Saxo Magic Numbers Inventory (2026-04-12)¶

Scope¶

Directory: aegis_v3/aegis/broker/saxo/
Focus: timeout values, retry counts, rate/backoff knobs, price multipliers, chunk sizes, and polling intervals
Method: static line-by-line audit plus GitNexus query on timeout / retry / rate-limit flows

Inventory¶

File:Line	Current value	Why it matters	Suggested config key
`adapter.py:83`	`0.10`	Reprice step percentage for spread orders	`saxo.reprice_step_pct`
`adapter.py:84`	`0.05`	Minimum absolute repricing step in dollars	`saxo.reprice_min_step`
`adapter.py:85`	`1`	Max repricing attempts before giving up	`saxo.reprice_max_attempts`
`adapter.py:89`	`0.50`	Secondary repricing floor as percentage of original price	`saxo.reprice_floor_pct`
`adapter.py:90`	`1.05`	Absolute credit floor used as a safety guard	`saxo.absolute_credit_floor`
`adapter.py:126`	`60`	Spread quote cache TTL in seconds	`saxo.spread_quote_cache_ttl_sec`
`adapter.py:339`	`5000`	Balance subscription refresh rate in milliseconds	`saxo.balance_refresh_rate_ms`
`adapter.py:522` / `adapter.py:547`	`5.0`	Max strike remap distance for Saxo-compatible options	`saxo.option_strike_remap_max_diff`
`adapter.py:741`	`3`	Pending single-leg quote retry delay in seconds	`saxo.quote_pending_retry_delay_sec`
`adapter.py:1132`	`3`	Pending multileg snapshot retry delay in seconds	`saxo.multileg_quote_retry_delay_sec`
`adapter.py:1200` / `adapter.py:2397`	`50`	Batch size for instrument detail fetches	`saxo.instrument_details_batch_size`
`adapter.py:1443` / `adapter.py:1662`	`240.0`	Default spread-order timeout budget in seconds	`saxo.order_timeout_sec`
`adapter.py:1596`	`10.0`	Quick post-cancel fill recheck timeout in seconds	`saxo.cancel_recheck_timeout_sec`
`adapter.py:2036`	`0.30`	Cap for repricing step as percentage of current price	`saxo.reprice_step_cap_pct`
`adapter.py:2326`	`30.0`	Reconciliation poll timeout after `OrderCommandTimeout`	`saxo.timeout_reconcile_poll_sec`
`client.py:33`	`500, 502, 503`	HTTP status codes considered retryable	`saxo.http_retryable_statuses`
`client.py:36` / `client.py:39` / `client.py:40`	`1.0`, `8.0`, `0.25`, `0.1`	Exponential backoff base/max, jitter, and floor	`saxo.http_retry_backoff_base_sec`, `saxo.http_retry_backoff_max_sec`, `saxo.http_retry_jitter_pct`, `saxo.http_retry_min_backoff_sec`
`client.py:52` / `client.py:57` / `client.py:62`	`120`, `1`, `10_000_000`	Built-in Saxo rate-limit defaults used before headers arrive	`saxo.session_rate_limit_per_min`, `saxo.order_rate_limit_per_sec`, `saxo.app_day_rate_limit`
`client.py:185` / `client.py:186`	`30.0`, `3`	Default request timeout and retry count	`saxo.http_timeout_sec`, `saxo.http_max_retries`
`client.py:201` / `client.py:202`	`100`, `5.0`	NTP drift sampling interval and warning threshold	`saxo.ntp_check_interval_requests`, `saxo.ntp_drift_warn_sec`
`client.py:210-214`	`30`, `20`, `10`, `300`	Connector keepalive, pool size, per-host limit, DNS TTL	`saxo.http_keepalive_timeout_sec`, `saxo.http_connection_limit`, `saxo.http_limit_per_host`, `saxo.http_dns_ttl_sec`
`client.py:377`	`10`	Per-request TCP connect timeout in seconds	`saxo.http_connect_timeout_sec`
`client.py:555`	`25`	Default instrument search result limit	`saxo.instrument_search_limit`
`client.py:589` / `client.py:809` / `client.py:943`	`45.0`	Heavy read timeout for option space, orders, positions	`saxo.heavy_read_timeout_sec`
`client.py:613`	`0.01`	Strike price equality tolerance when matching option contracts	`saxo.option_strike_match_tolerance`
`client.py:680`	`1000`	Multileg subscription refresh rate in milliseconds	`saxo.multileg_subscription_refresh_rate_ms`
`client.py:841` / `client.py:872`	`14`	ENS history lookback window in days	`saxo.ens_lookback_days`
`client.py:849` / `client.py:897`	`30.0`	ENS activity query timeout in seconds	`saxo.ens_timeout_sec`
`auth.py:59` / `auth.py:60`	`1200`, `2400`	Fallback OAuth token TTL assumptions in seconds	`saxo.oauth_default_access_token_ttl_sec`, `saxo.oauth_default_refresh_token_ttl_sec`
`auth.py:78` / `auth.py:81`	`60`	Access/refresh expiry safety buffer in seconds	`saxo.oauth_expiry_buffer_sec`
`auth.py:159`	`86400`	24-hour portal token fallback TTL in seconds	`saxo.oauth_portal_token_ttl_sec`
`auth.py:224`	`300.0`	OAuth callback server wait timeout in seconds	`saxo.oauth_callback_timeout_sec`
`auth.py:260`	`8888`	Local OAuth callback port fallback	`saxo.oauth_callback_port`
`models.py:24`	`86400`	UIC cache TTL in seconds	`saxo.uic_cache_ttl_sec`
`streaming.py:70`	`12`	Context ID suffix length derived from UUID hex	`saxo.streaming_context_id_suffix_len`
`streaming.py:111` / `streaming.py:176`	`20`, `10`	WebSocket heartbeat and close timeout in seconds	`saxo.streaming_heartbeat_sec`, `saxo.streaming_close_timeout_sec`

Notes¶

client.py:52-64 are vendor defaults mirrored from Saxo's documented rate limits; they are still hardcoded in code paths before response headers arrive.
adapter.py:83-90 are partially overrideable today, but the defaults still live in code and should be surfaced explicitly in config if cross-environment tuning is expected.
auth.py:59-60 are fallback values rather than live token claims; externalizing them would make that assumption visible during incident response.
Why: these constants sit on order placement, retry cadence, token lifetime, and streaming reliability paths, so inventorying them first is safer than changing behavior during the overnight queue.