Feed Saxo Bank instruments price into sqlite database
Though Saxo Bank has dropped MetaTrader support back in 2015. Open API allows to implement a custom broker. We are going to consider read-only mode, when price of instruments is continuously put into sqlite database. Authentication is required prior. A user friendly token generator allows to use a single header instead. def k1(uic, asset_type, token): assert re.compile(r'[a-zA-Z]+').match(asset_type) with requests.get( 'https://gateway.saxobank.com/sim/openapi/ref/v1/instruments/details/%d/%s' % ( uic, asset_type ), headers=dict( authorization='Bearer %s' % token, ), ) as p: market_info = p.json() assert 'Symbol' in market_info return market_info token is generated at https://www.developer.saxo/openapi/token/current Available instruments vary between forex, stocks and derivatives. Price mo...