feat: saxo connector

backend/services/saxo_auth.py

@@ -1,10 +1,10 @@
 """
-Saxo OpenAPI OAuth2 Authorization Code Grant — SIM environment only.
+Saxo OpenAPI OAuth2 Authorization Code Grant — SIM or Live, set via SAXO_ENVIRONMENT.
 
-Access tokens last ~20 min, refresh tokens ~40 min (SIM), so a background scheduler
-(services/saxo_scheduler.py) must proactively refresh well before either expires —
-this module only exposes the primitives (build the login URL, exchange code, refresh,
-read a currently-valid token).
+Access tokens last ~20 min, refresh tokens ~40 min (SIM figures — Live may differ), so a
+background scheduler (services/saxo_scheduler.py) must proactively refresh well before
+either expires — this module only exposes the primitives (build the login URL, exchange
+code, refresh, read a currently-valid token).
 """
 import os
 import secrets
@@ -19,8 +19,17 @@ logger = logging.getLogger(__name__)
 SAXO_APP_KEY = os.environ.get("SAXO_APP_KEY", "")
 SAXO_APP_SECRET = os.environ.get("SAXO_APP_SECRET", "")
 SAXO_REDIRECT_URI = os.environ.get("SAXO_REDIRECT_URI", "https://openfin.open-squared.tech/oauth/saxo/callback")
-SAXO_AUTH_BASE_URL = os.environ.get("SAXO_AUTH_BASE_URL", "https://sim.logonvalidation.net")
-SAXO_API_BASE_URL = os.environ.get("SAXO_API_BASE_URL", "https://gateway.saxobank.com/sim/openapi")
+
+# SAXO_ENVIRONMENT=sim (default) or live — picks the matching auth/API host pair.
+# Explicit SAXO_AUTH_BASE_URL/SAXO_API_BASE_URL env vars still win if set, for edge cases.
+SAXO_ENVIRONMENT = os.environ.get("SAXO_ENVIRONMENT", "sim").strip().lower()
+_DEFAULT_HOSTS = {
+    "sim":  ("https://sim.logonvalidation.net", "https://gateway.saxobank.com/sim/openapi"),
+    "live": ("https://live.logonvalidation.net", "https://gateway.saxobank.com/openapi"),
+}
+_default_auth, _default_api = _DEFAULT_HOSTS.get(SAXO_ENVIRONMENT, _DEFAULT_HOSTS["sim"])
+SAXO_AUTH_BASE_URL = os.environ.get("SAXO_AUTH_BASE_URL", _default_auth)
+SAXO_API_BASE_URL = os.environ.get("SAXO_API_BASE_URL", _default_api)
 
 # In-memory CSRF state for the OAuth login->callback round trip (single-user desktop app).
 _pending_state: Optional[str] = None
@@ -64,7 +73,7 @@ def _store_token_response(token_resp: Dict[str, Any]):
         refresh_token=token_resp["refresh_token"],
         expires_at=expires_at,
         refresh_expires_at=refresh_expires_at,
-        environment="sim",
+        environment=SAXO_ENVIRONMENT,
     )
 
 
@@ -129,7 +138,7 @@ def get_status() -> Dict[str, Any]:
     from services.database import get_saxo_tokens
     stored = get_saxo_tokens()
     if not stored or not stored.get("access_token"):
-        return {"connected": False, "configured": is_configured(), "environment": "sim"}
+        return {"connected": False, "configured": is_configured(), "environment": SAXO_ENVIRONMENT}
     return {
         "connected": True,
         "configured": is_configured(),

backend/services/saxo_client.py

@@ -253,7 +253,10 @@ def snapshot_options_chain(symbol: str, target_days: int = 30) -> List[Dict[str,
     space = get_option_space(root_uic)
     legs = _extract_option_legs(space)
 
-    snapshot = _snapshot_via_subscription(root_uic, asset_type=instrument["asset_type"] or "StockOption")
+    subscription = _snapshot_via_subscription(root_uic, asset_type=instrument["asset_type"] or "StockOption")
+    # The POST response is the streaming-subscription envelope (ContextId/ReferenceId/Format/
+    # RefreshRate/InactivityTimeout/State) — the actual chain payload is nested under "Snapshot".
+    snapshot = subscription.get("Snapshot") or subscription
     spot = _first(snapshot, "UnderlyingSpotPrice", "Spot", "UnderlyingPrice")
     snapshot_date = date.today().isoformat()
 

frontend/src/pages/Config.tsx

@@ -474,7 +474,7 @@ function SaxoConnectionCard() {
     <div className="card">
       <div className="flex items-center justify-between mb-3">
         <div className="section-title mb-0 flex items-center gap-1">
-          <Link2 className="w-3 h-3" /> Saxo OpenAPI (SIM)
+          <Link2 className="w-3 h-3" /> Saxo OpenAPI ({(status?.environment ?? 'sim').toUpperCase()})
         </div>
         <span className={clsx('badge', status?.connected ? 'badge-green' : 'badge-red')}>
           {status?.connected ? 'Connecté' : 'Déconnecté'}

frontend/src/pages/StrategyBuilder.tsx

@@ -8,10 +8,13 @@ import {
   useOptionChainSlice, usePriceStrategy, useOptimizeStrategy,
   useScenarios, useSaveScenario, useDeleteScenario,
   useSavedStrategies, useSaveStrategyRecord, useDeleteSavedStrategy,
+  useWatchlistTickers,
   type StrategyLeg, type StrategyScenario, type PriceCombo, type StrategyCandidate,
   type OptimizeConstraints, type SavedScenario,
 } from '../hooks/useApi'
 
+type WatchlistEntry = { ticker: string; is_active: number | boolean; added_by: string }
+
 const STRIKE_PCTS = [80, 85, 90, 95, 100, 105, 110, 115, 120]
 const DELTA_NEUTRAL_THRESHOLD = 0.15
 
@@ -94,11 +97,12 @@ function GreeksTile({ label, now, scenario }: { label: string; now: number; scen
 // ── Scenario panel ────────────────────────────────────────────────────────────
 
 function ScenarioPanel({
-  symbol, setSymbol, horizonDays, setHorizonDays, scenario, setScenario,
+  symbol, setSymbol, horizonDays, setHorizonDays, scenario, setScenario, watchlistTickers,
 }: {
   symbol: string; setSymbol: (v: string) => void
   horizonDays: number; setHorizonDays: (v: number) => void
   scenario: StrategyScenario; setScenario: (v: StrategyScenario) => void
+  watchlistTickers: string[]
 }) {
   const slider = (
     key: 'spot_shock_pct' | 'iv_level_shift' | 'skew_tilt' | 'term_shift',
@@ -127,7 +131,11 @@ function ScenarioPanel({
             onChange={(e) => setSymbol(e.target.value.toUpperCase())}
             className="w-full bg-dark-700 border border-slate-700/50 rounded px-2 py-1.5 text-sm text-white"
             placeholder="SPY, QQQ, GLD…"
+            list="strategy-builder-watchlist"
           />
+          <datalist id="strategy-builder-watchlist">
+            {watchlistTickers.map(t => <option key={t} value={t} />)}
+          </datalist>
         </div>
         <div className="w-28">
           <label className="stat-label block mb-1">Horizon (j)</label>
@@ -483,6 +491,11 @@ export default function StrategyBuilder() {
   })
   const [activeTemplate, setActiveTemplate] = useState<string | null>(null)
 
+  const { data: watchlistData } = useWatchlistTickers()
+  const watchlistTickers = ((watchlistData?.tickers ?? []) as WatchlistEntry[])
+    .filter(t => t.is_active)
+    .map(t => t.ticker)
+
   const { data: chain, isLoading: chainLoading, isError: chainError, refetch: refetchChain, isFetching } =
     useOptionChainSlice(symbol, horizonDays, 3)
 
@@ -584,7 +597,7 @@ export default function StrategyBuilder() {
       )}
 
       <ScenarioPanel symbol={symbol} setSymbol={setSymbol} horizonDays={horizonDays} setHorizonDays={setHorizonDays}
-        scenario={scenario} setScenario={setScenario} />
+        scenario={scenario} setScenario={setScenario} watchlistTickers={watchlistTickers} />
 
       <ScenarioLibrary symbol={symbol} scenario={scenario} onLoad={handleLoadScenario} />
       <SavedStrategiesLibrary symbol={symbol} onLoad={(legs, templateName) => { setActiveTemplate(templateName); setLegs(legs) }} />