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feat(DATA-002): add live GLD options chain data via yfinance

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Bu5hm4nn
2026-03-23 22:53:08 +01:00
parent c14ff83adc
commit 70ec625146
5 changed files with 261 additions and 60 deletions
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66
app/pages/options.py
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@@ -5,16 +5,22 @@ from typing import Any
from nicegui import ui
from app.components import GreeksTable
from app.pages.common import dashboard_page, option_chain, strategy_catalog
from app.pages.common import dashboard_page, strategy_catalog
from app.services.runtime import get_data_service
@ui.page("/options")
def options_page() -> None:
chain = option_chain()
expiries = sorted({row["expiry"] for row in chain})
strike_values = sorted({row["strike"] for row in chain})
selected_expiry = {"value": expiries[0]}
strike_range = {"min": strike_values[0], "max": strike_values[-1]}
async def options_page() -> None:
chain_data = await get_data_service().get_options_chain("GLD")
chain = list(chain_data.get("rows") or [*chain_data.get("calls", []), *chain_data.get("puts", [])])
expiries = list(chain_data.get("expirations") or sorted({row["expiry"] for row in chain}))
strike_values = sorted({float(row["strike"]) for row in chain})
selected_expiry = {"value": expiries[0] if expiries else None}
strike_range = {
"min": strike_values[0] if strike_values else 0.0,
"max": strike_values[-1] if strike_values else 0.0,
}
selected_strategy = {"value": strategy_catalog()[0]["label"]}
chosen_contracts: list[dict[str, Any]] = []
@@ -32,15 +38,15 @@ def options_page() -> None:
min_strike = ui.number(
"Min strike",
value=strike_range["min"],
min=strike_values[0],
max=strike_values[-1],
min=strike_values[0] if strike_values else 0.0,
max=strike_values[-1] if strike_values else 0.0,
step=5,
).classes("w-full")
max_strike = ui.number(
"Max strike",
value=strike_range["max"],
min=strike_values[0],
max=strike_values[-1],
min=strike_values[0] if strike_values else 0.0,
max=strike_values[-1] if strike_values else 0.0,
step=5,
).classes("w-full")
strategy_select = ui.select(
@@ -49,6 +55,15 @@ def options_page() -> None:
label="Add to hedge strategy",
).classes("w-full")
source_label = f"Source: {chain_data.get('source', 'unknown')}"
if chain_data.get("updated_at"):
source_label += f" · Updated {chain_data['updated_at']}"
ui.label(source_label).classes("text-xs text-slate-500 dark:text-slate-400")
if chain_data.get("error"):
ui.label(f"Options data unavailable: {chain_data['error']}").classes(
"text-xs text-amber-700 dark:text-amber-300"
)
selection_card = ui.card().classes(
"w-full rounded-2xl border border-slate-200 bg-white shadow-sm dark:border-slate-800 dark:bg-slate-900"
)
@@ -56,12 +71,14 @@ def options_page() -> None:
chain_table = ui.html("").classes("w-full")
greeks = GreeksTable([])
def filtered_rows() -> list[dict]:
def filtered_rows() -> list[dict[str, Any]]:
if not selected_expiry["value"]:
return []
return [
row
for row in chain
if row["expiry"] == selected_expiry["value"]
and strike_range["min"] <= row["strike"] <= strike_range["max"]
and strike_range["min"] <= float(row["strike"]) <= strike_range["max"]
]
def render_selection() -> None:
@@ -76,10 +93,10 @@ def options_page() -> None:
return
for contract in chosen_contracts[-3:]:
ui.label(
f"{contract['symbol']} · premium ${contract['premium']:.2f} · Δ {contract['delta']:+.3f}"
f"{contract['symbol']} · premium ${float(contract['premium']):.2f} · IV {float(contract.get('impliedVolatility', 0.0)):.1%}"
).classes("text-sm text-slate-600 dark:text-slate-300")
def add_to_strategy(contract: dict) -> None:
def add_to_strategy(contract: dict[str, Any]) -> None:
chosen_contracts.append(contract)
render_selection()
greeks.set_options(chosen_contracts[-6:])
@@ -100,6 +117,8 @@ def options_page() -> None:
<th class='px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300'>Type</th>
<th class='px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300'>Strike</th>
<th class='px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300'>Bid / Ask</th>
<th class='px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300'>Last</th>
<th class='px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300'>IV</th>
<th class='px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300'>Greeks</th>
<th class='px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300'>Action</th>
</tr>
@@ -110,16 +129,18 @@ def options_page() -> None:
<tr class='border-b border-slate-200 dark:border-slate-800'>
<td class='px-4 py-3 font-medium text-slate-900 dark:text-slate-100'>{row['symbol']}</td>
<td class='px-4 py-3 text-slate-600 dark:text-slate-300'>{row['type'].upper()}</td>
<td class='px-4 py-3 text-slate-600 dark:text-slate-300'>${row['strike']:.2f}</td>
<td class='px-4 py-3 text-slate-600 dark:text-slate-300'>${row['bid']:.2f} / ${row['ask']:.2f}</td>
<td class='px-4 py-3 text-slate-600 dark:text-slate-300'>Δ {row['delta']:+.3f} · Γ {row['gamma']:.3f} · Θ {row['theta']:+.3f}</td>
<td class='px-4 py-3 text-slate-600 dark:text-slate-300'>${float(row['strike']):.2f}</td>
<td class='px-4 py-3 text-slate-600 dark:text-slate-300'>${float(row['bid']):.2f} / ${float(row['ask']):.2f}</td>
<td class='px-4 py-3 text-slate-600 dark:text-slate-300'>${float(row.get('lastPrice', row.get('premium', 0.0))):.2f}</td>
<td class='px-4 py-3 text-slate-600 dark:text-slate-300'>{float(row.get('impliedVolatility', 0.0)):.1%}</td>
<td class='px-4 py-3 text-slate-600 dark:text-slate-300'>Δ {float(row.get('delta', 0.0)):+.3f} · Γ {float(row.get('gamma', 0.0)):.3f} · Θ {float(row.get('theta', 0.0)):+.3f}</td>
<td class='px-4 py-3 text-sky-600 dark:text-sky-300'>Use quick-add buttons below</td>
</tr>
""" for row in rows)
+ (
""
if rows
else "<tr><td colspan='6' class='px-4 py-6 text-center text-slate-500 dark:text-slate-400'>No contracts match the current filter.</td></tr>"
else "<tr><td colspan='8' class='px-4 py-6 text-center text-slate-500 dark:text-slate-400'>No contracts match the current filter.</td></tr>"
)
+ """
</tbody>
@@ -136,7 +157,7 @@ def options_page() -> None:
with ui.row().classes("w-full gap-2 max-sm:flex-col"):
for row in rows[:6]:
ui.button(
f"Add {row['type'].upper()} {row['strike']:.0f}",
f"Add {row['type'].upper()} {float(row['strike']):.0f}",
on_click=lambda _, contract=row: add_to_strategy(contract),
).props("outline color=primary")
greeks.set_options(rows[:6])
@@ -147,8 +168,8 @@ def options_page() -> None:
def update_filters() -> None:
selected_expiry["value"] = expiry_select.value
strike_range["min"] = float(min_strike.value)
strike_range["max"] = float(max_strike.value)
strike_range["min"] = float(min_strike.value or 0.0)
strike_range["max"] = float(max_strike.value or 0.0)
if strike_range["min"] > strike_range["max"]:
strike_range["min"], strike_range["max"] = (
strike_range["max"],
@@ -161,6 +182,7 @@ def options_page() -> None:
expiry_select.on_value_change(lambda _: update_filters())
min_strike.on_value_change(lambda _: update_filters())
max_strike.on_value_change(lambda _: update_filters())
def on_strategy_change(event) -> None:
selected_strategy["value"] = event.value # type: ignore[assignment]
render_selection()