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feat: saxo price

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This commit is contained in:
OpenSquared
2026-07-23 10:33:18 +02:00
parent 1ac2270271
commit a136d6ae11
5 changed files with 118 additions and 40 deletions
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34
backend/routers/instruments_watchlist.py
View File

@@ -49,8 +49,8 @@ def watchlist_quotes():
items = []
for row in get_instruments_watchlist():
q = None
if row.get("saxo_symbol"):
q = _saxo_quote(row["saxo_symbol"])
if row.get("saxo_quote_symbol"):
q = _saxo_quote(row["saxo_quote_symbol"])
if q is None:
q = get_quote_with_volatility(row["ticker"]) or {}
items.append({
@@ -110,13 +110,27 @@ class SaxoLinkBody(BaseModel):
saxo_symbol: str | None = None
@router.put("/{ticker}/saxo-link")
def set_saxo_link(ticker: str, body: SaxoLinkBody):
"""Link this tracked instrument to a Saxo watchlist symbol (or pass null to unlink)
so Options Lab's Saxo section shows broker data for it. Adds the symbol to
services.saxo_scheduler's watchlist automatically if it wasn't already there."""
from services.database import set_instrument_watchlist_saxo_symbol
ok = set_instrument_watchlist_saxo_symbol(ticker, body.saxo_symbol)
@router.put("/{ticker}/saxo-option-link")
def set_saxo_option_link(ticker: str, body: SaxoLinkBody):
"""Link this tracked instrument to the Saxo symbol whose OPTIONS CHAIN Options Lab
should analyze for it (or pass null to unlink) — e.g. CL=F -> MCL:XCME. Adds the
symbol to services.saxo_scheduler's watchlist automatically if it wasn't already
there, so that chain starts getting snapshotted."""
from services.database import set_instrument_watchlist_saxo_option_symbol
ok = set_instrument_watchlist_saxo_option_symbol(ticker, body.saxo_symbol)
if not ok:
raise HTTPException(404, f"'{ticker}' is not in the instruments watchlist")
return {"ticker": ticker.strip().upper(), "saxo_symbol": (body.saxo_symbol or "").strip().upper() or None}
return {"ticker": ticker.strip().upper(), "saxo_option_symbol": (body.saxo_symbol or "").strip().upper() or None}
@router.put("/{ticker}/saxo-quote-link")
def set_saxo_quote_link(ticker: str, body: SaxoLinkBody):
"""Link this tracked instrument to the Saxo symbol used to price it in the Cockpit
(or pass null to unlink) — an accurate broker spot/futures feed instead of
yfinance's unadjusted continuous-futures tickers. Independent of the options link
above; often a different Saxo instrument."""
from services.database import set_instrument_watchlist_saxo_quote_symbol
ok = set_instrument_watchlist_saxo_quote_symbol(ticker, body.saxo_symbol)
if not ok:
raise HTTPException(404, f"'{ticker}' is not in the instruments watchlist")
return {"ticker": ticker.strip().upper(), "saxo_quote_symbol": (body.saxo_symbol or "").strip().upper() or None}

55
backend/services/database.py
View File

@@ -183,10 +183,21 @@ def init_db():
sort_order INTEGER DEFAULT 0,
added_at TEXT DEFAULT (datetime('now'))
)""",
# Optional link to a Saxo watchlist symbol (services.saxo_scheduler) — lets Options
# Lab's Saxo section show only broker data for instruments the user actually tracks
# here, instead of an independently-managed Saxo symbol list.
# Two DISTINCT, independent Saxo links per tracked instrument — often different
# Saxo instruments, not one shared symbol:
# saxo_option_symbol — which Saxo options chain Options Lab should analyze for
# this underlying (e.g. CL=F -> MCL:XCME, a micro futures option chain).
# Feeds services.saxo_scheduler's watchlist so that chain gets snapshotted.
# saxo_quote_symbol — which Saxo spot/futures instrument to price this
# instrument FROM in the Cockpit, instead of yfinance's unadjusted continuous-
# futures tickers (BZ=F, CL=F... see project_saxo_quote_source memory).
# `saxo_symbol` (original single field, 2026-07-21) is superseded by
# saxo_option_symbol below — kept as a column (not dropped) with its data copied
# forward, so links set before the split aren't lost.
"ALTER TABLE instruments_watchlist ADD COLUMN saxo_symbol TEXT",
"ALTER TABLE instruments_watchlist ADD COLUMN saxo_option_symbol TEXT",
"ALTER TABLE instruments_watchlist ADD COLUMN saxo_quote_symbol TEXT",
"UPDATE instruments_watchlist SET saxo_option_symbol = saxo_symbol WHERE saxo_option_symbol IS NULL AND saxo_symbol IS NOT NULL",
# Wavelets — saved optimization/simulation runs (ported from InstrumentSimulator's
# WaveletOptimizationRun: form/results are free-form JSON blobs, not modeled relationally)
"""CREATE TABLE IF NOT EXISTS wavelet_simulations (
@@ -3274,19 +3285,22 @@ def remove_market_custom_ticker(ticker: str) -> bool:
def get_instruments_watchlist() -> List[Dict]:
conn = get_conn()
rows = conn.execute(
"SELECT ticker, name, asset_class, sort_order, added_at, saxo_symbol "
"SELECT ticker, name, asset_class, sort_order, added_at, saxo_option_symbol, saxo_quote_symbol "
"FROM instruments_watchlist ORDER BY sort_order ASC, added_at ASC"
).fetchall()
conn.close()
return [dict(r) for r in rows]
def set_instrument_watchlist_saxo_symbol(ticker: str, saxo_symbol: Optional[str]) -> bool:
"""Link (or unlink, if saxo_symbol is None/empty) a tracked instrument to a Saxo
watchlist symbol. Linking also adds that symbol to services.saxo_scheduler's own
watchlist if it isn't there yet, so it actually starts getting snapshotted. Unlinking
does NOT remove it from the Saxo watchlist — it may still be wanted directly, or by
another linked instrument; remove it from Config -> Saxo if it's truly no longer needed."""
def set_instrument_watchlist_saxo_option_symbol(ticker: str, saxo_symbol: Optional[str]) -> bool:
"""Link (or unlink, if saxo_symbol is None/empty) a tracked instrument to the Saxo
symbol whose OPTIONS CHAIN Options Lab should analyze for it — e.g. CL=F -> MCL:XCME
(a micro futures option chain), often NOT the same Saxo instrument as
saxo_quote_symbol (the underlying's own spot/futures price feed). Linking also adds
the symbol to services.saxo_scheduler's own watchlist if it isn't there yet, so its
option chain actually starts getting snapshotted. Unlinking does NOT remove it from
the Saxo watchlist — it may still be wanted directly, or by another linked
instrument; remove it from Config -> Saxo if it's truly no longer needed."""
from services.saxo_scheduler import get_watchlist, set_watchlist
ticker = ticker.upper()
@@ -3297,7 +3311,7 @@ def set_instrument_watchlist_saxo_symbol(ticker: str, saxo_symbol: Optional[str]
if row is None:
conn.close()
return False
conn.execute("UPDATE instruments_watchlist SET saxo_symbol = ? WHERE ticker = ?", (saxo_symbol, ticker))
conn.execute("UPDATE instruments_watchlist SET saxo_option_symbol = ? WHERE ticker = ?", (saxo_symbol, ticker))
conn.commit()
conn.close()
@@ -3308,6 +3322,25 @@ def set_instrument_watchlist_saxo_symbol(ticker: str, saxo_symbol: Optional[str]
return True
def set_instrument_watchlist_saxo_quote_symbol(ticker: str, saxo_symbol: Optional[str]) -> bool:
"""Link (or unlink) a tracked instrument to the Saxo symbol used to price it in the
Cockpit (services.saxo_client.get_saxo_quote_with_volatility), instead of yfinance's
unadjusted continuous-futures tickers. No scheduler sync needed — chart bars are
pulled live from Saxo per request, nothing to pre-accumulate."""
ticker = ticker.upper()
saxo_symbol = (saxo_symbol or "").strip().upper() or None
conn = get_conn()
row = conn.execute("SELECT ticker FROM instruments_watchlist WHERE ticker = ?", (ticker,)).fetchone()
if row is None:
conn.close()
return False
conn.execute("UPDATE instruments_watchlist SET saxo_quote_symbol = ? WHERE ticker = ?", (saxo_symbol, ticker))
conn.commit()
conn.close()
return True
def add_instrument_watchlist(ticker: str, name: str = "", asset_class: str = "unknown") -> bool:
conn = get_conn()
try:

21
frontend/src/hooks/useApi.ts
View File

@@ -151,11 +151,14 @@ export const useRemoveWatchlistInstrument = () => {
})
}
export const useSetWatchlistSaxoLink = () => {
// Which Saxo OPTIONS CHAIN Options Lab should analyze for this underlying (e.g.
// CL=F -> MCL:XCME) — independent of useSetWatchlistSaxoQuoteLink below, often a
// different Saxo instrument.
export const useSetWatchlistSaxoOptionLink = () => {
const qc = useQueryClient()
return useMutation({
mutationFn: ({ ticker, saxoSymbol }: { ticker: string; saxoSymbol: string | null }) =>
api.put(`/watchlist/${encodeURIComponent(ticker)}/saxo-link`, { saxo_symbol: saxoSymbol }).then(r => r.data),
api.put(`/watchlist/${encodeURIComponent(ticker)}/saxo-option-link`, { saxo_symbol: saxoSymbol }).then(r => r.data),
onSuccess: () => {
qc.invalidateQueries({ queryKey: ['instruments-watchlist'] })
qc.invalidateQueries({ queryKey: ['instruments-watchlist-quotes'] })
@@ -165,6 +168,20 @@ export const useSetWatchlistSaxoLink = () => {
})
}
// Which Saxo spot/futures symbol prices this instrument in the Cockpit, instead of
// yfinance's unadjusted continuous-futures tickers.
export const useSetWatchlistSaxoQuoteLink = () => {
const qc = useQueryClient()
return useMutation({
mutationFn: ({ ticker, saxoSymbol }: { ticker: string; saxoSymbol: string | null }) =>
api.put(`/watchlist/${encodeURIComponent(ticker)}/saxo-quote-link`, { saxo_symbol: saxoSymbol }).then(r => r.data),
onSuccess: () => {
qc.invalidateQueries({ queryKey: ['instruments-watchlist'] })
qc.invalidateQueries({ queryKey: ['instruments-watchlist-quotes'] })
},
})
}
// Latest cycle report — shares the 'cycle-report-latest' queryKey with RapportIA.tsx
export const useLatestCycleReport = () =>
useQuery({

36
frontend/src/pages/Config.tsx
View File

@@ -1,7 +1,7 @@
import { useState, useEffect } from 'react'
import { Link } from 'react-router-dom'
import { useQuery, useMutation, useQueryClient } from '@tanstack/react-query'
import { useSources, useUpdateSources, useUpdateApiKeys, useConfig, useAiStatus, useAnalysisConfig, useSaveAnalysisConfig, useCycleStatus, useUpdateCycleConfig, useTriggerCycle, useCycleStepCatalog, useRiskProfiles, useUpsertProfile, useDeleteProfile, useExitDefaults, useSaveExitDefaults, useOptionsGate, useSaveOptionsGate, useTechIndicatorsConfig, useSaveTechIndicatorsConfig, useInstrumentsWatchlist, useAddWatchlistInstrument, useRemoveWatchlistInstrument, useSetWatchlistSaxoLink, validateTicker, useSaxoStatus, useDisconnectSaxo, useSaxoWatchlist, useUpdateSaxoWatchlist, useSnapshotSaxoNow, useValidateSaxoWatchlist, useSaxoCatalog, useSaxoCatalogSummary, useRefreshSaxoCatalog, useTestSaxoQuote, useSaxoSettings, useUpdateSaxoSettings, useSnapshotAllSaxoNow, useExpandSaxoWatchlist, type CycleStepDef } from '../hooks/useApi'
import { useSources, useUpdateSources, useUpdateApiKeys, useConfig, useAiStatus, useAnalysisConfig, useSaveAnalysisConfig, useCycleStatus, useUpdateCycleConfig, useTriggerCycle, useCycleStepCatalog, useRiskProfiles, useUpsertProfile, useDeleteProfile, useExitDefaults, useSaveExitDefaults, useOptionsGate, useSaveOptionsGate, useTechIndicatorsConfig, useSaveTechIndicatorsConfig, useInstrumentsWatchlist, useAddWatchlistInstrument, useRemoveWatchlistInstrument, useSetWatchlistSaxoOptionLink, useSetWatchlistSaxoQuoteLink, validateTicker, useSaxoStatus, useDisconnectSaxo, useSaxoWatchlist, useUpdateSaxoWatchlist, useSnapshotSaxoNow, useValidateSaxoWatchlist, useSaxoCatalog, useSaxoCatalogSummary, useRefreshSaxoCatalog, useTestSaxoQuote, useSaxoSettings, useUpdateSaxoSettings, useSnapshotAllSaxoNow, useExpandSaxoWatchlist, type CycleStepDef } from '../hooks/useApi'
import { Settings, Key, Globe, CheckCircle, XCircle, AlertCircle, Save, Eye, EyeOff, Brain, SlidersHorizontal, RefreshCw, Zap, Plus, Trash2, Pencil, X, Lock, Gauge, DollarSign, TrendingUp, ShieldAlert, DatabaseBackup, Radar, Link2, Unlink, Camera, ShieldCheck, ExternalLink } from 'lucide-react'
import clsx from 'clsx'
@@ -331,16 +331,27 @@ function RiskProfilesCard() {
)
}
// Inline Saxo-symbol link editor for one watchlist row — lets Options Lab's Saxo section
// show only broker data for instruments actually tracked here, instead of relying on an
// independently-managed Saxo watchlist. Linking auto-adds the symbol to the Saxo
// scheduler's watchlist (Config -> Saxo below) so it starts getting snapshotted.
function SaxoLinkPicker({ ticker, saxoSymbol }: { ticker: string; saxoSymbol: string | null }) {
// Inline Saxo-symbol link editor for one watchlist row. Two independent kinds, often
// pointing at DIFFERENT Saxo instruments for the same tracked ticker:
// 'option' — which Saxo options chain Options Lab should analyze (e.g. CL=F -> the
// Saxo micro-futures option chain MCL:XCME). Auto-adds to the Saxo
// scheduler's watchlist (Config -> Saxo below) so it gets snapshotted.
// 'quote' — which Saxo spot/futures symbol prices this instrument in the Cockpit,
// replacing yfinance's unadjusted continuous-futures tickers.
const SAXO_LINK_KIND_META = {
option: { label: 'Option', placeholder: 'Search Saxo option symbol…', activeCls: 'text-emerald-400 hover:text-emerald-300 bg-emerald-900/20 border-emerald-700/30' },
quote: { label: 'Quote', placeholder: 'Search Saxo spot/futures symbol…', activeCls: 'text-sky-400 hover:text-sky-300 bg-sky-900/20 border-sky-700/30' },
} as const
function SaxoLinkPicker({ ticker, kind, saxoSymbol }: { ticker: string; kind: keyof typeof SAXO_LINK_KIND_META; saxoSymbol: string | null }) {
const [editing, setEditing] = useState(false)
const [value, setValue] = useState(saxoSymbol ?? '')
const [showDropdown, setShowDropdown] = useState(false)
const { mutate: setLink, isPending } = useSetWatchlistSaxoLink()
const optionLink = useSetWatchlistSaxoOptionLink()
const quoteLink = useSetWatchlistSaxoQuoteLink()
const { mutate: setLink, isPending } = kind === 'option' ? optionLink : quoteLink
const { data: catalogMatches } = useSaxoCatalog(undefined, value.length >= 2 ? value : undefined)
const meta = SAXO_LINK_KIND_META[kind]
const save = (sym?: string) => {
const resolved = (sym ?? value).trim().toUpperCase() || null
@@ -349,12 +360,12 @@ function SaxoLinkPicker({ ticker, saxoSymbol }: { ticker: string; saxoSymbol: st
if (!editing) {
return saxoSymbol ? (
<button onClick={() => { setEditing(true); setValue(saxoSymbol) }} className="flex items-center gap-1 text-[9px] text-emerald-400 hover:text-emerald-300 bg-emerald-900/20 border border-emerald-700/30 px-1.5 py-0.5 rounded">
<Link2 className="w-2.5 h-2.5" /> {saxoSymbol}
<button onClick={() => { setEditing(true); setValue(saxoSymbol) }} className={clsx('flex items-center gap-1 text-[9px] px-1.5 py-0.5 rounded border', meta.activeCls)}>
<Link2 className="w-2.5 h-2.5" /> {meta.label}: {saxoSymbol}
</button>
) : (
<button onClick={() => setEditing(true)} className="flex items-center gap-1 text-[9px] text-slate-500 hover:text-slate-300 border border-slate-700/40 px-1.5 py-0.5 rounded">
<Unlink className="w-2.5 h-2.5" /> Link Saxo
<Unlink className="w-2.5 h-2.5" /> {meta.label}
</button>
)
}
@@ -368,7 +379,7 @@ function SaxoLinkPicker({ ticker, saxoSymbol }: { ticker: string; saxoSymbol: st
onFocus={() => setShowDropdown(true)}
onKeyDown={e => { if (e.key === 'Enter') save(); if (e.key === 'Escape') setEditing(false) }}
onBlur={() => save()}
placeholder="Search Saxo symbol…"
placeholder={meta.placeholder}
className="bg-dark-800 border border-slate-700/40 rounded px-1.5 py-0.5 text-[9px] text-white w-28 focus:outline-none focus:border-blue-500/50"
/>
{isPending && <span className="text-[9px] text-slate-600 ml-1">…</span>}
@@ -461,7 +472,8 @@ function WatchlistCard() {
<span className="text-[9px] text-slate-700 bg-dark-700 px-1.5 py-0.5 rounded capitalize">{item.asset_class}</span>
</div>
<div className="flex items-center gap-2 shrink-0">
<SaxoLinkPicker ticker={item.ticker} saxoSymbol={item.saxo_symbol ?? null} />
<SaxoLinkPicker ticker={item.ticker} kind="option" saxoSymbol={item.saxo_option_symbol ?? null} />
<SaxoLinkPicker ticker={item.ticker} kind="quote" saxoSymbol={item.saxo_quote_symbol ?? null} />
<button onClick={() => removeTicker(item.ticker)} className="text-slate-600 hover:text-red-400 transition-colors">
<X className="w-3.5 h-3.5" />
</button>

12
frontend/src/pages/Dashboard.tsx
View File

@@ -971,15 +971,17 @@ export default function Dashboard() {
})()}
{/* Options Lab — Saxo-only IV highlights, scoped to watchlist instruments that have
a Saxo symbol linked (Config -> Instruments Watchlist). Deliberately not the
yfinance-based IV batch — matches Options Lab itself, which now only shows Saxo. */}
a Saxo OPTION symbol linked (Config -> Instruments Watchlist, "Option" picker —
distinct from the "Quote" picker used for Watchlist Radar's price/vol source).
Deliberately not the yfinance-based IV batch — matches Options Lab itself,
which now only shows Saxo. */}
{(() => {
const watchlist: any[] = watchlistItems ?? []
const linked = watchlist.filter((w: any) => w.saxo_symbol)
const linked = watchlist.filter((w: any) => w.saxo_option_symbol)
const bySaxoSymbol: Record<string, any> = {}
for (const item of ((saxoIvWatchlistData as any)?.items ?? [])) bySaxoSymbol[item.ticker] = item
const highlights = linked
.map((w: any) => bySaxoSymbol[w.saxo_symbol] ? { ...bySaxoSymbol[w.saxo_symbol], watchlistTicker: w.ticker } : null)
.map((w: any) => bySaxoSymbol[w.saxo_option_symbol] ? { ...bySaxoSymbol[w.saxo_option_symbol], watchlistTicker: w.ticker } : null)
.filter(Boolean)
.sort((a: any, b: any) => Math.abs((b.iv_rank ?? 50) - 50) - Math.abs((a.iv_rank ?? 50) - 50))
@@ -993,7 +995,7 @@ export default function Dashboard() {
</div>
{linked.length === 0 ? (
<div className="text-[10px] text-slate-600 mt-1">
Link a watchlist instrument to a Saxo symbol (Config → Instruments Watchlist) to see IV highlights here
Link a watchlist instrument to a Saxo option symbol (Config → Instruments Watchlist → "Option") to see IV highlights here
</div>
) : highlights.length > 0 ? (
<div className="space-y-1.5 mt-1">