Add bond full milestone: profile probe, coupon/accrual rules, ledger and point-in-time valuation (3d-29)

1 files changed, 58 insertions, 9 deletions

diff --git a/src/FundLab.Api/MarketData.fs b/src/FundLab.Api/MarketData.fs
index e621740..152ffd7 100644
--- a/src/FundLab.Api/MarketData.fs
+++ b/src/FundLab.Api/MarketData.fs
@@ -49,6 +49,17 @@ type MarketDataBondQuotePayload =
         AccruedInterest: decimal option
         Date: DateOnly option
         MaturityDate: DateOnly option
+        ParValue: decimal option
+        IssuePrice: decimal option
+        ValueDate: DateOnly option
+        ListingDate: DateOnly option
+        PublishDate: DateOnly option
+        PayInterestDay: string option
+        CouponRate: decimal option
+        CouponRateExplain: string option
+        BondExpireYears: string option
+        Rating: string option
+        DataStatus: string option
     }
 
 type MarketDataStockQuotePayload =
@@ -379,17 +390,44 @@ module MarketData =
                 let! name = optionalString quoteProperty "name"
                 let! priceProperty = requiredProperty quoteProperty "price"
                 let! price = optionalDecimal "price" priceProperty
-                let! cleanPrice =
-                    optionalProperty quoteProperty "clean_price"
-                    |> Result.bind (function Some property -> optionalDecimal "clean_price" property | None -> Ok None)
-                let! accruedInterest =
-                    optionalProperty quoteProperty "accrued_interest"
-                    |> Result.bind (function Some property -> optionalDecimal "accrued_interest" property | None -> Ok None)
-                let! date =
-                    optionalProperty quoteProperty "date"
-                    |> Result.bind (function Some property -> optionalIsoDate "date" property | None -> Ok None)
+                let optionalDecimalField fieldName =
+                    optionalProperty quoteProperty fieldName
+                    |> Result.bind (function
+                        | Some property -> optionalDecimal fieldName property
+                        | None -> Ok None)
+
+                let optionalDateField fieldName =
+                    optionalProperty quoteProperty fieldName
+                    |> Result.bind (function
+                        | Some property -> optionalIsoDate fieldName property
+                        | None -> Ok None)
+
+                let optionalStringField fieldName =
+                    optionalProperty quoteProperty fieldName
+                    |> Result.bind (function
+                        | Some property when property.ValueKind = JsonValueKind.Null -> Ok None
+                        | Some property when property.ValueKind = JsonValueKind.String ->
+                            let value = property.GetString()
+                            if String.IsNullOrWhiteSpace value then Ok None else Ok(Some value)
+                        | Some _ -> Error(sprintf "payload property '%s' must be null or a string" fieldName)
+                        | None -> Ok None)
+
+                let! cleanPrice = optionalDecimalField "clean_price"
+                let! accruedInterest = optionalDecimalField "accrued_interest"
+                let! date = optionalDateField "date"
                 let! maturityProperty = requiredProperty quoteProperty "maturity_date"
                 let! maturityDate = optionalIsoDate "maturity_date" maturityProperty
+                let! parValue = optionalDecimalField "par_value"
+                let! issuePrice = optionalDecimalField "issue_price"
+                let! valueDate = optionalDateField "value_date"
+                let! listingDate = optionalDateField "listing_date"
+                let! publishDate = optionalDateField "publish_date"
+                let! payInterestDay = optionalStringField "pay_interest_day"
+                let! couponRate = optionalDecimalField "coupon_rate"
+                let! couponRateExplain = optionalStringField "coupon_rate_explain"
+                let! bondExpireYears = optionalStringField "bond_expire_years"
+                let! rating = optionalStringField "rating"
+                let! dataStatus = optionalStringField "data_status"
 
                 return
                     {
@@ -403,6 +441,17 @@ module MarketData =
                         AccruedInterest = accruedInterest
                         Date = date
                         MaturityDate = maturityDate
+                        ParValue = parValue
+                        IssuePrice = issuePrice
+                        ValueDate = valueDate
+                        ListingDate = listingDate
+                        PublishDate = publishDate
+                        PayInterestDay = payInterestDay
+                        CouponRate = couponRate
+                        CouponRateExplain = couponRateExplain
+                        BondExpireYears = bondExpireYears
+                        Rating = rating
+                        DataStatus = dataStatus
                     }
             }
         with