@decafhub/decaf-client-extras 0.0.1

package/src/reports/valuation/-remote-valuation-report-consolidated.ts

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+import { DecafClient } from '@decafhub/decaf-client';
+import { CustomError, customError, Either, Left, Right, SDate } from '@telostat/prelude';
+import { CurrencyCode, DateType } from '../../commons';
+import { recompileBaseValuationReport, RemoteBaseValuationReport } from './-remote-valuation-report-shared';
+import {
+  ConsolidatedValuationReport,
+  ConsolidatedValuationReportContainer,
+  ConsolidatedValuationReportContainerType,
+} from './-valuation-report-consolidated';
+
+/**
+ * Remote consolidated valuation report query type.
+ */
+export interface ConsolidatedValuationReportQuery {
+  /**
+   * Date of valuation report.
+   */
+  date: SDate;
+
+  /**
+   * Date type of the valuation report.
+   */
+  dateType: DateType;
+
+  /**
+   * Reference currency of the valuation report.
+   */
+  currency: CurrencyCode;
+
+  /**
+   * Indication if we want to include/exclude sandbox portfolios (defaults to `true`).
+   */
+  sandbox?: boolean;
+
+  /**
+   * Container type.
+   */
+  containerType: ConsolidatedValuationReportContainerType;
+
+  /**
+   * Container elements (identifiers).
+   */
+  containerElements: (number | string)[];
+}
+
+/**
+ * Type definition for the remote (raw) consolidated valuation report data.
+ */
+export interface RemoteConsolidatedValuationReport extends RemoteBaseValuationReport {
+  containers: {
+    level: ConsolidatedValuationReportContainerType;
+    containers: ConsolidatedValuationReportContainer[];
+  };
+}
+
+/**
+ * Attempts to retrieve remote consolidated valuation report.
+ *
+ * @param client DECAF Barista client.
+ * @param query Remote consolidated valuation report endpoint query parameters.
+ * @returns Remote (raw) consolidated valuation report data.
+ */
+export function fetchRemoteConsolidatedValuationReport(
+  client: DecafClient,
+  query: ConsolidatedValuationReportQuery
+): Promise<Either<CustomError, RemoteConsolidatedValuationReport>> {
+  return client.barista
+    .get<RemoteConsolidatedValuationReport>('/consolidation/', {
+      params: {
+        ccy: query.currency,
+        date: query.date,
+        type: query.dateType,
+        sandbox: query.sandbox,
+        c: query.containerType,
+        i: query.containerElements,
+      },
+    })
+    .then((x) => Right(x.data))
+    .catch((err) => Left(customError('Error while attempting to fetch remote consolidated valuation report', err)));
+}
+
+/**
+ * Attempts to re-compile the raw, remote consolidated valuation report and
+ * return it.
+ *
+ * @param x Raw, remote consolidated valuation report.
+ * @returns Either of an error message or the re-compiled consolidated valuation
+ * report.
+ */
+export function recompileConsolidatedValuationReport(
+  x: RemoteConsolidatedValuationReport
+): Either<CustomError, ConsolidatedValuationReport> {
+  // Attempt to get the base valuation report:
+  const baseReport = recompileBaseValuationReport(x);
+
+  // Add consolidated valuation report specific fields and return:
+  return baseReport.map((report) => ({
+    ...report,
+    containerType: x.containers.level,
+    containers: x.containers.containers,
+  }));
+}
+
+/**
+ * Attempts to retrieve remote consolidated valuation report, compiles it to
+ * [[ConsolidatedValuationReport]] and return it.
+ *
+ * @param client DECAF Barista client.
+ * @param query Remote consolidated valuation report endpoint query parameters.
+ * @returns Recompiled consolidated valuation report data.
+ */
+export async function fetchConsolidatedValuationReport(
+  client: DecafClient,
+  query: ConsolidatedValuationReportQuery
+): Promise<Either<CustomError, ConsolidatedValuationReport>> {
+  // Attempt to fetch the remote, raw report:
+  const rawReport = await fetchRemoteConsolidatedValuationReport(client, query);
+
+  // Attempt to recompile the report (if any) and return:
+  return rawReport.chain(recompileConsolidatedValuationReport);
+}

package/src/reports/valuation/-remote-valuation-report-portfolio.ts

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+import { DecafClient } from '@decafhub/decaf-client';
+import {
+  asDecimal,
+  CustomError,
+  customError,
+  Either,
+  Left,
+  Maybe,
+  maybeDecimal,
+  Right,
+  sanitizedNonEmptyText,
+  SDate,
+  SDateTime,
+  zero,
+} from '@telostat/prelude';
+import {
+  ActionId,
+  CurrencyCode,
+  DateType,
+  ExternalValuationId,
+  OhlcSeriesId,
+  PortfolioId,
+  PrincipalId,
+  ShareClassFeeScheduleId,
+  ShareClassId,
+} from '../../commons';
+import { recompileBaseValuationReport, RemoteBaseValuationReport } from './-remote-valuation-report-shared';
+import { PortfolioValuationReport, PortfolioValuationReportShareClassValue } from './-valuation-report-portfolio';
+import { ValuationReportPortfolio } from './-valuation-report-shared';
+
+/**
+ * Remote portfolio valuation report query type.
+ */
+export interface PortfolioValuationReportQuery {
+  /**
+   * Date of valuation report.
+   */
+  date: SDate;
+
+  /**
+   * Date type of the valuation report.
+   */
+  dateType: DateType;
+
+  /**
+   * Reference currency of the valuation report.
+   */
+  currency: CurrencyCode;
+
+  /**
+   * Portfolio the valuation report is requested for.
+   */
+  portfolio: PortfolioId;
+}
+
+/**
+ * Type definition for the remote (raw) portfolio valuation report data.
+ */
+export interface RemotePortfolioValuationReport extends RemoteBaseValuationReport {
+  portfolio: ValuationReportPortfolio;
+  scvals: RemoteValuationShareClassValue[];
+  subscriptions?: number;
+}
+
+/**
+ * Type definition for share class valuation on the remote portfolio valuation
+ * report.
+ */
+export interface RemoteValuationShareClassValue {
+  shareclass: RemoteValuationShareClass;
+  external?: RemoteValuationExternalValue;
+  nav: number;
+  nav_adjusted: number;
+  nav_adjusted_total: number;
+  coefficient: number;
+  gav_refccy: number;
+  gav_clsccy: number;
+  sharecount_prev: number;
+  sharecount_curr: number;
+  sharecount_diff: number;
+  px_refccy: number;
+  px_clsccy: number;
+  ytdext?: number;
+  ytdint?: number;
+}
+
+/**
+ * Type definition for share class on the remote portfolio valuation report.
+ */
+export interface RemoteValuationShareClass {
+  id: ShareClassId;
+  created: SDateTime;
+  creator: PrincipalId;
+  updated: SDateTime;
+  updater: PrincipalId;
+  guid: string;
+  portfolio: PortfolioId;
+  name: string;
+  currency: CurrencyCode;
+  isin?: string;
+  bbgticker?: string;
+  liquidity?: string;
+  jurisdiction?: string;
+  administrator?: string;
+  mininvestment?: string;
+  subredperiod?: string;
+  freqmngt?: number;
+  freqperf?: number;
+  benchmark?: OhlcSeriesId;
+  description?: string;
+  feeschedules: ShareClassFeeScheduleId[];
+  effectivefeeschedule?: ShareClassFeeScheduleId;
+  subscriptions: ActionId[];
+  outstanding?: number;
+}
+
+/**
+ * Type definition for external valuation on the remote portfolio valuation
+ * report.
+ */
+export interface RemoteValuationExternalValue {
+  id: ExternalValuationId;
+  created: SDateTime;
+  creator: PrincipalId;
+  updated: SDateTime;
+  updater: PrincipalId;
+  guid: string;
+  portfolio: PortfolioId;
+  shareclass?: ShareClassId;
+  date: SDate;
+  ccy: CurrencyCode;
+  shares?: number;
+  price?: number;
+  nav?: number;
+  aum?: number;
+  hedgepnl?: number;
+  feemngt?: number;
+  feeperf?: number;
+  otheraccrued?: number;
+  totalaccrued?: number;
+  subred?: number;
+  perfdaily?: number;
+  perfweekly?: number;
+  perfmonthly?: number;
+  perfytd?: number;
+  perfstart?: number;
+  coefficient?: number;
+}
+
+/**
+ * Attempts to retrieve remote portfolio valuation report.
+ *
+ * @param client DECAF Barista client.
+ * @param query Remote portfolio valuation report endpoint query parameters.
+ * @returns Remote (raw) portfolio valuation report data.
+ */
+export function fetchRemotePortfolioValuationReport(
+  client: DecafClient,
+  query: PortfolioValuationReportQuery
+): Promise<Either<CustomError, RemotePortfolioValuationReport>> {
+  return client.barista
+    .get<RemotePortfolioValuationReport>('/portfolioreport/', {
+      params: {
+        ccy: query.currency,
+        date: query.date,
+        type: query.dateType,
+        portfolio: `${query.portfolio}`,
+      },
+    })
+    .then((x) => Right(x.data))
+    .catch((err) => Left(customError('Error while attempting to fetch remote portfolio valuation report', err)));
+}
+
+/**
+ * Attempts to recompile remote valuation report share class value.
+ *
+ * @param x remote valuation report share class value object.
+ * @return Recompiled valuation report share class value object.
+ */
+export function toShareClassValue(x: RemoteValuationShareClassValue): PortfolioValuationReportShareClassValue {
+  return {
+    shareclass: {
+      id: x.shareclass.id,
+      created: x.shareclass.created,
+      creator: Maybe.fromNullable(x.shareclass.creator),
+      updated: x.shareclass.updated,
+      updater: Maybe.fromNullable(x.shareclass.updater),
+      guid: x.shareclass.guid,
+      portfolio: x.shareclass.portfolio,
+      name: x.shareclass.name,
+      currency: x.shareclass.currency,
+      isin: sanitizedNonEmptyText(x.shareclass.isin),
+      bbgticker: sanitizedNonEmptyText(x.shareclass.bbgticker),
+      liquidity: sanitizedNonEmptyText(x.shareclass.liquidity),
+      jurisdiction: sanitizedNonEmptyText(x.shareclass.jurisdiction),
+      administrator: sanitizedNonEmptyText(x.shareclass.administrator),
+      minimumInvestment: sanitizedNonEmptyText(x.shareclass.mininvestment),
+      subscriptionRedemptionPeriod: sanitizedNonEmptyText(x.shareclass.subredperiod),
+      managementFeeFrequency: Maybe.fromNullable(x.shareclass.freqmngt),
+      performanceFeeFrequency: Maybe.fromNullable(x.shareclass.freqperf),
+      benchmark: Maybe.fromNullable(x.shareclass.benchmark),
+      description: sanitizedNonEmptyText(x.shareclass.description),
+      feeScheduleIds: x.shareclass.feeschedules,
+      effectiveFeeScheduleId: Maybe.fromNullable(x.shareclass.effectivefeeschedule),
+      subscriptionIds: x.shareclass.subscriptions,
+      outstanding: maybeDecimal(x.shareclass.outstanding),
+    },
+    external: Maybe.fromNullable(x.external).map((ev) => ({
+      id: ev.id,
+      created: ev.created,
+      creator: Maybe.fromNullable(ev.updater),
+      updated: ev.updated,
+      updater: Maybe.fromNullable(ev.updater),
+      guid: ev.guid,
+      portfolio: ev.portfolio,
+      shareclass: Maybe.fromNullable(ev.shareclass),
+      date: ev.date,
+      ccy: ev.ccy,
+      shares: maybeDecimal(ev.shares),
+      price: maybeDecimal(ev.price),
+      nav: maybeDecimal(ev.nav),
+      aum: maybeDecimal(ev.aum),
+      hedgepnl: maybeDecimal(ev.hedgepnl),
+      feemngt: maybeDecimal(ev.feemngt),
+      feeperf: maybeDecimal(ev.feeperf),
+      otheraccrued: maybeDecimal(ev.otheraccrued),
+      totalaccrued: maybeDecimal(ev.totalaccrued),
+      subred: maybeDecimal(ev.subred),
+      perfdaily: maybeDecimal(ev.perfdaily),
+      perfweekly: maybeDecimal(ev.perfweekly),
+      perfmonthly: maybeDecimal(ev.perfmonthly),
+      perfytd: maybeDecimal(ev.perfytd),
+      perfstart: maybeDecimal(ev.perfstart),
+      coefficient: maybeDecimal(ev.coefficient),
+    })),
+    nav: asDecimal(x.nav),
+    navAdjusted: asDecimal(x.nav_adjusted),
+    navAdjustedTotal: asDecimal(x.nav_adjusted_total),
+    coefficient: asDecimal(x.coefficient),
+    gavRefccy: asDecimal(x.gav_refccy),
+    gavClsccy: asDecimal(x.gav_clsccy),
+    sharecountPrev: asDecimal(x.sharecount_prev),
+    sharecountCurr: asDecimal(x.sharecount_curr),
+    sharecountDiff: asDecimal(x.sharecount_diff),
+    pxRefCcy: asDecimal(x.px_refccy),
+    pxClsCcy: asDecimal(x.px_clsccy),
+    ytdExt: maybeDecimal(x.ytdext),
+    ytdInt: maybeDecimal(x.ytdint),
+  };
+}
+
+/**
+ * Attempts to re-compile the raw, remote portfolio valuation report and
+ * return it.
+ *
+ * @param x Raw, remote portfolio valuation report.
+ * @returns Either of an error message or the re-compiled portfolio valuation
+ * report.
+ */
+export function recompilePortfolioValuationReport(
+  x: RemotePortfolioValuationReport
+): Either<CustomError, PortfolioValuationReport> {
+  // Attempt to get the base valuation report:
+  const baseReport = recompileBaseValuationReport(x);
+
+  // Add consolidated valuation report specific fields and return:
+  return baseReport.map((report) => {
+    return {
+      ...report,
+      portfolio: x.portfolio,
+      subscriptions: maybeDecimal(x.subscriptions).orDefault(zero),
+      shareClassValues: x.scvals.map(toShareClassValue),
+    };
+  });
+}
+
+/**
+ * Attempts to retrieve remote portfolio valuation report, compiles it to
+ * [[PortfolioValuationReport]] and return it.
+ *
+ * @param client DECAF Barista client.
+ * @param query Remote portolio valuation report endpoint query parameters.
+ * @returns Recompiled portolio valuation report data.
+ */
+export async function fetchPortfolioValuationReport(
+  client: DecafClient,
+  query: PortfolioValuationReportQuery
+): Promise<Either<CustomError, PortfolioValuationReport>> {
+  // Attempt to fetch the remote, raw report:
+  const rawReport = await fetchRemotePortfolioValuationReport(client, query);
+
+  // Attempt to recompile the report (if any) and return:
+  return rawReport.chain(recompilePortfolioValuationReport);
+}