GsSession

GsSession

GsSession manages authentication for the GS Developer APIs. This class allows you to hold an authentication context to the developer APIs within a given process. You can hold a reference to multiple sessions within the same process.

OAuth

Authenticating with OAuth application credentials.

Create and use a GsSession with OAuth application credentials:

from gs_quant.session import GsSession

client_id = 'YOUR_CLIENT_ID'
client_secret = 'YOUR_CLIENT_SECRET'

GsSession.use(client_id=client_id, client_secret=client_secret)

Replace the above clientid and client_secret with your own credentials.

Single-Sign-On

Where SSO is available, users can authenticate as follows:

from gs_quant.session import GsSession

GsSession.use()

Scopes

GS Developer scopes provide access to different capabilities within GS Quant. These scopes can be requested through the Marquee Developer Site. Scopes are linked to your registered application. You can create multiple applications with different scopes in order to protect your processes. For example, your trading application may require the execute_trades scope, but you wouldn't need other applications which only read data to have these elevated permissions. More information on the different scopes is available here.

To initialize a session with the default set of scopes:

from gs_quant.session import GsSession

client_id = 'YOUR_CLIENT_ID'
client_secret = 'YOUR_CLIENT_SECRET'

scopes = GsSession.Scopes.get_default()

GsSession.use(client_id=client_id, client_secret=client_secret, scopes=scopes)

To initialize a session with the a specific set of scopes:

from gs_quant.session import GsSession

client_id = 'YOUR_CLIENT_ID'
client_secret = 'YOUR_CLIENT_SECRET'

scopes = [
    GsSession.Scopes.MODIFY_FINANCIAL_DATA,
    GsSession.Scopes.READ_FINANCIAL_DATA
]

GsSession.use(client_id=client_id, client_secret=client_secret, scopes=scopes)

Environments

Developers can access different environments using the provided constants. Production environments should be used for all GS Quant access except where testing workflows prior to deployment (e.g. testing trading integration).

from gs_quant.session import Environment

GsSession.use(environment_or_domain=Environment.QA, client_id=client_id, client_secret=client_secret, scopes=scopes)

Sessions

Marquee Developer