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.

Read the full article at https://product-development-service.blogspot.com/2022/06/feed-saxo-bank-instruments-price-into.html