@adaptic/backend-legacy 0.0.921 → 0.0.922

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (62) hide show
  1. package/Asset.cjs +30 -0
  2. package/DeadLetterMessage.cjs +6 -0
  3. package/InstitutionalFlowSignal.cjs +33 -0
  4. package/InstitutionalHolding.cjs +33 -0
  5. package/NewsArticle.cjs +66 -0
  6. package/NewsArticleAssetSentiment.cjs +48 -0
  7. package/OptionsContract.cjs +825 -0
  8. package/OptionsGreeksHistory.cjs +681 -0
  9. package/OptionsPosition.cjs +1017 -0
  10. package/OptionsTradeExecution.cjs +969 -0
  11. package/PortfolioGreeksHistory.cjs +36 -0
  12. package/SignalGeneratorMetrics.cjs +24 -0
  13. package/SignalLineage.cjs +6 -0
  14. package/SignalOutcome.cjs +9 -0
  15. package/SignalPriorityQueue.cjs +12 -0
  16. package/esm/Asset.d.ts.map +1 -1
  17. package/esm/Asset.js.map +1 -1
  18. package/esm/Asset.mjs +30 -0
  19. package/esm/DeadLetterMessage.d.ts.map +1 -1
  20. package/esm/DeadLetterMessage.js.map +1 -1
  21. package/esm/DeadLetterMessage.mjs +6 -0
  22. package/esm/InstitutionalFlowSignal.d.ts.map +1 -1
  23. package/esm/InstitutionalFlowSignal.js.map +1 -1
  24. package/esm/InstitutionalFlowSignal.mjs +33 -0
  25. package/esm/InstitutionalHolding.d.ts.map +1 -1
  26. package/esm/InstitutionalHolding.js.map +1 -1
  27. package/esm/InstitutionalHolding.mjs +33 -0
  28. package/esm/NewsArticle.d.ts.map +1 -1
  29. package/esm/NewsArticle.js.map +1 -1
  30. package/esm/NewsArticle.mjs +66 -0
  31. package/esm/NewsArticleAssetSentiment.d.ts.map +1 -1
  32. package/esm/NewsArticleAssetSentiment.js.map +1 -1
  33. package/esm/NewsArticleAssetSentiment.mjs +48 -0
  34. package/esm/OptionsContract.d.ts.map +1 -1
  35. package/esm/OptionsContract.js.map +1 -1
  36. package/esm/OptionsContract.mjs +825 -0
  37. package/esm/OptionsGreeksHistory.d.ts.map +1 -1
  38. package/esm/OptionsGreeksHistory.js.map +1 -1
  39. package/esm/OptionsGreeksHistory.mjs +681 -0
  40. package/esm/OptionsPosition.d.ts.map +1 -1
  41. package/esm/OptionsPosition.js.map +1 -1
  42. package/esm/OptionsPosition.mjs +1017 -0
  43. package/esm/OptionsTradeExecution.d.ts.map +1 -1
  44. package/esm/OptionsTradeExecution.js.map +1 -1
  45. package/esm/OptionsTradeExecution.mjs +969 -0
  46. package/esm/PortfolioGreeksHistory.d.ts.map +1 -1
  47. package/esm/PortfolioGreeksHistory.js.map +1 -1
  48. package/esm/PortfolioGreeksHistory.mjs +36 -0
  49. package/esm/SignalGeneratorMetrics.d.ts.map +1 -1
  50. package/esm/SignalGeneratorMetrics.js.map +1 -1
  51. package/esm/SignalGeneratorMetrics.mjs +24 -0
  52. package/esm/SignalLineage.d.ts.map +1 -1
  53. package/esm/SignalLineage.js.map +1 -1
  54. package/esm/SignalLineage.mjs +6 -0
  55. package/esm/SignalOutcome.d.ts.map +1 -1
  56. package/esm/SignalOutcome.js.map +1 -1
  57. package/esm/SignalOutcome.mjs +9 -0
  58. package/esm/SignalPriorityQueue.d.ts.map +1 -1
  59. package/esm/SignalPriorityQueue.js.map +1 -1
  60. package/esm/SignalPriorityQueue.mjs +12 -0
  61. package/esm/index.d.ts.map +1 -1
  62. package/package.json +1 -1
package/OptionsTradeExecution.cjs CHANGED
@@ -148,10 +148,23 @@ exports.OptionsTradeExecution = {
148
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  brokerOrderId: props.brokerOrderId !== undefined ? props.brokerOrderId : undefined,
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  executionSide: props.executionSide !== undefined ? props.executionSide : undefined,
150
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  quantity: props.quantity !== undefined ? props.quantity : undefined,
151
+ executionPrice: props.executionPrice !== undefined ? props.executionPrice : undefined,
152
+ executionValue: props.executionValue !== undefined ? props.executionValue : undefined,
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+ fees: props.fees !== undefined ? props.fees : undefined,
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  executionTime: props.executionTime !== undefined ? props.executionTime : undefined,
155
+ underlyingPriceAtExecution: props.underlyingPriceAtExecution !== undefined ? props.underlyingPriceAtExecution : undefined,
156
+ deltaAtExecution: props.deltaAtExecution !== undefined ? props.deltaAtExecution : undefined,
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+ gammaAtExecution: props.gammaAtExecution !== undefined ? props.gammaAtExecution : undefined,
158
+ thetaAtExecution: props.thetaAtExecution !== undefined ? props.thetaAtExecution : undefined,
159
+ vegaAtExecution: props.vegaAtExecution !== undefined ? props.vegaAtExecution : undefined,
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+ rhoAtExecution: props.rhoAtExecution !== undefined ? props.rhoAtExecution : undefined,
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+ impliedVolatilityAtExecution: props.impliedVolatilityAtExecution !== undefined ? props.impliedVolatilityAtExecution : undefined,
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  orderType: props.orderType !== undefined ? props.orderType : undefined,
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+ limitPrice: props.limitPrice !== undefined ? props.limitPrice : undefined,
164
+ stopPrice: props.stopPrice !== undefined ? props.stopPrice : undefined,
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  timeInForce: props.timeInForce !== undefined ? props.timeInForce : undefined,
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  venue: props.venue !== undefined ? props.venue : undefined,
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+ slippage: props.slippage !== undefined ? props.slippage : undefined,
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  notes: props.notes !== undefined ? props.notes : undefined,
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  metadata: props.metadata !== undefined ? props.metadata : undefined,
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  position: props.position ?
@@ -178,8 +191,25 @@ exports.OptionsTradeExecution = {
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  status: props.position.status !== undefined ? props.position.status : undefined,
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  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
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  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
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+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
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+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
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  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
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+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
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+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
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  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
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+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
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+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
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+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
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+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
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+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
205
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
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+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
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+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
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+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
209
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
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+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
211
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
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+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
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  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
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  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
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  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -202,13 +232,28 @@ exports.OptionsTradeExecution = {
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  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
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  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
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  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
235
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
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  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
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  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
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+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
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+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
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+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
241
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
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  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
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  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
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  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
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  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
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+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
247
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
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+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
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+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
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+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
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+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
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  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
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+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
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+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
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+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
256
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
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  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
213
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  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
214
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  greeksHistory: props.position.contract.greeksHistory ?
@@ -226,9 +271,21 @@ exports.OptionsTradeExecution = {
226
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  },
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  create: {
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  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
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+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
275
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
276
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
277
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
278
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
279
+ delta: item.delta !== undefined ? item.delta : undefined,
280
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
281
+ theta: item.theta !== undefined ? item.theta : undefined,
282
+ vega: item.vega !== undefined ? item.vega : undefined,
283
+ rho: item.rho !== undefined ? item.rho : undefined,
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  volume: item.volume !== undefined ? item.volume : undefined,
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  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
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  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
287
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
288
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
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  },
234
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  }))
@@ -260,10 +317,23 @@ exports.OptionsTradeExecution = {
260
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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,
321
+ 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,
324
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
325
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
326
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
327
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
328
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
329
+ 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,
332
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
333
+ 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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  },
@@ -292,13 +362,28 @@ exports.OptionsTradeExecution = {
292
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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,
365
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
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  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
296
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  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
368
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
369
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
370
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
371
+ 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,
300
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  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
376
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
377
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
378
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
379
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
380
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
381
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
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  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
383
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
384
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
385
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
386
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
302
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  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
303
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  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
304
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  positions: props.contract.positions ?
@@ -325,8 +410,25 @@ exports.OptionsTradeExecution = {
325
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  status: item.status !== undefined ? item.status : undefined,
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  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
327
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  quantity: item.quantity !== undefined ? item.quantity : undefined,
413
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
414
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
328
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  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
416
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
417
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
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  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
419
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
420
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
421
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
422
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
423
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
424
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
425
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
426
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
427
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
428
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
429
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
430
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
431
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
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  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
331
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  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
332
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  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -359,10 +461,23 @@ exports.OptionsTradeExecution = {
359
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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,
464
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
465
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
466
+ fees: item.fees !== undefined ? item.fees : undefined,
362
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  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
468
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
469
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
470
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
471
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
472
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
473
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
474
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
363
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  orderType: item.orderType !== undefined ? item.orderType : undefined,
476
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
477
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
364
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  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
365
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  venue: item.venue !== undefined ? item.venue : undefined,
480
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
366
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  notes: item.notes !== undefined ? item.notes : undefined,
367
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
368
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  },
@@ -386,9 +501,21 @@ exports.OptionsTradeExecution = {
386
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  },
387
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  create: {
388
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  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
504
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
505
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
506
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
507
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
508
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
509
+ delta: item.delta !== undefined ? item.delta : undefined,
510
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
511
+ theta: item.theta !== undefined ? item.theta : undefined,
512
+ vega: item.vega !== undefined ? item.vega : undefined,
513
+ rho: item.rho !== undefined ? item.rho : undefined,
389
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  volume: item.volume !== undefined ? item.volume : undefined,
390
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  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
391
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  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
517
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
518
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
392
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  metadata: item.metadata !== undefined ? item.metadata : undefined,
393
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  },
394
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  }))
@@ -506,10 +633,23 @@ exports.OptionsTradeExecution = {
506
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  brokerOrderId: prop.brokerOrderId !== undefined ? prop.brokerOrderId : undefined,
507
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  executionSide: prop.executionSide !== undefined ? prop.executionSide : undefined,
508
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  quantity: prop.quantity !== undefined ? prop.quantity : undefined,
636
+ executionPrice: prop.executionPrice !== undefined ? prop.executionPrice : undefined,
637
+ executionValue: prop.executionValue !== undefined ? prop.executionValue : undefined,
638
+ fees: prop.fees !== undefined ? prop.fees : undefined,
509
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  executionTime: prop.executionTime !== undefined ? prop.executionTime : undefined,
640
+ underlyingPriceAtExecution: prop.underlyingPriceAtExecution !== undefined ? prop.underlyingPriceAtExecution : undefined,
641
+ deltaAtExecution: prop.deltaAtExecution !== undefined ? prop.deltaAtExecution : undefined,
642
+ gammaAtExecution: prop.gammaAtExecution !== undefined ? prop.gammaAtExecution : undefined,
643
+ thetaAtExecution: prop.thetaAtExecution !== undefined ? prop.thetaAtExecution : undefined,
644
+ vegaAtExecution: prop.vegaAtExecution !== undefined ? prop.vegaAtExecution : undefined,
645
+ rhoAtExecution: prop.rhoAtExecution !== undefined ? prop.rhoAtExecution : undefined,
646
+ impliedVolatilityAtExecution: prop.impliedVolatilityAtExecution !== undefined ? prop.impliedVolatilityAtExecution : undefined,
510
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  orderType: prop.orderType !== undefined ? prop.orderType : undefined,
648
+ limitPrice: prop.limitPrice !== undefined ? prop.limitPrice : undefined,
649
+ stopPrice: prop.stopPrice !== undefined ? prop.stopPrice : undefined,
511
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  timeInForce: prop.timeInForce !== undefined ? prop.timeInForce : undefined,
512
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  venue: prop.venue !== undefined ? prop.venue : undefined,
652
+ slippage: prop.slippage !== undefined ? prop.slippage : undefined,
513
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  notes: prop.notes !== undefined ? prop.notes : undefined,
514
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  metadata: prop.metadata !== undefined ? prop.metadata : undefined,
515
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  })),
@@ -990,9 +1130,21 @@ exports.OptionsTradeExecution = {
990
1130
  },
991
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  create: {
992
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  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1133
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1134
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1135
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1136
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1137
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1138
+ delta: item.delta !== undefined ? item.delta : undefined,
1139
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1140
+ theta: item.theta !== undefined ? item.theta : undefined,
1141
+ vega: item.vega !== undefined ? item.vega : undefined,
1142
+ rho: item.rho !== undefined ? item.rho : undefined,
993
1143
  volume: item.volume !== undefined ? item.volume : undefined,
994
1144
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
995
1145
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1146
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1147
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
996
1148
  metadata: item.metadata !== undefined ? item.metadata : undefined,
997
1149
  },
998
1150
  }))
@@ -1097,10 +1249,23 @@ exports.OptionsTradeExecution = {
1097
1249
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1098
1250
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1099
1251
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1252
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1253
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1254
+ fees: item.fees !== undefined ? item.fees : undefined,
1100
1255
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1256
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1257
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1258
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1259
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1260
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1261
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1262
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1101
1263
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1264
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1265
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1102
1266
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1103
1267
  venue: item.venue !== undefined ? item.venue : undefined,
1268
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1104
1269
  notes: item.notes !== undefined ? item.notes : undefined,
1105
1270
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1106
1271
  },
@@ -1111,13 +1276,28 @@ exports.OptionsTradeExecution = {
1111
1276
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
1112
1277
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
1113
1278
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
1279
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
1114
1280
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
1115
1281
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
1282
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
1283
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
1284
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
1285
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
1116
1286
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
1117
1287
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
1118
1288
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
1119
1289
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
1290
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
1291
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
1292
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
1293
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
1294
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
1295
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
1120
1296
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
1297
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
1298
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
1299
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
1300
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
1121
1301
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
1122
1302
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
1123
1303
  greeksHistory: props.position.contract.greeksHistory ?
@@ -1135,9 +1315,21 @@ exports.OptionsTradeExecution = {
1135
1315
  },
1136
1316
  create: {
1137
1317
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1318
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1319
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1320
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1321
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1322
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1323
+ delta: item.delta !== undefined ? item.delta : undefined,
1324
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1325
+ theta: item.theta !== undefined ? item.theta : undefined,
1326
+ vega: item.vega !== undefined ? item.vega : undefined,
1327
+ rho: item.rho !== undefined ? item.rho : undefined,
1138
1328
  volume: item.volume !== undefined ? item.volume : undefined,
1139
1329
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1140
1330
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1331
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1332
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1141
1333
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1142
1334
  },
1143
1335
  }))
@@ -1169,10 +1361,23 @@ exports.OptionsTradeExecution = {
1169
1361
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1170
1362
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1171
1363
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1364
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1365
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1366
+ fees: item.fees !== undefined ? item.fees : undefined,
1172
1367
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1368
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1369
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1370
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1371
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1372
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1373
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1374
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1173
1375
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1376
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1377
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1174
1378
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1175
1379
  venue: item.venue !== undefined ? item.venue : undefined,
1380
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1176
1381
  notes: item.notes !== undefined ? item.notes : undefined,
1177
1382
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1178
1383
  },
@@ -1187,8 +1392,25 @@ exports.OptionsTradeExecution = {
1187
1392
  status: props.position.status !== undefined ? props.position.status : undefined,
1188
1393
  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
1189
1394
  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
1395
+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
1396
+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
1190
1397
  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
1398
+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
1399
+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
1191
1400
  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
1401
+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
1402
+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
1403
+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
1404
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
1405
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
1406
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
1407
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
1408
+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
1409
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
1410
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
1411
+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
1412
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
1413
+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
1192
1414
  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
1193
1415
  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
1194
1416
  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -1211,13 +1433,28 @@ exports.OptionsTradeExecution = {
1211
1433
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
1212
1434
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
1213
1435
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
1436
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
1214
1437
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
1215
1438
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
1439
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
1440
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
1441
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
1442
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
1216
1443
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
1217
1444
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
1218
1445
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
1219
1446
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
1447
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
1448
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
1449
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
1450
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
1451
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
1452
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
1220
1453
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
1454
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
1455
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
1456
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
1457
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
1221
1458
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
1222
1459
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
1223
1460
  greeksHistory: props.position.contract.greeksHistory ?
@@ -1235,9 +1472,21 @@ exports.OptionsTradeExecution = {
1235
1472
  },
1236
1473
  create: {
1237
1474
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1475
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1476
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1477
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1478
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1479
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1480
+ delta: item.delta !== undefined ? item.delta : undefined,
1481
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1482
+ theta: item.theta !== undefined ? item.theta : undefined,
1483
+ vega: item.vega !== undefined ? item.vega : undefined,
1484
+ rho: item.rho !== undefined ? item.rho : undefined,
1238
1485
  volume: item.volume !== undefined ? item.volume : undefined,
1239
1486
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1240
1487
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1488
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1489
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1241
1490
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1242
1491
  },
1243
1492
  }))
@@ -1269,10 +1518,23 @@ exports.OptionsTradeExecution = {
1269
1518
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1270
1519
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1271
1520
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1521
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1522
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1523
+ fees: item.fees !== undefined ? item.fees : undefined,
1272
1524
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1525
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1526
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1527
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1528
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1529
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1530
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1531
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1273
1532
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1533
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1534
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1274
1535
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1275
1536
  venue: item.venue !== undefined ? item.venue : undefined,
1537
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1276
1538
  notes: item.notes !== undefined ? item.notes : undefined,
1277
1539
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1278
1540
  },
@@ -1593,10 +1855,23 @@ exports.OptionsTradeExecution = {
1593
1855
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1594
1856
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1595
1857
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1858
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1859
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1860
+ fees: item.fees !== undefined ? item.fees : undefined,
1596
1861
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1862
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1863
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1864
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1865
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1866
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1867
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1868
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1597
1869
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1870
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1871
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1598
1872
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1599
1873
  venue: item.venue !== undefined ? item.venue : undefined,
1874
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1600
1875
  notes: item.notes !== undefined ? item.notes : undefined,
1601
1876
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1602
1877
  },
@@ -1608,8 +1883,25 @@ exports.OptionsTradeExecution = {
1608
1883
  status: item.status !== undefined ? item.status : undefined,
1609
1884
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1610
1885
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1886
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
1887
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1611
1888
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
1889
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
1890
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1612
1891
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
1892
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
1893
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
1894
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
1895
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
1896
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
1897
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
1898
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
1899
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
1900
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
1901
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
1902
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
1903
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
1904
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1613
1905
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1614
1906
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1615
1907
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1642,10 +1934,23 @@ exports.OptionsTradeExecution = {
1642
1934
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1643
1935
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1644
1936
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1937
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1938
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1939
+ fees: item.fees !== undefined ? item.fees : undefined,
1645
1940
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1941
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1942
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1943
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1944
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1945
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1946
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1947
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1646
1948
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1949
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1950
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1647
1951
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1648
1952
  venue: item.venue !== undefined ? item.venue : undefined,
1953
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1649
1954
  notes: item.notes !== undefined ? item.notes : undefined,
1650
1955
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1651
1956
  },
@@ -1724,9 +2029,21 @@ exports.OptionsTradeExecution = {
1724
2029
  },
1725
2030
  create: {
1726
2031
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2032
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2033
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2034
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2035
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2036
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2037
+ delta: item.delta !== undefined ? item.delta : undefined,
2038
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2039
+ theta: item.theta !== undefined ? item.theta : undefined,
2040
+ vega: item.vega !== undefined ? item.vega : undefined,
2041
+ rho: item.rho !== undefined ? item.rho : undefined,
1727
2042
  volume: item.volume !== undefined ? item.volume : undefined,
1728
2043
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1729
2044
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2045
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2046
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1730
2047
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1731
2048
  },
1732
2049
  }))
@@ -1736,13 +2053,28 @@ exports.OptionsTradeExecution = {
1736
2053
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
1737
2054
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
1738
2055
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
2056
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
1739
2057
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
1740
2058
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
2059
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
2060
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
2061
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
2062
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
1741
2063
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
1742
2064
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
1743
2065
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
1744
2066
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
2067
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
2068
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
2069
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
2070
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
2071
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
2072
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
1745
2073
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
2074
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
2075
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
2076
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
2077
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
1746
2078
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
1747
2079
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
1748
2080
  positions: props.contract.positions ?
@@ -1769,8 +2101,25 @@ exports.OptionsTradeExecution = {
1769
2101
  status: item.status !== undefined ? item.status : undefined,
1770
2102
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1771
2103
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2104
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2105
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1772
2106
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2107
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2108
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1773
2109
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2110
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2111
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2112
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2113
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2114
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2115
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2116
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2117
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2118
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2119
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2120
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2121
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2122
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1774
2123
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1775
2124
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1776
2125
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1803,10 +2152,23 @@ exports.OptionsTradeExecution = {
1803
2152
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1804
2153
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1805
2154
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2155
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2156
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2157
+ fees: item.fees !== undefined ? item.fees : undefined,
1806
2158
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2159
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2160
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2161
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2162
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2163
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2164
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2165
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1807
2166
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2167
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2168
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1808
2169
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1809
2170
  venue: item.venue !== undefined ? item.venue : undefined,
2171
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1810
2172
  notes: item.notes !== undefined ? item.notes : undefined,
1811
2173
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1812
2174
  },
@@ -1830,9 +2192,21 @@ exports.OptionsTradeExecution = {
1830
2192
  },
1831
2193
  create: {
1832
2194
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2195
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2196
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2197
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2198
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2199
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2200
+ delta: item.delta !== undefined ? item.delta : undefined,
2201
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2202
+ theta: item.theta !== undefined ? item.theta : undefined,
2203
+ vega: item.vega !== undefined ? item.vega : undefined,
2204
+ rho: item.rho !== undefined ? item.rho : undefined,
1833
2205
  volume: item.volume !== undefined ? item.volume : undefined,
1834
2206
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1835
2207
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2208
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2209
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1836
2210
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1837
2211
  },
1838
2212
  }))
@@ -1965,10 +2339,23 @@ exports.OptionsTradeExecution = {
1965
2339
  brokerOrderId: props.brokerOrderId !== undefined ? props.brokerOrderId : undefined,
1966
2340
  executionSide: props.executionSide !== undefined ? props.executionSide : undefined,
1967
2341
  quantity: props.quantity !== undefined ? props.quantity : undefined,
2342
+ executionPrice: props.executionPrice !== undefined ? props.executionPrice : undefined,
2343
+ executionValue: props.executionValue !== undefined ? props.executionValue : undefined,
2344
+ fees: props.fees !== undefined ? props.fees : undefined,
1968
2345
  executionTime: props.executionTime !== undefined ? props.executionTime : undefined,
2346
+ underlyingPriceAtExecution: props.underlyingPriceAtExecution !== undefined ? props.underlyingPriceAtExecution : undefined,
2347
+ deltaAtExecution: props.deltaAtExecution !== undefined ? props.deltaAtExecution : undefined,
2348
+ gammaAtExecution: props.gammaAtExecution !== undefined ? props.gammaAtExecution : undefined,
2349
+ thetaAtExecution: props.thetaAtExecution !== undefined ? props.thetaAtExecution : undefined,
2350
+ vegaAtExecution: props.vegaAtExecution !== undefined ? props.vegaAtExecution : undefined,
2351
+ rhoAtExecution: props.rhoAtExecution !== undefined ? props.rhoAtExecution : undefined,
2352
+ impliedVolatilityAtExecution: props.impliedVolatilityAtExecution !== undefined ? props.impliedVolatilityAtExecution : undefined,
1969
2353
  orderType: props.orderType !== undefined ? props.orderType : undefined,
2354
+ limitPrice: props.limitPrice !== undefined ? props.limitPrice : undefined,
2355
+ stopPrice: props.stopPrice !== undefined ? props.stopPrice : undefined,
1970
2356
  timeInForce: props.timeInForce !== undefined ? props.timeInForce : undefined,
1971
2357
  venue: props.venue !== undefined ? props.venue : undefined,
2358
+ slippage: props.slippage !== undefined ? props.slippage : undefined,
1972
2359
  notes: props.notes !== undefined ? props.notes : undefined,
1973
2360
  metadata: props.metadata !== undefined ? props.metadata : undefined,
1974
2361
  position: props.position ?
@@ -1995,8 +2382,25 @@ exports.OptionsTradeExecution = {
1995
2382
  status: props.position.status !== undefined ? props.position.status : undefined,
1996
2383
  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
1997
2384
  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
2385
+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
2386
+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
1998
2387
  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
2388
+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
2389
+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
1999
2390
  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
2391
+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
2392
+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
2393
+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
2394
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
2395
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
2396
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
2397
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
2398
+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
2399
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
2400
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
2401
+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
2402
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
2403
+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
2000
2404
  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
2001
2405
  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
2002
2406
  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -2019,13 +2423,28 @@ exports.OptionsTradeExecution = {
2019
2423
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
2020
2424
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
2021
2425
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
2426
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
2022
2427
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
2023
2428
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
2429
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
2430
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
2431
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
2432
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
2024
2433
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
2025
2434
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
2026
2435
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
2027
2436
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
2437
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
2438
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
2439
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
2440
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
2441
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
2442
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
2028
2443
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
2444
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
2445
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
2446
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
2447
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
2029
2448
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
2030
2449
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
2031
2450
  greeksHistory: props.position.contract.greeksHistory ?
@@ -2043,9 +2462,21 @@ exports.OptionsTradeExecution = {
2043
2462
  },
2044
2463
  create: {
2045
2464
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2465
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2466
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2467
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2468
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2469
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2470
+ delta: item.delta !== undefined ? item.delta : undefined,
2471
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2472
+ theta: item.theta !== undefined ? item.theta : undefined,
2473
+ vega: item.vega !== undefined ? item.vega : undefined,
2474
+ rho: item.rho !== undefined ? item.rho : undefined,
2046
2475
  volume: item.volume !== undefined ? item.volume : undefined,
2047
2476
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2048
2477
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2478
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2479
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2049
2480
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2050
2481
  },
2051
2482
  }))
@@ -2077,10 +2508,23 @@ exports.OptionsTradeExecution = {
2077
2508
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2078
2509
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2079
2510
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2511
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2512
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2513
+ fees: item.fees !== undefined ? item.fees : undefined,
2080
2514
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2515
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2516
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2517
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2518
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2519
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2520
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2521
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2081
2522
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2523
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2524
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2082
2525
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2083
2526
  venue: item.venue !== undefined ? item.venue : undefined,
2527
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2084
2528
  notes: item.notes !== undefined ? item.notes : undefined,
2085
2529
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2086
2530
  },
@@ -2109,13 +2553,28 @@ exports.OptionsTradeExecution = {
2109
2553
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
2110
2554
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
2111
2555
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
2556
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
2112
2557
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
2113
2558
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
2559
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
2560
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
2561
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
2562
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
2114
2563
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
2115
2564
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
2116
2565
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
2117
2566
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
2567
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
2568
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
2569
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
2570
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
2571
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
2572
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
2118
2573
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
2574
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
2575
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
2576
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
2577
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
2119
2578
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
2120
2579
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
2121
2580
  positions: props.contract.positions ?
@@ -2142,8 +2601,25 @@ exports.OptionsTradeExecution = {
2142
2601
  status: item.status !== undefined ? item.status : undefined,
2143
2602
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
2144
2603
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2604
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2605
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
2145
2606
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2607
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2608
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
2146
2609
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2610
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2611
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2612
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2613
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2614
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2615
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2616
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2617
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2618
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2619
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2620
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2621
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2622
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
2147
2623
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
2148
2624
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
2149
2625
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -2176,10 +2652,23 @@ exports.OptionsTradeExecution = {
2176
2652
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2177
2653
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2178
2654
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2655
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2656
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2657
+ fees: item.fees !== undefined ? item.fees : undefined,
2179
2658
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2659
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2660
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2661
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2662
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2663
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2664
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2665
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2180
2666
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2667
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2668
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2181
2669
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2182
2670
  venue: item.venue !== undefined ? item.venue : undefined,
2671
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2183
2672
  notes: item.notes !== undefined ? item.notes : undefined,
2184
2673
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2185
2674
  },
@@ -2203,9 +2692,21 @@ exports.OptionsTradeExecution = {
2203
2692
  },
2204
2693
  create: {
2205
2694
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2695
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2696
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2697
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2698
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2699
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2700
+ delta: item.delta !== undefined ? item.delta : undefined,
2701
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2702
+ theta: item.theta !== undefined ? item.theta : undefined,
2703
+ vega: item.vega !== undefined ? item.vega : undefined,
2704
+ rho: item.rho !== undefined ? item.rho : undefined,
2206
2705
  volume: item.volume !== undefined ? item.volume : undefined,
2207
2706
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2208
2707
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2708
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2709
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2209
2710
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2210
2711
  },
2211
2712
  }))
@@ -2566,9 +3067,21 @@ exports.OptionsTradeExecution = {
2566
3067
  },
2567
3068
  create: {
2568
3069
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3070
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3071
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3072
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3073
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3074
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3075
+ delta: item.delta !== undefined ? item.delta : undefined,
3076
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3077
+ theta: item.theta !== undefined ? item.theta : undefined,
3078
+ vega: item.vega !== undefined ? item.vega : undefined,
3079
+ rho: item.rho !== undefined ? item.rho : undefined,
2569
3080
  volume: item.volume !== undefined ? item.volume : undefined,
2570
3081
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2571
3082
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3083
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3084
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2572
3085
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2573
3086
  },
2574
3087
  }))
@@ -2673,10 +3186,23 @@ exports.OptionsTradeExecution = {
2673
3186
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2674
3187
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2675
3188
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3189
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3190
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3191
+ fees: item.fees !== undefined ? item.fees : undefined,
2676
3192
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3193
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3194
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3195
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3196
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3197
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3198
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3199
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2677
3200
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3201
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3202
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2678
3203
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2679
3204
  venue: item.venue !== undefined ? item.venue : undefined,
3205
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2680
3206
  notes: item.notes !== undefined ? item.notes : undefined,
2681
3207
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2682
3208
  },
@@ -2687,13 +3213,28 @@ exports.OptionsTradeExecution = {
2687
3213
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
2688
3214
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
2689
3215
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
3216
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
2690
3217
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
2691
3218
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
3219
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
3220
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
3221
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
3222
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
2692
3223
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
2693
3224
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
2694
3225
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
2695
3226
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
3227
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
3228
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
3229
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
3230
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
3231
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
3232
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
2696
3233
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
3234
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
3235
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
3236
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
3237
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
2697
3238
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
2698
3239
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
2699
3240
  greeksHistory: props.position.contract.greeksHistory ?
@@ -2711,9 +3252,21 @@ exports.OptionsTradeExecution = {
2711
3252
  },
2712
3253
  create: {
2713
3254
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3255
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3256
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3257
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3258
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3259
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3260
+ delta: item.delta !== undefined ? item.delta : undefined,
3261
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3262
+ theta: item.theta !== undefined ? item.theta : undefined,
3263
+ vega: item.vega !== undefined ? item.vega : undefined,
3264
+ rho: item.rho !== undefined ? item.rho : undefined,
2714
3265
  volume: item.volume !== undefined ? item.volume : undefined,
2715
3266
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2716
3267
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3268
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3269
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2717
3270
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2718
3271
  },
2719
3272
  }))
@@ -2745,10 +3298,23 @@ exports.OptionsTradeExecution = {
2745
3298
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2746
3299
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2747
3300
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3301
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3302
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3303
+ fees: item.fees !== undefined ? item.fees : undefined,
2748
3304
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3305
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3306
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3307
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3308
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3309
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3310
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3311
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2749
3312
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3313
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3314
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2750
3315
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2751
3316
  venue: item.venue !== undefined ? item.venue : undefined,
3317
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2752
3318
  notes: item.notes !== undefined ? item.notes : undefined,
2753
3319
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2754
3320
  },
@@ -2763,8 +3329,25 @@ exports.OptionsTradeExecution = {
2763
3329
  status: props.position.status !== undefined ? props.position.status : undefined,
2764
3330
  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
2765
3331
  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
3332
+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
3333
+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
2766
3334
  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
3335
+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
3336
+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
2767
3337
  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
3338
+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
3339
+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
3340
+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
3341
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
3342
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
3343
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
3344
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
3345
+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
3346
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
3347
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
3348
+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
3349
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
3350
+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
2768
3351
  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
2769
3352
  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
2770
3353
  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -2787,13 +3370,28 @@ exports.OptionsTradeExecution = {
2787
3370
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
2788
3371
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
2789
3372
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
3373
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
2790
3374
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
2791
3375
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
3376
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
3377
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
3378
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
3379
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
2792
3380
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
2793
3381
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
2794
3382
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
2795
3383
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
3384
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
3385
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
3386
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
3387
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
3388
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
3389
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
2796
3390
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
3391
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
3392
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
3393
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
3394
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
2797
3395
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
2798
3396
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
2799
3397
  greeksHistory: props.position.contract.greeksHistory ?
@@ -2811,9 +3409,21 @@ exports.OptionsTradeExecution = {
2811
3409
  },
2812
3410
  create: {
2813
3411
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3412
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3413
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3414
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3415
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3416
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3417
+ delta: item.delta !== undefined ? item.delta : undefined,
3418
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3419
+ theta: item.theta !== undefined ? item.theta : undefined,
3420
+ vega: item.vega !== undefined ? item.vega : undefined,
3421
+ rho: item.rho !== undefined ? item.rho : undefined,
2814
3422
  volume: item.volume !== undefined ? item.volume : undefined,
2815
3423
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2816
3424
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3425
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3426
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2817
3427
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2818
3428
  },
2819
3429
  }))
@@ -2845,10 +3455,23 @@ exports.OptionsTradeExecution = {
2845
3455
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2846
3456
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2847
3457
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3458
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3459
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3460
+ fees: item.fees !== undefined ? item.fees : undefined,
2848
3461
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3462
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3463
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3464
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3465
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3466
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3467
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3468
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2849
3469
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3470
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3471
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2850
3472
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2851
3473
  venue: item.venue !== undefined ? item.venue : undefined,
3474
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2852
3475
  notes: item.notes !== undefined ? item.notes : undefined,
2853
3476
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2854
3477
  },
@@ -3169,10 +3792,23 @@ exports.OptionsTradeExecution = {
3169
3792
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3170
3793
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3171
3794
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3795
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3796
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3797
+ fees: item.fees !== undefined ? item.fees : undefined,
3172
3798
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3799
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3800
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3801
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3802
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3803
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3804
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3805
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3173
3806
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3807
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3808
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3174
3809
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3175
3810
  venue: item.venue !== undefined ? item.venue : undefined,
3811
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3176
3812
  notes: item.notes !== undefined ? item.notes : undefined,
3177
3813
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3178
3814
  },
@@ -3184,8 +3820,25 @@ exports.OptionsTradeExecution = {
3184
3820
  status: item.status !== undefined ? item.status : undefined,
3185
3821
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
3186
3822
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3823
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
3824
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
3187
3825
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
3826
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
3827
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
3188
3828
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
3829
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
3830
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
3831
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
3832
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
3833
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
3834
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
3835
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
3836
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
3837
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
3838
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
3839
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
3840
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
3841
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
3189
3842
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
3190
3843
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
3191
3844
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -3218,10 +3871,23 @@ exports.OptionsTradeExecution = {
3218
3871
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3219
3872
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3220
3873
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3874
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3875
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3876
+ fees: item.fees !== undefined ? item.fees : undefined,
3221
3877
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3878
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3879
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3880
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3881
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3882
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3883
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3884
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3222
3885
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3886
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3887
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3223
3888
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3224
3889
  venue: item.venue !== undefined ? item.venue : undefined,
3890
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3225
3891
  notes: item.notes !== undefined ? item.notes : undefined,
3226
3892
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3227
3893
  },
@@ -3300,9 +3966,21 @@ exports.OptionsTradeExecution = {
3300
3966
  },
3301
3967
  create: {
3302
3968
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3969
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3970
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3971
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3972
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3973
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3974
+ delta: item.delta !== undefined ? item.delta : undefined,
3975
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3976
+ theta: item.theta !== undefined ? item.theta : undefined,
3977
+ vega: item.vega !== undefined ? item.vega : undefined,
3978
+ rho: item.rho !== undefined ? item.rho : undefined,
3303
3979
  volume: item.volume !== undefined ? item.volume : undefined,
3304
3980
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3305
3981
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3982
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3983
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3306
3984
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3307
3985
  },
3308
3986
  }))
@@ -3312,13 +3990,28 @@ exports.OptionsTradeExecution = {
3312
3990
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
3313
3991
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
3314
3992
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
3993
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
3315
3994
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
3316
3995
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
3996
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
3997
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
3998
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
3999
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
3317
4000
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
3318
4001
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
3319
4002
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
3320
4003
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
4004
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
4005
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
4006
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
4007
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
4008
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
4009
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
3321
4010
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
4011
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
4012
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
4013
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
4014
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
3322
4015
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
3323
4016
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
3324
4017
  positions: props.contract.positions ?
@@ -3345,8 +4038,25 @@ exports.OptionsTradeExecution = {
3345
4038
  status: item.status !== undefined ? item.status : undefined,
3346
4039
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
3347
4040
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4041
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
4042
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
3348
4043
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
4044
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
4045
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
3349
4046
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
4047
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
4048
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
4049
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
4050
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
4051
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
4052
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
4053
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
4054
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
4055
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
4056
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
4057
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
4058
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
4059
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
3350
4060
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
3351
4061
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
3352
4062
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -3379,10 +4089,23 @@ exports.OptionsTradeExecution = {
3379
4089
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3380
4090
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3381
4091
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4092
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4093
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4094
+ fees: item.fees !== undefined ? item.fees : undefined,
3382
4095
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4096
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4097
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4098
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4099
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4100
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4101
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4102
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3383
4103
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4104
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4105
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3384
4106
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3385
4107
  venue: item.venue !== undefined ? item.venue : undefined,
4108
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3386
4109
  notes: item.notes !== undefined ? item.notes : undefined,
3387
4110
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3388
4111
  },
@@ -3406,9 +4129,21 @@ exports.OptionsTradeExecution = {
3406
4129
  },
3407
4130
  create: {
3408
4131
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4132
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4133
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4134
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4135
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4136
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4137
+ delta: item.delta !== undefined ? item.delta : undefined,
4138
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4139
+ theta: item.theta !== undefined ? item.theta : undefined,
4140
+ vega: item.vega !== undefined ? item.vega : undefined,
4141
+ rho: item.rho !== undefined ? item.rho : undefined,
3409
4142
  volume: item.volume !== undefined ? item.volume : undefined,
3410
4143
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3411
4144
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4145
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4146
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3412
4147
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3413
4148
  },
3414
4149
  }))
@@ -3897,9 +4632,21 @@ exports.OptionsTradeExecution = {
3897
4632
  },
3898
4633
  create: {
3899
4634
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4635
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4636
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4637
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4638
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4639
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4640
+ delta: item.delta !== undefined ? item.delta : undefined,
4641
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4642
+ theta: item.theta !== undefined ? item.theta : undefined,
4643
+ vega: item.vega !== undefined ? item.vega : undefined,
4644
+ rho: item.rho !== undefined ? item.rho : undefined,
3900
4645
  volume: item.volume !== undefined ? item.volume : undefined,
3901
4646
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3902
4647
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4648
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4649
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3903
4650
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3904
4651
  },
3905
4652
  }))
@@ -4004,10 +4751,23 @@ exports.OptionsTradeExecution = {
4004
4751
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4005
4752
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4006
4753
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4754
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4755
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4756
+ fees: item.fees !== undefined ? item.fees : undefined,
4007
4757
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4758
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4759
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4760
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4761
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4762
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4763
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4764
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4008
4765
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4766
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4767
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4009
4768
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4010
4769
  venue: item.venue !== undefined ? item.venue : undefined,
4770
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4011
4771
  notes: item.notes !== undefined ? item.notes : undefined,
4012
4772
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4013
4773
  },
@@ -4018,13 +4778,28 @@ exports.OptionsTradeExecution = {
4018
4778
  symbol: prop.position.contract.symbol !== undefined ? prop.position.contract.symbol : undefined,
4019
4779
  contractSymbol: prop.position.contract.contractSymbol !== undefined ? prop.position.contract.contractSymbol : undefined,
4020
4780
  optionType: prop.position.contract.optionType !== undefined ? prop.position.contract.optionType : undefined,
4781
+ strikePrice: prop.position.contract.strikePrice !== undefined ? prop.position.contract.strikePrice : undefined,
4021
4782
  expirationDate: prop.position.contract.expirationDate !== undefined ? prop.position.contract.expirationDate : undefined,
4022
4783
  daysToExpiration: prop.position.contract.daysToExpiration !== undefined ? prop.position.contract.daysToExpiration : undefined,
4784
+ lastPrice: prop.position.contract.lastPrice !== undefined ? prop.position.contract.lastPrice : undefined,
4785
+ bidPrice: prop.position.contract.bidPrice !== undefined ? prop.position.contract.bidPrice : undefined,
4786
+ askPrice: prop.position.contract.askPrice !== undefined ? prop.position.contract.askPrice : undefined,
4787
+ midPrice: prop.position.contract.midPrice !== undefined ? prop.position.contract.midPrice : undefined,
4023
4788
  bidSize: prop.position.contract.bidSize !== undefined ? prop.position.contract.bidSize : undefined,
4024
4789
  askSize: prop.position.contract.askSize !== undefined ? prop.position.contract.askSize : undefined,
4025
4790
  volume: prop.position.contract.volume !== undefined ? prop.position.contract.volume : undefined,
4026
4791
  openInterest: prop.position.contract.openInterest !== undefined ? prop.position.contract.openInterest : undefined,
4792
+ impliedVolatility: prop.position.contract.impliedVolatility !== undefined ? prop.position.contract.impliedVolatility : undefined,
4793
+ delta: prop.position.contract.delta !== undefined ? prop.position.contract.delta : undefined,
4794
+ gamma: prop.position.contract.gamma !== undefined ? prop.position.contract.gamma : undefined,
4795
+ theta: prop.position.contract.theta !== undefined ? prop.position.contract.theta : undefined,
4796
+ vega: prop.position.contract.vega !== undefined ? prop.position.contract.vega : undefined,
4797
+ rho: prop.position.contract.rho !== undefined ? prop.position.contract.rho : undefined,
4027
4798
  inTheMoney: prop.position.contract.inTheMoney !== undefined ? prop.position.contract.inTheMoney : undefined,
4799
+ intrinsicValue: prop.position.contract.intrinsicValue !== undefined ? prop.position.contract.intrinsicValue : undefined,
4800
+ extrinsicValue: prop.position.contract.extrinsicValue !== undefined ? prop.position.contract.extrinsicValue : undefined,
4801
+ theoreticalPrice: prop.position.contract.theoreticalPrice !== undefined ? prop.position.contract.theoreticalPrice : undefined,
4802
+ underlyingPrice: prop.position.contract.underlyingPrice !== undefined ? prop.position.contract.underlyingPrice : undefined,
4028
4803
  metadata: prop.position.contract.metadata !== undefined ? prop.position.contract.metadata : undefined,
4029
4804
  dataTimestamp: prop.position.contract.dataTimestamp !== undefined ? prop.position.contract.dataTimestamp : undefined,
4030
4805
  greeksHistory: prop.position.contract.greeksHistory ?
@@ -4042,9 +4817,21 @@ exports.OptionsTradeExecution = {
4042
4817
  },
4043
4818
  create: {
4044
4819
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4820
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4821
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4822
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4823
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4824
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4825
+ delta: item.delta !== undefined ? item.delta : undefined,
4826
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4827
+ theta: item.theta !== undefined ? item.theta : undefined,
4828
+ vega: item.vega !== undefined ? item.vega : undefined,
4829
+ rho: item.rho !== undefined ? item.rho : undefined,
4045
4830
  volume: item.volume !== undefined ? item.volume : undefined,
4046
4831
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4047
4832
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4833
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4834
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4048
4835
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4049
4836
  },
4050
4837
  }))
@@ -4076,10 +4863,23 @@ exports.OptionsTradeExecution = {
4076
4863
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4077
4864
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4078
4865
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4866
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4867
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4868
+ fees: item.fees !== undefined ? item.fees : undefined,
4079
4869
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4870
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4871
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4872
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4873
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4874
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4875
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4876
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4080
4877
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4878
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4879
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4081
4880
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4082
4881
  venue: item.venue !== undefined ? item.venue : undefined,
4882
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4083
4883
  notes: item.notes !== undefined ? item.notes : undefined,
4084
4884
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4085
4885
  },
@@ -4094,8 +4894,25 @@ exports.OptionsTradeExecution = {
4094
4894
  status: prop.position.status !== undefined ? prop.position.status : undefined,
4095
4895
  openingSide: prop.position.openingSide !== undefined ? prop.position.openingSide : undefined,
4096
4896
  quantity: prop.position.quantity !== undefined ? prop.position.quantity : undefined,
4897
+ entryPrice: prop.position.entryPrice !== undefined ? prop.position.entryPrice : undefined,
4898
+ entryCost: prop.position.entryCost !== undefined ? prop.position.entryCost : undefined,
4097
4899
  entryTime: prop.position.entryTime !== undefined ? prop.position.entryTime : undefined,
4900
+ exitPrice: prop.position.exitPrice !== undefined ? prop.position.exitPrice : undefined,
4901
+ exitValue: prop.position.exitValue !== undefined ? prop.position.exitValue : undefined,
4098
4902
  exitTime: prop.position.exitTime !== undefined ? prop.position.exitTime : undefined,
4903
+ currentPrice: prop.position.currentPrice !== undefined ? prop.position.currentPrice : undefined,
4904
+ currentValue: prop.position.currentValue !== undefined ? prop.position.currentValue : undefined,
4905
+ unrealizedPnL: prop.position.unrealizedPnL !== undefined ? prop.position.unrealizedPnL : undefined,
4906
+ unrealizedPnLPercent: prop.position.unrealizedPnLPercent !== undefined ? prop.position.unrealizedPnLPercent : undefined,
4907
+ realizedPnL: prop.position.realizedPnL !== undefined ? prop.position.realizedPnL : undefined,
4908
+ realizedPnLPercent: prop.position.realizedPnLPercent !== undefined ? prop.position.realizedPnLPercent : undefined,
4909
+ totalFees: prop.position.totalFees !== undefined ? prop.position.totalFees : undefined,
4910
+ currentDelta: prop.position.currentDelta !== undefined ? prop.position.currentDelta : undefined,
4911
+ currentGamma: prop.position.currentGamma !== undefined ? prop.position.currentGamma : undefined,
4912
+ currentTheta: prop.position.currentTheta !== undefined ? prop.position.currentTheta : undefined,
4913
+ currentVega: prop.position.currentVega !== undefined ? prop.position.currentVega : undefined,
4914
+ currentRho: prop.position.currentRho !== undefined ? prop.position.currentRho : undefined,
4915
+ currentImpliedVolatility: prop.position.currentImpliedVolatility !== undefined ? prop.position.currentImpliedVolatility : undefined,
4099
4916
  daysHeld: prop.position.daysHeld !== undefined ? prop.position.daysHeld : undefined,
4100
4917
  exitReason: prop.position.exitReason !== undefined ? prop.position.exitReason : undefined,
4101
4918
  strategyType: prop.position.strategyType !== undefined ? prop.position.strategyType : undefined,
@@ -4118,13 +4935,28 @@ exports.OptionsTradeExecution = {
4118
4935
  symbol: prop.position.contract.symbol !== undefined ? prop.position.contract.symbol : undefined,
4119
4936
  contractSymbol: prop.position.contract.contractSymbol !== undefined ? prop.position.contract.contractSymbol : undefined,
4120
4937
  optionType: prop.position.contract.optionType !== undefined ? prop.position.contract.optionType : undefined,
4938
+ strikePrice: prop.position.contract.strikePrice !== undefined ? prop.position.contract.strikePrice : undefined,
4121
4939
  expirationDate: prop.position.contract.expirationDate !== undefined ? prop.position.contract.expirationDate : undefined,
4122
4940
  daysToExpiration: prop.position.contract.daysToExpiration !== undefined ? prop.position.contract.daysToExpiration : undefined,
4941
+ lastPrice: prop.position.contract.lastPrice !== undefined ? prop.position.contract.lastPrice : undefined,
4942
+ bidPrice: prop.position.contract.bidPrice !== undefined ? prop.position.contract.bidPrice : undefined,
4943
+ askPrice: prop.position.contract.askPrice !== undefined ? prop.position.contract.askPrice : undefined,
4944
+ midPrice: prop.position.contract.midPrice !== undefined ? prop.position.contract.midPrice : undefined,
4123
4945
  bidSize: prop.position.contract.bidSize !== undefined ? prop.position.contract.bidSize : undefined,
4124
4946
  askSize: prop.position.contract.askSize !== undefined ? prop.position.contract.askSize : undefined,
4125
4947
  volume: prop.position.contract.volume !== undefined ? prop.position.contract.volume : undefined,
4126
4948
  openInterest: prop.position.contract.openInterest !== undefined ? prop.position.contract.openInterest : undefined,
4949
+ impliedVolatility: prop.position.contract.impliedVolatility !== undefined ? prop.position.contract.impliedVolatility : undefined,
4950
+ delta: prop.position.contract.delta !== undefined ? prop.position.contract.delta : undefined,
4951
+ gamma: prop.position.contract.gamma !== undefined ? prop.position.contract.gamma : undefined,
4952
+ theta: prop.position.contract.theta !== undefined ? prop.position.contract.theta : undefined,
4953
+ vega: prop.position.contract.vega !== undefined ? prop.position.contract.vega : undefined,
4954
+ rho: prop.position.contract.rho !== undefined ? prop.position.contract.rho : undefined,
4127
4955
  inTheMoney: prop.position.contract.inTheMoney !== undefined ? prop.position.contract.inTheMoney : undefined,
4956
+ intrinsicValue: prop.position.contract.intrinsicValue !== undefined ? prop.position.contract.intrinsicValue : undefined,
4957
+ extrinsicValue: prop.position.contract.extrinsicValue !== undefined ? prop.position.contract.extrinsicValue : undefined,
4958
+ theoreticalPrice: prop.position.contract.theoreticalPrice !== undefined ? prop.position.contract.theoreticalPrice : undefined,
4959
+ underlyingPrice: prop.position.contract.underlyingPrice !== undefined ? prop.position.contract.underlyingPrice : undefined,
4128
4960
  metadata: prop.position.contract.metadata !== undefined ? prop.position.contract.metadata : undefined,
4129
4961
  dataTimestamp: prop.position.contract.dataTimestamp !== undefined ? prop.position.contract.dataTimestamp : undefined,
4130
4962
  greeksHistory: prop.position.contract.greeksHistory ?
@@ -4142,9 +4974,21 @@ exports.OptionsTradeExecution = {
4142
4974
  },
4143
4975
  create: {
4144
4976
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4977
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4978
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4979
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4980
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4981
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4982
+ delta: item.delta !== undefined ? item.delta : undefined,
4983
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4984
+ theta: item.theta !== undefined ? item.theta : undefined,
4985
+ vega: item.vega !== undefined ? item.vega : undefined,
4986
+ rho: item.rho !== undefined ? item.rho : undefined,
4145
4987
  volume: item.volume !== undefined ? item.volume : undefined,
4146
4988
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4147
4989
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4990
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4991
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4148
4992
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4149
4993
  },
4150
4994
  }))
@@ -4176,10 +5020,23 @@ exports.OptionsTradeExecution = {
4176
5020
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4177
5021
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4178
5022
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5023
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5024
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5025
+ fees: item.fees !== undefined ? item.fees : undefined,
4179
5026
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5027
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5028
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5029
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5030
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5031
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5032
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5033
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4180
5034
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5035
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5036
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4181
5037
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4182
5038
  venue: item.venue !== undefined ? item.venue : undefined,
5039
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4183
5040
  notes: item.notes !== undefined ? item.notes : undefined,
4184
5041
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4185
5042
  },
@@ -4500,10 +5357,23 @@ exports.OptionsTradeExecution = {
4500
5357
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4501
5358
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4502
5359
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5360
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5361
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5362
+ fees: item.fees !== undefined ? item.fees : undefined,
4503
5363
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5364
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5365
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5366
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5367
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5368
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5369
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5370
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4504
5371
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5372
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5373
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4505
5374
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4506
5375
  venue: item.venue !== undefined ? item.venue : undefined,
5376
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4507
5377
  notes: item.notes !== undefined ? item.notes : undefined,
4508
5378
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4509
5379
  },
@@ -4515,8 +5385,25 @@ exports.OptionsTradeExecution = {
4515
5385
  status: item.status !== undefined ? item.status : undefined,
4516
5386
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
4517
5387
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5388
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
5389
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
4518
5390
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
5391
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
5392
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
4519
5393
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
5394
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
5395
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
5396
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
5397
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
5398
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
5399
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
5400
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
5401
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
5402
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
5403
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
5404
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
5405
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
5406
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
4520
5407
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
4521
5408
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
4522
5409
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -4549,10 +5436,23 @@ exports.OptionsTradeExecution = {
4549
5436
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4550
5437
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4551
5438
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5439
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5440
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5441
+ fees: item.fees !== undefined ? item.fees : undefined,
4552
5442
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5443
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5444
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5445
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5446
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5447
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5448
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5449
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4553
5450
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5451
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5452
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4554
5453
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4555
5454
  venue: item.venue !== undefined ? item.venue : undefined,
5455
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4556
5456
  notes: item.notes !== undefined ? item.notes : undefined,
4557
5457
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4558
5458
  },
@@ -4631,9 +5531,21 @@ exports.OptionsTradeExecution = {
4631
5531
  },
4632
5532
  create: {
4633
5533
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
5534
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
5535
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
5536
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
5537
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
5538
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
5539
+ delta: item.delta !== undefined ? item.delta : undefined,
5540
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
5541
+ theta: item.theta !== undefined ? item.theta : undefined,
5542
+ vega: item.vega !== undefined ? item.vega : undefined,
5543
+ rho: item.rho !== undefined ? item.rho : undefined,
4634
5544
  volume: item.volume !== undefined ? item.volume : undefined,
4635
5545
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4636
5546
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
5547
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
5548
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4637
5549
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4638
5550
  },
4639
5551
  }))
@@ -4643,13 +5555,28 @@ exports.OptionsTradeExecution = {
4643
5555
  symbol: prop.contract.symbol !== undefined ? prop.contract.symbol : undefined,
4644
5556
  contractSymbol: prop.contract.contractSymbol !== undefined ? prop.contract.contractSymbol : undefined,
4645
5557
  optionType: prop.contract.optionType !== undefined ? prop.contract.optionType : undefined,
5558
+ strikePrice: prop.contract.strikePrice !== undefined ? prop.contract.strikePrice : undefined,
4646
5559
  expirationDate: prop.contract.expirationDate !== undefined ? prop.contract.expirationDate : undefined,
4647
5560
  daysToExpiration: prop.contract.daysToExpiration !== undefined ? prop.contract.daysToExpiration : undefined,
5561
+ lastPrice: prop.contract.lastPrice !== undefined ? prop.contract.lastPrice : undefined,
5562
+ bidPrice: prop.contract.bidPrice !== undefined ? prop.contract.bidPrice : undefined,
5563
+ askPrice: prop.contract.askPrice !== undefined ? prop.contract.askPrice : undefined,
5564
+ midPrice: prop.contract.midPrice !== undefined ? prop.contract.midPrice : undefined,
4648
5565
  bidSize: prop.contract.bidSize !== undefined ? prop.contract.bidSize : undefined,
4649
5566
  askSize: prop.contract.askSize !== undefined ? prop.contract.askSize : undefined,
4650
5567
  volume: prop.contract.volume !== undefined ? prop.contract.volume : undefined,
4651
5568
  openInterest: prop.contract.openInterest !== undefined ? prop.contract.openInterest : undefined,
5569
+ impliedVolatility: prop.contract.impliedVolatility !== undefined ? prop.contract.impliedVolatility : undefined,
5570
+ delta: prop.contract.delta !== undefined ? prop.contract.delta : undefined,
5571
+ gamma: prop.contract.gamma !== undefined ? prop.contract.gamma : undefined,
5572
+ theta: prop.contract.theta !== undefined ? prop.contract.theta : undefined,
5573
+ vega: prop.contract.vega !== undefined ? prop.contract.vega : undefined,
5574
+ rho: prop.contract.rho !== undefined ? prop.contract.rho : undefined,
4652
5575
  inTheMoney: prop.contract.inTheMoney !== undefined ? prop.contract.inTheMoney : undefined,
5576
+ intrinsicValue: prop.contract.intrinsicValue !== undefined ? prop.contract.intrinsicValue : undefined,
5577
+ extrinsicValue: prop.contract.extrinsicValue !== undefined ? prop.contract.extrinsicValue : undefined,
5578
+ theoreticalPrice: prop.contract.theoreticalPrice !== undefined ? prop.contract.theoreticalPrice : undefined,
5579
+ underlyingPrice: prop.contract.underlyingPrice !== undefined ? prop.contract.underlyingPrice : undefined,
4653
5580
  metadata: prop.contract.metadata !== undefined ? prop.contract.metadata : undefined,
4654
5581
  dataTimestamp: prop.contract.dataTimestamp !== undefined ? prop.contract.dataTimestamp : undefined,
4655
5582
  positions: prop.contract.positions ?
@@ -4676,8 +5603,25 @@ exports.OptionsTradeExecution = {
4676
5603
  status: item.status !== undefined ? item.status : undefined,
4677
5604
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
4678
5605
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5606
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
5607
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
4679
5608
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
5609
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
5610
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
4680
5611
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
5612
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
5613
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
5614
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
5615
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
5616
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
5617
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
5618
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
5619
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
5620
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
5621
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
5622
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
5623
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
5624
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
4681
5625
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
4682
5626
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
4683
5627
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -4710,10 +5654,23 @@ exports.OptionsTradeExecution = {
4710
5654
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4711
5655
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4712
5656
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5657
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5658
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5659
+ fees: item.fees !== undefined ? item.fees : undefined,
4713
5660
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5661
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5662
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5663
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5664
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5665
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5666
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5667
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4714
5668
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5669
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5670
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4715
5671
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4716
5672
  venue: item.venue !== undefined ? item.venue : undefined,
5673
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4717
5674
  notes: item.notes !== undefined ? item.notes : undefined,
4718
5675
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4719
5676
  },
@@ -4737,9 +5694,21 @@ exports.OptionsTradeExecution = {
4737
5694
  },
4738
5695
  create: {
4739
5696
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
5697
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
5698
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
5699
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
5700
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
5701
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
5702
+ delta: item.delta !== undefined ? item.delta : undefined,
5703
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
5704
+ theta: item.theta !== undefined ? item.theta : undefined,
5705
+ vega: item.vega !== undefined ? item.vega : undefined,
5706
+ rho: item.rho !== undefined ? item.rho : undefined,
4740
5707
  volume: item.volume !== undefined ? item.volume : undefined,
4741
5708
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4742
5709
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
5710
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
5711
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4743
5712
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4744
5713
  },
4745
5714
  }))