feat: cockpit

backend/routers/portfolio.py

@@ -63,7 +63,8 @@ def mark_to_market(pos: Dict[str, Any]) -> Dict[str, Any]:
     days_to_expiry = T * 365
 
     r = 0.05
-    chain, surface = resolve_saxo_chain(underlying, target_days=max(int(days_to_expiry), 1))
+    chain, surface = resolve_saxo_chain(underlying, target_days=max(int(days_to_expiry), 1),
+                                         sanity_reference=pos.get("entry_underlying_price"))
 
     # yfinance fallback inputs — only actually fetched if no usable Saxo chain, so a
     # Saxo-linked instrument never pays for a yfinance round-trip it doesn't need.
@@ -276,13 +277,18 @@ def add_pos(req: AddPositionRequest):
 
         # Underlying price — Saxo option chain's own spot first (real, and consistent with
         # whatever prices the legs below), yfinance only if this underlying has no
-        # saxo_option_symbol link at all (Config -> Instruments Watchlist -> "Option").
-        chain, surface = resolve_saxo_chain(normalized, target_days=data.get("expiry_days", 90))
+        # saxo_option_symbol link at all (Config -> Instruments Watchlist -> "Option"). The
+        # yfinance quote is fetched unconditionally (cheap, one-time at creation) to also
+        # serve as resolve_saxo_chain's sanity_reference — guards against a Saxo chain whose
+        # spot is on a different scale (observed on COMEX copper, ~100x too large).
+        q = get_quote(normalized)
+        yf_spot = q.get("price") if q else None
+        chain, surface = resolve_saxo_chain(normalized, target_days=data.get("expiry_days", 90),
+                                             sanity_reference=yf_spot)
         S = chain["spot"] if chain else None
         sigma = None
         if S is None:
-            q = get_quote(normalized)
-            S = q.get("price") if q else None
+            S = yf_spot
             if S is not None:
                 sigma = compute_historical_iv(req.underlying)
         if not S: