The R rgcapi library

Algorithmic trading has always interested me. The abundance of time-series data, the clear feedback loop, the challenge of building and testing strategies — it’s a domain where you can iterate quickly and see the results immediately. Forex markets were an accessible entry point.

When I decided to build an interface to the Gain Capital API (the backend behind Forex.com), I chose R over Python deliberately. Part of the reason was curiosity: I wanted to properly learn R6 classes, the object-oriented paradigm in R that supports encapsulation and stateful objects. A trading client felt like the right project for that — you need a persistent connection, stateful account information, and clean method dispatch. R6 handles all of that well.

The result is rgcapi, an R package that connects directly to the Gain Capital API.

What is rgcapi?

rgcapi provides a full interface to Gain Capital’s API (V1 and V2). With it you can:

• Manage trading accounts and monitor balances.
• Retrieve real-time market data.
• Automate trade execution and management.
• Extract historical data for analysis and backtesting.

As far as I know, it’s the only package in the R ecosystem with connectivity to the Gain Capital API.

Key Features of rgcapi

• Account Management: Initialize sessions and manage user accounts.
• Market Information: Real-time market quotes, instrument details, and pricing data.
• Trading Operations: Execute trades, manage orders, monitor open positions.
• Historical Data: OHLC and tick data for backtesting and time-series analysis.

Installation

Install directly from GitHub:

# Install devtools if needed
install.packages("devtools")

# Install rgcapi from GitHub
devtools::install_github("athammad/rgcapi")

Setting Up Your API Credentials

You’ll need credentials from Forex.com: username, password, and an application key. Initialize the client like this:

library(rgcapi)

# Replace with your actual credentials
IDLOG <- "your_username"
PSWD <- "your_password"
APKEY <- "your_appkey"

# Initialize the client for Gain Capital API V2
client <- GCapiClientV2$new(username = IDLOG, password = PSWD, appkey = APKEY)

Example Workflows

1. Retrieve Account Information

account_info <- client$get_account_info()
print(account_info)

2. Fetch Market Information

# Get market information for EUR/USD
market_info <- client$get_market_info("EUR/USD")
print(market_info)

# Retrieve specific fields
market_id <- client$get_market_info("EUR/USD", get = "MarketId")
market_name <- client$get_market_info("EUR/USD", get = "Name")
print(market_id)
print(market_name)

3. Extract Historical Price Data

# Get latest price data
fromA <- as.integer(as.POSIXct(Sys.Date(), tz = "UTC") - months(1))
toB <- as.integer(as.POSIXct(Sys.time(), tz = "UTC"))
prices <- client$get_prices(
  market_id = market_id,
  num_ticks = 1,
  from_ts = fromA,
  to_ts = toB,
  price_type = "MID"
)
print(prices)

For OHLC data:

# Retrieve OHLC data for the last 24 hours
fromA <- as.integer(as.POSIXct(Sys.Date(), tz = "UTC") - days(1))
toB <- as.integer(as.POSIXct(Sys.time(), tz = "UTC"))
ohlc <- client$get_ohlc(
  market_id = market_id,
  num_ticks = 4000,
  interval = "MINUTE",
  span = 30,
  from_ts = fromA,
  to_ts = toB
)
print(ohlc)

4. Execute a Trade

# Place a buy trade
trade_resp <- client$trade_order(
  quantity = 1020,
  offer_price = prices$Price,
  direction = "buy",
  trading_acc_id = client$trading_account_id,
  market_id = market_id,
  market_name = market_name,
  stop_loss = 1.060000,
  take_profit = 1.080000,
  tolerance = 0.0005
)
print(trade_resp)

5. Monitor and Manage

# List all open positions
open_positions <- client$list_open_positions()
print(open_positions)

Closing a position:

# Close a trade order
close_resp <- client$trade_order(
  quantity = 1020,
  offer_price = prices$Price,
  direction = "sell",
  trading_acc_id = client$trading_account_id,
  market_id = market_id,
  market_name = market_name,
  close = TRUE,
  order_id = open_positions$OrderId[1]
)
print(close_resp)

6. Retrieve Trade History

# Get trade history
trade_history <- client$get_trade_history()
print(trade_history)

Building rgcapi was both a practical tool and a learning project. R6 turned out to be well-suited for this kind of stateful API client — the session management, the account state, and the method dispatch all fit naturally into the class structure. The package is on GitHub at athammad/rgcapi. Let me know if you build something with it.