Portfolio Positions Orders Trades

portfolio-db.ts

interface Trade {
  id: string
  security: Security
  strategy: Strategy
  legs: Legs[]
}

interface TradePosition {
  id: string
  portfolioId?: string // null until order FILLED
  tradeId: string
  contracts: number
  startPrice: number
  premiumCaptured: number
  gainLoss: number
  gainLossPct: number
  fillDate: number
  // rolled up values
  isExiting: boolean // if SELECT * FROM trade_order WHERE trade_position_id = x AND status = EXIT_REQUEST
  isClosed: boolean // if SELECT * FROM trade_order WHERE trade_position_id = x AND status = CLOSED
}

interface TradeOrder {
  id: string
  userId: string
  tradePositionId: string
  orderDate: number
  status: TradeOrderStatus // {OPEN, FILLED, EXPIRED, EXIT_REQUEST, CLOSED}
  expectedGain: number // non-nill for EXIT_REQUEST orders
}

interface Portfolio {
  id: string
  userId: string
  cash: number
  buyingPower: number
  invested: number
  // Calculate accountValue, gainLoss(Pct) on demand as they will change depending on performance of positions
}

Order Creation:

• Create TradePosition to define position tied to a Trade and tied to user portfolioID and status = PENDING
• Create Order in ViewTrade
• Create TradeOrder referencing above Order (OrderRef) and TradePosition
• Poll ViewTrade and update TradeOrder status with FILLED, EXPIRED
• If FILLED, update TradePosition status = FILLED

Exiting TradePosition

• Create Order in ViewTrade
• Create TradeOrder referencing above Order (OrderRef) and TradePosition
• Poll ViewTrade and update TradeOrder status with CLOSED or back to FILLED (if exit request didn't fill)
• if CLOSED, update TradePosition with status = CLOSED