python - how to submit concurrent api requests for trading purposes

Question

So I have a list of instruments in a csv that looks like this:

EUR_HUF
EUR_DKK
USD_MXN
GBP_USD
CAD_CHF
EUR_GBP
GBP_CHF 
...

To submit an order on an individual instrument is done by doing this api request:

import asyncio
import aiohttp
import logging
import json

headers = {
    "Content-Type": "application/json",
    "Authorization": "Bearer 83da58ee4d8b630115ba04368ed6916c-db53699ac5f596bfd495b835571ed878"
}

async def post(session,instrument):
    headers = {
    "Content-Type": "application/json",
    "Authorization": "Bearer 83da58ee4d8b630115ba04368ed6916c-db53699ac5f596bfd495b835571ed878"
    },

    data = {
        "order": {
            "units": 1,
            "instrument": instrument,
            "timeInForce": "FOK",
            "type": "MARKET",
            "positionFill": "DEFAULT"
        }
    }
    async with session.post(f"https://api-fxpractice.oanda.com/v3/accounts/101-004-22347481-001/orders") as response:
        return await response.text()


async def pre_post(instruments):
    data = {
        "order": {
            "units": 1,
            "instrument": instruments,
            "timeInForce": "FOK",
            "type": "MARKET",
            "positionFill": "DEFAULT"
        }
    }
    async with aiohttp.ClientSession(headers=headers) as session:
        results = await asyncio.gather(*[post(session,instrument) for instrument in instruments])
        return results


if __name__ == '__main__':
    loop = asyncio.get_event_loop()
    instruments = [ "EUR_HUF",
        # "EUR_DKK",
        # "USD_MXN",
        # "GBP_USD",
        # "CAD_CHF",
        # "EUR_GBP",
        # "GBP_CHF"
        ]
    response = loop.run_until_complete(pre_post(instruments))
    print(response)

Now I want to submit an order concurrently for all instruments in my instrument csv. I have looked into threading and AIOhttp but I am not sure how to apply it to my scenario.

Any guidance or example would be appreciated

Thanks

Answer 1

Below you'll see an example of how you can send the requests concurrently. Do note that this code isn't complete. acc_num and token are missing since they weren't specified in your question. This should give you an idea and won't require much to modify for your needs.

import asyncio
import aiohttp


async def post(session, token, acc_num, instrument):
    headers = {
    "Content-Type": "application/json",
    "Authorization": "Bearer " + token
    }
    data = {
        "order": {
            "units": 1,
            "instrument": instrument,
            "timeInForce": "FOK",
            "type": "MARKET",
            "positionFill": "DEFAULT"
        }
    }
    async with session.post(f"https://api-fxpractice.oanda.com/v3/accounts/{acc_num}/orders") as response:
        return await response.text()


async def pre_post(instruments):
    async with aiohttp.ClientSession() as session:
        results = await asyncio.gather(*[fetch(session, token, acc_num, instrument) for instrument in instruments])
        return results


if __name__ == '__main__':
    loop = asyncio.get_event_loop()
    instruments = [ "EUR_HUF",
        "EUR_DKK",
        "USD_MXN",
        "GBP_USD",
        "CAD_CHF",
        "EUR_GBP",
        "GBP_CHF" 
        ]
    response = loop.run_until_complete(pre_post(instruments))
    print(response)

Borrowed some code from https://stackoverflow.com/a/51728016/18777481.

Answer 2

Thanks to KevinssaDev, I manage to fix it. Here is the complete solution

import asyncio
import aiohttp
import logging
import json

headers = {
    "Content-Type": "application/json",
    "Authorization": "Bearer 83da58ee4d8b630115ba04368ed6916c-db53699ac5f596bfd495b835571ed878"
}

async def post(session,instrument):
    headers = {
    "Content-Type": "application/json",
    "Authorization": "Bearer 83da58ee4d8b630115ba04368ed6916c-db53699ac5f596bfd495b835571ed878"
    },

    data = {
        "order": {
            "units": 1,
            "instrument": instrument,
            "timeInForce": "FOK",
            "type": "MARKET",
            "positionFill": "DEFAULT"
        }
    }
    async with session.post(f"https://api-fxpractice.oanda.com/v3/accounts/101-004-22347481-001/orders",data=json.dumps(data)) as response:
        return await response.text()


async def pre_post(instruments):
    data = {
        "order": {
            "units": 1,
            "instrument": instruments,
            "timeInForce": "FOK",
            "type": "MARKET",
            "positionFill": "DEFAULT"
        }
    }
    async with aiohttp.ClientSession(headers=headers) as session:
        results = await asyncio.gather(*[post(session,instrument) for instrument in instruments])
        return results


if __name__ == '__main__':
    loop = asyncio.get_event_loop()
    instruments = [ "EUR_HUF",
        "EUR_DKK",
        "USD_MXN",
        "GBP_USD",
        "CAD_CHF",
        "EUR_GBP",
        "GBP_CHF"
        ]
    response = loop.run_until_complete(pre_post(instruments))
    print(response)