133908dd36
- queue OPS-001 Caddy route for vd1.uncloud.vpn - lazy-load options expirations/chains per expiry - wire overview to live quote data and persisted portfolio config - extend browser test to verify live quote metadata
285 lines
8.7 KiB
Markdown
285 lines
8.7 KiB
Markdown
# Vault Dashboard Roadmap
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## Overview
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A prioritized roadmap for the Vault Dashboard Lombard loan hedging platform.
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## Legend
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- **Priority**: P0 (Critical), P1 (High), P2 (Medium), P3 (Low)
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- **Dependencies**: Features tagged with `[depends: ID]` require the named feature to be completed first
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- **Effort**: S (Small), M (Medium), L (Large)
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---
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## Phase 1: Data Foundation (Foundation Layer)
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### DATA-001: Live Price Feed Integration [P0, M] **[foundation]**
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**As a** portfolio manager, **I want** real-time gold price updates **so that** my LTV calculations reflect current market conditions.
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**Acceptance Criteria:**
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- Integrate yfinance/live data for GLD spot price
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- Update prices every 30 seconds via WebSocket
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- Display last update timestamp
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- Fallback to cached data if feed fails
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**Technical Notes:**
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- Create `app/services/price_feed.py` with async price fetching
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- Extend existing WebSocket manager in `app/services/websocket.py`
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- Store prices in Redis with 60s TTL
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**Dependencies:** None
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---
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### DATA-002: Options Chain Data [P0, L] **[depends: DATA-001]**
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**As a** trader, **I want** live options chain data for GLD **so that** I can evaluate protective put strikes and premiums.
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**Acceptance Criteria:**
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- Fetch options chains from yfinance or IBKR API
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- Display strikes, expiration dates, bid/ask, implied volatility
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- Cache chain data for 5 minutes
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- Support filtering by expiration (30/60/90 days)
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**Technical Notes:**
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- Create `app/services/options_chain.py`
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- Add `/api/options/chain` endpoint
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- Update Options Chain page (`app/pages/options.py`)
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**Dependencies:** DATA-001
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---
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### DATA-003: Greeks Calculation [P1, M] **[depends: DATA-002]**
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**As a** risk manager, **I want** real-time Greeks calculations **so that** I understand my hedge sensitivity.
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**Acceptance Criteria:**
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- Calculate Delta, Gamma, Theta, Vega for selected options
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- Display Greeks in options chain view
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- Show portfolio-level Greeks if positions held
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- Use Black-Scholes model with live IV
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**Technical Notes:**
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- Create `app/services/pricing.py` with B-S model
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- Add QuantLib integration (optional dependency)
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- Cache calculations for performance
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**Dependencies:** DATA-002
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---
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## Phase 2: Portfolio & Risk (Core Features)
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### PORT-001: Portfolio State Management [P0, M] **[depends: DATA-001]**
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**As a** user, **I want** to configure my actual portfolio (gold value, loan amount) **so that** LTV calculations match my real position.
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**Acceptance Criteria:**
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- Settings page with editable portfolio parameters
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- Store config in Redis/database
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- Validate LTV < 100%
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- Show current vs recommended collateral
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**Technical Notes:**
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- Extend `app/pages/settings.py`
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- Create `app/models/portfolio.py` with Pydantic models
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- Add persistence layer (Redis JSON or SQLite)
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**Dependencies:** DATA-001
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---
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### PORT-002: Alert Notifications [P1, M] **[depends: PORT-001]**
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**As a** risk manager, **I want** alerts when LTV approaches margin call thresholds **so that** I can take action before liquidation.
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**Acceptance Criteria:**
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- Configurable alert thresholds (default: 70%, 75%)
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- Browser push notifications
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- Email notifications (optional)
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- Alert history log
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**Technical Notes:**
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- Create `app/services/alerts.py`
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- Integrate browser notifications API
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- Add `/api/alerts/configure` endpoint
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- Background task to check thresholds
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**Dependencies:** PORT-001
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---
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### PORT-003: Historical LTV Chart [P2, M] **[depends: PORT-001]**
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**As a** user, **I want** to see my LTV history over time **so that** I can identify trends and stress periods.
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**Acceptance Criteria:**
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- Store LTV snapshots every hour
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- Display 7/30/90 day charts
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- Show margin call threshold line
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- Export data as CSV
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**Technical Notes:**
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- Create `app/services/history.py`
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- Use TimescaleDB or Redis TimeSeries (optional)
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- Integrate with existing chart components
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**Dependencies:** PORT-001
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---
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## Phase 3: Strategy Execution (Advanced Features)
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### EXEC-001: Strategy Builder [P1, L] **[depends: DATA-003]**
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**As a** trader, **I want** to build and compare hedging strategies **so that** I can choose optimal protection.
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**Acceptance Criteria:**
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- Select strategy type (protective put, collar, laddered)
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- Choose strikes and expirations
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- See P&L payoff diagrams
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- Compare cost vs protection level
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**Technical Notes:**
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- Extend `app/pages/hedge.py`
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- Create `app/services/strategy_builder.py`
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- Add payoff chart visualization
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- Store strategy templates
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**Dependencies:** DATA-003
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---
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### EXEC-002: IBKR Order Integration [P2, L] **[depends: EXEC-001]**
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**As a** authorized user, **I want** to execute hedge trades directly from the dashboard **so that** I can act quickly on recommendations.
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**Acceptance Criteria:**
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- IBKR API connection (paper trading first)
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- Preview order with estimated fill
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- One-click execution
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- Order tracking and status updates
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**Technical Notes:**
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- Create `app/services/broker.py` with IBKR API
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- Add paper/live mode toggle
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- Store credentials securely
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- Order audit log
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**Dependencies:** EXEC-001
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---
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### EXEC-003: Position Monitoring [P2, M] **[depends: EXEC-002]**
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**As a** portfolio manager, **I want** to see my open hedge positions **so that** I know my current protection status.
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**Acceptance Criteria:**
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- Display open options positions
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- Show expiration countdown
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- Calculate net Greeks exposure
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- Alert on approaching expiration
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**Technical Notes:**
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- Create positions table/view
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- Sync with IBKR positions
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- Update portfolio Greeks calculation
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**Dependencies:** EXEC-002
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---
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## Phase 4: Reporting & Analytics (Polish)
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### RPT-001: Strategy Report Generation [P3, M] **[depends: EXEC-001]**
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**As a** compliance officer, **I want** PDF reports of hedging decisions **so that** I can document risk management.
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**Acceptance Criteria:**
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- Generate PDF with strategy rationale
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- Include P&L scenarios
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- Date range selection
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- Export to email/share
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**Technical Notes:**
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- Use reportlab or weasyprint
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- Create `app/services/reporting.py`
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- Add download endpoint
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**Dependencies:** EXEC-001
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---
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### RPT-002: What-If Analysis [P3, L] **[depends: DATA-003]**
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**As a** risk manager, **I want** to simulate gold price drops **so that** I can stress test my protection.
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**Acceptance Criteria:**
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- Slider to adjust gold price scenarios (-10%, -20%, etc.)
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- Show portfolio P&L impact
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- Display hedge payoff under scenarios
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- Compare protected vs unprotected
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**Technical Notes:**
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- Extend strategy builder with scenario mode
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- Add sensitivity analysis
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- Interactive chart updates
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**Dependencies:** DATA-003
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---
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## Dependency Graph
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```
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DATA-001 (Price Feed)
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├── DATA-002 (Options Chain)
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│ ├── DATA-003 (Greeks)
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│ │ ├── EXEC-001 (Strategy Builder)
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│ │ │ ├── EXEC-002 (IBKR Orders)
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│ │ │ │ └── EXEC-003 (Position Monitoring)
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│ │ │ └── RPT-001 (Reports)
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│ │ └── RPT-002 (What-If)
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│ └── PORT-001 (Portfolio Config)
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│ ├── PORT-002 (Alerts)
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│ └── PORT-003 (History)
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```
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---
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## Fast Follow-up Backlog
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### DATA-002A: Lazy Options Loading [P0, S] **[depends: DATA-002]**
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**As a** trader, **I want** the options page to render immediately **so that** it feels responsive and usable.
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**Acceptance Criteria:**
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- Initial page load fetches only expirations plus one default expiry chain
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- Changing expiry fetches that expiry on demand
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- Browser test verifies `/options` becomes visible quickly
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- No visible 500/runtime error during page load
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**Dependencies:** DATA-002
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### DATA-001A: Live Overview Price Wiring [P0, S] **[depends: DATA-001, PORT-001]**
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**As a** portfolio manager, **I want** the overview cards to use live quote data **so that** the displayed spot/LTV values are trustworthy.
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**Acceptance Criteria:**
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- Overview page uses live quote from service instead of hardcoded `215.0`
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- Display source and last updated timestamp
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- Margin call / LTV calculations use configured portfolio values
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- Browser test verifies overview renders with live data metadata
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**Dependencies:** DATA-001, PORT-001
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### OPS-001: Caddy Route for Production Dashboard [P1, S] **[depends: deploy-stable]**
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**As a** VPN user, **I want** to reach the deployed dashboard at `vd1.uncloud.vpn` **so that** I can access it without SSH port forwarding.
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**Acceptance Criteria:**
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- Caddy route proxies `vd1.uncloud.vpn` to local deployment container
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- Route works over the VPN only
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- Health check succeeds through Caddy
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- Deployment docs include the route and where it lives
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**Dependencies:** stable deployed app on VPS
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## Implementation Priority Queue
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1. **DATA-002A** - Fix options UX/performance regression
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2. **DATA-001A** - Remove misleading mock overview price
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3. **OPS-001** - Add Caddy route once app behavior is stable
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4. **DATA-003** - Risk metrics
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5. **PORT-002** - Risk management safety
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6. **EXEC-001** - Core user workflow
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7. **EXEC-002** - Execution capability
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8. Remaining features
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