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Fixes Fair Price Calculation
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@suyeshs
suyeshs committed Oct 10, 2023
1 parent c679118 commit dce7320
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Showing 2 changed files with 152 additions and 140 deletions.
97 changes: 62 additions & 35 deletions src/pages/nse-options/index.tsx
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Original file line number Diff line number Diff line change
Expand Up @@ -61,14 +61,30 @@ const NseFlatDataOptions = observer(
const [symbolStore, setSymbolStore] = useState<{
symbolStore: SymbolStore;
} | null>(null);
const onUserSelectDate = (newDate: string) => {

const onUserSelectDate = async (newDate: string) => {
console.log(`Expiry date changed to: ${newDate}`); // Log the new expiry date
// Update expiryDate in the store

// Update the selected expiry date in the store
store?.nseFetchStore.setExpiryDate(newDate);

// Fetch new data based on the updated expiryDate and the currently selected stock
store?.nseFetchStore.fetchData(userSelectedStock, newDate);
const selectedStock = userSelectedStock || 'NIFTY'; // Use a default stock if not selected

// Check if the expiry dates are available in the expiryDateStore
if (expiryDateStore && expiryDateStore.expiryDates.length > 0) {
// Set the expiryDate to the first expiry date from the list
const firstExpiryDate = expiryDateStore.expiryDates[0];
store?.nseFetchStore.setExpiryDate(firstExpiryDate);

// Fetch data for the first expiry date and selected stock
await store?.nseFetchStore.fetchData(selectedStock, firstExpiryDate);
} else {
console.warn('No expiry dates available for the selected symbol');
}
};



useEffect(() => {
const symbolStoreInstance = initializeSymbolStore();
Expand Down Expand Up @@ -308,8 +324,11 @@ const NseFlatDataOptions = observer(
return (
<div>
<div className={styles.rowNumbers}>
{rowData[`${type}_totalTradedVolume`].toLocaleString()}
</div>
{rowData[`${type}_totalTradedVolume`] && isFinite(rowData[`${type}_totalTradedVolume`])
? rowData[`${type}_totalTradedVolume`].toLocaleString()
: 'N/A' // Or any other fallback or default value
}
</div>
<div className={styles.greekNumbers}>
Gamma: {rowData[`${type}_gamma`]}
</div>
Expand Down Expand Up @@ -340,10 +359,11 @@ const NseFlatDataOptions = observer(

// const oi = isDividedByLotSize && lot_size && lot_size !== 0 ? rowData['CE_openInterest'] / lot_size : rowData['CE_openInterest'];
//const changeInOI = isDividedByLotSize && lot_size && lot_size !== 0 ? rowData['CE_changeinOpenInterest'] / lot_size : rowData['CE_changeinOpenInterest'];
const ce_oi =
isDividedByLotSize && lot_size && lot_size !== 0
const ce_oi = rowData["CE_openInterest"] && isFinite(rowData["CE_openInterest"])
? (isDividedByLotSize && lot_size && lot_size !== 0
? Math.abs(rowData["CE_openInterest"] / lot_size)
: rowData["CE_openInterest"];
: rowData["CE_openInterest"])
: 0; // or some other default value or handling

const CE_changeInOI =
isDividedByLotSize && lot_size && lot_size !== 0
Expand All @@ -359,7 +379,11 @@ const NseFlatDataOptions = observer(
marginRight: `${100 - size}%`,
borderRadius: "0px 25px 25px 0px",
};

console.log('CE_changeInOI:', CE_changeInOI);
console.log('lot_size:', lot_size);
console.log('isDividedByLotSize:', isDividedByLotSize);
console.log('maxSize:', maxSize);
console.log('size:', size);
return (
<div style={{ position: "relative" }}>
<div className={`${styles.rowNumbers} ${styles.progressBar}`}>
Expand Down Expand Up @@ -391,10 +415,11 @@ const NseFlatDataOptions = observer(

// const oi = isDividedByLotSize && lot_size && lot_size !== 0 ? rowData['CE_openInterest'] / lot_size : rowData['CE_openInterest'];
//const changeInOI = isDividedByLotSize && lot_size && lot_size !== 0 ? rowData['CE_changeinOpenInterest'] / lot_size : rowData['CE_changeinOpenInterest'];
const pe_oi =
isDividedByLotSize && lot_size && lot_size !== 0
const pe_oi = rowData["PE_openInterest"] && isFinite(rowData["PE_openInterest"])
? (isDividedByLotSize && lot_size && lot_size !== 0
? Math.abs(rowData["PE_openInterest"] / lot_size)
: rowData["PE_openInterest"];
: rowData["PE_openInterest"])
: 0; // or some other default value or handling

const PE_changeInOI =
isDividedByLotSize && lot_size && lot_size !== 0
Expand Down Expand Up @@ -435,18 +460,16 @@ const NseFlatDataOptions = observer(
);
};

const calculateFairPrice = (data: any) => {
const atmStrikePrice = store?.nseFetchStore.atmStrike || 0; // Changed this line to fetch atmStrike directly from the store
const ceLastPrice = data?.[0]?.CE_lastPrice || 0;
const peLastPrice = data?.[0]?.PE_lastPrice || 0;

// Log the values
console.log("ATM Strike Price: ", atmStrikePrice);
console.log("CE Last Price: ", ceLastPrice);
console.log("PE Last Price: ", peLastPrice);

return atmStrikePrice + ceLastPrice - peLastPrice;
const calculateFairPrice = (data: any, atmStrikePrice: number) => {
const ceLastPrice = data?.find((row: any) => row.strikePrice === atmStrikePrice)?.CE_lastPrice || 0;
const peLastPrice = data?.find((row: any) => row.strikePrice === atmStrikePrice)?.PE_lastPrice || 0;

// Calculate the fair price based on CE and PE last prices
const fairPrice = atmStrikePrice + ceLastPrice - peLastPrice;

return fairPrice;
};


// helper function to round a value to the nearest half up
function roundHalfUp(niftyValue: number, base: number) {
Expand Down Expand Up @@ -503,8 +526,12 @@ const NseFlatDataOptions = observer(

<div className={styles.eCard} id="fairPrice">
{(() => {
const data = store?.nseFetchStore?.data;
const fairPrice = calculateFairPrice(data);
// Inside your component, after obtaining the ATM strike price
const atmStrikePrice = store?.nseFetchStore.atmStrike || 0;

// Call calculateFairPrice with the ATM strike price
const fairPrice = calculateFairPrice(store?.nseFetchStore.data, atmStrikePrice);


return <div>Fair Price: {fairPrice.toFixed(2)}</div>;
})()}
Expand Down Expand Up @@ -566,15 +593,15 @@ const NseFlatDataOptions = observer(
</div>

<div>
<DropDownListComponent
placeholder="Select Expiry Dates"
dataSource={expiryDateStore?.expiryDates || []}
value={expiryDate}
change={(e) => {
const selectedExpiryDate = e.value as string;
onUserSelectDate(selectedExpiryDate); // Call onUserSelectDate when a new date is selected
}}
/>
<DropDownListComponent
placeholder="Select Expiry Dates"
dataSource={expiryDateStore?.expiryDates || []}
value={expiryDate || (expiryDateStore?.expiryDates[0] || '')}
change={(e) => {
const selectedExpiryDate = e.value as string;
onUserSelectDate(selectedExpiryDate); // Call onUserSelectDate when a new date is selected
}}
/>
</div>
<div>
{isFetchingExpiryDates ? (
Expand Down
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