feat: saxo connector

This commit is contained in:
OpenSquared
2026-07-18 20:27:44 +02:00
parent dec5da37b1
commit d359480302
4 changed files with 110 additions and 7 deletions

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@@ -86,6 +86,19 @@ def snapshot_now(symbol: str):
return {"symbol": symbol.upper(), "rows_saved": len(rows)} return {"symbol": symbol.upper(), "rows_saved": len(rows)}
@router.get("/quote/{symbol}")
def quote(symbol: str, asset_type: str = Query("FxSpot")):
"""Basic (non-options) price test — isolates whether NoDataAccess is options-specific
or a broader account restriction, independently of the options-chain subscription."""
from services.saxo_client import get_price_quote, SaxoNotConnected, SaxoApiError
try:
return get_price_quote(symbol, asset_type=asset_type)
except SaxoNotConnected as e:
raise HTTPException(status_code=401, detail=str(e))
except (ValueError, SaxoApiError) as e:
raise HTTPException(status_code=502, detail=str(e))
@router.get("/history") @router.get("/history")
def history( def history(
symbol: Optional[str] = Query(None), symbol: Optional[str] = Query(None),

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@@ -114,16 +114,17 @@ def _first(d: Dict[str, Any], *keys: str) -> Any:
return None return None
def resolve_instrument(symbol: str) -> Dict[str, Any]: def resolve_instrument(symbol: str, asset_types: str = _OPTION_ASSET_TYPES) -> Dict[str, Any]:
"""Full matched instrument (Uic + Symbol/Description/AssetType) — surfaced by /validate so """Full matched instrument (Uic + Symbol/Description/AssetType) — surfaced by /validate so
a wrong-ticker guess is visibly distinguishable from an account-entitlement error.""" a wrong-ticker guess is visibly distinguishable from an account-entitlement error."""
if symbol in _root_uic_cache: cache_key = f"{symbol}|{asset_types}"
return _root_uic_cache[symbol] if cache_key in _root_uic_cache:
return _root_uic_cache[cache_key]
data = _get("/ref/v1/instruments", {"Keywords": symbol, "AssetTypes": _OPTION_ASSET_TYPES}) data = _get("/ref/v1/instruments", {"Keywords": symbol, "AssetTypes": asset_types})
items = data.get("Data") or data.get("data") or [] items = data.get("Data") or data.get("data") or []
if not items: if not items:
raise ValueError(f"Aucun option root Saxo trouvé pour '{symbol}' (réponse: {list(data.keys())})") raise ValueError(f"Aucun instrument Saxo trouvé pour '{symbol}' (AssetTypes={asset_types})")
item = items[0] item = items[0]
uic = _first(item, "Identifier", "Uic", "uic") uic = _first(item, "Identifier", "Uic", "uic")
@@ -136,10 +137,43 @@ def resolve_instrument(symbol: str) -> Dict[str, Any]:
"description": _first(item, "Description", "description"), "description": _first(item, "Description", "description"),
"asset_type": _first(item, "AssetType", "assetType"), "asset_type": _first(item, "AssetType", "assetType"),
} }
_root_uic_cache[symbol] = result _root_uic_cache[cache_key] = result
return result return result
def get_price_quote(symbol: str, asset_type: str = "FxSpot", amount: int = 100000) -> Dict[str, Any]:
"""
Basic (non-options) price lookup via /trade/v1/infoprices/list — confirmed working shape
(AccountKey, Uics, AssetType, Amount, FieldGroups) straight from a real Saxo Explorer
response. Used to test plain market-data access independently of the options chain
(which returns NoDataAccess even though basic FxSpot/Stock prices work fine).
"""
instrument = resolve_instrument(symbol, asset_types=asset_type)
data = _get("/trade/v1/infoprices/list", {
"AccountKey": get_default_account_key(),
"Uics": instrument["uic"],
"AssetType": asset_type,
"Amount": amount,
"FieldGroups": "DisplayAndFormat,Quote",
})
items = data.get("Data") or []
if not items:
raise ValueError(f"Aucune cotation renvoyée pour '{symbol}' ({asset_type})")
row = items[0]
quote = row.get("Quote", {})
display = row.get("DisplayAndFormat", {})
return {
"symbol": instrument["symbol"],
"description": display.get("Description"),
"asset_type": asset_type,
"uic": instrument["uic"],
"bid": quote.get("Bid"),
"ask": quote.get("Ask"),
"last_updated": row.get("LastUpdated"),
"price_source": row.get("PriceSource"),
}
def resolve_option_root_uic(symbol: str) -> int: def resolve_option_root_uic(symbol: str) -> int:
return resolve_instrument(symbol)["uic"] return resolve_instrument(symbol)["uic"]

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@@ -1768,3 +1768,14 @@ export const useRefreshSaxoCatalog = () => {
}, },
}) })
} }
export type SaxoQuote = {
symbol: string; description: string | null; asset_type: string; uic: number
bid: number | null; ask: number | null; last_updated: string | null; price_source: string | null
}
export const useTestSaxoQuote = () =>
useMutation({
mutationFn: ({ symbol, assetType }: { symbol: string; assetType?: string }) =>
api.get<SaxoQuote>(`/saxo/quote/${encodeURIComponent(symbol)}`, { params: assetType ? { asset_type: assetType } : {} }).then(r => r.data),
})

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@@ -1,7 +1,7 @@
import { useState, useEffect } from 'react' import { useState, useEffect } from 'react'
import { Link } from 'react-router-dom' import { Link } from 'react-router-dom'
import { useQuery, useMutation, useQueryClient } from '@tanstack/react-query' 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, validateTicker, useSaxoStatus, useDisconnectSaxo, useSaxoWatchlist, useUpdateSaxoWatchlist, useSnapshotSaxoNow, useValidateSaxoWatchlist, useSaxoCatalog, useSaxoCatalogSummary, useRefreshSaxoCatalog, 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, validateTicker, useSaxoStatus, useDisconnectSaxo, useSaxoWatchlist, useUpdateSaxoWatchlist, useSnapshotSaxoNow, useValidateSaxoWatchlist, useSaxoCatalog, useSaxoCatalogSummary, useRefreshSaxoCatalog, useTestSaxoQuote, 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 { 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' import clsx from 'clsx'
@@ -433,6 +433,9 @@ function SaxoConnectionCard() {
const [input, setInput] = useState('') const [input, setInput] = useState('')
const [snapMsg, setSnapMsg] = useState('') const [snapMsg, setSnapMsg] = useState('')
const { data: catalogMatches } = useSaxoCatalog(undefined, input.length >= 2 ? input : undefined) const { data: catalogMatches } = useSaxoCatalog(undefined, input.length >= 2 ? input : undefined)
const testQuote = useTestSaxoQuote()
const [quoteSymbol, setQuoteSymbol] = useState('EURUSD')
const [quoteAssetType, setQuoteAssetType] = useState('FxSpot')
useEffect(() => { useEffect(() => {
const params = new URLSearchParams(window.location.search) const params = new URLSearchParams(window.location.search)
@@ -584,6 +587,48 @@ function SaxoConnectionCard() {
})} })}
</div> </div>
{snapMsg && <div className="text-[10px] text-slate-500 mt-2">{snapMsg}</div>} {snapMsg && <div className="text-[10px] text-slate-500 mt-2">{snapMsg}</div>}
<div className="mt-4 pt-3 border-t border-slate-700/30">
<div className="text-xs text-slate-500 mb-2">
Tester un prix hors options (isole si un blocage est spécifique aux options ou plus large) :
</div>
<div className="flex items-center gap-2">
<input
value={quoteSymbol}
onChange={e => setQuoteSymbol(e.target.value.toUpperCase())}
placeholder="EURUSD"
className="bg-dark-800 border border-slate-700/40 rounded px-3 py-1.5 text-xs text-white w-32 focus:outline-none focus:border-blue-500/50"
/>
<select
value={quoteAssetType}
onChange={e => setQuoteAssetType(e.target.value)}
className="bg-dark-800 border border-slate-700/40 rounded px-2 py-1.5 text-xs text-white"
>
<option value="FxSpot">FxSpot</option>
<option value="Stock">Stock</option>
<option value="StockIndex">StockIndex</option>
<option value="ContractFutures">ContractFutures</option>
</select>
<button
onClick={() => testQuote.mutate({ symbol: quoteSymbol, assetType: quoteAssetType })}
disabled={!status?.connected || !quoteSymbol.trim() || testQuote.isPending}
className="flex items-center gap-1 px-3 py-1.5 rounded text-xs bg-dark-700 hover:bg-dark-600 border border-slate-700/50 text-slate-300 disabled:opacity-40"
>
<RefreshCw className={clsx('w-3.5 h-3.5', testQuote.isPending && 'animate-spin')} /> Tester
</button>
</div>
{testQuote.isSuccess && (
<div className="text-xs text-emerald-400 mt-2">
✓ {testQuote.data.symbol} ({testQuote.data.description}) — Bid {testQuote.data.bid} / Ask {testQuote.data.ask}
<span className="text-slate-600"> · {testQuote.data.price_source}</span>
</div>
)}
{testQuote.isError && (
<div className="text-xs text-red-400 mt-2">
✗ {(testQuote.error as any)?.response?.data?.detail ?? 'échec'}
</div>
)}
</div>
</div> </div>
) )
} }