Python wrapper for Saxo Bank OpenAPI REST-API (see here)
Most endpoints are covered by saxo_openapi. Check Covered endpoints for details.
Using the Jupyter notebook it is easy to experiment with the saxo_openapi library.
# Setup a virtual environment
$ mkdir tst_saxo_openapi
$ cd tst_saxo_openapi
$ /usr/local/bin/python3.7 -m venv venv37
$ . ./venv37/bin/activate
(venv37) feite@oatr:~/tst_saxo_openapi$
$ pip install saxo_openapi requests
# get a token from developer.saxo
# try some examplesTo use the latest development version from github:
$ pip install git+https://github.com/hootnot/saxo_openapi.gitNote
Only python3 is supported!
The saxo_openapi covers each endpoint of the SAXO OpenAPI by a request class. Each request class representing an endpoint applies the following in a consistent way:
Endpoint parameters as documented by SAXO saxo_openpi request class Comment route parameters named parameters: required  example:   /port/v1/positions/me/?FieldGroups=... portfolio.PositionsMe() No route params and no required params    querystring parameters params dict: optional and/or required parameters. If all parameters in params are optional the params parameter is optional, otherwise it is required  example:   /port/v1/positions/{PositionId}/?... pf.positions.SinglePosition(PositionId, params={..}) PositionId: required, params: required    body parameters data dict: optional and/or required parameters  example:   /trade/v2/orders/ tr.orders.Order(data={..}) data: required
Top saxo_openapi
SAXO Bank has a full documentation of their REST interface available on https://www.developer.saxo/openapi/referencedocs.
The documentation of saxo_openapi is on https://saxo-openapi.readthedocs.io/en/latest. Each request-class is documented with a straightforward usage example.
Top saxo_openapi
from saxo_openapi import API
import saxo_openapi.endpoints.rootservices as rs
from pprint import pprint
token = " ... [Paste your access token here - create a 24-hour token for testing on developer.saxo] ... "
client = API(access_token=token)
# lets make a diagnostics request, it should return '' with a state 200
r = rs.diagnostics.Get()
print("request is: ", r)
rv = client.request(r)
assert rv is None and r.status_code == 200
print('diagnostics passed')
# request available rootservices-features
r = rs.features.Availability()
rv = client.request(r)
print("request is: ", r)
print("response: ")
pprint(rv, indent=2)
print(r.status_code)Output:
request is: openapi/root/v1/diagnostics/get/
diagnostics passed
request is: openapi/root/v1/features/availability/
response:
[ {'Available': True, 'Feature': 'News'},
{'Available': True, 'Feature': 'GainersLosers'},
{'Available': True, 'Feature': 'Calendar'},
{'Available': True, 'Feature': 'Chart'}]
200
Top saxo_openapi
from saxo_openapi import API
import saxo_openapi.endpoints.trading as tr
import saxo_openapi.endpoints.portfolio as pf
import json
# Place your token in a file named: tok.txt
tok = ""
with open("tok.txt") as I:
tok = I.read().strip()
# Our client to process the requests
client = API(access_token=tok)
# Positions, probably none, but maybe you see positions
# that you created by the explorer
r = pf.positions.PositionsMe()
rv = client.request(r)
print(json.dumps(rv, indent=2))
# Place some market orders
MO = [
{
"AccountKey": "Cf4xZWiYL6W1nMKpygBLLA==",
"Amount": "100000",
"AssetType": "FxSpot",
"BuySell": "Sell",
"OrderType": "Market",
"Uic": 21 # EURUSD
},
{
"AccountKey": "Cf4xZWiYL6W1nMKpygBLLA==",
"Amount": "80000",
"AssetType": "FxSpot",
"BuySell": "Buy",
"OrderType": "Market",
"Uic": 23 # GBPCAD
},
]
# create Order requests and process them
for r in [tr.orders.Order(data=orderspec) for orderspec in MO]:
client.request(r)
# check for positions again
r = pf.positions.PositionsMe()
rv = client.request(r)
print(json.dumps(rv, indent=2))Output:
{
"__count": 0,
"Data": []
}{
"__count": 2,
"Data": [
{
"NetPositionId": "GBPCAD__FxSpot",
"PositionBase": {
"Uic": 23,
"AccountId": "9226397",
"Amount": 80000.0,
"CanBeClosed": true,
"SourceOrderId": "76306670",
"ExecutionTimeOpen": "2019-03-05T22:39:43.738721Z",
"Status": "Open",
"IsMarketOpen": true,
"CorrelationKey": "244b083d-7bce-4e4b-a01c-5117e5860321",
"CloseConversionRateSettled": false,
"ClientId": "9226397",
"OpenPrice": 1.75937,
"RelatedOpenOrders": [],
"ValueDate": "2019-03-08T00:00:00.000000Z",
"SpotDate": "2019-03-08",
"AssetType": "FxSpot"
},
"PositionView": {
"Exposure": 80000.0,
"InstrumentPriceDayPercentChange": -0.04,
"ConversionRateCurrent": 0.662245,
"TradeCostsTotal": -14.07,
"ExposureInBaseCurrency": 93196.8,
"CurrentPriceType": "Bid",
"TradeCostsTotalInBaseCurrency": -9.32,
"ProfitLossOnTradeInBaseCurrency": -49.27,
"CurrentPriceDelayMinutes": 0,
"ConversionRateOpen": 0.662245,
"ProfitLossOnTrade": -74.4,
"ExposureCurrency": "GBP",
"CurrentPrice": 1.75844,
"CalculationReliability": "Ok"
},
"PositionId": "212702698"
},
{
"NetPositionId": "EURUSD__FxSpot",
"PositionBase": {
"Uic": 21,
"AccountId": "9226397",
"Amount": -100000.0,
"CanBeClosed": true,
"SourceOrderId": "76306669",
"ExecutionTimeOpen": "2019-03-05T22:39:43.546536Z",
"Status": "Open",
"IsMarketOpen": true,
"CorrelationKey": "4dab5814-8b84-421e-859b-dfdbdbec06ec",
"CloseConversionRateSettled": false,
"ClientId": "9226397",
"OpenPrice": 1.13054,
"RelatedOpenOrders": [],
"ValueDate": "2019-03-08T00:00:00.000000Z",
"SpotDate": "2019-03-08",
"AssetType": "FxSpot"
},
"PositionView": {
"Exposure": -100000.0,
"InstrumentPriceDayPercentChange": -0.01,
"ConversionRateCurrent": 0.884455,
"TradeCostsTotal": -11.3,
"ExposureInBaseCurrency": -100000.0,
"CurrentPriceType": "Ask",
"TradeCostsTotalInBaseCurrency": -9.99,
"ProfitLossOnTradeInBaseCurrency": -17.69,
"CurrentPriceDelayMinutes": 0,
"ConversionRateOpen": 0.884455,
"ProfitLossOnTrade": -20.0,
"ExposureCurrency": "EUR",
"CurrentPrice": 1.13074,
"CalculationReliability": "Ok"
},
"PositionId": "212702696"
}
]
}Top saxo_openapi
The same orders but now using MarketOrderFxSpot to create the orderbodies.
from saxo_openapi import API
import saxo_openapi.endpoints.trading as tr
import saxo_openapi.endpoints.portfolio as pf
from saxo_openapi.contrib.orders import tie_account_to_order, MarketOrderFxSpot
from saxo_openapi.contrib.session import account_info
import json
# Place your token in a file named: token.txt
token = ""
with open("token.txt") as I:
tok = I.read().strip()
# client to process the requests
client = API(access_token=token)
ai = account_info(client)
# Positions, probably none, but maybe you see positions
# that you created by the explorer
r = pf.positions.PositionsMe()
rv = client.request(r)
print(json.dumps(rv, indent=2))
# Place some market orders, only Amount and Uic needed
# the other body parameters will be generated by MarketOrderFxSpot
MO = [
{
"Amount": -100000, # negative amount indicates a Sell
"Uic": 21 # EURUSD
},
{
"Amount": 80000, # positive amount indicates a buy
"Uic": 23 # GBPCAD
}]
# create Order requests and process them
for spec in MO:
mospec = tie_account_to_order(ai.AccountKey, MarketOrderFxSpot(**spec))
r = tr.orders.Order(data=mospec)
client.request(r)
# check for positions again
r = pf.positions.PositionsMe()
rv = client.request(r)
print(json.dumps(rv, indent=2))Top saxo_openapi
SAXO Bank organizes the endpoints in groups/subgroups, see: https://www.developer.saxo/openapi/referencedocs
States:
- [ ] not covered yet
- [.] work in progress
- [x] covered
Account History Account Values AccountSummary [x] HistoricalPositions HistoricalPositions [x] Performance AccountPerformance [x] Auto Trading Investments Trade Followers Trade Leaders Chart Charts [x] Client Management Signups v1 Signups v2 Users Client Reporting Historical Report Data - Account Statement Historical Report Data - Portfolio Management Historical Report Data - Trade Details Historical Report Data - Trades Executed Historical Report Data - Transaction Historical Report Data - Transaction Balance Client Services Audit Activities Audit OrderActivities CashManagement - InterAcountTransfer CashManagement - Wiretransfers ClientInfo Historical Report Data - Aggregated amounts Historical Report Data - Bookings Historical Report Data - Closed positions Historical Report Data - Trades Support - Cases Event Notification Services ClientActivities create a subscription for client events [x] remove subscription [x] remove subscriptions [x] get activities for client/account [x] Partner Integration (Beta/Early Preview) InteractiveIdVerification Platform Articles Get a specific article from sitecore [ ] Get a list of articles from sitecore [ ] ConfigurationInvestor Get the structure configuration for platform [ ] Get a specific page for not loading full site [ ] ConfigurationTrader Get the structure configuration for platform [ ] Get a specific page for not loading full site [ ] Portfolio AccountGroups AccountGroupDetails [x] AccountGroupsMe [x] AccountGroupsList [x] AccountGroupUpdate [x] Accounts AccountDetails [x] AccountList [x] AccountListByClient [x] AccountUpdate [x] Accountreset [x] SubscriptionCreate [x] SubscriptionRemoveByTag [x] SubscriptionRemoveById [x] Balances AccountBalancesMe [x] AccountBalances [x] MarginOverview [x] BalanceSubscriptionCreate [x] BalanceSubscriptionRemoveByTag [x] BalanceSubscriptionRemoveById [x] Clients ClientDetailsMe [x] ClientDetails [x] ClientDetailsUpdate [x] ClientDetailsByOwner [x] ClientSwitchPosNettingMode [x] ClosedPositions ClosedPositionList [x] ClosedPositionById [x] ClosedPositionDetails [x] ClosedPositionsMe [x] ClosedPositionSubscription [x] ClosedPositionSubscriptionUpdate [x] ClosedPositionSubscriptionsRemove [x] ClosedPositionSubscriptionRemoveById [x] Exposure NetInstrumentsExposureMe [x] NetInstrumentsExposure [x] CreateExposureSubscription [x] RemoveExposureSubscriptionsByTag [x] RemoveExposureSubscription [x] CurrencyExposureMe [x] CurrencyExposureSpecific [x] FxSpotExposureMe [x] FxSpotExposurSpecific [x] NetPositions Get a single netposition [x] Get detailed information for a single netposition [x] Get netpositions for the logged-in client [x] Get netpositions for a client, account group, account or a position [x] Create a netsubscription on a list of positions and make it active [x] Remove multiple subscriptions [x] Remove a subscription [x] Orders GetOpenOrder [x] GetOpenOrdersMe [x] OrderDetails [x] GetAllOpenOrders [x] CreateOpenOrdersSubscription [x] RemoveOpenOrderSubscriptionsByTag [x] RemoveOpenOrderSubscription [x] Positions Get a single position [x] Get detailed information for a single position [x] Get positions for the logged-in client [x] Get positions for a client, account group, account or a position [x] Create a subscription on a list of positions and make it active [x] Change the subscription page size [x] Remove multiple subscriptions [x] Remove a subscription [x] Users UsersMe [x] Users [x] UserDetails [x] UserUpdate [x] Reference Data AlgoStrategies Get all strategies [x] Get details about a specific strategy [x] Countries [x] Cultures [x] Currencies [x] Exchanges Get all exchanges [x] Get details about a specific exchange [x] Instruments Instruments [x] InstrumentsDetails [x] InstrumentDetails [x] ContractoptionSpaces [x] FuturesSpaces [ ] TradingSchedule [x] Languages [x] StandardDates Get a list of forward tenor dates [x] Get a list of FX option expiry dates [x] TimeZones [x] Root Services Diagnostics GET test endpoint [x] POST test endpoint [x] PUT test endpoint [x] DELETE test endpoint [x] PATCH test endpoint [x] HEAD test endpoint [x] OPTIONS test endpoint [x] ECHO test endpoint [x] Features Get availability of all features [x] Create a feature availability subscription [x] Remove a feature availability subscription [x] Sessions Get Session capabilities [x] Change Session capabilities [x] Create Session capabilities subscr. [x] Remove Session capabilities subscr. [x] Subscriptions Rmove multiple active subscr [x] User [x] Trading AllocationKeys Get a list of existing allocation keys [x] Get detailed inform. about an alloc. key [x] Create an allocation key [x] Delete an allocation key [x] InfoPrices Get an info price for a specific instrum. [x] Get info prices for a list of instruments [x] Create info pr subscr. on list of instr. [x] Remove info pr subscr. on instruments [x] Remove info pr subscr on an instrument [x] Messages [x] OptionChain Create options chain subscription [x] Modify options chain subscription [x] Remove options chain subscription [x] ResetATM options chain subscription [x] v1 Orders v2 Orders Place a new order [x] Change one or more existing orders [x] Cancel one or more orders [x] Precheck a single order [x] Positions Create pos by quote [x] Update a position [x] Exercise a position [x] Exercise an amount [x] Prices CreatePriceSubscriptions [x] RequestMarginImpact [x] RemovePriceSubscriptionByTag [x] RemovePriceSubscription [x] Value Add PriceAlerts Get all price alert definitions [x] Get a specific price alert definition [x] Create a new price alert definition [x] Update an existing price alert def. [x] Delete price alert definitions [x] Get the current users's notification settings [x] Modify the current users's notification settings [x]
Top saxo_openapi