feat: strategy builder

frontend/src/hooks/useApi.ts

@@ -1515,3 +1515,152 @@ export const useRejectAiTradeProposal = () => {
     onSuccess: () => qc.invalidateQueries({ queryKey: ['ai-trade-proposals'] }),
   })
 }
+
+// ── Strategy Builder ────────────────────────────────────────────────────────
+
+export type ChainRow = { strike: number; bid: number; ask: number; mid: number; last: number; iv: number; open_interest: number; volume: number }
+export type ChainExpiry = { expiry_date: string; days_to_expiry: number; calls: ChainRow[]; puts: ChainRow[] }
+export type ChainSlice = { symbol: string; proxy: string; spot: number; expiries: ChainExpiry[] }
+
+export type ManualGridCell = { days_to_expiry: number; strike_pct: number; iv: number | null }
+
+export type StrategyScenario = {
+  symbol: string
+  horizon_days: number
+  spot_shock_pct: number
+  iv_level_shift: number
+  skew_tilt: number
+  term_shift: number
+  manual_grid?: ManualGridCell[]
+  rate?: number
+  n_expiries?: number
+}
+
+export type StrategyLeg = {
+  expiry_date: string
+  days_to_expiry: number
+  strike: number
+  option_type: 'call' | 'put'
+  position: 'long' | 'short'
+  quantity: number
+}
+
+export type Greeks = { delta: number; gamma: number; theta: number; vega: number }
+export type PayoffPoint = { underlying: number; pnl: number }
+
+export type PriceCombo = {
+  entry_cost: number
+  entry_cost_mid: number
+  scenario_value: number
+  scenario_value_mid: number
+  net_pnl: number
+  broker_spread_cost: number
+  max_gain: number | null
+  max_loss: number | null
+  bounded_risk: boolean
+  greeks_now: Greeks
+  greeks_scenario: Greeks
+  net_delta_now: number
+  net_delta_scenario: number
+  at_expiry: PayoffPoint[]
+  at_scenario: PayoffPoint[]
+  spot: number
+  scenario_spot: number
+  proxy: string
+}
+
+export type StrategyCandidate = {
+  template_name: string
+  legs: StrategyLeg[]
+  score: number
+  objective: string
+} & PriceCombo
+
+export const useOptionChainSlice = (symbol: string, horizonDays: number, nExpiries = 3, enabled = true) =>
+  useQuery<ChainSlice>({
+    queryKey: ['strategy-builder-chain', symbol, horizonDays, nExpiries],
+    queryFn: () => api.get('/strategy-builder/chain', { params: { symbol, horizon_days: horizonDays, n_expiries: nExpiries } }).then(r => r.data),
+    enabled: enabled && !!symbol,
+    staleTime: 30_000,
+    retry: 1,
+  })
+
+export const usePriceStrategy = () =>
+  useMutation({
+    mutationFn: (body: { scenario: StrategyScenario; legs: StrategyLeg[] }) =>
+      api.post<PriceCombo>('/strategy-builder/price', body).then(r => r.data),
+  })
+
+export type OptimizeConstraints = {
+  max_legs: number
+  delta_threshold: number
+  max_loss_cap?: number | null
+  objective: 'net_pnl' | 'return_on_risk' | 'prob_weighted'
+  top_n?: number
+}
+
+export const useOptimizeStrategy = () =>
+  useMutation({
+    mutationFn: (body: { scenario: StrategyScenario; constraints: OptimizeConstraints }) =>
+      api.post<StrategyCandidate[]>('/strategy-builder/optimize', body).then(r => r.data),
+  })
+
+export type SavedScenario = {
+  id: string; symbol: string; label: string; horizon_days: number
+  spot_shock_pct: number; iv_level_shift: number; skew_tilt: number; term_shift: number
+  manual_grid: ManualGridCell[]; created_at: string
+}
+
+export type SavedStrategyRecord = {
+  id: string; scenario_id: string | null; symbol: string; template_name: string; objective: string
+  legs: StrategyLeg[]; entry_cost: number | null; max_gain: number | null; max_loss: number | null
+  net_pnl_scenario: number | null; net_delta: number | null; notes: string; created_at: string
+}
+
+export const useScenarios = (symbol?: string) =>
+  useQuery<SavedScenario[]>({
+    queryKey: ['strategy-scenarios', symbol],
+    queryFn: () => api.get('/strategy-builder/scenarios', { params: symbol ? { symbol } : {} }).then(r => r.data),
+  })
+
+export const useSaveScenario = () => {
+  const qc = useQueryClient()
+  return useMutation({
+    mutationFn: (body: StrategyScenario & { label?: string }) => api.post('/strategy-builder/scenarios', body).then(r => r.data),
+    onSuccess: () => qc.invalidateQueries({ queryKey: ['strategy-scenarios'] }),
+  })
+}
+
+export const useDeleteScenario = () => {
+  const qc = useQueryClient()
+  return useMutation({
+    mutationFn: (id: string) => api.delete(`/strategy-builder/scenarios/${id}`).then(r => r.data),
+    onSuccess: () => qc.invalidateQueries({ queryKey: ['strategy-scenarios'] }),
+  })
+}
+
+export const useSavedStrategies = (symbol?: string) =>
+  useQuery<SavedStrategyRecord[]>({
+    queryKey: ['saved-strategies', symbol],
+    queryFn: () => api.get('/strategy-builder/saved', { params: symbol ? { symbol } : {} }).then(r => r.data),
+  })
+
+export const useSaveStrategyRecord = () => {
+  const qc = useQueryClient()
+  return useMutation({
+    mutationFn: (body: {
+      scenario_id?: string | null; symbol: string; template_name?: string; objective?: string
+      legs: StrategyLeg[]; entry_cost?: number | null; max_gain?: number | null; max_loss?: number | null
+      net_pnl_scenario?: number | null; net_delta?: number | null; notes?: string
+    }) => api.post('/strategy-builder/saved', body).then(r => r.data),
+    onSuccess: () => qc.invalidateQueries({ queryKey: ['saved-strategies'] }),
+  })
+}
+
+export const useDeleteSavedStrategy = () => {
+  const qc = useQueryClient()
+  return useMutation({
+    mutationFn: (id: string) => api.delete(`/strategy-builder/saved/${id}`).then(r => r.data),
+    onSuccess: () => qc.invalidateQueries({ queryKey: ['saved-strategies'] }),
+  })
+}