feat: saxo price

backend/services/saxo_client.py

@@ -11,7 +11,7 @@ quoting window carry a Call/Put payload; the rest are bare {Index, Strike}.
 import logging
 import time
 import uuid
-from datetime import date
+from datetime import date, datetime
 from typing import Any, Dict, List, Optional
 
 import httpx
@@ -224,6 +224,89 @@ def get_price_quote(symbol: str, asset_type: str = "FxSpot", amount: int = 10000
     }
 
 
+def get_price_history(symbol: str, asset_type: str = "FxSpot", days: int = 90) -> List[Dict[str, Any]]:
+    """Daily OHLC bars via Saxo's Chart API (GET /chart/v1/charts, Horizon=1440 = daily
+    bars). NOT yet verified against a live account (unlike get_price_quote/
+    snapshot_options_chain, which were built against confirmed real responses) — this
+    follows Saxo's documented chart endpoint shape but needs a live check once deployed.
+    Callers should treat any failure here (wrong field names, entitlement gap, etc.) as
+    routine and fall back to another source, not surface it as a hard error.
+    Returns oldest-first [{"date": "YYYY-MM-DD", "close": float}, ...].
+    """
+    instrument = resolve_instrument(symbol, asset_types=asset_type)
+    data = _get("/chart/v1/charts", {
+        "AssetType": asset_type,
+        "Uic": instrument["uic"],
+        "Horizon": 1440,
+        "Count": days,
+    })
+    bars = data.get("Data") or []
+    if not bars:
+        raise ValueError(f"No chart data returned for '{symbol}' ({asset_type})")
+    out = []
+    for bar in bars:
+        close = bar.get("Close")
+        time_str = bar.get("Time")
+        if close is None or not time_str:
+            continue
+        out.append({"date": str(time_str)[:10], "close": float(close)})
+    if not out:
+        raise ValueError(f"Chart data for '{symbol}' had no usable Close/Time fields")
+    return out
+
+
+def get_saxo_quote_with_volatility(symbol: str, asset_type: str, vol_window: int = 20) -> Dict[str, Any]:
+    """Saxo-sourced equivalent of services.data_fetcher.get_quote_with_volatility — same
+    output shape, but priced from Saxo's own chart history instead of yfinance. Exists
+    because continuous front-month futures tickers (BZ=F, CL=F, GC=F...) on yfinance
+    aren't roll-adjusted, so day-over-day change/volatility can show a spurious jump on
+    a contract-roll day that has nothing to do with an actual market move. Saxo's own
+    CFD/spot instruments don't have that artifact. Raises on any failure — the caller
+    (routers/instruments_watchlist.py) falls back to yfinance rather than surfacing this."""
+    import numpy as np
+
+    bars = get_price_history(symbol, asset_type, days=max(vol_window + 10, 90))
+    if len(bars) < vol_window + 2:
+        raise ValueError(f"Not enough Saxo history for '{symbol}' to compute {vol_window}d volatility")
+
+    dates = [b["date"] for b in bars]
+    closes = np.array([b["close"] for b in bars], dtype=float)
+
+    price = float(closes[-1])
+    last_date = dates[-1]
+    prior_idx = [i for i, d in enumerate(dates) if d < last_date]
+    prev = float(closes[prior_idx[-1]]) if prior_idx else price
+    change = price - prev
+    change_pct = (change / prev * 100) if prev else 0
+
+    log_ret = np.diff(np.log(closes))
+    if len(log_ret) < vol_window:
+        raise ValueError(f"Not enough Saxo return points for '{symbol}' to compute {vol_window}d volatility")
+    vol_series = []
+    for i in range(vol_window, len(log_ret) + 1):
+        window = log_ret[i - vol_window:i]
+        vol_series.append((dates[i], float(np.std(window, ddof=1)) * np.sqrt(252) * 100))
+    if not vol_series:
+        raise ValueError(f"Volatility series empty for '{symbol}'")
+    volatility_pct = vol_series[-1][1]
+
+    volatility_change_pct = None
+    prior_vol = [v for d, v in vol_series if d < last_date]
+    if prior_vol:
+        volatility_change_pct = round(volatility_pct - prior_vol[-1], 2)
+
+    return {
+        "symbol": symbol,
+        "price": round(price, 4),
+        "change": round(change, 4),
+        "change_pct": round(change_pct, 2),
+        "volatility_pct": round(volatility_pct, 2),
+        "volatility_change_pct": volatility_change_pct,
+        "timestamp": datetime.utcnow().isoformat(),
+        "source": "saxo",
+    }
+
+
 def resolve_option_root_uic(symbol: str) -> int:
     return resolve_instrument(symbol)["uic"]