saxo_openapi

Python wrapper for Saxo Bank OpenAPI REST-API (see here <https://www.developer.saxo/openapi/learn>_)

Most endpoints are covered by saxo_openapi. Check Covered endpoints_ for details.

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Interactive

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Using the Jupyter notebook_ it is easy to experiment with the saxo_openapi library.

.. _notebook: ./jupyter/index.ipynb

TOC

• Install_
• Design_
• Documentation_
• Example_
• Some Trading_
  • Or by using: contrib.orders_
• Covered endpoints_

Install

.. code-block:: bash

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 examples

To use the latest development version from github:

.. code-block:: bash

$ pip install git+https://github.com/hootnot/saxo_openapi.git

.. note:: Only python3 is supported!

Design

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_

Documentation

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.

.. _https://www.developer.saxo/openapi/referencedocs: https://www.developer.saxo/openapi/referencedocs .. _https://saxo-openapi.readthedocs.io/en/latest: https://saxo-openapi.readthedocs.io/en/latest

Top saxo_openapi_

Example

.. code-block:: python

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_

Some Trading

.. code-block:: python

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:

.. code-block:: python

{ "__count": 0, "Data": [] }

.. code-block:: python

{ "__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_

Or by using: contrib.orders

The same orders but now using *MarketOrderFxSpot* to create the orderbodies.

.. code-block:: python

   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`_

Covered endpoints
-----------------

SAXO Bank organizes the endpoints in groups/subgroups, see:
`https://www.developer.saxo/openapi/referencedocs`_


.. _`https://www.developer.saxo/openapi/referencedocs`: 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`_