@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/OptionsPosition.cjs CHANGED
@@ -148,8 +148,25 @@ exports.OptionsPosition = {
148
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  status: props.status !== undefined ? props.status : undefined,
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  openingSide: props.openingSide !== undefined ? props.openingSide : undefined,
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  quantity: props.quantity !== undefined ? props.quantity : undefined,
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+ entryPrice: props.entryPrice !== undefined ? props.entryPrice : undefined,
152
+ entryCost: props.entryCost !== undefined ? props.entryCost : undefined,
151
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  entryTime: props.entryTime !== undefined ? props.entryTime : undefined,
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+ exitPrice: props.exitPrice !== undefined ? props.exitPrice : undefined,
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+ exitValue: props.exitValue !== undefined ? props.exitValue : undefined,
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  exitTime: props.exitTime !== undefined ? props.exitTime : undefined,
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+ currentPrice: props.currentPrice !== undefined ? props.currentPrice : undefined,
158
+ currentValue: props.currentValue !== undefined ? props.currentValue : undefined,
159
+ unrealizedPnL: props.unrealizedPnL !== undefined ? props.unrealizedPnL : undefined,
160
+ unrealizedPnLPercent: props.unrealizedPnLPercent !== undefined ? props.unrealizedPnLPercent : undefined,
161
+ realizedPnL: props.realizedPnL !== undefined ? props.realizedPnL : undefined,
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+ realizedPnLPercent: props.realizedPnLPercent !== undefined ? props.realizedPnLPercent : undefined,
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+ totalFees: props.totalFees !== undefined ? props.totalFees : undefined,
164
+ currentDelta: props.currentDelta !== undefined ? props.currentDelta : undefined,
165
+ currentGamma: props.currentGamma !== undefined ? props.currentGamma : undefined,
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+ currentTheta: props.currentTheta !== undefined ? props.currentTheta : undefined,
167
+ currentVega: props.currentVega !== undefined ? props.currentVega : undefined,
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+ currentRho: props.currentRho !== undefined ? props.currentRho : undefined,
169
+ currentImpliedVolatility: props.currentImpliedVolatility !== undefined ? props.currentImpliedVolatility : undefined,
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  daysHeld: props.daysHeld !== undefined ? props.daysHeld : undefined,
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  exitReason: props.exitReason !== undefined ? props.exitReason : undefined,
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  strategyType: props.strategyType !== undefined ? props.strategyType : undefined,
@@ -172,13 +189,28 @@ exports.OptionsPosition = {
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  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
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  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
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  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
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+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
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  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
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  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
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+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
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+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
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+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
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+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
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  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
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  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
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  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
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  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
203
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
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+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
205
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
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+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
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+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
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+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
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  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
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+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
211
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
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+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
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+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
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  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
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  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
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  greeksHistory: props.contract.greeksHistory ?
@@ -196,9 +228,21 @@ exports.OptionsPosition = {
196
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  },
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  create: {
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  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
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+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
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+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
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+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
234
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
235
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
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+ delta: item.delta !== undefined ? item.delta : undefined,
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+ gamma: item.gamma !== undefined ? item.gamma : undefined,
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+ theta: item.theta !== undefined ? item.theta : undefined,
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+ vega: item.vega !== undefined ? item.vega : undefined,
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+ rho: item.rho !== undefined ? item.rho : undefined,
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  volume: item.volume !== undefined ? item.volume : undefined,
200
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  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
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  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
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+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
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+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
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  },
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  }))
@@ -230,10 +274,23 @@ exports.OptionsPosition = {
230
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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,
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+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
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+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
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+ fees: item.fees !== undefined ? item.fees : undefined,
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  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
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+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
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+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
283
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
284
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
285
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
286
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
287
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
234
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  orderType: item.orderType !== undefined ? item.orderType : undefined,
289
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
290
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
235
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  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
236
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  venue: item.venue !== undefined ? item.venue : undefined,
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+ slippage: item.slippage !== undefined ? item.slippage : undefined,
237
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  notes: item.notes !== undefined ? item.notes : undefined,
238
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
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  position: item.position ?
@@ -260,8 +317,25 @@ exports.OptionsPosition = {
260
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  status: item.position.status !== undefined ? item.position.status : undefined,
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  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
262
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  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
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+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
321
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
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  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
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+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
324
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
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  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
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+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
327
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
328
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
329
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
330
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
331
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
332
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
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+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
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+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
335
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
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+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
337
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
338
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
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  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
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  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
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  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -303,10 +377,23 @@ exports.OptionsPosition = {
303
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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,
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+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
381
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
382
+ fees: item.fees !== undefined ? item.fees : undefined,
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  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
384
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
385
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
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+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
387
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
388
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
389
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
390
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
307
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  orderType: item.orderType !== undefined ? item.orderType : undefined,
392
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
393
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
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  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
309
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  venue: item.venue !== undefined ? item.venue : undefined,
396
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
310
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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 ?
@@ -326,13 +413,28 @@ exports.OptionsPosition = {
326
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  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
327
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  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
328
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  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
416
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
329
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  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
330
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  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
419
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
420
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
421
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
422
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
331
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  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
332
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  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
333
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  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
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  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
427
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
428
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
429
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
430
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
431
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
432
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
335
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  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
434
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
435
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
436
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
437
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
336
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  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
337
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  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
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  positions: item.contract.positions ?
@@ -359,8 +461,25 @@ exports.OptionsPosition = {
359
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  status: item.status !== undefined ? item.status : undefined,
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  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
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  quantity: item.quantity !== undefined ? item.quantity : undefined,
464
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
465
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
362
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  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
467
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
468
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
363
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  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
470
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
471
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
472
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
473
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
474
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
475
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
476
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
477
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
478
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
479
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
480
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
481
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
482
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
364
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  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
365
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  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
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  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -384,9 +503,21 @@ exports.OptionsPosition = {
384
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  },
385
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  create: {
386
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  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
506
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
507
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
508
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
509
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
510
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
511
+ delta: item.delta !== undefined ? item.delta : undefined,
512
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
513
+ theta: item.theta !== undefined ? item.theta : undefined,
514
+ vega: item.vega !== undefined ? item.vega : undefined,
515
+ rho: item.rho !== undefined ? item.rho : undefined,
387
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  volume: item.volume !== undefined ? item.volume : undefined,
388
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  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
389
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  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
519
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
520
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
390
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
391
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  },
392
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  }))
@@ -506,8 +637,25 @@ exports.OptionsPosition = {
506
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  status: prop.status !== undefined ? prop.status : undefined,
507
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  openingSide: prop.openingSide !== undefined ? prop.openingSide : undefined,
508
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  quantity: prop.quantity !== undefined ? prop.quantity : undefined,
640
+ entryPrice: prop.entryPrice !== undefined ? prop.entryPrice : undefined,
641
+ entryCost: prop.entryCost !== undefined ? prop.entryCost : undefined,
509
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  entryTime: prop.entryTime !== undefined ? prop.entryTime : undefined,
643
+ exitPrice: prop.exitPrice !== undefined ? prop.exitPrice : undefined,
644
+ exitValue: prop.exitValue !== undefined ? prop.exitValue : undefined,
510
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  exitTime: prop.exitTime !== undefined ? prop.exitTime : undefined,
646
+ currentPrice: prop.currentPrice !== undefined ? prop.currentPrice : undefined,
647
+ currentValue: prop.currentValue !== undefined ? prop.currentValue : undefined,
648
+ unrealizedPnL: prop.unrealizedPnL !== undefined ? prop.unrealizedPnL : undefined,
649
+ unrealizedPnLPercent: prop.unrealizedPnLPercent !== undefined ? prop.unrealizedPnLPercent : undefined,
650
+ realizedPnL: prop.realizedPnL !== undefined ? prop.realizedPnL : undefined,
651
+ realizedPnLPercent: prop.realizedPnLPercent !== undefined ? prop.realizedPnLPercent : undefined,
652
+ totalFees: prop.totalFees !== undefined ? prop.totalFees : undefined,
653
+ currentDelta: prop.currentDelta !== undefined ? prop.currentDelta : undefined,
654
+ currentGamma: prop.currentGamma !== undefined ? prop.currentGamma : undefined,
655
+ currentTheta: prop.currentTheta !== undefined ? prop.currentTheta : undefined,
656
+ currentVega: prop.currentVega !== undefined ? prop.currentVega : undefined,
657
+ currentRho: prop.currentRho !== undefined ? prop.currentRho : undefined,
658
+ currentImpliedVolatility: prop.currentImpliedVolatility !== undefined ? prop.currentImpliedVolatility : undefined,
511
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  daysHeld: prop.daysHeld !== undefined ? prop.daysHeld : undefined,
512
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  exitReason: prop.exitReason !== undefined ? prop.exitReason : undefined,
513
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  strategyType: prop.strategyType !== undefined ? prop.strategyType : undefined,
@@ -891,9 +1039,21 @@ exports.OptionsPosition = {
891
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  },
892
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  create: {
893
1041
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1042
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1043
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1044
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1045
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1046
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1047
+ delta: item.delta !== undefined ? item.delta : undefined,
1048
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1049
+ theta: item.theta !== undefined ? item.theta : undefined,
1050
+ vega: item.vega !== undefined ? item.vega : undefined,
1051
+ rho: item.rho !== undefined ? item.rho : undefined,
894
1052
  volume: item.volume !== undefined ? item.volume : undefined,
895
1053
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
896
1054
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1055
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1056
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
897
1057
  metadata: item.metadata !== undefined ? item.metadata : undefined,
898
1058
  },
899
1059
  }))
@@ -1110,8 +1270,25 @@ exports.OptionsPosition = {
1110
1270
  status: item.position.status !== undefined ? item.position.status : undefined,
1111
1271
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
1112
1272
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
1273
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
1274
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
1113
1275
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
1276
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
1277
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
1114
1278
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
1279
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
1280
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
1281
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
1282
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
1283
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
1284
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
1285
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
1286
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
1287
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
1288
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
1289
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
1290
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
1291
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
1115
1292
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
1116
1293
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
1117
1294
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -1126,10 +1303,23 @@ exports.OptionsPosition = {
1126
1303
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1127
1304
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1128
1305
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1306
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1307
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1308
+ fees: item.fees !== undefined ? item.fees : undefined,
1129
1309
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1310
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1311
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1312
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1313
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1314
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1315
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1316
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1130
1317
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1318
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1319
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1131
1320
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1132
1321
  venue: item.venue !== undefined ? item.venue : undefined,
1322
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1133
1323
  notes: item.notes !== undefined ? item.notes : undefined,
1134
1324
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1135
1325
  position: item.position ?
@@ -1156,8 +1346,25 @@ exports.OptionsPosition = {
1156
1346
  status: item.position.status !== undefined ? item.position.status : undefined,
1157
1347
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
1158
1348
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
1349
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
1350
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
1159
1351
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
1352
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
1353
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
1160
1354
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
1355
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
1356
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
1357
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
1358
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
1359
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
1360
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
1361
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
1362
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
1363
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
1364
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
1365
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
1366
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
1367
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
1161
1368
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
1162
1369
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
1163
1370
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -1174,13 +1381,28 @@ exports.OptionsPosition = {
1174
1381
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
1175
1382
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
1176
1383
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
1384
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
1177
1385
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
1178
1386
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
1387
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
1388
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
1389
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
1390
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
1179
1391
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
1180
1392
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
1181
1393
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
1182
1394
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
1395
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
1396
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
1397
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
1398
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
1399
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
1400
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
1183
1401
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
1402
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
1403
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
1404
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
1405
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
1184
1406
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
1185
1407
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
1186
1408
  greeksHistory: props.contract.greeksHistory ?
@@ -1198,9 +1420,21 @@ exports.OptionsPosition = {
1198
1420
  },
1199
1421
  create: {
1200
1422
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1423
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1424
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1425
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1426
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1427
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1428
+ delta: item.delta !== undefined ? item.delta : undefined,
1429
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1430
+ theta: item.theta !== undefined ? item.theta : undefined,
1431
+ vega: item.vega !== undefined ? item.vega : undefined,
1432
+ rho: item.rho !== undefined ? item.rho : undefined,
1201
1433
  volume: item.volume !== undefined ? item.volume : undefined,
1202
1434
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1203
1435
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1436
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1437
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1204
1438
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1205
1439
  },
1206
1440
  }))
@@ -1232,10 +1466,23 @@ exports.OptionsPosition = {
1232
1466
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1233
1467
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1234
1468
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1469
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1470
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1471
+ fees: item.fees !== undefined ? item.fees : undefined,
1235
1472
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1473
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1474
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1475
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1476
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1477
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1478
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1479
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1236
1480
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1481
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1482
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1237
1483
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1238
1484
  venue: item.venue !== undefined ? item.venue : undefined,
1485
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1239
1486
  notes: item.notes !== undefined ? item.notes : undefined,
1240
1487
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1241
1488
  position: item.position ?
@@ -1262,8 +1509,25 @@ exports.OptionsPosition = {
1262
1509
  status: item.position.status !== undefined ? item.position.status : undefined,
1263
1510
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
1264
1511
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
1512
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
1513
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
1265
1514
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
1515
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
1516
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
1266
1517
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
1518
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
1519
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
1520
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
1521
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
1522
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
1523
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
1524
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
1525
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
1526
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
1527
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
1528
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
1529
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
1530
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
1267
1531
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
1268
1532
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
1269
1533
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -1587,8 +1851,25 @@ exports.OptionsPosition = {
1587
1851
  status: item.status !== undefined ? item.status : undefined,
1588
1852
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1589
1853
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1854
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
1855
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1590
1856
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
1857
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
1858
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1591
1859
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
1860
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
1861
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
1862
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
1863
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
1864
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
1865
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
1866
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
1867
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
1868
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
1869
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
1870
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
1871
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
1872
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1592
1873
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1593
1874
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1594
1875
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1667,9 +1948,21 @@ exports.OptionsPosition = {
1667
1948
  },
1668
1949
  create: {
1669
1950
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1951
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1952
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1953
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1954
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1955
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1956
+ delta: item.delta !== undefined ? item.delta : undefined,
1957
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1958
+ theta: item.theta !== undefined ? item.theta : undefined,
1959
+ vega: item.vega !== undefined ? item.vega : undefined,
1960
+ rho: item.rho !== undefined ? item.rho : undefined,
1670
1961
  volume: item.volume !== undefined ? item.volume : undefined,
1671
1962
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1672
1963
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1964
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1965
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1673
1966
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1674
1967
  },
1675
1968
  }))
@@ -1679,13 +1972,28 @@ exports.OptionsPosition = {
1679
1972
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
1680
1973
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
1681
1974
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
1975
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
1682
1976
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
1683
1977
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
1978
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
1979
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
1980
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
1981
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
1684
1982
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
1685
1983
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
1686
1984
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
1687
1985
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
1986
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
1987
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
1988
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
1989
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
1990
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
1991
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
1688
1992
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
1993
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
1994
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
1995
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
1996
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
1689
1997
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
1690
1998
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
1691
1999
  positions: item.contract.positions ?
@@ -1712,8 +2020,25 @@ exports.OptionsPosition = {
1712
2020
  status: item.status !== undefined ? item.status : undefined,
1713
2021
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1714
2022
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2023
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2024
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1715
2025
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2026
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2027
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1716
2028
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2029
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2030
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2031
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2032
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2033
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2034
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2035
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2036
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2037
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2038
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2039
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2040
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2041
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1717
2042
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1718
2043
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1719
2044
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1737,9 +2062,21 @@ exports.OptionsPosition = {
1737
2062
  },
1738
2063
  create: {
1739
2064
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2065
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2066
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2067
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2068
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2069
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2070
+ delta: item.delta !== undefined ? item.delta : undefined,
2071
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2072
+ theta: item.theta !== undefined ? item.theta : undefined,
2073
+ vega: item.vega !== undefined ? item.vega : undefined,
2074
+ rho: item.rho !== undefined ? item.rho : undefined,
1740
2075
  volume: item.volume !== undefined ? item.volume : undefined,
1741
2076
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1742
2077
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2078
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2079
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1743
2080
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1744
2081
  },
1745
2082
  }))
@@ -1753,10 +2090,23 @@ exports.OptionsPosition = {
1753
2090
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1754
2091
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1755
2092
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2093
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2094
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2095
+ fees: item.fees !== undefined ? item.fees : undefined,
1756
2096
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2097
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2098
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2099
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2100
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2101
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2102
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2103
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1757
2104
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2105
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2106
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1758
2107
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1759
2108
  venue: item.venue !== undefined ? item.venue : undefined,
2109
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1760
2110
  notes: item.notes !== undefined ? item.notes : undefined,
1761
2111
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1762
2112
  contract: item.contract ?
@@ -1776,13 +2126,28 @@ exports.OptionsPosition = {
1776
2126
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
1777
2127
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
1778
2128
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
2129
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
1779
2130
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
1780
2131
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
2132
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
2133
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
2134
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
2135
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
1781
2136
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
1782
2137
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
1783
2138
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
1784
2139
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
2140
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
2141
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
2142
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
2143
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
2144
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
2145
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
1785
2146
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
2147
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
2148
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
2149
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
2150
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
1786
2151
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
1787
2152
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
1788
2153
  positions: item.contract.positions ?
@@ -1809,8 +2174,25 @@ exports.OptionsPosition = {
1809
2174
  status: item.status !== undefined ? item.status : undefined,
1810
2175
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1811
2176
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2177
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2178
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1812
2179
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2180
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2181
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1813
2182
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2183
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2184
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2185
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2186
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2187
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2188
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2189
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2190
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2191
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2192
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2193
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2194
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2195
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1814
2196
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1815
2197
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1816
2198
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1834,9 +2216,21 @@ exports.OptionsPosition = {
1834
2216
  },
1835
2217
  create: {
1836
2218
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2219
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2220
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2221
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2222
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2223
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2224
+ delta: item.delta !== undefined ? item.delta : undefined,
2225
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2226
+ theta: item.theta !== undefined ? item.theta : undefined,
2227
+ vega: item.vega !== undefined ? item.vega : undefined,
2228
+ rho: item.rho !== undefined ? item.rho : undefined,
1837
2229
  volume: item.volume !== undefined ? item.volume : undefined,
1838
2230
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1839
2231
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2232
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2233
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1840
2234
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1841
2235
  },
1842
2236
  }))
@@ -1969,8 +2363,25 @@ exports.OptionsPosition = {
1969
2363
  status: props.status !== undefined ? props.status : undefined,
1970
2364
  openingSide: props.openingSide !== undefined ? props.openingSide : undefined,
1971
2365
  quantity: props.quantity !== undefined ? props.quantity : undefined,
2366
+ entryPrice: props.entryPrice !== undefined ? props.entryPrice : undefined,
2367
+ entryCost: props.entryCost !== undefined ? props.entryCost : undefined,
1972
2368
  entryTime: props.entryTime !== undefined ? props.entryTime : undefined,
2369
+ exitPrice: props.exitPrice !== undefined ? props.exitPrice : undefined,
2370
+ exitValue: props.exitValue !== undefined ? props.exitValue : undefined,
1973
2371
  exitTime: props.exitTime !== undefined ? props.exitTime : undefined,
2372
+ currentPrice: props.currentPrice !== undefined ? props.currentPrice : undefined,
2373
+ currentValue: props.currentValue !== undefined ? props.currentValue : undefined,
2374
+ unrealizedPnL: props.unrealizedPnL !== undefined ? props.unrealizedPnL : undefined,
2375
+ unrealizedPnLPercent: props.unrealizedPnLPercent !== undefined ? props.unrealizedPnLPercent : undefined,
2376
+ realizedPnL: props.realizedPnL !== undefined ? props.realizedPnL : undefined,
2377
+ realizedPnLPercent: props.realizedPnLPercent !== undefined ? props.realizedPnLPercent : undefined,
2378
+ totalFees: props.totalFees !== undefined ? props.totalFees : undefined,
2379
+ currentDelta: props.currentDelta !== undefined ? props.currentDelta : undefined,
2380
+ currentGamma: props.currentGamma !== undefined ? props.currentGamma : undefined,
2381
+ currentTheta: props.currentTheta !== undefined ? props.currentTheta : undefined,
2382
+ currentVega: props.currentVega !== undefined ? props.currentVega : undefined,
2383
+ currentRho: props.currentRho !== undefined ? props.currentRho : undefined,
2384
+ currentImpliedVolatility: props.currentImpliedVolatility !== undefined ? props.currentImpliedVolatility : undefined,
1974
2385
  daysHeld: props.daysHeld !== undefined ? props.daysHeld : undefined,
1975
2386
  exitReason: props.exitReason !== undefined ? props.exitReason : undefined,
1976
2387
  strategyType: props.strategyType !== undefined ? props.strategyType : undefined,
@@ -1993,13 +2404,28 @@ exports.OptionsPosition = {
1993
2404
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
1994
2405
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
1995
2406
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
2407
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
1996
2408
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
1997
2409
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
2410
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
2411
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
2412
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
2413
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
1998
2414
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
1999
2415
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
2000
2416
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
2001
2417
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
2418
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
2419
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
2420
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
2421
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
2422
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
2423
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
2002
2424
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
2425
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
2426
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
2427
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
2428
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
2003
2429
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
2004
2430
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
2005
2431
  greeksHistory: props.contract.greeksHistory ?
@@ -2017,9 +2443,21 @@ exports.OptionsPosition = {
2017
2443
  },
2018
2444
  create: {
2019
2445
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2446
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2447
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2448
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2449
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2450
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2451
+ delta: item.delta !== undefined ? item.delta : undefined,
2452
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2453
+ theta: item.theta !== undefined ? item.theta : undefined,
2454
+ vega: item.vega !== undefined ? item.vega : undefined,
2455
+ rho: item.rho !== undefined ? item.rho : undefined,
2020
2456
  volume: item.volume !== undefined ? item.volume : undefined,
2021
2457
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2022
2458
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2459
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2460
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2023
2461
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2024
2462
  },
2025
2463
  }))
@@ -2051,10 +2489,23 @@ exports.OptionsPosition = {
2051
2489
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2052
2490
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2053
2491
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2492
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2493
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2494
+ fees: item.fees !== undefined ? item.fees : undefined,
2054
2495
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2496
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2497
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2498
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2499
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2500
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2501
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2502
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2055
2503
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2504
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2505
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2056
2506
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2057
2507
  venue: item.venue !== undefined ? item.venue : undefined,
2508
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2058
2509
  notes: item.notes !== undefined ? item.notes : undefined,
2059
2510
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2060
2511
  position: item.position ?
@@ -2081,8 +2532,25 @@ exports.OptionsPosition = {
2081
2532
  status: item.position.status !== undefined ? item.position.status : undefined,
2082
2533
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
2083
2534
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
2535
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
2536
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
2084
2537
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
2538
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
2539
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
2085
2540
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
2541
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
2542
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
2543
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
2544
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
2545
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
2546
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
2547
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
2548
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
2549
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
2550
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
2551
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
2552
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
2553
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
2086
2554
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
2087
2555
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
2088
2556
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -2124,10 +2592,23 @@ exports.OptionsPosition = {
2124
2592
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2125
2593
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2126
2594
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2595
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2596
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2597
+ fees: item.fees !== undefined ? item.fees : undefined,
2127
2598
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2599
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2600
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2601
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2602
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2603
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2604
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2605
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2128
2606
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2607
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2608
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2129
2609
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2130
2610
  venue: item.venue !== undefined ? item.venue : undefined,
2611
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2131
2612
  notes: item.notes !== undefined ? item.notes : undefined,
2132
2613
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2133
2614
  contract: item.contract ?
@@ -2147,13 +2628,28 @@ exports.OptionsPosition = {
2147
2628
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
2148
2629
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
2149
2630
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
2631
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
2150
2632
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
2151
2633
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
2634
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
2635
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
2636
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
2637
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
2152
2638
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
2153
2639
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
2154
2640
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
2155
2641
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
2642
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
2643
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
2644
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
2645
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
2646
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
2647
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
2156
2648
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
2649
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
2650
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
2651
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
2652
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
2157
2653
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
2158
2654
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
2159
2655
  positions: item.contract.positions ?
@@ -2180,8 +2676,25 @@ exports.OptionsPosition = {
2180
2676
  status: item.status !== undefined ? item.status : undefined,
2181
2677
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
2182
2678
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2679
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2680
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
2183
2681
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2682
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2683
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
2184
2684
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2685
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2686
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2687
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2688
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2689
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2690
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2691
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2692
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2693
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2694
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2695
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2696
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2697
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
2185
2698
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
2186
2699
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
2187
2700
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -2205,9 +2718,21 @@ exports.OptionsPosition = {
2205
2718
  },
2206
2719
  create: {
2207
2720
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2721
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2722
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2723
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2724
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2725
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2726
+ delta: item.delta !== undefined ? item.delta : undefined,
2727
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2728
+ theta: item.theta !== undefined ? item.theta : undefined,
2729
+ vega: item.vega !== undefined ? item.vega : undefined,
2730
+ rho: item.rho !== undefined ? item.rho : undefined,
2208
2731
  volume: item.volume !== undefined ? item.volume : undefined,
2209
2732
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2210
2733
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2734
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2735
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2211
2736
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2212
2737
  },
2213
2738
  }))
@@ -2474,9 +2999,21 @@ exports.OptionsPosition = {
2474
2999
  },
2475
3000
  create: {
2476
3001
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3002
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3003
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3004
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3005
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3006
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3007
+ delta: item.delta !== undefined ? item.delta : undefined,
3008
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3009
+ theta: item.theta !== undefined ? item.theta : undefined,
3010
+ vega: item.vega !== undefined ? item.vega : undefined,
3011
+ rho: item.rho !== undefined ? item.rho : undefined,
2477
3012
  volume: item.volume !== undefined ? item.volume : undefined,
2478
3013
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2479
3014
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3015
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3016
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2480
3017
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2481
3018
  },
2482
3019
  }))
@@ -2693,8 +3230,25 @@ exports.OptionsPosition = {
2693
3230
  status: item.position.status !== undefined ? item.position.status : undefined,
2694
3231
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
2695
3232
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
3233
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
3234
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
2696
3235
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
3236
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
3237
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
2697
3238
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
3239
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
3240
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
3241
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
3242
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
3243
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
3244
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
3245
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
3246
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
3247
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
3248
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
3249
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
3250
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
3251
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
2698
3252
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
2699
3253
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
2700
3254
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -2709,10 +3263,23 @@ exports.OptionsPosition = {
2709
3263
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2710
3264
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2711
3265
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3266
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3267
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3268
+ fees: item.fees !== undefined ? item.fees : undefined,
2712
3269
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3270
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3271
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3272
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3273
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3274
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3275
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3276
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2713
3277
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3278
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3279
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2714
3280
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2715
3281
  venue: item.venue !== undefined ? item.venue : undefined,
3282
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2716
3283
  notes: item.notes !== undefined ? item.notes : undefined,
2717
3284
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2718
3285
  position: item.position ?
@@ -2739,8 +3306,25 @@ exports.OptionsPosition = {
2739
3306
  status: item.position.status !== undefined ? item.position.status : undefined,
2740
3307
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
2741
3308
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
3309
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
3310
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
2742
3311
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
3312
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
3313
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
2743
3314
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
3315
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
3316
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
3317
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
3318
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
3319
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
3320
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
3321
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
3322
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
3323
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
3324
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
3325
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
3326
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
3327
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
2744
3328
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
2745
3329
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
2746
3330
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -2757,13 +3341,28 @@ exports.OptionsPosition = {
2757
3341
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
2758
3342
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
2759
3343
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
3344
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
2760
3345
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
2761
3346
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
3347
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
3348
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
3349
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
3350
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
2762
3351
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
2763
3352
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
2764
3353
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
2765
3354
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
3355
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
3356
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
3357
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
3358
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
3359
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
3360
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
2766
3361
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
3362
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
3363
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
3364
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
3365
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
2767
3366
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
2768
3367
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
2769
3368
  greeksHistory: props.contract.greeksHistory ?
@@ -2781,9 +3380,21 @@ exports.OptionsPosition = {
2781
3380
  },
2782
3381
  create: {
2783
3382
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3383
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3384
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3385
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3386
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3387
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3388
+ delta: item.delta !== undefined ? item.delta : undefined,
3389
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3390
+ theta: item.theta !== undefined ? item.theta : undefined,
3391
+ vega: item.vega !== undefined ? item.vega : undefined,
3392
+ rho: item.rho !== undefined ? item.rho : undefined,
2784
3393
  volume: item.volume !== undefined ? item.volume : undefined,
2785
3394
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2786
3395
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3396
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3397
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2787
3398
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2788
3399
  },
2789
3400
  }))
@@ -2815,10 +3426,23 @@ exports.OptionsPosition = {
2815
3426
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2816
3427
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2817
3428
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3429
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3430
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3431
+ fees: item.fees !== undefined ? item.fees : undefined,
2818
3432
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3433
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3434
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3435
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3436
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3437
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3438
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3439
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2819
3440
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3441
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3442
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2820
3443
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2821
3444
  venue: item.venue !== undefined ? item.venue : undefined,
3445
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2822
3446
  notes: item.notes !== undefined ? item.notes : undefined,
2823
3447
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2824
3448
  position: item.position ?
@@ -2845,8 +3469,25 @@ exports.OptionsPosition = {
2845
3469
  status: item.position.status !== undefined ? item.position.status : undefined,
2846
3470
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
2847
3471
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
3472
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
3473
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
2848
3474
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
3475
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
3476
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
2849
3477
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
3478
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
3479
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
3480
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
3481
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
3482
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
3483
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
3484
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
3485
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
3486
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
3487
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
3488
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
3489
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
3490
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
2850
3491
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
2851
3492
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
2852
3493
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -3170,8 +3811,25 @@ exports.OptionsPosition = {
3170
3811
  status: item.status !== undefined ? item.status : undefined,
3171
3812
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
3172
3813
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3814
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
3815
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
3173
3816
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
3817
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
3818
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
3174
3819
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
3820
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
3821
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
3822
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
3823
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
3824
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
3825
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
3826
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
3827
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
3828
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
3829
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
3830
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
3831
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
3832
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
3175
3833
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
3176
3834
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
3177
3835
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -3250,9 +3908,21 @@ exports.OptionsPosition = {
3250
3908
  },
3251
3909
  create: {
3252
3910
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3911
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3912
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3913
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3914
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3915
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3916
+ delta: item.delta !== undefined ? item.delta : undefined,
3917
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3918
+ theta: item.theta !== undefined ? item.theta : undefined,
3919
+ vega: item.vega !== undefined ? item.vega : undefined,
3920
+ rho: item.rho !== undefined ? item.rho : undefined,
3253
3921
  volume: item.volume !== undefined ? item.volume : undefined,
3254
3922
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3255
3923
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3924
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3925
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3256
3926
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3257
3927
  },
3258
3928
  }))
@@ -3262,13 +3932,28 @@ exports.OptionsPosition = {
3262
3932
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
3263
3933
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
3264
3934
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
3935
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
3265
3936
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
3266
3937
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
3938
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
3939
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
3940
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
3941
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
3267
3942
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
3268
3943
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
3269
3944
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
3270
3945
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
3946
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
3947
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
3948
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
3949
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
3950
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
3951
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
3271
3952
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
3953
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
3954
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
3955
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
3956
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
3272
3957
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
3273
3958
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
3274
3959
  positions: item.contract.positions ?
@@ -3295,8 +3980,25 @@ exports.OptionsPosition = {
3295
3980
  status: item.status !== undefined ? item.status : undefined,
3296
3981
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
3297
3982
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3983
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
3984
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
3298
3985
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
3986
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
3987
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
3299
3988
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
3989
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
3990
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
3991
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
3992
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
3993
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
3994
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
3995
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
3996
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
3997
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
3998
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
3999
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
4000
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
4001
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
3300
4002
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
3301
4003
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
3302
4004
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -3320,9 +4022,21 @@ exports.OptionsPosition = {
3320
4022
  },
3321
4023
  create: {
3322
4024
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4025
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4026
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4027
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4028
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4029
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4030
+ delta: item.delta !== undefined ? item.delta : undefined,
4031
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4032
+ theta: item.theta !== undefined ? item.theta : undefined,
4033
+ vega: item.vega !== undefined ? item.vega : undefined,
4034
+ rho: item.rho !== undefined ? item.rho : undefined,
3323
4035
  volume: item.volume !== undefined ? item.volume : undefined,
3324
4036
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3325
4037
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4038
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4039
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3326
4040
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3327
4041
  },
3328
4042
  }))
@@ -3336,10 +4050,23 @@ exports.OptionsPosition = {
3336
4050
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3337
4051
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3338
4052
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4053
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4054
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4055
+ fees: item.fees !== undefined ? item.fees : undefined,
3339
4056
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4057
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4058
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4059
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4060
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4061
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4062
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4063
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3340
4064
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4065
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4066
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3341
4067
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3342
4068
  venue: item.venue !== undefined ? item.venue : undefined,
4069
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3343
4070
  notes: item.notes !== undefined ? item.notes : undefined,
3344
4071
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3345
4072
  contract: item.contract ?
@@ -3359,13 +4086,28 @@ exports.OptionsPosition = {
3359
4086
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
3360
4087
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
3361
4088
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
4089
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
3362
4090
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
3363
4091
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
4092
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
4093
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
4094
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
4095
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
3364
4096
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
3365
4097
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
3366
4098
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
3367
4099
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
4100
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
4101
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
4102
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
4103
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
4104
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
4105
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
3368
4106
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
4107
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
4108
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
4109
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
4110
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
3369
4111
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
3370
4112
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
3371
4113
  positions: item.contract.positions ?
@@ -3392,8 +4134,25 @@ exports.OptionsPosition = {
3392
4134
  status: item.status !== undefined ? item.status : undefined,
3393
4135
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
3394
4136
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4137
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
4138
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
3395
4139
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
4140
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
4141
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
3396
4142
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
4143
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
4144
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
4145
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
4146
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
4147
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
4148
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
4149
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
4150
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
4151
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
4152
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
4153
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
4154
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
4155
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
3397
4156
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
3398
4157
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
3399
4158
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -3417,9 +4176,21 @@ exports.OptionsPosition = {
3417
4176
  },
3418
4177
  create: {
3419
4178
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4179
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4180
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4181
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4182
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4183
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4184
+ delta: item.delta !== undefined ? item.delta : undefined,
4185
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4186
+ theta: item.theta !== undefined ? item.theta : undefined,
4187
+ vega: item.vega !== undefined ? item.vega : undefined,
4188
+ rho: item.rho !== undefined ? item.rho : undefined,
3420
4189
  volume: item.volume !== undefined ? item.volume : undefined,
3421
4190
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3422
4191
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4192
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4193
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3423
4194
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3424
4195
  },
3425
4196
  }))
@@ -3811,9 +4582,21 @@ exports.OptionsPosition = {
3811
4582
  },
3812
4583
  create: {
3813
4584
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4585
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4586
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4587
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4588
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4589
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4590
+ delta: item.delta !== undefined ? item.delta : undefined,
4591
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4592
+ theta: item.theta !== undefined ? item.theta : undefined,
4593
+ vega: item.vega !== undefined ? item.vega : undefined,
4594
+ rho: item.rho !== undefined ? item.rho : undefined,
3814
4595
  volume: item.volume !== undefined ? item.volume : undefined,
3815
4596
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3816
4597
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4598
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4599
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3817
4600
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3818
4601
  },
3819
4602
  }))
@@ -4030,8 +4813,25 @@ exports.OptionsPosition = {
4030
4813
  status: item.position.status !== undefined ? item.position.status : undefined,
4031
4814
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
4032
4815
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
4816
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
4817
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
4033
4818
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
4819
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
4820
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
4034
4821
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
4822
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
4823
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
4824
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
4825
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
4826
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
4827
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
4828
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
4829
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
4830
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
4831
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
4832
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
4833
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
4834
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
4035
4835
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
4036
4836
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
4037
4837
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -4046,10 +4846,23 @@ exports.OptionsPosition = {
4046
4846
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4047
4847
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4048
4848
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4849
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4850
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4851
+ fees: item.fees !== undefined ? item.fees : undefined,
4049
4852
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4853
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4854
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4855
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4856
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4857
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4858
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4859
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4050
4860
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4861
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4862
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4051
4863
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4052
4864
  venue: item.venue !== undefined ? item.venue : undefined,
4865
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4053
4866
  notes: item.notes !== undefined ? item.notes : undefined,
4054
4867
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4055
4868
  position: item.position ?
@@ -4076,8 +4889,25 @@ exports.OptionsPosition = {
4076
4889
  status: item.position.status !== undefined ? item.position.status : undefined,
4077
4890
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
4078
4891
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
4892
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
4893
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
4079
4894
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
4895
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
4896
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
4080
4897
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
4898
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
4899
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
4900
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
4901
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
4902
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
4903
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
4904
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
4905
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
4906
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
4907
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
4908
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
4909
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
4910
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
4081
4911
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
4082
4912
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
4083
4913
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -4094,13 +4924,28 @@ exports.OptionsPosition = {
4094
4924
  symbol: prop.contract.symbol !== undefined ? prop.contract.symbol : undefined,
4095
4925
  contractSymbol: prop.contract.contractSymbol !== undefined ? prop.contract.contractSymbol : undefined,
4096
4926
  optionType: prop.contract.optionType !== undefined ? prop.contract.optionType : undefined,
4927
+ strikePrice: prop.contract.strikePrice !== undefined ? prop.contract.strikePrice : undefined,
4097
4928
  expirationDate: prop.contract.expirationDate !== undefined ? prop.contract.expirationDate : undefined,
4098
4929
  daysToExpiration: prop.contract.daysToExpiration !== undefined ? prop.contract.daysToExpiration : undefined,
4930
+ lastPrice: prop.contract.lastPrice !== undefined ? prop.contract.lastPrice : undefined,
4931
+ bidPrice: prop.contract.bidPrice !== undefined ? prop.contract.bidPrice : undefined,
4932
+ askPrice: prop.contract.askPrice !== undefined ? prop.contract.askPrice : undefined,
4933
+ midPrice: prop.contract.midPrice !== undefined ? prop.contract.midPrice : undefined,
4099
4934
  bidSize: prop.contract.bidSize !== undefined ? prop.contract.bidSize : undefined,
4100
4935
  askSize: prop.contract.askSize !== undefined ? prop.contract.askSize : undefined,
4101
4936
  volume: prop.contract.volume !== undefined ? prop.contract.volume : undefined,
4102
4937
  openInterest: prop.contract.openInterest !== undefined ? prop.contract.openInterest : undefined,
4938
+ impliedVolatility: prop.contract.impliedVolatility !== undefined ? prop.contract.impliedVolatility : undefined,
4939
+ delta: prop.contract.delta !== undefined ? prop.contract.delta : undefined,
4940
+ gamma: prop.contract.gamma !== undefined ? prop.contract.gamma : undefined,
4941
+ theta: prop.contract.theta !== undefined ? prop.contract.theta : undefined,
4942
+ vega: prop.contract.vega !== undefined ? prop.contract.vega : undefined,
4943
+ rho: prop.contract.rho !== undefined ? prop.contract.rho : undefined,
4103
4944
  inTheMoney: prop.contract.inTheMoney !== undefined ? prop.contract.inTheMoney : undefined,
4945
+ intrinsicValue: prop.contract.intrinsicValue !== undefined ? prop.contract.intrinsicValue : undefined,
4946
+ extrinsicValue: prop.contract.extrinsicValue !== undefined ? prop.contract.extrinsicValue : undefined,
4947
+ theoreticalPrice: prop.contract.theoreticalPrice !== undefined ? prop.contract.theoreticalPrice : undefined,
4948
+ underlyingPrice: prop.contract.underlyingPrice !== undefined ? prop.contract.underlyingPrice : undefined,
4104
4949
  metadata: prop.contract.metadata !== undefined ? prop.contract.metadata : undefined,
4105
4950
  dataTimestamp: prop.contract.dataTimestamp !== undefined ? prop.contract.dataTimestamp : undefined,
4106
4951
  greeksHistory: prop.contract.greeksHistory ?
@@ -4118,9 +4963,21 @@ exports.OptionsPosition = {
4118
4963
  },
4119
4964
  create: {
4120
4965
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4966
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4967
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4968
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4969
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4970
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4971
+ delta: item.delta !== undefined ? item.delta : undefined,
4972
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4973
+ theta: item.theta !== undefined ? item.theta : undefined,
4974
+ vega: item.vega !== undefined ? item.vega : undefined,
4975
+ rho: item.rho !== undefined ? item.rho : undefined,
4121
4976
  volume: item.volume !== undefined ? item.volume : undefined,
4122
4977
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4123
4978
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4979
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4980
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4124
4981
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4125
4982
  },
4126
4983
  }))
@@ -4152,10 +5009,23 @@ exports.OptionsPosition = {
4152
5009
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4153
5010
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4154
5011
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5012
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5013
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5014
+ fees: item.fees !== undefined ? item.fees : undefined,
4155
5015
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5016
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5017
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5018
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5019
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5020
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5021
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5022
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4156
5023
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5024
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5025
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4157
5026
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4158
5027
  venue: item.venue !== undefined ? item.venue : undefined,
5028
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4159
5029
  notes: item.notes !== undefined ? item.notes : undefined,
4160
5030
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4161
5031
  position: item.position ?
@@ -4182,8 +5052,25 @@ exports.OptionsPosition = {
4182
5052
  status: item.position.status !== undefined ? item.position.status : undefined,
4183
5053
  openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
4184
5054
  quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
5055
+ entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
5056
+ entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
4185
5057
  entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
5058
+ exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
5059
+ exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
4186
5060
  exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
5061
+ currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
5062
+ currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
5063
+ unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
5064
+ unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
5065
+ realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
5066
+ realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
5067
+ totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
5068
+ currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
5069
+ currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
5070
+ currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
5071
+ currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
5072
+ currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
5073
+ currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
4187
5074
  daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
4188
5075
  exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
4189
5076
  strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
@@ -4507,8 +5394,25 @@ exports.OptionsPosition = {
4507
5394
  status: item.status !== undefined ? item.status : undefined,
4508
5395
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
4509
5396
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5397
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
5398
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
4510
5399
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
5400
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
5401
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
4511
5402
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
5403
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
5404
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
5405
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
5406
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
5407
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
5408
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
5409
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
5410
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
5411
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
5412
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
5413
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
5414
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
5415
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
4512
5416
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
4513
5417
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
4514
5418
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -4587,9 +5491,21 @@ exports.OptionsPosition = {
4587
5491
  },
4588
5492
  create: {
4589
5493
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
5494
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
5495
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
5496
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
5497
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
5498
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
5499
+ delta: item.delta !== undefined ? item.delta : undefined,
5500
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
5501
+ theta: item.theta !== undefined ? item.theta : undefined,
5502
+ vega: item.vega !== undefined ? item.vega : undefined,
5503
+ rho: item.rho !== undefined ? item.rho : undefined,
4590
5504
  volume: item.volume !== undefined ? item.volume : undefined,
4591
5505
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4592
5506
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
5507
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
5508
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4593
5509
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4594
5510
  },
4595
5511
  }))
@@ -4599,13 +5515,28 @@ exports.OptionsPosition = {
4599
5515
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
4600
5516
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
4601
5517
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
5518
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
4602
5519
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
4603
5520
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
5521
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
5522
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
5523
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
5524
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
4604
5525
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
4605
5526
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
4606
5527
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
4607
5528
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
5529
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
5530
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
5531
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
5532
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
5533
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
5534
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
4608
5535
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
5536
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
5537
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
5538
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
5539
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
4609
5540
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
4610
5541
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
4611
5542
  positions: item.contract.positions ?
@@ -4632,8 +5563,25 @@ exports.OptionsPosition = {
4632
5563
  status: item.status !== undefined ? item.status : undefined,
4633
5564
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
4634
5565
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5566
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
5567
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
4635
5568
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
5569
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
5570
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
4636
5571
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
5572
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
5573
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
5574
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
5575
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
5576
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
5577
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
5578
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
5579
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
5580
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
5581
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
5582
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
5583
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
5584
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
4637
5585
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
4638
5586
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
4639
5587
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -4657,9 +5605,21 @@ exports.OptionsPosition = {
4657
5605
  },
4658
5606
  create: {
4659
5607
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
5608
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
5609
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
5610
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
5611
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
5612
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
5613
+ delta: item.delta !== undefined ? item.delta : undefined,
5614
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
5615
+ theta: item.theta !== undefined ? item.theta : undefined,
5616
+ vega: item.vega !== undefined ? item.vega : undefined,
5617
+ rho: item.rho !== undefined ? item.rho : undefined,
4660
5618
  volume: item.volume !== undefined ? item.volume : undefined,
4661
5619
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4662
5620
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
5621
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
5622
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4663
5623
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4664
5624
  },
4665
5625
  }))
@@ -4673,10 +5633,23 @@ exports.OptionsPosition = {
4673
5633
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4674
5634
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4675
5635
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5636
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5637
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5638
+ fees: item.fees !== undefined ? item.fees : undefined,
4676
5639
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5640
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5641
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5642
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5643
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5644
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5645
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5646
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4677
5647
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5648
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5649
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4678
5650
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4679
5651
  venue: item.venue !== undefined ? item.venue : undefined,
5652
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4680
5653
  notes: item.notes !== undefined ? item.notes : undefined,
4681
5654
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4682
5655
  contract: item.contract ?
@@ -4696,13 +5669,28 @@ exports.OptionsPosition = {
4696
5669
  symbol: item.contract.symbol !== undefined ? item.contract.symbol : undefined,
4697
5670
  contractSymbol: item.contract.contractSymbol !== undefined ? item.contract.contractSymbol : undefined,
4698
5671
  optionType: item.contract.optionType !== undefined ? item.contract.optionType : undefined,
5672
+ strikePrice: item.contract.strikePrice !== undefined ? item.contract.strikePrice : undefined,
4699
5673
  expirationDate: item.contract.expirationDate !== undefined ? item.contract.expirationDate : undefined,
4700
5674
  daysToExpiration: item.contract.daysToExpiration !== undefined ? item.contract.daysToExpiration : undefined,
5675
+ lastPrice: item.contract.lastPrice !== undefined ? item.contract.lastPrice : undefined,
5676
+ bidPrice: item.contract.bidPrice !== undefined ? item.contract.bidPrice : undefined,
5677
+ askPrice: item.contract.askPrice !== undefined ? item.contract.askPrice : undefined,
5678
+ midPrice: item.contract.midPrice !== undefined ? item.contract.midPrice : undefined,
4701
5679
  bidSize: item.contract.bidSize !== undefined ? item.contract.bidSize : undefined,
4702
5680
  askSize: item.contract.askSize !== undefined ? item.contract.askSize : undefined,
4703
5681
  volume: item.contract.volume !== undefined ? item.contract.volume : undefined,
4704
5682
  openInterest: item.contract.openInterest !== undefined ? item.contract.openInterest : undefined,
5683
+ impliedVolatility: item.contract.impliedVolatility !== undefined ? item.contract.impliedVolatility : undefined,
5684
+ delta: item.contract.delta !== undefined ? item.contract.delta : undefined,
5685
+ gamma: item.contract.gamma !== undefined ? item.contract.gamma : undefined,
5686
+ theta: item.contract.theta !== undefined ? item.contract.theta : undefined,
5687
+ vega: item.contract.vega !== undefined ? item.contract.vega : undefined,
5688
+ rho: item.contract.rho !== undefined ? item.contract.rho : undefined,
4705
5689
  inTheMoney: item.contract.inTheMoney !== undefined ? item.contract.inTheMoney : undefined,
5690
+ intrinsicValue: item.contract.intrinsicValue !== undefined ? item.contract.intrinsicValue : undefined,
5691
+ extrinsicValue: item.contract.extrinsicValue !== undefined ? item.contract.extrinsicValue : undefined,
5692
+ theoreticalPrice: item.contract.theoreticalPrice !== undefined ? item.contract.theoreticalPrice : undefined,
5693
+ underlyingPrice: item.contract.underlyingPrice !== undefined ? item.contract.underlyingPrice : undefined,
4706
5694
  metadata: item.contract.metadata !== undefined ? item.contract.metadata : undefined,
4707
5695
  dataTimestamp: item.contract.dataTimestamp !== undefined ? item.contract.dataTimestamp : undefined,
4708
5696
  positions: item.contract.positions ?
@@ -4729,8 +5717,25 @@ exports.OptionsPosition = {
4729
5717
  status: item.status !== undefined ? item.status : undefined,
4730
5718
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
4731
5719
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5720
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
5721
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
4732
5722
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
5723
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
5724
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
4733
5725
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
5726
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
5727
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
5728
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
5729
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
5730
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
5731
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
5732
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
5733
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
5734
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
5735
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
5736
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
5737
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
5738
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
4734
5739
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
4735
5740
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
4736
5741
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -4754,9 +5759,21 @@ exports.OptionsPosition = {
4754
5759
  },
4755
5760
  create: {
4756
5761
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
5762
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
5763
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
5764
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
5765
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
5766
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
5767
+ delta: item.delta !== undefined ? item.delta : undefined,
5768
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
5769
+ theta: item.theta !== undefined ? item.theta : undefined,
5770
+ vega: item.vega !== undefined ? item.vega : undefined,
5771
+ rho: item.rho !== undefined ? item.rho : undefined,
4757
5772
  volume: item.volume !== undefined ? item.volume : undefined,
4758
5773
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4759
5774
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
5775
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
5776
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4760
5777
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4761
5778
  },
4762
5779
  }))