Files
OpenFin/backend/services/saxo_client.py
2026-07-18 23:25:13 +02:00

295 lines
12 KiB
Python

"""
Thin Saxo OpenAPI REST client for options chain snapshots.
The options-chain subscription response shape (confirmed against a real payload):
Snapshot.Expiries[].Strikes[].{Call,Put}, each with Bid/Ask/Uic directly and
Delta/Gamma/Theta/Vega/MidVolatility nested under .Greeks. There is no Mid field
(computed as (bid+ask)/2) and no underlying spot field at all — MidStrikePrice on
the nearest expiry is used as the spot proxy. Only strikes within Saxo's active
quoting window carry a Call/Put payload; the rest are bare {Index, Strike}.
"""
import logging
import time
import uuid
from datetime import date
from typing import Any, Dict, List, Optional
import httpx
from services.saxo_auth import SAXO_API_BASE_URL, get_valid_access_token
logger = logging.getLogger(__name__)
_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]] = {}
class SaxoNotConnected(Exception):
pass
class SaxoApiError(Exception):
"""Wraps an httpx.HTTPStatusError with Saxo's actual JSON error body (ErrorCode/Message),
since the bare status code is useless for debugging a 400 on a subscription body."""
def __init__(self, resp: httpx.Response):
detail = resp.text
try:
detail = resp.json()
except Exception:
pass
super().__init__(f"Saxo API {resp.status_code} on {resp.request.method} {resp.request.url}: {detail}")
def _raise_for_status(resp: httpx.Response):
if resp.is_error:
raise SaxoApiError(resp)
_account_key_cache: Optional[str] = None
def _headers() -> Dict[str, str]:
token = get_valid_access_token()
if not token:
raise SaxoNotConnected("Saxo n'est pas connecté — complétez l'OAuth login d'abord.")
return {"Authorization": f"Bearer {token}"}
def _get(path: str, params: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
resp = httpx.get(f"{SAXO_API_BASE_URL}{path}", headers=_headers(), params=params or {}, timeout=15)
_raise_for_status(resp)
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."""
global _account_key_cache
if _account_key_cache:
return _account_key_cache
data = _get("/port/v1/accounts/me")
items = data.get("Data") or data.get("data") or []
if not items:
raise ValueError(f"Aucun compte trouvé dans /port/v1/accounts/me: {data}")
account_key = _first(items[0], "AccountKey", "accountKey")
if not account_key:
raise ValueError(f"Champ AccountKey introuvable pour le compte: {items[0]}")
_account_key_cache = account_key
return account_key
def _first(d: Dict[str, Any], *keys: str) -> Any:
for k in keys:
if k in d:
return d[k]
return None
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
a wrong-ticker guess is visibly distinguishable from an account-entitlement error."""
cache_key = f"{symbol}|{asset_types}"
if cache_key in _root_uic_cache:
return _root_uic_cache[cache_key]
# Fast path: exchange-suffixed catalog symbols (e.g. "EUU:XCME", "OG:xcme") are Saxo
# identifiers, not natural-language search terms — Saxo's free-text Keywords search
# isn't reliable for them. If we already cached this exact symbol via a catalog
# refresh, use its known Uic directly instead of re-searching live.
from services.database import get_saxo_catalog_by_symbol
cached_entry = get_saxo_catalog_by_symbol(symbol)
if cached_entry:
result = {
"uic": cached_entry["uic"], "symbol": cached_entry["symbol"],
"description": cached_entry["description"], "asset_type": cached_entry["asset_type"],
}
_root_uic_cache[cache_key] = result
return result
data = _get("/ref/v1/instruments", {"Keywords": symbol, "AssetTypes": asset_types})
items = data.get("Data") or data.get("data") or []
if not items:
raise ValueError(f"Aucun instrument Saxo trouvé pour '{symbol}' (AssetTypes={asset_types})")
# An exact symbol match always wins over Saxo's own search ranking — e.g. searching
# "EURUSD" must resolve to the plain EURUSD root, not one of the "EURUSD Weekly (2)..."
# futures-option variants that also match the keyword and could rank first.
exact = next((i for i in items if str(_first(i, "Symbol", "symbol") or "").upper() == symbol.upper()), None)
item = exact or items[0]
uic = _first(item, "Identifier", "Uic", "uic")
if uic is None:
raise ValueError(f"Champ Uic introuvable dans la réponse instruments pour '{symbol}': {item}")
result = {
"uic": int(uic),
"symbol": _first(item, "Symbol", "symbol"),
"description": _first(item, "Description", "description"),
"asset_type": _first(item, "AssetType", "assetType"),
}
_root_uic_cache[cache_key] = 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:
return resolve_instrument(symbol)["uic"]
if not legs:
raise ValueError(f"Impossible d'extraire des contrats depuis contractoptionspaces (clés reçues: {list(space.keys())})")
return legs
def _snapshot_via_subscription(uic: int, asset_type: str = "StockOption") -> Dict[str, Any]:
"""POST creates a subscription and returns an initial snapshot in the same response;
DELETE immediately after — no websocket needs to be kept alive for a one-off read."""
context_id = f"of-{uuid.uuid4().hex[:12]}"
reference_id = "chain"
token_headers = _headers()
body = {
"ContextId": context_id,
"ReferenceId": reference_id,
"Arguments": {"Identifier": uic, "AssetType": asset_type, "AccountKey": get_default_account_key()},
"RefreshRate": 5000,
}
resp = httpx.post(
f"{SAXO_API_BASE_URL}/trade/v1/optionschain/subscriptions",
headers={**token_headers, "Content-Type": "application/json"},
json=body, timeout=15,
)
_raise_for_status(resp)
snapshot = resp.json()
try:
httpx.delete(
f"{SAXO_API_BASE_URL}/trade/v1/optionschain/subscriptions/{context_id}/{reference_id}",
headers=token_headers, timeout=10,
)
except Exception as e:
logger.warning(f"[Saxo] Failed to clean up options-chain subscription {context_id}: {e}")
return snapshot
def debug_chain_raw(symbol: str) -> Dict[str, Any]:
"""Returns the raw (unparsed) options-chain subscription response for one symbol —
diagnostic only, used to pin down exactly where Mid/Greeks/Spot live in Saxo's real
payload instead of guessing field names blind."""
instrument = resolve_instrument(symbol)
subscription = _snapshot_via_subscription(instrument["uic"], asset_type=instrument["asset_type"] or "StockOption")
return {"instrument": instrument, "raw": subscription}
def snapshot_options_chain(symbol: str, target_days: int = 30) -> List[Dict[str, Any]]:
"""
Returns normalized rows ready for services/database.save_saxo_snapshot_rows:
{symbol, snapshot_date, spot, expiry_date, strike, option_type, bid, ask, mid,
volatility_pct, delta, gamma, theta, vega}
"""
instrument = resolve_instrument(symbol)
root_uic = instrument["uic"]
subscription = _snapshot_via_subscription(root_uic, asset_type=instrument["asset_type"] or "StockOption")
# The POST response is the streaming-subscription envelope (ContextId/ReferenceId/Format/
# RefreshRate/InactivityTimeout/State) — the actual chain payload is nested under "Snapshot".
snapshot = subscription.get("Snapshot") or subscription
snapshot_date = date.today().isoformat()
expiry_blocks = _first(snapshot, "Expiries", "OptionsChain") or []
# No spot/underlying price field exists anywhere in this response (confirmed against a
# real payload) — MidStrikePrice on the nearest expiry is the best available proxy.
spot = next((eb.get("MidStrikePrice") for eb in expiry_blocks if eb.get("MidStrikePrice") is not None), None)
rows: List[Dict[str, Any]] = []
for expiry_block in expiry_blocks:
expiry_date = (expiry_block.get("Expiry") or "")[:10] or None
for strike_block in (strike_block for strike_block in (expiry_block.get("Strikes") or [])):
strike = strike_block.get("Strike")
for side_key in ("Call", "Put"):
side = strike_block.get(side_key)
if not side:
continue
greeks = side.get("Greeks") or {}
bid, ask = side.get("Bid"), side.get("Ask")
mid_vol = greeks.get("MidVolatility")
rows.append({
"symbol": symbol.upper(),
"snapshot_date": snapshot_date,
"spot": float(spot) if spot is not None else None,
"expiry_date": expiry_date,
"strike": float(strike) if strike is not None else None,
"option_type": "put" if side_key == "Put" else "call",
"bid": bid,
"ask": ask,
"mid": round((bid + ask) / 2, 6) if (bid is not None and ask is not None) else None,
# MidVolatility comes back as a decimal fraction (0.05 = 5%) — store as an
# actual percentage to match the volatility_pct column's name/convention.
"volatility_pct": round(mid_vol * 100, 4) if mid_vol is not None else None,
"delta": greeks.get("Delta"),
"gamma": greeks.get("Gamma"),
"theta": greeks.get("Theta"),
"vega": greeks.get("Vega"),
})
if not rows:
raise ValueError(f"Snapshot Saxo vide pour '{symbol}' (clés reçues: {list(snapshot.keys())})")
return rows