Saxo-APY: Python Client for Saxo Bank OpenAPI

A lightweight Python client for hassle-free tinkering with Saxo OpenAPI.

NOTE: This Python package was created by an enthusiast as a learning project. None of the contents in this repository are maintained by Saxo Bank, and Saxo Bank does not guarantee correctness of the provided implementation.

Features

• Authentication and session management with Saxo SSO
  • Supports OAuth 2.0 Code grant type
  • Works seamlessly in both SIM and LIVE environments
  • Automated handling of callback from SSO (optional)
  • Headless authentication for deployed applications (optional)
  • Keep sessions and active websockets alive by refreshing access tokens via asyncio
• Read operations (GET requests)
• Write operations (POST, PUT, PATCH, DELETE requests)
• Supports streaming and decoding of streaming messages
• Error handling with comprehensive exception messages

Installation

pip install saxo-apy

Requirements

• Python 3.7+
• An OpenAPI application registered on Saxo Bank's Developer Portal
  • Create a free developer account if you don't have one already.
  • Ensure the application is set up with Grant Type: Code as authentication flow.
  • At least 1 localhost redirect needs to be defined such as http://localhost:12321/redirect (for development/testing purposes)
  • (Optional) enable trading permissions for the app

Usage

See Get Started for an in-depth example!

Copy your apps's config by clicking Copy App Object on the Developer Portal app details page.

The client requires this dictionary to be provided when initializing:

from saxo_apy import SaxoOpenAPIClient

# copy app config here:
config = {
    "AppName": "Your OpenAPI App",
    "AppKey": "...",
    "AuthorizationEndpoint": "...",
    "TokenEndpoint": "...",
    "GrantType": "Code",
    "OpenApiBaseUrl": "...",
    "RedirectUrls": [
        "...
    ],
    "AppSecret": "..."
}

client = SaxoOpenAPIClient(config)
client.login()
me = client.get("/port/v1/users/me")
print(me)

> {'ClientKey': 'U8SNV3JLdN4gzcQfmThXJA==',
> 'Culture': 'en-US',
> 'Language': 'en',
> ...

See the samples for loads more examples on how to use the client.

Dependencies

This package requires 4 dependencies:

• pydantic, for parsing config and JSON responses
• Flask, to run a local server and catch the callback from Saxo SSO
• httpx, for sending requests to OpenAPI and managing the client session
• websockets, for setting up a websocket connection to Saxo's streaming service
• loguru, to handle logging

Notes

The client supports OAuth Code flow and will automatically spin up a server to listen for the redirect from Saxo SSO. At least 1 localhost redirect needs to be defined in application config for this purpose.

By default, the client will use the first available localhost redirect to run the server on (typically only 1 exists in the config).

The client validates redirect urls in application config automatically. OAuth 2.0 code flow requires a fixed port to be specified on the redirect url. In case this is incorrectly configured, an error message will guide you to ensure app config is correct with OpenAPI:

one or more redirect urls have no port configured, which is required for grant type 'Code' - ensure a port is configured in the app config object for each url (example: http://localhost:23432/redirect)