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margin_test.go
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package tasty //nolint:testpackage // testing private field
import (
"fmt"
"net/http"
"testing"
"github.com/shopspring/decimal"
"github.com/stretchr/testify/require"
)
func TestGetMarginRequirements(t *testing.T) {
setup()
defer teardown()
accountNumber := "5YZ55555"
mux.HandleFunc(fmt.Sprintf("/margin/accounts/%s/requirements", accountNumber), func(writer http.ResponseWriter, request *http.Request) {
fmt.Fprint(writer, marginReqResp)
})
resp, httpResp, err := client.GetMarginRequirements(accountNumber)
require.Nil(t, err)
require.NotNil(t, httpResp)
require.Equal(t, accountNumber, resp.AccountNumber)
require.Equal(t, "Total", resp.Description)
require.Equal(t, "IRA Margin", resp.MarginCalculationType)
require.Equal(t, "Defined Risk Spreads", resp.OptionLevel)
require.Equal(t, decimal.NewFromFloat(432457.79), resp.MarginRequirement)
require.Equal(t, Debit, resp.MarginRequirementEffect)
require.Equal(t, decimal.NewFromFloat(432457.79), resp.InitialRequirement)
require.Equal(t, Debit, resp.InitialRequirementEffect)
require.Equal(t, decimal.NewFromFloat(432457.79), resp.MaintenanceRequirement)
require.Equal(t, Debit, resp.MaintenanceRequirementEffect)
require.Equal(t, decimal.NewFromFloat(452578.552), resp.MarginEquity)
require.Equal(t, Credit, resp.MarginEquityEffect)
require.Equal(t, decimal.NewFromFloat(12900.762), resp.OptionBuyingPower)
require.Equal(t, Credit, resp.OptionBuyingPowerEffect)
require.Equal(t, decimal.NewFromFloat(432457.79), resp.RegTMarginRequirement)
require.Equal(t, Debit, resp.RegTMarginRequirementEffect)
require.Equal(t, decimal.NewFromFloat(12900.762), resp.RegTOptionBuyingPower)
require.Equal(t, Credit, resp.RegTOptionBuyingPowerEffect)
require.Equal(t, 1686135853860, resp.LastStateTimestamp)
// Groups
groups := resp.MarginGroups
require.Equal(t, 2, len(groups))
amd := groups[0]
require.Equal(t, "AMD", amd.Description)
require.Equal(t, "AMD", amd.Code)
require.Equal(t, "AMD", amd.UnderlyingSymbol)
require.Equal(t, "Equity", amd.UnderlyingType)
require.Equal(t, decimal.NewFromFloat(0.3), amd.ExpectedPriceRangeUpPercent)
require.Equal(t, decimal.NewFromFloat(0.3), amd.ExpectedPriceRangeDownPercent)
require.Equal(t, decimal.NewFromFloat(1.01), amd.PointOfNoReturnPercent)
require.Equal(t, "IRA Margin", amd.MarginCalculationType)
require.Equal(t, decimal.NewFromFloat(39653.49), amd.MarginRequirement)
require.Equal(t, Debit, amd.MarginRequirementEffect)
require.Equal(t, decimal.NewFromFloat(39653.49), amd.InitialRequirement)
require.Equal(t, Debit, amd.InitialRequirementEffect)
require.Equal(t, decimal.NewFromFloat(39653.49), amd.MaintenanceRequirement)
require.Equal(t, Debit, amd.MaintenanceRequirementEffect)
require.Equal(t, decimal.NewFromFloat(39653.49), amd.BuyingPower)
require.Equal(t, Credit, amd.BuyingPowerEffect)
require.True(t, amd.PriceIncreasePercent.Equal(decimal.NewFromInt(1)))
require.True(t, amd.PriceDecreasePercent.Equal(decimal.NewFromInt(-1)))
// AMD Holdings
holdings := amd.Holdings
require.Equal(t, 1, len(holdings))
holding := holdings[0]
require.Equal(t, "LONG_UNDERLYING", holding.Description)
require.Equal(t, decimal.NewFromFloat(39653.49), holding.MarginRequirement)
require.Equal(t, Debit, holding.MarginRequirementEffect)
require.Equal(t, decimal.NewFromFloat(39653.49), holding.InitialRequirement)
require.Equal(t, Debit, holding.InitialRequirementEffect)
require.False(t, holding.IncludesWorkingOrder)
require.Equal(t, decimal.NewFromFloat(39653.49), holding.BuyingPower)
require.Equal(t, Credit, holding.BuyingPowerEffect)
// AMD Holding Position Entries
entries := holding.PositionEntries
require.Equal(t, 1, len(entries))
entry := entries[0]
require.Equal(t, "AMD", entry.InstrumentSymbol)
require.Equal(t, EquityIT, entry.InstrumentType)
require.Equal(t, decimal.NewFromFloat(336.446), entry.Quantity)
require.Zero(t, entry.AverageOpenPrice)
require.Equal(t, decimal.NewFromFloat(117.86), entry.ClosePrice)
require.Zero(t, entry.FixingPrice)
rivn := groups[1]
require.Equal(t, "RIVN", rivn.Description)
require.Equal(t, "RIVN", rivn.Code)
require.Equal(t, "RIVN", rivn.UnderlyingSymbol)
require.Equal(t, "Equity", rivn.UnderlyingType)
require.Equal(t, decimal.NewFromFloat(0.5), rivn.ExpectedPriceRangeUpPercent)
require.Equal(t, decimal.NewFromFloat(0.5), rivn.ExpectedPriceRangeDownPercent)
require.Equal(t, decimal.NewFromFloat(1.01), rivn.PointOfNoReturnPercent)
require.Equal(t, "IRA Margin", rivn.MarginCalculationType)
require.True(t, rivn.MarginRequirement.Equal(decimal.NewFromInt(56000)))
require.Equal(t, Debit, rivn.MarginRequirementEffect)
require.True(t, rivn.InitialRequirement.Equal(decimal.NewFromInt(56000)))
require.Equal(t, Debit, rivn.InitialRequirementEffect)
require.True(t, rivn.MaintenanceRequirement.Equal(decimal.NewFromInt(56000)))
require.Equal(t, Debit, rivn.MaintenanceRequirementEffect)
require.True(t, rivn.BuyingPower.Equal(decimal.NewFromInt(54440)))
require.Equal(t, Credit, rivn.BuyingPowerEffect)
require.True(t, rivn.PriceIncreasePercent.Equal(decimal.NewFromInt(1)))
require.True(t, rivn.PriceDecreasePercent.Equal(decimal.NewFromInt(-1)))
// RIVN Holdings
holdings = rivn.Holdings
require.Equal(t, 1, len(holdings))
holding = holdings[0]
require.Equal(t, "NAKED_OPTION", holding.Description)
require.True(t, holding.MarginRequirement.Equal(decimal.NewFromInt(56000)))
require.Equal(t, Debit, holding.MarginRequirementEffect)
require.True(t, holding.InitialRequirement.Equal(decimal.NewFromInt(56000)))
require.Equal(t, Debit, holding.InitialRequirementEffect)
require.False(t, holding.IncludesWorkingOrder)
require.True(t, holding.BuyingPower.Equal(decimal.NewFromInt(54440)))
require.Equal(t, Credit, holding.BuyingPowerEffect)
// RIVN Holding Position Entries
entries = holding.PositionEntries
require.Equal(t, 1, len(entries))
entry = entries[0]
require.Equal(t, "RIVN 230609P00014000", entry.InstrumentSymbol)
require.Equal(t, EquityOptionIT, entry.InstrumentType)
require.True(t, entry.Quantity.Equal(decimal.NewFromInt(-40)))
require.Zero(t, entry.AverageOpenPrice)
require.Equal(t, decimal.NewFromFloat(0.32), entry.ClosePrice)
require.Zero(t, entry.FixingPrice)
require.True(t, entry.StrikePrice.Equal(decimal.NewFromInt(14)))
require.Equal(t, Put, entry.OptionType)
require.True(t, entry.DeliverableQuantity.Equal(decimal.NewFromInt(4000)))
require.Equal(t, "2023-06-09", entry.ExpirationDate)
}
func TestGetMarginRequirementsError(t *testing.T) {
setup()
defer teardown()
accountNumber := "5YZ55555"
mux.HandleFunc(fmt.Sprintf("/margin/accounts/%s/requirements", accountNumber), func(writer http.ResponseWriter, request *http.Request) {
writer.WriteHeader(401)
fmt.Fprint(writer, tastyUnauthorizedError)
})
_, _, err := client.GetMarginRequirements(accountNumber)
expectedUnauthorized(t, err)
}
func TestGetEffectiveMarginRequirements(t *testing.T) {
setup()
defer teardown()
accountNumber := "5YZ55555"
underlyingSymbol := "AAPL"
mux.HandleFunc(fmt.Sprintf("/accounts/%s/margin-requirements/%s/effective", accountNumber, underlyingSymbol), func(writer http.ResponseWriter, request *http.Request) {
fmt.Fprint(writer, effectiveMarginRequirementsResp)
})
resp, httpResp, err := client.GetEffectiveMarginRequirements(accountNumber, underlyingSymbol)
require.Nil(t, err)
require.NotNil(t, httpResp)
require.Equal(t, underlyingSymbol, resp.UnderlyingSymbol)
require.Equal(t, decimal.NewFromFloat(.5), resp.LongEquityInitial)
require.Equal(t, decimal.NewFromFloat(.5), resp.ShortEquityInitial)
require.Equal(t, decimal.NewFromFloat(.25), resp.LongEquityMaintenance)
require.Equal(t, decimal.NewFromFloat(.3), resp.ShortEquityMaintenance)
require.Equal(t, decimal.NewFromFloat(.2), resp.NakedOptionStandard)
require.Equal(t, decimal.NewFromFloat(.1), resp.NakedOptionMinimum)
require.True(t, decimal.NewFromInt(250).Equal(resp.NakedOptionFloor))
}
func TestGetEffectiveMarginRequirementsError(t *testing.T) {
setup()
defer teardown()
accountNumber := "5YZ55555"
underlyingSymbol := "AAPL"
mux.HandleFunc(fmt.Sprintf("/accounts/%s/margin-requirements/%s/effective", accountNumber, underlyingSymbol), func(writer http.ResponseWriter, request *http.Request) {
writer.WriteHeader(401)
fmt.Fprint(writer, tastyUnauthorizedError)
})
_, _, err := client.GetEffectiveMarginRequirements(accountNumber, underlyingSymbol)
expectedUnauthorized(t, err)
}
func TestGetMarginRequirementsPublicConfiguration(t *testing.T) {
setup()
defer teardown()
mux.HandleFunc("/margin-requirements-public-configuration", func(writer http.ResponseWriter, request *http.Request) {
fmt.Fprint(writer, marginPublicConfigResp)
})
resp, httpResp, err := client.GetMarginRequirementsPublicConfiguration()
require.Nil(t, err)
require.NotNil(t, httpResp)
require.True(t, resp.RiskFreeRate.Equal(decimal.NewFromFloat(0.055)))
}
func TestGetMarginRequirementsPublicConfigurationError(t *testing.T) {
setup()
defer teardown()
mux.HandleFunc("/margin-requirements-public-configuration", func(writer http.ResponseWriter, request *http.Request) {
writer.WriteHeader(500)
fmt.Fprint(writer, tastyUnauthorizedError)
})
_, resp, err := client.GetMarginRequirementsPublicConfiguration()
require.NotNil(t, err)
require.NotNil(t, resp)
require.Equal(t, http.StatusInternalServerError, resp.StatusCode)
}
const marginReqResp = `{
"data": {
"account-number": "5YZ55555",
"description": "Total",
"margin-calculation-type": "IRA Margin",
"option-level": "Defined Risk Spreads",
"margin-requirement": "432457.79",
"margin-requirement-effect": "Debit",
"initial-requirement": "432457.79",
"initial-requirement-effect": "Debit",
"maintenance-requirement": "432457.79",
"maintenance-requirement-effect": "Debit",
"margin-equity": "452578.552",
"margin-equity-effect": "Credit",
"option-buying-power": "12900.762",
"option-buying-power-effect": "Credit",
"reg-t-margin-requirement": "432457.79",
"reg-t-margin-requirement-effect": "Debit",
"reg-t-option-buying-power": "12900.762",
"reg-t-option-buying-power-effect": "Credit",
"maintenance-excess": "12900.762",
"maintenance-excess-effect": "Credit",
"groups": [
{
"description": "AMD",
"code": "AMD",
"underlying-symbol": "AMD",
"underlying-type": "Equity",
"expected-price-range-up-percent": "0.3",
"expected-price-range-down-percent": "0.3",
"point-of-no-return-percent": "1.01",
"margin-calculation-type": "IRA Margin",
"margin-requirement": "39653.49",
"margin-requirement-effect": "Debit",
"initial-requirement": "39653.49",
"initial-requirement-effect": "Debit",
"maintenance-requirement": "39653.49",
"maintenance-requirement-effect": "Debit",
"buying-power": "39653.49",
"buying-power-effect": "Credit",
"groups": [
{
"description": "LONG_UNDERLYING",
"margin-requirement": "39653.49",
"margin-requirement-effect": "Debit",
"initial-requirement": "39653.49",
"initial-requirement-effect": "Debit",
"maintenance-requirement": "39653.49",
"maintenance-requirement-effect": "Debit",
"includes-working-order": false,
"buying-power": "39653.49",
"buying-power-effect": "Credit",
"position-entries": [
{
"instrument-symbol": "AMD",
"instrument-type": "Equity",
"quantity": "336.446",
"average-open-price": "NaN",
"close-price": "117.86",
"fixing-price": "NaN"
}
]
}
],
"price-increase-percent": "1.0",
"price-decrease-percent": "-1.0"
},
{
"description": "RIVN",
"code": "RIVN",
"underlying-symbol": "RIVN",
"underlying-type": "Equity",
"expected-price-range-up-percent": "0.5",
"expected-price-range-down-percent": "0.5",
"point-of-no-return-percent": "1.01",
"margin-calculation-type": "IRA Margin",
"margin-requirement": "56000.0",
"margin-requirement-effect": "Debit",
"initial-requirement": "56000.0",
"initial-requirement-effect": "Debit",
"maintenance-requirement": "56000.0",
"maintenance-requirement-effect": "Debit",
"buying-power": "54440.0",
"buying-power-effect": "Credit",
"groups": [
{
"description": "NAKED_OPTION",
"margin-requirement": "56000.0",
"margin-requirement-effect": "Debit",
"initial-requirement": "56000.0",
"initial-requirement-effect": "Debit",
"maintenance-requirement": "56000.0",
"maintenance-requirement-effect": "Debit",
"includes-working-order": false,
"buying-power": "54440.0",
"buying-power-effect": "Credit",
"position-entries": [
{
"instrument-symbol": "RIVN 230609P00014000",
"instrument-type": "Equity Option",
"quantity": "-40.0",
"average-open-price": "NaN",
"close-price": "0.32",
"fixing-price": "NaN",
"strike-price": "14.0",
"option-type": "P",
"deliverable-quantity": "4000.0",
"expiration-date": "2023-06-09"
}
]
}
],
"price-increase-percent": "1.0",
"price-decrease-percent": "-1.0"
}
],
"last-state-timestamp": 1686135853860
}
}`
const effectiveMarginRequirementsResp = `{
"data": {
"underlying-symbol": "AAPL",
"long-equity-initial": "0.5",
"short-equity-initial": "0.5",
"long-equity-maintenance": "0.25",
"short-equity-maintenance": "0.3",
"naked-option-standard": "0.2",
"naked-option-minimum": "0.1",
"naked-option-floor": "250.0"
},
"context": "/accounts/5YZ55555/margin-requirements/AAPL/effective"
}`
const marginPublicConfigResp = `{
"data": {
"risk-free-rate": "0.055"
},
"context": "/margin-requirements-public-configuration"
}`