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Version 2.0.0.5 Released

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Version 2.0.0.5 Released

Date: 23rd Apr 2026

Feature Release: Strategy Builder, Multi-Strike OI Chart, Market-Agnostic Trading Window, Plotly Partial Bundle & Broker Fixes

This is a feature release featuring 40 commits (excluding auto-builds) from 3 contributors, focused on a full-featured multi-leg Strategy Builder under /tools (payoff/Greeks/live P&L with saved portfolios), two new chart tabs (Strategy Chart + Multi Strike OI), a market-agnostic last-N-trading-days date window used across every historical-chart tool, a 75%-smaller Plotly bundle, security hardening, and broker-specific fixes for Firstock, Zerodha, Flattrade, and Shoonya.

Highlights

  • Strategy Builder (new /tools feature) — Build multi-leg option strategies from 40+ templates or manually, with live Greeks, payoff diagram, what-if simulators (spot %, IV %, days-elapsed), moneyness labels, live P&L streaming via shared WebSocket, true max-profit/max-loss computation, and saved Portfolio (MyTrades + Simulation watchlists). Zerodha basket-margin fix included so the margin row populates correctly.

  • Strategy Chart & Multi Strike OI Tabs — Two new tabs in the Strategy Builder: a historical combined-premium time series (|Σ sign × close| — absolute net credit/debit, qty-independent) with underlying overlay and IST-aware tooltips; and a per-leg OI overlay with distinct palette, per-series legend toggles, and live auto-refetch on leg add/remove. Both gracefully degrade when the broker doesn't serve intraday candles for index tokens (e.g., Zerodha 1m on NIFTY).

  • Market-Agnostic Last-N-Trading-Days Window — /strategybuilder, /straddle, /ivchart, /straddlepnl, and /oiprofile now fetch a generous calendar window and post-filter the returned series to the last N distinct trading dates that actually have data. Queries at 02:16 IST (after midnight, market closed) correctly yield 3 full trading days instead of 2 days + an empty today. Same logic works for NSE/BFO/MCX/CDS/crypto without hardcoding any session-close time.

  • Plotly Partial Bundle (75% first-load reduction) — Replaced the full plotly.js-dist-min with two custom builds: plotly-2d (scatter/bar/candlestick — 6 tools) and plotly-3d (surface — VolSurface only). First-time chart-tool download drops from 1.48 MB gzip → ~385 kB gzip for 2D tools; shared plotly.js/lib/core is deduped into a cached vendor chunk.

  • F&O Stock Coverage in Strategy Builder — Index/Stock dropdown now populates every F&O stock (RELIANCE, TCS, HDFCBANK, …) in addition to indices, sourced from the same API as the Option Chain page.

  • Zerodha History Performance — Daily-interval history now requests in 2000-day chunks (instead of 60-day chunks used for intraday). Massively fewer API calls for multi-year backfills in Historify.

  • Firstock V1.7 Alignment — Order/position bug fixes, basket margin via /V1/basketMargin, WebSocket migration to V2 with unwrapped V2 tick format, FD-leak-free lifecycle.

New Features

Strategy Builder (/strategybuilder)

  • 40+ pre-built strategies across Bullish / Bearish / Non-Directional families — long/short call/put, spreads, butterflies, condors, straddles/strangles, iron fly/condor, ratio spreads, jade lizard, calendars, diagonals, Batman, double fly/condor, and more

  • Manual leg builder with option and future segments, multi-expiry leg support (for calendars/diagonals)

  • Live Greeks per leg (delta, gamma, theta, vega, IV) via batched /multioptiongreeks

  • Payoff chart: "At Expiry" + "T+0" curves with ±σ shading, true max-profit / max-loss / breakevens

  • What-if simulators: spot-shift %, IV-shift %, days-forward (capped to nearest leg's expiry)

  • Per-leg moneyness labels (ATM, ITM1–ITM50, OTM1–OTM50)

  • Live P&L streaming via shared WebSocket — ticks only re-render the P&L tab, not Greeks / payoff / positions panel

  • Opstra-style per-leg active checkbox — unchecked legs excluded from payoff / Greeks / P&L analysis

  • Auto-refresh entry price on leg edits, per-leg lot ratios preserved from templates

  • Broker margin integration with Zerodha basket-margin fix so the Margin row displays correctly

  • Save / Update strategy to two fixed watchlists: MyTrades and Simulation, with live portfolio P&L streaming

Strategy Chart Tab

  • Historical combined-premium series: net_premium(t) = Σᵢ (signᵢ × priceᵢ(t)), plotted as | net_premium(t) | (always positive, qty-independent)

  • Static credit/debit tag derived once from entry premia

  • Underlying overlay on left axis; combined premium on right axis

  • IST-aware tickMarkFormatter and tooltip with timestamp

  • Enable/disable toggles for both Underlying and Strategy series

  • Debounced auto-refetch (300 ms) on leg add/remove/toggle/side-flip — no manual refresh

  • Graceful degradation when broker returns empty underlying candles (e.g., Zerodha 1m index) — chart renders with a blue banner; P&L curves from leg history still show

Multi Strike OI Tab

  • One OI series per active option leg on the right axis; underlying close on the left

  • Stable 10-colour palette keyed by leg symbol (survives reorders)

  • Human-readable legend labels: NIFTY 28 APR 24500 CALL

  • Tooltip lists every visible series with L / Cr OI formatting

  • Per-series and underlying toggles via the legend

  • Warns if the broker doesn't report historical OI for the selected legs

Other Tools

  • Tools exchange picker restricted to NFO / BFO (+ CRYPTO for crypto brokers) to prevent invalid combinations

Performance

  • Plotly partial bundles — 6 tools now pull only scatter/bar/candlestick (no 3D engine); VolSurface stays in its own 3D chunk. First-visit Plotly download drops from 1,477 kB gzip to ~385 kB gzip (≈74% smaller) for 2D tools, ~543 kB gzip for VolSurface (≈63% smaller). Shared plotly.js/lib/core is cached after the first Plotly-page visit.

  • Zerodha daily history chunking — daily-interval requests now use 2000-day chunks (Kite's documented per-request limit), preserving 60-day chunks for intraday. Cuts multi-year backfill API calls by ~33×.

  • Strategy Builder UI — split P&L columns and stopped live-tick layout jitter; scoped live-price re-renders so unrelated tabs don't repaint on ticks.

Bug Fixes

/strategybuilder / tools

  • Compute true max-profit / max-loss for the payoff table (not just sample maxima)

  • Tighten payoff chart x-axis to ±10% around spot

  • Reshape calendar-family template icons

  • Remove duplicate close button in TemplateDialog

  • Preserve per-leg lot ratios when applying templates

  • Sequence symbol-switch fetches to avoid a stale-underlying race on the broker

  • Switch to shadcn Checkbox so Biome a11y lint passes in CI

  • Silence Biome useSemanticElements on StrategyPortfolio row

Broker Fixes

  • Firstock: align with V1.7 API, fix order/position bugs, migrate WebSocket to V2 endpoint with V2 tick unwrapping, overhaul WS lifecycle to close FD leaks (#1285)

  • Firstock: basket margin calculator via /V1/basketMargin, demote per-tick / per-chunk logs from info to debug (#1288)

  • Flattrade: switch margin calculator from SpanCalc to GetBasketMargin (#1279)

  • Shoonya: switch margin calculator from SpanCalc to GetBasketMargin

  • Zerodha: 2000-day chunks for daily history (60 for intraday)

Security

  • Refuse dev-server startup when FLASK_DEBUG=true is paired with a non-loopback bind

  • Bind ZeroMQ message bus to loopback only (prevents raw tick-feed exposure on public IPs)

  • Drop idle unauthenticated WebSocket clients

  • Force protocol-buffers-schema >= 3.6.1 to patch prototype-pollution vulnerability

Auth / Login / Install

  • Rate-limited login no longer falsely shows "Login successful" and redirects to /broker

  • Add /socket.io/ nginx block in install.sh to prevent SocketIO session drops behind the reverse proxy

Flow

  • Restore ConfigPanel scroll by adding min-h-0 to ScrollArea (#1277)

Tools Date-Window Correctness

  • /straddle, /ivchart, /straddlepnl, /oiprofile previously returned 2 trading days of data when queried at night/pre-market for days=3. All four now share the _resolve_trading_window + _cap_last_n_trading_dates helpers from strategy_chart_service so the cap counts actual returned dates rather than a hardcoded session close.

  • /straddlepnl simulation loop now iterates only the last N distinct trading days so pnl_series, trades, and summary all stay consistent with the chart range.

Frontend Enhancements

  • All F&O stocks populated in the Strategy Builder Index/Stock dropdown (not just major indices)

  • Save / Portfolio actions colocated above the payoff tabs — no scroll-to-top required

  • Opstra-style per-leg active checkbox with unchecked-leg exclusion from analysis

  • Moneyness labels (ATM/ITM/OTM with step count) on every leg row

  • Live-streaming portfolio P&L on the Strategy Portfolio page

Documentation & Examples

  • cURL request examples added to every endpoint page of the API docs

  • Phased implementation plan for GTT orders (docs/plans)

  • NIFTY 50 YTD 2026 heatmap example

  • NIFTY 50 YTD gainers/losers ranking example (via Historify DuckDB)

Dependencies

  • Bump 17 Python packages, including python-multipart 0.0.26 (closes GHSA-59g5-xgcq-4qw3)

  • actions/download-artifact: 6 → 8 (#1270)

  • protocol-buffers-schema: pinned ≥ 3.6.1 (security)

  • .gitignore: DuckDB WAL files

Contributors

Special thanks to everyone who made this release possible:

  • @marketcalls (Rajandran) — Strategy Builder (full feature + portfolio + live P&L + ~18 follow-on fixes), Strategy Chart and Multi Strike OI tabs, market-agnostic trading-day window across 5 services, Plotly partial bundle (75% first-load reduction), F&O stock dropdown, security hardening (dev-server bind guard, ZMQ loopback, WS idle drop), Zerodha daily-history chunking, install.sh SocketIO block, version management

  • @Kalaiviswa (Kalaivani) — Firstock V1.7 API alignment + V2 WebSocket migration + FD-leak fixes, Firstock/Flattrade/Shoonya basket-margin calculators, GTT orders phased plan

  • @sivamudusu — Flow ConfigPanel scroll restoration (#1277)

Upgrade

No migration required. The Strategy Builder is automatically available under Tools → Strategy Builder after restart, and existing tools (/straddle, /ivchart, /straddlepnl, /oiprofile) will now return the correct N trading days of data without any configuration change.

Links

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