicative of\nfuture results. The high degree of leverage can work against you as well\nas for you. Before deciding to invest in foreign exchange you should\ncarefully consider your investment objectives, level of experience, and\nrisk appetite. The possibility exists that you could sustain a loss of\nsome or all of your initial investment and therefore you should not\ninvest money that you cannot afford to lose. You should be aware of all\nthe risks associated with foreign exchange trading, and seek advice from\nan independent financial advisor if you have any doubts.",
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