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

app/main.py

@@ -18,6 +18,7 @@ import app.pages  # noqa: F401
 from app.api.routes import router as api_router
 from app.services.cache import CacheService
 from app.services.data_service import DataService
+from app.services.runtime import set_data_service
 
 logging.basicConfig(level=os.getenv("LOG_LEVEL", "INFO"))
 logger = logging.getLogger(__name__)
@@ -110,6 +111,7 @@ async def lifespan(app: FastAPI):
     app.state.cache = CacheService(settings.redis_url, default_ttl=settings.cache_ttl)
     await app.state.cache.connect()
     app.state.data_service = DataService(app.state.cache, default_symbol=settings.default_symbol)
+    set_data_service(app.state.data_service)
     app.state.ws_manager = ConnectionManager()
     app.state.publisher_task = asyncio.create_task(publish_updates(app))
     logger.info("Application startup complete")

app/models/portfolio.py

@@ -1,14 +1,66 @@
-"""Portfolio configuration models with validation and persistence."""
+"""Portfolio configuration and domain portfolio models."""
 
 from __future__ import annotations
 
 import json
-import os
-from dataclasses import dataclass, field
+from dataclasses import dataclass
 from pathlib import Path
 from typing import Any
 
 
+@dataclass(frozen=True)
+class LombardPortfolio:
+    """Lombard loan portfolio backed by physical gold."""
+
+    gold_ounces: float
+    gold_price_per_ounce: float
+    loan_amount: float
+    initial_ltv: float
+    margin_call_ltv: float
+
+    def __post_init__(self) -> None:
+        if self.gold_ounces <= 0:
+            raise ValueError("gold_ounces must be positive")
+        if self.gold_price_per_ounce <= 0:
+            raise ValueError("gold_price_per_ounce must be positive")
+        if self.loan_amount < 0:
+            raise ValueError("loan_amount must be non-negative")
+        if not 0 < self.initial_ltv < 1:
+            raise ValueError("initial_ltv must be between 0 and 1")
+        if not 0 < self.margin_call_ltv < 1:
+            raise ValueError("margin_call_ltv must be between 0 and 1")
+        if self.initial_ltv > self.margin_call_ltv:
+            raise ValueError("initial_ltv cannot exceed margin_call_ltv")
+        if self.loan_amount > self.gold_value:
+            raise ValueError("loan_amount cannot exceed current gold value")
+
+    @property
+    def gold_value(self) -> float:
+        return self.gold_ounces * self.gold_price_per_ounce
+
+    @property
+    def current_ltv(self) -> float:
+        return self.loan_amount / self.gold_value
+
+    @property
+    def net_equity(self) -> float:
+        return self.gold_value - self.loan_amount
+
+    def gold_value_at_price(self, gold_price_per_ounce: float) -> float:
+        if gold_price_per_ounce <= 0:
+            raise ValueError("gold_price_per_ounce must be positive")
+        return self.gold_ounces * gold_price_per_ounce
+
+    def ltv_at_price(self, gold_price_per_ounce: float) -> float:
+        return self.loan_amount / self.gold_value_at_price(gold_price_per_ounce)
+
+    def net_equity_at_price(self, gold_price_per_ounce: float) -> float:
+        return self.gold_value_at_price(gold_price_per_ounce) - self.loan_amount
+
+    def margin_call_price(self) -> float:
+        return self.loan_amount / (self.margin_call_ltv * self.gold_ounces)
+
+
 @dataclass
 class PortfolioConfig:
     """User portfolio configuration with validation.

app/pages/options.py

@@ -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()

app/services/data_service.py

@@ -4,6 +4,7 @@ from __future__ import annotations
 
 import asyncio
 import logging
+import math
 from datetime import UTC, datetime
 from typing import Any
 
@@ -57,46 +58,77 @@ class DataService:
         return quote
 
     async def get_options_chain(self, symbol: str | None = None) -> dict[str, Any]:
-        ticker = (symbol or self.default_symbol).upper()
-        cache_key = f"options:{ticker}"
+        ticker_symbol = (symbol or self.default_symbol).upper()
+        cache_key = f"options:{ticker_symbol}"
 
         cached = await self.cache.get_json(cache_key)
         if cached and isinstance(cached, dict):
             return cached
 
-        quote = await self.get_quote(ticker)
-        base_price = quote["price"]
-        options_chain = {
-            "symbol": ticker,
-            "updated_at": datetime.now(UTC).isoformat(),
-            "calls": [
-                {
-                    "strike": round(base_price * 1.05, 2),
-                    "premium": round(base_price * 0.03, 2),
-                    "expiry": "2026-06-19",
-                },
-                {
-                    "strike": round(base_price * 1.10, 2),
-                    "premium": round(base_price * 0.02, 2),
-                    "expiry": "2026-09-18",
-                },
-            ],
-            "puts": [
-                {
-                    "strike": round(base_price * 0.95, 2),
-                    "premium": round(base_price * 0.028, 2),
-                    "expiry": "2026-06-19",
-                },
-                {
-                    "strike": round(base_price * 0.90, 2),
-                    "premium": round(base_price * 0.018, 2),
-                    "expiry": "2026-09-18",
-                },
-            ],
-            "source": quote["source"],
-        }
-        await self.cache.set_json(cache_key, options_chain)
-        return options_chain
+        quote = await self.get_quote(ticker_symbol)
+        if yf is None:
+            options_chain = self._fallback_options_chain(ticker_symbol, quote, source="fallback")
+            await self.cache.set_json(cache_key, options_chain)
+            return options_chain
+
+        try:
+            ticker = yf.Ticker(ticker_symbol)
+            expirations = await asyncio.to_thread(lambda: list(ticker.options or []))
+            if not expirations:
+                options_chain = self._fallback_options_chain(
+                    ticker_symbol,
+                    quote,
+                    source="fallback",
+                    error="No option expirations returned by yfinance",
+                )
+                await self.cache.set_json(cache_key, options_chain)
+                return options_chain
+
+            calls: list[dict[str, Any]] = []
+            puts: list[dict[str, Any]] = []
+
+            for expiry in expirations:
+                try:
+                    chain = await asyncio.to_thread(ticker.option_chain, expiry)
+                except Exception as exc:  # pragma: no cover - network dependent
+                    logger.warning("Failed to fetch option chain for %s %s: %s", ticker_symbol, expiry, exc)
+                    continue
+
+                calls.extend(self._normalize_option_rows(chain.calls, ticker_symbol, expiry, "call"))
+                puts.extend(self._normalize_option_rows(chain.puts, ticker_symbol, expiry, "put"))
+
+            if not calls and not puts:
+                options_chain = self._fallback_options_chain(
+                    ticker_symbol,
+                    quote,
+                    source="fallback",
+                    error="No option contracts returned by yfinance",
+                )
+                await self.cache.set_json(cache_key, options_chain)
+                return options_chain
+
+            options_chain = {
+                "symbol": ticker_symbol,
+                "updated_at": datetime.now(UTC).isoformat(),
+                "expirations": expirations,
+                "calls": calls,
+                "puts": puts,
+                "rows": sorted(calls + puts, key=lambda row: (row["expiry"], row["strike"], row["type"])),
+                "underlying_price": quote["price"],
+                "source": "yfinance",
+            }
+            await self.cache.set_json(cache_key, options_chain)
+            return options_chain
+        except Exception as exc:  # pragma: no cover - network dependent
+            logger.warning("Failed to fetch options chain for %s from yfinance: %s", ticker_symbol, exc)
+            options_chain = self._fallback_options_chain(
+                ticker_symbol,
+                quote,
+                source="fallback",
+                error=str(exc),
+            )
+            await self.cache.set_json(cache_key, options_chain)
+            return options_chain
 
     async def get_strategies(self, symbol: str | None = None) -> dict[str, Any]:
         ticker = (symbol or self.default_symbol).upper()
@@ -149,6 +181,81 @@ class DataService:
             logger.warning("Failed to fetch %s from yfinance: %s", symbol, exc)
             return self._fallback_quote(symbol, source="fallback")
 
+    def _fallback_options_chain(
+        self,
+        symbol: str,
+        quote: dict[str, Any],
+        *,
+        source: str,
+        error: str | None = None,
+    ) -> dict[str, Any]:
+        options_chain = {
+            "symbol": symbol,
+            "updated_at": datetime.now(UTC).isoformat(),
+            "expirations": [],
+            "calls": [],
+            "puts": [],
+            "rows": [],
+            "underlying_price": quote["price"],
+            "source": source,
+        }
+        if error:
+            options_chain["error"] = error
+        return options_chain
+
+    def _normalize_option_rows(self, frame: Any, symbol: str, expiry: str, option_type: str) -> list[dict[str, Any]]:
+        if frame is None or getattr(frame, "empty", True):
+            return []
+
+        rows: list[dict[str, Any]] = []
+        for item in frame.to_dict(orient="records"):
+            strike = self._safe_float(item.get("strike"))
+            if strike <= 0:
+                continue
+
+            bid = self._safe_float(item.get("bid"))
+            ask = self._safe_float(item.get("ask"))
+            last_price = self._safe_float(item.get("lastPrice"))
+            implied_volatility = self._safe_float(item.get("impliedVolatility"))
+            contract_symbol = str(item.get("contractSymbol") or "").strip()
+
+            rows.append(
+                {
+                    "contractSymbol": contract_symbol,
+                    "symbol": contract_symbol or f"{symbol} {expiry} {option_type.upper()} {strike:.2f}",
+                    "strike": strike,
+                    "bid": bid,
+                    "ask": ask,
+                    "premium": last_price or self._midpoint(bid, ask),
+                    "lastPrice": last_price,
+                    "impliedVolatility": implied_volatility,
+                    "expiry": expiry,
+                    "type": option_type,
+                    "openInterest": int(self._safe_float(item.get("openInterest"))),
+                    "volume": int(self._safe_float(item.get("volume"))),
+                    "delta": 0.0,
+                    "gamma": 0.0,
+                    "theta": 0.0,
+                    "vega": 0.0,
+                    "rho": 0.0,
+                }
+            )
+        return rows
+
+    @staticmethod
+    def _safe_float(value: Any) -> float:
+        try:
+            result = float(value)
+        except (TypeError, ValueError):
+            return 0.0
+        return 0.0 if math.isnan(result) else result
+
+    @staticmethod
+    def _midpoint(bid: float, ask: float) -> float:
+        if bid > 0 and ask > 0:
+            return round((bid + ask) / 2, 4)
+        return max(bid, ask, 0.0)
+
     @staticmethod
     def _fallback_quote(symbol: str, source: str) -> dict[str, Any]:
         return {

app/services/runtime.py

@@ -0,0 +1,18 @@
+"""Runtime service registry for UI pages and background tasks."""
+
+from __future__ import annotations
+
+from app.services.data_service import DataService
+
+_data_service: DataService | None = None
+
+
+def set_data_service(service: DataService) -> None:
+    global _data_service
+    _data_service = service
+
+
+def get_data_service() -> DataService:
+    if _data_service is None:
+        raise RuntimeError("DataService has not been initialized")
+    return _data_service