@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.
Files changed (62) hide show
  1. package/Asset.cjs +30 -0
  2. package/DeadLetterMessage.cjs +6 -0
  3. package/InstitutionalFlowSignal.cjs +33 -0
  4. package/InstitutionalHolding.cjs +33 -0
  5. package/NewsArticle.cjs +66 -0
  6. package/NewsArticleAssetSentiment.cjs +48 -0
  7. package/OptionsContract.cjs +825 -0
  8. package/OptionsGreeksHistory.cjs +681 -0
  9. package/OptionsPosition.cjs +1017 -0
  10. package/OptionsTradeExecution.cjs +969 -0
  11. package/PortfolioGreeksHistory.cjs +36 -0
  12. package/SignalGeneratorMetrics.cjs +24 -0
  13. package/SignalLineage.cjs +6 -0
  14. package/SignalOutcome.cjs +9 -0
  15. package/SignalPriorityQueue.cjs +12 -0
  16. package/esm/Asset.d.ts.map +1 -1
  17. package/esm/Asset.js.map +1 -1
  18. package/esm/Asset.mjs +30 -0
  19. package/esm/DeadLetterMessage.d.ts.map +1 -1
  20. package/esm/DeadLetterMessage.js.map +1 -1
  21. package/esm/DeadLetterMessage.mjs +6 -0
  22. package/esm/InstitutionalFlowSignal.d.ts.map +1 -1
  23. package/esm/InstitutionalFlowSignal.js.map +1 -1
  24. package/esm/InstitutionalFlowSignal.mjs +33 -0
  25. package/esm/InstitutionalHolding.d.ts.map +1 -1
  26. package/esm/InstitutionalHolding.js.map +1 -1
  27. package/esm/InstitutionalHolding.mjs +33 -0
  28. package/esm/NewsArticle.d.ts.map +1 -1
  29. package/esm/NewsArticle.js.map +1 -1
  30. package/esm/NewsArticle.mjs +66 -0
  31. package/esm/NewsArticleAssetSentiment.d.ts.map +1 -1
  32. package/esm/NewsArticleAssetSentiment.js.map +1 -1
  33. package/esm/NewsArticleAssetSentiment.mjs +48 -0
  34. package/esm/OptionsContract.d.ts.map +1 -1
  35. package/esm/OptionsContract.js.map +1 -1
  36. package/esm/OptionsContract.mjs +825 -0
  37. package/esm/OptionsGreeksHistory.d.ts.map +1 -1
  38. package/esm/OptionsGreeksHistory.js.map +1 -1
  39. package/esm/OptionsGreeksHistory.mjs +681 -0
  40. package/esm/OptionsPosition.d.ts.map +1 -1
  41. package/esm/OptionsPosition.js.map +1 -1
  42. package/esm/OptionsPosition.mjs +1017 -0
  43. package/esm/OptionsTradeExecution.d.ts.map +1 -1
  44. package/esm/OptionsTradeExecution.js.map +1 -1
  45. package/esm/OptionsTradeExecution.mjs +969 -0
  46. package/esm/PortfolioGreeksHistory.d.ts.map +1 -1
  47. package/esm/PortfolioGreeksHistory.js.map +1 -1
  48. package/esm/PortfolioGreeksHistory.mjs +36 -0
  49. package/esm/SignalGeneratorMetrics.d.ts.map +1 -1
  50. package/esm/SignalGeneratorMetrics.js.map +1 -1
  51. package/esm/SignalGeneratorMetrics.mjs +24 -0
  52. package/esm/SignalLineage.d.ts.map +1 -1
  53. package/esm/SignalLineage.js.map +1 -1
  54. package/esm/SignalLineage.mjs +6 -0
  55. package/esm/SignalOutcome.d.ts.map +1 -1
  56. package/esm/SignalOutcome.js.map +1 -1
  57. package/esm/SignalOutcome.mjs +9 -0
  58. package/esm/SignalPriorityQueue.d.ts.map +1 -1
  59. package/esm/SignalPriorityQueue.js.map +1 -1
  60. package/esm/SignalPriorityQueue.mjs +12 -0
  61. package/esm/index.d.ts.map +1 -1
  62. package/package.json +1 -1
package/esm/OptionsTradeExecution.mjs CHANGED
@@ -144,10 +144,23 @@ export const OptionsTradeExecution = {
144
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  brokerOrderId: props.brokerOrderId !== undefined ? props.brokerOrderId : undefined,
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  executionSide: props.executionSide !== undefined ? props.executionSide : undefined,
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  quantity: props.quantity !== undefined ? props.quantity : undefined,
147
+ executionPrice: props.executionPrice !== undefined ? props.executionPrice : undefined,
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+ executionValue: props.executionValue !== undefined ? props.executionValue : undefined,
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+ fees: props.fees !== undefined ? props.fees : undefined,
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  executionTime: props.executionTime !== undefined ? props.executionTime : undefined,
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+ underlyingPriceAtExecution: props.underlyingPriceAtExecution !== undefined ? props.underlyingPriceAtExecution : undefined,
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+ deltaAtExecution: props.deltaAtExecution !== undefined ? props.deltaAtExecution : undefined,
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+ gammaAtExecution: props.gammaAtExecution !== undefined ? props.gammaAtExecution : undefined,
154
+ thetaAtExecution: props.thetaAtExecution !== undefined ? props.thetaAtExecution : undefined,
155
+ vegaAtExecution: props.vegaAtExecution !== undefined ? props.vegaAtExecution : undefined,
156
+ rhoAtExecution: props.rhoAtExecution !== undefined ? props.rhoAtExecution : undefined,
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+ impliedVolatilityAtExecution: props.impliedVolatilityAtExecution !== undefined ? props.impliedVolatilityAtExecution : undefined,
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  orderType: props.orderType !== undefined ? props.orderType : undefined,
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+ limitPrice: props.limitPrice !== undefined ? props.limitPrice : undefined,
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+ stopPrice: props.stopPrice !== undefined ? props.stopPrice : undefined,
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  timeInForce: props.timeInForce !== undefined ? props.timeInForce : undefined,
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  venue: props.venue !== undefined ? props.venue : undefined,
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+ slippage: props.slippage !== undefined ? props.slippage : undefined,
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  notes: props.notes !== undefined ? props.notes : undefined,
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  metadata: props.metadata !== undefined ? props.metadata : undefined,
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  position: props.position ?
@@ -174,8 +187,25 @@ export const OptionsTradeExecution = {
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  status: props.position.status !== undefined ? props.position.status : undefined,
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  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
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  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
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+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
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+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
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  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
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+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
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+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
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  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
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+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
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+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
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+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
199
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
200
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
201
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
202
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
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+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
204
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
205
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
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+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
207
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
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+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
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  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
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  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
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  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -198,13 +228,28 @@ export const OptionsTradeExecution = {
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  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
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  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
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  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
231
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
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  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
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  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
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+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
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+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
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+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
237
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
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  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
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  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
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  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
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  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
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+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
243
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
244
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
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+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
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+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
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+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
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  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
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+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
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+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
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+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
252
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
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  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
209
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  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
210
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  greeksHistory: props.position.contract.greeksHistory ?
@@ -222,9 +267,21 @@ export const OptionsTradeExecution = {
222
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  },
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  create: {
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  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
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+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
271
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
272
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
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+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
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+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
275
+ delta: item.delta !== undefined ? item.delta : undefined,
276
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
277
+ theta: item.theta !== undefined ? item.theta : undefined,
278
+ vega: item.vega !== undefined ? item.vega : undefined,
279
+ rho: item.rho !== undefined ? item.rho : undefined,
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  volume: item.volume !== undefined ? item.volume : undefined,
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  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
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  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
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+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
284
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
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  },
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  }))
@@ -256,10 +313,23 @@ export const OptionsTradeExecution = {
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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,
323
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
324
+ 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,
328
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
329
+ 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,
332
+ 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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  },
@@ -288,13 +358,28 @@ export const OptionsTradeExecution = {
288
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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,
361
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
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  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
292
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  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
364
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
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+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
366
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
367
+ 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,
372
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
373
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
374
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
375
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
376
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
377
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
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  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
379
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
380
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
381
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
382
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
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  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
299
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  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
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  positions: props.contract.positions ?
@@ -321,8 +406,25 @@ export const OptionsTradeExecution = {
321
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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,
409
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
410
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
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  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
412
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
413
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
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  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
415
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
416
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
417
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
418
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
419
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
420
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
421
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
422
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
423
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
424
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
425
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
426
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
427
+ 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,
@@ -355,10 +457,23 @@ export const OptionsTradeExecution = {
355
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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,
460
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
461
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
462
+ fees: item.fees !== undefined ? item.fees : undefined,
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  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
464
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
465
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
466
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
467
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
468
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
469
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
470
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
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  orderType: item.orderType !== undefined ? item.orderType : undefined,
472
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
473
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
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  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
361
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  venue: item.venue !== undefined ? item.venue : undefined,
476
+ 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,
364
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  },
@@ -382,9 +497,21 @@ export const OptionsTradeExecution = {
382
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  },
383
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  create: {
384
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  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
500
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
501
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
502
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
503
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
504
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
505
+ delta: item.delta !== undefined ? item.delta : undefined,
506
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
507
+ theta: item.theta !== undefined ? item.theta : undefined,
508
+ vega: item.vega !== undefined ? item.vega : undefined,
509
+ rho: item.rho !== undefined ? item.rho : undefined,
385
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  volume: item.volume !== undefined ? item.volume : undefined,
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  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
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  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
513
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
514
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
389
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  },
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  }))
@@ -501,10 +628,23 @@ export const OptionsTradeExecution = {
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  brokerOrderId: prop.brokerOrderId !== undefined ? prop.brokerOrderId : undefined,
502
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  executionSide: prop.executionSide !== undefined ? prop.executionSide : undefined,
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  quantity: prop.quantity !== undefined ? prop.quantity : undefined,
631
+ executionPrice: prop.executionPrice !== undefined ? prop.executionPrice : undefined,
632
+ executionValue: prop.executionValue !== undefined ? prop.executionValue : undefined,
633
+ fees: prop.fees !== undefined ? prop.fees : undefined,
504
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  executionTime: prop.executionTime !== undefined ? prop.executionTime : undefined,
635
+ underlyingPriceAtExecution: prop.underlyingPriceAtExecution !== undefined ? prop.underlyingPriceAtExecution : undefined,
636
+ deltaAtExecution: prop.deltaAtExecution !== undefined ? prop.deltaAtExecution : undefined,
637
+ gammaAtExecution: prop.gammaAtExecution !== undefined ? prop.gammaAtExecution : undefined,
638
+ thetaAtExecution: prop.thetaAtExecution !== undefined ? prop.thetaAtExecution : undefined,
639
+ vegaAtExecution: prop.vegaAtExecution !== undefined ? prop.vegaAtExecution : undefined,
640
+ rhoAtExecution: prop.rhoAtExecution !== undefined ? prop.rhoAtExecution : undefined,
641
+ impliedVolatilityAtExecution: prop.impliedVolatilityAtExecution !== undefined ? prop.impliedVolatilityAtExecution : undefined,
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  orderType: prop.orderType !== undefined ? prop.orderType : undefined,
643
+ limitPrice: prop.limitPrice !== undefined ? prop.limitPrice : undefined,
644
+ stopPrice: prop.stopPrice !== undefined ? prop.stopPrice : undefined,
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  timeInForce: prop.timeInForce !== undefined ? prop.timeInForce : undefined,
507
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  venue: prop.venue !== undefined ? prop.venue : undefined,
647
+ slippage: prop.slippage !== undefined ? prop.slippage : undefined,
508
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  notes: prop.notes !== undefined ? prop.notes : undefined,
509
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  metadata: prop.metadata !== undefined ? prop.metadata : undefined,
510
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  })),
@@ -984,9 +1124,21 @@ export const OptionsTradeExecution = {
984
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  },
985
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  create: {
986
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  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1127
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1128
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1129
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1130
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1131
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1132
+ delta: item.delta !== undefined ? item.delta : undefined,
1133
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1134
+ theta: item.theta !== undefined ? item.theta : undefined,
1135
+ vega: item.vega !== undefined ? item.vega : undefined,
1136
+ rho: item.rho !== undefined ? item.rho : undefined,
987
1137
  volume: item.volume !== undefined ? item.volume : undefined,
988
1138
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
989
1139
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1140
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1141
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
990
1142
  metadata: item.metadata !== undefined ? item.metadata : undefined,
991
1143
  },
992
1144
  }))
@@ -1091,10 +1243,23 @@ export const OptionsTradeExecution = {
1091
1243
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1092
1244
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1093
1245
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1246
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1247
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1248
+ fees: item.fees !== undefined ? item.fees : undefined,
1094
1249
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1250
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1251
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1252
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1253
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1254
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1255
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1256
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1095
1257
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1258
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1259
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1096
1260
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1097
1261
  venue: item.venue !== undefined ? item.venue : undefined,
1262
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1098
1263
  notes: item.notes !== undefined ? item.notes : undefined,
1099
1264
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1100
1265
  },
@@ -1105,13 +1270,28 @@ export const OptionsTradeExecution = {
1105
1270
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
1106
1271
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
1107
1272
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
1273
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
1108
1274
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
1109
1275
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
1276
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
1277
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
1278
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
1279
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
1110
1280
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
1111
1281
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
1112
1282
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
1113
1283
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
1284
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
1285
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
1286
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
1287
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
1288
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
1289
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
1114
1290
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
1291
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
1292
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
1293
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
1294
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
1115
1295
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
1116
1296
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
1117
1297
  greeksHistory: props.position.contract.greeksHistory ?
@@ -1129,9 +1309,21 @@ export const OptionsTradeExecution = {
1129
1309
  },
1130
1310
  create: {
1131
1311
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1312
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1313
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1314
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1315
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1316
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1317
+ delta: item.delta !== undefined ? item.delta : undefined,
1318
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1319
+ theta: item.theta !== undefined ? item.theta : undefined,
1320
+ vega: item.vega !== undefined ? item.vega : undefined,
1321
+ rho: item.rho !== undefined ? item.rho : undefined,
1132
1322
  volume: item.volume !== undefined ? item.volume : undefined,
1133
1323
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1134
1324
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1325
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1326
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1135
1327
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1136
1328
  },
1137
1329
  }))
@@ -1163,10 +1355,23 @@ export const OptionsTradeExecution = {
1163
1355
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1164
1356
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1165
1357
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1358
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1359
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1360
+ fees: item.fees !== undefined ? item.fees : undefined,
1166
1361
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1362
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1363
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1364
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1365
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1366
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1367
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1368
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1167
1369
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1370
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1371
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1168
1372
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1169
1373
  venue: item.venue !== undefined ? item.venue : undefined,
1374
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1170
1375
  notes: item.notes !== undefined ? item.notes : undefined,
1171
1376
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1172
1377
  },
@@ -1181,8 +1386,25 @@ export const OptionsTradeExecution = {
1181
1386
  status: props.position.status !== undefined ? props.position.status : undefined,
1182
1387
  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
1183
1388
  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
1389
+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
1390
+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
1184
1391
  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
1392
+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
1393
+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
1185
1394
  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
1395
+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
1396
+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
1397
+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
1398
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
1399
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
1400
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
1401
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
1402
+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
1403
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
1404
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
1405
+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
1406
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
1407
+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
1186
1408
  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
1187
1409
  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
1188
1410
  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -1205,13 +1427,28 @@ export const OptionsTradeExecution = {
1205
1427
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
1206
1428
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
1207
1429
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
1430
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
1208
1431
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
1209
1432
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
1433
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
1434
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
1435
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
1436
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
1210
1437
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
1211
1438
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
1212
1439
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
1213
1440
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
1441
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
1442
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
1443
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
1444
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
1445
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
1446
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
1214
1447
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
1448
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
1449
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
1450
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
1451
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
1215
1452
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
1216
1453
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
1217
1454
  greeksHistory: props.position.contract.greeksHistory ?
@@ -1229,9 +1466,21 @@ export const OptionsTradeExecution = {
1229
1466
  },
1230
1467
  create: {
1231
1468
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1469
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1470
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1471
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1472
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1473
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1474
+ delta: item.delta !== undefined ? item.delta : undefined,
1475
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1476
+ theta: item.theta !== undefined ? item.theta : undefined,
1477
+ vega: item.vega !== undefined ? item.vega : undefined,
1478
+ rho: item.rho !== undefined ? item.rho : undefined,
1232
1479
  volume: item.volume !== undefined ? item.volume : undefined,
1233
1480
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1234
1481
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1482
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1483
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1235
1484
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1236
1485
  },
1237
1486
  }))
@@ -1263,10 +1512,23 @@ export const OptionsTradeExecution = {
1263
1512
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1264
1513
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1265
1514
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1515
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1516
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1517
+ fees: item.fees !== undefined ? item.fees : undefined,
1266
1518
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1519
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1520
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1521
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1522
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1523
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1524
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1525
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1267
1526
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1527
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1528
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1268
1529
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1269
1530
  venue: item.venue !== undefined ? item.venue : undefined,
1531
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1270
1532
  notes: item.notes !== undefined ? item.notes : undefined,
1271
1533
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1272
1534
  },
@@ -1587,10 +1849,23 @@ export const OptionsTradeExecution = {
1587
1849
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1588
1850
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1589
1851
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1852
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1853
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1854
+ fees: item.fees !== undefined ? item.fees : undefined,
1590
1855
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1856
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1857
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1858
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1859
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1860
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1861
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1862
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1591
1863
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1864
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1865
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1592
1866
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1593
1867
  venue: item.venue !== undefined ? item.venue : undefined,
1868
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1594
1869
  notes: item.notes !== undefined ? item.notes : undefined,
1595
1870
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1596
1871
  },
@@ -1602,8 +1877,25 @@ export const OptionsTradeExecution = {
1602
1877
  status: item.status !== undefined ? item.status : undefined,
1603
1878
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1604
1879
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1880
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
1881
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1605
1882
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
1883
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
1884
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1606
1885
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
1886
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
1887
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
1888
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
1889
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
1890
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
1891
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
1892
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
1893
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
1894
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
1895
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
1896
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
1897
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
1898
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1607
1899
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1608
1900
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1609
1901
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1636,10 +1928,23 @@ export const OptionsTradeExecution = {
1636
1928
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1637
1929
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1638
1930
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1931
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1932
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1933
+ fees: item.fees !== undefined ? item.fees : undefined,
1639
1934
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1935
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1936
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1937
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1938
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1939
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1940
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1941
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1640
1942
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1943
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1944
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1641
1945
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1642
1946
  venue: item.venue !== undefined ? item.venue : undefined,
1947
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1643
1948
  notes: item.notes !== undefined ? item.notes : undefined,
1644
1949
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1645
1950
  },
@@ -1718,9 +2023,21 @@ export const OptionsTradeExecution = {
1718
2023
  },
1719
2024
  create: {
1720
2025
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2026
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2027
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2028
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2029
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2030
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2031
+ delta: item.delta !== undefined ? item.delta : undefined,
2032
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2033
+ theta: item.theta !== undefined ? item.theta : undefined,
2034
+ vega: item.vega !== undefined ? item.vega : undefined,
2035
+ rho: item.rho !== undefined ? item.rho : undefined,
1721
2036
  volume: item.volume !== undefined ? item.volume : undefined,
1722
2037
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1723
2038
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2039
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2040
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1724
2041
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1725
2042
  },
1726
2043
  }))
@@ -1730,13 +2047,28 @@ export const OptionsTradeExecution = {
1730
2047
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
1731
2048
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
1732
2049
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
2050
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
1733
2051
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
1734
2052
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
2053
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
2054
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
2055
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
2056
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
1735
2057
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
1736
2058
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
1737
2059
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
1738
2060
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
2061
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
2062
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
2063
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
2064
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
2065
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
2066
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
1739
2067
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
2068
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
2069
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
2070
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
2071
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
1740
2072
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
1741
2073
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
1742
2074
  positions: props.contract.positions ?
@@ -1763,8 +2095,25 @@ export const OptionsTradeExecution = {
1763
2095
  status: item.status !== undefined ? item.status : undefined,
1764
2096
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1765
2097
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2098
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2099
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1766
2100
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2101
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2102
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1767
2103
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2104
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2105
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2106
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2107
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2108
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2109
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2110
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2111
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2112
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2113
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2114
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2115
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2116
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1768
2117
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1769
2118
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1770
2119
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1797,10 +2146,23 @@ export const OptionsTradeExecution = {
1797
2146
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1798
2147
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1799
2148
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2149
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2150
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2151
+ fees: item.fees !== undefined ? item.fees : undefined,
1800
2152
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2153
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2154
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2155
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2156
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2157
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2158
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2159
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1801
2160
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2161
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2162
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1802
2163
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1803
2164
  venue: item.venue !== undefined ? item.venue : undefined,
2165
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1804
2166
  notes: item.notes !== undefined ? item.notes : undefined,
1805
2167
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1806
2168
  },
@@ -1824,9 +2186,21 @@ export const OptionsTradeExecution = {
1824
2186
  },
1825
2187
  create: {
1826
2188
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2189
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2190
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2191
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2192
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2193
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2194
+ delta: item.delta !== undefined ? item.delta : undefined,
2195
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2196
+ theta: item.theta !== undefined ? item.theta : undefined,
2197
+ vega: item.vega !== undefined ? item.vega : undefined,
2198
+ rho: item.rho !== undefined ? item.rho : undefined,
1827
2199
  volume: item.volume !== undefined ? item.volume : undefined,
1828
2200
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1829
2201
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2202
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2203
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1830
2204
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1831
2205
  },
1832
2206
  }))
@@ -1958,10 +2332,23 @@ export const OptionsTradeExecution = {
1958
2332
  brokerOrderId: props.brokerOrderId !== undefined ? props.brokerOrderId : undefined,
1959
2333
  executionSide: props.executionSide !== undefined ? props.executionSide : undefined,
1960
2334
  quantity: props.quantity !== undefined ? props.quantity : undefined,
2335
+ executionPrice: props.executionPrice !== undefined ? props.executionPrice : undefined,
2336
+ executionValue: props.executionValue !== undefined ? props.executionValue : undefined,
2337
+ fees: props.fees !== undefined ? props.fees : undefined,
1961
2338
  executionTime: props.executionTime !== undefined ? props.executionTime : undefined,
2339
+ underlyingPriceAtExecution: props.underlyingPriceAtExecution !== undefined ? props.underlyingPriceAtExecution : undefined,
2340
+ deltaAtExecution: props.deltaAtExecution !== undefined ? props.deltaAtExecution : undefined,
2341
+ gammaAtExecution: props.gammaAtExecution !== undefined ? props.gammaAtExecution : undefined,
2342
+ thetaAtExecution: props.thetaAtExecution !== undefined ? props.thetaAtExecution : undefined,
2343
+ vegaAtExecution: props.vegaAtExecution !== undefined ? props.vegaAtExecution : undefined,
2344
+ rhoAtExecution: props.rhoAtExecution !== undefined ? props.rhoAtExecution : undefined,
2345
+ impliedVolatilityAtExecution: props.impliedVolatilityAtExecution !== undefined ? props.impliedVolatilityAtExecution : undefined,
1962
2346
  orderType: props.orderType !== undefined ? props.orderType : undefined,
2347
+ limitPrice: props.limitPrice !== undefined ? props.limitPrice : undefined,
2348
+ stopPrice: props.stopPrice !== undefined ? props.stopPrice : undefined,
1963
2349
  timeInForce: props.timeInForce !== undefined ? props.timeInForce : undefined,
1964
2350
  venue: props.venue !== undefined ? props.venue : undefined,
2351
+ slippage: props.slippage !== undefined ? props.slippage : undefined,
1965
2352
  notes: props.notes !== undefined ? props.notes : undefined,
1966
2353
  metadata: props.metadata !== undefined ? props.metadata : undefined,
1967
2354
  position: props.position ?
@@ -1988,8 +2375,25 @@ export const OptionsTradeExecution = {
1988
2375
  status: props.position.status !== undefined ? props.position.status : undefined,
1989
2376
  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
1990
2377
  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
2378
+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
2379
+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
1991
2380
  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
2381
+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
2382
+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
1992
2383
  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
2384
+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
2385
+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
2386
+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
2387
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
2388
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
2389
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
2390
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
2391
+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
2392
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
2393
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
2394
+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
2395
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
2396
+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
1993
2397
  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
1994
2398
  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
1995
2399
  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -2012,13 +2416,28 @@ export const OptionsTradeExecution = {
2012
2416
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
2013
2417
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
2014
2418
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
2419
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
2015
2420
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
2016
2421
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
2422
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
2423
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
2424
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
2425
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
2017
2426
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
2018
2427
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
2019
2428
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
2020
2429
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
2430
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
2431
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
2432
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
2433
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
2434
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
2435
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
2021
2436
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
2437
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
2438
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
2439
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
2440
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
2022
2441
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
2023
2442
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
2024
2443
  greeksHistory: props.position.contract.greeksHistory ?
@@ -2036,9 +2455,21 @@ export const OptionsTradeExecution = {
2036
2455
  },
2037
2456
  create: {
2038
2457
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2458
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2459
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2460
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2461
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2462
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2463
+ delta: item.delta !== undefined ? item.delta : undefined,
2464
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2465
+ theta: item.theta !== undefined ? item.theta : undefined,
2466
+ vega: item.vega !== undefined ? item.vega : undefined,
2467
+ rho: item.rho !== undefined ? item.rho : undefined,
2039
2468
  volume: item.volume !== undefined ? item.volume : undefined,
2040
2469
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2041
2470
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2471
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2472
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2042
2473
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2043
2474
  },
2044
2475
  }))
@@ -2070,10 +2501,23 @@ export const OptionsTradeExecution = {
2070
2501
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2071
2502
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2072
2503
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2504
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2505
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2506
+ fees: item.fees !== undefined ? item.fees : undefined,
2073
2507
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2508
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2509
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2510
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2511
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2512
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2513
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2514
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2074
2515
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2516
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2517
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2075
2518
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2076
2519
  venue: item.venue !== undefined ? item.venue : undefined,
2520
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2077
2521
  notes: item.notes !== undefined ? item.notes : undefined,
2078
2522
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2079
2523
  },
@@ -2102,13 +2546,28 @@ export const OptionsTradeExecution = {
2102
2546
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
2103
2547
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
2104
2548
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
2549
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
2105
2550
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
2106
2551
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
2552
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
2553
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
2554
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
2555
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
2107
2556
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
2108
2557
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
2109
2558
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
2110
2559
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
2560
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
2561
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
2562
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
2563
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
2564
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
2565
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
2111
2566
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
2567
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
2568
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
2569
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
2570
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
2112
2571
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
2113
2572
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
2114
2573
  positions: props.contract.positions ?
@@ -2135,8 +2594,25 @@ export const OptionsTradeExecution = {
2135
2594
  status: item.status !== undefined ? item.status : undefined,
2136
2595
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
2137
2596
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2597
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2598
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
2138
2599
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2600
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2601
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
2139
2602
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2603
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2604
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2605
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2606
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2607
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2608
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2609
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2610
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2611
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2612
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2613
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2614
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2615
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
2140
2616
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
2141
2617
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
2142
2618
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -2169,10 +2645,23 @@ export const OptionsTradeExecution = {
2169
2645
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2170
2646
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2171
2647
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2648
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2649
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2650
+ fees: item.fees !== undefined ? item.fees : undefined,
2172
2651
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2652
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2653
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2654
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2655
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2656
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2657
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2658
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2173
2659
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2660
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2661
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2174
2662
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2175
2663
  venue: item.venue !== undefined ? item.venue : undefined,
2664
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2176
2665
  notes: item.notes !== undefined ? item.notes : undefined,
2177
2666
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2178
2667
  },
@@ -2196,9 +2685,21 @@ export const OptionsTradeExecution = {
2196
2685
  },
2197
2686
  create: {
2198
2687
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2688
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2689
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2690
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2691
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2692
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2693
+ delta: item.delta !== undefined ? item.delta : undefined,
2694
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2695
+ theta: item.theta !== undefined ? item.theta : undefined,
2696
+ vega: item.vega !== undefined ? item.vega : undefined,
2697
+ rho: item.rho !== undefined ? item.rho : undefined,
2199
2698
  volume: item.volume !== undefined ? item.volume : undefined,
2200
2699
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2201
2700
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2701
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2702
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2202
2703
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2203
2704
  },
2204
2705
  }))
@@ -2559,9 +3060,21 @@ export const OptionsTradeExecution = {
2559
3060
  },
2560
3061
  create: {
2561
3062
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3063
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3064
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3065
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3066
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3067
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3068
+ delta: item.delta !== undefined ? item.delta : undefined,
3069
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3070
+ theta: item.theta !== undefined ? item.theta : undefined,
3071
+ vega: item.vega !== undefined ? item.vega : undefined,
3072
+ rho: item.rho !== undefined ? item.rho : undefined,
2562
3073
  volume: item.volume !== undefined ? item.volume : undefined,
2563
3074
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2564
3075
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3076
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3077
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2565
3078
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2566
3079
  },
2567
3080
  }))
@@ -2666,10 +3179,23 @@ export const OptionsTradeExecution = {
2666
3179
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2667
3180
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2668
3181
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3182
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3183
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3184
+ fees: item.fees !== undefined ? item.fees : undefined,
2669
3185
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3186
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3187
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3188
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3189
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3190
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3191
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3192
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2670
3193
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3194
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3195
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2671
3196
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2672
3197
  venue: item.venue !== undefined ? item.venue : undefined,
3198
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2673
3199
  notes: item.notes !== undefined ? item.notes : undefined,
2674
3200
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2675
3201
  },
@@ -2680,13 +3206,28 @@ export const OptionsTradeExecution = {
2680
3206
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
2681
3207
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
2682
3208
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
3209
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
2683
3210
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
2684
3211
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
3212
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
3213
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
3214
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
3215
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
2685
3216
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
2686
3217
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
2687
3218
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
2688
3219
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
3220
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
3221
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
3222
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
3223
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
3224
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
3225
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
2689
3226
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
3227
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
3228
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
3229
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
3230
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
2690
3231
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
2691
3232
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
2692
3233
  greeksHistory: props.position.contract.greeksHistory ?
@@ -2704,9 +3245,21 @@ export const OptionsTradeExecution = {
2704
3245
  },
2705
3246
  create: {
2706
3247
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3248
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3249
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3250
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3251
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3252
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3253
+ delta: item.delta !== undefined ? item.delta : undefined,
3254
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3255
+ theta: item.theta !== undefined ? item.theta : undefined,
3256
+ vega: item.vega !== undefined ? item.vega : undefined,
3257
+ rho: item.rho !== undefined ? item.rho : undefined,
2707
3258
  volume: item.volume !== undefined ? item.volume : undefined,
2708
3259
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2709
3260
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3261
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3262
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2710
3263
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2711
3264
  },
2712
3265
  }))
@@ -2738,10 +3291,23 @@ export const OptionsTradeExecution = {
2738
3291
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2739
3292
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2740
3293
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3294
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3295
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3296
+ fees: item.fees !== undefined ? item.fees : undefined,
2741
3297
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3298
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3299
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3300
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3301
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3302
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3303
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3304
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2742
3305
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3306
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3307
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2743
3308
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2744
3309
  venue: item.venue !== undefined ? item.venue : undefined,
3310
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2745
3311
  notes: item.notes !== undefined ? item.notes : undefined,
2746
3312
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2747
3313
  },
@@ -2756,8 +3322,25 @@ export const OptionsTradeExecution = {
2756
3322
  status: props.position.status !== undefined ? props.position.status : undefined,
2757
3323
  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
2758
3324
  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
3325
+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
3326
+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
2759
3327
  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
3328
+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
3329
+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
2760
3330
  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
3331
+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
3332
+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
3333
+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
3334
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
3335
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
3336
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
3337
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
3338
+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
3339
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
3340
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
3341
+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
3342
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
3343
+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
2761
3344
  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
2762
3345
  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
2763
3346
  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -2780,13 +3363,28 @@ export const OptionsTradeExecution = {
2780
3363
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
2781
3364
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
2782
3365
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
3366
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
2783
3367
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
2784
3368
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
3369
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
3370
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
3371
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
3372
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
2785
3373
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
2786
3374
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
2787
3375
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
2788
3376
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
3377
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
3378
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
3379
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
3380
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
3381
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
3382
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
2789
3383
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
3384
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
3385
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
3386
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
3387
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
2790
3388
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
2791
3389
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
2792
3390
  greeksHistory: props.position.contract.greeksHistory ?
@@ -2804,9 +3402,21 @@ export const OptionsTradeExecution = {
2804
3402
  },
2805
3403
  create: {
2806
3404
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3405
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3406
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3407
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3408
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3409
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3410
+ delta: item.delta !== undefined ? item.delta : undefined,
3411
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3412
+ theta: item.theta !== undefined ? item.theta : undefined,
3413
+ vega: item.vega !== undefined ? item.vega : undefined,
3414
+ rho: item.rho !== undefined ? item.rho : undefined,
2807
3415
  volume: item.volume !== undefined ? item.volume : undefined,
2808
3416
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2809
3417
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3418
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3419
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2810
3420
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2811
3421
  },
2812
3422
  }))
@@ -2838,10 +3448,23 @@ export const OptionsTradeExecution = {
2838
3448
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2839
3449
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2840
3450
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3451
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3452
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3453
+ fees: item.fees !== undefined ? item.fees : undefined,
2841
3454
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3455
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3456
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3457
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3458
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3459
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3460
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3461
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2842
3462
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3463
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3464
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2843
3465
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2844
3466
  venue: item.venue !== undefined ? item.venue : undefined,
3467
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2845
3468
  notes: item.notes !== undefined ? item.notes : undefined,
2846
3469
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2847
3470
  },
@@ -3162,10 +3785,23 @@ export const OptionsTradeExecution = {
3162
3785
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3163
3786
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3164
3787
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3788
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3789
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3790
+ fees: item.fees !== undefined ? item.fees : undefined,
3165
3791
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3792
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3793
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3794
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3795
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3796
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3797
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3798
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3166
3799
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3800
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3801
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3167
3802
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3168
3803
  venue: item.venue !== undefined ? item.venue : undefined,
3804
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3169
3805
  notes: item.notes !== undefined ? item.notes : undefined,
3170
3806
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3171
3807
  },
@@ -3177,8 +3813,25 @@ export const OptionsTradeExecution = {
3177
3813
  status: item.status !== undefined ? item.status : undefined,
3178
3814
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
3179
3815
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3816
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
3817
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
3180
3818
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
3819
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
3820
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
3181
3821
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
3822
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
3823
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
3824
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
3825
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
3826
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
3827
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
3828
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
3829
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
3830
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
3831
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
3832
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
3833
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
3834
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
3182
3835
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
3183
3836
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
3184
3837
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -3211,10 +3864,23 @@ export const OptionsTradeExecution = {
3211
3864
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3212
3865
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3213
3866
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3867
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3868
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3869
+ fees: item.fees !== undefined ? item.fees : undefined,
3214
3870
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3871
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3872
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3873
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3874
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3875
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3876
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3877
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3215
3878
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3879
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3880
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3216
3881
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3217
3882
  venue: item.venue !== undefined ? item.venue : undefined,
3883
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3218
3884
  notes: item.notes !== undefined ? item.notes : undefined,
3219
3885
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3220
3886
  },
@@ -3293,9 +3959,21 @@ export const OptionsTradeExecution = {
3293
3959
  },
3294
3960
  create: {
3295
3961
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3962
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3963
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3964
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3965
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3966
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3967
+ delta: item.delta !== undefined ? item.delta : undefined,
3968
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3969
+ theta: item.theta !== undefined ? item.theta : undefined,
3970
+ vega: item.vega !== undefined ? item.vega : undefined,
3971
+ rho: item.rho !== undefined ? item.rho : undefined,
3296
3972
  volume: item.volume !== undefined ? item.volume : undefined,
3297
3973
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3298
3974
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3975
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3976
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3299
3977
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3300
3978
  },
3301
3979
  }))
@@ -3305,13 +3983,28 @@ export const OptionsTradeExecution = {
3305
3983
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
3306
3984
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
3307
3985
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
3986
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
3308
3987
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
3309
3988
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
3989
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
3990
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
3991
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
3992
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
3310
3993
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
3311
3994
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
3312
3995
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
3313
3996
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
3997
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
3998
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
3999
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
4000
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
4001
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
4002
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
3314
4003
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
4004
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
4005
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
4006
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
4007
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
3315
4008
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
3316
4009
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
3317
4010
  positions: props.contract.positions ?
@@ -3338,8 +4031,25 @@ export const OptionsTradeExecution = {
3338
4031
  status: item.status !== undefined ? item.status : undefined,
3339
4032
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
3340
4033
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4034
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
4035
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
3341
4036
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
4037
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
4038
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
3342
4039
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
4040
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
4041
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
4042
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
4043
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
4044
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
4045
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
4046
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
4047
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
4048
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
4049
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
4050
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
4051
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
4052
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
3343
4053
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
3344
4054
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
3345
4055
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -3372,10 +4082,23 @@ export const OptionsTradeExecution = {
3372
4082
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3373
4083
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3374
4084
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4085
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4086
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4087
+ fees: item.fees !== undefined ? item.fees : undefined,
3375
4088
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4089
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4090
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4091
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4092
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4093
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4094
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4095
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3376
4096
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4097
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4098
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3377
4099
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3378
4100
  venue: item.venue !== undefined ? item.venue : undefined,
4101
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3379
4102
  notes: item.notes !== undefined ? item.notes : undefined,
3380
4103
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3381
4104
  },
@@ -3399,9 +4122,21 @@ export const OptionsTradeExecution = {
3399
4122
  },
3400
4123
  create: {
3401
4124
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4125
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4126
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4127
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4128
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4129
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4130
+ delta: item.delta !== undefined ? item.delta : undefined,
4131
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4132
+ theta: item.theta !== undefined ? item.theta : undefined,
4133
+ vega: item.vega !== undefined ? item.vega : undefined,
4134
+ rho: item.rho !== undefined ? item.rho : undefined,
3402
4135
  volume: item.volume !== undefined ? item.volume : undefined,
3403
4136
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3404
4137
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4138
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4139
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3405
4140
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3406
4141
  },
3407
4142
  }))
@@ -3889,9 +4624,21 @@ export const OptionsTradeExecution = {
3889
4624
  },
3890
4625
  create: {
3891
4626
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4627
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4628
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4629
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4630
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4631
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4632
+ delta: item.delta !== undefined ? item.delta : undefined,
4633
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4634
+ theta: item.theta !== undefined ? item.theta : undefined,
4635
+ vega: item.vega !== undefined ? item.vega : undefined,
4636
+ rho: item.rho !== undefined ? item.rho : undefined,
3892
4637
  volume: item.volume !== undefined ? item.volume : undefined,
3893
4638
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3894
4639
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4640
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4641
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3895
4642
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3896
4643
  },
3897
4644
  }))
@@ -3996,10 +4743,23 @@ export const OptionsTradeExecution = {
3996
4743
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3997
4744
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3998
4745
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4746
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4747
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4748
+ fees: item.fees !== undefined ? item.fees : undefined,
3999
4749
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4750
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4751
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4752
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4753
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4754
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4755
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4756
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4000
4757
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4758
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4759
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4001
4760
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4002
4761
  venue: item.venue !== undefined ? item.venue : undefined,
4762
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4003
4763
  notes: item.notes !== undefined ? item.notes : undefined,
4004
4764
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4005
4765
  },
@@ -4010,13 +4770,28 @@ export const OptionsTradeExecution = {
4010
4770
  symbol: prop.position.contract.symbol !== undefined ? prop.position.contract.symbol : undefined,
4011
4771
  contractSymbol: prop.position.contract.contractSymbol !== undefined ? prop.position.contract.contractSymbol : undefined,
4012
4772
  optionType: prop.position.contract.optionType !== undefined ? prop.position.contract.optionType : undefined,
4773
+ strikePrice: prop.position.contract.strikePrice !== undefined ? prop.position.contract.strikePrice : undefined,
4013
4774
  expirationDate: prop.position.contract.expirationDate !== undefined ? prop.position.contract.expirationDate : undefined,
4014
4775
  daysToExpiration: prop.position.contract.daysToExpiration !== undefined ? prop.position.contract.daysToExpiration : undefined,
4776
+ lastPrice: prop.position.contract.lastPrice !== undefined ? prop.position.contract.lastPrice : undefined,
4777
+ bidPrice: prop.position.contract.bidPrice !== undefined ? prop.position.contract.bidPrice : undefined,
4778
+ askPrice: prop.position.contract.askPrice !== undefined ? prop.position.contract.askPrice : undefined,
4779
+ midPrice: prop.position.contract.midPrice !== undefined ? prop.position.contract.midPrice : undefined,
4015
4780
  bidSize: prop.position.contract.bidSize !== undefined ? prop.position.contract.bidSize : undefined,
4016
4781
  askSize: prop.position.contract.askSize !== undefined ? prop.position.contract.askSize : undefined,
4017
4782
  volume: prop.position.contract.volume !== undefined ? prop.position.contract.volume : undefined,
4018
4783
  openInterest: prop.position.contract.openInterest !== undefined ? prop.position.contract.openInterest : undefined,
4784
+ impliedVolatility: prop.position.contract.impliedVolatility !== undefined ? prop.position.contract.impliedVolatility : undefined,
4785
+ delta: prop.position.contract.delta !== undefined ? prop.position.contract.delta : undefined,
4786
+ gamma: prop.position.contract.gamma !== undefined ? prop.position.contract.gamma : undefined,
4787
+ theta: prop.position.contract.theta !== undefined ? prop.position.contract.theta : undefined,
4788
+ vega: prop.position.contract.vega !== undefined ? prop.position.contract.vega : undefined,
4789
+ rho: prop.position.contract.rho !== undefined ? prop.position.contract.rho : undefined,
4019
4790
  inTheMoney: prop.position.contract.inTheMoney !== undefined ? prop.position.contract.inTheMoney : undefined,
4791
+ intrinsicValue: prop.position.contract.intrinsicValue !== undefined ? prop.position.contract.intrinsicValue : undefined,
4792
+ extrinsicValue: prop.position.contract.extrinsicValue !== undefined ? prop.position.contract.extrinsicValue : undefined,
4793
+ theoreticalPrice: prop.position.contract.theoreticalPrice !== undefined ? prop.position.contract.theoreticalPrice : undefined,
4794
+ underlyingPrice: prop.position.contract.underlyingPrice !== undefined ? prop.position.contract.underlyingPrice : undefined,
4020
4795
  metadata: prop.position.contract.metadata !== undefined ? prop.position.contract.metadata : undefined,
4021
4796
  dataTimestamp: prop.position.contract.dataTimestamp !== undefined ? prop.position.contract.dataTimestamp : undefined,
4022
4797
  greeksHistory: prop.position.contract.greeksHistory ?
@@ -4034,9 +4809,21 @@ export const OptionsTradeExecution = {
4034
4809
  },
4035
4810
  create: {
4036
4811
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4812
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4813
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4814
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4815
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4816
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4817
+ delta: item.delta !== undefined ? item.delta : undefined,
4818
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4819
+ theta: item.theta !== undefined ? item.theta : undefined,
4820
+ vega: item.vega !== undefined ? item.vega : undefined,
4821
+ rho: item.rho !== undefined ? item.rho : undefined,
4037
4822
  volume: item.volume !== undefined ? item.volume : undefined,
4038
4823
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4039
4824
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4825
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4826
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4040
4827
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4041
4828
  },
4042
4829
  }))
@@ -4068,10 +4855,23 @@ export const OptionsTradeExecution = {
4068
4855
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4069
4856
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4070
4857
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4858
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4859
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4860
+ fees: item.fees !== undefined ? item.fees : undefined,
4071
4861
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4862
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4863
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4864
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4865
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4866
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4867
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4868
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4072
4869
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4870
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4871
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4073
4872
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4074
4873
  venue: item.venue !== undefined ? item.venue : undefined,
4874
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4075
4875
  notes: item.notes !== undefined ? item.notes : undefined,
4076
4876
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4077
4877
  },
@@ -4086,8 +4886,25 @@ export const OptionsTradeExecution = {
4086
4886
  status: prop.position.status !== undefined ? prop.position.status : undefined,
4087
4887
  openingSide: prop.position.openingSide !== undefined ? prop.position.openingSide : undefined,
4088
4888
  quantity: prop.position.quantity !== undefined ? prop.position.quantity : undefined,
4889
+ entryPrice: prop.position.entryPrice !== undefined ? prop.position.entryPrice : undefined,
4890
+ entryCost: prop.position.entryCost !== undefined ? prop.position.entryCost : undefined,
4089
4891
  entryTime: prop.position.entryTime !== undefined ? prop.position.entryTime : undefined,
4892
+ exitPrice: prop.position.exitPrice !== undefined ? prop.position.exitPrice : undefined,
4893
+ exitValue: prop.position.exitValue !== undefined ? prop.position.exitValue : undefined,
4090
4894
  exitTime: prop.position.exitTime !== undefined ? prop.position.exitTime : undefined,
4895
+ currentPrice: prop.position.currentPrice !== undefined ? prop.position.currentPrice : undefined,
4896
+ currentValue: prop.position.currentValue !== undefined ? prop.position.currentValue : undefined,
4897
+ unrealizedPnL: prop.position.unrealizedPnL !== undefined ? prop.position.unrealizedPnL : undefined,
4898
+ unrealizedPnLPercent: prop.position.unrealizedPnLPercent !== undefined ? prop.position.unrealizedPnLPercent : undefined,
4899
+ realizedPnL: prop.position.realizedPnL !== undefined ? prop.position.realizedPnL : undefined,
4900
+ realizedPnLPercent: prop.position.realizedPnLPercent !== undefined ? prop.position.realizedPnLPercent : undefined,
4901
+ totalFees: prop.position.totalFees !== undefined ? prop.position.totalFees : undefined,
4902
+ currentDelta: prop.position.currentDelta !== undefined ? prop.position.currentDelta : undefined,
4903
+ currentGamma: prop.position.currentGamma !== undefined ? prop.position.currentGamma : undefined,
4904
+ currentTheta: prop.position.currentTheta !== undefined ? prop.position.currentTheta : undefined,
4905
+ currentVega: prop.position.currentVega !== undefined ? prop.position.currentVega : undefined,
4906
+ currentRho: prop.position.currentRho !== undefined ? prop.position.currentRho : undefined,
4907
+ currentImpliedVolatility: prop.position.currentImpliedVolatility !== undefined ? prop.position.currentImpliedVolatility : undefined,
4091
4908
  daysHeld: prop.position.daysHeld !== undefined ? prop.position.daysHeld : undefined,
4092
4909
  exitReason: prop.position.exitReason !== undefined ? prop.position.exitReason : undefined,
4093
4910
  strategyType: prop.position.strategyType !== undefined ? prop.position.strategyType : undefined,
@@ -4110,13 +4927,28 @@ export const OptionsTradeExecution = {
4110
4927
  symbol: prop.position.contract.symbol !== undefined ? prop.position.contract.symbol : undefined,
4111
4928
  contractSymbol: prop.position.contract.contractSymbol !== undefined ? prop.position.contract.contractSymbol : undefined,
4112
4929
  optionType: prop.position.contract.optionType !== undefined ? prop.position.contract.optionType : undefined,
4930
+ strikePrice: prop.position.contract.strikePrice !== undefined ? prop.position.contract.strikePrice : undefined,
4113
4931
  expirationDate: prop.position.contract.expirationDate !== undefined ? prop.position.contract.expirationDate : undefined,
4114
4932
  daysToExpiration: prop.position.contract.daysToExpiration !== undefined ? prop.position.contract.daysToExpiration : undefined,
4933
+ lastPrice: prop.position.contract.lastPrice !== undefined ? prop.position.contract.lastPrice : undefined,
4934
+ bidPrice: prop.position.contract.bidPrice !== undefined ? prop.position.contract.bidPrice : undefined,
4935
+ askPrice: prop.position.contract.askPrice !== undefined ? prop.position.contract.askPrice : undefined,
4936
+ midPrice: prop.position.contract.midPrice !== undefined ? prop.position.contract.midPrice : undefined,
4115
4937
  bidSize: prop.position.contract.bidSize !== undefined ? prop.position.contract.bidSize : undefined,
4116
4938
  askSize: prop.position.contract.askSize !== undefined ? prop.position.contract.askSize : undefined,
4117
4939
  volume: prop.position.contract.volume !== undefined ? prop.position.contract.volume : undefined,
4118
4940
  openInterest: prop.position.contract.openInterest !== undefined ? prop.position.contract.openInterest : undefined,
4941
+ impliedVolatility: prop.position.contract.impliedVolatility !== undefined ? prop.position.contract.impliedVolatility : undefined,
4942
+ delta: prop.position.contract.delta !== undefined ? prop.position.contract.delta : undefined,
4943
+ gamma: prop.position.contract.gamma !== undefined ? prop.position.contract.gamma : undefined,
4944
+ theta: prop.position.contract.theta !== undefined ? prop.position.contract.theta : undefined,
4945
+ vega: prop.position.contract.vega !== undefined ? prop.position.contract.vega : undefined,
4946
+ rho: prop.position.contract.rho !== undefined ? prop.position.contract.rho : undefined,
4119
4947
  inTheMoney: prop.position.contract.inTheMoney !== undefined ? prop.position.contract.inTheMoney : undefined,
4948
+ intrinsicValue: prop.position.contract.intrinsicValue !== undefined ? prop.position.contract.intrinsicValue : undefined,
4949
+ extrinsicValue: prop.position.contract.extrinsicValue !== undefined ? prop.position.contract.extrinsicValue : undefined,
4950
+ theoreticalPrice: prop.position.contract.theoreticalPrice !== undefined ? prop.position.contract.theoreticalPrice : undefined,
4951
+ underlyingPrice: prop.position.contract.underlyingPrice !== undefined ? prop.position.contract.underlyingPrice : undefined,
4120
4952
  metadata: prop.position.contract.metadata !== undefined ? prop.position.contract.metadata : undefined,
4121
4953
  dataTimestamp: prop.position.contract.dataTimestamp !== undefined ? prop.position.contract.dataTimestamp : undefined,
4122
4954
  greeksHistory: prop.position.contract.greeksHistory ?
@@ -4134,9 +4966,21 @@ export const OptionsTradeExecution = {
4134
4966
  },
4135
4967
  create: {
4136
4968
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4969
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4970
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4971
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4972
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4973
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4974
+ delta: item.delta !== undefined ? item.delta : undefined,
4975
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4976
+ theta: item.theta !== undefined ? item.theta : undefined,
4977
+ vega: item.vega !== undefined ? item.vega : undefined,
4978
+ rho: item.rho !== undefined ? item.rho : undefined,
4137
4979
  volume: item.volume !== undefined ? item.volume : undefined,
4138
4980
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4139
4981
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4982
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4983
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4140
4984
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4141
4985
  },
4142
4986
  }))
@@ -4168,10 +5012,23 @@ export const OptionsTradeExecution = {
4168
5012
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4169
5013
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4170
5014
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5015
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5016
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5017
+ fees: item.fees !== undefined ? item.fees : undefined,
4171
5018
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5019
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5020
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5021
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5022
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5023
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5024
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5025
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4172
5026
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5027
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5028
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4173
5029
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4174
5030
  venue: item.venue !== undefined ? item.venue : undefined,
5031
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4175
5032
  notes: item.notes !== undefined ? item.notes : undefined,
4176
5033
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4177
5034
  },
@@ -4492,10 +5349,23 @@ export const OptionsTradeExecution = {
4492
5349
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4493
5350
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4494
5351
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5352
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5353
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5354
+ fees: item.fees !== undefined ? item.fees : undefined,
4495
5355
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5356
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5357
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5358
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5359
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5360
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5361
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5362
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4496
5363
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5364
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5365
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4497
5366
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4498
5367
  venue: item.venue !== undefined ? item.venue : undefined,
5368
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4499
5369
  notes: item.notes !== undefined ? item.notes : undefined,
4500
5370
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4501
5371
  },
@@ -4507,8 +5377,25 @@ export const OptionsTradeExecution = {
4507
5377
  status: item.status !== undefined ? item.status : undefined,
4508
5378
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
4509
5379
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5380
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
5381
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
4510
5382
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
5383
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
5384
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
4511
5385
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
5386
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
5387
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
5388
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
5389
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
5390
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
5391
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
5392
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
5393
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
5394
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
5395
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
5396
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
5397
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
5398
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
4512
5399
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
4513
5400
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
4514
5401
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -4541,10 +5428,23 @@ export const OptionsTradeExecution = {
4541
5428
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4542
5429
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4543
5430
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5431
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5432
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5433
+ fees: item.fees !== undefined ? item.fees : undefined,
4544
5434
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5435
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5436
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5437
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5438
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5439
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5440
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5441
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4545
5442
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5443
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5444
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4546
5445
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4547
5446
  venue: item.venue !== undefined ? item.venue : undefined,
5447
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4548
5448
  notes: item.notes !== undefined ? item.notes : undefined,
4549
5449
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4550
5450
  },
@@ -4623,9 +5523,21 @@ export const OptionsTradeExecution = {
4623
5523
  },
4624
5524
  create: {
4625
5525
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
5526
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
5527
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
5528
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
5529
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
5530
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
5531
+ delta: item.delta !== undefined ? item.delta : undefined,
5532
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
5533
+ theta: item.theta !== undefined ? item.theta : undefined,
5534
+ vega: item.vega !== undefined ? item.vega : undefined,
5535
+ rho: item.rho !== undefined ? item.rho : undefined,
4626
5536
  volume: item.volume !== undefined ? item.volume : undefined,
4627
5537
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4628
5538
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
5539
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
5540
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4629
5541
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4630
5542
  },
4631
5543
  }))
@@ -4635,13 +5547,28 @@ export const OptionsTradeExecution = {
4635
5547
  symbol: prop.contract.symbol !== undefined ? prop.contract.symbol : undefined,
4636
5548
  contractSymbol: prop.contract.contractSymbol !== undefined ? prop.contract.contractSymbol : undefined,
4637
5549
  optionType: prop.contract.optionType !== undefined ? prop.contract.optionType : undefined,
5550
+ strikePrice: prop.contract.strikePrice !== undefined ? prop.contract.strikePrice : undefined,
4638
5551
  expirationDate: prop.contract.expirationDate !== undefined ? prop.contract.expirationDate : undefined,
4639
5552
  daysToExpiration: prop.contract.daysToExpiration !== undefined ? prop.contract.daysToExpiration : undefined,
5553
+ lastPrice: prop.contract.lastPrice !== undefined ? prop.contract.lastPrice : undefined,
5554
+ bidPrice: prop.contract.bidPrice !== undefined ? prop.contract.bidPrice : undefined,
5555
+ askPrice: prop.contract.askPrice !== undefined ? prop.contract.askPrice : undefined,
5556
+ midPrice: prop.contract.midPrice !== undefined ? prop.contract.midPrice : undefined,
4640
5557
  bidSize: prop.contract.bidSize !== undefined ? prop.contract.bidSize : undefined,
4641
5558
  askSize: prop.contract.askSize !== undefined ? prop.contract.askSize : undefined,
4642
5559
  volume: prop.contract.volume !== undefined ? prop.contract.volume : undefined,
4643
5560
  openInterest: prop.contract.openInterest !== undefined ? prop.contract.openInterest : undefined,
5561
+ impliedVolatility: prop.contract.impliedVolatility !== undefined ? prop.contract.impliedVolatility : undefined,
5562
+ delta: prop.contract.delta !== undefined ? prop.contract.delta : undefined,
5563
+ gamma: prop.contract.gamma !== undefined ? prop.contract.gamma : undefined,
5564
+ theta: prop.contract.theta !== undefined ? prop.contract.theta : undefined,
5565
+ vega: prop.contract.vega !== undefined ? prop.contract.vega : undefined,
5566
+ rho: prop.contract.rho !== undefined ? prop.contract.rho : undefined,
4644
5567
  inTheMoney: prop.contract.inTheMoney !== undefined ? prop.contract.inTheMoney : undefined,
5568
+ intrinsicValue: prop.contract.intrinsicValue !== undefined ? prop.contract.intrinsicValue : undefined,
5569
+ extrinsicValue: prop.contract.extrinsicValue !== undefined ? prop.contract.extrinsicValue : undefined,
5570
+ theoreticalPrice: prop.contract.theoreticalPrice !== undefined ? prop.contract.theoreticalPrice : undefined,
5571
+ underlyingPrice: prop.contract.underlyingPrice !== undefined ? prop.contract.underlyingPrice : undefined,
4645
5572
  metadata: prop.contract.metadata !== undefined ? prop.contract.metadata : undefined,
4646
5573
  dataTimestamp: prop.contract.dataTimestamp !== undefined ? prop.contract.dataTimestamp : undefined,
4647
5574
  positions: prop.contract.positions ?
@@ -4668,8 +5595,25 @@ export const OptionsTradeExecution = {
4668
5595
  status: item.status !== undefined ? item.status : undefined,
4669
5596
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
4670
5597
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5598
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
5599
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
4671
5600
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
5601
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
5602
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
4672
5603
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
5604
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
5605
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
5606
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
5607
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
5608
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
5609
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
5610
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
5611
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
5612
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
5613
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
5614
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
5615
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
5616
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
4673
5617
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
4674
5618
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
4675
5619
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -4702,10 +5646,23 @@ export const OptionsTradeExecution = {
4702
5646
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4703
5647
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4704
5648
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5649
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5650
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5651
+ fees: item.fees !== undefined ? item.fees : undefined,
4705
5652
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5653
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5654
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5655
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5656
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5657
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5658
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5659
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4706
5660
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5661
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5662
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4707
5663
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4708
5664
  venue: item.venue !== undefined ? item.venue : undefined,
5665
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4709
5666
  notes: item.notes !== undefined ? item.notes : undefined,
4710
5667
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4711
5668
  },
@@ -4729,9 +5686,21 @@ export const OptionsTradeExecution = {
4729
5686
  },
4730
5687
  create: {
4731
5688
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
5689
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
5690
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
5691
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
5692
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
5693
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
5694
+ delta: item.delta !== undefined ? item.delta : undefined,
5695
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
5696
+ theta: item.theta !== undefined ? item.theta : undefined,
5697
+ vega: item.vega !== undefined ? item.vega : undefined,
5698
+ rho: item.rho !== undefined ? item.rho : undefined,
4732
5699
  volume: item.volume !== undefined ? item.volume : undefined,
4733
5700
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4734
5701
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
5702
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
5703
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4735
5704
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4736
5705
  },
4737
5706
  }))