A wrapper for the XTB API
Project description
xwrpr - A wrapper for the API of XTB
Table of contents
- Features
- API-Version
- Caution
- XTB-resources
- Installation
- Data Commands
- Streaming Commands
- Contributing
- Disclaimer
- Sources
Features
- Comprehensive Data Commands: Supports all data commands of the XTB API.
- Automatic Background Tasks: Ping command automatically executed in the background.
- User-Friendly Installation: Easy installation via pip.
- Secure Configuration: User credentials stored in
.ini
file with access restrictions of your home directory. - Time Zone Handling: Automatic conversion of local time to UTC-UX timestamps.
- Streaming Support: Includes all streaming commands of the XTB API.
- Dynamic DataFrames: Streaming data managed in dynamically updated Pandas DataFrames.
- Thread-Safe Access: Synchronization of DataFrame access using threading locks.
- Examples: Sample code provided for both data retrieval and streaming.
- Documentation: Full documentation of all API data and streaming commands.
API-Version
xwrpr relies on the API Version 2.5.0
Caution
Please consider that xwrpr is still in Alpha stage and needs more development to run stable and reliant.
XTB resources
Installation
You can install the XTB API Python Wrapper via pip:
pip install xwrpr
- After installation a file
.xwrpr/user.ini
is created in your home directory. - To get accesd to your XTB account via xwrpr, you must enter your login data in
user.ini
. - Please ensure that no other person has access to your data.
Data Commands
xwrpr includes all Data commands of the XTB API exept:
ping
List of Commands
-
All available data commands are listed below with their Input arguments and format.
getAllSymbols()
getCalendar()
getChartLastRequest(symbol: str, period: str, start: datetime=None)
getChartRangeRequest(symbol: str, period: str, start: datetime=None, end: datetime=None, ticks: int=0)
getCommissionDef(symbol: str, volume: float)
getCurrentUserData()
getIbsHistory(start: datetime, end: datetime)
getMarginLevel()
getMarginTrade(symbol: str, volume: float)
getNews(start: datetime, end: datetime)
getProfitCalculation(symbol: str, volume: float, openPrice: float, closePrice: float, cmd: int)
getServerTime()
getStepRules()
getSymbol(symbol: str)
getTickPrices(symbols: list, time: datetime, level: int=-1)
getTradeRecords(orders: list)
getTrades(openedOnly: bool)
getTradeHistory(start: datetime, end: datetime)
getTradingHours(symbols: list)
getVersion()
tradeTransaction(cmd: int, customComment: str, expiration: datetime, offset: int, order: int, price: float, sl: float, symbol: str, tp: float, type: int, volume: float)
tradeTransactionStatus(order: int)
-
The return value will always be a
dict
(dictionary) with the key-value pairs of the "returnData" key of the API JSON response file. -
You will find a full documentation of all API data commands here: xAPI Protocol Documentation
Differences
For simplicity certain argument formats differ from the original API commands:
Datetime
When commands have a time value as an argument, the time must be entered as a datetime
object.
Datetime objects, which are defined in your operating system's time zone, will be automatically converted to a UTC-UX timestamp which is required by the XTB API.
Period
When commands include a period value as an argument, it must be passed as an item of the following string.
"M1", "M5", "M15", "M30", "H1", "H4", "D1", "W1", "MN1"
Example
The following example will show how to retrieve data with xwrpr. You will find this example also in tests/test_get_symbol.py.
import xwrpr
# Creating Wrapper
XTBData=xwrpr.Wrapper(demo=DEMO, logger=logger)
# getting data for the symbols
symbol=XTBData.getSymbol(symbol='ETHEREUM')
print(symbol)
Streaming Commands
xwrpr includes all Streaming commands of the XTB API exept:
ping
getKeepAlive
List of Commands
Unlike the official API, where streaming commands are named get Command , the xwrpr library uses the stream Command naming convention. This change was necessary to avoid conflicts caused by the official API's duplicate command names.
-
All available streaming commands are listed below with their Input arguments and format.
streamBalance()
streamCandles(symbol: str)
streamNews()
streamProfits()
streamTickPrices(symbol: str, minArrivalTime: int, maxLevel: int=1)
streamTrades()
streamTradeStatus()
-
The return value will be a dictionary, containing the following elements:
df
(pandas.DataFrame): A DataFrame that contains the stream data.lock
(threading.Lock): A lock object for synchronization of the DataFrame access.thread
(Thread): Starting the thread will terminate the stream.
-
The header of the dataframe will contain all keys of the "data" key of the JSON response file.
-
The streamed values will be in the row of the DataFrame. The Dataframe will be dynamically updated by xwrpr and has a maximum of 1000 rows. Older values will be deleted from the DataFrame. The newest values can be found at the bottom row.
-
Please see the example below to find out how to access the values in the DataFrame.
-
You will find a full documentation of all API stream commands here: xAPI Protocol Documentation
-
The Pandas DataFrame documentation can be found here: Pandas
Example
The following example will show how to stream data with xwrpr. You will find this example also in tests/test_stream_ticker.py
import xwrpr
# Creating Wrapper
XTBData=xwrpr.Wrapper(demo=DEMO, logger=logger)
# Streaming data an reading the df
exchange=XTBData.streamTickPrices(symbol='ETHEREUM', minArrivalTime=0, maxLevel=1)
# Streaming data an reading the df
later = datetime.now() + timedelta(seconds=60*1)
while datetime.now() < later:
exchange['lock'].acquire(blocking=True)
if not exchange['df'].empty:
print(exchange['df'].to_string(index=False, header=False))
exchange['df'] = exchange['df'].iloc[0:0]
exchange['lock'].release()
time.sleep(1)
exchange['thread'].start()
# Close Wrapper
XTBData.delete()
Contributing
Improvements to the xwrpr project are welcome, whether it's a request, a suggestion, or a bug report. Just reach out! Visit also the Giuthub repository of xwrpr: Github
Disclaimer
This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
You should have received a copy of the GNU General Public License along with this program. If not, see GNU GPL 3
Sources
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