saxo-openapi
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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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Using the Jupyter notebook_ it is easy to experiment with the
saxo_openapi library.
.. _notebook: ./jupyter/index.ipynb
Install_Design_Documentation_Example_Some Trading_
Or by using: contrib.orders_Covered endpoints_.. code-block:: bash
$ 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
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!
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.
.. _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_
.. 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_
.. code-block:: python
from saxo_openapi import API import saxo_openapi.endpoints.trading as tr import saxo_openapi.endpoints.portfolio as pf import json
tok = "" with open("tok.txt") as I: tok = I.read().strip()
client = API(access_token=tok)
r = pf.positions.PositionsMe() rv = client.request(r) print(json.dumps(rv, indent=2))
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 }, ]
for r in [tr.orders.Order(data=orderspec) for orderspec in MO]: client.request(r)
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`_
Changelog
=========
[Unreleased]
------------
v0.6.0 (2019-09-16)
-------------------
New Features
~~~~~~~~~~~~
- [order endpoints] added support for the ManualOrder attribute
BREAKING CHANGE: SAXO OpenApi will require this attribute in the
orderbodies, see:
https://www.developer.saxo/excel/blog/updated-requirements-for-order-placement?phrase=ManualOrder
Style Fixes
~~~~~~~~~~~
- fixed flake8 style issues
Documentation Changes
~~~~~~~~~~~~~~~~~~~~~
- [sphinx config] fixed typo
v0.5.0 (2019-09-10)
-------------------
New Features
~~~~~~~~~~~~
- [endpoints] chart endpoints
addition of all chart endpoint classes
Documentation Changes
~~~~~~~~~~~~~~~~~~~~~
- [endpoints] chart endpoints documentation
all chart endpoint classes documentation
- various doc/docstring updates
v0.4.1 (2019-05-23)
-------------------
New Features
~~~~~~~~~~~~
- [endpoints] eventnotificationservices
addition all eventnotificationservices endpoint classes
- [definitions] activities and reportformats
addition of definitions for 'activities' and 'reportformats'
Bug Fixes
~~~~~~~~~
- corrected config causing broken build
replace auto-changelog
Documentation Changes
~~~~~~~~~~~~~~~~~~~~~
- [endpoints] eventnotificationservices
addition all eventnotificationservices endpoint classes
v0.3.1 (2019-05-04)
-------------------
v0.3.0 (2019-05-04)
-------------------
FAQs
SAXO Bank OpenAPI REST-API access
We found that saxo-openapi demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 1 open source maintainer collaborating on the project.
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