Are you asking the general advantages of PI AF SDK over PI Web API? Or the question is if it is better to develop a custom ASP.NET Web API with PI AF SDK (another RESTful web service) or just use PI Web API?
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I would say PI AF SDK and PI Web API each have their own use cases.
Cross-platform/cross-device development: Use PI Web API since AF SDK is a .NET client library.
Performance: AF SDK as it's a lowest-level native client library accessible to customers. PI Web API uses AF SDK under the hood so in theory, you can always write a more performant application in AF SDK (assuming all else equal).
.NET development: If you are in a .NET environment or familiar with .NET/C# and can install the AF Client on each app machine, then AF SDK is a more optimal choice.
Feature set: AF SDK will provide the richest set of features and flexibility for interacting with PI since it operates at a lower-level.
For Python on Linux, PI Web API is probably the main option. If you are working with dataframe/datatable structured data, another option to explore is PI JDBC. Python probably has some libraries that call JDBC drivers.