@adaptic/backend-legacy 0.0.921 → 0.0.923

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (62) hide show
  1. package/Asset.cjs +30 -0
  2. package/DeadLetterMessage.cjs +6 -0
  3. package/InstitutionalFlowSignal.cjs +33 -0
  4. package/InstitutionalHolding.cjs +33 -0
  5. package/NewsArticle.cjs +66 -0
  6. package/NewsArticleAssetSentiment.cjs +48 -0
  7. package/OptionsContract.cjs +825 -0
  8. package/OptionsGreeksHistory.cjs +681 -0
  9. package/OptionsPosition.cjs +1017 -0
  10. package/OptionsTradeExecution.cjs +969 -0
  11. package/PortfolioGreeksHistory.cjs +36 -0
  12. package/SignalGeneratorMetrics.cjs +24 -0
  13. package/SignalLineage.cjs +6 -0
  14. package/SignalOutcome.cjs +9 -0
  15. package/SignalPriorityQueue.cjs +12 -0
  16. package/esm/Asset.d.ts.map +1 -1
  17. package/esm/Asset.js.map +1 -1
  18. package/esm/Asset.mjs +30 -0
  19. package/esm/DeadLetterMessage.d.ts.map +1 -1
  20. package/esm/DeadLetterMessage.js.map +1 -1
  21. package/esm/DeadLetterMessage.mjs +6 -0
  22. package/esm/InstitutionalFlowSignal.d.ts.map +1 -1
  23. package/esm/InstitutionalFlowSignal.js.map +1 -1
  24. package/esm/InstitutionalFlowSignal.mjs +33 -0
  25. package/esm/InstitutionalHolding.d.ts.map +1 -1
  26. package/esm/InstitutionalHolding.js.map +1 -1
  27. package/esm/InstitutionalHolding.mjs +33 -0
  28. package/esm/NewsArticle.d.ts.map +1 -1
  29. package/esm/NewsArticle.js.map +1 -1
  30. package/esm/NewsArticle.mjs +66 -0
  31. package/esm/NewsArticleAssetSentiment.d.ts.map +1 -1
  32. package/esm/NewsArticleAssetSentiment.js.map +1 -1
  33. package/esm/NewsArticleAssetSentiment.mjs +48 -0
  34. package/esm/OptionsContract.d.ts.map +1 -1
  35. package/esm/OptionsContract.js.map +1 -1
  36. package/esm/OptionsContract.mjs +825 -0
  37. package/esm/OptionsGreeksHistory.d.ts.map +1 -1
  38. package/esm/OptionsGreeksHistory.js.map +1 -1
  39. package/esm/OptionsGreeksHistory.mjs +681 -0
  40. package/esm/OptionsPosition.d.ts.map +1 -1
  41. package/esm/OptionsPosition.js.map +1 -1
  42. package/esm/OptionsPosition.mjs +1017 -0
  43. package/esm/OptionsTradeExecution.d.ts.map +1 -1
  44. package/esm/OptionsTradeExecution.js.map +1 -1
  45. package/esm/OptionsTradeExecution.mjs +969 -0
  46. package/esm/PortfolioGreeksHistory.d.ts.map +1 -1
  47. package/esm/PortfolioGreeksHistory.js.map +1 -1
  48. package/esm/PortfolioGreeksHistory.mjs +36 -0
  49. package/esm/SignalGeneratorMetrics.d.ts.map +1 -1
  50. package/esm/SignalGeneratorMetrics.js.map +1 -1
  51. package/esm/SignalGeneratorMetrics.mjs +24 -0
  52. package/esm/SignalLineage.d.ts.map +1 -1
  53. package/esm/SignalLineage.js.map +1 -1
  54. package/esm/SignalLineage.mjs +6 -0
  55. package/esm/SignalOutcome.d.ts.map +1 -1
  56. package/esm/SignalOutcome.js.map +1 -1
  57. package/esm/SignalOutcome.mjs +9 -0
  58. package/esm/SignalPriorityQueue.d.ts.map +1 -1
  59. package/esm/SignalPriorityQueue.js.map +1 -1
  60. package/esm/SignalPriorityQueue.mjs +12 -0
  61. package/esm/index.d.ts.map +1 -1
  62. package/package.json +1 -1
package/esm/OptionsTradeExecution.mjs CHANGED
@@ -144,10 +144,23 @@ export const OptionsTradeExecution = {
144
144
  brokerOrderId: props.brokerOrderId !== undefined ? props.brokerOrderId : undefined,
145
145
  executionSide: props.executionSide !== undefined ? props.executionSide : undefined,
146
146
  quantity: props.quantity !== undefined ? props.quantity : undefined,
147
+ executionPrice: props.executionPrice !== undefined ? props.executionPrice : undefined,
148
+ executionValue: props.executionValue !== undefined ? props.executionValue : undefined,
149
+ fees: props.fees !== undefined ? props.fees : undefined,
147
150
  executionTime: props.executionTime !== undefined ? props.executionTime : undefined,
151
+ underlyingPriceAtExecution: props.underlyingPriceAtExecution !== undefined ? props.underlyingPriceAtExecution : undefined,
152
+ deltaAtExecution: props.deltaAtExecution !== undefined ? props.deltaAtExecution : undefined,
153
+ gammaAtExecution: props.gammaAtExecution !== undefined ? props.gammaAtExecution : undefined,
154
+ thetaAtExecution: props.thetaAtExecution !== undefined ? props.thetaAtExecution : undefined,
155
+ vegaAtExecution: props.vegaAtExecution !== undefined ? props.vegaAtExecution : undefined,
156
+ rhoAtExecution: props.rhoAtExecution !== undefined ? props.rhoAtExecution : undefined,
157
+ impliedVolatilityAtExecution: props.impliedVolatilityAtExecution !== undefined ? props.impliedVolatilityAtExecution : undefined,
148
158
  orderType: props.orderType !== undefined ? props.orderType : undefined,
159
+ limitPrice: props.limitPrice !== undefined ? props.limitPrice : undefined,
160
+ stopPrice: props.stopPrice !== undefined ? props.stopPrice : undefined,
149
161
  timeInForce: props.timeInForce !== undefined ? props.timeInForce : undefined,
150
162
  venue: props.venue !== undefined ? props.venue : undefined,
163
+ slippage: props.slippage !== undefined ? props.slippage : undefined,
151
164
  notes: props.notes !== undefined ? props.notes : undefined,
152
165
  metadata: props.metadata !== undefined ? props.metadata : undefined,
153
166
  position: props.position ?
@@ -174,8 +187,25 @@ export const OptionsTradeExecution = {
174
187
  status: props.position.status !== undefined ? props.position.status : undefined,
175
188
  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
176
189
  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
190
+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
191
+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
177
192
  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
193
+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
194
+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
178
195
  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
196
+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
197
+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
198
+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
199
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
200
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
201
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
202
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
203
+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
204
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
205
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
206
+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
207
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
208
+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
179
209
  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
180
210
  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
181
211
  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -198,13 +228,28 @@ export const OptionsTradeExecution = {
198
228
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
199
229
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
200
230
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
231
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
201
232
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
202
233
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
234
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
235
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
236
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
237
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
203
238
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
204
239
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
205
240
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
206
241
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
242
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
243
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
244
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
245
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
246
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
247
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
207
248
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
249
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
250
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
251
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
252
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
208
253
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
209
254
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
210
255
  greeksHistory: props.position.contract.greeksHistory ?
@@ -222,9 +267,21 @@ export const OptionsTradeExecution = {
222
267
  },
223
268
  create: {
224
269
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
270
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
271
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
272
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
273
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
274
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
275
+ delta: item.delta !== undefined ? item.delta : undefined,
276
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
277
+ theta: item.theta !== undefined ? item.theta : undefined,
278
+ vega: item.vega !== undefined ? item.vega : undefined,
279
+ rho: item.rho !== undefined ? item.rho : undefined,
225
280
  volume: item.volume !== undefined ? item.volume : undefined,
226
281
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
227
282
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
283
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
284
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
228
285
  metadata: item.metadata !== undefined ? item.metadata : undefined,
229
286
  },
230
287
  }))
@@ -256,10 +313,23 @@ export const OptionsTradeExecution = {
256
313
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
257
314
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
258
315
  quantity: item.quantity !== undefined ? item.quantity : undefined,
316
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
317
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
318
+ fees: item.fees !== undefined ? item.fees : undefined,
259
319
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
320
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
321
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
322
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
323
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
324
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
325
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
326
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
260
327
  orderType: item.orderType !== undefined ? item.orderType : undefined,
328
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
329
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
261
330
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
262
331
  venue: item.venue !== undefined ? item.venue : undefined,
332
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
263
333
  notes: item.notes !== undefined ? item.notes : undefined,
264
334
  metadata: item.metadata !== undefined ? item.metadata : undefined,
265
335
  },
@@ -288,13 +358,28 @@ export const OptionsTradeExecution = {
288
358
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
289
359
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
290
360
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
361
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
291
362
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
292
363
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
364
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
365
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
366
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
367
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
293
368
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
294
369
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
295
370
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
296
371
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
372
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
373
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
374
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
375
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
376
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
377
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
297
378
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
379
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
380
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
381
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
382
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
298
383
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
299
384
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
300
385
  positions: props.contract.positions ?
@@ -321,8 +406,25 @@ export const OptionsTradeExecution = {
321
406
  status: item.status !== undefined ? item.status : undefined,
322
407
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
323
408
  quantity: item.quantity !== undefined ? item.quantity : undefined,
409
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
410
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
324
411
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
412
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
413
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
325
414
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
415
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
416
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
417
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
418
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
419
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
420
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
421
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
422
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
423
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
424
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
425
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
426
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
427
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
326
428
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
327
429
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
328
430
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -355,10 +457,23 @@ export const OptionsTradeExecution = {
355
457
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
356
458
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
357
459
  quantity: item.quantity !== undefined ? item.quantity : undefined,
460
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
461
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
462
+ fees: item.fees !== undefined ? item.fees : undefined,
358
463
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
464
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
465
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
466
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
467
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
468
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
469
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
470
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
359
471
  orderType: item.orderType !== undefined ? item.orderType : undefined,
472
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
473
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
360
474
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
361
475
  venue: item.venue !== undefined ? item.venue : undefined,
476
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
362
477
  notes: item.notes !== undefined ? item.notes : undefined,
363
478
  metadata: item.metadata !== undefined ? item.metadata : undefined,
364
479
  },
@@ -382,9 +497,21 @@ export const OptionsTradeExecution = {
382
497
  },
383
498
  create: {
384
499
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
500
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
501
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
502
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
503
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
504
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
505
+ delta: item.delta !== undefined ? item.delta : undefined,
506
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
507
+ theta: item.theta !== undefined ? item.theta : undefined,
508
+ vega: item.vega !== undefined ? item.vega : undefined,
509
+ rho: item.rho !== undefined ? item.rho : undefined,
385
510
  volume: item.volume !== undefined ? item.volume : undefined,
386
511
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
387
512
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
513
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
514
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
388
515
  metadata: item.metadata !== undefined ? item.metadata : undefined,
389
516
  },
390
517
  }))
@@ -501,10 +628,23 @@ export const OptionsTradeExecution = {
501
628
  brokerOrderId: prop.brokerOrderId !== undefined ? prop.brokerOrderId : undefined,
502
629
  executionSide: prop.executionSide !== undefined ? prop.executionSide : undefined,
503
630
  quantity: prop.quantity !== undefined ? prop.quantity : undefined,
631
+ executionPrice: prop.executionPrice !== undefined ? prop.executionPrice : undefined,
632
+ executionValue: prop.executionValue !== undefined ? prop.executionValue : undefined,
633
+ fees: prop.fees !== undefined ? prop.fees : undefined,
504
634
  executionTime: prop.executionTime !== undefined ? prop.executionTime : undefined,
635
+ underlyingPriceAtExecution: prop.underlyingPriceAtExecution !== undefined ? prop.underlyingPriceAtExecution : undefined,
636
+ deltaAtExecution: prop.deltaAtExecution !== undefined ? prop.deltaAtExecution : undefined,
637
+ gammaAtExecution: prop.gammaAtExecution !== undefined ? prop.gammaAtExecution : undefined,
638
+ thetaAtExecution: prop.thetaAtExecution !== undefined ? prop.thetaAtExecution : undefined,
639
+ vegaAtExecution: prop.vegaAtExecution !== undefined ? prop.vegaAtExecution : undefined,
640
+ rhoAtExecution: prop.rhoAtExecution !== undefined ? prop.rhoAtExecution : undefined,
641
+ impliedVolatilityAtExecution: prop.impliedVolatilityAtExecution !== undefined ? prop.impliedVolatilityAtExecution : undefined,
505
642
  orderType: prop.orderType !== undefined ? prop.orderType : undefined,
643
+ limitPrice: prop.limitPrice !== undefined ? prop.limitPrice : undefined,
644
+ stopPrice: prop.stopPrice !== undefined ? prop.stopPrice : undefined,
506
645
  timeInForce: prop.timeInForce !== undefined ? prop.timeInForce : undefined,
507
646
  venue: prop.venue !== undefined ? prop.venue : undefined,
647
+ slippage: prop.slippage !== undefined ? prop.slippage : undefined,
508
648
  notes: prop.notes !== undefined ? prop.notes : undefined,
509
649
  metadata: prop.metadata !== undefined ? prop.metadata : undefined,
510
650
  })),
@@ -984,9 +1124,21 @@ export const OptionsTradeExecution = {
984
1124
  },
985
1125
  create: {
986
1126
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1127
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1128
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1129
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1130
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1131
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1132
+ delta: item.delta !== undefined ? item.delta : undefined,
1133
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1134
+ theta: item.theta !== undefined ? item.theta : undefined,
1135
+ vega: item.vega !== undefined ? item.vega : undefined,
1136
+ rho: item.rho !== undefined ? item.rho : undefined,
987
1137
  volume: item.volume !== undefined ? item.volume : undefined,
988
1138
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
989
1139
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1140
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1141
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
990
1142
  metadata: item.metadata !== undefined ? item.metadata : undefined,
991
1143
  },
992
1144
  }))
@@ -1091,10 +1243,23 @@ export const OptionsTradeExecution = {
1091
1243
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1092
1244
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1093
1245
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1246
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1247
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1248
+ fees: item.fees !== undefined ? item.fees : undefined,
1094
1249
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1250
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1251
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1252
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1253
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1254
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1255
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1256
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1095
1257
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1258
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1259
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1096
1260
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1097
1261
  venue: item.venue !== undefined ? item.venue : undefined,
1262
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1098
1263
  notes: item.notes !== undefined ? item.notes : undefined,
1099
1264
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1100
1265
  },
@@ -1105,13 +1270,28 @@ export const OptionsTradeExecution = {
1105
1270
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
1106
1271
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
1107
1272
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
1273
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
1108
1274
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
1109
1275
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
1276
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
1277
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
1278
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
1279
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
1110
1280
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
1111
1281
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
1112
1282
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
1113
1283
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
1284
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
1285
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
1286
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
1287
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
1288
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
1289
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
1114
1290
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
1291
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
1292
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
1293
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
1294
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
1115
1295
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
1116
1296
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
1117
1297
  greeksHistory: props.position.contract.greeksHistory ?
@@ -1129,9 +1309,21 @@ export const OptionsTradeExecution = {
1129
1309
  },
1130
1310
  create: {
1131
1311
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1312
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1313
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1314
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1315
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1316
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1317
+ delta: item.delta !== undefined ? item.delta : undefined,
1318
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1319
+ theta: item.theta !== undefined ? item.theta : undefined,
1320
+ vega: item.vega !== undefined ? item.vega : undefined,
1321
+ rho: item.rho !== undefined ? item.rho : undefined,
1132
1322
  volume: item.volume !== undefined ? item.volume : undefined,
1133
1323
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1134
1324
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1325
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1326
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1135
1327
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1136
1328
  },
1137
1329
  }))
@@ -1163,10 +1355,23 @@ export const OptionsTradeExecution = {
1163
1355
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1164
1356
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1165
1357
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1358
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1359
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1360
+ fees: item.fees !== undefined ? item.fees : undefined,
1166
1361
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1362
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1363
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1364
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1365
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1366
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1367
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1368
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1167
1369
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1370
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1371
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1168
1372
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1169
1373
  venue: item.venue !== undefined ? item.venue : undefined,
1374
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1170
1375
  notes: item.notes !== undefined ? item.notes : undefined,
1171
1376
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1172
1377
  },
@@ -1181,8 +1386,25 @@ export const OptionsTradeExecution = {
1181
1386
  status: props.position.status !== undefined ? props.position.status : undefined,
1182
1387
  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
1183
1388
  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
1389
+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
1390
+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
1184
1391
  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
1392
+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
1393
+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
1185
1394
  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
1395
+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
1396
+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
1397
+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
1398
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
1399
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
1400
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
1401
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
1402
+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
1403
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
1404
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
1405
+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
1406
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
1407
+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
1186
1408
  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
1187
1409
  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
1188
1410
  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -1205,13 +1427,28 @@ export const OptionsTradeExecution = {
1205
1427
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
1206
1428
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
1207
1429
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
1430
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
1208
1431
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
1209
1432
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
1433
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
1434
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
1435
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
1436
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
1210
1437
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
1211
1438
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
1212
1439
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
1213
1440
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
1441
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
1442
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
1443
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
1444
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
1445
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
1446
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
1214
1447
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
1448
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
1449
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
1450
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
1451
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
1215
1452
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
1216
1453
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
1217
1454
  greeksHistory: props.position.contract.greeksHistory ?
@@ -1229,9 +1466,21 @@ export const OptionsTradeExecution = {
1229
1466
  },
1230
1467
  create: {
1231
1468
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
1469
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
1470
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
1471
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
1472
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
1473
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
1474
+ delta: item.delta !== undefined ? item.delta : undefined,
1475
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
1476
+ theta: item.theta !== undefined ? item.theta : undefined,
1477
+ vega: item.vega !== undefined ? item.vega : undefined,
1478
+ rho: item.rho !== undefined ? item.rho : undefined,
1232
1479
  volume: item.volume !== undefined ? item.volume : undefined,
1233
1480
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1234
1481
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
1482
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
1483
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1235
1484
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1236
1485
  },
1237
1486
  }))
@@ -1263,10 +1512,23 @@ export const OptionsTradeExecution = {
1263
1512
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1264
1513
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1265
1514
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1515
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1516
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1517
+ fees: item.fees !== undefined ? item.fees : undefined,
1266
1518
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1519
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1520
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1521
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1522
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1523
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1524
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1525
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1267
1526
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1527
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1528
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1268
1529
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1269
1530
  venue: item.venue !== undefined ? item.venue : undefined,
1531
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1270
1532
  notes: item.notes !== undefined ? item.notes : undefined,
1271
1533
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1272
1534
  },
@@ -1587,10 +1849,23 @@ export const OptionsTradeExecution = {
1587
1849
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1588
1850
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1589
1851
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1852
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1853
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1854
+ fees: item.fees !== undefined ? item.fees : undefined,
1590
1855
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1856
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1857
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1858
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1859
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1860
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1861
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1862
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1591
1863
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1864
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1865
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1592
1866
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1593
1867
  venue: item.venue !== undefined ? item.venue : undefined,
1868
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1594
1869
  notes: item.notes !== undefined ? item.notes : undefined,
1595
1870
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1596
1871
  },
@@ -1602,8 +1877,25 @@ export const OptionsTradeExecution = {
1602
1877
  status: item.status !== undefined ? item.status : undefined,
1603
1878
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1604
1879
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1880
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
1881
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1605
1882
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
1883
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
1884
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1606
1885
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
1886
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
1887
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
1888
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
1889
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
1890
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
1891
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
1892
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
1893
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
1894
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
1895
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
1896
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
1897
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
1898
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1607
1899
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1608
1900
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1609
1901
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1636,10 +1928,23 @@ export const OptionsTradeExecution = {
1636
1928
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1637
1929
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1638
1930
  quantity: item.quantity !== undefined ? item.quantity : undefined,
1931
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
1932
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
1933
+ fees: item.fees !== undefined ? item.fees : undefined,
1639
1934
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
1935
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
1936
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
1937
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
1938
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
1939
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
1940
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
1941
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1640
1942
  orderType: item.orderType !== undefined ? item.orderType : undefined,
1943
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
1944
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1641
1945
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1642
1946
  venue: item.venue !== undefined ? item.venue : undefined,
1947
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1643
1948
  notes: item.notes !== undefined ? item.notes : undefined,
1644
1949
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1645
1950
  },
@@ -1718,9 +2023,21 @@ export const OptionsTradeExecution = {
1718
2023
  },
1719
2024
  create: {
1720
2025
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2026
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2027
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2028
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2029
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2030
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2031
+ delta: item.delta !== undefined ? item.delta : undefined,
2032
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2033
+ theta: item.theta !== undefined ? item.theta : undefined,
2034
+ vega: item.vega !== undefined ? item.vega : undefined,
2035
+ rho: item.rho !== undefined ? item.rho : undefined,
1721
2036
  volume: item.volume !== undefined ? item.volume : undefined,
1722
2037
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1723
2038
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2039
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2040
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1724
2041
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1725
2042
  },
1726
2043
  }))
@@ -1730,13 +2047,28 @@ export const OptionsTradeExecution = {
1730
2047
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
1731
2048
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
1732
2049
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
2050
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
1733
2051
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
1734
2052
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
2053
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
2054
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
2055
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
2056
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
1735
2057
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
1736
2058
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
1737
2059
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
1738
2060
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
2061
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
2062
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
2063
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
2064
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
2065
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
2066
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
1739
2067
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
2068
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
2069
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
2070
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
2071
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
1740
2072
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
1741
2073
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
1742
2074
  positions: props.contract.positions ?
@@ -1763,8 +2095,25 @@ export const OptionsTradeExecution = {
1763
2095
  status: item.status !== undefined ? item.status : undefined,
1764
2096
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
1765
2097
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2098
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2099
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
1766
2100
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2101
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2102
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
1767
2103
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2104
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2105
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2106
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2107
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2108
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2109
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2110
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2111
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2112
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2113
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2114
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2115
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2116
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
1768
2117
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
1769
2118
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
1770
2119
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -1797,10 +2146,23 @@ export const OptionsTradeExecution = {
1797
2146
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
1798
2147
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
1799
2148
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2149
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2150
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2151
+ fees: item.fees !== undefined ? item.fees : undefined,
1800
2152
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2153
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2154
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2155
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2156
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2157
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2158
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2159
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
1801
2160
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2161
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2162
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
1802
2163
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
1803
2164
  venue: item.venue !== undefined ? item.venue : undefined,
2165
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
1804
2166
  notes: item.notes !== undefined ? item.notes : undefined,
1805
2167
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1806
2168
  },
@@ -1824,9 +2186,21 @@ export const OptionsTradeExecution = {
1824
2186
  },
1825
2187
  create: {
1826
2188
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2189
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2190
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2191
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2192
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2193
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2194
+ delta: item.delta !== undefined ? item.delta : undefined,
2195
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2196
+ theta: item.theta !== undefined ? item.theta : undefined,
2197
+ vega: item.vega !== undefined ? item.vega : undefined,
2198
+ rho: item.rho !== undefined ? item.rho : undefined,
1827
2199
  volume: item.volume !== undefined ? item.volume : undefined,
1828
2200
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
1829
2201
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2202
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2203
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
1830
2204
  metadata: item.metadata !== undefined ? item.metadata : undefined,
1831
2205
  },
1832
2206
  }))
@@ -1958,10 +2332,23 @@ export const OptionsTradeExecution = {
1958
2332
  brokerOrderId: props.brokerOrderId !== undefined ? props.brokerOrderId : undefined,
1959
2333
  executionSide: props.executionSide !== undefined ? props.executionSide : undefined,
1960
2334
  quantity: props.quantity !== undefined ? props.quantity : undefined,
2335
+ executionPrice: props.executionPrice !== undefined ? props.executionPrice : undefined,
2336
+ executionValue: props.executionValue !== undefined ? props.executionValue : undefined,
2337
+ fees: props.fees !== undefined ? props.fees : undefined,
1961
2338
  executionTime: props.executionTime !== undefined ? props.executionTime : undefined,
2339
+ underlyingPriceAtExecution: props.underlyingPriceAtExecution !== undefined ? props.underlyingPriceAtExecution : undefined,
2340
+ deltaAtExecution: props.deltaAtExecution !== undefined ? props.deltaAtExecution : undefined,
2341
+ gammaAtExecution: props.gammaAtExecution !== undefined ? props.gammaAtExecution : undefined,
2342
+ thetaAtExecution: props.thetaAtExecution !== undefined ? props.thetaAtExecution : undefined,
2343
+ vegaAtExecution: props.vegaAtExecution !== undefined ? props.vegaAtExecution : undefined,
2344
+ rhoAtExecution: props.rhoAtExecution !== undefined ? props.rhoAtExecution : undefined,
2345
+ impliedVolatilityAtExecution: props.impliedVolatilityAtExecution !== undefined ? props.impliedVolatilityAtExecution : undefined,
1962
2346
  orderType: props.orderType !== undefined ? props.orderType : undefined,
2347
+ limitPrice: props.limitPrice !== undefined ? props.limitPrice : undefined,
2348
+ stopPrice: props.stopPrice !== undefined ? props.stopPrice : undefined,
1963
2349
  timeInForce: props.timeInForce !== undefined ? props.timeInForce : undefined,
1964
2350
  venue: props.venue !== undefined ? props.venue : undefined,
2351
+ slippage: props.slippage !== undefined ? props.slippage : undefined,
1965
2352
  notes: props.notes !== undefined ? props.notes : undefined,
1966
2353
  metadata: props.metadata !== undefined ? props.metadata : undefined,
1967
2354
  position: props.position ?
@@ -1988,8 +2375,25 @@ export const OptionsTradeExecution = {
1988
2375
  status: props.position.status !== undefined ? props.position.status : undefined,
1989
2376
  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
1990
2377
  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
2378
+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
2379
+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
1991
2380
  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
2381
+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
2382
+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
1992
2383
  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
2384
+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
2385
+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
2386
+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
2387
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
2388
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
2389
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
2390
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
2391
+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
2392
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
2393
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
2394
+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
2395
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
2396
+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
1993
2397
  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
1994
2398
  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
1995
2399
  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -2012,13 +2416,28 @@ export const OptionsTradeExecution = {
2012
2416
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
2013
2417
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
2014
2418
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
2419
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
2015
2420
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
2016
2421
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
2422
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
2423
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
2424
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
2425
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
2017
2426
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
2018
2427
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
2019
2428
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
2020
2429
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
2430
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
2431
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
2432
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
2433
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
2434
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
2435
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
2021
2436
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
2437
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
2438
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
2439
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
2440
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
2022
2441
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
2023
2442
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
2024
2443
  greeksHistory: props.position.contract.greeksHistory ?
@@ -2036,9 +2455,21 @@ export const OptionsTradeExecution = {
2036
2455
  },
2037
2456
  create: {
2038
2457
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2458
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2459
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2460
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2461
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2462
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2463
+ delta: item.delta !== undefined ? item.delta : undefined,
2464
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2465
+ theta: item.theta !== undefined ? item.theta : undefined,
2466
+ vega: item.vega !== undefined ? item.vega : undefined,
2467
+ rho: item.rho !== undefined ? item.rho : undefined,
2039
2468
  volume: item.volume !== undefined ? item.volume : undefined,
2040
2469
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2041
2470
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2471
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2472
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2042
2473
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2043
2474
  },
2044
2475
  }))
@@ -2070,10 +2501,23 @@ export const OptionsTradeExecution = {
2070
2501
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2071
2502
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2072
2503
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2504
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2505
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2506
+ fees: item.fees !== undefined ? item.fees : undefined,
2073
2507
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2508
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2509
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2510
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2511
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2512
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2513
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2514
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2074
2515
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2516
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2517
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2075
2518
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2076
2519
  venue: item.venue !== undefined ? item.venue : undefined,
2520
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2077
2521
  notes: item.notes !== undefined ? item.notes : undefined,
2078
2522
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2079
2523
  },
@@ -2102,13 +2546,28 @@ export const OptionsTradeExecution = {
2102
2546
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
2103
2547
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
2104
2548
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
2549
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
2105
2550
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
2106
2551
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
2552
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
2553
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
2554
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
2555
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
2107
2556
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
2108
2557
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
2109
2558
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
2110
2559
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
2560
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
2561
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
2562
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
2563
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
2564
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
2565
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
2111
2566
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
2567
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
2568
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
2569
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
2570
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
2112
2571
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
2113
2572
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
2114
2573
  positions: props.contract.positions ?
@@ -2135,8 +2594,25 @@ export const OptionsTradeExecution = {
2135
2594
  status: item.status !== undefined ? item.status : undefined,
2136
2595
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
2137
2596
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2597
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
2598
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
2138
2599
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
2600
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
2601
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
2139
2602
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
2603
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
2604
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
2605
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
2606
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
2607
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
2608
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
2609
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
2610
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
2611
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
2612
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
2613
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
2614
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
2615
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
2140
2616
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
2141
2617
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
2142
2618
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -2169,10 +2645,23 @@ export const OptionsTradeExecution = {
2169
2645
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2170
2646
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2171
2647
  quantity: item.quantity !== undefined ? item.quantity : undefined,
2648
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
2649
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
2650
+ fees: item.fees !== undefined ? item.fees : undefined,
2172
2651
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
2652
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
2653
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
2654
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
2655
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
2656
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
2657
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
2658
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2173
2659
  orderType: item.orderType !== undefined ? item.orderType : undefined,
2660
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
2661
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2174
2662
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2175
2663
  venue: item.venue !== undefined ? item.venue : undefined,
2664
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2176
2665
  notes: item.notes !== undefined ? item.notes : undefined,
2177
2666
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2178
2667
  },
@@ -2196,9 +2685,21 @@ export const OptionsTradeExecution = {
2196
2685
  },
2197
2686
  create: {
2198
2687
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
2688
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
2689
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
2690
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
2691
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
2692
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
2693
+ delta: item.delta !== undefined ? item.delta : undefined,
2694
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
2695
+ theta: item.theta !== undefined ? item.theta : undefined,
2696
+ vega: item.vega !== undefined ? item.vega : undefined,
2697
+ rho: item.rho !== undefined ? item.rho : undefined,
2199
2698
  volume: item.volume !== undefined ? item.volume : undefined,
2200
2699
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2201
2700
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
2701
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
2702
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2202
2703
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2203
2704
  },
2204
2705
  }))
@@ -2559,9 +3060,21 @@ export const OptionsTradeExecution = {
2559
3060
  },
2560
3061
  create: {
2561
3062
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3063
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3064
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3065
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3066
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3067
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3068
+ delta: item.delta !== undefined ? item.delta : undefined,
3069
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3070
+ theta: item.theta !== undefined ? item.theta : undefined,
3071
+ vega: item.vega !== undefined ? item.vega : undefined,
3072
+ rho: item.rho !== undefined ? item.rho : undefined,
2562
3073
  volume: item.volume !== undefined ? item.volume : undefined,
2563
3074
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2564
3075
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3076
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3077
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2565
3078
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2566
3079
  },
2567
3080
  }))
@@ -2666,10 +3179,23 @@ export const OptionsTradeExecution = {
2666
3179
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2667
3180
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2668
3181
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3182
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3183
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3184
+ fees: item.fees !== undefined ? item.fees : undefined,
2669
3185
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3186
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3187
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3188
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3189
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3190
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3191
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3192
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2670
3193
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3194
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3195
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2671
3196
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2672
3197
  venue: item.venue !== undefined ? item.venue : undefined,
3198
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2673
3199
  notes: item.notes !== undefined ? item.notes : undefined,
2674
3200
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2675
3201
  },
@@ -2680,13 +3206,28 @@ export const OptionsTradeExecution = {
2680
3206
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
2681
3207
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
2682
3208
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
3209
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
2683
3210
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
2684
3211
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
3212
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
3213
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
3214
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
3215
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
2685
3216
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
2686
3217
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
2687
3218
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
2688
3219
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
3220
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
3221
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
3222
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
3223
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
3224
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
3225
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
2689
3226
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
3227
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
3228
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
3229
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
3230
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
2690
3231
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
2691
3232
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
2692
3233
  greeksHistory: props.position.contract.greeksHistory ?
@@ -2704,9 +3245,21 @@ export const OptionsTradeExecution = {
2704
3245
  },
2705
3246
  create: {
2706
3247
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3248
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3249
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3250
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3251
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3252
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3253
+ delta: item.delta !== undefined ? item.delta : undefined,
3254
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3255
+ theta: item.theta !== undefined ? item.theta : undefined,
3256
+ vega: item.vega !== undefined ? item.vega : undefined,
3257
+ rho: item.rho !== undefined ? item.rho : undefined,
2707
3258
  volume: item.volume !== undefined ? item.volume : undefined,
2708
3259
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2709
3260
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3261
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3262
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2710
3263
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2711
3264
  },
2712
3265
  }))
@@ -2738,10 +3291,23 @@ export const OptionsTradeExecution = {
2738
3291
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2739
3292
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2740
3293
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3294
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3295
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3296
+ fees: item.fees !== undefined ? item.fees : undefined,
2741
3297
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3298
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3299
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3300
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3301
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3302
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3303
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3304
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2742
3305
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3306
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3307
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2743
3308
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2744
3309
  venue: item.venue !== undefined ? item.venue : undefined,
3310
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2745
3311
  notes: item.notes !== undefined ? item.notes : undefined,
2746
3312
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2747
3313
  },
@@ -2756,8 +3322,25 @@ export const OptionsTradeExecution = {
2756
3322
  status: props.position.status !== undefined ? props.position.status : undefined,
2757
3323
  openingSide: props.position.openingSide !== undefined ? props.position.openingSide : undefined,
2758
3324
  quantity: props.position.quantity !== undefined ? props.position.quantity : undefined,
3325
+ entryPrice: props.position.entryPrice !== undefined ? props.position.entryPrice : undefined,
3326
+ entryCost: props.position.entryCost !== undefined ? props.position.entryCost : undefined,
2759
3327
  entryTime: props.position.entryTime !== undefined ? props.position.entryTime : undefined,
3328
+ exitPrice: props.position.exitPrice !== undefined ? props.position.exitPrice : undefined,
3329
+ exitValue: props.position.exitValue !== undefined ? props.position.exitValue : undefined,
2760
3330
  exitTime: props.position.exitTime !== undefined ? props.position.exitTime : undefined,
3331
+ currentPrice: props.position.currentPrice !== undefined ? props.position.currentPrice : undefined,
3332
+ currentValue: props.position.currentValue !== undefined ? props.position.currentValue : undefined,
3333
+ unrealizedPnL: props.position.unrealizedPnL !== undefined ? props.position.unrealizedPnL : undefined,
3334
+ unrealizedPnLPercent: props.position.unrealizedPnLPercent !== undefined ? props.position.unrealizedPnLPercent : undefined,
3335
+ realizedPnL: props.position.realizedPnL !== undefined ? props.position.realizedPnL : undefined,
3336
+ realizedPnLPercent: props.position.realizedPnLPercent !== undefined ? props.position.realizedPnLPercent : undefined,
3337
+ totalFees: props.position.totalFees !== undefined ? props.position.totalFees : undefined,
3338
+ currentDelta: props.position.currentDelta !== undefined ? props.position.currentDelta : undefined,
3339
+ currentGamma: props.position.currentGamma !== undefined ? props.position.currentGamma : undefined,
3340
+ currentTheta: props.position.currentTheta !== undefined ? props.position.currentTheta : undefined,
3341
+ currentVega: props.position.currentVega !== undefined ? props.position.currentVega : undefined,
3342
+ currentRho: props.position.currentRho !== undefined ? props.position.currentRho : undefined,
3343
+ currentImpliedVolatility: props.position.currentImpliedVolatility !== undefined ? props.position.currentImpliedVolatility : undefined,
2761
3344
  daysHeld: props.position.daysHeld !== undefined ? props.position.daysHeld : undefined,
2762
3345
  exitReason: props.position.exitReason !== undefined ? props.position.exitReason : undefined,
2763
3346
  strategyType: props.position.strategyType !== undefined ? props.position.strategyType : undefined,
@@ -2780,13 +3363,28 @@ export const OptionsTradeExecution = {
2780
3363
  symbol: props.position.contract.symbol !== undefined ? props.position.contract.symbol : undefined,
2781
3364
  contractSymbol: props.position.contract.contractSymbol !== undefined ? props.position.contract.contractSymbol : undefined,
2782
3365
  optionType: props.position.contract.optionType !== undefined ? props.position.contract.optionType : undefined,
3366
+ strikePrice: props.position.contract.strikePrice !== undefined ? props.position.contract.strikePrice : undefined,
2783
3367
  expirationDate: props.position.contract.expirationDate !== undefined ? props.position.contract.expirationDate : undefined,
2784
3368
  daysToExpiration: props.position.contract.daysToExpiration !== undefined ? props.position.contract.daysToExpiration : undefined,
3369
+ lastPrice: props.position.contract.lastPrice !== undefined ? props.position.contract.lastPrice : undefined,
3370
+ bidPrice: props.position.contract.bidPrice !== undefined ? props.position.contract.bidPrice : undefined,
3371
+ askPrice: props.position.contract.askPrice !== undefined ? props.position.contract.askPrice : undefined,
3372
+ midPrice: props.position.contract.midPrice !== undefined ? props.position.contract.midPrice : undefined,
2785
3373
  bidSize: props.position.contract.bidSize !== undefined ? props.position.contract.bidSize : undefined,
2786
3374
  askSize: props.position.contract.askSize !== undefined ? props.position.contract.askSize : undefined,
2787
3375
  volume: props.position.contract.volume !== undefined ? props.position.contract.volume : undefined,
2788
3376
  openInterest: props.position.contract.openInterest !== undefined ? props.position.contract.openInterest : undefined,
3377
+ impliedVolatility: props.position.contract.impliedVolatility !== undefined ? props.position.contract.impliedVolatility : undefined,
3378
+ delta: props.position.contract.delta !== undefined ? props.position.contract.delta : undefined,
3379
+ gamma: props.position.contract.gamma !== undefined ? props.position.contract.gamma : undefined,
3380
+ theta: props.position.contract.theta !== undefined ? props.position.contract.theta : undefined,
3381
+ vega: props.position.contract.vega !== undefined ? props.position.contract.vega : undefined,
3382
+ rho: props.position.contract.rho !== undefined ? props.position.contract.rho : undefined,
2789
3383
  inTheMoney: props.position.contract.inTheMoney !== undefined ? props.position.contract.inTheMoney : undefined,
3384
+ intrinsicValue: props.position.contract.intrinsicValue !== undefined ? props.position.contract.intrinsicValue : undefined,
3385
+ extrinsicValue: props.position.contract.extrinsicValue !== undefined ? props.position.contract.extrinsicValue : undefined,
3386
+ theoreticalPrice: props.position.contract.theoreticalPrice !== undefined ? props.position.contract.theoreticalPrice : undefined,
3387
+ underlyingPrice: props.position.contract.underlyingPrice !== undefined ? props.position.contract.underlyingPrice : undefined,
2790
3388
  metadata: props.position.contract.metadata !== undefined ? props.position.contract.metadata : undefined,
2791
3389
  dataTimestamp: props.position.contract.dataTimestamp !== undefined ? props.position.contract.dataTimestamp : undefined,
2792
3390
  greeksHistory: props.position.contract.greeksHistory ?
@@ -2804,9 +3402,21 @@ export const OptionsTradeExecution = {
2804
3402
  },
2805
3403
  create: {
2806
3404
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3405
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3406
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3407
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3408
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3409
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3410
+ delta: item.delta !== undefined ? item.delta : undefined,
3411
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3412
+ theta: item.theta !== undefined ? item.theta : undefined,
3413
+ vega: item.vega !== undefined ? item.vega : undefined,
3414
+ rho: item.rho !== undefined ? item.rho : undefined,
2807
3415
  volume: item.volume !== undefined ? item.volume : undefined,
2808
3416
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
2809
3417
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3418
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3419
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
2810
3420
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2811
3421
  },
2812
3422
  }))
@@ -2838,10 +3448,23 @@ export const OptionsTradeExecution = {
2838
3448
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
2839
3449
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
2840
3450
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3451
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3452
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3453
+ fees: item.fees !== undefined ? item.fees : undefined,
2841
3454
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3455
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3456
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3457
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3458
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3459
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3460
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3461
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
2842
3462
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3463
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3464
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
2843
3465
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
2844
3466
  venue: item.venue !== undefined ? item.venue : undefined,
3467
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
2845
3468
  notes: item.notes !== undefined ? item.notes : undefined,
2846
3469
  metadata: item.metadata !== undefined ? item.metadata : undefined,
2847
3470
  },
@@ -3162,10 +3785,23 @@ export const OptionsTradeExecution = {
3162
3785
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3163
3786
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3164
3787
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3788
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3789
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3790
+ fees: item.fees !== undefined ? item.fees : undefined,
3165
3791
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3792
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3793
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3794
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3795
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3796
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3797
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3798
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3166
3799
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3800
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3801
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3167
3802
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3168
3803
  venue: item.venue !== undefined ? item.venue : undefined,
3804
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3169
3805
  notes: item.notes !== undefined ? item.notes : undefined,
3170
3806
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3171
3807
  },
@@ -3177,8 +3813,25 @@ export const OptionsTradeExecution = {
3177
3813
  status: item.status !== undefined ? item.status : undefined,
3178
3814
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
3179
3815
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3816
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
3817
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
3180
3818
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
3819
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
3820
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
3181
3821
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
3822
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
3823
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
3824
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
3825
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
3826
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
3827
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
3828
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
3829
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
3830
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
3831
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
3832
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
3833
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
3834
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
3182
3835
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
3183
3836
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
3184
3837
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -3211,10 +3864,23 @@ export const OptionsTradeExecution = {
3211
3864
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3212
3865
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3213
3866
  quantity: item.quantity !== undefined ? item.quantity : undefined,
3867
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
3868
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
3869
+ fees: item.fees !== undefined ? item.fees : undefined,
3214
3870
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
3871
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
3872
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
3873
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
3874
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
3875
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
3876
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
3877
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3215
3878
  orderType: item.orderType !== undefined ? item.orderType : undefined,
3879
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
3880
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3216
3881
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3217
3882
  venue: item.venue !== undefined ? item.venue : undefined,
3883
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3218
3884
  notes: item.notes !== undefined ? item.notes : undefined,
3219
3885
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3220
3886
  },
@@ -3293,9 +3959,21 @@ export const OptionsTradeExecution = {
3293
3959
  },
3294
3960
  create: {
3295
3961
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
3962
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
3963
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
3964
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
3965
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
3966
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
3967
+ delta: item.delta !== undefined ? item.delta : undefined,
3968
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
3969
+ theta: item.theta !== undefined ? item.theta : undefined,
3970
+ vega: item.vega !== undefined ? item.vega : undefined,
3971
+ rho: item.rho !== undefined ? item.rho : undefined,
3296
3972
  volume: item.volume !== undefined ? item.volume : undefined,
3297
3973
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3298
3974
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
3975
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
3976
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3299
3977
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3300
3978
  },
3301
3979
  }))
@@ -3305,13 +3983,28 @@ export const OptionsTradeExecution = {
3305
3983
  symbol: props.contract.symbol !== undefined ? props.contract.symbol : undefined,
3306
3984
  contractSymbol: props.contract.contractSymbol !== undefined ? props.contract.contractSymbol : undefined,
3307
3985
  optionType: props.contract.optionType !== undefined ? props.contract.optionType : undefined,
3986
+ strikePrice: props.contract.strikePrice !== undefined ? props.contract.strikePrice : undefined,
3308
3987
  expirationDate: props.contract.expirationDate !== undefined ? props.contract.expirationDate : undefined,
3309
3988
  daysToExpiration: props.contract.daysToExpiration !== undefined ? props.contract.daysToExpiration : undefined,
3989
+ lastPrice: props.contract.lastPrice !== undefined ? props.contract.lastPrice : undefined,
3990
+ bidPrice: props.contract.bidPrice !== undefined ? props.contract.bidPrice : undefined,
3991
+ askPrice: props.contract.askPrice !== undefined ? props.contract.askPrice : undefined,
3992
+ midPrice: props.contract.midPrice !== undefined ? props.contract.midPrice : undefined,
3310
3993
  bidSize: props.contract.bidSize !== undefined ? props.contract.bidSize : undefined,
3311
3994
  askSize: props.contract.askSize !== undefined ? props.contract.askSize : undefined,
3312
3995
  volume: props.contract.volume !== undefined ? props.contract.volume : undefined,
3313
3996
  openInterest: props.contract.openInterest !== undefined ? props.contract.openInterest : undefined,
3997
+ impliedVolatility: props.contract.impliedVolatility !== undefined ? props.contract.impliedVolatility : undefined,
3998
+ delta: props.contract.delta !== undefined ? props.contract.delta : undefined,
3999
+ gamma: props.contract.gamma !== undefined ? props.contract.gamma : undefined,
4000
+ theta: props.contract.theta !== undefined ? props.contract.theta : undefined,
4001
+ vega: props.contract.vega !== undefined ? props.contract.vega : undefined,
4002
+ rho: props.contract.rho !== undefined ? props.contract.rho : undefined,
3314
4003
  inTheMoney: props.contract.inTheMoney !== undefined ? props.contract.inTheMoney : undefined,
4004
+ intrinsicValue: props.contract.intrinsicValue !== undefined ? props.contract.intrinsicValue : undefined,
4005
+ extrinsicValue: props.contract.extrinsicValue !== undefined ? props.contract.extrinsicValue : undefined,
4006
+ theoreticalPrice: props.contract.theoreticalPrice !== undefined ? props.contract.theoreticalPrice : undefined,
4007
+ underlyingPrice: props.contract.underlyingPrice !== undefined ? props.contract.underlyingPrice : undefined,
3315
4008
  metadata: props.contract.metadata !== undefined ? props.contract.metadata : undefined,
3316
4009
  dataTimestamp: props.contract.dataTimestamp !== undefined ? props.contract.dataTimestamp : undefined,
3317
4010
  positions: props.contract.positions ?
@@ -3338,8 +4031,25 @@ export const OptionsTradeExecution = {
3338
4031
  status: item.status !== undefined ? item.status : undefined,
3339
4032
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
3340
4033
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4034
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
4035
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
3341
4036
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
4037
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
4038
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
3342
4039
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
4040
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
4041
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
4042
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
4043
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
4044
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
4045
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
4046
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
4047
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
4048
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
4049
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
4050
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
4051
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
4052
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
3343
4053
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
3344
4054
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
3345
4055
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -3372,10 +4082,23 @@ export const OptionsTradeExecution = {
3372
4082
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3373
4083
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3374
4084
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4085
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4086
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4087
+ fees: item.fees !== undefined ? item.fees : undefined,
3375
4088
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4089
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4090
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4091
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4092
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4093
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4094
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4095
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
3376
4096
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4097
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4098
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
3377
4099
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
3378
4100
  venue: item.venue !== undefined ? item.venue : undefined,
4101
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
3379
4102
  notes: item.notes !== undefined ? item.notes : undefined,
3380
4103
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3381
4104
  },
@@ -3399,9 +4122,21 @@ export const OptionsTradeExecution = {
3399
4122
  },
3400
4123
  create: {
3401
4124
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4125
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4126
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4127
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4128
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4129
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4130
+ delta: item.delta !== undefined ? item.delta : undefined,
4131
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4132
+ theta: item.theta !== undefined ? item.theta : undefined,
4133
+ vega: item.vega !== undefined ? item.vega : undefined,
4134
+ rho: item.rho !== undefined ? item.rho : undefined,
3402
4135
  volume: item.volume !== undefined ? item.volume : undefined,
3403
4136
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3404
4137
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4138
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4139
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3405
4140
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3406
4141
  },
3407
4142
  }))
@@ -3889,9 +4624,21 @@ export const OptionsTradeExecution = {
3889
4624
  },
3890
4625
  create: {
3891
4626
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4627
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4628
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4629
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4630
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4631
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4632
+ delta: item.delta !== undefined ? item.delta : undefined,
4633
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4634
+ theta: item.theta !== undefined ? item.theta : undefined,
4635
+ vega: item.vega !== undefined ? item.vega : undefined,
4636
+ rho: item.rho !== undefined ? item.rho : undefined,
3892
4637
  volume: item.volume !== undefined ? item.volume : undefined,
3893
4638
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
3894
4639
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4640
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4641
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
3895
4642
  metadata: item.metadata !== undefined ? item.metadata : undefined,
3896
4643
  },
3897
4644
  }))
@@ -3996,10 +4743,23 @@ export const OptionsTradeExecution = {
3996
4743
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
3997
4744
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
3998
4745
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4746
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4747
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4748
+ fees: item.fees !== undefined ? item.fees : undefined,
3999
4749
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4750
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4751
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4752
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4753
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4754
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4755
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4756
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4000
4757
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4758
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4759
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4001
4760
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4002
4761
  venue: item.venue !== undefined ? item.venue : undefined,
4762
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4003
4763
  notes: item.notes !== undefined ? item.notes : undefined,
4004
4764
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4005
4765
  },
@@ -4010,13 +4770,28 @@ export const OptionsTradeExecution = {
4010
4770
  symbol: prop.position.contract.symbol !== undefined ? prop.position.contract.symbol : undefined,
4011
4771
  contractSymbol: prop.position.contract.contractSymbol !== undefined ? prop.position.contract.contractSymbol : undefined,
4012
4772
  optionType: prop.position.contract.optionType !== undefined ? prop.position.contract.optionType : undefined,
4773
+ strikePrice: prop.position.contract.strikePrice !== undefined ? prop.position.contract.strikePrice : undefined,
4013
4774
  expirationDate: prop.position.contract.expirationDate !== undefined ? prop.position.contract.expirationDate : undefined,
4014
4775
  daysToExpiration: prop.position.contract.daysToExpiration !== undefined ? prop.position.contract.daysToExpiration : undefined,
4776
+ lastPrice: prop.position.contract.lastPrice !== undefined ? prop.position.contract.lastPrice : undefined,
4777
+ bidPrice: prop.position.contract.bidPrice !== undefined ? prop.position.contract.bidPrice : undefined,
4778
+ askPrice: prop.position.contract.askPrice !== undefined ? prop.position.contract.askPrice : undefined,
4779
+ midPrice: prop.position.contract.midPrice !== undefined ? prop.position.contract.midPrice : undefined,
4015
4780
  bidSize: prop.position.contract.bidSize !== undefined ? prop.position.contract.bidSize : undefined,
4016
4781
  askSize: prop.position.contract.askSize !== undefined ? prop.position.contract.askSize : undefined,
4017
4782
  volume: prop.position.contract.volume !== undefined ? prop.position.contract.volume : undefined,
4018
4783
  openInterest: prop.position.contract.openInterest !== undefined ? prop.position.contract.openInterest : undefined,
4784
+ impliedVolatility: prop.position.contract.impliedVolatility !== undefined ? prop.position.contract.impliedVolatility : undefined,
4785
+ delta: prop.position.contract.delta !== undefined ? prop.position.contract.delta : undefined,
4786
+ gamma: prop.position.contract.gamma !== undefined ? prop.position.contract.gamma : undefined,
4787
+ theta: prop.position.contract.theta !== undefined ? prop.position.contract.theta : undefined,
4788
+ vega: prop.position.contract.vega !== undefined ? prop.position.contract.vega : undefined,
4789
+ rho: prop.position.contract.rho !== undefined ? prop.position.contract.rho : undefined,
4019
4790
  inTheMoney: prop.position.contract.inTheMoney !== undefined ? prop.position.contract.inTheMoney : undefined,
4791
+ intrinsicValue: prop.position.contract.intrinsicValue !== undefined ? prop.position.contract.intrinsicValue : undefined,
4792
+ extrinsicValue: prop.position.contract.extrinsicValue !== undefined ? prop.position.contract.extrinsicValue : undefined,
4793
+ theoreticalPrice: prop.position.contract.theoreticalPrice !== undefined ? prop.position.contract.theoreticalPrice : undefined,
4794
+ underlyingPrice: prop.position.contract.underlyingPrice !== undefined ? prop.position.contract.underlyingPrice : undefined,
4020
4795
  metadata: prop.position.contract.metadata !== undefined ? prop.position.contract.metadata : undefined,
4021
4796
  dataTimestamp: prop.position.contract.dataTimestamp !== undefined ? prop.position.contract.dataTimestamp : undefined,
4022
4797
  greeksHistory: prop.position.contract.greeksHistory ?
@@ -4034,9 +4809,21 @@ export const OptionsTradeExecution = {
4034
4809
  },
4035
4810
  create: {
4036
4811
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4812
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4813
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4814
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4815
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4816
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4817
+ delta: item.delta !== undefined ? item.delta : undefined,
4818
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4819
+ theta: item.theta !== undefined ? item.theta : undefined,
4820
+ vega: item.vega !== undefined ? item.vega : undefined,
4821
+ rho: item.rho !== undefined ? item.rho : undefined,
4037
4822
  volume: item.volume !== undefined ? item.volume : undefined,
4038
4823
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4039
4824
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4825
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4826
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4040
4827
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4041
4828
  },
4042
4829
  }))
@@ -4068,10 +4855,23 @@ export const OptionsTradeExecution = {
4068
4855
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4069
4856
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4070
4857
  quantity: item.quantity !== undefined ? item.quantity : undefined,
4858
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
4859
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
4860
+ fees: item.fees !== undefined ? item.fees : undefined,
4071
4861
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
4862
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
4863
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
4864
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
4865
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
4866
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
4867
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
4868
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4072
4869
  orderType: item.orderType !== undefined ? item.orderType : undefined,
4870
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
4871
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4073
4872
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4074
4873
  venue: item.venue !== undefined ? item.venue : undefined,
4874
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4075
4875
  notes: item.notes !== undefined ? item.notes : undefined,
4076
4876
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4077
4877
  },
@@ -4086,8 +4886,25 @@ export const OptionsTradeExecution = {
4086
4886
  status: prop.position.status !== undefined ? prop.position.status : undefined,
4087
4887
  openingSide: prop.position.openingSide !== undefined ? prop.position.openingSide : undefined,
4088
4888
  quantity: prop.position.quantity !== undefined ? prop.position.quantity : undefined,
4889
+ entryPrice: prop.position.entryPrice !== undefined ? prop.position.entryPrice : undefined,
4890
+ entryCost: prop.position.entryCost !== undefined ? prop.position.entryCost : undefined,
4089
4891
  entryTime: prop.position.entryTime !== undefined ? prop.position.entryTime : undefined,
4892
+ exitPrice: prop.position.exitPrice !== undefined ? prop.position.exitPrice : undefined,
4893
+ exitValue: prop.position.exitValue !== undefined ? prop.position.exitValue : undefined,
4090
4894
  exitTime: prop.position.exitTime !== undefined ? prop.position.exitTime : undefined,
4895
+ currentPrice: prop.position.currentPrice !== undefined ? prop.position.currentPrice : undefined,
4896
+ currentValue: prop.position.currentValue !== undefined ? prop.position.currentValue : undefined,
4897
+ unrealizedPnL: prop.position.unrealizedPnL !== undefined ? prop.position.unrealizedPnL : undefined,
4898
+ unrealizedPnLPercent: prop.position.unrealizedPnLPercent !== undefined ? prop.position.unrealizedPnLPercent : undefined,
4899
+ realizedPnL: prop.position.realizedPnL !== undefined ? prop.position.realizedPnL : undefined,
4900
+ realizedPnLPercent: prop.position.realizedPnLPercent !== undefined ? prop.position.realizedPnLPercent : undefined,
4901
+ totalFees: prop.position.totalFees !== undefined ? prop.position.totalFees : undefined,
4902
+ currentDelta: prop.position.currentDelta !== undefined ? prop.position.currentDelta : undefined,
4903
+ currentGamma: prop.position.currentGamma !== undefined ? prop.position.currentGamma : undefined,
4904
+ currentTheta: prop.position.currentTheta !== undefined ? prop.position.currentTheta : undefined,
4905
+ currentVega: prop.position.currentVega !== undefined ? prop.position.currentVega : undefined,
4906
+ currentRho: prop.position.currentRho !== undefined ? prop.position.currentRho : undefined,
4907
+ currentImpliedVolatility: prop.position.currentImpliedVolatility !== undefined ? prop.position.currentImpliedVolatility : undefined,
4091
4908
  daysHeld: prop.position.daysHeld !== undefined ? prop.position.daysHeld : undefined,
4092
4909
  exitReason: prop.position.exitReason !== undefined ? prop.position.exitReason : undefined,
4093
4910
  strategyType: prop.position.strategyType !== undefined ? prop.position.strategyType : undefined,
@@ -4110,13 +4927,28 @@ export const OptionsTradeExecution = {
4110
4927
  symbol: prop.position.contract.symbol !== undefined ? prop.position.contract.symbol : undefined,
4111
4928
  contractSymbol: prop.position.contract.contractSymbol !== undefined ? prop.position.contract.contractSymbol : undefined,
4112
4929
  optionType: prop.position.contract.optionType !== undefined ? prop.position.contract.optionType : undefined,
4930
+ strikePrice: prop.position.contract.strikePrice !== undefined ? prop.position.contract.strikePrice : undefined,
4113
4931
  expirationDate: prop.position.contract.expirationDate !== undefined ? prop.position.contract.expirationDate : undefined,
4114
4932
  daysToExpiration: prop.position.contract.daysToExpiration !== undefined ? prop.position.contract.daysToExpiration : undefined,
4933
+ lastPrice: prop.position.contract.lastPrice !== undefined ? prop.position.contract.lastPrice : undefined,
4934
+ bidPrice: prop.position.contract.bidPrice !== undefined ? prop.position.contract.bidPrice : undefined,
4935
+ askPrice: prop.position.contract.askPrice !== undefined ? prop.position.contract.askPrice : undefined,
4936
+ midPrice: prop.position.contract.midPrice !== undefined ? prop.position.contract.midPrice : undefined,
4115
4937
  bidSize: prop.position.contract.bidSize !== undefined ? prop.position.contract.bidSize : undefined,
4116
4938
  askSize: prop.position.contract.askSize !== undefined ? prop.position.contract.askSize : undefined,
4117
4939
  volume: prop.position.contract.volume !== undefined ? prop.position.contract.volume : undefined,
4118
4940
  openInterest: prop.position.contract.openInterest !== undefined ? prop.position.contract.openInterest : undefined,
4941
+ impliedVolatility: prop.position.contract.impliedVolatility !== undefined ? prop.position.contract.impliedVolatility : undefined,
4942
+ delta: prop.position.contract.delta !== undefined ? prop.position.contract.delta : undefined,
4943
+ gamma: prop.position.contract.gamma !== undefined ? prop.position.contract.gamma : undefined,
4944
+ theta: prop.position.contract.theta !== undefined ? prop.position.contract.theta : undefined,
4945
+ vega: prop.position.contract.vega !== undefined ? prop.position.contract.vega : undefined,
4946
+ rho: prop.position.contract.rho !== undefined ? prop.position.contract.rho : undefined,
4119
4947
  inTheMoney: prop.position.contract.inTheMoney !== undefined ? prop.position.contract.inTheMoney : undefined,
4948
+ intrinsicValue: prop.position.contract.intrinsicValue !== undefined ? prop.position.contract.intrinsicValue : undefined,
4949
+ extrinsicValue: prop.position.contract.extrinsicValue !== undefined ? prop.position.contract.extrinsicValue : undefined,
4950
+ theoreticalPrice: prop.position.contract.theoreticalPrice !== undefined ? prop.position.contract.theoreticalPrice : undefined,
4951
+ underlyingPrice: prop.position.contract.underlyingPrice !== undefined ? prop.position.contract.underlyingPrice : undefined,
4120
4952
  metadata: prop.position.contract.metadata !== undefined ? prop.position.contract.metadata : undefined,
4121
4953
  dataTimestamp: prop.position.contract.dataTimestamp !== undefined ? prop.position.contract.dataTimestamp : undefined,
4122
4954
  greeksHistory: prop.position.contract.greeksHistory ?
@@ -4134,9 +4966,21 @@ export const OptionsTradeExecution = {
4134
4966
  },
4135
4967
  create: {
4136
4968
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
4969
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
4970
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
4971
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
4972
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
4973
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
4974
+ delta: item.delta !== undefined ? item.delta : undefined,
4975
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
4976
+ theta: item.theta !== undefined ? item.theta : undefined,
4977
+ vega: item.vega !== undefined ? item.vega : undefined,
4978
+ rho: item.rho !== undefined ? item.rho : undefined,
4137
4979
  volume: item.volume !== undefined ? item.volume : undefined,
4138
4980
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4139
4981
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
4982
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
4983
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4140
4984
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4141
4985
  },
4142
4986
  }))
@@ -4168,10 +5012,23 @@ export const OptionsTradeExecution = {
4168
5012
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4169
5013
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4170
5014
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5015
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5016
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5017
+ fees: item.fees !== undefined ? item.fees : undefined,
4171
5018
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5019
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5020
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5021
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5022
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5023
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5024
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5025
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4172
5026
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5027
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5028
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4173
5029
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4174
5030
  venue: item.venue !== undefined ? item.venue : undefined,
5031
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4175
5032
  notes: item.notes !== undefined ? item.notes : undefined,
4176
5033
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4177
5034
  },
@@ -4492,10 +5349,23 @@ export const OptionsTradeExecution = {
4492
5349
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4493
5350
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4494
5351
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5352
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5353
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5354
+ fees: item.fees !== undefined ? item.fees : undefined,
4495
5355
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5356
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5357
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5358
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5359
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5360
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5361
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5362
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4496
5363
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5364
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5365
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4497
5366
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4498
5367
  venue: item.venue !== undefined ? item.venue : undefined,
5368
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4499
5369
  notes: item.notes !== undefined ? item.notes : undefined,
4500
5370
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4501
5371
  },
@@ -4507,8 +5377,25 @@ export const OptionsTradeExecution = {
4507
5377
  status: item.status !== undefined ? item.status : undefined,
4508
5378
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
4509
5379
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5380
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
5381
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
4510
5382
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
5383
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
5384
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
4511
5385
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
5386
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
5387
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
5388
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
5389
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
5390
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
5391
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
5392
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
5393
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
5394
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
5395
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
5396
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
5397
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
5398
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
4512
5399
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
4513
5400
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
4514
5401
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -4541,10 +5428,23 @@ export const OptionsTradeExecution = {
4541
5428
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4542
5429
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4543
5430
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5431
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5432
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5433
+ fees: item.fees !== undefined ? item.fees : undefined,
4544
5434
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5435
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5436
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5437
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5438
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5439
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5440
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5441
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4545
5442
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5443
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5444
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4546
5445
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4547
5446
  venue: item.venue !== undefined ? item.venue : undefined,
5447
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4548
5448
  notes: item.notes !== undefined ? item.notes : undefined,
4549
5449
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4550
5450
  },
@@ -4623,9 +5523,21 @@ export const OptionsTradeExecution = {
4623
5523
  },
4624
5524
  create: {
4625
5525
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
5526
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
5527
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
5528
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
5529
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
5530
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
5531
+ delta: item.delta !== undefined ? item.delta : undefined,
5532
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
5533
+ theta: item.theta !== undefined ? item.theta : undefined,
5534
+ vega: item.vega !== undefined ? item.vega : undefined,
5535
+ rho: item.rho !== undefined ? item.rho : undefined,
4626
5536
  volume: item.volume !== undefined ? item.volume : undefined,
4627
5537
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4628
5538
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
5539
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
5540
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4629
5541
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4630
5542
  },
4631
5543
  }))
@@ -4635,13 +5547,28 @@ export const OptionsTradeExecution = {
4635
5547
  symbol: prop.contract.symbol !== undefined ? prop.contract.symbol : undefined,
4636
5548
  contractSymbol: prop.contract.contractSymbol !== undefined ? prop.contract.contractSymbol : undefined,
4637
5549
  optionType: prop.contract.optionType !== undefined ? prop.contract.optionType : undefined,
5550
+ strikePrice: prop.contract.strikePrice !== undefined ? prop.contract.strikePrice : undefined,
4638
5551
  expirationDate: prop.contract.expirationDate !== undefined ? prop.contract.expirationDate : undefined,
4639
5552
  daysToExpiration: prop.contract.daysToExpiration !== undefined ? prop.contract.daysToExpiration : undefined,
5553
+ lastPrice: prop.contract.lastPrice !== undefined ? prop.contract.lastPrice : undefined,
5554
+ bidPrice: prop.contract.bidPrice !== undefined ? prop.contract.bidPrice : undefined,
5555
+ askPrice: prop.contract.askPrice !== undefined ? prop.contract.askPrice : undefined,
5556
+ midPrice: prop.contract.midPrice !== undefined ? prop.contract.midPrice : undefined,
4640
5557
  bidSize: prop.contract.bidSize !== undefined ? prop.contract.bidSize : undefined,
4641
5558
  askSize: prop.contract.askSize !== undefined ? prop.contract.askSize : undefined,
4642
5559
  volume: prop.contract.volume !== undefined ? prop.contract.volume : undefined,
4643
5560
  openInterest: prop.contract.openInterest !== undefined ? prop.contract.openInterest : undefined,
5561
+ impliedVolatility: prop.contract.impliedVolatility !== undefined ? prop.contract.impliedVolatility : undefined,
5562
+ delta: prop.contract.delta !== undefined ? prop.contract.delta : undefined,
5563
+ gamma: prop.contract.gamma !== undefined ? prop.contract.gamma : undefined,
5564
+ theta: prop.contract.theta !== undefined ? prop.contract.theta : undefined,
5565
+ vega: prop.contract.vega !== undefined ? prop.contract.vega : undefined,
5566
+ rho: prop.contract.rho !== undefined ? prop.contract.rho : undefined,
4644
5567
  inTheMoney: prop.contract.inTheMoney !== undefined ? prop.contract.inTheMoney : undefined,
5568
+ intrinsicValue: prop.contract.intrinsicValue !== undefined ? prop.contract.intrinsicValue : undefined,
5569
+ extrinsicValue: prop.contract.extrinsicValue !== undefined ? prop.contract.extrinsicValue : undefined,
5570
+ theoreticalPrice: prop.contract.theoreticalPrice !== undefined ? prop.contract.theoreticalPrice : undefined,
5571
+ underlyingPrice: prop.contract.underlyingPrice !== undefined ? prop.contract.underlyingPrice : undefined,
4645
5572
  metadata: prop.contract.metadata !== undefined ? prop.contract.metadata : undefined,
4646
5573
  dataTimestamp: prop.contract.dataTimestamp !== undefined ? prop.contract.dataTimestamp : undefined,
4647
5574
  positions: prop.contract.positions ?
@@ -4668,8 +5595,25 @@ export const OptionsTradeExecution = {
4668
5595
  status: item.status !== undefined ? item.status : undefined,
4669
5596
  openingSide: item.openingSide !== undefined ? item.openingSide : undefined,
4670
5597
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5598
+ entryPrice: item.entryPrice !== undefined ? item.entryPrice : undefined,
5599
+ entryCost: item.entryCost !== undefined ? item.entryCost : undefined,
4671
5600
  entryTime: item.entryTime !== undefined ? item.entryTime : undefined,
5601
+ exitPrice: item.exitPrice !== undefined ? item.exitPrice : undefined,
5602
+ exitValue: item.exitValue !== undefined ? item.exitValue : undefined,
4672
5603
  exitTime: item.exitTime !== undefined ? item.exitTime : undefined,
5604
+ currentPrice: item.currentPrice !== undefined ? item.currentPrice : undefined,
5605
+ currentValue: item.currentValue !== undefined ? item.currentValue : undefined,
5606
+ unrealizedPnL: item.unrealizedPnL !== undefined ? item.unrealizedPnL : undefined,
5607
+ unrealizedPnLPercent: item.unrealizedPnLPercent !== undefined ? item.unrealizedPnLPercent : undefined,
5608
+ realizedPnL: item.realizedPnL !== undefined ? item.realizedPnL : undefined,
5609
+ realizedPnLPercent: item.realizedPnLPercent !== undefined ? item.realizedPnLPercent : undefined,
5610
+ totalFees: item.totalFees !== undefined ? item.totalFees : undefined,
5611
+ currentDelta: item.currentDelta !== undefined ? item.currentDelta : undefined,
5612
+ currentGamma: item.currentGamma !== undefined ? item.currentGamma : undefined,
5613
+ currentTheta: item.currentTheta !== undefined ? item.currentTheta : undefined,
5614
+ currentVega: item.currentVega !== undefined ? item.currentVega : undefined,
5615
+ currentRho: item.currentRho !== undefined ? item.currentRho : undefined,
5616
+ currentImpliedVolatility: item.currentImpliedVolatility !== undefined ? item.currentImpliedVolatility : undefined,
4673
5617
  daysHeld: item.daysHeld !== undefined ? item.daysHeld : undefined,
4674
5618
  exitReason: item.exitReason !== undefined ? item.exitReason : undefined,
4675
5619
  strategyType: item.strategyType !== undefined ? item.strategyType : undefined,
@@ -4702,10 +5646,23 @@ export const OptionsTradeExecution = {
4702
5646
  brokerOrderId: item.brokerOrderId !== undefined ? item.brokerOrderId : undefined,
4703
5647
  executionSide: item.executionSide !== undefined ? item.executionSide : undefined,
4704
5648
  quantity: item.quantity !== undefined ? item.quantity : undefined,
5649
+ executionPrice: item.executionPrice !== undefined ? item.executionPrice : undefined,
5650
+ executionValue: item.executionValue !== undefined ? item.executionValue : undefined,
5651
+ fees: item.fees !== undefined ? item.fees : undefined,
4705
5652
  executionTime: item.executionTime !== undefined ? item.executionTime : undefined,
5653
+ underlyingPriceAtExecution: item.underlyingPriceAtExecution !== undefined ? item.underlyingPriceAtExecution : undefined,
5654
+ deltaAtExecution: item.deltaAtExecution !== undefined ? item.deltaAtExecution : undefined,
5655
+ gammaAtExecution: item.gammaAtExecution !== undefined ? item.gammaAtExecution : undefined,
5656
+ thetaAtExecution: item.thetaAtExecution !== undefined ? item.thetaAtExecution : undefined,
5657
+ vegaAtExecution: item.vegaAtExecution !== undefined ? item.vegaAtExecution : undefined,
5658
+ rhoAtExecution: item.rhoAtExecution !== undefined ? item.rhoAtExecution : undefined,
5659
+ impliedVolatilityAtExecution: item.impliedVolatilityAtExecution !== undefined ? item.impliedVolatilityAtExecution : undefined,
4706
5660
  orderType: item.orderType !== undefined ? item.orderType : undefined,
5661
+ limitPrice: item.limitPrice !== undefined ? item.limitPrice : undefined,
5662
+ stopPrice: item.stopPrice !== undefined ? item.stopPrice : undefined,
4707
5663
  timeInForce: item.timeInForce !== undefined ? item.timeInForce : undefined,
4708
5664
  venue: item.venue !== undefined ? item.venue : undefined,
5665
+ slippage: item.slippage !== undefined ? item.slippage : undefined,
4709
5666
  notes: item.notes !== undefined ? item.notes : undefined,
4710
5667
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4711
5668
  },
@@ -4729,9 +5686,21 @@ export const OptionsTradeExecution = {
4729
5686
  },
4730
5687
  create: {
4731
5688
  timestamp: item.timestamp !== undefined ? item.timestamp : undefined,
5689
+ underlyingPrice: item.underlyingPrice !== undefined ? item.underlyingPrice : undefined,
5690
+ optionPrice: item.optionPrice !== undefined ? item.optionPrice : undefined,
5691
+ bidPrice: item.bidPrice !== undefined ? item.bidPrice : undefined,
5692
+ askPrice: item.askPrice !== undefined ? item.askPrice : undefined,
5693
+ impliedVolatility: item.impliedVolatility !== undefined ? item.impliedVolatility : undefined,
5694
+ delta: item.delta !== undefined ? item.delta : undefined,
5695
+ gamma: item.gamma !== undefined ? item.gamma : undefined,
5696
+ theta: item.theta !== undefined ? item.theta : undefined,
5697
+ vega: item.vega !== undefined ? item.vega : undefined,
5698
+ rho: item.rho !== undefined ? item.rho : undefined,
4732
5699
  volume: item.volume !== undefined ? item.volume : undefined,
4733
5700
  openInterest: item.openInterest !== undefined ? item.openInterest : undefined,
4734
5701
  daysToExpiration: item.daysToExpiration !== undefined ? item.daysToExpiration : undefined,
5702
+ intrinsicValue: item.intrinsicValue !== undefined ? item.intrinsicValue : undefined,
5703
+ extrinsicValue: item.extrinsicValue !== undefined ? item.extrinsicValue : undefined,
4735
5704
  metadata: item.metadata !== undefined ? item.metadata : undefined,
4736
5705
  },
4737
5706
  }))