mirror of
https://github.com/Mihirkansara/nexus-quant-terminal.git
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KansaramandClaude Sonnet 4.6
61e145a442
Full-stack forex options analytics terminal with Bloomberg-inspired UI. Backend (FastAPI + Python): - Garman-Kohlhagen options pricing engine with full Greeks - Goldman Sachs gs-quant AI signals (RSI, MACD, Bollinger, Hurst, OU) - Monte Carlo GBM simulation and volatility surface generation - CFTC COT institutional positioning + Forex Factory economic calendar - Live data proxy: OpenSky aircraft + USGS earthquakes (CORS-safe) - Multi-leg strategy library (straddle, iron condor, butterfly, spreads) Frontend (React 18 + Vite): - NEXUS animated orbital logo (3-ring SVG) + canvas favicon animation - Bloomberg terminal design: JetBrains Mono, color-mix() tokens - 11 dashboard tabs: Greeks, Chart, AI Signals, 3D Surfaces, Breakeven, Scenarios, Monte Carlo, Institutional, Calendar, Live Map, Live Feeds - Live World Map (react-leaflet): aircraft, earthquakes, weather radar - Live Feeds: CoinGecko crypto top-12 + Windy.com global webcams - Economic calendar with filters + institutional flow (CFTC COT) - Animated landing page + session-based routing - Fully responsive dark-only terminal design system Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
67 lines
2.4 KiB
Python
67 lines
2.4 KiB
Python
from fastapi import APIRouter, HTTPException
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import yfinance as yf
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router = APIRouter(prefix="/market", tags=["market"])
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@router.get("/{ticker}")
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def get_market_data(ticker: str):
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"""Return current spot price, company name, and daily change for a ticker."""
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try:
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t = yf.Ticker(ticker.upper())
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info = t.fast_info
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spot = info.last_price
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prev = info.previous_close
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if not spot:
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raise HTTPException(status_code=404, detail=f"Ticker '{ticker}' not found.")
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change_pct = round((spot - prev) / prev * 100, 2) if prev else 0.0
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name = getattr(info, "exchange", ticker.upper())
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return {
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"ticker": ticker.upper(),
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"spot": round(float(spot), 2),
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"prev_close": round(float(prev), 2) if prev else None,
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"change_pct": change_pct,
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}
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except Exception as e:
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raise HTTPException(status_code=400, detail=str(e))
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@router.get("/iv-surface/{ticker}")
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def get_iv_surface(ticker: str):
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"""
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Fetch the real implied volatility surface from market option chains.
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Returns strikes, expiries, and IV values for a heatmap.
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"""
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try:
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t = yf.Ticker(ticker.upper())
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expiries = t.options[:6] # Limit to 6 nearest expiries
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if not expiries:
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raise HTTPException(status_code=404, detail="No options data found.")
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rows = []
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for exp in expiries:
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chain = t.option_chain(exp)
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for _, row in chain.calls.iterrows():
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if row.get("impliedVolatility") and row["impliedVolatility"] > 0:
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rows.append({
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"expiry": exp,
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"strike": float(row["strike"]),
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"iv": round(float(row["impliedVolatility"]), 4),
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"type": "call",
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})
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for _, row in chain.puts.iterrows():
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if row.get("impliedVolatility") and row["impliedVolatility"] > 0:
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rows.append({
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"expiry": exp,
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"strike": float(row["strike"]),
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"iv": round(float(row["impliedVolatility"]), 4),
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"type": "put",
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})
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spot = float(t.fast_info.last_price)
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return {"ticker": ticker.upper(), "spot": spot, "data": rows}
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except HTTPException:
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raise
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except Exception as e:
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raise HTTPException(status_code=400, detail=str(e))
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