@barchart/portfolio-api-common 7.3.0 → 7.4.1

package/lib/processing/PositionItem.js

@@ -36,6 +36,8 @@ module.exports = (() => {
 			this._portfolio = portfolio;
 			this._position = position;
 
+			this._priceSelctor = getPriceSelector(this._portfolio, this._position);
+
 			const instrument = position.instrument;
 
 			this._currency = instrument.currency || Currency.CAD;
@@ -125,7 +127,7 @@ module.exports = (() => {
 			this._portfolioChangedEvent = new Event(this);
 			this._positionItemDisposeEvent = new Event(this);
 
-			calculateStaticData(this, this._today);
+			calculateStaticData(this);
 			calculatePriceData(this, null, null, this._today);
 		}
 
@@ -241,6 +243,8 @@ module.exports = (() => {
 				this._portfolioChangedEvent.fire(this._portfolio = portfolio);
 			}
 
+			this._priceSelctor = getPriceSelector(this._portfolio, this._position);
+
 			if (this._currentQuote) {
 				this.setQuote(this._currentQuote, true);
 			}
@@ -258,32 +262,28 @@ module.exports = (() => {
 			assert.argumentIsRequired(quote, 'quote', Object);
 			assert.argumentIsOptional(force, 'force', Boolean);
 
-			if (this.getIsDisposed()) {
+			if (this.disposed) {
 				return;
 			}
 
-			let priceToUse;
+			const priceToUse = this._priceSelctor(quote);
 
-			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)) {
+				return;
 			}
 
-			if (this._currentPrice !== priceToUse || force) {
-				if (quote.previousPrice) {
-					this._data.previousPrice = quote.previousPrice;
-				}
+			if (quote.previousPrice) {
+				this._data.previousPrice = quote.previousPrice;
+			}
 
-				calculatePriceData(this, priceToUse, calculateQuoteDay(quote), this._today);
+			calculatePriceData(this, priceToUse, calculateQuoteDay(quote), this._today);
 
-				this._currentPrice = priceToUse;
+			this._currentPrice = priceToUse;
 
-				this._previousQuote = this._currentQuote;
-				this._currentQuote = quote;
+			this._previousQuote = this._currentQuote;
+			this._currentQuote = quote;
 
-				this._quoteChangedEvent.fire(this._currentQuote);
-			}
+			this._quoteChangedEvent.fire(this._currentQuote);
 		}
 
 		/**
@@ -320,7 +320,7 @@ module.exports = (() => {
 		setNewsArticleExists(value) {
 			assert.argumentIsRequired(value, 'value', Boolean);
 
-			if (this.getIsDisposed()) {
+			if (this.disposed) {
 				return;
 			}
 
@@ -338,7 +338,7 @@ module.exports = (() => {
 		setPositionFundamentalData(data) {
 			assert.argumentIsRequired(data, 'data', Object);
 
-			if (this.getIsDisposed()) {
+			if (this.disposed) {
 				return;
 			}
 
@@ -354,7 +354,7 @@ module.exports = (() => {
 		setPositionLock(position) {
 			assert.argumentIsRequired(position, 'position');
 
-			if (this.getIsDisposed()) {
+			if (this.disposed) {
 				return;
 			}
 
@@ -374,7 +374,7 @@ module.exports = (() => {
 		setPositionCalculating(position) {
 			assert.argumentIsRequired(position, 'position', Object);
 
-			if (this.getIsDisposed()) {
+			if (this.disposed) {
 				return;
 			}
 
@@ -483,9 +483,8 @@ module.exports = (() => {
 	/**
 	 * @private
 	 * @param {PositionItem} item
-	 * @param {Day|null} day
 	 */
-	function calculateStaticData(item, day) {
+	function calculateStaticData(item) {
 		const position = item.position;
 
 		const currentSummary = item.currentSummary;
@@ -931,5 +930,41 @@ module.exports = (() => {
 		return null;
 	}
 
+	function selectPriceFromLastPrice(quote) {
+		return quote.lastPrice;
+	}
+
+	function selectPriceFromMidpoint(quote) {
+		let price = null;
+
+		if (is.number(quote.askPrice) && is.number(quote.bidPrice)) {
+			price = (quote.askPrice + quote.bidPrice) / 2;
+		}
+
+		if (price === null || price === 0) {
+			price = quote.lastPrice;
+		}
+
+		return price;
+	}
+
+	function getPriceSelector(portfolio, position) {
+		let type = null;
+
+		if (portfolio.miscellany && portfolio.miscellany.data && portfolio.miscellany.data.optionsValuation) {
+			type = OptionsValuationType.parse(portfolio.miscellany.data.optionsValuation);
+		}
+
+		if (type === null) {
+			type = OptionsValuationType.LAST_TRADE;
+		}
+
+		if (position.instrument.type.option && type === OptionsValuationType.MIDPOINT) {
+			return selectPriceFromMidpoint;
+		}
+
+		return selectPriceFromLastPrice;
+	}
+
 	return PositionItem;
 })();

package/lib/serialization/TransactionSchema.js

@@ -224,6 +224,7 @@ module.exports = (() => {
 		.withField('position', DataType.STRING)
 		.withField('sequence', DataType.NUMBER, true)
 		.withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
+		.withField('instrument.id', DataType.STRING, true)
 		.withField('instrument.name', DataType.STRING, true)
 		.withField('instrument.exchange', DataType.STRING, true)
 		.withField('instrument.code', DataType.NUMBER, true) // Not intended to be the unit code. Same value as [profile] table [type] column. See `InstrumentType.fromSymbolType` function.
@@ -275,6 +276,7 @@ module.exports = (() => {
 		.withField('position', DataType.STRING)
 		.withField('sequence', DataType.NUMBER, true)
 		.withField('type', DataType.forEnum(TransactionType, 'TransactionType'))
+		.withField('instrument.id', DataType.STRING, true)
 		.withField('instrument.name', DataType.STRING, true)
 		.withField('instrument.exchange', DataType.STRING, true)
 		.withField('instrument.code', DataType.NUMBER, true) // Not intended to be the unit code. Same value as [profile] table [type] column. See `InstrumentType.fromSymbolType` function.

package/package.json

@@ -1,12 +1,19 @@
 {
   "name": "@barchart/portfolio-api-common",
-  "version": "7.3.0",
+  "version": "7.4.1",
   "description": "Common JavaScript code used by Barchart's Portfolio Service",
   "author": {
     "name": "Bryan Ingle",
     "email": "bryan.ingle@barchart.com",
     "url": "https://www.barchart.com"
   },
+  "contributors": [
+    {
+      "name": "Luka Sotra",
+      "email": "luka.sotra@barchart.com",
+      "url": "https://www.barchart.com"
+    }
+  ],
   "scripts": {
     "test": "echo \"Error: Please use gulp to run tests\" && exit 1"
   },
@@ -15,9 +22,9 @@
     "url": "git+ssh://git@github.com/barchart/portfolio-api-common.git"
   },
   "dependencies": {
-    "@barchart/common-js": "^4.51.0",
+    "@barchart/common-js": "^4.71.0",
     "@barchart/marketdata-api-js": "^6.2.1",
-    "uuid": "9.0.1"
+    "uuid": "^9.0.1"
   },
   "devDependencies": {
     "@babel/core": "^7.6.2",