81 lines
1.8 KiB
TypeScript
81 lines
1.8 KiB
TypeScript
export type ParsedContract = {
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root: string;
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expiry: string;
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strike: number;
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right: "C" | "P";
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};
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const parseDashedContract = (value: string): ParsedContract | null => {
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const parts = value.split("-");
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if (parts.length < 6) {
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return null;
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}
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const rightRaw = parts.at(-1) ?? "";
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if (rightRaw !== "C" && rightRaw !== "P") {
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return null;
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}
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const strikeRaw = parts.at(-2) ?? "";
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const strike = Number(strikeRaw);
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const expiryParts = parts.slice(-5, -2);
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const expiry = expiryParts.join("-");
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const root = parts.slice(0, -5).join("-");
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if (!root || !expiry || !Number.isFinite(strike)) {
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return null;
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}
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return {
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root,
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expiry,
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strike,
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right: rightRaw
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};
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};
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const parseOccContract = (value: string): ParsedContract | null => {
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if (value.length < 15) {
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return null;
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}
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const tail = value.slice(-15);
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const root = value.slice(0, -15).trim();
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const expiryRaw = tail.slice(0, 6);
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const right = tail.slice(6, 7);
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const strikeRaw = tail.slice(7);
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if (!/^\d{6}$/.test(expiryRaw) || !/^\d{8}$/.test(strikeRaw)) {
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return null;
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}
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if (right !== "C" && right !== "P") {
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return null;
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}
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const year = 2000 + Number(expiryRaw.slice(0, 2));
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const month = Number(expiryRaw.slice(2, 4)) - 1;
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const day = Number(expiryRaw.slice(4, 6));
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const expiryDate = new Date(Date.UTC(year, month, day));
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const expiry = expiryDate.toISOString().slice(0, 10);
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const strike = Number(strikeRaw) / 1000;
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if (!root || !Number.isFinite(strike)) {
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return null;
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}
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return {
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root,
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expiry,
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strike,
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right
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};
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};
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export const parseContractId = (value: string | undefined): ParsedContract | null => {
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if (!value) {
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return null;
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}
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return parseDashedContract(value) ?? parseOccContract(value);
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};
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