com.fluxtion.server.lib.pnl.InstrumentPosMtm Maven / Gradle / Ivy

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/*
 * SPDX-FileCopyrightText: © 2025 Gregory Higgins 
 * SPDX-License-Identifier: AGPL-3.0-only
 */

package com.fluxtion.server.lib.pnl;

import com.fluxtion.server.lib.pnl.refdata.Instrument;
import lombok.Data;

import java.util.HashMap;
import java.util.Map;

@Data
public class InstrumentPosMtm {
    private String bookName;
    private double tradePnl;
    private Map positionMap = new HashMap<>();
    private Map mtmPositionsMap = new HashMap<>();

    public InstrumentPosMtm() {
    }

    public static InstrumentPosMtm merge(InstrumentPosMtm mtm1, InstrumentPosMtm mtm2) {
        return new InstrumentPosMtm(mtm1).combine(mtm2);
    }

    public static InstrumentPosMtm mergeSnapshot(InstrumentPosMtm mtm1, InstrumentPosMtm mtm2) {
        return new InstrumentPosMtm(mtm1).combine(mtm2);
    }

    public static InstrumentPosMtm addSnapshot(InstrumentPosMtm instrumentPosMtm, InstrumentPosition instrumentPos) {
        InstrumentPosMtm offSetPosMtm = new InstrumentPosMtm(instrumentPosMtm);
        if (instrumentPos != null) {
            offSetPosMtm.getPositionMap().compute(
                    instrumentPos.instrument(),
                    (a, b) -> b == null ? instrumentPos.position() : b + instrumentPos.position());
        }
        return offSetPosMtm;
    }

    public InstrumentPosMtm(InstrumentPosMtm from) {
        if (from != null) {
            this.bookName = from.bookName;
            this.tradePnl = from.tradePnl;
            this.positionMap.putAll(from.positionMap);
            this.mtmPositionsMap.putAll(from.mtmPositionsMap);
        }
    }

    public InstrumentPosMtm combine(InstrumentPosMtm from) {
        if (from != null) {
            this.tradePnl += from.tradePnl;

            from.positionMap.forEach((key, value) -> {
                positionMap.merge(key, value, Double::sum);
            });

            from.mtmPositionsMap.forEach((key, value) -> {
                mtmPositionsMap.merge(key, value, Double::sum);
            });

            this.bookName = bookName == null ? from.bookName : bookName;
        }
        return this;
    }

    public InstrumentPosMtm reset() {
        this.bookName = null;
        this.tradePnl = 0;
        this.positionMap.clear();
        this.mtmPositionsMap.clear();
        return this;
    }

    public InstrumentPosMtm resetMtm() {
        getMtmPositionsMap().clear();
        tradePnl = Double.NaN;
        return this;
    }

    public double calcTradePnl() {
        return tradePnl = mtmPositionsMap.values().stream().mapToDouble(Double::doubleValue).sum();
    }

}