@barchart/portfolio-api-common 6.4.2 → 7.0.1

package/lib/data/FilterMode.js

@@ -0,0 +1,67 @@
+const Enum = require('@barchart/common-js/lang/Enum');
+
+module.exports = (() => {
+    'use strict';
+
+    /**
+     * An enumeration item that describes how positions should be filtered.
+     *
+     * @public
+     * @extends {Enum}
+     * @param {String} code
+     * @param {String} description
+     */
+    class FilterMode extends Enum {
+        constructor(code, description) {
+            super(code, description);
+        }
+
+        /**
+         * Show open positions only.
+         *
+         * @returns {FilterMode}
+         */
+        static get OPEN() {
+            return open;
+        }
+
+        /**
+         * Show closed positions only.
+         *
+         * @returns {FilterMode}
+         */
+        static get CLOSED() {
+            return closed;
+        }
+
+        /**
+         * Show open and closed positions.
+         *
+         * @returns {FilterMode}
+         */
+        static get ALL() {
+            return all;
+        }
+
+        /**
+         * Given a code, returns the enumeration item.
+         *
+         * @public
+         * @param {String} code
+         * @returns {FilterMode|null}
+         */
+        static parse(code) {
+            return Enum.fromCode(FilterMode, code);
+        }
+
+        toString() {
+            return `[FilterMode (code=${this.code})]`;
+        }
+    }
+
+    const open = new FilterMode('OPEN', 'Open only');
+    const closed = new FilterMode('CLOSED', 'Closed only');
+    const all = new FilterMode('ALL', 'Open and Closed');
+
+    return FilterMode;
+})();

package/lib/data/OptionsValuationType.js

@@ -0,0 +1,61 @@
+const Enum = require('@barchart/common-js/lang/Enum');
+
+module.exports = (() => {
+    'use strict';
+
+    /**
+     * Defines the method used to value options in a portfolio.
+     *
+     * @public
+     * @extends {Enum}
+     * @param {String} code
+     * @param {String} description
+     */
+    class OptionsValuationType extends Enum {
+        constructor(code, description) {
+            super(code, description);
+        }
+
+        /**
+         * Value based on the midpoint between Bid and Ask prices.
+         * Default behavior.
+         *
+         * @public
+         * @static
+         * @returns {OptionsValuationType}
+         */
+        static get MIDPOINT() {
+            return MIDPOINT;
+        }
+
+        /**
+         * Value based on the Last Traded price.
+         *
+         * @public
+         * @static
+         * @returns {OptionsValuationType}
+         */
+        static get LAST_TRADE() {
+            return LAST_TRADE;
+        }
+
+        /**
+         * @public
+         * @static
+         * @param {String} code
+         * @returns {OptionsValuationType|null}
+         */
+        static parse(code) {
+            return Enum.fromCode(OptionsValuationType, code);
+        }
+
+        toString() {
+            return `[OptionsValuationType (code=${this.code})]`;
+        }
+    }
+
+    const MIDPOINT = new OptionsValuationType('MIDPOINT', 'Bid/Ask Midpoint');
+    const LAST_TRADE = new OptionsValuationType('LAST_TRADE', 'Last Trade');
+
+    return OptionsValuationType;
+})();

package/lib/data/SnapTradeLinkStatus.js

@@ -0,0 +1,72 @@
+const assert = require('@barchart/common-js/lang/assert'),
+	Enum = require('@barchart/common-js/lang/Enum');
+
+module.exports = (() => {
+	'use strict';
+
+	/**
+	 * An enumeration item that describes a strategy for calculating basis.
+	 *
+	 * @public
+	 * @extends {Enum}
+	 * @param {String} code
+	 * @param {String} description
+	 * @param {Boolean} processing
+	 */
+	class SnapTradeLinkStatus extends Enum {
+		constructor(code, description, processing) {
+			super(code, description);
+
+			assert.argumentIsRequired(processing, 'processing', Boolean);
+
+			this._processing = processing;
+		}
+
+		get processing() {
+			return this._processing;
+		}
+
+		static get WAITING() {
+			return waiting;
+		}
+
+		static get LINKING() {
+			return linking;
+		}
+
+		static get LINKED() {
+			return linked;
+		}
+
+		static get REFRESHING() {
+			return refreshing;
+		}
+
+		static get FAILED() {
+			return failed;
+		}
+
+		/**
+		 * Given a code, returns the enumeration item.
+		 *
+		 * @public
+		 * @param {String} code
+		 * @returns {SnapTradeLinkStatus|null}
+		 */
+		static parse(code) {
+			return Enum.fromCode(SnapTradeLinkStatus, code);
+		}
+
+		toString() {
+			return `[SnapTradeLinkStatus (code=${this.code})]`;
+		}
+	}
+
+	const waiting = new SnapTradeLinkStatus('WAITING', 'Waiting', false);
+	const linking = new SnapTradeLinkStatus('LINKING', 'Linking', true);
+	const linked = new SnapTradeLinkStatus('LINKED', 'Linked', false);
+	const refreshing = new SnapTradeLinkStatus('REFRESHING', 'Refreshing', true);
+	const failed = new SnapTradeLinkStatus('FAILED', 'Failed', false);
+
+	return SnapTradeLinkStatus;
+})();

package/lib/data/ValuationType.js

@@ -8,8 +8,8 @@ module.exports = (() => {
 	 *
 	 * @public
 	 * @extends {Enum}
-	 * @param {String} description
 	 * @param {String} code
+	 * @param {String} description
 	 */
 	class ValuationType extends Enum {
 		constructor(code, description) {

package/lib/formatters/TransactionFormatter.js

@@ -44,9 +44,7 @@ module.exports = (() => {
 			assert.argumentIsOptional(fractions, 'fractions', Boolean);
 
 			const instruments = positions.reduce((map, p) => {
-				const instrument = Object.assign({ }, p.instrument || { });
-
-				map[p.position] = instrument;
+				map[p.position] = Object.assign({ }, p.instrument || { });
 
 				return map;
 			}, { });
@@ -177,6 +175,11 @@ module.exports = (() => {
 		f.price = t.trade.price;
 		f.fee = t.fee;
 		f.total = t.amount;
+
+		if (t.description) {
+			f.description = t.description;
+		}
+
 		f.raw.total = getRawForDecimal(f.total);
 		f.raw.price = getRawForDecimal(f.price);
 		f.raw.boughtSold = getRawForDecimal(f.boughtSold);
@@ -184,7 +187,14 @@ module.exports = (() => {
 
 	const dividendFormatter = (t, f) => {
 		f.total = t.dividend.amount;
+		f.raw.total = getRawForDecimal(f.total);
+
+		if (!t.dividend.rate) {
+			return;
+		}
+
 		f.rate = t.dividend.rate;
+		f.raw.rate = getRawForDecimal(f.rate);
 
 		let shares;
 		
@@ -213,6 +223,7 @@ module.exports = (() => {
 		}
 
 		f.shares = shares;
+		f.raw.shares = getRawForDecimal(f.shares);
 
 		if (t.dividend.currency) {
 			f.currency = t.dividend.currency;
@@ -222,15 +233,18 @@ module.exports = (() => {
 			f.native = t.dividend.native;
 			f.raw.native = getRawForDecimal(f.native);
 		}
-
-		f.raw.rate = getRawForDecimal(f.rate);
-		f.raw.shares = getRawForDecimal(f.shares);
-		f.raw.total = getRawForDecimal(f.total);
 	};
 
 	const distributionCashFormatter = (t, f) => {
 		f.total = t.dividend.amount;
+		f.raw.total = getRawForDecimal(f.total);
+
+		if (!t.dividend.rate) {
+			return;
+		}
+
 		f.rate = t.dividend.rate;
+		f.raw.rate = getRawForDecimal(f.rate);
 
 		let shares;
 
@@ -259,6 +273,7 @@ module.exports = (() => {
 		}
 
 		f.shares = shares;
+		f.raw.shares = getRawForDecimal(f.shares);
 
 		if (t.dividend.currency) {
 			f.currency = t.dividend.currency;
@@ -268,10 +283,6 @@ module.exports = (() => {
 			f.native = t.dividend.native;
 			f.raw.native = getRawForDecimal(f.native);
 		}
-
-		f.raw.rate = getRawForDecimal(f.rate);
-		f.raw.shares = getRawForDecimal(f.shares);
-		f.raw.total = getRawForDecimal(f.total);
 	};
 
 	const dividendReinvestFormatter = (t, f) => {
@@ -408,6 +419,11 @@ module.exports = (() => {
 
 	const splitFormatter = (t, f) => {
 		f.boughtSold = t.quantity;
+		f.raw.boughtSold = getRawForDecimal(f.boughtSold);
+
+		if (!t.split || !t.split.numerator) {
+			return;
+		}
 
 		let rate;
 
@@ -418,12 +434,10 @@ module.exports = (() => {
 		}
 
 		f.rate = rate;
+		f.raw.rate = getRawForDecimal(f.rate);
 
 		f.shares = t.snapshot.open.subtract(t.quantity);
-
-		f.raw.rate = getRawForDecimal(f.rate);
 		f.raw.shares = getRawForDecimal(f.shares);
-		f.raw.boughtSold = getRawForDecimal(f.boughtSold);
 	};
 
 	const valuationFormatter = (t, f) => {

package/lib/processing/PositionContainer.js

@@ -248,6 +248,22 @@ module.exports = (() => {
 			return returnRef;
 		}
 
+		/**
+		 * Indicates if a portfolio has been added to the container.
+		 *
+		 * @public
+		 * @param {Object} portfolio
+		 * @returns {boolean}
+		 */
+		hasPortfolio(portfolio) {
+			assert.argumentIsRequired(portfolio, 'portfolio', Object);
+			assert.argumentIsRequired(portfolio.portfolio, 'portfolio.portfolio', String);
+
+			const key = portfolio.portfolio;
+
+			return this._portfolios.hasOwnProperty(key);
+		}
+
 		/**
 		 * Adds a new portfolio to the container, injecting it into aggregation
 		 * trees, as necessary.
@@ -260,56 +276,58 @@ module.exports = (() => {
 			assert.argumentIsRequired(portfolio.portfolio, 'portfolio.portfolio', String);
 			assert.argumentIsRequired(portfolio.name, 'portfolio.name', String);
 
+			if (this.hasPortfolio(portfolio)) {
+				return;
+			}
+
 			const key = portfolio.portfolio;
 
-			if (!this._portfolios.hasOwnProperty(key)) {
-				this._portfolios = Object.assign({}, this._portfolios, { [key]: portfolio });
+			this._portfolios = Object.assign({}, this._portfolios, { [key]: portfolio });
 
-				this._definitions.forEach((treeDefinition) => {
-					const tree = this._trees[treeDefinition.name];
-					const levelDefinitions = treeDefinition.definitions;
+			this._definitions.forEach((treeDefinition) => {
+				const tree = this._trees[treeDefinition.name];
+				const levelDefinitions = treeDefinition.definitions;
 
-					let portfolioRequiredGroup = null;
+				let portfolioRequiredGroup = null;
 
-					let portfolioLevelDefinition = null;
-					let portfolioLevelDefinitionIndex = null;
+				let portfolioLevelDefinition = null;
+				let portfolioLevelDefinitionIndex = null;
 
-					levelDefinitions.forEach((levelDefinition, i) => {
-						if (portfolioRequiredGroup === null) {
-							portfolioRequiredGroup = levelDefinition.generateRequiredGroup(portfolio);
+				levelDefinitions.forEach((levelDefinition, i) => {
+					if (portfolioRequiredGroup === null) {
+						portfolioRequiredGroup = levelDefinition.generateRequiredGroup(portfolio);
 
-							if (portfolioRequiredGroup !== null) {
-								portfolioLevelDefinition = levelDefinition;
-								portfolioLevelDefinitionIndex = i;
-							}
+						if (portfolioRequiredGroup !== null) {
+							portfolioLevelDefinition = levelDefinition;
+							portfolioLevelDefinitionIndex = i;
 						}
-					});
+					}
+				});
 
-					if (portfolioRequiredGroup !== null) {
-						let parentTrees = [ ];
+				if (portfolioRequiredGroup !== null) {
+					let parentTrees = [ ];
 
-						if (portfolioLevelDefinitionIndex === 0) {
-							parentTrees.push(tree);
-						} else {
-							const parentLevelDefinition = levelDefinitions[ portfolioLevelDefinitionIndex - 1 ];
+					if (portfolioLevelDefinitionIndex === 0) {
+						parentTrees.push(tree);
+					} else {
+						const parentLevelDefinition = levelDefinitions[ portfolioLevelDefinitionIndex - 1 ];
 
-							tree.walk((group, groupTree) => {
-								if (group.definition === parentLevelDefinition) {
-									parentTrees.push(groupTree);
-								}
-							}, false, false);
-						}
+						tree.walk((group, groupTree) => {
+							if (group.definition === parentLevelDefinition) {
+								parentTrees.push(groupTree);
+							}
+						}, false, false);
+					}
 
-						const overrideRequiredGroups = [ portfolioRequiredGroup ];
+					const overrideRequiredGroups = [ portfolioRequiredGroup ];
 
-						parentTrees.forEach((t) => {
-							createGroups.call(this, t, [ ], treeDefinition, levelDefinitions.slice(portfolioLevelDefinitionIndex), overrideRequiredGroups);
-						});
-					}
-				});
+					parentTrees.forEach((t) => {
+						createGroups.call(this, t, [ ], treeDefinition, levelDefinitions.slice(portfolioLevelDefinitionIndex), overrideRequiredGroups);
+					});
+				}
+			});
 
-				updateEmptyPortfolioGroups.call(this, portfolio);
-			}
+			updateEmptyPortfolioGroups.call(this, portfolio);
 		}
 
 		/**
@@ -322,6 +340,12 @@ module.exports = (() => {
 			assert.argumentIsRequired(portfolio, 'portfolio', Object);
 			assert.argumentIsRequired(portfolio.portfolio, 'portfolio.portfolio', String);
 
+			if (!this.hasPortfolio(portfolio)) {
+				return;
+			}
+
+			this._portfolios[portfolio.portfolio] = portfolio;
+
 			getPositionItemsForPortfolio(this._items, portfolio.portfolio).forEach(item => item.updatePortfolio(portfolio));
 
 			updateEmptyPortfolioGroups.call(this, portfolio);
@@ -339,6 +363,10 @@ module.exports = (() => {
 			assert.argumentIsRequired(portfolio, 'portfolio', Object);
 			assert.argumentIsRequired(portfolio.portfolio, 'portfolio.portfolio', String);
 
+			if (!this.hasPortfolio(portfolio)) {
+				return;
+			}
+
 			getPositionItemsForPortfolio(this._items, portfolio.portfolio).forEach(item => removePositionItem.call(this, item));
 
 			delete this._portfolios[portfolio.portfolio];
@@ -1253,6 +1281,8 @@ module.exports = (() => {
 	 * @property {number} highPrice
 	 * @property {number} lowPrice
 	 * @property {number} volume
+	 * @property {string} askPrice
+	 * @property {string} bidPrice
 	 * @property {string} timeDisplay
 	 * @property {Day|null} lastDay
 	 */

package/lib/processing/PositionGroup.js

@@ -10,7 +10,8 @@ const array = require('@barchart/common-js/lang/array'),
 
 const fractionFormatter = require('@barchart/marketdata-api-js/lib/utilities/format/fraction');
 
-const InstrumentType = require('./../data/InstrumentType');
+const InstrumentType = require('./../data/InstrumentType'),
+	FilterMode = require('./../data/FilterMode');
 
 const PositionLevelDefinition = require('./definitions/PositionLevelDefinition'),
 	PositionLevelType = require('./definitions/PositionLevelType');
@@ -60,9 +61,13 @@ module.exports = (() => {
 
 			this._excluded = false;
 			this._showClosedPositions = false;
+			this._showOpenedPositions = false;
 
 			this._groupExcludedChangeEvent = new Event(this);
 			this._showClosedPositionsChangeEvent = new Event(this);
+			this._showOpenedPositionsChangeEvent = new Event(this);
+
+			this._filterMode = FilterMode.OPEN;
 
 			this._excludedItems = [ ];
 			this._excludedItemMap = { };
@@ -106,12 +111,12 @@ module.exports = (() => {
 				this._dataFormat.fundamental = { };
 			}
 
-            if (this._homogeneous && items.length !== 0) {
-                const item = items[0];
+			if (this._homogeneous && items.length !== 0) {
+				const item = items[0];
 
-                this._dataFormat.instrument = item.position.instrument;
-                this._dataFormat.fundamental = item.fundamental || { };
-            }
+				this._dataFormat.instrument = item.position.instrument;
+				this._dataFormat.fundamental = item.fundamental || { };
+			}
 
 			this._dataActual.quoteLast = null;
 			this._dataActual.quoteOpen = null;
@@ -451,6 +456,26 @@ module.exports = (() => {
 			}
 		}
 
+		setShowOpenedPositions(value) {
+			assert.argumentIsRequired(value, 'value', Boolean);
+
+			if (this._showOpenedPositions !== value) {
+				this._showOpenedPositionsChangeEvent.fire(this._showOpenedPositions = value);
+			}
+		}
+
+		setFilterMode(mode) {
+			assert.argumentIsRequired(mode, 'mode', FilterMode);
+
+			const showClosed = mode !== FilterMode.OPEN;
+			const showOpen = mode !== FilterMode.CLOSED;
+
+			this._filterMode = mode;
+
+			this.setShowClosedPositions(showClosed);
+			this.setShowOpenedPositions(showOpen);
+		}
+
 		/**
 		 * Updates the portfolio data. For example, a portfolio's name might change. This
 		 * function only affects {@link PositionLevelType.PORTFOLIO} groups.

package/lib/processing/PositionItem.js

@@ -7,7 +7,8 @@ const assert = require('@barchart/common-js/lang/assert'),
 	is = require('@barchart/common-js/lang/is');
 
 const InstrumentType = require('./../data/InstrumentType'),
-	PositionDirection = require('./../data/PositionDirection');
+	PositionDirection = require('./../data/PositionDirection'),
+	OptionsValuationType = require('./../data/OptionsValuationType');
 
 const AveragePriceCalculator = require('./../calculators/AveragePriceCalculator'),
 	ValuationCalculator = require('./../calculators/ValuationCalculator');
@@ -242,6 +243,10 @@ module.exports = (() => {
 			if (this._portfolio !== portfolio) {
 				this._portfolioChangedEvent.fire(this._portfolio = portfolio);
 			}
+
+			if (this._currentQuote) {
+				this.setQuote(this._currentQuote, true);
+			}
 		}
 
 		/**
@@ -260,14 +265,22 @@ module.exports = (() => {
 				return;
 			}
 
-			if (this._currentPrice !== quote.lastPrice || force) {
+			let priceToUse;
+
+			if (this.portfolio.miscellany && this.portfolio.miscellany.data && this.portfolio.miscellany.data.optionsValuation === OptionsValuationType.MIDPOINT.code && quote.askPrice && quote.bidPrice) {
+				priceToUse = (quote.askPrice + quote.bidPrice) / 2;
+			} else {
+				priceToUse = quote.lastPrice;
+			}
+
+			if (this._currentPrice !== priceToUse || force) {
 				if (quote.previousPrice) {
 					this._data.previousPrice = quote.previousPrice;
 				}
 
-				calculatePriceData(this, quote.lastPrice, calculateQuoteDay(quote), this._today);
+				calculatePriceData(this, priceToUse, calculateQuoteDay(quote), this._today);
 
-				this._currentPrice = quote.lastPrice;
+				this._currentPrice = priceToUse;
 
 				this._previousQuote = this._currentQuote;
 				this._currentQuote = quote;

package/lib/serialization/PortfolioSchema.js

@@ -4,7 +4,8 @@ const Currency = require('@barchart/common-js/lang/Currency'),
 	SchemaBuilder = require('@barchart/common-js/serialization/json/builders/SchemaBuilder'),
 	Timezones = require('@barchart/common-js/lang/Timezones');
 
-const ValuationType = require('./../data/ValuationType');
+const SnapTradeLinkStatus = require('./../data/SnapTradeLinkStatus'),
+	ValuationType = require('./../data/ValuationType');
 
 module.exports = (() => {
 	'use strict';
@@ -103,6 +104,15 @@ module.exports = (() => {
 		.withField('defaults.currency', DataType.forEnum(Currency, 'Currency'))
 		.withField('defaults.reinvest', DataType.BOOLEAN, true)
 		.withField('defaults.valuation', DataType.forEnum(ValuationType, 'ValuationType'))
+		.withField('snaptrade.connection', DataType.STRING, true)
+		.withField('snaptrade.account', DataType.STRING, true)
+		.withField('snaptrade.broken', DataType.BOOLEAN, true)
+		.withField('snaptrade.timestamp', DataType.TIMESTAMP, true)
+		.withField('snaptrade.link.status', DataType.forEnum(SnapTradeLinkStatus, 'SnapTradeLinkStatus'), true)
+		.withField('snaptrade.link.progress', DataType.NUMBER, true)
+		.withField('snaptrade.link.timestamp', DataType.TIMESTAMP, true)
+		.withField('snaptrade.brokerage.display', DataType.STRING, true)
+		.withField('snaptrade.brokerage.logo', DataType.STRING, true)
 		.withField('legacy.system', DataType.STRING, true)
 		.withField('legacy.user', DataType.STRING, true)
 		.withField('legacy.portfolio', DataType.STRING, true)
@@ -128,6 +138,15 @@ module.exports = (() => {
 		.withField('defaults.currency', DataType.forEnum(Currency, 'Currency'))
 		.withField('defaults.reinvest', DataType.BOOLEAN, true)
 		.withField('defaults.valuation', DataType.forEnum(ValuationType, 'ValuationType'))
+		.withField('snaptrade.connection', DataType.STRING, true)
+		.withField('snaptrade.account', DataType.STRING, true)
+		.withField('snaptrade.broken', DataType.BOOLEAN, true)
+		.withField('snaptrade.timestamp', DataType.TIMESTAMP, true)
+		.withField('snaptrade.link.status', DataType.forEnum(SnapTradeLinkStatus, 'SnapTradeLinkStatus'), true)
+		.withField('snaptrade.link.progress', DataType.NUMBER, true)
+		.withField('snaptrade.link.timestamp', DataType.TIMESTAMP, true)
+		.withField('snaptrade.brokerage.display', DataType.STRING, true)
+		.withField('snaptrade.brokerage.logo', DataType.STRING, true)
 		.withField('legacy.system', DataType.STRING, true)
 		.withField('legacy.user', DataType.STRING, true)
 		.withField('legacy.portfolio', DataType.STRING, true)

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "6.4.2",
+  "version": "7.0.1",
   "description": "Common JavaScript code used by Barchart's Portfolio Service",
   "author": {
     "name": "Bryan Ingle",