Description of problem
Part of a position I hold shows up with a net-liq of zero.
The position is in CRM
The position is repeated: two strangles were sold, the second one on top of the other (same strikes and expiration).
I'm looking at this after market close.
Here's a snapshot of my Positions list:
Note how the top two legs have a net liq of zero, which is invalid.
Also note how the Chain view on the has an incorrect open position.
Here's my transactions log, confirming what actually occurred:
Here's the Analyze tab, showing a correct 2-lots on each side:
User Impact
Incorrect position shows incorrect P/L (!!!)
Chain data is incoherent
Steps to reproduce
I'm not 100% sure this is deterministically reproducible.
Try:
Sell a 1-lot strangle
Then, sell the same 1-lot strangle
The same execution price may be required (I'm not sure).
Expected Behavior
The net-liq of all the four legs are calculated correctly.
Correspondingly, the P/L is correct.
The Chain is showing -2, -2, and not -1, -1
Platform Details
TW version: 1.17.0 (installed on 8/5/2021)
OS: Linux PopOS! (System76 derivatives of Ubuntu 20.10)
java -version
openjdk version "11.0.12" 2021-07-20 LTS
OpenJDK Runtime Environment Zulu11.50+19-CA (build 11.0.12+7-LTS)
OpenJDK 64-Bit Server VM Zulu11.50+19-CA (build 11.0.12+7-LTS, mixed mode)
tastyworks bug report: Invalid position - netliq in position missing
https://docs.google.com/document/d/1jg7nRuE3xyfAzcuUX7X1rS7PLO9OUv0hO5NH0EAujDM/
Reporter: Martin Blais Date: 8/5/2021
Description of problem Part of a position I hold shows up with a net-liq of zero. The position is in CRM The position is repeated: two strangles were sold, the second one on top of the other (same strikes and expiration). I'm looking at this after market close.
Here's a snapshot of my Positions list:
Note how the top two legs have a net liq of zero, which is invalid. Also note how the Chain view on the has an incorrect open position.
Here's my transactions log, confirming what actually occurred:
Here's the Analyze tab, showing a correct 2-lots on each side:
User Impact Incorrect position shows incorrect P/L (!!!) Chain data is incoherent
Steps to reproduce I'm not 100% sure this is deterministically reproducible. Try: Sell a 1-lot strangle Then, sell the same 1-lot strangle The same execution price may be required (I'm not sure).
Expected Behavior The net-liq of all the four legs are calculated correctly. Correspondingly, the P/L is correct. The Chain is showing -2, -2, and not -1, -1
Platform Details TW version: 1.17.0 (installed on 8/5/2021) OS: Linux PopOS! (System76 derivatives of Ubuntu 20.10) java -version openjdk version "11.0.12" 2021-07-20 LTS OpenJDK Runtime Environment Zulu11.50+19-CA (build 11.0.12+7-LTS) OpenJDK 64-Bit Server VM Zulu11.50+19-CA (build 11.0.12+7-LTS, mixed mode)
Resolution