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feat: saxo connector

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This commit is contained in:
OpenSquared
2026-07-18 19:44:32 +02:00
parent 3cd453906e
commit dec5da37b1
6 changed files with 174 additions and 7 deletions
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backend/data/geooptions.db-journal
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48
backend/routers/saxo.py
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@@ -1,11 +1,14 @@
from typing import List, Optional
from typing import Any, Dict, List, Optional
from fastapi import APIRouter, HTTPException, Query
from pydantic import BaseModel
from services import saxo_auth
from services.saxo_scheduler import get_watchlist, set_watchlist
from services.database import get_saxo_snapshots, get_saxo_snapshot_symbols
from services.database import (
get_saxo_snapshots, get_saxo_snapshot_symbols,
get_saxo_catalog, get_saxo_catalog_summary, upsert_saxo_catalog_rows,
)
router = APIRouter(prefix="/api/saxo", tags=["saxo"])
@@ -90,3 +93,44 @@ def history(
date_to: Optional[str] = Query(None),
):
return get_saxo_snapshots(symbol, date_from, date_to)
class CatalogRefreshRequest(BaseModel):
asset_types: Optional[List[str]] = None # default: CATALOG_ASSET_TYPES (FuturesOption, FxVanillaOption)
@router.post("/catalog/refresh")
def refresh_catalog(req: CatalogRefreshRequest):
from services.saxo_client import list_instruments, CATALOG_ASSET_TYPES, SaxoNotConnected, SaxoApiError
asset_types = req.asset_types or CATALOG_ASSET_TYPES
counts: Dict[str, int] = {}
try:
for asset_type in asset_types:
items = list_instruments(asset_type)
rows = [{
"uic": item.get("Identifier") or item.get("Uic"),
"symbol": item.get("Symbol"),
"asset_type": asset_type,
"description": item.get("Description"),
} for item in items if item.get("Identifier") or item.get("Uic")]
upsert_saxo_catalog_rows(rows)
counts[asset_type] = len(rows)
except SaxoNotConnected as e:
raise HTTPException(status_code=401, detail=str(e))
except SaxoApiError as e:
raise HTTPException(status_code=502, detail=str(e))
return {"refreshed": counts}
@router.get("/catalog")
def catalog(
asset_type: Optional[str] = Query(None),
q: Optional[str] = Query(None),
limit: int = Query(200),
):
return get_saxo_catalog(asset_type, q, limit)
@router.get("/catalog/summary")
def catalog_summary():
return get_saxo_catalog_summary()

51
backend/services/database.py
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@@ -74,6 +74,16 @@ def init_db():
)""")
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 saxo_instrument_catalog (
uic INTEGER PRIMARY KEY,
symbol TEXT NOT NULL,
asset_type TEXT NOT NULL,
description TEXT,
updated_at TEXT DEFAULT (datetime('now'))
)""")
c.execute("CREATE INDEX IF NOT EXISTS idx_saxo_catalog_type ON saxo_instrument_catalog(asset_type)")
c.execute("CREATE INDEX IF NOT EXISTS idx_saxo_catalog_symbol ON saxo_instrument_catalog(symbol)")
c.execute("""CREATE TABLE IF NOT EXISTS strategy_scenarios (
id TEXT PRIMARY KEY,
symbol TEXT NOT NULL,
@@ -6126,3 +6136,44 @@ def get_saxo_snapshot_symbols() -> List[Dict[str, Any]]:
""").fetchall()
conn.close()
return [dict(r) for r in rows]
def upsert_saxo_catalog_rows(rows: List[Dict[str, Any]]):
if not rows:
return
conn = get_conn()
conn.executemany("""INSERT INTO saxo_instrument_catalog (uic, symbol, asset_type, description, updated_at)
VALUES (?,?,?,?, datetime('now'))
ON CONFLICT(uic) DO UPDATE SET
symbol=excluded.symbol, asset_type=excluded.asset_type,
description=excluded.description, updated_at=datetime('now')""",
[(r["uic"], r["symbol"], r["asset_type"], r.get("description")) for r in rows])
conn.commit()
conn.close()
def get_saxo_catalog(asset_type: Optional[str] = None, q: Optional[str] = None, limit: int = 200) -> List[Dict[str, Any]]:
conn = get_conn()
query = "SELECT * FROM saxo_instrument_catalog WHERE 1=1"
params: List[Any] = []
if asset_type:
query += " AND asset_type=?"
params.append(asset_type)
if q:
query += " AND (symbol LIKE ? OR description LIKE ?)"
params.extend([f"%{q}%", f"%{q}%"])
query += " ORDER BY symbol LIMIT ?"
params.append(limit)
rows = conn.execute(query, params).fetchall()
conn.close()
return [dict(r) for r in rows]
def get_saxo_catalog_summary() -> List[Dict[str, Any]]:
conn = get_conn()
rows = conn.execute("""
SELECT asset_type, COUNT(*) AS count, MAX(updated_at) AS last_refreshed
FROM saxo_instrument_catalog GROUP BY asset_type ORDER BY asset_type
""").fetchall()
conn.close()
return [dict(r) for r in rows]

27
backend/services/saxo_client.py
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@@ -24,7 +24,11 @@ from services.saxo_auth import SAXO_API_BASE_URL, get_valid_access_token
logger = logging.getLogger(__name__)
_OPTION_ASSET_TYPES = "StockOption,StockIndexOption,FuturesOption"
_OPTION_ASSET_TYPES = "StockOption,StockIndexOption,FuturesOption,FxVanillaOption"
# 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).
CATALOG_ASSET_TYPES = ["FuturesOption", "FxVanillaOption"]
# symbol -> resolved instrument details, cheap in-process cache (roots don't change within a session)
_root_uic_cache: Dict[str, Dict[str, Any]] = {}
@@ -67,6 +71,25 @@ def _get(path: str, params: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
return resp.json()
def list_instruments(asset_types: str, keywords: Optional[str] = None, max_pages: int = 20) -> List[Dict[str, Any]]:
"""Paginated dump of /ref/v1/instruments for a given AssetTypes filter — used to build
our own local catalog for bounded, stable asset classes (FuturesOption/FxVanillaOption)."""
all_items: List[Dict[str, Any]] = []
top = 1000
skip = 0
for _ in range(max_pages):
params: Dict[str, Any] = {"AssetTypes": asset_types, "$top": top, "$skip": skip}
if keywords:
params["Keywords"] = keywords
data = _get("/ref/v1/instruments", params)
items = data.get("Data") or data.get("data") or []
all_items.extend(items)
if len(items) < top:
break
skip += top
return all_items
def get_default_account_key() -> str:
"""Most /trade/v1 subscriptions (including the options chain) require AccountKey in
Arguments — /port/v1/accounts/me is the standard way to get the user's default account."""
@@ -103,7 +126,7 @@ def resolve_instrument(symbol: str) -> Dict[str, Any]:
raise ValueError(f"Aucun option root Saxo trouvé pour '{symbol}' (réponse: {list(data.keys())})")
item = items[0]
uic = _first(item, "Uic", "uic", "Identifier")
uic = _first(item, "Identifier", "Uic", "uic")
if uic is None:
raise ValueError(f"Champ Uic introuvable dans la réponse instruments pour '{symbol}': {item}")

27
frontend/src/hooks/useApi.ts
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@@ -1741,3 +1741,30 @@ export const useValidateSaxoWatchlist = () =>
queryFn: () => api.get('/saxo/validate').then(r => r.data),
enabled: false,
})
export type SaxoCatalogEntry = { uic: number; symbol: string; asset_type: string; description: string; updated_at: string }
export type SaxoCatalogSummary = { asset_type: string; count: number; last_refreshed: string }
export const useSaxoCatalog = (assetType?: string, q?: string) =>
useQuery<SaxoCatalogEntry[]>({
queryKey: ['saxo-catalog', assetType, q],
queryFn: () => api.get('/saxo/catalog', { params: { ...(assetType ? { asset_type: assetType } : {}), ...(q ? { q } : {}) } }).then(r => r.data),
enabled: !!(assetType || q),
})
export const useSaxoCatalogSummary = () =>
useQuery<SaxoCatalogSummary[]>({
queryKey: ['saxo-catalog-summary'],
queryFn: () => api.get('/saxo/catalog/summary').then(r => r.data),
})
export const useRefreshSaxoCatalog = () => {
const qc = useQueryClient()
return useMutation({
mutationFn: (assetTypes?: string[]) => api.post('/saxo/catalog/refresh', { asset_types: assetTypes ?? null }).then(r => r.data),
onSuccess: () => {
qc.invalidateQueries({ queryKey: ['saxo-catalog'] })
qc.invalidateQueries({ queryKey: ['saxo-catalog-summary'] })
},
})
}

28
frontend/src/pages/Config.tsx
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@@ -1,7 +1,7 @@
import { useState, useEffect } from 'react'
import { Link } from 'react-router-dom'
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, 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, 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 clsx from 'clsx'
@@ -428,8 +428,11 @@ function SaxoConnectionCard() {
const updateWatchlist = useUpdateSaxoWatchlist()
const snapshotNow = useSnapshotSaxoNow()
const { data: validation, refetch: runValidation, isFetching: validating } = useValidateSaxoWatchlist()
const { data: catalogSummary } = useSaxoCatalogSummary()
const refreshCatalog = useRefreshSaxoCatalog()
const [input, setInput] = useState('')
const [snapMsg, setSnapMsg] = useState('')
const { data: catalogMatches } = useSaxoCatalog(undefined, input.length >= 2 ? input : undefined)
useEffect(() => {
const params = new URLSearchParams(window.location.search)
@@ -528,14 +531,33 @@ function SaxoConnectionCard() {
</Link>
</div>
</div>
<div className="flex items-center justify-between mb-2">
<div className="text-[10px] text-slate-600">
Catalogue local (Futures/FX — tickers Saxo non-évidents, ex. Or = <code>OG:xcme</code>) :{' '}
{(catalogSummary ?? []).map(s => `${s.asset_type} (${s.count})`).join(' · ') || 'vide'}
</div>
<button
onClick={() => refreshCatalog.mutate(undefined)}
disabled={!status?.connected || refreshCatalog.isPending}
className="flex items-center gap-1 text-[10px] text-slate-400 hover:text-slate-200 border border-slate-700/50 px-2 py-1 rounded disabled:opacity-40"
>
<RefreshCw className={clsx('w-3 h-3', refreshCatalog.isPending && 'animate-spin')} /> Rafraîchir le catalogue
</button>
</div>
<div className="flex items-center gap-2 mb-2">
<input
value={input}
onChange={e => setInput(e.target.value)}
onKeyDown={e => e.key === 'Enter' && addSymbol()}
placeholder="Symbole (ex. SPY)"
className="bg-dark-800 border border-slate-700/40 rounded px-3 py-1.5 text-xs text-white w-40 focus:outline-none focus:border-blue-500/50"
placeholder="Symbole (ex. SPY, ou tape pour chercher dans le catalogue)"
list="saxo-catalog-datalist"
className="bg-dark-800 border border-slate-700/40 rounded px-3 py-1.5 text-xs text-white w-72 focus:outline-none focus:border-blue-500/50"
/>
<datalist id="saxo-catalog-datalist">
{(catalogMatches ?? []).map(m => (
<option key={m.uic} value={m.symbol}>{m.description} ({m.asset_type})</option>
))}
</datalist>
<button onClick={addSymbol} disabled={!input.trim()}
className="flex items-center gap-1 px-3 py-1.5 rounded text-xs bg-blue-600 text-white hover:bg-blue-500 disabled:opacity-40">
<Plus className="w-3.5 h-3.5" /> Ajouter