@adaptic/backend-legacy 0.0.921 → 0.0.922
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/Asset.cjs +30 -0
- package/DeadLetterMessage.cjs +6 -0
- package/InstitutionalFlowSignal.cjs +33 -0
- package/InstitutionalHolding.cjs +33 -0
- package/NewsArticle.cjs +66 -0
- package/NewsArticleAssetSentiment.cjs +48 -0
- package/OptionsContract.cjs +825 -0
- package/OptionsGreeksHistory.cjs +681 -0
- package/OptionsPosition.cjs +1017 -0
- package/OptionsTradeExecution.cjs +969 -0
- package/PortfolioGreeksHistory.cjs +36 -0
- package/SignalGeneratorMetrics.cjs +24 -0
- package/SignalLineage.cjs +6 -0
- package/SignalOutcome.cjs +9 -0
- package/SignalPriorityQueue.cjs +12 -0
- package/esm/Asset.d.ts.map +1 -1
- package/esm/Asset.js.map +1 -1
- package/esm/Asset.mjs +30 -0
- package/esm/DeadLetterMessage.d.ts.map +1 -1
- package/esm/DeadLetterMessage.js.map +1 -1
- package/esm/DeadLetterMessage.mjs +6 -0
- package/esm/InstitutionalFlowSignal.d.ts.map +1 -1
- package/esm/InstitutionalFlowSignal.js.map +1 -1
- package/esm/InstitutionalFlowSignal.mjs +33 -0
- package/esm/InstitutionalHolding.d.ts.map +1 -1
- package/esm/InstitutionalHolding.js.map +1 -1
- package/esm/InstitutionalHolding.mjs +33 -0
- package/esm/NewsArticle.d.ts.map +1 -1
- package/esm/NewsArticle.js.map +1 -1
- package/esm/NewsArticle.mjs +66 -0
- package/esm/NewsArticleAssetSentiment.d.ts.map +1 -1
- package/esm/NewsArticleAssetSentiment.js.map +1 -1
- package/esm/NewsArticleAssetSentiment.mjs +48 -0
- package/esm/OptionsContract.d.ts.map +1 -1
- package/esm/OptionsContract.js.map +1 -1
- package/esm/OptionsContract.mjs +825 -0
- package/esm/OptionsGreeksHistory.d.ts.map +1 -1
- package/esm/OptionsGreeksHistory.js.map +1 -1
- package/esm/OptionsGreeksHistory.mjs +681 -0
- package/esm/OptionsPosition.d.ts.map +1 -1
- package/esm/OptionsPosition.js.map +1 -1
- package/esm/OptionsPosition.mjs +1017 -0
- package/esm/OptionsTradeExecution.d.ts.map +1 -1
- package/esm/OptionsTradeExecution.js.map +1 -1
- package/esm/OptionsTradeExecution.mjs +969 -0
- package/esm/PortfolioGreeksHistory.d.ts.map +1 -1
- package/esm/PortfolioGreeksHistory.js.map +1 -1
- package/esm/PortfolioGreeksHistory.mjs +36 -0
- package/esm/SignalGeneratorMetrics.d.ts.map +1 -1
- package/esm/SignalGeneratorMetrics.js.map +1 -1
- package/esm/SignalGeneratorMetrics.mjs +24 -0
- package/esm/SignalLineage.d.ts.map +1 -1
- package/esm/SignalLineage.js.map +1 -1
- package/esm/SignalLineage.mjs +6 -0
- package/esm/SignalOutcome.d.ts.map +1 -1
- package/esm/SignalOutcome.js.map +1 -1
- package/esm/SignalOutcome.mjs +9 -0
- package/esm/SignalPriorityQueue.d.ts.map +1 -1
- package/esm/SignalPriorityQueue.js.map +1 -1
- package/esm/SignalPriorityQueue.mjs +12 -0
- package/esm/index.d.ts.map +1 -1
- package/package.json +1 -1
package/OptionsGreeksHistory.cjs
CHANGED
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@@ -103,9 +103,21 @@ exports.OptionsGreeksHistory = {
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const variables = {
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data: {
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timestamp: props.timestamp !== undefined ? props.timestamp : undefined,
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+
underlyingPrice: props.underlyingPrice !== undefined ? props.underlyingPrice : undefined,
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optionPrice: props.optionPrice !== undefined ? props.optionPrice : undefined,
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bidPrice: props.bidPrice !== undefined ? props.bidPrice : undefined,
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askPrice: props.askPrice !== undefined ? props.askPrice : undefined,
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impliedVolatility: props.impliedVolatility !== undefined ? props.impliedVolatility : undefined,
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delta: props.delta !== undefined ? props.delta : undefined,
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gamma: props.gamma !== undefined ? props.gamma : undefined,
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theta: props.theta !== undefined ? props.theta : undefined,
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vega: props.vega !== undefined ? props.vega : undefined,
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rho: props.rho !== undefined ? props.rho : undefined,
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volume: props.volume !== undefined ? props.volume : undefined,
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openInterest: props.openInterest !== undefined ? props.openInterest : undefined,
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daysToExpiration: props.daysToExpiration !== undefined ? props.daysToExpiration : undefined,
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intrinsicValue: props.intrinsicValue !== undefined ? props.intrinsicValue : undefined,
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extrinsicValue: props.extrinsicValue !== undefined ? props.extrinsicValue : undefined,
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metadata: props.metadata !== undefined ? props.metadata : undefined,
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contract: props.contract ?
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typeof props.contract === 'object' && Object.keys(props.contract).length === 1 && Object.keys(props.contract)[0] === 'id'
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@@ -124,13 +136,28 @@ exports.OptionsGreeksHistory = {
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symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
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contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
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optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
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strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
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expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
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daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
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lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
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bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
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askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
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midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
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bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
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askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
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volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
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openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
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impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
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delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
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gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
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theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
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vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
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rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
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inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
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intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
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extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
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theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
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underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
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metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
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dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
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positions: props.contract.positions ?
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@@ -157,8 +184,25 @@ exports.OptionsGreeksHistory = {
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status: item.status !== undefined ? item.status : undefined,
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openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
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quantity: item.quantity !== undefined ? item.quantity : undefined,
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entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
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entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
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entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
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exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
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exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
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exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
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currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
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currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
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unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
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unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
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realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
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realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
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totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
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currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
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currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
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currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
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currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
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currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
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currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
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daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
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exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
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strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
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@@ -191,10 +235,23 @@ exports.OptionsGreeksHistory = {
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brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
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executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
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quantity: item.quantity !== undefined ? item.quantity : undefined,
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executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
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executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
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fees: item.fees !== undefined ? item.fees : undefined,
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executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
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underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
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deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
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gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
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thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
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vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
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rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
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impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
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orderType: item.orderType !== undefined ? item.orderType : undefined,
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limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
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stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
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timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
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venue: item.venue !== undefined ? item.venue : undefined,
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slippage: item.slippage !== undefined ? item.slippage : undefined,
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notes: item.notes !== undefined ? item.notes : undefined,
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metadata: item.metadata !== undefined ? item.metadata : undefined,
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},
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@@ -230,10 +287,23 @@ exports.OptionsGreeksHistory = {
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brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
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executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
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quantity: item.quantity !== undefined ? item.quantity : undefined,
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executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
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executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
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fees: item.fees !== undefined ? item.fees : undefined,
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executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
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underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
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deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
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gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
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thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
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vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
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rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
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impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
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orderType: item.orderType !== undefined ? item.orderType : undefined,
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limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
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stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
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timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
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venue: item.venue !== undefined ? item.venue : undefined,
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slippage: item.slippage !== undefined ? item.slippage : undefined,
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notes: item.notes !== undefined ? item.notes : undefined,
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metadata: item.metadata !== undefined ? item.metadata : undefined,
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position: item.position ?
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@@ -260,8 +330,25 @@ exports.OptionsGreeksHistory = {
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status: item.position.status !== undefined ? item.position.status : undefined,
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openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
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quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
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entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
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entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
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entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
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exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
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exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
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exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
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currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
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currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
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unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
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unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
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realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
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realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
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totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
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currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
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currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
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currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
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currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
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currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
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currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
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daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
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exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
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strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
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@@ -382,9 +469,21 @@ exports.OptionsGreeksHistory = {
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data: props.map(prop => ({
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contractId: prop.contractId !== undefined ? prop.contractId : undefined,
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timestamp: prop.timestamp !== undefined ? prop.timestamp : undefined,
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underlyingPrice: prop.underlyingPrice !== undefined ? prop.underlyingPrice : undefined,
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optionPrice: prop.optionPrice !== undefined ? prop.optionPrice : undefined,
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bidPrice: prop.bidPrice !== undefined ? prop.bidPrice : undefined,
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askPrice: prop.askPrice !== undefined ? prop.askPrice : undefined,
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impliedVolatility: prop.impliedVolatility !== undefined ? prop.impliedVolatility : undefined,
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delta: prop.delta !== undefined ? prop.delta : undefined,
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gamma: prop.gamma !== undefined ? prop.gamma : undefined,
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theta: prop.theta !== undefined ? prop.theta : undefined,
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vega: prop.vega !== undefined ? prop.vega : undefined,
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rho: prop.rho !== undefined ? prop.rho : undefined,
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volume: prop.volume !== undefined ? prop.volume : undefined,
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openInterest: prop.openInterest !== undefined ? prop.openInterest : undefined,
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daysToExpiration: prop.daysToExpiration !== undefined ? prop.daysToExpiration : undefined,
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intrinsicValue: prop.intrinsicValue !== undefined ? prop.intrinsicValue : undefined,
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extrinsicValue: prop.extrinsicValue !== undefined ? prop.extrinsicValue : undefined,
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metadata: prop.metadata !== undefined ? prop.metadata : undefined,
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})),
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...((options === null || options === void 0 ? void 0 : options.skipDuplicates) ? { skipDuplicates: true } : {}),
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@@ -861,10 +960,23 @@ exports.OptionsGreeksHistory = {
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brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
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executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
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quantity: item.quantity !== undefined ? item.quantity : undefined,
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executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
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executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
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fees: item.fees !== undefined ? item.fees : undefined,
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executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
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underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
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deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
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gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
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thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
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vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
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rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
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impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
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orderType: item.orderType !== undefined ? item.orderType : undefined,
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limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
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stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
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timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
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978
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
979
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
868
980
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
869
981
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
870
982
|
},
|
|
@@ -876,8 +988,25 @@ exports.OptionsGreeksHistory = {
|
|
|
876
988
|
status: item.status !== undefined ? item.status : undefined,
|
|
877
989
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
878
990
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
991
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
992
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
879
993
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
994
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
995
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
880
996
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
997
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
998
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
999
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
1000
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
1001
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
1002
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
1003
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
1004
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
1005
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
1006
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
1007
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
1008
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
1009
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
881
1010
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
882
1011
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
883
1012
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -910,10 +1039,23 @@ exports.OptionsGreeksHistory = {
|
|
|
910
1039
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
911
1040
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
912
1041
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1042
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1043
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1044
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
913
1045
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1046
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1047
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1048
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1049
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1050
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1051
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1052
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
914
1053
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1054
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1055
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
915
1056
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
916
1057
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1058
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
917
1059
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
918
1060
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
919
1061
|
},
|
|
@@ -1134,8 +1276,25 @@ exports.OptionsGreeksHistory = {
|
|
|
1134
1276
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
1135
1277
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
1136
1278
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
1279
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
1280
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
1137
1281
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
1282
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
1283
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
1138
1284
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
1285
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
1286
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
1287
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
1288
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
1289
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
1290
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
1291
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
1292
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
1293
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
1294
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
1295
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
1296
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
1297
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
1139
1298
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
1140
1299
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
1141
1300
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -1150,10 +1309,23 @@ exports.OptionsGreeksHistory = {
|
|
|
1150
1309
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1151
1310
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1152
1311
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1312
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1313
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1314
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
1153
1315
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1316
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1317
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1318
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1319
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1320
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1321
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1322
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
1154
1323
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1324
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1325
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1155
1326
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1156
1327
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1328
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1157
1329
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1158
1330
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
1159
1331
|
position: item.position ?
|
|
@@ -1180,8 +1352,25 @@ exports.OptionsGreeksHistory = {
|
|
|
1180
1352
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
1181
1353
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
1182
1354
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
1355
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
1356
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
1183
1357
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
1358
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
1359
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
1184
1360
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
1361
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
1362
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
1363
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
1364
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
1365
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
1366
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
1367
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
1368
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
1369
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
1370
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
1371
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
1372
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
1373
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
1185
1374
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
1186
1375
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
1187
1376
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -1198,13 +1387,28 @@ exports.OptionsGreeksHistory = {
|
|
|
1198
1387
|
symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
|
|
1199
1388
|
contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
|
|
1200
1389
|
optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
|
|
1390
|
+
strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
|
|
1201
1391
|
expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
|
|
1202
1392
|
daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
|
|
1393
|
+
lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
|
|
1394
|
+
bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
|
|
1395
|
+
askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
|
|
1396
|
+
midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
|
|
1203
1397
|
bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
|
|
1204
1398
|
askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
|
|
1205
1399
|
volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
|
|
1206
1400
|
openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
|
|
1401
|
+
impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
|
|
1402
|
+
delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
|
|
1403
|
+
gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
|
|
1404
|
+
theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
|
|
1405
|
+
vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
|
|
1406
|
+
rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
|
|
1207
1407
|
inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
|
|
1408
|
+
intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
|
|
1409
|
+
extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
|
|
1410
|
+
theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
|
|
1411
|
+
underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
|
|
1208
1412
|
metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
|
|
1209
1413
|
dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
|
|
1210
1414
|
positions: props.contract.positions ?
|
|
@@ -1231,8 +1435,25 @@ exports.OptionsGreeksHistory = {
|
|
|
1231
1435
|
status: item.status !== undefined ? item.status : undefined,
|
|
1232
1436
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
1233
1437
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1438
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
1439
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
1234
1440
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
1441
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
1442
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
1235
1443
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
1444
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
1445
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
1446
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
1447
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
1448
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
1449
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
1450
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
1451
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
1452
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
1453
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
1454
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
1455
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
1456
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
1236
1457
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
1237
1458
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
1238
1459
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -1265,10 +1486,23 @@ exports.OptionsGreeksHistory = {
|
|
|
1265
1486
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1266
1487
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1267
1488
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1489
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1490
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1491
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
1268
1492
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1493
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1494
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1495
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1496
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1497
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1498
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1499
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
1269
1500
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1501
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1502
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1270
1503
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1271
1504
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1505
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1272
1506
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1273
1507
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
1274
1508
|
},
|
|
@@ -1304,10 +1538,23 @@ exports.OptionsGreeksHistory = {
|
|
|
1304
1538
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1305
1539
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1306
1540
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1541
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1542
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1543
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
1307
1544
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1545
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1546
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1547
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1548
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1549
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1550
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1551
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
1308
1552
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1553
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1554
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1309
1555
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1310
1556
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1557
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1311
1558
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1312
1559
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
1313
1560
|
position: item.position ?
|
|
@@ -1334,8 +1581,25 @@ exports.OptionsGreeksHistory = {
|
|
|
1334
1581
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
1335
1582
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
1336
1583
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
1584
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
1585
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
1337
1586
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
1587
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
1588
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
1338
1589
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
1590
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
1591
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
1592
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
1593
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
1594
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
1595
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
1596
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
1597
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
1598
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
1599
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
1600
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
1601
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
1602
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
1339
1603
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
1340
1604
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
1341
1605
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -1463,9 +1727,21 @@ exports.OptionsGreeksHistory = {
|
|
|
1463
1727
|
},
|
|
1464
1728
|
create: {
|
|
1465
1729
|
timestamp: props.timestamp !== undefined ? props.timestamp : undefined,
|
|
1730
|
+
underlyingPrice: props.underlyingPrice !== undefined ? props.underlyingPrice : undefined,
|
|
1731
|
+
optionPrice: props.optionPrice !== undefined ? props.optionPrice : undefined,
|
|
1732
|
+
bidPrice: props.bidPrice !== undefined ? props.bidPrice : undefined,
|
|
1733
|
+
askPrice: props.askPrice !== undefined ? props.askPrice : undefined,
|
|
1734
|
+
impliedVolatility: props.impliedVolatility !== undefined ? props.impliedVolatility : undefined,
|
|
1735
|
+
delta: props.delta !== undefined ? props.delta : undefined,
|
|
1736
|
+
gamma: props.gamma !== undefined ? props.gamma : undefined,
|
|
1737
|
+
theta: props.theta !== undefined ? props.theta : undefined,
|
|
1738
|
+
vega: props.vega !== undefined ? props.vega : undefined,
|
|
1739
|
+
rho: props.rho !== undefined ? props.rho : undefined,
|
|
1466
1740
|
volume: props.volume !== undefined ? props.volume : undefined,
|
|
1467
1741
|
openInterest: props.openInterest !== undefined ? props.openInterest : undefined,
|
|
1468
1742
|
daysToExpiration: props.daysToExpiration !== undefined ? props.daysToExpiration : undefined,
|
|
1743
|
+
intrinsicValue: props.intrinsicValue !== undefined ? props.intrinsicValue : undefined,
|
|
1744
|
+
extrinsicValue: props.extrinsicValue !== undefined ? props.extrinsicValue : undefined,
|
|
1469
1745
|
metadata: props.metadata !== undefined ? props.metadata : undefined,
|
|
1470
1746
|
contract: props.contract ?
|
|
1471
1747
|
typeof props.contract === 'object' && Object.keys(props.contract).length === 1 && Object.keys(props.contract)[0] === 'id'
|
|
@@ -1484,13 +1760,28 @@ exports.OptionsGreeksHistory = {
|
|
|
1484
1760
|
symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
|
|
1485
1761
|
contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
|
|
1486
1762
|
optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
|
|
1763
|
+
strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
|
|
1487
1764
|
expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
|
|
1488
1765
|
daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
|
|
1766
|
+
lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
|
|
1767
|
+
bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
|
|
1768
|
+
askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
|
|
1769
|
+
midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
|
|
1489
1770
|
bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
|
|
1490
1771
|
askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
|
|
1491
1772
|
volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
|
|
1492
1773
|
openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
|
|
1774
|
+
impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
|
|
1775
|
+
delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
|
|
1776
|
+
gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
|
|
1777
|
+
theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
|
|
1778
|
+
vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
|
|
1779
|
+
rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
|
|
1493
1780
|
inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
|
|
1781
|
+
intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
|
|
1782
|
+
extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
|
|
1783
|
+
theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
|
|
1784
|
+
underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
|
|
1494
1785
|
metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
|
|
1495
1786
|
dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
|
|
1496
1787
|
positions: props.contract.positions ?
|
|
@@ -1517,8 +1808,25 @@ exports.OptionsGreeksHistory = {
|
|
|
1517
1808
|
status: item.status !== undefined ? item.status : undefined,
|
|
1518
1809
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
1519
1810
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1811
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
1812
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
1520
1813
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
1814
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
1815
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
1521
1816
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
1817
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
1818
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
1819
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
1820
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
1821
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
1822
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
1823
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
1824
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
1825
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
1826
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
1827
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
1828
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
1829
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
1522
1830
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
1523
1831
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
1524
1832
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -1551,10 +1859,23 @@ exports.OptionsGreeksHistory = {
|
|
|
1551
1859
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1552
1860
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1553
1861
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1862
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1863
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1864
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
1554
1865
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1866
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1867
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1868
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1869
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1870
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1871
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1872
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
1555
1873
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1874
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1875
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1556
1876
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1557
1877
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1878
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1558
1879
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1559
1880
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
1560
1881
|
},
|
|
@@ -1590,10 +1911,23 @@ exports.OptionsGreeksHistory = {
|
|
|
1590
1911
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1591
1912
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
1592
1913
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
1914
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
1915
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
1916
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
1593
1917
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
1918
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
1919
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
1920
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
1921
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
1922
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
1923
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
1924
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
1594
1925
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
1926
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
1927
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
1595
1928
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
1596
1929
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
1930
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
1597
1931
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
1598
1932
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
1599
1933
|
position: item.position ?
|
|
@@ -1620,8 +1954,25 @@ exports.OptionsGreeksHistory = {
|
|
|
1620
1954
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
1621
1955
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
1622
1956
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
1957
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
1958
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
1623
1959
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
1960
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
1961
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
1624
1962
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
1963
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
1964
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
1965
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
1966
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
1967
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
1968
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
1969
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
1970
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
1971
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
1972
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
1973
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
1974
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
1975
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
1625
1976
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
1626
1977
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
1627
1978
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -1998,10 +2349,23 @@ exports.OptionsGreeksHistory = {
|
|
|
1998
2349
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
1999
2350
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2000
2351
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2352
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
2353
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
2354
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2001
2355
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
2356
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
2357
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
2358
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
2359
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
2360
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
2361
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
2362
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2002
2363
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
2364
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
2365
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2003
2366
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2004
2367
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
2368
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2005
2369
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2006
2370
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2007
2371
|
},
|
|
@@ -2013,8 +2377,25 @@ exports.OptionsGreeksHistory = {
|
|
|
2013
2377
|
status: item.status !== undefined ? item.status : undefined,
|
|
2014
2378
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
2015
2379
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2380
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
2381
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
2016
2382
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
2383
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
2384
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
2017
2385
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
2386
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
2387
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
2388
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
2389
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
2390
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
2391
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
2392
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
2393
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
2394
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
2395
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
2396
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
2397
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
2398
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
2018
2399
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
2019
2400
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
2020
2401
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -2047,10 +2428,23 @@ exports.OptionsGreeksHistory = {
|
|
|
2047
2428
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
2048
2429
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2049
2430
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2431
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
2432
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
2433
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2050
2434
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
2435
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
2436
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
2437
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
2438
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
2439
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
2440
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
2441
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2051
2442
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
2443
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
2444
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2052
2445
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2053
2446
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
2447
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2054
2448
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2055
2449
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2056
2450
|
},
|
|
@@ -2271,8 +2665,25 @@ exports.OptionsGreeksHistory = {
|
|
|
2271
2665
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
2272
2666
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
2273
2667
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
2668
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
2669
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
2274
2670
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
2671
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
2672
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
2275
2673
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
2674
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
2675
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
2676
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
2677
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
2678
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
2679
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
2680
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
2681
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
2682
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
2683
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
2684
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
2685
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
2686
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
2276
2687
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
2277
2688
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
2278
2689
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -2287,10 +2698,23 @@ exports.OptionsGreeksHistory = {
|
|
|
2287
2698
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
2288
2699
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2289
2700
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2701
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
2702
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
2703
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2290
2704
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
2705
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
2706
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
2707
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
2708
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
2709
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
2710
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
2711
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2291
2712
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
2713
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
2714
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2292
2715
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2293
2716
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
2717
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2294
2718
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2295
2719
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2296
2720
|
position: item.position ?
|
|
@@ -2317,8 +2741,25 @@ exports.OptionsGreeksHistory = {
|
|
|
2317
2741
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
2318
2742
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
2319
2743
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
2744
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
2745
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
2320
2746
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
2747
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
2748
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
2321
2749
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
2750
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
2751
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
2752
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
2753
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
2754
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
2755
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
2756
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
2757
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
2758
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
2759
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
2760
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
2761
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
2762
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
2322
2763
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
2323
2764
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
2324
2765
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -2335,13 +2776,28 @@ exports.OptionsGreeksHistory = {
|
|
|
2335
2776
|
symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
|
|
2336
2777
|
contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
|
|
2337
2778
|
optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
|
|
2779
|
+
strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
|
|
2338
2780
|
expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
|
|
2339
2781
|
daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
|
|
2782
|
+
lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
|
|
2783
|
+
bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
|
|
2784
|
+
askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
|
|
2785
|
+
midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
|
|
2340
2786
|
bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
|
|
2341
2787
|
askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
|
|
2342
2788
|
volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
|
|
2343
2789
|
openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
|
|
2790
|
+
impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
|
|
2791
|
+
delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
|
|
2792
|
+
gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
|
|
2793
|
+
theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
|
|
2794
|
+
vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
|
|
2795
|
+
rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
|
|
2344
2796
|
inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
|
|
2797
|
+
intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
|
|
2798
|
+
extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
|
|
2799
|
+
theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
|
|
2800
|
+
underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
|
|
2345
2801
|
metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
|
|
2346
2802
|
dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
|
|
2347
2803
|
positions: props.contract.positions ?
|
|
@@ -2368,8 +2824,25 @@ exports.OptionsGreeksHistory = {
|
|
|
2368
2824
|
status: item.status !== undefined ? item.status : undefined,
|
|
2369
2825
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
2370
2826
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2827
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
2828
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
2371
2829
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
2830
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
2831
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
2372
2832
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
2833
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
2834
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
2835
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
2836
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
2837
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
2838
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
2839
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
2840
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
2841
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
2842
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
2843
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
2844
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
2845
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
2373
2846
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
2374
2847
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
2375
2848
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -2402,10 +2875,23 @@ exports.OptionsGreeksHistory = {
|
|
|
2402
2875
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
2403
2876
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2404
2877
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2878
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
2879
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
2880
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2405
2881
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
2882
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
2883
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
2884
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
2885
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
2886
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
2887
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
2888
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2406
2889
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
2890
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
2891
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2407
2892
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2408
2893
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
2894
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2409
2895
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2410
2896
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2411
2897
|
},
|
|
@@ -2441,10 +2927,23 @@ exports.OptionsGreeksHistory = {
|
|
|
2441
2927
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
2442
2928
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2443
2929
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
2930
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
2931
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
2932
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2444
2933
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
2934
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
2935
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
2936
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
2937
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
2938
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
2939
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
2940
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2445
2941
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
2942
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
2943
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2446
2944
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2447
2945
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
2946
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2448
2947
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2449
2948
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2450
2949
|
position: item.position ?
|
|
@@ -2471,8 +2970,25 @@ exports.OptionsGreeksHistory = {
|
|
|
2471
2970
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
2472
2971
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
2473
2972
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
2973
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
2974
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
2474
2975
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
2976
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
2977
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
2475
2978
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
2979
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
2980
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
2981
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
2982
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
2983
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
2984
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
2985
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
2986
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
2987
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
2988
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
2989
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
2990
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
2991
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
2476
2992
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
2477
2993
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
2478
2994
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -2965,10 +3481,23 @@ exports.OptionsGreeksHistory = {
|
|
|
2965
3481
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
2966
3482
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
2967
3483
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
3484
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
3485
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
3486
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
2968
3487
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
3488
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
3489
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
3490
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
3491
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
3492
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
3493
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
3494
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
2969
3495
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
3496
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
3497
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
2970
3498
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
2971
3499
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
3500
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
2972
3501
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
2973
3502
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
2974
3503
|
},
|
|
@@ -2980,8 +3509,25 @@ exports.OptionsGreeksHistory = {
|
|
|
2980
3509
|
status: item.status !== undefined ? item.status : undefined,
|
|
2981
3510
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
2982
3511
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
3512
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
3513
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
2983
3514
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
3515
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
3516
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
2984
3517
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
3518
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
3519
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
3520
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
3521
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
3522
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
3523
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
3524
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
3525
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
3526
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
3527
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
3528
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
3529
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
3530
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
2985
3531
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
2986
3532
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
2987
3533
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -3014,10 +3560,23 @@ exports.OptionsGreeksHistory = {
|
|
|
3014
3560
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
3015
3561
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
3016
3562
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
3563
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
3564
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
3565
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
3017
3566
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
3567
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
3568
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
3569
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
3570
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
3571
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
3572
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
3573
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
3018
3574
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
3575
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
3576
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
3019
3577
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
3020
3578
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
3579
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
3021
3580
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
3022
3581
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
3023
3582
|
},
|
|
@@ -3238,8 +3797,25 @@ exports.OptionsGreeksHistory = {
|
|
|
3238
3797
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
3239
3798
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
3240
3799
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
3800
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
3801
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
3241
3802
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
3803
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
3804
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
3242
3805
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
3806
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
3807
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
3808
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
3809
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
3810
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
3811
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
3812
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
3813
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
3814
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
3815
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
3816
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
3817
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
3818
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
3243
3819
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
3244
3820
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
3245
3821
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -3254,10 +3830,23 @@ exports.OptionsGreeksHistory = {
|
|
|
3254
3830
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
3255
3831
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
3256
3832
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
3833
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
3834
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
3835
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
3257
3836
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
3837
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
3838
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
3839
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
3840
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
3841
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
3842
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
3843
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
3258
3844
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
3845
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
3846
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
3259
3847
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
3260
3848
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
3849
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
3261
3850
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
3262
3851
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
3263
3852
|
position: item.position ?
|
|
@@ -3284,8 +3873,25 @@ exports.OptionsGreeksHistory = {
|
|
|
3284
3873
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
3285
3874
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
3286
3875
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
3876
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
3877
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
3287
3878
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
3879
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
3880
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
3288
3881
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
3882
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
3883
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
3884
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
3885
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
3886
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
3887
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
3888
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
3889
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
3890
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
3891
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
3892
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
3893
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
3894
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
3289
3895
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
3290
3896
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
3291
3897
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|
|
@@ -3302,13 +3908,28 @@ exports.OptionsGreeksHistory = {
|
|
|
3302
3908
|
symbol: prop.contract.symbol !== undefined ? prop.contract.symbol : undefined,
|
|
3303
3909
|
contractSymbol: prop.contract.contractSymbol !== undefined ? prop.contract.contractSymbol : undefined,
|
|
3304
3910
|
optionType: prop.contract.optionType !== undefined ? prop.contract.optionType : undefined,
|
|
3911
|
+
strikePrice: prop.contract.strikePrice !== undefined ? prop.contract.strikePrice : undefined,
|
|
3305
3912
|
expirationDate: prop.contract.expirationDate !== undefined ? prop.contract.expirationDate : undefined,
|
|
3306
3913
|
daysToExpiration: prop.contract.daysToExpiration !== undefined ? prop.contract.daysToExpiration : undefined,
|
|
3914
|
+
lastPrice: prop.contract.lastPrice !== undefined ? prop.contract.lastPrice : undefined,
|
|
3915
|
+
bidPrice: prop.contract.bidPrice !== undefined ? prop.contract.bidPrice : undefined,
|
|
3916
|
+
askPrice: prop.contract.askPrice !== undefined ? prop.contract.askPrice : undefined,
|
|
3917
|
+
midPrice: prop.contract.midPrice !== undefined ? prop.contract.midPrice : undefined,
|
|
3307
3918
|
bidSize: prop.contract.bidSize !== undefined ? prop.contract.bidSize : undefined,
|
|
3308
3919
|
askSize: prop.contract.askSize !== undefined ? prop.contract.askSize : undefined,
|
|
3309
3920
|
volume: prop.contract.volume !== undefined ? prop.contract.volume : undefined,
|
|
3310
3921
|
openInterest: prop.contract.openInterest !== undefined ? prop.contract.openInterest : undefined,
|
|
3922
|
+
impliedVolatility: prop.contract.impliedVolatility !== undefined ? prop.contract.impliedVolatility : undefined,
|
|
3923
|
+
delta: prop.contract.delta !== undefined ? prop.contract.delta : undefined,
|
|
3924
|
+
gamma: prop.contract.gamma !== undefined ? prop.contract.gamma : undefined,
|
|
3925
|
+
theta: prop.contract.theta !== undefined ? prop.contract.theta : undefined,
|
|
3926
|
+
vega: prop.contract.vega !== undefined ? prop.contract.vega : undefined,
|
|
3927
|
+
rho: prop.contract.rho !== undefined ? prop.contract.rho : undefined,
|
|
3311
3928
|
inTheMoney: prop.contract.inTheMoney !== undefined ? prop.contract.inTheMoney : undefined,
|
|
3929
|
+
intrinsicValue: prop.contract.intrinsicValue !== undefined ? prop.contract.intrinsicValue : undefined,
|
|
3930
|
+
extrinsicValue: prop.contract.extrinsicValue !== undefined ? prop.contract.extrinsicValue : undefined,
|
|
3931
|
+
theoreticalPrice: prop.contract.theoreticalPrice !== undefined ? prop.contract.theoreticalPrice : undefined,
|
|
3932
|
+
underlyingPrice: prop.contract.underlyingPrice !== undefined ? prop.contract.underlyingPrice : undefined,
|
|
3312
3933
|
metadata: prop.contract.metadata !== undefined ? prop.contract.metadata : undefined,
|
|
3313
3934
|
dataTimestamp: prop.contract.dataTimestamp !== undefined ? prop.contract.dataTimestamp : undefined,
|
|
3314
3935
|
positions: prop.contract.positions ?
|
|
@@ -3335,8 +3956,25 @@ exports.OptionsGreeksHistory = {
|
|
|
3335
3956
|
status: item.status !== undefined ? item.status : undefined,
|
|
3336
3957
|
openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
|
|
3337
3958
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
3959
|
+
entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
|
|
3960
|
+
entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
|
|
3338
3961
|
entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
|
|
3962
|
+
exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
|
|
3963
|
+
exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
|
|
3339
3964
|
exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
|
|
3965
|
+
currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
|
|
3966
|
+
currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
|
|
3967
|
+
unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
|
|
3968
|
+
unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
|
|
3969
|
+
realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
|
|
3970
|
+
realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
|
|
3971
|
+
totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
|
|
3972
|
+
currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
|
|
3973
|
+
currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
|
|
3974
|
+
currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
|
|
3975
|
+
currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
|
|
3976
|
+
currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
|
|
3977
|
+
currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
|
|
3340
3978
|
daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
|
|
3341
3979
|
exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
|
|
3342
3980
|
strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
|
|
@@ -3369,10 +4007,23 @@ exports.OptionsGreeksHistory = {
|
|
|
3369
4007
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
3370
4008
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
3371
4009
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
4010
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
4011
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
4012
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
3372
4013
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
4014
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
4015
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
4016
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
4017
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
4018
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
4019
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
4020
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
3373
4021
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
4022
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
4023
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
3374
4024
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
3375
4025
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
4026
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
3376
4027
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
3377
4028
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
3378
4029
|
},
|
|
@@ -3408,10 +4059,23 @@ exports.OptionsGreeksHistory = {
|
|
|
3408
4059
|
brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
|
|
3409
4060
|
executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
|
|
3410
4061
|
quantity: item.quantity !== undefined ? item.quantity : undefined,
|
|
4062
|
+
executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
|
|
4063
|
+
executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
|
|
4064
|
+
fees: item.fees !== undefined ? item.fees : undefined,
|
|
3411
4065
|
executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
|
|
4066
|
+
underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
|
|
4067
|
+
deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
|
|
4068
|
+
gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
|
|
4069
|
+
thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
|
|
4070
|
+
vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
|
|
4071
|
+
rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
|
|
4072
|
+
impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
|
|
3412
4073
|
orderType: item.orderType !== undefined ? item.orderType : undefined,
|
|
4074
|
+
limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
|
|
4075
|
+
stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
|
|
3413
4076
|
timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
|
|
3414
4077
|
venue: item.venue !== undefined ? item.venue : undefined,
|
|
4078
|
+
slippage: item.slippage !== undefined ? item.slippage : undefined,
|
|
3415
4079
|
notes: item.notes !== undefined ? item.notes : undefined,
|
|
3416
4080
|
metadata: item.metadata !== undefined ? item.metadata : undefined,
|
|
3417
4081
|
position: item.position ?
|
|
@@ -3438,8 +4102,25 @@ exports.OptionsGreeksHistory = {
|
|
|
3438
4102
|
status: item.position.status !== undefined ? item.position.status : undefined,
|
|
3439
4103
|
openingSide: item.position.openingSide !== undefined ? item.position.openingSide : undefined,
|
|
3440
4104
|
quantity: item.position.quantity !== undefined ? item.position.quantity : undefined,
|
|
4105
|
+
entryPrice: item.position.entryPrice !== undefined ? item.position.entryPrice : undefined,
|
|
4106
|
+
entryCost: item.position.entryCost !== undefined ? item.position.entryCost : undefined,
|
|
3441
4107
|
entryTime: item.position.entryTime !== undefined ? item.position.entryTime : undefined,
|
|
4108
|
+
exitPrice: item.position.exitPrice !== undefined ? item.position.exitPrice : undefined,
|
|
4109
|
+
exitValue: item.position.exitValue !== undefined ? item.position.exitValue : undefined,
|
|
3442
4110
|
exitTime: item.position.exitTime !== undefined ? item.position.exitTime : undefined,
|
|
4111
|
+
currentPrice: item.position.currentPrice !== undefined ? item.position.currentPrice : undefined,
|
|
4112
|
+
currentValue: item.position.currentValue !== undefined ? item.position.currentValue : undefined,
|
|
4113
|
+
unrealizedPnL: item.position.unrealizedPnL !== undefined ? item.position.unrealizedPnL : undefined,
|
|
4114
|
+
unrealizedPnLPercent: item.position.unrealizedPnLPercent !== undefined ? item.position.unrealizedPnLPercent : undefined,
|
|
4115
|
+
realizedPnL: item.position.realizedPnL !== undefined ? item.position.realizedPnL : undefined,
|
|
4116
|
+
realizedPnLPercent: item.position.realizedPnLPercent !== undefined ? item.position.realizedPnLPercent : undefined,
|
|
4117
|
+
totalFees: item.position.totalFees !== undefined ? item.position.totalFees : undefined,
|
|
4118
|
+
currentDelta: item.position.currentDelta !== undefined ? item.position.currentDelta : undefined,
|
|
4119
|
+
currentGamma: item.position.currentGamma !== undefined ? item.position.currentGamma : undefined,
|
|
4120
|
+
currentTheta: item.position.currentTheta !== undefined ? item.position.currentTheta : undefined,
|
|
4121
|
+
currentVega: item.position.currentVega !== undefined ? item.position.currentVega : undefined,
|
|
4122
|
+
currentRho: item.position.currentRho !== undefined ? item.position.currentRho : undefined,
|
|
4123
|
+
currentImpliedVolatility: item.position.currentImpliedVolatility !== undefined ? item.position.currentImpliedVolatility : undefined,
|
|
3443
4124
|
daysHeld: item.position.daysHeld !== undefined ? item.position.daysHeld : undefined,
|
|
3444
4125
|
exitReason: item.position.exitReason !== undefined ? item.position.exitReason : undefined,
|
|
3445
4126
|
strategyType: item.position.strategyType !== undefined ? item.position.strategyType : undefined,
|