Saxo OpenAPI Python Authentication & Streaming

Python implementation for Saxo Bank OpenAPI authentication and real-time streaming with automatic token management.

Quick Start

Requirements

• Python 3.7+
• python-dotenv
• requests
• websocket-client
• .env configured with own app credentials.

Available Scripts

• Authorization Code Flow → auth/auth_code_flow.py
• Authorization Code with PKCE → auth/auth_pkce_flow.py
• WebSocket Streaming → streaming/stream_balances.py

Setup

1. Install dependencies: pip install -r requirements.txt
2. Copy environment file: cp .env.example .env
3. Configure .env with credentials from developer portal

APP_NAME=your_app_name_here
APP_KEY=your_app_key_here
AUTHORIZATION_ENDPOINT=https://sim.logonvalidation.net/authorize
TOKEN_ENDPOINT=https://sim.logonvalidation.net/token
GRANT_TYPE=grant-type # "code" or "pkce"
OPEN_API_BASE_URL=https://gateway.saxobank.com/sim/openapi/
REDIRECT_URLS=http://localhost:3000/callback
APP_SECRET=your_app_secret_here # Only for Authorization Code flow

Usage

Balance Streaming

Automatically detects OAuth configuration and handles authentication to stream real-time balance updates:

python3 streaming/stream_balances.py

Streams TotalValue, CollateralAvailable, and MarginAvailableForTrading with automatic token refresh at 85% of token lifetime.

Otherwise defaults to manual token entry, which also disables the refresh flow.

How It Works

• Flow Selection: From the .env GRANT_TYPE to code or pkce - only the required auth module loads
  • Or use a 24-hour simulation token. The streaming script will prompt you for it if you have not setup the .env file.
• Token Refresh: Automatic refresh at 85% of token lifetime with 3-retry mechanism
• WebSocket Reauth: Seamless reauthorization on token refresh
• Connection Recovery: Auto-reconnection with subscription replacement

Stream History

Logs all activity to stream_history/:

• subscriptions.json - Most recent WebSocket connection with all subscriptions (replaced on new connection)
• control-messages.json - System control messages (last 50)

Each subscription tracks: snapshot, last 50 messages, status (active, replaced, deleted).

Authentication

The OAuth 2.0 flow samples can also be run independently in order to obtain access tokens:

python3 auth/auth_code_flow.py  # Authorization Code Flow
python3 auth/auth_pkce_flow.py  # Authorization Code with PKCE

App Registration

Register apps at: https://www.developer.saxo/openapi/appmanagement

The app variables are what should populate the .env file.