feat: saxo connector

backend/services/database.py

@@ -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]

backend/services/saxo_client.py

@@ -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}")