@nadohq/trigger-client 0.1.0-alpha.1 → 0.1.0-alpha.11

package/src/types/clientModelTypes.ts

@@ -0,0 +1,95 @@
+import { EngineServerExecuteResult } from '@nadohq/engine-client';
+import { BigDecimalish } from '@nadohq/shared';
+
+/*
+Price trigger
+ */
+
+export type PriceTriggerRequirementType =
+  | 'oracle_price_above'
+  | 'oracle_price_below'
+  | 'last_price_above'
+  | 'last_price_below'
+  | 'mid_price_above'
+  | 'mid_price_below';
+
+export interface PriceTriggerDependency {
+  /**
+   * Digest of the order that this trigger depends on.
+   */
+  digest: string;
+  /**
+   * Whether to trigger on partial fills.
+   */
+  onPartialFill: boolean;
+}
+
+export interface PriceTriggerCriteria {
+  type: PriceTriggerRequirementType;
+  triggerPrice: BigDecimalish;
+  dependency?: PriceTriggerDependency;
+}
+
+/*
+Time trigger (for TWAP)
+ */
+
+export interface TimeTriggerCriteria {
+  /**
+   * For TWAP: Trigger interval in seconds
+   */
+  interval: BigDecimalish;
+  /**
+   * For TWAP: By default, trigger service will split up orders as per total amount / interval
+   * If you want to specify the amounts for each interval, you can provide them here.
+   */
+  amounts?: BigDecimalish[];
+}
+
+/**
+ * All possible trigger conditions that can be used to place a trigger order.
+ */
+export type TriggerCriteria =
+  | {
+      type: 'price';
+      criteria: PriceTriggerCriteria;
+    }
+  | {
+      type: 'time';
+      criteria: TimeTriggerCriteria;
+    };
+
+export type TriggerCriteriaType = TriggerCriteria['type'];
+
+export type TriggerOrderStatus =
+  | {
+      type: 'cancelled';
+      reason: string;
+    }
+  | {
+      type: 'triggered';
+      result: EngineServerExecuteResult;
+    }
+  | {
+      type: 'internal_error';
+      error: string;
+    }
+  | {
+      type: 'triggering';
+    }
+  | {
+      type: 'waiting_price';
+    }
+  | {
+      type: 'waiting_dependency';
+    }
+  | {
+      type: 'twap_executing';
+      currentExecution: number;
+      totalExecutions: number;
+    }
+  | {
+      type: 'twap_completed';
+      executed: number;
+      total: number;
+    };

package/src/types/clientTypes.ts

@@ -1,49 +1,28 @@
 import {
+  EngineOrderParams,
+  EngineServerExecuteResult,
+} from '@nadohq/engine-client';
+import {
+  BigDecimal,
   EIP712CancelOrdersParams,
   EIP712CancelProductOrdersParams,
+  OrderAppendix,
   Subaccount,
-} from '@nadohq/contracts';
+} from '@nadohq/shared';
+import { TriggerCriteria, TriggerOrderStatus } from './clientModelTypes';
 import {
-  EngineOrderParams,
-  EngineServerExecuteResult,
-} from '@nadohq/engine-client';
-import { BigDecimal, BigDecimalish } from '@nadohq/utils';
-import { TriggerServerOrder } from './serverQueryTypes';
+  TriggerServerOrder,
+  TriggerServerStatusTypeFilter,
+  TriggerServerTriggerTypeFilter,
+} from './serverQueryTypes';
 
 type WithOptionalNonce<T> = Omit<T, 'nonce'> & { nonce?: string };
 
-export type TriggerCriteriaType =
-  | 'oracle_price_above'
-  | 'oracle_price_below'
-  | 'last_price_above'
-  | 'last_price_below'
-  | 'mid_price_above'
-  | 'mid_price_below';
-
-export type TriggerCriteria = {
-  type: TriggerCriteriaType;
-  triggerPrice: BigDecimalish;
-};
-
-export type TriggerOrderStatus =
-  | {
-      type: 'pending';
-    }
-  | {
-      type: 'cancelled';
-      reason: string;
-    }
-  | {
-      type: 'triggered';
-      result: EngineServerExecuteResult;
-    }
-  | {
-      type: 'internal_error';
-      error: string;
-    };
-
 interface SignatureParams {
-  // Orderbook address for placement, endpoint address for cancellation & listing
+  /**
+   * Address derived from productId for placement (see getOrderVerifyingAddr)
+   * endpoint address for cancellation & listing
+   */
   verifyingAddr: string;
   chainId: number;
 }
@@ -59,6 +38,8 @@ export interface TriggerPlaceOrderParams extends SignatureParams {
   triggerCriteria: TriggerCriteria;
   // If not given, engine defaults to true (leverage/borrow enabled)
   spotLeverage?: boolean;
+  // For isolated orders, this specifies whether margin can be borrowed (i.e. whether the cross account can have a negative USDC balance)
+  borrowMargin?: boolean;
   digest?: string;
   nonce?: string;
 }
@@ -77,14 +58,18 @@ export interface TriggerListOrdersParams extends Subaccount, SignatureParams {
   // In millis, defaults to 90s in the future
   recvTime?: BigDecimal;
   // If not given, defaults to all products
-  productId?: number;
-  // Pending trigger orders only, ignores cancelled & triggered orders
-  pending: boolean;
+  productIds?: number[];
   // In seconds
   maxUpdateTimeInclusive?: number;
   // When provided, the associated trigger orders are returned regardless of other filters
   digests?: string[];
   limit?: number;
+  // Filter by status types
+  statusTypes?: TriggerServerStatusTypeFilter[];
+  // Filter by trigger types
+  triggerTypes?: TriggerServerTriggerTypeFilter[];
+  // Filter by reduce-only orders
+  reduceOnly?: boolean;
 }
 
 export interface TriggerOrder {
@@ -92,9 +77,10 @@ export interface TriggerOrder {
   triggerCriteria: TriggerCriteria;
   price: BigDecimal;
   amount: BigDecimal;
-  expiration: BigDecimal;
+  expiration: number;
   nonce: string;
   digest: string;
+  appendix: OrderAppendix;
 }
 
 export interface TriggerOrderInfo {
@@ -107,3 +93,36 @@ export interface TriggerOrderInfo {
 export interface TriggerListOrdersResponse {
   orders: TriggerOrderInfo[];
 }
+
+export interface TriggerListTwapExecutionsParams {
+  digest: string;
+}
+
+export type TwapExecutionStatus =
+  | {
+      type: 'pending';
+    }
+  | {
+      type: 'executed';
+      executedTime: number;
+      executeResponse: EngineServerExecuteResult;
+    }
+  | {
+      type: 'failed';
+      error: string;
+    }
+  | {
+      type: 'cancelled';
+      reason: string;
+    };
+
+export interface TwapExecutionInfo {
+  executionId: number;
+  scheduledTime: number;
+  status: TwapExecutionStatus;
+  updatedAt: number;
+}
+
+export interface TriggerListTwapExecutionsResponse {
+  executions: TwapExecutionInfo[];
+}

package/src/types/index.ts

@@ -1,4 +1,6 @@
+export * from './clientModelTypes';
 export * from './clientTypes';
+export * from './serverModelTypes';
 export * from './serverExecuteTypes';
 export * from './serverQueryTypes';
 export * from './TriggerServerFailureError';

package/src/types/serverExecuteTypes.ts

@@ -1,32 +1,10 @@
-import { EIP712OrderValues } from '@nadohq/contracts';
+import { EIP712OrderValues } from '@nadohq/shared';
 import {
   EngineServerExecuteFailureResult,
   EngineServerExecuteRequestByType,
   EngineServerExecuteSuccessResult,
 } from '@nadohq/engine-client';
-
-export type TriggerServerTriggerCriteria =
-  // These trigger on fast oracle price
-  | {
-      price_above: string;
-    }
-  | {
-      price_below: string;
-    }
-  // These trigger on last trade price
-  | {
-      last_price_above: string;
-    }
-  | {
-      last_price_below: string;
-    }
-  // These trigger on mid-book price
-  | {
-      mid_price_above: string;
-    }
-  | {
-      mid_price_below: string;
-    };
+import { TriggerServerTriggerCriteria } from './serverModelTypes';
 
 export interface TriggerServerPlaceOrderParams {
   id: number | null;
@@ -37,6 +15,7 @@ export interface TriggerServerPlaceOrderParams {
   digest: string | null;
   // Trigger service defaults this to true
   spot_leverage: boolean | null;
+  borrow_margin: boolean | null;
 }
 
 export type TriggerServerCancelOrdersParams =

package/src/types/serverModelTypes.ts

@@ -0,0 +1,55 @@
+export interface TriggerServerDependency {
+  digest: string;
+  /**
+   * Whether to trigger on partial fills.
+   */
+  on_partial_fill: boolean;
+}
+
+export type TriggerServerPriceRequirement =
+  // These trigger on fast oracle price
+  | {
+      oracle_price_above: string;
+    }
+  | {
+      oracle_price_below: string;
+    }
+  // These trigger on last trade price
+  | {
+      last_price_above: string;
+    }
+  | {
+      last_price_below: string;
+    }
+  // These trigger on mid-book price
+  | {
+      mid_price_above: string;
+    }
+  | {
+      mid_price_below: string;
+    };
+
+export interface TriggerServerPriceTriggerCriteria {
+  price_requirement: TriggerServerPriceRequirement;
+  dependency?: TriggerServerDependency;
+}
+
+export interface TriggerServerTimeTriggerCriteria {
+  /**
+   * Trigger interval in seconds
+   */
+  interval: number;
+  /**
+   * By default, trigger service will split up orders as per total amount / interval
+   * If you want to specify the amounts for each interval, you can provide them here.
+   */
+  amounts?: string[];
+}
+
+export type TriggerServerTriggerCriteria =
+  | {
+      price_trigger: TriggerServerPriceTriggerCriteria;
+    }
+  | {
+      time_trigger: TriggerServerTimeTriggerCriteria;
+    };

package/src/types/serverQueryTypes.ts

@@ -1,38 +1,68 @@
-import { EIP712ListTriggerOrdersValues, SignedTx } from '@nadohq/contracts';
 import { EngineServerExecuteResult } from '@nadohq/engine-client';
+import { EIP712ListTriggerOrdersValues, SignedTx } from '@nadohq/shared';
 import { TriggerServerPlaceOrderParams } from './serverExecuteTypes';
 
 export type TriggerServerOrderStatus =
-  | 'pending'
   | {
-      // Result from sending to engine
-      triggered: EngineServerExecuteResult;
+      cancelled: TriggerServerCancelReason;
     }
   | {
-      // Reason string
-      cancelled: string;
+      triggered: EngineServerExecuteResult;
     }
   | {
-      // Error message
       internal_error: string;
+    }
+  | 'triggering'
+  | 'waiting_price'
+  | 'waiting_dependency'
+  | {
+      twap_executing: {
+        current_execution: number;
+        total_executions: number;
+      };
+    }
+  | {
+      twap_completed: {
+        executed: number;
+        total: number;
+      };
     };
 
 /**
  * Request types
  */
 
+export type TriggerServerTriggerTypeFilter = 'price_trigger' | 'time_trigger';
+
+export type TriggerServerStatusTypeFilter =
+  | 'cancelled'
+  | 'triggered'
+  | 'internal_error'
+  | 'triggering'
+  | 'waiting_price'
+  | 'waiting_dependency'
+  | 'twap_executing'
+  | 'twap_completed';
+
 export interface TriggerServerListTriggerOrdersParams
   extends SignedTx<EIP712ListTriggerOrdersValues> {
-  pending: boolean;
   // If not given, defaults to all products
-  product_id?: number;
+  product_ids?: number[];
   max_update_time?: number;
   digests?: string[];
   limit?: number;
+  trigger_types?: TriggerServerTriggerTypeFilter[];
+  status_types?: TriggerServerStatusTypeFilter[];
+  reduce_only?: boolean;
+}
+
+export interface TriggerServerListTwapExecutionsParams {
+  digest: string;
 }
 
 export interface TriggerServerQueryRequestByType {
   list_trigger_orders: TriggerServerListTriggerOrdersParams;
+  list_twap_executions: TriggerServerListTwapExecutionsParams;
 }
 
 export type TriggerServerQueryRequestType =
@@ -57,8 +87,43 @@ export interface TriggerServerListTriggerOrdersResponse {
   orders: TriggerServerOrderInfo[];
 }
 
+export type TriggerServerCancelReason =
+  | 'user_requested'
+  | 'linked_signer_changed'
+  | 'expired'
+  | 'account_health'
+  | 'isolated_subaccount_closed'
+  | 'dependent_order_cancelled';
+
+export type TriggerServerTwapExecutionStatus =
+  | 'pending'
+  | {
+      executed: {
+        executed_time: number;
+        execute_response: EngineServerExecuteResult;
+      };
+    }
+  | {
+      failed: string;
+    }
+  | {
+      cancelled: TriggerServerCancelReason;
+    };
+
+export interface TriggerServerTwapExecutionInfo {
+  execution_id: number;
+  scheduled_time: number;
+  status: TriggerServerTwapExecutionStatus;
+  updated_at: number;
+}
+
+export interface TriggerServerTwapExecutionsResponse {
+  executions: TriggerServerTwapExecutionInfo[];
+}
+
 export interface TriggerServerQueryResponseByType {
   list_trigger_orders: TriggerServerListTriggerOrdersResponse;
+  list_twap_executions: TriggerServerTwapExecutionsResponse;
 }
 
 export interface TriggerServerQuerySuccessResponse<