msilb/akka-trading

Scala Backtesting + Oanda REST API Trading Framework built on top of Akka/Spray

akka-trading

Scala Backtesting + Live Trading Framework built on top of Akka/Spray

What is it good for?

This framework can be useful for people coming from Scala background who are making their first steps in back/live testing automated trading strategies using Oanda's REST API, which is in my opinion one of the best available retail APIs. Since this is work in progress, if you are a Scala enthusiast and are interested in automated trading, have a look and feel free to fork repo and contribute!

Usage

Just clone the repo and drop your trading logic into StrategyFSM.scala. Don't forget to modify AuthInfo.scala to include your own account ID and access token for Oanda's REST API.

Note: If you are simply looking for a way to connect to Oanda REST API using Scala/Akka, check out my Scalanda project

akka-trading's Issues

java.util.NoSuchElementException: key not found: Flat

I tried to run this and got this error:

[ERROR] [03/20/2016 18:21:45.832] [oanda-client-akka.actor.default-dispatcher-3] [akka://oanda-client/user/orderManager] Next state Flat does not exist
[INFO] [03/20/2016 18:21:47.984] [oanda-client-akka.actor.default-dispatcher-2] [akka://oanda-client/user/eventListener] Received ChunkedResponseStart(HttpResponse(200 OK,Empty,List(Access-Control-Allow-Origin: *, Connection: close, Transfer-Encoding: chunked, Content-Type: application/json, Date: Sun, 20 Mar 2016 18:21:47 GMT, Server: openresty/1.7.0.1),HTTP/1.1))
[ERROR] [03/20/2016 18:21:48.088] [oanda-client-akka.actor.default-dispatcher-11] [akka://oanda-client/user/orderManager] key not found: Flat
java.util.NoSuchElementException: key not found: Flat
at scala.collection.MapLike$class.default(MapLike.scala:228)
at scala.collection.AbstractMap.default(Map.scala:59)
at scala.collection.mutable.HashMap.apply(HashMap.scala:65)
at akka.actor.FSM$class.processEvent(FSM.scala:652)
at org.akkatrading.live.StrategyFSM.processEvent(StrategyFSM.scala:20)
at akka.actor.FSM$class.akka$actor$FSM$$processMsg(FSM.scala:648)
at akka.actor.FSM$$anonfun$receive$1.applyOrElse(FSM.scala:642)
at akka.actor.Actor$class.aroundReceive(Actor.scala:480)
at org.akkatrading.live.StrategyFSM.aroundReceive(StrategyFSM.scala:20)
at akka.actor.ActorCell.receiveMessage(ActorCell.scala:526)
at akka.actor.ActorCell.invoke(ActorCell.scala:495)
at akka.dispatch.Mailbox.processMailbox(Mailbox.scala:257)
at akka.dispatch.Mailbox.run(Mailbox.scala:224)
at akka.dispatch.Mailbox.exec(Mailbox.scala:234)
at scala.concurrent.forkjoin.ForkJoinTask.doExec(ForkJoinTask.java:260)
at scala.concurrent.forkjoin.ForkJoinPool$WorkQueue.runTask(ForkJoinPool.java:1339)
at scala.concurrent.forkjoin.ForkJoinPool.runWorker(ForkJoinPool.java:1979)
at scala.concurrent.forkjoin.ForkJoinWorkerThread.run(ForkJoinWorkerThread.java:107)