@barchart/portfolio-api-common 1.29.3 → 1.31.0

package/lib/calculators/AveragePriceCalculator.js

@@ -57,6 +57,14 @@ module.exports = (() => {
 		return Decimal.ONE;
 	}
 
+	function calculateForCrypto(instrument, basis, quantity) {
+		if (basis === null || quantity === null || quantity.getIsZero()) {
+			return null;
+		}
+
+		return basis.divide(quantity).opposite();
+	}
+
 	function calculateForEquity(instrument, basis, quantity) {
 		if (basis === null || quantity === null || quantity.getIsZero()) {
 			return null;
@@ -116,6 +124,7 @@ module.exports = (() => {
 	const calculators = new Map();
 
 	calculators.set(InstrumentType.CASH, calculateForCash);
+	calculators.set(InstrumentType.CRYPTO, calculateForCrypto);
 	calculators.set(InstrumentType.EQUITY, calculateForEquity);
 	calculators.set(InstrumentType.EQUITY_OPTION, calculateForEquityOption);
 	calculators.set(InstrumentType.FUND, calculateForFund);

package/lib/calculators/ValuationCalculator.js

@@ -53,6 +53,10 @@ module.exports = (() => {
 		return new Decimal(quantity);
 	}
 
+	function calculateForCrypto(instrument, price, quantity) {
+		return price.multiply(quantity);
+	}
+
 	function calculateForEquity(instrument, price, quantity) {
 		return price.multiply(quantity);
 	}
@@ -88,6 +92,7 @@ module.exports = (() => {
 	const calculators = new Map();
 
 	calculators.set(InstrumentType.CASH, calculateForCash);
+	calculators.set(InstrumentType.CRYPTO, calculateForCrypto);
 	calculators.set(InstrumentType.EQUITY, calculateForEquity);
 	calculators.set(InstrumentType.EQUITY_OPTION, calculateForEquityOption);
 	calculators.set(InstrumentType.FUND, calculateForFund);

package/lib/data/InstrumentType.js

@@ -221,6 +221,17 @@ module.exports = (() => {
 			return cash;
 		}
 
+		/**
+		 * Crypto Tokens.
+		 *
+		 * @public
+		 * @static
+		 * @returns {InstrumentType}
+		 */
+		static get CRYPTO() {
+			return crypto;
+		}
+
 		/**
 		 * An equity issue.
 		 *
@@ -325,12 +336,14 @@ module.exports = (() => {
 				return InstrumentType.EQUITY;
 			} else if (code === 34) {
 				return InstrumentType.EQUITY_OPTION;
-			} else if (code === 5 || code == 15) {
+			} else if (code === 5 || code === 15) {
 				return InstrumentType.FUND;
 			} else if (code === 2) {
 				return InstrumentType.FUTURE;
 			} else if (code === 12) {
 				return InstrumentType.FUTURE_OPTION;
+			} else if (code === 999) {
+				return InstrumentType.CRYPTO;
 			} else {
 				throw new Error(`Unable to determine InstrumentType for [ ${code} ]`);
 			}
@@ -342,6 +355,7 @@ module.exports = (() => {
 	}
 
 	const cash = new InstrumentType('CASH', 'cash', 'Cash', true, false, false, true, false, false, true, false, false, false, instrument => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
+	const crypto = new InstrumentType('CRYPTO', 'crypto', 'Crypto', false, false, true, false, true, false, true, false, false, true, instrument => `BARCHART-CRYPTO-${instrument.name.toUpperCase()}`);
 	const equity = new InstrumentType('EQUITY', 'equity', 'Equities', false, true, true, false, true, true, true, true, true, true, instrument => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
 	const equityOption = new InstrumentType('EQUITY_OPTION', 'equity option', 'Equity Options', false, false, true, false, true, false, false, false, false, true, instrument => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
 	const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', false, true, false, false, true, true, true,false, true, true, instrument => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);

package/lib/data/TransactionValidator.js

@@ -235,6 +235,11 @@ module.exports = (() => {
 		validTransactionTypes[instrumentTypeCode].push({ type: transactionType, user: userInitiated, directions: directions || [ PositionDirection.LONG, PositionDirection.SHORT, PositionDirection.EVEN ]  });
 	}
 
+	associateTypes(InstrumentType.CRYPTO, TransactionType.BUY, true, [ PositionDirection.LONG, PositionDirection.EVEN ]);
+	associateTypes(InstrumentType.CRYPTO, TransactionType.SELL, true, [ PositionDirection.LONG ]);
+	associateTypes(InstrumentType.CRYPTO, TransactionType.SELL_SHORT, true, [ PositionDirection.SHORT, PositionDirection.EVEN ]);
+	associateTypes(InstrumentType.CRYPTO, TransactionType.BUY_SHORT, true, [ PositionDirection.SHORT ]);
+
 	associateTypes(InstrumentType.EQUITY, TransactionType.BUY, true, [ PositionDirection.LONG, PositionDirection.EVEN ]);
 	associateTypes(InstrumentType.EQUITY, TransactionType.SELL, true, [ PositionDirection.LONG ]);
 	associateTypes(InstrumentType.EQUITY, TransactionType.SELL_SHORT, true, [ PositionDirection.SHORT, PositionDirection.EVEN ]);
@@ -301,6 +306,10 @@ module.exports = (() => {
 		validDirections[instrumentTypeCode].push(positionDirection);
 	}
 
+	associateDirections(InstrumentType.CRYPTO, PositionDirection.EVEN);
+	associateDirections(InstrumentType.CRYPTO, PositionDirection.LONG);
+	associateDirections(InstrumentType.CRYPTO, PositionDirection.SHORT);
+
 	associateDirections(InstrumentType.EQUITY, PositionDirection.EVEN);
 	associateDirections(InstrumentType.EQUITY, PositionDirection.LONG);
 	associateDirections(InstrumentType.EQUITY, PositionDirection.SHORT);

package/lib/processing/PositionGroup.js

@@ -689,6 +689,28 @@ module.exports = (() => {
 		}
 	}
 
+	function formatFractionAndTranslate(value, currency, instrument) {
+		let translatedCurrency;
+		let translatedValue;
+
+		if (currency === Currency.GBX) {
+			translatedCurrency = Currency.GBP;
+
+			if (value instanceof Decimal) {
+				translatedValue = Rate.convert(value, Currency.GBX, Currency.GBP);
+			} else if (is.number(value)) {
+				translatedValue = Rate.convert(new Decimal(value), Currency.GBX, Currency.GBP).toFloat();
+			} else {
+				translatedValue = value;
+			}
+		} else {
+			translatedCurrency = currency;
+			translatedValue = value;
+		}
+
+		return formatFraction(translatedValue, translatedCurrency, instrument);
+	}
+
 	function formatNumber(number, precision) {
 		if (is.number(number)) {
 			return formatter.numberToString(number, precision, ',', false);
@@ -722,7 +744,15 @@ module.exports = (() => {
 	}
 
 	function formatCurrency(decimal, currency) {
-		return formatDecimal(decimal, currency.precision);
+		let formatted;
+
+		if (decimal === null || currency !== Currency.GBX) {
+			formatted = formatDecimal(decimal, currency.precision);
+		} else {
+			formatted = formatDecimal(Rate.convert(decimal, Currency.GBX, Currency.GBP), Currency.GBP.precision);
+		}
+
+		return formatted;
 	}
 
 	function calculateStaticData(group, rates, definition) {
@@ -863,7 +893,7 @@ module.exports = (() => {
 			format.quantityPrevious = formatDecimal(actual.quantityPrevious, 2);
 
 			actual.basisPrice = item.data.basisPrice;
-			format.basisPrice = formatFraction(actual.basisPrice, currency, instrument);
+			format.basisPrice = formatFractionAndTranslate(actual.basisPrice, currency, instrument);
 
 			actual.periodPrice = item.data.periodPrice;
 			actual.periodPricePrevious = item.data.periodPricePrevious;
@@ -872,7 +902,7 @@ module.exports = (() => {
 			format.periodPricePrevious = formatCurrency(actual.periodPricePrevious, currency);
 
 			actual.unrealizedPrice = item.data.unrealizedPrice;
-			format.unrealizedPrice = formatFraction(actual.unrealizedPrice, currency, instrument);
+			format.unrealizedPrice = formatFractionAndTranslate(actual.unrealizedPrice, currency, instrument);
 
 			format.invalid = definition.type === PositionLevelType.POSITION && item.invalid;
 			format.locked = definition.type === PositionLevelType.POSITION && item.data.locked;
@@ -1032,7 +1062,7 @@ module.exports = (() => {
 
 		if (group.single && item) {
 			actual.unrealizedPrice = item.data.unrealizedPrice;
-			format.unrealizedPrice = formatFraction(actual.unrealizedPrice, currency, item.position.instrument);
+			format.unrealizedPrice = formatFractionAndTranslate(actual.unrealizedPrice, currency, item.position.instrument);
 		}
 	}
 

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.29.3",
+  "version": "1.31.0",
   "description": "Common JavaScript code used by Barchart's Portfolio Service",
   "author": {
     "name": "Bryan Ingle",