[DO NOT MERGE - to be superceded] 442 Define more context types used to visualize (or otherwise represent) financial data

.gitignore

@@ -1,5 +1,6 @@
 *.log
 .DS_Store
+.project
 node_modules
 dist
 coverage

docs/context/ref/Chart.md

@@ -0,0 +1,88 @@
+---
+id: Chart
+sidebar_label: Chart
+title: Chart
+hide_title: true
+---
+# `Chart`
+
+A Chart is a visualization of data for a financial instrument or a set of instruments.  A chart displays the data for a specific date range, and uses a specific style, such as lines, bars, etc.  [Indicators](Indicator) may be added to a chart to enhance the visualization.
+
+Notes:
+
+- Chart Data is not included in this schema.
+- The 'style' property may be set to 'line', 'mountain', 'bar', 'candle', etc.
+- The first instrument is always the primary instrument for the chart, any additional instruments are secondary.
+
+
+## Type
+
+`fdc3.chart`
+
+## Schema
+
+https://fdc3.finos.org/schemas/next/chart.schema.json
+
+## Details
+
+| Property       | Type         | Required | Example Value                 |
+|----------------|--------------|----------|-------------------------------|
+| `type`         | string       | Yes      | `'fdc3.chart'`                |
+| `instruments`  | Instrument[] | Yes      | `[instrument1, instrument2]`  |
+| `range`        | DateRange    | No       | `dateRange`                   |
+| `style`        | string       | No       | `'line'`                      |
+| `indicators`   | Indicator[]  | No       | `[indicator1, indicator2]`    |
+
+## Example
+
+```js
+const chart = {
+    type: "fdc3.chart",
+    instruments: [
+        {
+            type: "fdc3.instrument",
+            id: {
+                ticker: "AAPL"
+            }
+        },
+        {
+            type: "fdc3.instrument",
+            id: {
+                ticker: "GOOG"
+            }
+        }
+    ],
+    range: {
+        type: "fdc3.dateRange",
+        starttime: "2020-09-01T08:00:00.000Z",
+        endtime: "2020-10-31T08:00:00.000Z"
+    },
+    style: "line",
+    indicators: [
+        {
+            type: "fdc3.indicator",
+            name: "ma",
+            parameters: {
+                period: 14,
+                type: "ema"
+            }
+        },
+        {
+            type: "fdc3.indicator",
+            name: "volume"
+        }
+    ]
+}
+
+fdc3.raiseIntent("ViewChart", chart)
+```
+
+## See Also
+
+Other Types
+- [DateRange](DateRange)
+- [Indicator](Indicator)
+- [Instrument](Instrument)
+
+Intents
+- [ViewChart](../../intents/ref/ViewChart)

docs/context/ref/ContactList.md

@@ -53,6 +53,7 @@ const contacts = {
         },
     ]
 }
+
 fdc3.raiseIntent("StartChat", contacts)
 ```
 

docs/context/ref/Currency.md

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+---
+id: Currency
+sidebar_label: Currency
+title: Currency
+hide_title: true
+---
+# `Currency`
+
+An entity that can be used when referencing currency that can be used on its own as well as in other contexts when adding additional attributes e.g. when adding details to a Valuation. The currency code used to identify the currency should conform to ISO 4217.
+
+## Type
+
+`fdc3.currency`
+
+## Schema
+
+https://fdc3.finos.org/schemas/next/currency.schema.json
+
+## Details
+
+| Property         | Type    | Required | Example Value        |
+|------------------|---------|----------|----------------------|
+| `type`           | string  | Yes      | `'fdc3.currency'`    |
+| `name`           | string  | No       | `'US Dollar'`        |
+| `ISOCODE`        | string  | Yes      | `'USD'`              |
+
+
+## Example
+
+```js
+const currency = {
+    type: "fdc3.currency",
+    name: "US Dollar",
+    ISOCODE: "USD"
+}
+
+fdc3.broadcast(currency)
+```
+
+## See Also
+
+Other Types
+- [Valuation](Valuation)
+
+Intents
+- [ViewAnalysis](../../intents/ref/viewAnalysis)
+- [ViewNews](../../intents/ref/ViewNews)

docs/context/ref/DateRange.md

@@ -0,0 +1,47 @@
+---
+id: DateRange
+sidebar_label: DateRange
+title: DateRange
+hide_title: true
+---
+# `DateRange`
+
+A DateRange is a definition of a range of time, consisting of a start and end time. This type is a good example of a building block type, which can be used as a component of another type, such as [Chart](Chart).
+
+
+## Type
+
+`fdc3.dateRange`
+
+## Schema
+
+https://fdc3.finos.org/schemas/next/dateRange.schema.json
+
+## Details
+
+| Property         | Type    | Required | Example Value                   |
+|------------------|---------|----------|---------------------------------|
+| `type`           | string  | Yes      | `'fdc3.dateRange'`              |
+| `starttime`      | string  | No       | `'2020-09-01T08:00:00.000Z'`    |
+| `endtime`        | string  | No       | `'2020-10-31T08:00:00.000Z'`    |
+
+## Example
+
+```js
+const dateRange = {
+    type: "fdc3.dateRange",
+    starttime: "2020-09-01T08:00:00.000Z",
+    endtime: "2020-10-31T08:00:00.000Z"
+}
+
+fdc3.broadcast(dateRange)
+```
+
+## See Also
+
+Other Types
+- [Chart](Chart)
+- [Trade](Trade)
+
+Intents
+- [ViewChart](../../intents/ref/ViewChart)

docs/context/ref/Indicator.md

@@ -0,0 +1,73 @@
+---
+id: Indicator
+sidebar_label: Indicator
+title: Indicator
+hide_title: true
+---
+# `Indicator`
+
+An Indicator is a function or transformation performed on data and used to measure current conditions as well as to forecast trends.  It is usually seen plotted on a financial chart.  This context type is a good example of a building block which can be used as a component of another context type, such as [Chart](Chart).
+
+Indicators usually utilize some input arguments.  This specification enumerates some of the more common ones.
+
+Notes:
+
+
+- values for matype are generally 'simple', 'exponential', etc, or whatever is supported by chart.
+- values for field are generally: 'Close', 'Open', 'High', 'Low', 'Volume', or `refid` value of another indicator.
+- The following indicators should be implemented by consumers of this message:
+    - Moving Average.  name='ma'.
+    - Volume. name='volume'.
+    - Standard Deviation.  name='stddev'.
+    - Average True Range. name='atr'.
+    - Bollinger Bands. name='bollbands'.
+    - Price Relative. name='pricerel'.
+- More indicators can be supported at a later revision of the schema.  As of now any other indicator would be implementation specific.
+- Uncommon properties of an indicator are not defined explicitly in the specification; however, they can be included in the 'custom' object.  To direct custom parameters to specific implementation, add a 'vendor' key to the custom object.
+- Missing parameters will be assigned by the receiving application according to its implementation.
+
+## Type
+
+`fdc3.indicator`
+
+## Schema
+
+https://fdc3.finos.org/schemas/next/indicator.schema.json
+
+## Details
+
+| Property                   | Type       | Required | Example Value      |
+|----------------------------|------------|----------|--------------------|
+| `type`                     | string     | Yes      | `'fdc3.indicator'` |
+| `name`                     | string     | Yes      | `'ma'`             |
+| `refid`                    | string     | No       | `'ma-1'`           |
+| `parameters.period`        | number     | No       | `14`               |
+| `parameters.matype`        | string     | No       | `'ema'`            |
+| `parameters.field`         | string     | No       | `'Close'`          |
+| `parameters.instrument`    | Instrument | No       | `instrument`       |
+| `parameters.custom.vendor` | string     | No       | `vendor1`          |
+| `parameters.custom.fields` | object     | No       | `{'Offset': 2}`    |
+
+## Example
+
+```js
+const indicator = {
+    type: "fdc3.indicator",
+    name: "ma",
+    parameters: {
+        period: 14,
+        matype: "ema"
+    }
+}
+
+fdc3.broadcast(indicator)
+```
+
+## See Also
+
+Other Types
+- [Chart](Chart)
+- [Instrument](Instrument)
+
+Intents
+- [ViewChart](../../intents/ref/ViewChart)

docs/context/ref/Position.md

@@ -6,7 +6,7 @@ hide_title: true
 ---
 # `Position`
 
-A financial position made up of an instrument and a holding in that instrument. This type is a good
+A financial position is made up of an instrument and a holding in that instrument. This type is a good
 example of how new context types can be composed from existing types.
 
 In this case, the instrument and the holding amount for that instrument are required values.
@@ -16,8 +16,7 @@ multiple holdings in a combination of instruments.
 
 Notes:
 
-- Like all other FDC3 context types, extra properties for the position can be added, the schema just 
-specifies the minimum contract.
+- Some of the more common additional properties of a position are provided in the schema.  Depending on the type of application sending the context, these properties may be populated or left out.
 
 - The position schema does not explicitly include identifiers in the `id` section, as there
 is not a common standard for such identifiers. Applications can, however, populate
@@ -38,8 +37,13 @@ https://fdc3.finos.org/schemas/next/position.schema.json
 | `type`       | string     | Yes      | `'fdc3.position'`                  |
 | `id`         | object     | No       | `{ positionId: '6475' }`           |
 | `name`       | string     | No       | `'My Apple shares'`                |
-| `holding`    | number     | Yes      | `2000000`                          |
 | `instrument` | Instrument | Yes      | `{ type: 'fdc3.instrument', ... }` |
+| `holding`    | number     | Yes      | `2000000`                          |
+| `trades`     | Trade[]    | No       | `[trade1, trade2]`                 |
+| `basis`      | Valuation  | No       | `{ type: 'fdc3.valuation', ... }`  |
+| `current`    | Valuation  | No       | `{ type: 'fdc3.valuation', ... }`  |
+| `gain`       | number     | No       | `8000000`                          |
+| `restricted` | number     | No       | `4000`                             |
 
 ## Example
 
@@ -52,7 +56,75 @@ const position = {
             ticker: "AAPL"
         }
     },
-    holding: 2000000
+    holding: 2000000,
+    trades: [
+        {
+             type: "fdc3.trade",
+             tradedaterange: {
+                type: "fdc3.dateRange",
+                starttime: "2020-09-01T08:00:00.000Z"
+            },
+            settledaterange: {
+                type: "fdc3.dateRange",
+                starttime: "2020-09-02T08:00:00.000Z"
+            },
+            units: 1000000,
+            open: {
+                type: "fdc3.valuation",
+                price: 20.00,
+                value: 20000000,
+                currency: {
+                    type: "fdc3.currency",
+                    code: "USD"
+                }
+            },
+            location: "XYZ",
+            account: "cash"
+        },
+        {
+            type: "fdc3.trade",
+            tradedaterange: {
+                type: "fdc3.dateRange",
+                starttime: "2020-09-08T08:00:00.000Z"
+            },
+            settledaterange: {
+                type: "fdc3.dateRange",
+                starttime: "2020-09-09T08:00:00.000Z"
+            },
+            units: 1000000,
+            open: {
+                type: "fdc3.valuation",
+                price: 22.00,
+                value: 22000000,
+                currency: {
+                    type: "fdc3.currency",
+                    code: "USD"
+                }
+            },
+            location: "XYZ",
+            account: "cash"
+        }
+    ],
+    basis: {
+        type: "fdc3.valuation",
+        price: 21.00,
+        value: 42000000,
+        currency: {
+           type: "fdc3.currency",
+           code: "USD"
+         }
+    },
+    current: {
+        type: "fdc3.valuation",
+        price: 25.00,
+        value: 50000000,
+        currency: {
+            type: "fdc3.currency",
+            code: "USD"
+        }
+    },
+    gain: 8000000,
+    restricted: 0
 }
 
 fdc3.raiseIntent("ViewChart", position)
@@ -62,7 +134,9 @@ fdc3.raiseIntent("ViewChart", position)
 
 Other Types
 - [Instrument](Instrument)
+- [Trade](Trade)
 - [Portfolio](Portfolio)
+- [Valuation](Valuation)
 
 Intents
 - [ViewAnalysis](../../intents/ref/ViewAnalysis)