saxo-openapi 0.3.0

SAXO Bank OpenAPI REST-API access

saxo_openapi
============

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

Currently this is code under development. There is no pypi-package yet.

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Interactive
-----------

.. image:: https://jupyter.readthedocs.io/en/latest/_static/_images/jupyter.svg
:target: ./jupyter
:alt: Jupyter

Using the Jupyter `notebook`_ it is easy to experiment with the
*saxo_openapi* library.

.. _notebook: ./jupyter/index.ipynb

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 |
+-----------------------------------------------+-----------------------------------------------------+--------------------------------------------------------+



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


Install
-------

.. code-block:: bash

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

Only python3 is supported.

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

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"
}
]
}


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))


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

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
Historical Report Data - Aggregated amounts
Historical Report Data - Trades
Trading Conditions

Event Notification Services
ClientActivities

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]


=======
History
=======

0.1.0 (2019-02-03)
------------------

* Initial