@riocrypto/common-server 1.0.2788 → 1.0.2790

package/build/helpers/get-fx-trading-policy.js

@@ -272,7 +272,17 @@ const resolveFXProviderForAmount = (policy, fiat, amountFiat, offset, now = new
     if (!matchedAmountRange) {
         return Object.assign(Object.assign({}, FALLBACK_RESOLUTION), { executionThresholdMs });
     }
-    if (!isProviderEligible(matchedAmountRange.provider, fiat, amountFiat, offset)) {
+    // Eligibility is checked against the *effective* offset (the override
+    // when set, otherwise the trade's own offset). This lets an operator
+    // route a T+0 band to StoneX by overriding to T+1, or a T+3 band to
+    // Emarkets/Transnetwork by overriding to T+2 - the upstream provider
+    // only ever sees the override. For Matching / Other the override is
+    // applied to the FX trade's operative settlement date (which is what
+    // matching nets by) even though those providers have no upstream
+    // value-date concept.
+    const tradeAsTwoWaySettlementDateOffset = matchedAmountRange.tradeAsTwoWaySettlementDateOffset;
+    const effectiveOffset = tradeAsTwoWaySettlementDateOffset !== null && tradeAsTwoWaySettlementDateOffset !== void 0 ? tradeAsTwoWaySettlementDateOffset : offset;
+    if (!isProviderEligible(matchedAmountRange.provider, fiat, amountFiat, effectiveOffset)) {
         return Object.assign(Object.assign({}, FALLBACK_RESOLUTION), { executionThresholdMs });
     }
     const automatic = NON_COSIGNER_PROVIDERS.has(matchedAmountRange.provider)
@@ -282,6 +292,7 @@ const resolveFXProviderForAmount = (policy, fiat, amountFiat, offset, now = new
         provider: matchedAmountRange.provider,
         automatic,
         executionThresholdMs,
+        tradeAsTwoWaySettlementDateOffset,
     };
 };
 exports.resolveFXProviderForAmount = resolveFXProviderForAmount;

package/build/models/fx-trade.d.ts

@@ -10,8 +10,34 @@ interface FXTradeAttrs {
     amountTraded: number;
     price?: number;
     provider: FXProvider;
+    /**
+     * Operative settlement (what the trade is *hedged* at). Equals the
+     * underlying settlement unless the matched FX trading policy band
+     * carries a `tradeAsTwoWaySettlementDateOffset` override (or the
+     * cosigner-notification webhook picked an alternative settlement
+     * type during approval), in which case it is the post-override
+     * value. This is what `place-fx-trade-external-trade` and
+     * `send-fx-trade-cosigner-request` consume - they only care about
+     * the tenor we will actually trade at upstream.
+     */
     twoWaySettlementDate: Date;
     twoWaySettlementDateOffset: number;
+    /**
+     * Customer-facing settlement derived from the underlying order(s).
+     * Immutable for the lifetime of the FX trade and used for:
+     *  - policy lookup (`getFXTradingPolicy` is keyed on what the
+     *    customer was promised, not on our hedging tenor);
+     *  - aggregation grouping (two orders that promised the customer
+     *    different days cannot share an FX trade even if the operative
+     *    hedge tenor would be the same).
+     *
+     * Marked optional on the type for backwards-compat with trades
+     * created before this field existed; runtime readers fall back to
+     * the operative fields when missing. New writers always populate
+     * both.
+     */
+    underlyingTwoWaySettlementDate?: Date;
+    underlyingTwoWaySettlementDateOffset?: number;
     executedTrades: {
         amount: number;
         provider: FXProvider;
@@ -36,6 +62,8 @@ interface FXTradeDoc extends Document {
     provider: FXProvider;
     twoWaySettlementDate: Date;
     twoWaySettlementDateOffset: number;
+    underlyingTwoWaySettlementDate?: Date;
+    underlyingTwoWaySettlementDateOffset?: number;
     executedTrades: {
         amount: number;
         provider: FXProvider;

package/build/models/fx-trade.js

@@ -33,6 +33,12 @@ const buildFXTrade = (mongoose) => {
         twoWaySettlementDateOffset: {
             type: Number,
         },
+        underlyingTwoWaySettlementDate: {
+            type: mongoose.Schema.Types.Date,
+        },
+        underlyingTwoWaySettlementDateOffset: {
+            type: Number,
+        },
         amountTraded: {
             type: Number,
             required: true,

package/build/models/rio-settings.d.ts

@@ -1,4 +1,4 @@
-import { Country, DeferredPaymentType, EmarketsSettlementType, Fiat, FXProvider, FXTradingPolicies, Processor, Side, TransnetworkSettlementType } from "@riocrypto/common";
+import { Country, DeferredPaymentType, Fiat, FXProvider, FXTradingPolicies, Processor, Side } from "@riocrypto/common";
 import { TVFXDataProvider } from "@riocrypto/common";
 import mongoose, { HydratedDocument } from "mongoose";
 interface RioSettingsAttrs {
@@ -45,10 +45,6 @@ interface RioSettingsAttrs {
     fxProviders: {
         [key in FXProvider]: {
             enabled: boolean;
-            defaultSettlementType?: {
-                buy: EmarketsSettlementType | TransnetworkSettlementType;
-                sell: EmarketsSettlementType | TransnetworkSettlementType;
-            };
         };
     };
     fxTradingPolicies?: FXTradingPolicies;
@@ -134,10 +130,6 @@ interface RioSettingsDoc extends mongoose.Document {
     fxProviders: {
         [key in FXProvider]: {
             enabled: boolean;
-            defaultSettlementType?: {
-                buy: EmarketsSettlementType | TransnetworkSettlementType;
-                sell: EmarketsSettlementType | TransnetworkSettlementType;
-            };
         };
     };
     fxTradingPolicies?: FXTradingPolicies;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@riocrypto/common-server",
-  "version": "1.0.2788",
+  "version": "1.0.2790",
   "description": "",
   "main": "./build/index.js",
   "types": "./build/index.d.ts",
@@ -28,7 +28,7 @@
     "@google-cloud/secret-manager": "^5.6.0",
     "@google-cloud/storage": "^7.19.0",
     "@hyperdx/node-opentelemetry": "^0.10.3",
-    "@riocrypto/common": "1.0.2594",
+    "@riocrypto/common": "1.0.2595",
     "@slack/web-api": "^7.15.0",
     "@types/express": "^4.17.25",
     "axios": "1.15.2",