Mastering Python for Finance - Second Edition

Implementing the method for getting prices

The following codes implement the parent get_prices() method in the OandaBroker class for getting prices from your broker:

def get_prices(self, symbols=[]):
    response = self.api.pricing.get(
        self.accountid,
        instruments=",".join(symbols),
        snapshot=True,
        includeUnitsAvailable=False
    )
    body = response.body
    prices = body.get('prices', [])
    for price in prices:
        self.process_price(price)

The body of the response contains a prices attribute and a list of objects. Each item in the list is processed by the process_price() method. Let's implement this method in the OandaBroker class as well:

def process_price(self, price): symbol = price.instrument if not symbol: print('Price symbol is empty!') return bids = ...