@adaptic/backend-legacy 0.0.921 → 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.
- package/Asset.cjs +30 -0
- package/DeadLetterMessage.cjs +6 -0
- package/InstitutionalFlowSignal.cjs +33 -0
- package/InstitutionalHolding.cjs +33 -0
- package/NewsArticle.cjs +66 -0
- package/NewsArticleAssetSentiment.cjs +48 -0
- package/OptionsContract.cjs +825 -0
- package/OptionsGreeksHistory.cjs +681 -0
- package/OptionsPosition.cjs +1017 -0
- package/OptionsTradeExecution.cjs +969 -0
- package/PortfolioGreeksHistory.cjs +36 -0
- package/SignalGeneratorMetrics.cjs +24 -0
- package/SignalLineage.cjs +6 -0
- package/SignalOutcome.cjs +9 -0
- package/SignalPriorityQueue.cjs +12 -0
- package/esm/Asset.d.ts.map +1 -1
- package/esm/Asset.js.map +1 -1
- package/esm/Asset.mjs +30 -0
- package/esm/DeadLetterMessage.d.ts.map +1 -1
- package/esm/DeadLetterMessage.js.map +1 -1
- package/esm/DeadLetterMessage.mjs +6 -0
- package/esm/InstitutionalFlowSignal.d.ts.map +1 -1
- package/esm/InstitutionalFlowSignal.js.map +1 -1
- package/esm/InstitutionalFlowSignal.mjs +33 -0
- package/esm/InstitutionalHolding.d.ts.map +1 -1
- package/esm/InstitutionalHolding.js.map +1 -1
- package/esm/InstitutionalHolding.mjs +33 -0
- package/esm/NewsArticle.d.ts.map +1 -1
- package/esm/NewsArticle.js.map +1 -1
- package/esm/NewsArticle.mjs +66 -0
- package/esm/NewsArticleAssetSentiment.d.ts.map +1 -1
- package/esm/NewsArticleAssetSentiment.js.map +1 -1
- package/esm/NewsArticleAssetSentiment.mjs +48 -0
- package/esm/OptionsContract.d.ts.map +1 -1
- package/esm/OptionsContract.js.map +1 -1
- package/esm/OptionsContract.mjs +825 -0
- package/esm/OptionsGreeksHistory.d.ts.map +1 -1
- package/esm/OptionsGreeksHistory.js.map +1 -1
- package/esm/OptionsGreeksHistory.mjs +681 -0
- package/esm/OptionsPosition.d.ts.map +1 -1
- package/esm/OptionsPosition.js.map +1 -1
- package/esm/OptionsPosition.mjs +1017 -0
- package/esm/OptionsTradeExecution.d.ts.map +1 -1
- package/esm/OptionsTradeExecution.js.map +1 -1
- package/esm/OptionsTradeExecution.mjs +969 -0
- package/esm/PortfolioGreeksHistory.d.ts.map +1 -1
- package/esm/PortfolioGreeksHistory.js.map +1 -1
- package/esm/PortfolioGreeksHistory.mjs +36 -0
- package/esm/SignalGeneratorMetrics.d.ts.map +1 -1
- package/esm/SignalGeneratorMetrics.js.map +1 -1
- package/esm/SignalGeneratorMetrics.mjs +24 -0
- package/esm/SignalLineage.d.ts.map +1 -1
- package/esm/SignalLineage.js.map +1 -1
- package/esm/SignalLineage.mjs +6 -0
- package/esm/SignalOutcome.d.ts.map +1 -1
- package/esm/SignalOutcome.js.map +1 -1
- package/esm/SignalOutcome.mjs +9 -0
- package/esm/SignalPriorityQueue.d.ts.map +1 -1
- package/esm/SignalPriorityQueue.js.map +1 -1
- package/esm/SignalPriorityQueue.mjs +12 -0
- package/esm/index.d.ts.map +1 -1
- package/package.json +1 -1
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@@ -99,9 +99,21 @@ export const OptionsGreeksHistory = {
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const variables = {
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data: {
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timestamp: props.timestamp !== undefined ? props.timestamp : undefined,
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underlyingPrice: props.underlyingPrice !== undefined ? props.underlyingPrice : undefined,
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optionPrice: props.optionPrice !== undefined ? props.optionPrice : undefined,
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bidPrice: props.bidPrice !== undefined ? props.bidPrice : undefined,
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askPrice: props.askPrice !== undefined ? props.askPrice : undefined,
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impliedVolatility: props.impliedVolatility !== undefined ? props.impliedVolatility : undefined,
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delta: props.delta !== undefined ? props.delta : undefined,
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gamma: props.gamma !== undefined ? props.gamma : undefined,
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theta: props.theta !== undefined ? props.theta : undefined,
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vega: props.vega !== undefined ? props.vega : undefined,
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rho: props.rho !== undefined ? props.rho : undefined,
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volume: props.volume !== undefined ? props.volume : undefined,
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openInterest: props.openInterest !== undefined ? props.openInterest : undefined,
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daysToExpiration: props.daysToExpiration !== undefined ? props.daysToExpiration : undefined,
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intrinsicValue: props.intrinsicValue !== undefined ? props.intrinsicValue : undefined,
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extrinsicValue: props.extrinsicValue !== undefined ? props.extrinsicValue : undefined,
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metadata: props.metadata !== undefined ? props.metadata : undefined,
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contract: props.contract ?
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typeof props.contract === 'object' && Object.keys(props.contract).length === 1 && Object.keys(props.contract)[0] === 'id'
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@@ -120,13 +132,28 @@ export const OptionsGreeksHistory = {
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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,
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impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
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delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
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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,
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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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positions: props.contract.positions ?
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@@ -153,8 +180,25 @@ export const OptionsGreeksHistory = {
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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,
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entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
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entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
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entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
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exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
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exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
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exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
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currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
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currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
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unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
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unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
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realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
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realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
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totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
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currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
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currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
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currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
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currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
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currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
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currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
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daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
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exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
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strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
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@@ -187,10 +231,23 @@ export const OptionsGreeksHistory = {
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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,
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gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
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thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
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vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
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rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
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impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
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orderType: item.orderType !== undefined ? item.orderType : undefined,
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limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
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stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
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timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
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venue: item.venue !== undefined ? item.venue : undefined,
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slippage: item.slippage !== undefined ? item.slippage : undefined,
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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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},
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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,
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gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
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thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
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vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
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rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
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impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
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orderType: item.orderType !== undefined ? item.orderType : undefined,
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limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
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stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
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timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
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venue: item.venue !== undefined ? item.venue : undefined,
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slippage: item.slippage !== undefined ? item.slippage : undefined,
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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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position: item.position ?
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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,
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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,
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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,
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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,
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currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
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unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
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unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
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realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
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realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
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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,
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currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
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currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
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currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
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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,
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data: props.map(prop => ({
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contractId: prop.contractId !== undefined ? prop.contractId : undefined,
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timestamp: prop.timestamp !== undefined ? prop.timestamp : undefined,
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underlyingPrice: prop.underlyingPrice !== undefined ? prop.underlyingPrice : undefined,
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optionPrice: prop.optionPrice !== undefined ? prop.optionPrice : undefined,
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bidPrice: prop.bidPrice !== undefined ? prop.bidPrice : undefined,
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askPrice: prop.askPrice !== undefined ? prop.askPrice : undefined,
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impliedVolatility: prop.impliedVolatility !== undefined ? prop.impliedVolatility : undefined,
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delta: prop.delta !== undefined ? prop.delta : undefined,
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gamma: prop.gamma !== undefined ? prop.gamma : undefined,
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theta: prop.theta !== undefined ? prop.theta : undefined,
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vega: prop.vega !== undefined ? prop.vega : undefined,
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rho: prop.rho !== undefined ? prop.rho : undefined,
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volume: prop.volume !== undefined ? prop.volume : undefined,
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openInterest: prop.openInterest !== undefined ? prop.openInterest : undefined,
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daysToExpiration: prop.daysToExpiration !== undefined ? prop.daysToExpiration : undefined,
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intrinsicValue: prop.intrinsicValue !== undefined ? prop.intrinsicValue : undefined,
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extrinsicValue: prop.extrinsicValue !== undefined ? prop.extrinsicValue : undefined,
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metadata: prop.metadata !== undefined ? prop.metadata : undefined,
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})),
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...(options?.skipDuplicates ? { skipDuplicates: true } : {}),
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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,
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gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
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thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
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vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
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rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
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impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
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orderType: item.orderType !== undefined ? item.orderType : undefined,
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limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
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stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
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timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
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venue: item.venue !== undefined ? item.venue : undefined,
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|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
862
974
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
863
975
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
864
976
|
},
|
|
@@ -870,8 +982,25 @@ export const OptionsGreeksHistory = {
|
|
|
870
982
|
status: item.status !== undefined ? item.status : undefined,
|
|
871
983
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
872
984
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
985
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
986
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
873
987
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
988
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
989
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
874
990
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
991
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
992
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
993
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
994
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
995
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
996
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
997
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
998
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
999
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
1000
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
1001
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
1002
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
1003
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
875
1004
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
876
1005
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
877
1006
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -904,10 +1033,23 @@ export const OptionsGreeksHistory = {
|
|
|
904
1033
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
905
1034
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
906
1035
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1036
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1037
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1038
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
907
1039
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1040
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1041
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1042
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1043
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1044
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1045
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1046
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
908
1047
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1048
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1049
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
909
1050
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
910
1051
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1052
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
911
1053
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
912
1054
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
913
1055
|
},
|
|
@@ -1128,8 +1270,25 @@ export const OptionsGreeksHistory = {
|
|
|
1128
1270
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
1129
1271
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
1130
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,
|
|
1131
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,
|
|
1132
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,
|
|
1133
1292
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
1134
1293
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
1135
1294
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -1144,10 +1303,23 @@ export const OptionsGreeksHistory = {
|
|
|
1144
1303
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1145
1304
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1146
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,
|
|
1147
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,
|
|
1148
1317
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1318
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1319
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1149
1320
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1150
1321
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1322
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1151
1323
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1152
1324
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
1153
1325
|
position: item.position ?
|
|
@@ -1174,8 +1346,25 @@ export const OptionsGreeksHistory = {
|
|
|
1174
1346
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
1175
1347
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
1176
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,
|
|
1177
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,
|
|
1178
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,
|
|
1179
1368
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
1180
1369
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
1181
1370
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -1192,13 +1381,28 @@ export const OptionsGreeksHistory = {
|
|
|
1192
1381
|
symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
|
|
1193
1382
|
contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
|
|
1194
1383
|
optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
|
|
1384
|
+
strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
|
|
1195
1385
|
expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
|
|
1196
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,
|
|
1197
1391
|
bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
|
|
1198
1392
|
askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
|
|
1199
1393
|
volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
|
|
1200
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,
|
|
1201
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,
|
|
1202
1406
|
metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
|
|
1203
1407
|
dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
|
|
1204
1408
|
positions: props.contract.positions ?
|
|
@@ -1225,8 +1429,25 @@ export const OptionsGreeksHistory = {
|
|
|
1225
1429
|
status: item.status !== undefined ? item.status : undefined,
|
|
1226
1430
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
1227
1431
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1432
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
1433
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
1228
1434
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
1435
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
1436
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
1229
1437
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
1438
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
1439
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
1440
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
1441
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
1442
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
1443
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
1444
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
1445
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
1446
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
1447
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
1448
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
1449
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
1450
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
1230
1451
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
1231
1452
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
1232
1453
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -1259,10 +1480,23 @@ export const OptionsGreeksHistory = {
|
|
|
1259
1480
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1260
1481
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1261
1482
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1483
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1484
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1485
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
1262
1486
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1487
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1488
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1489
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1490
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1491
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1492
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1493
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
1263
1494
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1495
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1496
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1264
1497
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1265
1498
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1499
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1266
1500
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1267
1501
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
1268
1502
|
},
|
|
@@ -1298,10 +1532,23 @@ export const OptionsGreeksHistory = {
|
|
|
1298
1532
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1299
1533
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1300
1534
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1535
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1536
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1537
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
1301
1538
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1539
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1540
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1541
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1542
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1543
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1544
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1545
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
1302
1546
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1547
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1548
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1303
1549
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1304
1550
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1551
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1305
1552
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1306
1553
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
1307
1554
|
position: item.position ?
|
|
@@ -1328,8 +1575,25 @@ export const OptionsGreeksHistory = {
|
|
|
1328
1575
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
1329
1576
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
1330
1577
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
1578
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
1579
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
1331
1580
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
1581
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
1582
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
1332
1583
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
1584
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
1585
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
1586
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
1587
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
1588
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
1589
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
1590
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
1591
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
1592
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
1593
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
1594
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
1595
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
1596
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
1333
1597
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
1334
1598
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
1335
1599
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -1456,9 +1720,21 @@ export const OptionsGreeksHistory = {
|
|
|
1456
1720
|
},
|
|
1457
1721
|
create: {
|
|
1458
1722
|
timestamp: props.timestamp !== undefined ? props.timestamp : undefined,
|
|
1723
|
+
underlyingPrice: props.underlyingPrice !== undefined ? props.underlyingPrice : undefined,
|
|
1724
|
+
optionPrice: props.optionPrice !== undefined ? props.optionPrice : undefined,
|
|
1725
|
+
bidPrice: props.bidPrice !== undefined ? props.bidPrice : undefined,
|
|
1726
|
+
askPrice: props.askPrice !== undefined ? props.askPrice : undefined,
|
|
1727
|
+
impliedVolatility: props.impliedVolatility !== undefined ? props.impliedVolatility : undefined,
|
|
1728
|
+
delta: props.delta !== undefined ? props.delta : undefined,
|
|
1729
|
+
gamma: props.gamma !== undefined ? props.gamma : undefined,
|
|
1730
|
+
theta: props.theta !== undefined ? props.theta : undefined,
|
|
1731
|
+
vega: props.vega !== undefined ? props.vega : undefined,
|
|
1732
|
+
rho: props.rho !== undefined ? props.rho : undefined,
|
|
1459
1733
|
volume: props.volume !== undefined ? props.volume : undefined,
|
|
1460
1734
|
openInterest: props.openInterest !== undefined ? props.openInterest : undefined,
|
|
1461
1735
|
daysToExpiration: props.daysToExpiration !== undefined ? props.daysToExpiration : undefined,
|
|
1736
|
+
intrinsicValue: props.intrinsicValue !== undefined ? props.intrinsicValue : undefined,
|
|
1737
|
+
extrinsicValue: props.extrinsicValue !== undefined ? props.extrinsicValue : undefined,
|
|
1462
1738
|
metadata: props.metadata !== undefined ? props.metadata : undefined,
|
|
1463
1739
|
contract: props.contract ?
|
|
1464
1740
|
typeof props.contract === 'object' && Object.keys(props.contract).length === 1 && Object.keys(props.contract)[0] === 'id'
|
|
@@ -1477,13 +1753,28 @@ export const OptionsGreeksHistory = {
|
|
|
1477
1753
|
symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
|
|
1478
1754
|
contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
|
|
1479
1755
|
optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
|
|
1756
|
+
strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
|
|
1480
1757
|
expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
|
|
1481
1758
|
daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
|
|
1759
|
+
lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
|
|
1760
|
+
bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
|
|
1761
|
+
askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
|
|
1762
|
+
midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
|
|
1482
1763
|
bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
|
|
1483
1764
|
askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
|
|
1484
1765
|
volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
|
|
1485
1766
|
openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
|
|
1767
|
+
impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
|
|
1768
|
+
delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
|
|
1769
|
+
gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
|
|
1770
|
+
theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
|
|
1771
|
+
vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
|
|
1772
|
+
rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
|
|
1486
1773
|
inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
|
|
1774
|
+
intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
|
|
1775
|
+
extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
|
|
1776
|
+
theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
|
|
1777
|
+
underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
|
|
1487
1778
|
metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
|
|
1488
1779
|
dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
|
|
1489
1780
|
positions: props.contract.positions ?
|
|
@@ -1510,8 +1801,25 @@ export const OptionsGreeksHistory = {
|
|
|
1510
1801
|
status: item.status !== undefined ? item.status : undefined,
|
|
1511
1802
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
1512
1803
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1804
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
1805
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
1513
1806
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
1807
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
1808
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
1514
1809
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
1810
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
1811
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
1812
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
1813
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
1814
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
1815
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
1816
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
1817
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
1818
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
1819
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
1820
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
1821
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
1822
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
1515
1823
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
1516
1824
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
1517
1825
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -1544,10 +1852,23 @@ export const OptionsGreeksHistory = {
|
|
|
1544
1852
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1545
1853
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1546
1854
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1855
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1856
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1857
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
1547
1858
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1859
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1860
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1861
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1862
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1863
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1864
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1865
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
1548
1866
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1867
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1868
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1549
1869
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1550
1870
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1871
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1551
1872
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1552
1873
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
1553
1874
|
},
|
|
@@ -1583,10 +1904,23 @@ export const OptionsGreeksHistory = {
|
|
|
1583
1904
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1584
1905
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1585
1906
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1907
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1908
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1909
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
1586
1910
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1911
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1912
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1913
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1914
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1915
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1916
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1917
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
1587
1918
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1919
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1920
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1588
1921
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1589
1922
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1923
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1590
1924
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1591
1925
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
1592
1926
|
position: item.position ?
|
|
@@ -1613,8 +1947,25 @@ export const OptionsGreeksHistory = {
|
|
|
1613
1947
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
1614
1948
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
1615
1949
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
1950
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
1951
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
1616
1952
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
1953
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
1954
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
1617
1955
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
1956
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
1957
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
1958
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
1959
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
1960
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
1961
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
1962
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
1963
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
1964
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
1965
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
1966
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
1967
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
1968
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
1618
1969
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
1619
1970
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
1620
1971
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -1991,10 +2342,23 @@ export const OptionsGreeksHistory = {
|
|
|
1991
2342
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1992
2343
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1993
2344
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2345
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
2346
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
2347
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
1994
2348
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
2349
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
2350
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
2351
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
2352
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
2353
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
2354
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
2355
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
1995
2356
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
2357
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
2358
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1996
2359
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1997
2360
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
2361
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1998
2362
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1999
2363
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2000
2364
|
},
|
|
@@ -2006,8 +2370,25 @@ export const OptionsGreeksHistory = {
|
|
|
2006
2370
|
status: item.status !== undefined ? item.status : undefined,
|
|
2007
2371
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
2008
2372
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2373
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
2374
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
2009
2375
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
2376
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
2377
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
2010
2378
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
2379
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
2380
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
2381
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
2382
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
2383
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
2384
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
2385
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
2386
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
2387
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
2388
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
2389
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
2390
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
2391
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
2011
2392
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
2012
2393
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
2013
2394
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -2040,10 +2421,23 @@ export const OptionsGreeksHistory = {
|
|
|
2040
2421
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
2041
2422
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2042
2423
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2424
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
2425
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
2426
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2043
2427
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
2428
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
2429
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
2430
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
2431
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
2432
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
2433
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
2434
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2044
2435
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
2436
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
2437
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2045
2438
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2046
2439
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
2440
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2047
2441
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2048
2442
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2049
2443
|
},
|
|
@@ -2264,8 +2658,25 @@ export const OptionsGreeksHistory = {
|
|
|
2264
2658
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
2265
2659
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
2266
2660
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
2661
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
2662
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
2267
2663
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
2664
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
2665
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
2268
2666
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
2667
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
2668
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
2669
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
2670
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
2671
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
2672
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
2673
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
2674
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
2675
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
2676
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
2677
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
2678
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
2679
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
2269
2680
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
2270
2681
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
2271
2682
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -2280,10 +2691,23 @@ export const OptionsGreeksHistory = {
|
|
|
2280
2691
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
2281
2692
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2282
2693
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2694
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
2695
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
2696
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2283
2697
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
2698
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
2699
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
2700
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
2701
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
2702
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
2703
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
2704
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2284
2705
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
2706
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
2707
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2285
2708
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2286
2709
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
2710
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2287
2711
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2288
2712
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2289
2713
|
position: item.position ?
|
|
@@ -2310,8 +2734,25 @@ export const OptionsGreeksHistory = {
|
|
|
2310
2734
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
2311
2735
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
2312
2736
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
2737
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
2738
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
2313
2739
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
2740
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
2741
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
2314
2742
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
2743
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
2744
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
2745
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
2746
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
2747
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
2748
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
2749
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
2750
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
2751
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
2752
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
2753
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
2754
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
2755
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
2315
2756
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
2316
2757
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
2317
2758
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -2328,13 +2769,28 @@ export const OptionsGreeksHistory = {
|
|
|
2328
2769
|
symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
|
|
2329
2770
|
contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
|
|
2330
2771
|
optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
|
|
2772
|
+
strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
|
|
2331
2773
|
expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
|
|
2332
2774
|
daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
|
|
2775
|
+
lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
|
|
2776
|
+
bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
|
|
2777
|
+
askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
|
|
2778
|
+
midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
|
|
2333
2779
|
bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
|
|
2334
2780
|
askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
|
|
2335
2781
|
volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
|
|
2336
2782
|
openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
|
|
2783
|
+
impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
|
|
2784
|
+
delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
|
|
2785
|
+
gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
|
|
2786
|
+
theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
|
|
2787
|
+
vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
|
|
2788
|
+
rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
|
|
2337
2789
|
inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
|
|
2790
|
+
intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
|
|
2791
|
+
extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
|
|
2792
|
+
theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
|
|
2793
|
+
underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
|
|
2338
2794
|
metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
|
|
2339
2795
|
dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
|
|
2340
2796
|
positions: props.contract.positions ?
|
|
@@ -2361,8 +2817,25 @@ export const OptionsGreeksHistory = {
|
|
|
2361
2817
|
status: item.status !== undefined ? item.status : undefined,
|
|
2362
2818
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
2363
2819
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2820
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
2821
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
2364
2822
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
2823
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
2824
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
2365
2825
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
2826
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
2827
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
2828
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
2829
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
2830
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
2831
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
2832
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
2833
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
2834
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
2835
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
2836
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
2837
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
2838
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
2366
2839
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
2367
2840
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
2368
2841
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -2395,10 +2868,23 @@ export const OptionsGreeksHistory = {
|
|
|
2395
2868
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
2396
2869
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2397
2870
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2871
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
2872
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
2873
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2398
2874
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
2875
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
2876
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
2877
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
2878
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
2879
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
2880
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
2881
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2399
2882
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
2883
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
2884
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2400
2885
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2401
2886
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
2887
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2402
2888
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2403
2889
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2404
2890
|
},
|
|
@@ -2434,10 +2920,23 @@ export const OptionsGreeksHistory = {
|
|
|
2434
2920
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
2435
2921
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2436
2922
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2923
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
2924
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
2925
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2437
2926
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
2927
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
2928
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
2929
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
2930
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
2931
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
2932
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
2933
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2438
2934
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
2935
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
2936
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2439
2937
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2440
2938
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
2939
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2441
2940
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2442
2941
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2443
2942
|
position: item.position ?
|
|
@@ -2464,8 +2963,25 @@ export const OptionsGreeksHistory = {
|
|
|
2464
2963
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
2465
2964
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
2466
2965
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
2966
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
2967
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
2467
2968
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
2969
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
2970
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
2468
2971
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
2972
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
2973
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
2974
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
2975
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
2976
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
2977
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
2978
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
2979
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
2980
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
2981
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
2982
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
2983
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
2984
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
2469
2985
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
2470
2986
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
2471
2987
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -2957,10 +3473,23 @@ export const OptionsGreeksHistory = {
|
|
|
2957
3473
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
2958
3474
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2959
3475
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
3476
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
3477
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
3478
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2960
3479
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
3480
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
3481
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
3482
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
3483
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
3484
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
3485
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
3486
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2961
3487
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
3488
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
3489
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2962
3490
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2963
3491
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
3492
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2964
3493
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2965
3494
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2966
3495
|
},
|
|
@@ -2972,8 +3501,25 @@ export const OptionsGreeksHistory = {
|
|
|
2972
3501
|
status: item.status !== undefined ? item.status : undefined,
|
|
2973
3502
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
2974
3503
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
3504
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
3505
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
2975
3506
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
3507
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
3508
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
2976
3509
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
3510
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
3511
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
3512
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
3513
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
3514
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
3515
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
3516
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
3517
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
3518
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
3519
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
3520
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
3521
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
3522
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
2977
3523
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
2978
3524
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
2979
3525
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -3006,10 +3552,23 @@ export const OptionsGreeksHistory = {
|
|
|
3006
3552
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
3007
3553
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
3008
3554
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
3555
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
3556
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
3557
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
3009
3558
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
3559
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
3560
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
3561
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
3562
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
3563
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
3564
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
3565
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
3010
3566
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
3567
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
3568
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
3011
3569
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
3012
3570
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
3571
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
3013
3572
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
3014
3573
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
3015
3574
|
},
|
|
@@ -3230,8 +3789,25 @@ export const OptionsGreeksHistory = {
|
|
|
3230
3789
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
3231
3790
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
3232
3791
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
3792
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
3793
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
3233
3794
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
3795
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
3796
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
3234
3797
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
3798
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
3799
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
3800
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
3801
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
3802
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
3803
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
3804
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
3805
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
3806
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
3807
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
3808
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
3809
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
3810
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
3235
3811
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
3236
3812
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
3237
3813
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -3246,10 +3822,23 @@ export const OptionsGreeksHistory = {
|
|
|
3246
3822
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
3247
3823
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
3248
3824
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
3825
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
3826
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
3827
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
3249
3828
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
3829
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
3830
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
3831
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
3832
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
3833
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
3834
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
3835
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
3250
3836
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
3837
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
3838
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
3251
3839
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
3252
3840
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
3841
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
3253
3842
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
3254
3843
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
3255
3844
|
position: item.position ?
|
|
@@ -3276,8 +3865,25 @@ export const OptionsGreeksHistory = {
|
|
|
3276
3865
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
3277
3866
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
3278
3867
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
3868
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
3869
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
3279
3870
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
3871
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
3872
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
3280
3873
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
3874
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
3875
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
3876
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
3877
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
3878
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
3879
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
3880
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
3881
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
3882
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
3883
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
3884
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
3885
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
3886
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
3281
3887
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
3282
3888
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
3283
3889
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -3294,13 +3900,28 @@ export const OptionsGreeksHistory = {
|
|
|
3294
3900
|
symbol: prop.contract.symbol !== undefined ? prop.contract.symbol : undefined,
|
|
3295
3901
|
contractSymbol: prop.contract.contractSymbol !== undefined ? prop.contract.contractSymbol : undefined,
|
|
3296
3902
|
optionType: prop.contract.optionType !== undefined ? prop.contract.optionType : undefined,
|
|
3903
|
+
strikePrice: prop.contract.strikePrice !== undefined ? prop.contract.strikePrice : undefined,
|
|
3297
3904
|
expirationDate: prop.contract.expirationDate !== undefined ? prop.contract.expirationDate : undefined,
|
|
3298
3905
|
daysToExpiration: prop.contract.daysToExpiration !== undefined ? prop.contract.daysToExpiration : undefined,
|
|
3906
|
+
lastPrice: prop.contract.lastPrice !== undefined ? prop.contract.lastPrice : undefined,
|
|
3907
|
+
bidPrice: prop.contract.bidPrice !== undefined ? prop.contract.bidPrice : undefined,
|
|
3908
|
+
askPrice: prop.contract.askPrice !== undefined ? prop.contract.askPrice : undefined,
|
|
3909
|
+
midPrice: prop.contract.midPrice !== undefined ? prop.contract.midPrice : undefined,
|
|
3299
3910
|
bidSize: prop.contract.bidSize !== undefined ? prop.contract.bidSize : undefined,
|
|
3300
3911
|
askSize: prop.contract.askSize !== undefined ? prop.contract.askSize : undefined,
|
|
3301
3912
|
volume: prop.contract.volume !== undefined ? prop.contract.volume : undefined,
|
|
3302
3913
|
openInterest: prop.contract.openInterest !== undefined ? prop.contract.openInterest : undefined,
|
|
3914
|
+
impliedVolatility: prop.contract.impliedVolatility !== undefined ? prop.contract.impliedVolatility : undefined,
|
|
3915
|
+
delta: prop.contract.delta !== undefined ? prop.contract.delta : undefined,
|
|
3916
|
+
gamma: prop.contract.gamma !== undefined ? prop.contract.gamma : undefined,
|
|
3917
|
+
theta: prop.contract.theta !== undefined ? prop.contract.theta : undefined,
|
|
3918
|
+
vega: prop.contract.vega !== undefined ? prop.contract.vega : undefined,
|
|
3919
|
+
rho: prop.contract.rho !== undefined ? prop.contract.rho : undefined,
|
|
3303
3920
|
inTheMoney: prop.contract.inTheMoney !== undefined ? prop.contract.inTheMoney : undefined,
|
|
3921
|
+
intrinsicValue: prop.contract.intrinsicValue !== undefined ? prop.contract.intrinsicValue : undefined,
|
|
3922
|
+
extrinsicValue: prop.contract.extrinsicValue !== undefined ? prop.contract.extrinsicValue : undefined,
|
|
3923
|
+
theoreticalPrice: prop.contract.theoreticalPrice !== undefined ? prop.contract.theoreticalPrice : undefined,
|
|
3924
|
+
underlyingPrice: prop.contract.underlyingPrice !== undefined ? prop.contract.underlyingPrice : undefined,
|
|
3304
3925
|
metadata: prop.contract.metadata !== undefined ? prop.contract.metadata : undefined,
|
|
3305
3926
|
dataTimestamp: prop.contract.dataTimestamp !== undefined ? prop.contract.dataTimestamp : undefined,
|
|
3306
3927
|
positions: prop.contract.positions ?
|
|
@@ -3327,8 +3948,25 @@ export const OptionsGreeksHistory = {
|
|
|
3327
3948
|
status: item.status !== undefined ? item.status : undefined,
|
|
3328
3949
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
3329
3950
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
3951
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
3952
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
3330
3953
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
3954
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
3955
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
3331
3956
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
3957
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
3958
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
3959
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
3960
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
3961
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
3962
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
3963
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
3964
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
3965
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
3966
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
3967
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
3968
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
3969
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
3332
3970
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
3333
3971
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
3334
3972
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -3361,10 +3999,23 @@ export const OptionsGreeksHistory = {
|
|
|
3361
3999
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
3362
4000
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
3363
4001
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
4002
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
4003
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
4004
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
3364
4005
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
4006
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
4007
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
4008
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
4009
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
4010
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
4011
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
4012
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
3365
4013
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
4014
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
4015
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
3366
4016
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
3367
4017
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
4018
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
3368
4019
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
3369
4020
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
3370
4021
|
},
|
|
@@ -3400,10 +4051,23 @@ export const OptionsGreeksHistory = {
|
|
|
3400
4051
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
3401
4052
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
3402
4053
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
4054
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
4055
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
4056
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
3403
4057
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
4058
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
4059
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
4060
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
4061
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
4062
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
4063
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
4064
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
3404
4065
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
4066
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
4067
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
3405
4068
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
3406
4069
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
4070
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
3407
4071
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
3408
4072
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
3409
4073
|
position: item.position ?
|
|
@@ -3430,8 +4094,25 @@ export const OptionsGreeksHistory = {
|
|
|
3430
4094
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
3431
4095
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
3432
4096
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
4097
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
4098
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
3433
4099
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
4100
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
4101
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
3434
4102
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
4103
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
4104
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
4105
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
4106
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
4107
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
4108
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
4109
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
4110
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
4111
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
4112
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
4113
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
4114
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
4115
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
3435
4116
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
3436
4117
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
3437
4118
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|