feat: saxo connector

backend/routers/saxo.py

@@ -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()

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}")
 

frontend/src/hooks/useApi.ts

@@ -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'] })
+    },
+  })
+}

frontend/src/pages/Config.tsx

@@ -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)"
+          placeholder="Symbole (ex. SPY, ou tape pour chercher dans le catalogue)"
-          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"
+          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