feat: saxo connector

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}")