I have never used OANDA. But I have used both Norton's and McAfee's firewall software in the past. Both programs substantially compromised the speed of my J-Trader order entry software, each in a different way. I also solved the firewall problem with the use of a router (thanks to advice I got from ET members who responded to my thread in this regard).
However, I personally did not notice any meaningful slowdown using anti-virus software from either Norton or McAfee. Further, I would not go on the internet without it, despite the router firewall protection. Recently, while in the ET web site, my anti-virus software had repeatedly deleted trojan horses that found their way into my temporary internet files. This despite having advanced router firewall features and no manually opened ports on the router. The anti-virus software is a critical backstop protection feature that I, personally, would never do without. But then, I'm fairly low-tech.