SDI API provides a RestFul API interface. This interface generates data in the JSON format. In Denodo you could create a JSON data source. For more information, you can access this [community question](https://community.denodo.com/answers/question/details?questionId=90670000000blKbAAI&title=How+to+access+the+RestFul+API+from+Denodo%3F).
I would recommend using the JDBC Connector to access data from HANA as it is the most optimized technique. For details on how to use [SAP HANA as VDP data source](https://community.denodo.com/kb/view/document/SAP%20HANA%20as%20VDP%20data%20source?tag=Connectivity) follow the link mentioned.
Hope this helps!