Saxo connector

backend/services/database.py

@@ -44,6 +44,36 @@ def init_db():
         created_at TEXT DEFAULT (datetime('now'))
     )""")
 
+    c.execute("""CREATE TABLE IF NOT EXISTS saxo_auth (
+        id INTEGER PRIMARY KEY CHECK (id = 1),
+        access_token TEXT,
+        refresh_token TEXT,
+        expires_at TEXT,
+        refresh_expires_at TEXT,
+        environment TEXT DEFAULT 'sim',
+        updated_at TEXT DEFAULT (datetime('now'))
+    )""")
+
+    c.execute("""CREATE TABLE IF NOT EXISTS saxo_option_snapshots (
+        id TEXT PRIMARY KEY,
+        symbol TEXT NOT NULL,
+        snapshot_date TEXT NOT NULL,
+        spot REAL,
+        expiry_date TEXT NOT NULL,
+        strike REAL NOT NULL,
+        option_type TEXT NOT NULL,
+        bid REAL,
+        ask REAL,
+        mid REAL,
+        volatility_pct REAL,
+        delta REAL,
+        gamma REAL,
+        theta REAL,
+        vega REAL,
+        created_at TEXT DEFAULT (datetime('now'))
+    )""")
+    c.execute("CREATE INDEX IF NOT EXISTS idx_saxo_snap_symbol_date ON saxo_option_snapshots(symbol, snapshot_date)")
+
     c.execute("""CREATE TABLE IF NOT EXISTS strategy_scenarios (
         id TEXT PRIMARY KEY,
         symbol TEXT NOT NULL,
@@ -6017,3 +6047,72 @@ def delete_saved_strategy(strategy_id: str) -> bool:
     deleted = cur.rowcount > 0
     conn.close()
     return deleted
+
+
+# ── Saxo OpenAPI: OAuth tokens & option snapshots ─────────────────────────────
+
+def save_saxo_tokens(access_token: str, refresh_token: str, expires_at: str, refresh_expires_at: str, environment: str = "sim"):
+    conn = get_conn()
+    conn.execute("""INSERT INTO saxo_auth (id, access_token, refresh_token, expires_at, refresh_expires_at, environment, updated_at)
+        VALUES (1, ?, ?, ?, ?, ?, datetime('now'))
+        ON CONFLICT(id) DO UPDATE SET
+            access_token=excluded.access_token, refresh_token=excluded.refresh_token,
+            expires_at=excluded.expires_at, refresh_expires_at=excluded.refresh_expires_at,
+            environment=excluded.environment, updated_at=datetime('now')""",
+        (access_token, refresh_token, expires_at, refresh_expires_at, environment))
+    conn.commit()
+    conn.close()
+
+
+def get_saxo_tokens() -> Optional[Dict[str, Any]]:
+    conn = get_conn()
+    row = conn.execute("SELECT * FROM saxo_auth WHERE id=1").fetchone()
+    conn.close()
+    return dict(row) if row else None
+
+
+def clear_saxo_tokens():
+    conn = get_conn()
+    conn.execute("DELETE FROM saxo_auth WHERE id=1")
+    conn.commit()
+    conn.close()
+
+
+def save_saxo_snapshot_rows(rows: List[Dict[str, Any]]):
+    if not rows:
+        return
+    import uuid
+    conn = get_conn()
+    conn.executemany("""INSERT INTO saxo_option_snapshots (
+        id, symbol, snapshot_date, spot, expiry_date, strike, option_type,
+        bid, ask, mid, volatility_pct, delta, gamma, theta, vega
+    ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""", [
+        (
+            f"SNAP-{uuid.uuid4().hex[:12]}",
+            r["symbol"], r["snapshot_date"], r.get("spot"), r["expiry_date"], r["strike"], r["option_type"],
+            r.get("bid"), r.get("ask"), r.get("mid"), r.get("volatility_pct"),
+            r.get("delta"), r.get("gamma"), r.get("theta"), r.get("vega"),
+        )
+        for r in rows
+    ])
+    conn.commit()
+    conn.close()
+
+
+def get_saxo_snapshots(symbol: Optional[str] = None, date_from: Optional[str] = None, date_to: Optional[str] = None) -> List[Dict[str, Any]]:
+    conn = get_conn()
+    query = "SELECT * FROM saxo_option_snapshots WHERE 1=1"
+    params: List[Any] = []
+    if symbol:
+        query += " AND symbol=?"
+        params.append(symbol)
+    if date_from:
+        query += " AND snapshot_date>=?"
+        params.append(date_from)
+    if date_to:
+        query += " AND snapshot_date<=?"
+        params.append(date_to)
+    query += " ORDER BY snapshot_date DESC, expiry_date, strike LIMIT 5000"
+    rows = conn.execute(query, params).fetchall()
+    conn.close()
+    return [dict(r) for r in rows]