@barchart/portfolio-api-common 1.31.1 → 2.0.0

package/lib/processing/PositionContainer.js

@@ -3,6 +3,7 @@ const array = require('@barchart/common-js/lang/array'),
 	ComparatorBuilder = require('@barchart/common-js/collections/sorting/ComparatorBuilder'),
 	comparators = require('@barchart/common-js/collections/sorting/comparators'),
 	Currency = require('@barchart/common-js/lang/Currency'),
+	CurrencyTranslator = require('@barchart/common-js/lang/CurrencyTranslator'),
 	Day = require('@barchart/common-js/lang/Day'),
 	Decimal = require('@barchart/common-js/lang/Decimal'),
 	DisposableStack = require('@barchart/common-js/collections/specialized/DisposableStack'),
@@ -23,10 +24,14 @@ const PositionGroup = require('./PositionGroup'),
 module.exports = (() => {
 	'use strict';
 
-	const DEFAULT_CURRENCY = Currency.CAD;
+	const DEFAULT_CURRENCY = Currency.USD;
 
-	const REQUIRED_CURRENCIES = [
+	const SUPPORTED_CURRENCIES = [
+		Currency.AUD,
 		Currency.CAD,
+		Currency.CHF,
+		Currency.GBP,
+		Currency.GBX,
 		Currency.EUR,
 		Currency.HKD,
 		Currency.JPY,
@@ -76,6 +81,7 @@ module.exports = (() => {
 			this._groupBindings = { };
 
 			this._reporting = reportFrame instanceof PositionSummaryFrame;
+			this._useBarchartPriceFormattingRules = false;
 
 			this._positionSymbolAddedEvent = new Event(this);
 			this._positionSymbolRemovedEvent = new Event(this);
@@ -121,7 +127,7 @@ module.exports = (() => {
 			}, { });
 
 			this._items = positions.reduce((items, position) => {
-				const item = createPositionItem.call(this, position, reportFrame ? true : false);
+				const item = createPositionItem.call(this, position, !!reportFrame);
 
 				if (item) {
 					items.push(item);
@@ -142,22 +148,6 @@ module.exports = (() => {
 				return map;
 			}, { });
 
-			this._currencies = this._items.reduce((map, item) => {
-				const currency = extractCurrency(item.position);
-
-				if (currency) {
-					const code = currency.code;
-
-					if (!map.hasOwnProperty(code)) {
-						map[code] = [ ];
-					}
-
-					map[code].push(item);
-				}
-
-				return map;
-			}, { });
-
 			if (is.array(currencyPairs)) {
 				currencyPairs.forEach((currencyPair) => {
 					currencyPair.sort((a, b) => comparators.compareStrings(a.code, b.code));
@@ -167,21 +157,31 @@ module.exports = (() => {
 					return `^${currencyPair[0].code}${currencyPair[1].code}`;
 				}));
 			} else {
-				const forexCurrencyCodes = array.unique(Object.keys(this._currencies).concat(REQUIRED_CURRENCIES.map(c => c.code)));
-
-				this._forexSymbols = forexCurrencyCodes.reduce((symbols, code) => {
-					if (code !== DEFAULT_CURRENCY.code) {
-						symbols.push(`^${code}${DEFAULT_CURRENCY.code}`);
+				this._forexSymbols = SUPPORTED_CURRENCIES.reduce((symbols, currency) => {
+					if (currency === DEFAULT_CURRENCY || currency === Currency.GBX) {
+						return symbols;
 					}
 
+					symbols.push(`^${DEFAULT_CURRENCY.code}${currency.code}`);
+
 					return symbols;
 				}, [ ]);
+
+				this._forexSymbols.push('^GBXGBP');
 			}
 
-			this._forexQuotes = this._forexSymbols.map((symbol) => {
+			this._currencyTranslator = new CurrencyTranslator(this._forexSymbols);
+
+			const forexQuotes = this._forexSymbols.map((symbol) => {
+				if (symbol === '^GBXGBP') {
+					return Rate.fromPair(0.01, '^GBXGBP');
+				}
+
 				return Rate.fromPair(Decimal.ONE, symbol);
 			});
 
+			this._currencyTranslator.setRates(forexQuotes);
+
 			this._nodes = { };
 
 			this._trees = this._definitions.reduce((map, treeDefinition) => {
@@ -576,18 +576,6 @@ module.exports = (() => {
 			assert.argumentIsArray(positionQuotes, 'positionQuotes');
 			assert.argumentIsArray(forexQuotes, 'forexQuotes');
 
-			if (positionQuotes.length !== 0) {
-				positionQuotes.forEach((quote) => {
-					const symbol = quote.symbol;
-
-					if (symbol) {
-						if (this._symbols.hasOwnProperty(symbol)) {
-							this._symbols[ symbol ].forEach(item => item.setQuote(quote));
-						}
-					}
-				});
-			}
-
 			if (forexQuotes.length !== 0) {
 				forexQuotes.forEach((quote) => {
 					const symbol = quote.symbol;
@@ -595,27 +583,25 @@ module.exports = (() => {
 					if (symbol) {
 						const rate = Rate.fromPair(quote.lastPrice, symbol);
 
-						let index = this._forexQuotes.findIndex(existing => existing.formatPair() === rate.formatPair());
+						this._currencyTranslator.setRate(rate);
+					}
+				});
 
-						if (index < 0) {
-							const inverted = rate.invert();
+				Object.keys(this._trees).forEach((key) => {
+					this._trees[key].walk(group => group.refreshTranslations(), true, false);
+				});
+			}
 
-							index = this._forexQuotes.findIndex(existing => existing.formatPair() === inverted.formatPair());
-						}
+			if (positionQuotes.length !== 0) {
+				positionQuotes.forEach((quote) => {
+					const symbol = quote.symbol;
 
-						if (index < 0) {
-							this._forexQuotes.push(rate);
-						} else {
-							this._forexQuotes[index] = rate;
+					if (symbol) {
+						if (this._symbols.hasOwnProperty(symbol)) {
+							this._symbols[ symbol ].forEach(item => item.setQuote(quote));
 						}
-
-						recalculatePercentages.call(this);
 					}
 				});
-
-				Object.keys(this._trees).forEach((key) => {
-					this._trees[key].walk(group => group.setForexRates(this._forexQuotes), true, false);
-				});
 			}
 
 			if (positionQuotes.length !== 0 || forexQuotes.length !== 0) {
@@ -644,18 +630,6 @@ module.exports = (() => {
 			return price;
 		}
 
-		/**
-		 * Sets a historical forex quote.
-		 *
-		 * @public
-		 * @param {Object} forexQuote
-		 * @param {Day} date
-		 */
-		setHistoricalForexQuote(forexQuote, date) {
-			assert.argumentIsRequired(forexQuote, 'forexQuote', Object);
-			assert.argumentIsRequired(date, 'date', Day, 'Day');
-		}
-
 		/**
 		 * Returns all forex symbols that are required to do currency translations.
 		 *
@@ -666,16 +640,6 @@ module.exports = (() => {
 			return this._forexSymbols;
 		}
 
-		/**
-		 * Returns all current forex quotes.
-		 *
-		 * @public
-		 * @returns {Object[]}
-		 */
-		getForexQuotes() {
-			return this._forexQuotes;
-		}
-
 		/**
 		 * Updates fundamental data for a single symbol.
 		 *
@@ -850,6 +814,24 @@ module.exports = (() => {
 			return this._positionSymbolRemovedEvent.register(handler);
 		}
 
+		/**
+		 * Changes rules for price formatting.
+		 *
+		 * @public
+		 * @param {boolean} value
+		 */
+		setBarchartPriceFormattingRules(value) {
+			assert.argumentIsRequired(value, 'value', Boolean);
+
+			if (this._useBarchartPriceFormattingRules !== value) {
+				this._useBarchartPriceFormattingRules = value;
+
+				Object.keys(this._trees).forEach((key) => {
+					this._trees[key].walk(group => group.setBarchartPriceFormattingRules(this._useBarchartPriceFormattingRules));
+				});
+			}
+		}
+
 		toString() {
 			return '[PositionContainer]';
 		}
@@ -891,14 +873,6 @@ module.exports = (() => {
 		}
 	}
 
-	function extractCurrency(position) {
-		if (position.instrument && position.instrument.currency) {
-			return position.instrument.currency;
-		} else {
-			return null;
-		}
-	}
-
 	function addGroupBinding(group, dispoable) {
 		const id = group.id;
 
@@ -962,7 +936,7 @@ module.exports = (() => {
 			return;
 		}
 
-		const rates = this._forexQuotes;
+		const currencyTranslator = this._currencyTranslator;
 
 		const levelDefinition = levelDefinitions[0];
 
@@ -971,7 +945,11 @@ module.exports = (() => {
 			const items = populatedObjects[key];
 			const first = items[0];
 
-			list.push(new PositionGroup(levelDefinition, items, rates, levelDefinition.currencySelector(first), key, levelDefinition.descriptionSelector(first), levelDefinition.aggregateCash));
+			const group = new PositionGroup(levelDefinition, items, levelDefinition.currencySelector(first), currencyTranslator, key, levelDefinition.descriptionSelector(first), levelDefinition.aggregateCash);
+
+			group.setBarchartPriceFormattingRules(this._useBarchartPriceFormattingRules);
+
+			list.push(group);
 
 			return list;
 		}, [ ]);
@@ -984,7 +962,11 @@ module.exports = (() => {
 			});
 
 		const empty = missingGroups.map((group) => {
-			return new PositionGroup(levelDefinition, [ ], rates, group.currency, group.key, group.description);
+			const eg = new PositionGroup(levelDefinition, [ ], group.currency, currencyTranslator, group.key, group.description);
+
+			eg.setBarchartPriceFormattingRules(this._useBarchartPriceFormattingRules);
+
+			return eg;
 		});
 
 		const compositeGroups = populatedGroups.concat(empty);
@@ -1148,12 +1130,6 @@ module.exports = (() => {
 			array.remove(this._symbolsDisplay[displaySymbol], i => i === positionItem);
 		}
 
-		const currency = extractCurrency(positionItem.position);
-
-		if (currency && this._currencies.hasOwnProperty(currency.code)) {
-			array.remove(this._currencies[currency.code], i => i === positionItem);
-		}
-
 		Object.keys(this._trees).forEach((key) => {
 			this._trees[key].walk((group, groupNode) => {
 				if (group.definition.type === PositionLevelType.POSITION && group.key === positionItem.position.position) {

package/lib/processing/PositionGroup.js

@@ -1,13 +1,13 @@
 const array = require('@barchart/common-js/lang/array'),
 	assert = require('@barchart/common-js/lang/assert'),
 	Currency = require('@barchart/common-js/lang/Currency'),
+	CurrencyTranslator = require('@barchart/common-js/lang/CurrencyTranslator'),
 	Decimal = require('@barchart/common-js/lang/Decimal'),
 	Disposable = require('@barchart/common-js/lang/Disposable'),
 	DisposableStack = require('@barchart/common-js/collections/specialized/DisposableStack'),
 	Event = require('@barchart/common-js/messaging/Event'),
 	formatter = require('@barchart/common-js/lang/formatter'),
-	is = require('@barchart/common-js/lang/is'),
-	Rate = require('@barchart/common-js/lang/Rate');
+	is = require('@barchart/common-js/lang/is');
 
 const fractionFormatter = require('@barchart/marketdata-api-js/lib/utilities/format/fraction');
 
@@ -28,27 +28,29 @@ module.exports = (() => {
 	 * @public
 	 * @param {PositionLevelDefinition} definition
 	 * @param {PositionItem[]} items
-	 * @param {Rate[]} rates
 	 * @param {Currency} currency
+	 * @param {CurrencyTranslator} currencyTranslator
 	 * @param {String} key
 	 * @param {String} description
 	 * @param {Boolean=} aggregateCash
 	 */
 	class PositionGroup {
-		constructor(definition, items, rates, currency, key, description, aggregateCash) {
+		constructor(definition, items, currency, currencyTranslator, key, description, aggregateCash) {
 			this._id = counter++;
 
 			this._definition = definition;
 
 			this._items = items;
-			this._rates = rates;
 
 			this._parentGroup = null;
 			this._portfolioGroup = null;
 
 			this._currency = currency || Currency.CAD;
+			this._currencyTranslator = currencyTranslator;
 			this._bypassCurrencyTranslation = false;
 
+			this._useBarchartPriceFormattingRules = false;
+
 			this._key = key;
 			this._description = description;
 
@@ -404,20 +406,6 @@ module.exports = (() => {
 			this.refresh();
 		}
 
-		/**
-		 * Causes aggregated data to be recalculated using a new exchange rate.
-		 *
-		 * @public
-		 * @param {Rate[]} rates
-		 */
-		setForexRates(rates) {
-			this._rates = rates;
-
-			if (!this._bypassCurrencyTranslation) {
-				this.refresh();
-			}
-		}
-
 		/**
 		 * Set a flag to indicate if parent groups should exclude this group's
 		 * items from their calculations.
@@ -477,8 +465,8 @@ module.exports = (() => {
 		 * @public
 		 */
 		refresh() {
-			calculateStaticData(this, this._rates, this._definition);
-			calculatePriceData(this, this._rates, null, true);
+			calculateStaticData(this, this._definition);
+			calculatePriceData(this,null, true);
 		}
 
 		/**
@@ -488,7 +476,20 @@ module.exports = (() => {
 		 * @public
 		 */
 		refreshMarketPercent() {
-			calculateMarketPercent(this, this._rates, this._parentGroup, this._portfolioGroup);
+			calculateMarketPercent(this, this._parentGroup, this._portfolioGroup);
+		}
+
+		/**
+		 * Causes aggregated data to be recalculated using a new exchange rate.
+		 *
+		 * @public
+		 */
+		refreshTranslations() {
+			if (this._bypassCurrencyTranslation) {
+				return;
+			}
+
+			this.refresh();
 		}
 
 		/**
@@ -513,6 +514,37 @@ module.exports = (() => {
 			return this._groupExcludedChangeEvent.register(handler);
 		}
 
+		/**
+		 * Changes rules for price formatting.
+		 *
+		 * @public
+		 * @param {boolean} value
+		 */
+		setBarchartPriceFormattingRules(value) {
+			assert.argumentIsRequired(value, 'value', Boolean);
+
+			if (this._useBarchartPriceFormattingRules !== value) {
+				this._useBarchartPriceFormattingRules = value;
+
+				if (this._single && this._dataActual.currentPrice) {
+					const item = this._items[0];
+
+					const instrument = item.position.instrument;
+					const currency = instrument.currency;
+
+					this._dataFormat.currentPrice = formatFraction(this._dataActual.currentPrice, currency, instrument, this._useBarchartPriceFormattingRules);
+
+					this._dataFormat.quoteLast = formatFraction(this._dataActual.quoteLast, currency, instrument, this._useBarchartPriceFormattingRules);
+					this._dataFormat.quoteOpen = formatFraction(this._dataActual.quoteOpen, currency, instrument, this._useBarchartPriceFormattingRules);
+					this._dataFormat.quoteHigh = formatFraction(this._dataActual.quoteHigh, currency, instrument, this._useBarchartPriceFormattingRules);
+					this._dataFormat.quoteLow = formatFraction(this._dataActual.quoteLow, currency, instrument, this._useBarchartPriceFormattingRules);
+
+					this._dataFormat.quoteChange = formatFraction(this._dataActual.quoteChange, currency, instrument, this._useBarchartPriceFormattingRules);
+
+				}
+			}
+		}
+
 		toString() {
 			return '[PositionGroup]';
 		}
@@ -523,27 +555,28 @@ module.exports = (() => {
 			if (this._single) {
 				const instrument = sender.position.instrument;
 				const currency = instrument.currency;
-				const precision = currency.precision;
 
-				this._dataActual.currentPrice = quote.lastPrice;
-				this._dataFormat.currentPrice = formatFraction(this._dataActual.currentPrice, currency, instrument);
+				this._dataActual.currentPrice = is.number(quote.lastPrice) ? quote.lastPrice : null;
+				this._dataActual.quoteLast = is.number(quote.previousPrice) ? quote.previousPrice : null;
+				this._dataActual.quoteOpen = is.number(quote.openPrice) ? quote.openPrice : null;
+				this._dataActual.quoteHigh = is.number(quote.highPrice) ? quote.highPrice : null;
+				this._dataActual.quoteLow = is.number(quote.lowPrice) ? quote.lowPrice : null;
 
-				this._dataActual.quoteLast = quote.previousPrice;
-				this._dataActual.quoteOpen = quote.openPrice;
-				this._dataActual.quoteHigh = quote.highPrice;
-				this._dataActual.quoteLow = quote.lowPrice;
-				this._dataActual.quoteChange = quote.priceChange;
-				this._dataActual.quoteChangePercent = quote.percentChange;
-				this._dataActual.quoteTime = quote.timeDisplay;
-				this._dataActual.quoteVolume = quote.volume;
+				this._dataFormat.currentPrice = formatFraction(this._dataActual.currentPrice, currency, instrument, this._useBarchartPriceFormattingRules);
+				this._dataFormat.quoteLast = formatFraction(this._dataActual.quoteLast, currency, instrument, this._useBarchartPriceFormattingRules);
+				this._dataFormat.quoteOpen = formatFraction(this._dataActual.quoteOpen, currency, instrument, this._useBarchartPriceFormattingRules);
+				this._dataFormat.quoteHigh = formatFraction(this._dataActual.quoteHigh, currency, instrument, this._useBarchartPriceFormattingRules);
+				this._dataFormat.quoteLow = formatFraction(this._dataActual.quoteLow, currency, instrument, this._useBarchartPriceFormattingRules);
 
-				this._dataFormat.quoteLast = formatNumber(this._dataActual.quoteLast , precision);
-				this._dataFormat.quoteOpen = formatNumber(this._dataActual.quoteOpen, precision);
-				this._dataFormat.quoteHigh = formatNumber(this._dataActual.quoteHigh, precision);
-				this._dataFormat.quoteLow = formatNumber(this._dataActual.quoteLow, precision);
-				this._dataFormat.quoteChange = formatFraction(this._dataActual.quoteChange, currency, instrument);
+				this._dataActual.quoteChange = is.number(quote.priceChange) ? quote.priceChange : null;
+				this._dataActual.quoteChangePercent = is.number(quote.percentChange) ? quote.percentChange : null;
 
+				this._dataFormat.quoteChange = formatFraction(this._dataActual.quoteChange, currency, instrument, this._useBarchartPriceFormattingRules);
 				this._dataFormat.quoteChangePercent = formatPercent(new Decimal(this._dataActual.quoteChangePercent || 0), 2);
+
+				this._dataActual.quoteTime = quote.timeDisplay;
+				this._dataActual.quoteVolume = is.number(quote.volume) ? quote.volume : null;
+
 				this._dataFormat.quoteTime = this._dataActual.quoteTime;
 				this._dataFormat.quoteVolume = formatNumber(this._dataActual.quoteVolume, 0);
 
@@ -558,7 +591,7 @@ module.exports = (() => {
 				this._dataFormat.currentPrice = null;
 			}
 
-			calculatePriceData(this, this._rates, sender, false);
+			calculatePriceData(this, sender, false);
 		});
 
 		let fundamentalBinding = item.registerFundamentalDataChangeHandler((data) => {
@@ -668,9 +701,43 @@ module.exports = (() => {
 		}));
 	}
 
-	function formatFraction(value, currency, instrument) {
+	function formatNumber(number, precision) {
+		if (!is.number(number)) {
+			return '—';
+		}
+
+		return formatter.numberToString(number, precision, ',', false);
+	}
+
+	function formatDecimal(decimal, precision) {
+		if (decimal === null) {
+			return '—';
+		}
+
+		return formatNumber(decimal.toFloat(), precision);
+	}
+
+	function formatPercent(decimal, precision, plus) {
+		if (decimal === null) {
+			return '—';
+		}
+
+		let prefix;
+
+		if (is.boolean(plus) && plus && !Decimal.getIsNegative(decimal)) {
+			prefix = '+';
+		} else {
+			prefix = '';
+		}
+
+		return `${prefix}${formatDecimal(decimal.multiply(100), precision)}%`;
+	}
+
+	function formatFraction(value, currency, instrument, useBarchartPriceFormattingRules) {
 		let decimal = value instanceof Decimal;
 
+		let precision = currency.precision;
+
 		if (instrument && value !== null) {
 			const type = instrument.type;
 			const code = instrument.code;
@@ -680,101 +747,66 @@ module.exports = (() => {
 
 				return fractionFormatter(rounded, code.fractionFactor, code.fractionDigits, '-', true);
 			}
+
+			if (code && useBarchartPriceFormattingRules) {
+				precision = code.decimalDigits;
+			}
 		}
 
 		if (decimal) {
-			return formatDecimal(value, currency.precision);
+			return formatDecimal(value, precision);
 		} else {
-			return formatNumber(value, currency.precision);
+			return formatNumber(value, precision);
 		}
 	}
 
-	function formatFractionAndTranslate(value, currency, instrument) {
-		let translatedCurrency;
-		let translatedValue;
+	function formatCurrency(decimal, currency) {
+		let translated = decimal;
+		let desired = currency;
 
-		if (currency === Currency.GBX) {
-			translatedCurrency = Currency.GBP;
+		if (desired === Currency.GBX) {
+			desired = 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;
+			if (translated !== null) {
+				translated = translated.multiply(0.01);
 			}
-		} else {
-			translatedCurrency = currency;
-			translatedValue = value;
 		}
 
-		return formatFraction(translatedValue, translatedCurrency, instrument);
+		return formatDecimal(translated, desired.precision);
 	}
 
-	function formatNumber(number, precision) {
-		if (is.number(number)) {
-			return formatter.numberToString(number, precision, ',', false);
-		} else {
-			return '—';
-		}
-	}
+	function formatFractionSpecial(value, currency, instrument) {
+		let translated = value;
+		let desired = currency;
 
-	function formatDecimal(decimal, precision) {
-		if (decimal !== null) {
-			return formatNumber(decimal.toFloat(), precision);
-		} else {
-			return '—';
-		}
-	}
-
-	function formatPercent(decimal, precision, plus) {
-		if (decimal !== null) {
-			let prefix;
+		if (desired === Currency.GBX) {
+			desired = Currency.GBP;
 
-			if (is.boolean(plus) && plus && !Decimal.getIsNegative(decimal)) {
-				prefix = '+';
-			} else {
-				prefix = '';
+			if (translated !== null) {
+				translated = translated.multiply(0.01);
 			}
-
-			return `${prefix}${formatDecimal(decimal.multiply(100), precision)}%`;
-		} else {
-			return '—';
 		}
-	}
-
-	function formatCurrency(decimal, currency) {
-		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;
+		return formatFraction(translated, desired, instrument);
 	}
 
-	function calculateStaticData(group, rates, definition) {
+	function calculateStaticData(group, definition) {
 		const actual = group._dataActual;
 		const format = group._dataFormat;
 
 		const currency = group.currency;
+		const currencyTranslator = group._currencyTranslator;
 
 		const items = group._consideredItems;
 
 		group._bypassCurrencyTranslation = items.every(item => item.currency === currency);
 
 		const translate = (item, value) => {
-			let translated;
-
-			if (item.currency !== currency && !value.getIsZero()) {
-				translated = Rate.convert(value, item.currency, currency, ...rates);
-			} else {
-				translated = value;
+			if (item.currency === currency || value.getIsZero()) {
+				return value;
 			}
 
-			return translated;
+			return currencyTranslator.translate(value, item.currency, currency);
 		};
 
 		let updates = items.reduce((updates, item) => {
@@ -893,7 +925,7 @@ module.exports = (() => {
 			format.quantityPrevious = formatDecimal(actual.quantityPrevious, 2);
 
 			actual.basisPrice = item.data.basisPrice;
-			format.basisPrice = formatFractionAndTranslate(actual.basisPrice, currency, instrument);
+			format.basisPrice = formatFractionSpecial(actual.basisPrice, currency, instrument);
 
 			actual.periodPrice = item.data.periodPrice;
 			actual.periodPricePrevious = item.data.periodPricePrevious;
@@ -902,7 +934,7 @@ module.exports = (() => {
 			format.periodPricePrevious = formatCurrency(actual.periodPricePrevious, currency);
 
 			actual.unrealizedPrice = item.data.unrealizedPrice;
-			format.unrealizedPrice = formatFractionAndTranslate(actual.unrealizedPrice, currency, instrument);
+			format.unrealizedPrice = formatFractionSpecial(actual.unrealizedPrice, currency, instrument);
 
 			format.invalid = definition.type === PositionLevelType.POSITION && item.invalid;
 			format.locked = definition.type === PositionLevelType.POSITION && item.data.locked;
@@ -925,7 +957,7 @@ module.exports = (() => {
 		format.portfolioType = portfolioType;
 	}
 
-	function calculatePriceData(group, rates, item, forceRefresh) {
+	function calculatePriceData(group, item, forceRefresh) {
 		const currency = group.currency;
 
 		const actual = group._dataActual;
@@ -937,16 +969,14 @@ module.exports = (() => {
 			return;
 		}
 
-		const translate = (item, value) => {
-			let translated;
+		const currencyTranslator = group._currencyTranslator;
 
-			if (item.currency !== currency && !value.getIsZero()) {
-				translated = Rate.convert(value, item.currency, currency, ...rates);
-			} else {
-				translated = value;
+		const translate = (item, value) => {
+			if (item.currency === currency || value.getIsZero()) {
+				return value;
 			}
 
-			return translated;
+			return currencyTranslator.translate(value, item.currency, currency);
 		};
 
 		let updates;
@@ -1062,39 +1092,37 @@ module.exports = (() => {
 
 		if (group.single && item) {
 			actual.unrealizedPrice = item.data.unrealizedPrice;
-			format.unrealizedPrice = formatFractionAndTranslate(actual.unrealizedPrice, currency, item.position.instrument);
+			format.unrealizedPrice = formatFractionSpecial(actual.unrealizedPrice, currency, item.position.instrument);
 		}
 	}
 
-	function calculateMarketPercent(group, rates, parentGroup, portfolioGroup) {
+	function calculateMarketPercent(group, parentGroup, portfolioGroup) {
 		const actual = group._dataActual;
 		const format = group._dataFormat;
 		const excluded = group._excluded;
 
+		const currencyTranslator = group._currencyTranslator;
+
 		const calculatePercent = (parent) => {
-			let marketPercent;
+			if (!parent || excluded) {
+				return null;
+			}
 
-			if (parent && !excluded) {
-				const parentData = parent._dataActual;
+			const parentData = parent._dataActual;
 
-				if (parentData.marketAbsolute !== null && !parentData.marketAbsolute.getIsApproximate(Decimal.ZERO, 4)) {
-					let numerator;
+			if (parentData.marketAbsolute === null || parentData.marketAbsolute.getIsApproximate(Decimal.ZERO, 4)) {
+				return null;
+			}
 
-					if (group.currency !== parent.currency) {
-						numerator = Rate.convert(actual.marketAbsolute, group.currency, parent.currency, ...rates);
-					} else {
-						numerator = actual.marketAbsolute;
-					}
+			let numerator;
 
-					marketPercent = numerator.divide(parentData.marketAbsolute);
-				} else {
-					marketPercent = null;
-				}
+			if (group.currency === parent.currency) {
+				numerator = actual.marketAbsolute;
 			} else {
-				marketPercent = null;
+				numerator = currencyTranslator.translate(actual.marketAbsolute, group.currency, parent.currency);
 			}
 
-			return marketPercent;
+			return numerator.divide(parentData.marketAbsolute);
 		};
 
 		actual.marketPercent = calculatePercent(parentGroup);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "1.31.1",
+  "version": "2.0.0",
   "description": "Common JavaScript code used by Barchart's Portfolio Service",
   "author": {
     "name": "Bryan Ingle",
@@ -15,9 +15,9 @@
     "url": "git+ssh://git@github.com/barchart/portfolio-api-common.git"
   },
   "dependencies": {
-    "@barchart/common-js": "^4.27.0",
+    "@barchart/common-js": "^4.46.1",
     "@barchart/marketdata-api-js": "^6.2.1",
-    "uuid": "^8.3.2"
+    "uuid": "9.0.1"
   },
   "devDependencies": {
     "@babel/core": "^7.6.2",