SAXO Bank OpenAPI REST-API access
Project description
saxo_openapi
Python wrapper for Saxo Bank OpenAPI REST-API (see here)
Most endpoints are covered by saxo_openapi. Check Covered endpoints for details.
Install
# 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:
$ 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
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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.
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Example
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
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Some Trading
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" } ] }
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Or by using: contrib.orders
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))
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Covered endpoints
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]
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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)
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