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feat: saxo price

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This commit is contained in:
OpenSquared
2026-07-23 17:09:53 +02:00
parent 7267443d5b
commit d04aeace1c
2 changed files with 34 additions and 8 deletions
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18
backend/services/saxo_client.py
View File

@@ -60,17 +60,23 @@ def _synthesize_quote(
# Bounded, stable catalogs worth fully caching in our own DB (StockOption/StockIndexOption
# are far too large to bulk-fetch — those stay resolved on demand via Keywords search).
# ContractFutures (outright futures — Brent, WTI, Gold, Copper, index e-minis) and FxSpot
# (FX pairs) are the underlying-side equivalents of the option types above — added so the
# Instruments Watchlist "Quote" link (services.database.set_instrument_watchlist_saxo_quote_symbol)
# has a real catalog to search instead of only ever finding option instruments.
CATALOG_ASSET_TYPES = ["FuturesOption", "FxVanillaOption", "ContractFutures", "FxSpot"]
# ContractFutures/CfdOnFutures/FxSpot are the underlying-side equivalents of the option
# types above — added so the Instruments Watchlist "Quote" link
# (services.database.set_instrument_watchlist_saxo_quote_symbol) has a real catalog to
# search instead of only ever finding option instruments. Two flavors of "futures" on
# purpose: ContractFutures lists one instrument PER expiry month (e.g. Brent LCOU6 =
# Sep 2026, LCOZ6 = Dec 2026 — needs manual rolling as contracts expire), while
# CfdOnFutures is Saxo's CFD product tracking the same underlying continuously, closer
# to what a "spot price" ticker like yfinance's BZ=F implies. Confirmed 2026-07-23 via
# the Config -> Saxo "Tester" tool that ContractFutures/LCOU6 resolves live for Brent;
# CfdOnFutures availability not yet confirmed for this account.
CATALOG_ASSET_TYPES = ["FuturesOption", "FxVanillaOption", "ContractFutures", "CfdOnFutures", "FxSpot"]
# Which of CATALOG_ASSET_TYPES are options (Instruments Watchlist "Option" picker) vs.
# underlyings (the "Quote" picker) — see routers/instruments_watchlist.py's saxo-*-link
# endpoints and frontend/src/pages/Config.tsx's SaxoLinkPicker.
OPTION_ASSET_TYPES = ["FuturesOption", "FxVanillaOption", "StockOption", "StockIndexOption"]
UNDERLYING_ASSET_TYPES = ["ContractFutures", "FxSpot", "StockIndex"]
UNDERLYING_ASSET_TYPES = ["ContractFutures", "CfdOnFutures", "FxSpot", "StockIndex"]
# symbol -> resolved instrument details, cheap in-process cache (roots don't change within a session)
_root_uic_cache: Dict[str, Dict[str, Any]] = {}

24
frontend/src/pages/Config.tsx
View File

@@ -341,6 +341,25 @@ function RiskProfilesCard() {
// Asset-type filters matching backend services.saxo_client.OPTION_ASSET_TYPES /
// UNDERLYING_ASSET_TYPES — keeps each picker's search scoped to the catalog rows that
// are actually relevant, instead of both searching the same undifferentiated list.
// Saxo has no shared naming convention with yfinance — its catalog search matches on
// Saxo's own instrument description text ("Brent Crude"), not the yfinance ticker code
// ("BZ=F"). This maps the common yfinance futures-root/index tickers to the plain-English
// name worth searching for, so opening a picker pre-fills something useful instead of an
// empty box the user has to guess into. Not exhaustive — anything not listed here (most
// FX pairs, where the Saxo symbol IS the yfinance root, e.g. "EURUSD=X" -> "EURUSD") falls
// back to a best-effort strip of yfinance's own suffix/prefix decoration.
const YFINANCE_SEARCH_HINTS: Record<string, string> = {
'BZ=F': 'Brent', 'CL=F': 'WTI Crude', 'NG=F': 'Natural Gas',
'GC=F': 'Gold', 'SI=F': 'Silver', 'HG=F': 'Copper', 'PL=F': 'Platinum',
'^GSPC': 'S&P 500', '^NDX': 'Nasdaq 100', '^DJI': 'Dow Jones', '^RUT': 'Russell 2000',
'^VIX': 'VIX',
}
function guessSaxoSearchHint(ticker: string): string {
if (YFINANCE_SEARCH_HINTS[ticker]) return YFINANCE_SEARCH_HINTS[ticker]
return ticker.replace(/=F$|=X$|^\^/g, '')
}
const SAXO_LINK_KIND_META = {
option: {
label: 'Option', placeholder: 'Search Saxo option symbol…',
@@ -350,7 +369,7 @@ const SAXO_LINK_KIND_META = {
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',
assetTypes: 'ContractFutures,FxSpot,StockIndex',
assetTypes: 'ContractFutures,CfdOnFutures,FxSpot,StockIndex',
},
} as const
@@ -375,7 +394,7 @@ function SaxoLinkPicker({ ticker, kind, saxoSymbol }: { ticker: string; kind: ke
<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">
<button onClick={() => { setEditing(true); setValue(guessSaxoSearchHint(ticker)); setShowDropdown(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" /> {meta.label}
</button>
)
@@ -780,6 +799,7 @@ function SaxoConnectionCard() {
<option value="Stock">Stock</option>
<option value="StockIndex">StockIndex</option>
<option value="ContractFutures">ContractFutures</option>
<option value="CfdOnFutures">CfdOnFutures</option>
</select>
<button
onClick={() => testQuote.mutate({ symbol: quoteSymbol, assetType: quoteAssetType })}