@adaptic/backend-legacy 0.0.920 → 0.0.922

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (72) hide show
  1. package/Asset.cjs +30 -0
  2. package/DeadLetterMessage.cjs +6 -0
  3. package/InstitutionalFlowSignal.cjs +33 -0
  4. package/InstitutionalHolding.cjs +33 -0
  5. package/NewsArticle.cjs +66 -0
  6. package/NewsArticleAssetSentiment.cjs +48 -0
  7. package/OptionsContract.cjs +825 -0
  8. package/OptionsGreeksHistory.cjs +681 -0
  9. package/OptionsPosition.cjs +1017 -0
  10. package/OptionsTradeExecution.cjs +969 -0
  11. package/PortfolioGreeksHistory.cjs +36 -0
  12. package/SignalGeneratorMetrics.cjs +24 -0
  13. package/SignalLineage.cjs +6 -0
  14. package/SignalOutcome.cjs +9 -0
  15. package/SignalPriorityQueue.cjs +12 -0
  16. package/esm/Asset.d.ts.map +1 -1
  17. package/esm/Asset.js.map +1 -1
  18. package/esm/Asset.mjs +30 -0
  19. package/esm/DeadLetterMessage.d.ts.map +1 -1
  20. package/esm/DeadLetterMessage.js.map +1 -1
  21. package/esm/DeadLetterMessage.mjs +6 -0
  22. package/esm/InstitutionalFlowSignal.d.ts.map +1 -1
  23. package/esm/InstitutionalFlowSignal.js.map +1 -1
  24. package/esm/InstitutionalFlowSignal.mjs +33 -0
  25. package/esm/InstitutionalHolding.d.ts.map +1 -1
  26. package/esm/InstitutionalHolding.js.map +1 -1
  27. package/esm/InstitutionalHolding.mjs +33 -0
  28. package/esm/NewsArticle.d.ts.map +1 -1
  29. package/esm/NewsArticle.js.map +1 -1
  30. package/esm/NewsArticle.mjs +66 -0
  31. package/esm/NewsArticleAssetSentiment.d.ts.map +1 -1
  32. package/esm/NewsArticleAssetSentiment.js.map +1 -1
  33. package/esm/NewsArticleAssetSentiment.mjs +48 -0
  34. package/esm/OptionsContract.d.ts.map +1 -1
  35. package/esm/OptionsContract.js.map +1 -1
  36. package/esm/OptionsContract.mjs +825 -0
  37. package/esm/OptionsGreeksHistory.d.ts.map +1 -1
  38. package/esm/OptionsGreeksHistory.js.map +1 -1
  39. package/esm/OptionsGreeksHistory.mjs +681 -0
  40. package/esm/OptionsPosition.d.ts.map +1 -1
  41. package/esm/OptionsPosition.js.map +1 -1
  42. package/esm/OptionsPosition.mjs +1017 -0
  43. package/esm/OptionsTradeExecution.d.ts.map +1 -1
  44. package/esm/OptionsTradeExecution.js.map +1 -1
  45. package/esm/OptionsTradeExecution.mjs +969 -0
  46. package/esm/PortfolioGreeksHistory.d.ts.map +1 -1
  47. package/esm/PortfolioGreeksHistory.js.map +1 -1
  48. package/esm/PortfolioGreeksHistory.mjs +36 -0
  49. package/esm/SignalGeneratorMetrics.d.ts.map +1 -1
  50. package/esm/SignalGeneratorMetrics.js.map +1 -1
  51. package/esm/SignalGeneratorMetrics.mjs +24 -0
  52. package/esm/SignalLineage.d.ts.map +1 -1
  53. package/esm/SignalLineage.js.map +1 -1
  54. package/esm/SignalLineage.mjs +6 -0
  55. package/esm/SignalOutcome.d.ts.map +1 -1
  56. package/esm/SignalOutcome.js.map +1 -1
  57. package/esm/SignalOutcome.mjs +9 -0
  58. package/esm/SignalPriorityQueue.d.ts.map +1 -1
  59. package/esm/SignalPriorityQueue.js.map +1 -1
  60. package/esm/SignalPriorityQueue.mjs +12 -0
  61. package/esm/index.d.ts.map +1 -1
  62. package/esm/utils/index.d.ts +4 -0
  63. package/esm/utils/index.d.ts.map +1 -1
  64. package/esm/utils/index.js.map +1 -1
  65. package/esm/utils/index.mjs +18 -9
  66. package/esm/utils.d.ts +4 -0
  67. package/esm/utils.d.ts.map +1 -1
  68. package/esm/utils.js.map +1 -1
  69. package/esm/utils.mjs +18 -9
  70. package/package.json +1 -1
  71. package/utils.cjs +18 -9
  72. package/utils.d.ts +4 -0
package/OptionsContract.cjs CHANGED
@@ -169,13 +169,28 @@ exports.OptionsContract = {
169
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  symbol: props.symbol !== undefined ? props.symbol : undefined,
170
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  contractSymbol: props.contractSymbol !== undefined ? props.contractSymbol : undefined,
171
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  optionType: props.optionType !== undefined ? props.optionType : undefined,
172
+ strikePrice: props.strikePrice !== undefined ? props.strikePrice : undefined,
172
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  expirationDate: props.expirationDate !== undefined ? props.expirationDate : undefined,
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  daysToExpiration: props.daysToExpiration !== undefined ? props.daysToExpiration : undefined,
175
+ lastPrice: props.lastPrice !== undefined ? props.lastPrice : undefined,
176
+ bidPrice: props.bidPrice !== undefined ? props.bidPrice : undefined,
177
+ askPrice: props.askPrice !== undefined ? props.askPrice : undefined,
178
+ midPrice: props.midPrice !== undefined ? props.midPrice : undefined,
174
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  bidSize: props.bidSize !== undefined ? props.bidSize : undefined,
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  askSize: props.askSize !== undefined ? props.askSize : undefined,
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  volume: props.volume !== undefined ? props.volume : undefined,
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  openInterest: props.openInterest !== undefined ? props.openInterest : undefined,
183
+ impliedVolatility: props.impliedVolatility !== undefined ? props.impliedVolatility : undefined,
184
+ delta: props.delta !== undefined ? props.delta : undefined,
185
+ gamma: props.gamma !== undefined ? props.gamma : undefined,
186
+ theta: props.theta !== undefined ? props.theta : undefined,
187
+ vega: props.vega !== undefined ? props.vega : undefined,
188
+ rho: props.rho !== undefined ? props.rho : undefined,
178
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  inTheMoney: props.inTheMoney !== undefined ? props.inTheMoney : undefined,
190
+ intrinsicValue: props.intrinsicValue !== undefined ? props.intrinsicValue : undefined,
191
+ extrinsicValue: props.extrinsicValue !== undefined ? props.extrinsicValue : undefined,
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+ theoreticalPrice: props.theoreticalPrice !== undefined ? props.theoreticalPrice : undefined,
193
+ underlyingPrice: props.underlyingPrice !== undefined ? props.underlyingPrice : undefined,
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  metadata: props.metadata !== undefined ? props.metadata : undefined,
180
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  dataTimestamp: props.dataTimestamp !== undefined ? props.dataTimestamp : undefined,
181
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  positions: props.positions ?
@@ -202,8 +217,25 @@ exports.OptionsContract = {
202
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  status: item.status !== undefined ? item.status : undefined,
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  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
204
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  quantity: item.quantity !== undefined ? item.quantity : undefined,
220
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
221
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
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  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
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+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
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+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
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  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
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+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
227
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
228
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
229
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
230
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
231
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
232
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
233
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
234
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
235
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
236
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
237
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
238
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
207
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  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
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  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
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  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -236,10 +268,23 @@ exports.OptionsContract = {
236
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  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
237
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  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
238
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  quantity: item.quantity !== undefined ? item.quantity : undefined,
271
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
272
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
273
+ fees: item.fees !== undefined ? item.fees : undefined,
239
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  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
275
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
276
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
277
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
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+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
279
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
280
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
281
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
240
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  orderType: item.orderType !== undefined ? item.orderType : undefined,
283
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
284
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
241
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  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
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  venue: item.venue !== undefined ? item.venue : undefined,
287
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
243
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  notes: item.notes !== undefined ? item.notes : undefined,
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
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  contract: item.contract ?
@@ -259,13 +304,28 @@ exports.OptionsContract = {
259
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  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
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  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
261
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  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
307
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
262
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  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
263
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  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
310
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
311
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
312
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
313
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
264
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  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
265
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  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
266
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  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
267
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  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
318
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
319
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
320
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
321
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
322
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
323
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
268
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  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
325
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
326
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
327
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
328
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
269
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  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
270
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  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
271
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  },
@@ -292,9 +352,21 @@ exports.OptionsContract = {
292
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  },
293
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  create: {
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  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
355
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
356
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
357
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
358
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
359
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
360
+ delta: item.delta !== undefined ? item.delta : undefined,
361
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
362
+ theta: item.theta !== undefined ? item.theta : undefined,
363
+ vega: item.vega !== undefined ? item.vega : undefined,
364
+ rho: item.rho !== undefined ? item.rho : undefined,
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  volume: item.volume !== undefined ? item.volume : undefined,
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  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
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  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
368
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
369
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
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  },
300
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  }))
@@ -326,10 +398,23 @@ exports.OptionsContract = {
326
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  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
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  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
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  quantity: item.quantity !== undefined ? item.quantity : undefined,
401
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
402
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
403
+ fees: item.fees !== undefined ? item.fees : undefined,
329
404
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
405
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
406
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
407
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
408
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
409
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
410
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
411
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
330
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  orderType: item.orderType !== undefined ? item.orderType : undefined,
413
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
414
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
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  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
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  venue: item.venue !== undefined ? item.venue : undefined,
417
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
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  notes: item.notes !== undefined ? item.notes : undefined,
334
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
335
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  position: item.position ?
@@ -356,8 +441,25 @@ exports.OptionsContract = {
356
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  status: item.position.status !== undefined ? item.position.status : undefined,
357
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  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
358
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  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
444
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
445
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
359
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  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
447
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
448
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
360
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  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
450
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
451
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
452
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
453
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
454
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
455
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
456
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
457
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
458
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
459
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
460
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
461
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
462
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
361
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  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
362
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  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
363
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  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -380,13 +482,28 @@ exports.OptionsContract = {
380
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  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
381
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  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
382
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  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
485
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
383
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  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
384
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  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
488
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
489
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
490
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
491
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
385
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  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
386
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  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
387
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  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
388
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  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
496
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
497
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
498
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
499
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
500
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
501
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
389
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  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
503
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
504
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
505
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
506
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
390
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  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
391
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  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
392
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  },
@@ -505,13 +622,28 @@ exports.OptionsContract = {
505
622
  symbol: prop.symbol !== undefined ? prop.symbol : undefined,
506
623
  contractSymbol: prop.contractSymbol !== undefined ? prop.contractSymbol : undefined,
507
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  optionType: prop.optionType !== undefined ? prop.optionType : undefined,
625
+ strikePrice: prop.strikePrice !== undefined ? prop.strikePrice : undefined,
508
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  expirationDate: prop.expirationDate !== undefined ? prop.expirationDate : undefined,
509
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  daysToExpiration: prop.daysToExpiration !== undefined ? prop.daysToExpiration : undefined,
628
+ lastPrice: prop.lastPrice !== undefined ? prop.lastPrice : undefined,
629
+ bidPrice: prop.bidPrice !== undefined ? prop.bidPrice : undefined,
630
+ askPrice: prop.askPrice !== undefined ? prop.askPrice : undefined,
631
+ midPrice: prop.midPrice !== undefined ? prop.midPrice : undefined,
510
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  bidSize: prop.bidSize !== undefined ? prop.bidSize : undefined,
511
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  askSize: prop.askSize !== undefined ? prop.askSize : undefined,
512
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  volume: prop.volume !== undefined ? prop.volume : undefined,
513
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  openInterest: prop.openInterest !== undefined ? prop.openInterest : undefined,
636
+ impliedVolatility: prop.impliedVolatility !== undefined ? prop.impliedVolatility : undefined,
637
+ delta: prop.delta !== undefined ? prop.delta : undefined,
638
+ gamma: prop.gamma !== undefined ? prop.gamma : undefined,
639
+ theta: prop.theta !== undefined ? prop.theta : undefined,
640
+ vega: prop.vega !== undefined ? prop.vega : undefined,
641
+ rho: prop.rho !== undefined ? prop.rho : undefined,
514
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  inTheMoney: prop.inTheMoney !== undefined ? prop.inTheMoney : undefined,
643
+ intrinsicValue: prop.intrinsicValue !== undefined ? prop.intrinsicValue : undefined,
644
+ extrinsicValue: prop.extrinsicValue !== undefined ? prop.extrinsicValue : undefined,
645
+ theoreticalPrice: prop.theoreticalPrice !== undefined ? prop.theoreticalPrice : undefined,
646
+ underlyingPrice: prop.underlyingPrice !== undefined ? prop.underlyingPrice : undefined,
515
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  metadata: prop.metadata !== undefined ? prop.metadata : undefined,
516
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  dataTimestamp: prop.dataTimestamp !== undefined ? prop.dataTimestamp : undefined,
517
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  })),
@@ -1021,13 +1153,28 @@ exports.OptionsContract = {
1021
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  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
1022
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  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
1023
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  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
1156
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
1024
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  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
1025
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  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
1159
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
1160
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
1161
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
1162
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
1026
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  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
1027
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  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
1028
1165
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
1029
1166
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
1167
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
1168
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
1169
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
1170
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
1171
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
1172
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
1030
1173
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
1174
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
1175
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
1176
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
1177
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
1031
1178
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
1032
1179
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
1033
1180
  },
@@ -1039,10 +1186,23 @@ exports.OptionsContract = {
1039
1186
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1040
1187
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1041
1188
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1189
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1190
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1191
+ fees: item.fees !== undefined ? item.fees : undefined,
1042
1192
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1193
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1194
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1195
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1196
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1197
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1198
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1199
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1043
1200
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1201
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1202
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1044
1203
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1045
1204
  venue: item.venue !== undefined ? item.venue : undefined,
1205
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1046
1206
  notes: item.notes !== undefined ? item.notes : undefined,
1047
1207
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1048
1208
  contract: item.contract ?
@@ -1062,13 +1222,28 @@ exports.OptionsContract = {
1062
1222
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
1063
1223
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
1064
1224
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
1225
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
1065
1226
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
1066
1227
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
1228
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
1229
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
1230
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
1231
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
1067
1232
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
1068
1233
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
1069
1234
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
1070
1235
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
1236
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
1237
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
1238
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
1239
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
1240
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
1241
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
1071
1242
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
1243
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
1244
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
1245
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
1246
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
1072
1247
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
1073
1248
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
1074
1249
  },
@@ -1083,8 +1258,25 @@ exports.OptionsContract = {
1083
1258
  status: item.status !== undefined ? item.status : undefined,
1084
1259
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1085
1260
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1261
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
1262
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1086
1263
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
1264
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
1265
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1087
1266
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
1267
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
1268
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
1269
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
1270
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
1271
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
1272
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
1273
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
1274
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
1275
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
1276
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
1277
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
1278
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
1279
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1088
1280
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1089
1281
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1090
1282
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1117,10 +1309,23 @@ exports.OptionsContract = {
1117
1309
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1118
1310
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1119
1311
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1312
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1313
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1314
+ fees: item.fees !== undefined ? item.fees : undefined,
1120
1315
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1316
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1317
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1318
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1319
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1320
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1321
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1322
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1121
1323
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1324
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1325
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1122
1326
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1123
1327
  venue: item.venue !== undefined ? item.venue : undefined,
1328
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1124
1329
  notes: item.notes !== undefined ? item.notes : undefined,
1125
1330
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1126
1331
  contract: item.contract ?
@@ -1140,13 +1345,28 @@ exports.OptionsContract = {
1140
1345
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
1141
1346
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
1142
1347
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
1348
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
1143
1349
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
1144
1350
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
1351
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
1352
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
1353
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
1354
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
1145
1355
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
1146
1356
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
1147
1357
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
1148
1358
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
1359
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
1360
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
1361
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
1362
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
1363
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
1364
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
1149
1365
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
1366
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
1367
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
1368
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
1369
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
1150
1370
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
1151
1371
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
1152
1372
  },
@@ -1228,9 +1448,21 @@ exports.OptionsContract = {
1228
1448
  },
1229
1449
  create: {
1230
1450
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1451
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1452
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1453
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1454
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1455
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1456
+ delta: item.delta !== undefined ? item.delta : undefined,
1457
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1458
+ theta: item.theta !== undefined ? item.theta : undefined,
1459
+ vega: item.vega !== undefined ? item.vega : undefined,
1460
+ rho: item.rho !== undefined ? item.rho : undefined,
1231
1461
  volume: item.volume !== undefined ? item.volume : undefined,
1232
1462
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1233
1463
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1464
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1465
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1234
1466
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1235
1467
  },
1236
1468
  }))
@@ -1546,13 +1778,28 @@ exports.OptionsContract = {
1546
1778
  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
1547
1779
  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
1548
1780
  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
1781
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
1549
1782
  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
1550
1783
  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
1784
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
1785
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
1786
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
1787
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
1551
1788
  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
1552
1789
  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
1553
1790
  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
1554
1791
  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
1792
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
1793
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
1794
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
1795
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
1796
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
1797
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
1555
1798
  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
1799
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
1800
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
1801
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
1802
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
1556
1803
  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
1557
1804
  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
1558
1805
  },
@@ -1564,8 +1811,25 @@ exports.OptionsContract = {
1564
1811
  status: item.position.status !== undefined ? item.position.status : undefined,
1565
1812
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
1566
1813
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
1814
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
1815
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
1567
1816
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
1817
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
1818
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
1568
1819
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
1820
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
1821
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
1822
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
1823
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
1824
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
1825
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
1826
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
1827
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
1828
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
1829
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
1830
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
1831
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
1832
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
1569
1833
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
1570
1834
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
1571
1835
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -1588,13 +1852,28 @@ exports.OptionsContract = {
1588
1852
  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
1589
1853
  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
1590
1854
  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
1855
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
1591
1856
  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
1592
1857
  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
1858
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
1859
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
1860
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
1861
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
1593
1862
  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
1594
1863
  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
1595
1864
  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
1596
1865
  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
1866
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
1867
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
1868
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
1869
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
1870
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
1871
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
1597
1872
  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
1873
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
1874
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
1875
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
1876
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
1598
1877
  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
1599
1878
  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
1600
1879
  },
@@ -1609,10 +1888,23 @@ exports.OptionsContract = {
1609
1888
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1610
1889
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1611
1890
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1891
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1892
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1893
+ fees: item.fees !== undefined ? item.fees : undefined,
1612
1894
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1895
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1896
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1897
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1898
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1899
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1900
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1901
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1613
1902
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1903
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1904
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1614
1905
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1615
1906
  venue: item.venue !== undefined ? item.venue : undefined,
1907
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1616
1908
  notes: item.notes !== undefined ? item.notes : undefined,
1617
1909
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1618
1910
  position: item.position ?
@@ -1639,8 +1931,25 @@ exports.OptionsContract = {
1639
1931
  status: item.position.status !== undefined ? item.position.status : undefined,
1640
1932
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
1641
1933
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
1934
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
1935
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
1642
1936
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
1937
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
1938
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
1643
1939
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
1940
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
1941
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
1942
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
1943
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
1944
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
1945
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
1946
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
1947
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
1948
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
1949
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
1950
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
1951
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
1952
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
1644
1953
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
1645
1954
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
1646
1955
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -1663,13 +1972,28 @@ exports.OptionsContract = {
1663
1972
  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
1664
1973
  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
1665
1974
  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
1975
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
1666
1976
  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
1667
1977
  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
1978
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
1979
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
1980
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
1981
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
1668
1982
  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
1669
1983
  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
1670
1984
  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
1671
1985
  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
1986
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
1987
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
1988
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
1989
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
1990
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
1991
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
1672
1992
  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
1993
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
1994
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
1995
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
1996
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
1673
1997
  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
1674
1998
  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
1675
1999
  },
@@ -1796,13 +2120,28 @@ exports.OptionsContract = {
1796
2120
  symbol: props.symbol !== undefined ? props.symbol : undefined,
1797
2121
  contractSymbol: props.contractSymbol !== undefined ? props.contractSymbol : undefined,
1798
2122
  optionType: props.optionType !== undefined ? props.optionType : undefined,
2123
+ strikePrice: props.strikePrice !== undefined ? props.strikePrice : undefined,
1799
2124
  expirationDate: props.expirationDate !== undefined ? props.expirationDate : undefined,
1800
2125
  daysToExpiration: props.daysToExpiration !== undefined ? props.daysToExpiration : undefined,
2126
+ lastPrice: props.lastPrice !== undefined ? props.lastPrice : undefined,
2127
+ bidPrice: props.bidPrice !== undefined ? props.bidPrice : undefined,
2128
+ askPrice: props.askPrice !== undefined ? props.askPrice : undefined,
2129
+ midPrice: props.midPrice !== undefined ? props.midPrice : undefined,
1801
2130
  bidSize: props.bidSize !== undefined ? props.bidSize : undefined,
1802
2131
  askSize: props.askSize !== undefined ? props.askSize : undefined,
1803
2132
  volume: props.volume !== undefined ? props.volume : undefined,
1804
2133
  openInterest: props.openInterest !== undefined ? props.openInterest : undefined,
2134
+ impliedVolatility: props.impliedVolatility !== undefined ? props.impliedVolatility : undefined,
2135
+ delta: props.delta !== undefined ? props.delta : undefined,
2136
+ gamma: props.gamma !== undefined ? props.gamma : undefined,
2137
+ theta: props.theta !== undefined ? props.theta : undefined,
2138
+ vega: props.vega !== undefined ? props.vega : undefined,
2139
+ rho: props.rho !== undefined ? props.rho : undefined,
1805
2140
  inTheMoney: props.inTheMoney !== undefined ? props.inTheMoney : undefined,
2141
+ intrinsicValue: props.intrinsicValue !== undefined ? props.intrinsicValue : undefined,
2142
+ extrinsicValue: props.extrinsicValue !== undefined ? props.extrinsicValue : undefined,
2143
+ theoreticalPrice: props.theoreticalPrice !== undefined ? props.theoreticalPrice : undefined,
2144
+ underlyingPrice: props.underlyingPrice !== undefined ? props.underlyingPrice : undefined,
1806
2145
  metadata: props.metadata !== undefined ? props.metadata : undefined,
1807
2146
  dataTimestamp: props.dataTimestamp !== undefined ? props.dataTimestamp : undefined,
1808
2147
  positions: props.positions ?
@@ -1829,8 +2168,25 @@ exports.OptionsContract = {
1829
2168
  status: item.status !== undefined ? item.status : undefined,
1830
2169
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1831
2170
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2171
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2172
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1832
2173
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2174
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2175
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1833
2176
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2177
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2178
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2179
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2180
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2181
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2182
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2183
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2184
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2185
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2186
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2187
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2188
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2189
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1834
2190
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1835
2191
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1836
2192
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1863,10 +2219,23 @@ exports.OptionsContract = {
1863
2219
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1864
2220
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1865
2221
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2222
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2223
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2224
+ fees: item.fees !== undefined ? item.fees : undefined,
1866
2225
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2226
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2227
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2228
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2229
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2230
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2231
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2232
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1867
2233
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2234
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2235
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1868
2236
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1869
2237
  venue: item.venue !== undefined ? item.venue : undefined,
2238
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1870
2239
  notes: item.notes !== undefined ? item.notes : undefined,
1871
2240
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1872
2241
  contract: item.contract ?
@@ -1886,13 +2255,28 @@ exports.OptionsContract = {
1886
2255
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
1887
2256
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
1888
2257
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
2258
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
1889
2259
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
1890
2260
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
2261
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
2262
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
2263
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
2264
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
1891
2265
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
1892
2266
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
1893
2267
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
1894
2268
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
2269
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
2270
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
2271
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
2272
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
2273
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
2274
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
1895
2275
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
2276
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
2277
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
2278
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
2279
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
1896
2280
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
1897
2281
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
1898
2282
  },
@@ -1919,9 +2303,21 @@ exports.OptionsContract = {
1919
2303
  },
1920
2304
  create: {
1921
2305
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2306
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2307
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2308
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2309
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2310
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2311
+ delta: item.delta !== undefined ? item.delta : undefined,
2312
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2313
+ theta: item.theta !== undefined ? item.theta : undefined,
2314
+ vega: item.vega !== undefined ? item.vega : undefined,
2315
+ rho: item.rho !== undefined ? item.rho : undefined,
1922
2316
  volume: item.volume !== undefined ? item.volume : undefined,
1923
2317
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1924
2318
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2319
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2320
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1925
2321
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1926
2322
  },
1927
2323
  }))
@@ -1953,10 +2349,23 @@ exports.OptionsContract = {
1953
2349
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1954
2350
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1955
2351
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2352
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2353
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2354
+ fees: item.fees !== undefined ? item.fees : undefined,
1956
2355
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2356
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2357
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2358
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2359
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2360
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2361
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2362
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1957
2363
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2364
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2365
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1958
2366
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1959
2367
  venue: item.venue !== undefined ? item.venue : undefined,
2368
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1960
2369
  notes: item.notes !== undefined ? item.notes : undefined,
1961
2370
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1962
2371
  position: item.position ?
@@ -1983,8 +2392,25 @@ exports.OptionsContract = {
1983
2392
  status: item.position.status !== undefined ? item.position.status : undefined,
1984
2393
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
1985
2394
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
2395
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
2396
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
1986
2397
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
2398
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
2399
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
1987
2400
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
2401
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
2402
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
2403
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
2404
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
2405
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
2406
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
2407
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
2408
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
2409
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
2410
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
2411
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
2412
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
2413
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
1988
2414
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
1989
2415
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
1990
2416
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -2007,13 +2433,28 @@ exports.OptionsContract = {
2007
2433
  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
2008
2434
  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
2009
2435
  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
2436
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
2010
2437
  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
2011
2438
  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
2439
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
2440
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
2441
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
2442
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
2012
2443
  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
2013
2444
  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
2014
2445
  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
2015
2446
  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
2447
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
2448
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
2449
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
2450
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
2451
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
2452
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
2016
2453
  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
2454
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
2455
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
2456
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
2457
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
2017
2458
  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
2018
2459
  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
2019
2460
  },
@@ -2416,13 +2857,28 @@ exports.OptionsContract = {
2416
2857
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
2417
2858
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
2418
2859
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
2860
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
2419
2861
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
2420
2862
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
2863
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
2864
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
2865
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
2866
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
2421
2867
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
2422
2868
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
2423
2869
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
2424
2870
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
2871
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
2872
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
2873
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
2874
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
2875
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
2876
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
2425
2877
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
2878
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
2879
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
2880
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
2881
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
2426
2882
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
2427
2883
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
2428
2884
  },
@@ -2434,10 +2890,23 @@ exports.OptionsContract = {
2434
2890
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2435
2891
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2436
2892
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2893
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2894
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2895
+ fees: item.fees !== undefined ? item.fees : undefined,
2437
2896
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2897
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2898
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2899
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2900
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2901
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2902
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2903
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2438
2904
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2905
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2906
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2439
2907
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2440
2908
  venue: item.venue !== undefined ? item.venue : undefined,
2909
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2441
2910
  notes: item.notes !== undefined ? item.notes : undefined,
2442
2911
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2443
2912
  contract: item.contract ?
@@ -2457,13 +2926,28 @@ exports.OptionsContract = {
2457
2926
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
2458
2927
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
2459
2928
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
2929
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
2460
2930
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
2461
2931
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
2932
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
2933
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
2934
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
2935
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
2462
2936
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
2463
2937
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
2464
2938
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
2465
2939
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
2940
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
2941
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
2942
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
2943
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
2944
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
2945
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
2466
2946
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
2947
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
2948
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
2949
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
2950
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
2467
2951
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
2468
2952
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
2469
2953
  },
@@ -2478,8 +2962,25 @@ exports.OptionsContract = {
2478
2962
  status: item.status !== undefined ? item.status : undefined,
2479
2963
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
2480
2964
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2965
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2966
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
2481
2967
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2968
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2969
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
2482
2970
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2971
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2972
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2973
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2974
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2975
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2976
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2977
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2978
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2979
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2980
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2981
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2982
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2983
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
2483
2984
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
2484
2985
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
2485
2986
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -2512,10 +3013,23 @@ exports.OptionsContract = {
2512
3013
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2513
3014
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2514
3015
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3016
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3017
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3018
+ fees: item.fees !== undefined ? item.fees : undefined,
2515
3019
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3020
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3021
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3022
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3023
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3024
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3025
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3026
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2516
3027
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3028
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3029
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2517
3030
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2518
3031
  venue: item.venue !== undefined ? item.venue : undefined,
3032
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2519
3033
  notes: item.notes !== undefined ? item.notes : undefined,
2520
3034
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2521
3035
  contract: item.contract ?
@@ -2535,13 +3049,28 @@ exports.OptionsContract = {
2535
3049
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
2536
3050
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
2537
3051
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
3052
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
2538
3053
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
2539
3054
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
3055
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
3056
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
3057
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
3058
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
2540
3059
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
2541
3060
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
2542
3061
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
2543
3062
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
3063
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
3064
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
3065
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
3066
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
3067
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
3068
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
2544
3069
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
3070
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
3071
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
3072
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
3073
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
2545
3074
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
2546
3075
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
2547
3076
  },
@@ -2623,9 +3152,21 @@ exports.OptionsContract = {
2623
3152
  },
2624
3153
  create: {
2625
3154
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3155
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3156
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3157
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3158
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3159
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3160
+ delta: item.delta !== undefined ? item.delta : undefined,
3161
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3162
+ theta: item.theta !== undefined ? item.theta : undefined,
3163
+ vega: item.vega !== undefined ? item.vega : undefined,
3164
+ rho: item.rho !== undefined ? item.rho : undefined,
2626
3165
  volume: item.volume !== undefined ? item.volume : undefined,
2627
3166
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2628
3167
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3168
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3169
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2629
3170
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2630
3171
  },
2631
3172
  }))
@@ -2941,13 +3482,28 @@ exports.OptionsContract = {
2941
3482
  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
2942
3483
  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
2943
3484
  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
3485
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
2944
3486
  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
2945
3487
  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
3488
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
3489
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
3490
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
3491
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
2946
3492
  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
2947
3493
  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
2948
3494
  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
2949
3495
  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
3496
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
3497
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
3498
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
3499
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
3500
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
3501
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
2950
3502
  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
3503
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
3504
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
3505
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
3506
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
2951
3507
  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
2952
3508
  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
2953
3509
  },
@@ -2959,8 +3515,25 @@ exports.OptionsContract = {
2959
3515
  status: item.position.status !== undefined ? item.position.status : undefined,
2960
3516
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
2961
3517
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
3518
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
3519
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
2962
3520
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
3521
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
3522
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
2963
3523
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
3524
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
3525
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
3526
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
3527
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
3528
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
3529
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
3530
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
3531
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
3532
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
3533
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
3534
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
3535
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
3536
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
2964
3537
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
2965
3538
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
2966
3539
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -2983,13 +3556,28 @@ exports.OptionsContract = {
2983
3556
  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
2984
3557
  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
2985
3558
  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
3559
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
2986
3560
  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
2987
3561
  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
3562
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
3563
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
3564
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
3565
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
2988
3566
  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
2989
3567
  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
2990
3568
  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
2991
3569
  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
3570
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
3571
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
3572
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
3573
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
3574
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
3575
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
2992
3576
  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
3577
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
3578
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
3579
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
3580
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
2993
3581
  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
2994
3582
  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
2995
3583
  },
@@ -3004,10 +3592,23 @@ exports.OptionsContract = {
3004
3592
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3005
3593
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3006
3594
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3595
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3596
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3597
+ fees: item.fees !== undefined ? item.fees : undefined,
3007
3598
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3599
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3600
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3601
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3602
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3603
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3604
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3605
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3008
3606
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3607
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3608
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3009
3609
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3010
3610
  venue: item.venue !== undefined ? item.venue : undefined,
3611
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3011
3612
  notes: item.notes !== undefined ? item.notes : undefined,
3012
3613
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3013
3614
  position: item.position ?
@@ -3034,8 +3635,25 @@ exports.OptionsContract = {
3034
3635
  status: item.position.status !== undefined ? item.position.status : undefined,
3035
3636
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
3036
3637
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
3638
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
3639
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
3037
3640
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
3641
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
3642
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
3038
3643
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
3644
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
3645
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
3646
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
3647
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
3648
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
3649
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
3650
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
3651
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
3652
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
3653
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
3654
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
3655
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
3656
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
3039
3657
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
3040
3658
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
3041
3659
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -3058,13 +3676,28 @@ exports.OptionsContract = {
3058
3676
  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
3059
3677
  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
3060
3678
  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
3679
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
3061
3680
  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
3062
3681
  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
3682
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
3683
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
3684
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
3685
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
3063
3686
  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
3064
3687
  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
3065
3688
  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
3066
3689
  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
3690
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
3691
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
3692
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
3693
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
3694
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
3695
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
3067
3696
  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
3697
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
3698
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
3699
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
3700
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
3068
3701
  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
3069
3702
  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
3070
3703
  },
@@ -3586,13 +4219,28 @@ exports.OptionsContract = {
3586
4219
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
3587
4220
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
3588
4221
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
4222
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
3589
4223
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
3590
4224
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
4225
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
4226
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
4227
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
4228
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
3591
4229
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
3592
4230
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
3593
4231
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
3594
4232
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
4233
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
4234
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
4235
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
4236
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
4237
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
4238
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
3595
4239
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
4240
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
4241
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
4242
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
4243
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
3596
4244
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
3597
4245
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
3598
4246
  },
@@ -3604,10 +4252,23 @@ exports.OptionsContract = {
3604
4252
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3605
4253
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3606
4254
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4255
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4256
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4257
+ fees: item.fees !== undefined ? item.fees : undefined,
3607
4258
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4259
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4260
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4261
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4262
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4263
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4264
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4265
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3608
4266
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4267
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4268
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3609
4269
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3610
4270
  venue: item.venue !== undefined ? item.venue : undefined,
4271
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3611
4272
  notes: item.notes !== undefined ? item.notes : undefined,
3612
4273
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3613
4274
  contract: item.contract ?
@@ -3627,13 +4288,28 @@ exports.OptionsContract = {
3627
4288
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
3628
4289
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
3629
4290
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
4291
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
3630
4292
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
3631
4293
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
4294
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
4295
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
4296
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
4297
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
3632
4298
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
3633
4299
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
3634
4300
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
3635
4301
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
4302
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
4303
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
4304
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
4305
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
4306
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
4307
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
3636
4308
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
4309
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
4310
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
4311
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
4312
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
3637
4313
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
3638
4314
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
3639
4315
  },
@@ -3648,8 +4324,25 @@ exports.OptionsContract = {
3648
4324
  status: item.status !== undefined ? item.status : undefined,
3649
4325
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
3650
4326
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4327
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
4328
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
3651
4329
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
4330
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
4331
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
3652
4332
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
4333
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
4334
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
4335
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
4336
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
4337
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
4338
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
4339
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
4340
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
4341
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
4342
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
4343
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
4344
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
4345
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
3653
4346
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
3654
4347
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
3655
4348
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -3682,10 +4375,23 @@ exports.OptionsContract = {
3682
4375
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3683
4376
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3684
4377
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4378
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4379
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4380
+ fees: item.fees !== undefined ? item.fees : undefined,
3685
4381
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4382
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4383
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4384
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4385
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4386
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4387
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4388
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3686
4389
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4390
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4391
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3687
4392
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3688
4393
  venue: item.venue !== undefined ? item.venue : undefined,
4394
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3689
4395
  notes: item.notes !== undefined ? item.notes : undefined,
3690
4396
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3691
4397
  contract: item.contract ?
@@ -3705,13 +4411,28 @@ exports.OptionsContract = {
3705
4411
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
3706
4412
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
3707
4413
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
4414
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
3708
4415
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
3709
4416
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
4417
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
4418
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
4419
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
4420
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
3710
4421
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
3711
4422
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
3712
4423
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
3713
4424
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
4425
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
4426
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
4427
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
4428
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
4429
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
4430
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
3714
4431
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
4432
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
4433
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
4434
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
4435
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
3715
4436
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
3716
4437
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
3717
4438
  },
@@ -3793,9 +4514,21 @@ exports.OptionsContract = {
3793
4514
  },
3794
4515
  create: {
3795
4516
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4517
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4518
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4519
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4520
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4521
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4522
+ delta: item.delta !== undefined ? item.delta : undefined,
4523
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4524
+ theta: item.theta !== undefined ? item.theta : undefined,
4525
+ vega: item.vega !== undefined ? item.vega : undefined,
4526
+ rho: item.rho !== undefined ? item.rho : undefined,
3796
4527
  volume: item.volume !== undefined ? item.volume : undefined,
3797
4528
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3798
4529
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4530
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4531
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3799
4532
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3800
4533
  },
3801
4534
  }))
@@ -4111,13 +4844,28 @@ exports.OptionsContract = {
4111
4844
  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
4112
4845
  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
4113
4846
  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
4847
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
4114
4848
  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
4115
4849
  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
4850
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
4851
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
4852
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
4853
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
4116
4854
  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
4117
4855
  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
4118
4856
  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
4119
4857
  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
4858
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
4859
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
4860
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
4861
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
4862
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
4863
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
4120
4864
  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
4865
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
4866
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
4867
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
4868
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
4121
4869
  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
4122
4870
  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
4123
4871
  },
@@ -4129,8 +4877,25 @@ exports.OptionsContract = {
4129
4877
  status: item.position.status !== undefined ? item.position.status : undefined,
4130
4878
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
4131
4879
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
4880
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
4881
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
4132
4882
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
4883
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
4884
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
4133
4885
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
4886
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
4887
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
4888
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
4889
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
4890
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
4891
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
4892
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
4893
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
4894
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
4895
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
4896
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
4897
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
4898
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
4134
4899
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
4135
4900
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
4136
4901
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -4153,13 +4918,28 @@ exports.OptionsContract = {
4153
4918
  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
4154
4919
  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
4155
4920
  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
4921
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
4156
4922
  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
4157
4923
  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
4924
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
4925
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
4926
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
4927
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
4158
4928
  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
4159
4929
  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
4160
4930
  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
4161
4931
  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
4932
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
4933
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
4934
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
4935
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
4936
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
4937
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
4162
4938
  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
4939
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
4940
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
4941
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
4942
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
4163
4943
  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
4164
4944
  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
4165
4945
  },
@@ -4174,10 +4954,23 @@ exports.OptionsContract = {
4174
4954
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4175
4955
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4176
4956
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4957
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4958
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4959
+ fees: item.fees !== undefined ? item.fees : undefined,
4177
4960
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4961
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4962
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4963
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4964
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4965
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4966
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4967
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4178
4968
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4969
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4970
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4179
4971
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4180
4972
  venue: item.venue !== undefined ? item.venue : undefined,
4973
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4181
4974
  notes: item.notes !== undefined ? item.notes : undefined,
4182
4975
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4183
4976
  position: item.position ?
@@ -4204,8 +4997,25 @@ exports.OptionsContract = {
4204
4997
  status: item.position.status !== undefined ? item.position.status : undefined,
4205
4998
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
4206
4999
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
5000
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
5001
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
4207
5002
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
5003
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
5004
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
4208
5005
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
5006
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
5007
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
5008
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
5009
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
5010
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
5011
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
5012
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
5013
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
5014
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
5015
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
5016
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
5017
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
5018
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
4209
5019
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
4210
5020
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
4211
5021
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -4228,13 +5038,28 @@ exports.OptionsContract = {
4228
5038
  symbol: item.position.contract.symbol !== undefined ? item.position.contract.symbol : undefined,
4229
5039
  contractSymbol: item.position.contract.contractSymbol !== undefined ? item.position.contract.contractSymbol : undefined,
4230
5040
  optionType: item.position.contract.optionType !== undefined ? item.position.contract.optionType : undefined,
5041
+ strikePrice: item.position.contract.strikePrice !== undefined ? item.position.contract.strikePrice : undefined,
4231
5042
  expirationDate: item.position.contract.expirationDate !== undefined ? item.position.contract.expirationDate : undefined,
4232
5043
  daysToExpiration: item.position.contract.daysToExpiration !== undefined ? item.position.contract.daysToExpiration : undefined,
5044
+ lastPrice: item.position.contract.lastPrice !== undefined ? item.position.contract.lastPrice : undefined,
5045
+ bidPrice: item.position.contract.bidPrice !== undefined ? item.position.contract.bidPrice : undefined,
5046
+ askPrice: item.position.contract.askPrice !== undefined ? item.position.contract.askPrice : undefined,
5047
+ midPrice: item.position.contract.midPrice !== undefined ? item.position.contract.midPrice : undefined,
4233
5048
  bidSize: item.position.contract.bidSize !== undefined ? item.position.contract.bidSize : undefined,
4234
5049
  askSize: item.position.contract.askSize !== undefined ? item.position.contract.askSize : undefined,
4235
5050
  volume: item.position.contract.volume !== undefined ? item.position.contract.volume : undefined,
4236
5051
  openInterest: item.position.contract.openInterest !== undefined ? item.position.contract.openInterest : undefined,
5052
+ impliedVolatility: item.position.contract.impliedVolatility !== undefined ? item.position.contract.impliedVolatility : undefined,
5053
+ delta: item.position.contract.delta !== undefined ? item.position.contract.delta : undefined,
5054
+ gamma: item.position.contract.gamma !== undefined ? item.position.contract.gamma : undefined,
5055
+ theta: item.position.contract.theta !== undefined ? item.position.contract.theta : undefined,
5056
+ vega: item.position.contract.vega !== undefined ? item.position.contract.vega : undefined,
5057
+ rho: item.position.contract.rho !== undefined ? item.position.contract.rho : undefined,
4237
5058
  inTheMoney: item.position.contract.inTheMoney !== undefined ? item.position.contract.inTheMoney : undefined,
5059
+ intrinsicValue: item.position.contract.intrinsicValue !== undefined ? item.position.contract.intrinsicValue : undefined,
5060
+ extrinsicValue: item.position.contract.extrinsicValue !== undefined ? item.position.contract.extrinsicValue : undefined,
5061
+ theoreticalPrice: item.position.contract.theoreticalPrice !== undefined ? item.position.contract.theoreticalPrice : undefined,
5062
+ underlyingPrice: item.position.contract.underlyingPrice !== undefined ? item.position.contract.underlyingPrice : undefined,
4238
5063
  metadata: item.position.contract.metadata !== undefined ? item.position.contract.metadata : undefined,
4239
5064
  dataTimestamp: item.position.contract.dataTimestamp !== undefined ? item.position.contract.dataTimestamp : undefined,
4240
5065
  },