Hi,
We intent to start trading with Saxo bank. As mantioned on your features page it is possible to create a bridge to any broker terminal, using "open API interface for easy implementation of any broker API (source code included)".

What do we start with to realize this task? Or maybe there is already
a bridge for trading via Saxo bank?

PS: Saxo bank provide open API to it`s system Find description here:
https://www.developer.saxo/openapi/learn/welcome

There is no Saxo bridge yet as to my knowledge. It seems to be a REST API, which means that it is probably relatively easy to implement. Look at the "Broker Plugin" page in the manual and into the examples in the Source folder.