There was already a request last December for implementing PSD2 in GnuCash, but this was declined as it is only a "legal framework" and not an API in and of itself. Now Nets have an API for their Open Banking solution which is in accordance with PSD2 and already implemented in many Nordic banks. There is even a sandbox available via their website:

https://www.nets.eu/solutions/open-banking-access

Will this be something that is a better candidate for future releases?