In the previous sections, we implemented a trading system by interfacing with Interactive Brokers' Trader WorkStation X through the socket connections over a single port. However, many other brokers offer different choices of hooking up customized trading software over an API. In this section, we will learn how to interface our trading strategy with OANDA's REST API. OANDA is a major player in the foreign exchange (forex) business servicing retail investors. We will use a trend-following strategy to trade forex products.
REST stands for Representational State Transfer. It refers to web service APIs for transferring data over HTTP using the
With the REST API, we can stream ...