I have yet to find the time to do this myself, but my research concluded that Michael Halls-Moore's @mhallsmoore blog project qsforex[0] is the best place to start. I have used Oanda as a broker and found their service to be great. Plus, As far as I know Oanda is the first to the retail market with an open API. Although, I haven't yet used Oanda's API[1] as mentioned in the setup.
Check out quantstart's write ups[2] for the best info on getting started with algo trading.
[0] https://github.com/mhallsmoore/qsforex
[1] https://www.quantstart.com/articles/Forex-Trading-Diary-1-Au...
[2] https://www.quantstart.com/articles#algorithmic-trading