The integration with Oanda supports both:

  • Live Data feeding

  • Live Trading


  • oandapy

    Install it with: pip install git+https://github.com/oanda/oandapy.git

  • pytz (optional and not really recommended)

    Given the worlwide and 24x7 nature of Forex, the choice is work in UTC time. You may still work with your desired output timezone if wished.

Sample Code

The sources contain a full sample under:

  • samples/oandatest/oandatest.py

Oanda - the store

The store is the keystone of the live data feed/trade support, providing a layer of adaptation between the Oanda API and the needs of a data feed and a broker proxy.

  • Providesaccess to getting a broker instance with the method:

    • OandaStore.getbroker(*args, **kwargs)
  • Provides access to getter data feed instances

    • OandaStore.getedata(\*args, **kwargs)

    In this case many of the **kwargs are common to data feeds like dataname, fromdate, todate, sessionstart, sessionend, timeframe, compression

    The data may provide other params. Check the reference below.

Mandatory parameters

In order to successfully connect to Oanda, the following parameters are mandatory:

  • token (default:None): API access token

  • account (default: None): account id

This are provided by Oanda

Whether to connect to the practice server or to the real server, use:

  • practice (default: False): use the test environment

The account has to be periodically checked to get the cash and value. The periodicity can be controlled with:

  • account_tmout (default: 10.0): refresh period for account value/cash refresh

Oanda feeds

Instantiating the data:

  • Pass the symbol according to the Oanda guidelines

    • EUR/USDD following the guidelines from Oanda has to be specified as as EUR_USD. Instantiate it as:
    data = oandastore.getdata(dataname='EUR_USD', ...)

Time management

Unless a tz parameter (a pytz-compatible object) is passed to the data feed, all time output is in UTC format as expressed above.


backtrader makes no special request to Oanda. For small timeframes the backfilling returned by Oanda on the practice servers has been 500 bars long

OandaBroker - Trading Live

Using the broker

To use the OandaBroker, the standard broker simulation instance created by cerebro has to be replaced.

Using the Store model (preferred):

import backtrader as bt

cerebro = bt.Cerebro()
oandastore = bt.stores.OandaStore()
cerebro.broker = oandastore.getbroker()  # or cerebro.setbroker(...)

Broker - Initial Positions

The broker supports a single parameter:

  • use_positions (default:True): When connecting to the broker provider use the existing positions to kickstart the broker.

    Set to False during instantiation to disregard any existing position


There is no change with regards to the standar usage. Just use the methods available in the strategy (see the Strategy reference for a full explanation)

  • buy

  • sell

  • close

  • cancel

Order Execution Types

Oanda supports almost all of the order execution types needed by backtrader with the exception of Close.

As such the order execution types are limited to:

  • Order.Market

  • Order.Limit

  • Order.Stop

  • Order.StopLimit (using Stop and upperBound / lowerBound prices)

  • Order.StopTrail

  • Bracket orders are supported by using the takeprofit and stoploss order members and creating internally simulated orders.

Order Validity

The same validity notion available during backtesting (with valid to buy and sell) is available and with the same meaning. As such, the valid parameter is translated as follows for Oanda Orders for the following values:

  • None translates to Good Til Cancelled

    Because no validity has been specified it is understood that the order must be valid until cancelled

  • datetime/date translates to Good Til Date

  • timedelta(x) translates to Good Til Date (here timedelta(x) != timedelta())

    This is interpreted as a signal to have an order be valid from now + timedelta(x)

  • timedelta() or 0 translates to Session

    A value has been passed (instead of None) but is Null and is interpreted as an order valid for the current day (session)


The standard Order status will be notified to a strategy over the method notify_order (if overridden)

  • Submitted - the order has been sent to TWS

  • Accepted - the order has been placed

  • Rejected - Use for real rejections and when no other status is known during order creation

  • Partial - a partial execution has taken place

  • Completed - the order has been fully executed

  • Canceled (or Cancelled)

  • Expired - when an order is cancelled due to expiry



class backtrader.stores.OandaStore()

Singleton class wrapping to control the connections to Oanda.


  • token (default:None): API access token

  • account (default: None): account id

  • practice (default: False): use the test environment

  • account_tmout (default: 10.0): refresh period for account value/cash refresh


class backtrader.brokers.OandaBroker(**kwargs)

Broker implementation for Oanda.

This class maps the orders/positions from Oanda to the internal API of backtrader.


  • use_positions (default:True): When connecting to the broker provider use the existing positions to kickstart the broker.

    Set to False during instantiation to disregard any existing position


class backtrader.feeds.OandaData(**kwargs)

Oanda Data Feed.


  • qcheck (default: 0.5)

    Time in seconds to wake up if no data is received to give a chance to resample/replay packets properly and pass notifications up the chain

  • historical (default: False)

    If set to True the data feed will stop after doing the first download of data.

    The standard data feed parameters fromdate and todate will be used as reference.

    The data feed will make multiple requests if the requested duration is larger than the one allowed by IB given the timeframe/compression chosen for the data.

  • backfill_start (default: True)

    Perform backfilling at the start. The maximum possible historical data will be fetched in a single request.

  • backfill (default: True)

    Perform backfilling after a disconnection/reconnection cycle. The gap duration will be used to download the smallest possible amount of data

  • backfill_from (default: None)

    An additional data source can be passed to do an initial layer of backfilling. Once the data source is depleted and if requested, backfilling from IB will take place. This is ideally meant to backfill from already stored sources like a file on disk, but not limited to.

  • bidask (default: True)

    If True, then the historical/backfilling requests will request bid/ask prices from the server

    If False, then midpoint will be requested

  • useask (default: False)

    If True the ask part of the bidask prices will be used instead of the default use of bid

  • includeFirst (default: True)

    Influence the delivery of the 1st bar of a historical/backfilling request by setting the parameter directly to the Oanda API calls

  • reconnect (default: True)

    Reconnect when network connection is down

  • reconnections (default: -1)

    Number of times to attempt reconnections: -1 means forever

  • reconntimeout (default: 5.0)

    Time in seconds to wait in between reconnection attemps

This data feed supports only this mapping of timeframe and compression, which comply with the definitions in the OANDA API Developer’s Guid:

(TimeFrame.Seconds, 5): 'S5',
(TimeFrame.Seconds, 10): 'S10',
(TimeFrame.Seconds, 15): 'S15',
(TimeFrame.Seconds, 30): 'S30',
(TimeFrame.Minutes, 1): 'M1',
(TimeFrame.Minutes, 2): 'M3',
(TimeFrame.Minutes, 3): 'M3',
(TimeFrame.Minutes, 4): 'M4',
(TimeFrame.Minutes, 5): 'M5',
(TimeFrame.Minutes, 10): 'M10',
(TimeFrame.Minutes, 15): 'M15',
(TimeFrame.Minutes, 30): 'M30',
(TimeFrame.Minutes, 60): 'H1',
(TimeFrame.Minutes, 120): 'H2',
(TimeFrame.Minutes, 180): 'H3',
(TimeFrame.Minutes, 240): 'H4',
(TimeFrame.Minutes, 360): 'H6',
(TimeFrame.Minutes, 480): 'H8',
(TimeFrame.Days, 1): 'D',
(TimeFrame.Weeks, 1): 'W',
(TimeFrame.Months, 1): 'M',

Any other combination will be rejected