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[WIP] added different exit startegy selection in case of winning and losing for combined SL #59

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[WIP] added different exit startegy selection in case of winning and losing for combined SL #59

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ce89f1b
added different exit startegy selection in case of winning and losing…
mkm279 Sep 8, 2021
c582401
code cleanup for multilegpremiumthreshold
mkm279 Sep 10, 2021
9654d19
formatted changed files
mkm279 Sep 13, 2021
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82 changes: 54 additions & 28 deletions components/lib/SlManagerComponent.tsx
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Original file line number Diff line number Diff line change
Expand Up @@ -7,13 +7,16 @@ import {
RadioGroup,
Radio,
Grid,
TextField
TextField,
Box
} from '@material-ui/core'
import { COMBINED_SL_EXIT_STRATEGY, SL_ORDER_TYPE } from '../../types/plans'
import {
COMBINED_SL_EXIT_STRATEGY_LABEL,
EXIT_STRATEGIES,
EXIT_STRATEGIES_DETAILS
EXIT_STRATEGIES_DETAILS,
POSITION_STATE,
POSITION_STATE_LABEL
} from '../../lib/constants'

const SlManagerComponent = ({ state, onChange, exitStrategies }) => {
Expand Down Expand Up @@ -52,33 +55,56 @@ const SlManagerComponent = ({ state, onChange, exitStrategies }) => {
<FormLabel component='legend'>
When Combined trailing SL triggers
</FormLabel>
<RadioGroup
aria-label='combinedExitStrategy'
name='combinedExitStrategy'
value={state.combinedExitStrategy}
onChange={e =>
onChange({
combinedExitStrategy: e.target
.value as COMBINED_SL_EXIT_STRATEGY
})
}
>
{[
COMBINED_SL_EXIT_STRATEGY.EXIT_ALL,
COMBINED_SL_EXIT_STRATEGY.EXIT_LOSING
].map(combinedExitStrategy => (
<FormControlLabel
key={combinedExitStrategy}
value={combinedExitStrategy}
control={<Radio size='small' />}
label={
<Typography variant='body2'>
{COMBINED_SL_EXIT_STRATEGY_LABEL[combinedExitStrategy]}
</Typography>
{[POSITION_STATE.WINNING, POSITION_STATE.LOSING].map(item => (
<Box pl={2} pt={1} key={item}>
<FormLabel component='legend'>
{POSITION_STATE_LABEL[item]}
</FormLabel>
<RadioGroup
aria-label='combinedExitStrategy'
name='combinedExitStrategy'
value={
item === POSITION_STATE.WINNING
? state.combinedExitStrategyWinning
: state.combinedExitStrategyLosing
}
/>
))}
</RadioGroup>
style={{ paddingLeft: '4px' }}
onChange={e =>
onChange(
item === POSITION_STATE.WINNING
? {
combinedExitStrategyWinning: e.target
.value as COMBINED_SL_EXIT_STRATEGY
}
: {
combinedExitStrategyLosing: e.target
.value as COMBINED_SL_EXIT_STRATEGY
}
)
}
>
{[
COMBINED_SL_EXIT_STRATEGY.EXIT_ALL,
COMBINED_SL_EXIT_STRATEGY.EXIT_LOSING
].map(combinedExitStrategy => (
<FormControlLabel
key={combinedExitStrategy}
value={combinedExitStrategy}
control={<Radio size='small' />}
label={
<Typography variant='body2'>
{
COMBINED_SL_EXIT_STRATEGY_LABEL[
combinedExitStrategy
]
}
</Typography>
}
/>
))}
</RadioGroup>
</Box>
))}
</Grid>

<Grid item xs={12}>
Expand Down
24 changes: 10 additions & 14 deletions lib/browserUtils.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -117,10 +117,6 @@ export const formatFormDataForApi = ({
strategy: string
data: AvailablePlansConfig
}): SUPPORTED_TRADE_CONFIG | null => {
const getOnSquareOffSetAborted = ({ exitStrategy, combinedExitStrategy }) =>
exitStrategy === EXIT_STRATEGIES.MULTI_LEG_PREMIUM_THRESHOLD &&
combinedExitStrategy === COMBINED_SL_EXIT_STRATEGY.EXIT_ALL

switch (strategy) {
case STRATEGIES.DIRECTIONAL_OPTION_SELLING: {
const {
Expand Down Expand Up @@ -169,7 +165,9 @@ export const formatFormDataForApi = ({
trailEveryPercentageChangeValue,
trailingSlPercent,
exitStrategy,
combinedExitStrategy
combinedExitStrategy,
combinedExitStrategyLosing,
combinedExitStrategyWinning
} = data as ATM_STRADDLE_CONFIG

const apiProps: ATM_STRADDLE_TRADE = {
Expand All @@ -180,12 +178,10 @@ export const formatFormDataForApi = ({
trailEveryPercentageChangeValue
),
trailingSlPercent: Number(trailingSlPercent),
onSquareOffSetAborted: getOnSquareOffSetAborted({
exitStrategy,
combinedExitStrategy
}),
maxSkewPercent: Number(maxSkewPercent),
thresholdSkewPercent: Number(thresholdSkewPercent),
combinedExitStrategyLosing,
combinedExitStrategyWinning,
...getSchedulingApiProps({
isAutoSquareOffEnabled,
squareOffTime,
Expand All @@ -212,7 +208,9 @@ export const formatFormDataForApi = ({
trailingSlPercent,
exitStrategy,
expireIfUnsuccessfulInMins,
combinedExitStrategy
combinedExitStrategy,
combinedExitStrategyLosing,
combinedExitStrategyWinning
} = data as ATM_STRANGLE_CONFIG

const apiProps: ATM_STRANGLE_TRADE = {
Expand All @@ -223,11 +221,9 @@ export const formatFormDataForApi = ({
trailEveryPercentageChangeValue
),
trailingSlPercent: Number(trailingSlPercent),
onSquareOffSetAborted: getOnSquareOffSetAborted({
exitStrategy,
combinedExitStrategy
}),
inverted: Boolean(inverted),
combinedExitStrategyLosing,
combinedExitStrategyWinning,
...getSchedulingApiProps({
isAutoSquareOffEnabled,
squareOffTime,
Expand Down
14 changes: 14 additions & 0 deletions lib/constants.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -87,6 +87,16 @@ export enum ANCILLARY_TASKS {
CLEANUP_COMPLETED_JOBS = 'CLEANUP_COMPLETED_JOBS'
}

export enum POSITION_STATE {
WINNING = 'WINNING',
LOSING = 'LOSING'
}

export const POSITION_STATE_LABEL = {
[POSITION_STATE.WINNING]: 'If winning',
[POSITION_STATE.LOSING]: 'If losing'
}

export const COMBINED_SL_EXIT_STRATEGY_LABEL = {
[COMBINED_SL_EXIT_STRATEGY.EXIT_ALL]: 'Exit all legs',
[COMBINED_SL_EXIT_STRATEGY.EXIT_LOSING]:
Expand Down Expand Up @@ -133,6 +143,8 @@ export const STRATEGIES_DETAILS = {
slOrderType: SL_ORDER_TYPE.SLM,
slLimitPricePercent: 1,
combinedExitStrategy: COMBINED_SL_EXIT_STRATEGY.EXIT_ALL,
combinedExitStrategyWinning: COMBINED_SL_EXIT_STRATEGY.EXIT_ALL,
combinedExitStrategyLosing: COMBINED_SL_EXIT_STRATEGY.EXIT_ALL,
rollback: {
onBrokenHedgeOrders: false,
onBrokenPrimaryOrders: false,
Expand Down Expand Up @@ -169,6 +181,8 @@ export const STRATEGIES_DETAILS = {
slOrderType: SL_ORDER_TYPE.SLM,
slLimitPricePercent: 1,
combinedExitStrategy: COMBINED_SL_EXIT_STRATEGY.EXIT_ALL,
combinedExitStrategyWinning: COMBINED_SL_EXIT_STRATEGY.EXIT_ALL,
combinedExitStrategyLosing: COMBINED_SL_EXIT_STRATEGY.EXIT_ALL,
rollback: {
onBrokenHedgeOrders: false,
onBrokenPrimaryOrders: false,
Expand Down
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