Saxo Bank - roboquant

Overview¶

Saxo Bank is a Danish investment bank and a global online trading and investment platform.

The SaxoBroker integrates roboquant with Saxo Bank’s OpenAPI, enabling simulated order execution through a Saxo account. It can be used standalone or passed into run for paper trading execution.

Saxo Bank support many assets and assets classes world wide. And currently roboquant pre-loads the Stocks, ETF’s, Funds and Forex totalling more than 25.000 assets.

It is a simple and well documented API that you can checkout here.

Prerequisite¶

In contrast to other broker integrations, the Saxo OpenAPI integrations relies solely on the requests library and so no additional libraries need to be loaded.

You’ll need however create a temporary API key (24 hour valid) from your Saxo developer account.

SaxoBroker — Paper Trading¶

The SaxoBroker allows you to execute orders against an Saxo sim account. Just make sure your temporary API key is still valid.

The broker can be used standalone like in the example below, or passed into run for paper trading execution.

If you trade in different currencies, you need to register a CurrencyConverter.

import os
from dotenv import load_dotenv
from roboquant import Order
from roboquant.brokers.saxo import SaxoBroker

load_dotenv()

# Initialize broker
SAXO_TOKEN=os.environ["SAXO_TOKEN"]
broker = SaxoBroker(SAXO_TOKEN)

# Get account
account = broker.sync()
print(account)

# Place a market order
order = Order(Stock("TSLA"), Decimal(10))
broker.place_orders([order])

# Get updated account
account = broker.sync()
print(account)