Integrate bond and stock positions into fund valuation (3d-23)

1 files changed, 124 insertions, 0 deletions

diff --git a/src/FundLab.Api/App.fs b/src/FundLab.Api/App.fs
index 36a8565..138230f 100644
--- a/src/FundLab.Api/App.fs
+++ b/src/FundLab.Api/App.fs
@@ -188,6 +188,30 @@ type BondPositionsResponse =
         positions: BondPositionResponse list
     }
 
+type ValuationPositionResponse =
+    {
+        instrumentCode: string
+        name: string option
+        assetClass: string
+        quantity: string
+        price: string option
+        priceSource: string option
+        marketValue: string option
+        status: string
+    }
+
+type FundValuationResponse =
+    {
+        fundId: Guid
+        currency: string
+        cash: string
+        positionsMarketValue: string
+        portfolioValue: string
+        pricedPositions: int
+        unavailablePositions: int
+        positions: ValuationPositionResponse list
+    }
+
 type SipPlanResponse =
     {
         id: Guid
@@ -2122,6 +2146,105 @@ module App =
                 with _ ->
                     errorResponse 500 "PERSISTENCE_ERROR" "bond position persistence failed" next ctx
 
+    let private valuationPositionResponse
+        (assetClass: string)
+        (code: string)
+        (fallbackName: string option)
+        (quantity: decimal)
+        (livePrice: decimal option)
+        =
+        let resolvedName =
+            match fallbackName with
+            | Some name when not (String.IsNullOrWhiteSpace name) -> Some name
+            | _ -> None
+
+        match livePrice with
+        | Some price ->
+            { instrumentCode = code
+              name = resolvedName
+              assetClass = assetClass
+              quantity = decimalText quantity
+              price = Some(decimalText price)
+              priceSource = Some "live"
+              marketValue = Some(cashText (Decimal.Round(quantity * price, 2, MidpointRounding.AwayFromZero)))
+              status = "priced" }
+        | None ->
+            { instrumentCode = code
+              name = resolvedName
+              assetClass = assetClass
+              quantity = decimalText quantity
+              price = None
+              priceSource = None
+              marketValue = None
+              status = "unavailable" }
+
+    let private getFundValuation (repository: FundRepository) (probes: MarketProbes option) (fundIdText: string) : HttpHandler =
+        fun next ctx ->
+            match Guid.TryParse fundIdText with
+            | false, _ -> errorResponse 400 "INVALID_VALUATION_REQUEST" "fund id must be a UUID" next ctx
+            | true, fundId ->
+                try
+                    match repository.GetFund fundId with
+                    | None -> errorResponse 404 "FUND_NOT_FOUND" "fund was not found" next ctx
+                    | Some fund ->
+                        let token = ctx.RequestAborted
+
+                        let priceOf (probe: unit -> Result<decimal option, MarketDataFailure>) =
+                            if probes.IsNone then
+                                None
+                            else
+                                match probe () with
+                                | Ok(Some price) -> Some price
+                                | _ -> None
+
+                        let stockRows =
+                            repository.GetStockPositions fundId
+                            |> List.map (fun position ->
+                                let live =
+                                    priceOf (fun () ->
+                                        probes.Value.StockQuotes.GetQuote(position.InstrumentCode, token)
+                                        |> Result.map (fun quote -> quote.Price))
+
+                                valuationPositionResponse "stock" position.InstrumentCode position.StockName position.Quantity live)
+
+                        let bondRows =
+                            repository.GetBondPositions fundId
+                            |> List.map (fun position ->
+                                let live =
+                                    priceOf (fun () ->
+                                        probes.Value.BondQuotes.GetQuote(position.InstrumentCode, token)
+                                        |> Result.map (fun quote -> quote.Price))
+
+                                valuationPositionResponse "bond" position.InstrumentCode position.BondName position.Quantity live)
+
+                        let positions = stockRows @ bondRows
+
+                        let positionsMarketValue =
+                            positions
+                            |> List.sumBy (fun position ->
+                                match position.marketValue with
+                                | Some text -> Decimal.Parse(text, invariant)
+                                | None -> 0m)
+
+                        let unavailable =
+                            positions |> List.filter (fun position -> position.status = "unavailable") |> List.length
+
+                        let response: FundValuationResponse =
+                            {
+                                fundId = fund.Id
+                                currency = fund.Currency
+                                cash = cashText fund.AvailableCash
+                                positionsMarketValue = cashText positionsMarketValue
+                                portfolioValue = cashText (fund.AvailableCash + positionsMarketValue)
+                                pricedPositions = positions.Length - unavailable
+                                unavailablePositions = unavailable
+                                positions = positions
+                            }
+
+                        json response next ctx
+                with _ ->
+                    errorResponse 500 "PERSISTENCE_ERROR" "fund valuation failed" next ctx
+
     let private marketProbeRoutes (probes: MarketProbes) =
         [
             GET >=> route "/market/nav-dates" >=> getMarketNavDates probes.NavDates
@@ -2167,6 +2290,7 @@ module App =
                 GET >=> routef "/funds/%s/stock-positions" (getStockPositions repository)
                 POST >=> routef "/funds/%s/bond-trades" (createBondTrade repository probes)
                 GET >=> routef "/funds/%s/bond-positions" (getBondPositions repository)
+                GET >=> routef "/funds/%s/valuation" (getFundValuation repository probes)
                 GET >=> routef "/funds/%s" (getFund repository)
             ]
             @ (marketData |> Option.map marketDataRoutes |> Option.defaultValue [])