Added axios, save implied move

Author: Artimatic

package-lock.json

@@ -36,6 +36,7 @@
     "algebra.js": "^0.2.6",
     "algotrader": "^1.3.1",
     "angular-highcharts": "^9.0.11",
+    "axios": "^0.21.1",
     "body-parser": "^1.18.2",
     "boom": "^6.0.0",
     "chart.js": "^2.9.4",

package.json

@@ -1,99 +1,116 @@
 
 import * as _ from 'lodash';
+import axios from 'axios';
+
 import PortfolioService from '../portfolio/portfolio.service';
 import portfolioController from '../portfolio/portfolio.controller';
 
+import * as configurations from '../../config/environment';
+
+const dataServiceUrl = configurations.apps.goliath;
+
 export interface MonthlyStrategyList {
-    month: string;
-    year: number;
-    day: number;
-    daysToExp: number;
-    secondaryMonth: string;
-    secondaryYear: number;
-    secondaryDay: number;
-    secondaryDaysToExp: number;
-    type: string;
-    secondaryType: string;
-    leap: boolean;
-    optionStrategyList: Strategy[];
+  month: string;
+  year: number;
+  day: number;
+  daysToExp: number;
+  secondaryMonth: string;
+  secondaryYear: number;
+  secondaryDay: number;
+  secondaryDaysToExp: number;
+  type: string;
+  secondaryType: string;
+  leap: boolean;
+  optionStrategyList: Strategy[];
 }
 
 export interface Strategy {
-    primaryLeg: Option;
-    secondaryLeg: Option;
-    strategyStrike: number;
-    strategyBid: number;
-    strategyAsk: number;
+  primaryLeg: Option;
+  secondaryLeg: Option;
+  strategyStrike: number;
+  strategyBid: number;
+  strategyAsk: number;
 }
 
 export interface Option {
+  symbol: string;
+  putCallInd: string;
+  description: string;
+  bid: number;
+  ask: number;
+  range: string;
+  strikePrice: number;
+  totalVolume: number;
+}
+
+export interface OptionsChain {
+  symbol: string;
+  underlying: {
     symbol: string;
-    putCallInd: string;
     description: string;
+    change: number;
+    percentChange: number;
+    close: number;
     bid: number;
     ask: number;
-    range: string;
-    strikePrice: number;
+    last: number;
+    mark: number;
+    markChange: number;
+    markPercentChange: number;
+    bidSize: number;
+    askSize: number;
+    highPrice: number;
+    lowPrice: number;
+    openPrice: number;
     totalVolume: number;
-}
-
-export interface OptionsChain {
-    symbol: string;
-    underlying: {
-      symbol: string;
-      description: string;
-      change: number;
-      percentChange: number;
-      close: number;
-      bid: number;
-      ask: number;
-      last: number;
-      mark: number;
-      markChange: number;
-      markPercentChange: number;
-      bidSize: number;
-      askSize: number;
-      highPrice: number;
-      lowPrice: number;
-      openPrice: number;
-      totalVolume: number;
-      fiftyTwoWeekHigh: number;
-      fiftyTwoWeekLow: number;
-    };
-    monthlyStrategyList: MonthlyStrategyList[];
+    fiftyTwoWeekHigh: number;
+    fiftyTwoWeekLow: number;
+  };
+  monthlyStrategyList: MonthlyStrategyList[];
 }
 
 export interface ImpliedMove {
-    move: number;
-    upperPrice: number;
-    lowerPrice: number;
-    strategy: Strategy;
+  move: number;
+  upperPrice: number;
+  lowerPrice: number;
+  strategy: Strategy;
 }
 
 class OptionService {
-    calculateImpliedMove(accountId, symbol, strikeCount, optionType, minExpiration = 29) {
-        return PortfolioService.getOptionsStraddle(accountId, symbol, strikeCount, optionType)
-            .then((straddleOptionsChain: OptionsChain) => {
-                const strategyList = straddleOptionsChain.monthlyStrategyList.find(element => element.daysToExp >= minExpiration);
-                const goal = straddleOptionsChain.underlying.last;
-
-                const closestStrikeStraddle = strategyList.optionStrategyList.reduce((prev, curr) =>  {
-                    return (Math.abs(curr.strategyStrike - goal) < Math.abs(prev.strategyStrike - goal) ? curr : prev);
-                  });
-
-                const strategyCost = portfolioController.midPrice(closestStrikeStraddle.strategyAsk, closestStrikeStraddle.strategyBid);
-                const move = _.round(strategyCost / goal, 3);
-                const movePrice = _.round(move * goal, 2);
-
-                return {
-                    move,
-                    upperPrice: _.round(goal + movePrice, 2),
-                    lowerPrice: _.round(goal - movePrice, 2),
-                    strategyCost,
-                    strategy: closestStrikeStraddle
-                };
-            });
+  calculateImpliedMove(accountId, symbol, strikeCount, optionType, minExpiration = 29) {
+    return PortfolioService.getOptionsStraddle(accountId, symbol, strikeCount, optionType)
+      .then((straddleOptionsChain: OptionsChain) => {
+        const strategyList = straddleOptionsChain.monthlyStrategyList.find(element => element.daysToExp >= minExpiration);
+        const goal = straddleOptionsChain.underlying.last;
+
+        const closestStrikeStraddle = strategyList.optionStrategyList.reduce((prev, curr) => {
+          return (Math.abs(curr.strategyStrike - goal) < Math.abs(prev.strategyStrike - goal) ? curr : prev);
+        });
+
+        const strategyCost = portfolioController.midPrice(closestStrikeStraddle.strategyAsk, closestStrikeStraddle.strategyBid);
+        const move = _.round(strategyCost / goal, 3);
+        const movePrice = _.round(move * goal, 2);
+
+        this.saveImpliedMove(symbol, move);
+        return {
+          move,
+          upperPrice: _.round(goal + movePrice, 2),
+          lowerPrice: _.round(goal - movePrice, 2),
+          strategyCost,
+          strategy: closestStrikeStraddle
+        };
+      });
+  }
+
+  private saveImpliedMove(symbol: string, move: number) {
+
+    if (move) {
+      axios.post(`${dataServiceUrl}backtest/update-implied-move`, {
+        symbol,
+        impliedMove: move
+      });
     }
+  }
 }
 
 export default new OptionService();