@pear-protocol/types 0.0.1

package/dist/trigger/entities/index.js

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+import { z } from 'zod';
+import { TradeLegPostOnly, TradeLeg } from '../../common/trade-legs';
+import { Connector } from '../../connector';
+import { Fill } from '../../fill';
+import { TriggerConditionOpen, TriggerConditionAdjust, TriggerConditionClose } from './conditions';
+
+const TriggerIntent = z.enum(["OPEN", "CLOSE"]);
+const TriggerStatus = z.enum(["ACTIVE", "TRIGGERED", "CANCELLED"]);
+const TriggerCancelledReason = z.enum(["POSITION_CLOSED", "USER", "SYSTEM"]);
+const BaseTrigger = z.object({
+  /**
+   * Trigger UUID
+   */
+  id: z.uuid(),
+  /**
+   * Trade account UUID
+   */
+  tradeAccountId: z.uuid(),
+  /**
+   * Connector
+   */
+  connector: Connector,
+  /**
+   * Status of the trigger
+   */
+  status: TriggerStatus,
+  /**
+   * When the trigger was triggered
+   */
+  triggeredAt: z.string().optional(),
+  /**
+   * When the trigger was cancelled
+   */
+  cancelledAt: z.string().optional(),
+  /**
+   * Reason for the trigger being cancelled
+   */
+  cancelledReason: TriggerCancelledReason.optional(),
+  /**
+   * Fills for the trigger
+   */
+  fills: z.array(Fill).optional(),
+  /**
+   * Created at timestamp
+   */
+  createdAt: z.string(),
+  /**
+   * Updated at timestamp
+   */
+  updatedAt: z.string()
+});
+const TriggerMarketOpen = BaseTrigger.extend({
+  /**
+   * Intent
+   */
+  intent: z.literal("OPEN"),
+  /**
+   * Order type
+   */
+  type: z.literal("MARKET"),
+  /**
+   * Condition (only open conditions allowed)
+   */
+  condition: TriggerConditionOpen,
+  /**
+   * Context
+   */
+  context: z.object({
+    type: z.literal("MARKET"),
+    legs: z.tuple([TradeLegPostOnly]).rest(TradeLegPostOnly)
+  })
+});
+const TriggerMarketAdjust = BaseTrigger.extend({
+  /**
+   * Intent
+   */
+  intent: z.literal("ADJUST"),
+  /**
+   * Order type
+   */
+  type: z.literal("MARKET"),
+  /**
+   * Condition (only adjust conditions allowed)
+   */
+  condition: TriggerConditionAdjust,
+  /**
+   * Context
+   */
+  context: z.object({
+    type: z.literal("MARKET"),
+    position: z.object({ id: z.uuid(), initialExposure: z.record(z.string(), z.string()) }),
+    legs: z.tuple([TradeLeg]).rest(TradeLeg)
+  })
+});
+const TriggerMarketClose = BaseTrigger.extend({
+  /**
+   * Intent
+   */
+  intent: z.literal("CLOSE"),
+  /**
+   * Order type
+   */
+  type: z.literal("MARKET"),
+  /**
+   * Condition (only close conditions allowed)
+   */
+  condition: TriggerConditionClose,
+  /**
+   * Context
+   */
+  context: z.object({
+    type: z.literal("MARKET"),
+    position: z.object({ id: z.uuid(), initialExposure: z.record(z.string(), z.string()) })
+  })
+});
+const TriggerMarket = z.discriminatedUnion("intent", [
+  TriggerMarketOpen,
+  TriggerMarketAdjust,
+  TriggerMarketClose
+]);
+const Trigger = z.discriminatedUnion("type", [TriggerMarket]);
+
+export { Trigger, TriggerCancelledReason, TriggerIntent, TriggerMarket, TriggerMarketAdjust, TriggerMarketClose, TriggerMarketOpen, TriggerStatus };

package/dist/trigger/index.d.ts

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+export * from './entities';
+export * from './entities/conditions';
+export * from './payloads';
+export * from './payloads/conditions';
+export * from './queries';
+export * from './responses';

package/dist/trigger/index.js

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+export * from './entities';
+export * from './entities/conditions';
+export * from './payloads';
+export * from './payloads/conditions';
+export * from './queries';
+export * from './responses';

package/dist/trigger/payloads/conditions.d.ts

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+import { z } from 'zod';
+declare const CreateTriggerConditionRatioV1: z.ZodObject<{
+    type: z.ZodLiteral<"ratio_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        symbol_a: z.ZodString;
+        symbol_b: z.ZodString;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+declare const CreateTriggerConditionPriceV1: z.ZodObject<{
+    type: z.ZodLiteral<"price_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        symbol: z.ZodString;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+declare const CreateTriggerConditionIndexV1: z.ZodObject<{
+    type: z.ZodLiteral<"index_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        basket: z.ZodArray<z.ZodObject<{
+            symbol: z.ZodString;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+declare const CreateTriggerConditionWeightedRatioV1: z.ZodObject<{
+    type: z.ZodLiteral<"weighted_ratio_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        basket: z.ZodArray<z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+declare const CreateTriggerConditionPositionValueV1: z.ZodObject<{
+    type: z.ZodLiteral<"position_value_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+declare const CreateTriggerConditionPositionUPnLValueV1: z.ZodObject<{
+    type: z.ZodLiteral<"position_upnl_value_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+declare const CreateTriggerConditionPositionUPnLPercentageV1: z.ZodObject<{
+    type: z.ZodLiteral<"position_upnl_percentage_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold_bps: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+export declare const CreateTriggerConditionOpen: z.ZodDiscriminatedUnion<[z.ZodObject<{
+    type: z.ZodLiteral<"ratio_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        symbol_a: z.ZodString;
+        symbol_b: z.ZodString;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"price_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        symbol: z.ZodString;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"index_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        basket: z.ZodArray<z.ZodObject<{
+            symbol: z.ZodString;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"weighted_ratio_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        basket: z.ZodArray<z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>], "type">;
+export declare const CreateTriggerConditionClose: z.ZodDiscriminatedUnion<[z.ZodObject<{
+    type: z.ZodLiteral<"ratio_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        symbol_a: z.ZodString;
+        symbol_b: z.ZodString;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"price_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        symbol: z.ZodString;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"index_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        basket: z.ZodArray<z.ZodObject<{
+            symbol: z.ZodString;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"weighted_ratio_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        basket: z.ZodArray<z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"position_value_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"position_upnl_value_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"position_upnl_percentage_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold_bps: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>], "type">;
+export declare const CreateTriggerConditionAttach: z.ZodDiscriminatedUnion<[z.ZodObject<{
+    type: z.ZodLiteral<"position_value_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"position_upnl_value_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"position_upnl_percentage_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold_bps: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>], "type">;
+export type CreateTriggerConditionRatioV1 = z.output<typeof CreateTriggerConditionRatioV1>;
+export type CreateTriggerConditionPriceV1 = z.output<typeof CreateTriggerConditionPriceV1>;
+export type CreateTriggerConditionIndexV1 = z.output<typeof CreateTriggerConditionIndexV1>;
+export type CreateTriggerConditionWeightedRatioV1 = z.output<typeof CreateTriggerConditionWeightedRatioV1>;
+export type CreateTriggerConditionPositionValueV1 = z.output<typeof CreateTriggerConditionPositionValueV1>;
+export type CreateTriggerConditionPositionUPnLValueV1 = z.output<typeof CreateTriggerConditionPositionUPnLValueV1>;
+export type CreateTriggerConditionPositionUPnLPercentageV1 = z.output<typeof CreateTriggerConditionPositionUPnLPercentageV1>;
+export type CreateTriggerConditionOpen = z.output<typeof CreateTriggerConditionOpen>;
+export type CreateTriggerConditionClose = z.output<typeof CreateTriggerConditionClose>;
+export type CreateTriggerConditionAttach = z.output<typeof CreateTriggerConditionAttach>;
+export {};

package/dist/trigger/payloads/conditions.js

@@ -0,0 +1,109 @@
+import { z } from 'zod';
+import { RefineTwoUniqueSymbols, RefineMinimumTwoSymbols, RefineWeightingSum, RefineUniqueSymbols, RefineMinimumOneBuyOneSell } from '../../common/refinement';
+import { Side } from '../../common/schema';
+import { InstrumentId } from '../../instrument';
+
+const TriggerDirectionEnum = z.enum(["ABOVE", "BELOW"], {
+  message: "Trigger direction must be ABOVE or BELOW"
+});
+const TriggerThreshold = z.number().positive({
+  message: "Threshold must be greater than 0"
+});
+const PriceSource = z.enum(["mid", "mark"], {
+  message: "Price source must be mid or mark"
+});
+const AssetWeight = z.number().positive({ message: "Weight must be greater than 0" }).max(1, { message: "Weight must be less than 1" });
+const CreateTriggerConditionRatioV1 = z.object({
+  type: z.literal("ratio_v1"),
+  data: z.object({
+    priceSource: PriceSource,
+    symbol_a: InstrumentId,
+    symbol_b: InstrumentId,
+    direction: TriggerDirectionEnum,
+    threshold: TriggerThreshold
+  }).superRefine(RefineTwoUniqueSymbols)
+});
+const CreateTriggerConditionPriceV1 = z.object({
+  type: z.literal("price_v1"),
+  data: z.object({
+    priceSource: PriceSource,
+    symbol: InstrumentId,
+    direction: TriggerDirectionEnum,
+    threshold: TriggerThreshold
+  })
+});
+const CreateTriggerConditionIndexV1 = z.object({
+  type: z.literal("index_v1"),
+  data: z.object({
+    priceSource: PriceSource,
+    basket: z.array(
+      z.object({
+        symbol: InstrumentId,
+        weight: AssetWeight
+      })
+    ).superRefine(RefineMinimumTwoSymbols).superRefine(RefineWeightingSum).superRefine(RefineUniqueSymbols),
+    direction: TriggerDirectionEnum,
+    threshold: TriggerThreshold
+  })
+});
+const CreateTriggerConditionWeightedRatioV1 = z.object({
+  type: z.literal("weighted_ratio_v1"),
+  data: z.object({
+    priceSource: PriceSource,
+    basket: z.array(
+      z.object({
+        symbol: InstrumentId,
+        side: Side,
+        weight: AssetWeight
+      })
+    ).superRefine(RefineMinimumTwoSymbols).superRefine(RefineUniqueSymbols).superRefine(RefineWeightingSum).superRefine(RefineMinimumOneBuyOneSell),
+    direction: TriggerDirectionEnum,
+    threshold: TriggerThreshold
+  })
+});
+const CreateTriggerConditionPositionValueV1 = z.object({
+  type: z.literal("position_value_v1"),
+  data: z.object({
+    priceSource: PriceSource,
+    direction: TriggerDirectionEnum,
+    threshold: TriggerThreshold
+  })
+});
+const CreateTriggerConditionPositionUPnLValueV1 = z.object({
+  type: z.literal("position_upnl_value_v1"),
+  data: z.object({
+    priceSource: PriceSource,
+    direction: TriggerDirectionEnum,
+    threshold: TriggerThreshold
+  })
+});
+const CreateTriggerConditionPositionUPnLPercentageV1 = z.object({
+  type: z.literal("position_upnl_percentage_v1"),
+  data: z.object({
+    priceSource: PriceSource,
+    direction: TriggerDirectionEnum,
+    threshold_bps: TriggerThreshold
+  })
+});
+const CreateTriggerConditionOpen = z.discriminatedUnion("type", [
+  CreateTriggerConditionRatioV1,
+  CreateTriggerConditionPriceV1,
+  CreateTriggerConditionIndexV1,
+  CreateTriggerConditionWeightedRatioV1
+]);
+const CreateTriggerConditionClose = z.discriminatedUnion("type", [
+  CreateTriggerConditionRatioV1,
+  CreateTriggerConditionPriceV1,
+  CreateTriggerConditionIndexV1,
+  CreateTriggerConditionWeightedRatioV1,
+  CreateTriggerConditionPositionValueV1,
+  CreateTriggerConditionPositionUPnLValueV1,
+  CreateTriggerConditionPositionUPnLPercentageV1
+]);
+const CreateTriggerConditionAttach = z.discriminatedUnion("type", [
+  CreateTriggerConditionPositionValueV1,
+  CreateTriggerConditionPositionUPnLValueV1,
+  CreateTriggerConditionPositionUPnLPercentageV1
+]);
+
+export { CreateTriggerConditionAttach, CreateTriggerConditionClose, CreateTriggerConditionOpen };