@pear-protocol/types 0.0.1

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

@@ -0,0 +1,407 @@
+import { z } from 'zod';
+declare const TriggerConditionRatioV1: 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 TriggerConditionPriceV1: 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 TriggerConditionIndexV1: 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.$strip>;
+declare const TriggerConditionWeightedRatioV1: z.ZodObject<{
+    type: z.ZodLiteral<"weighted_ratio_v1">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
+        }>;
+        basket: z.ZodArray<z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
+        direction: z.ZodEnum<{
+            ABOVE: "ABOVE";
+            BELOW: "BELOW";
+        }>;
+        threshold: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+declare const TriggerConditionPositionValueV1: 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 TriggerConditionPositionUPnLValueV1: 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 TriggerConditionPositionUPnLPercentageV1: 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 TriggerConditionOpen: 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 TriggerConditionAdjust: 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 TriggerConditionClose: 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 type TriggerConditionRatioV1 = z.output<typeof TriggerConditionRatioV1>;
+export type TriggerConditionPriceV1 = z.output<typeof TriggerConditionPriceV1>;
+export type TriggerConditionIndexV1 = z.output<typeof TriggerConditionIndexV1>;
+export type TriggerConditionWeightedRatioV1 = z.output<typeof TriggerConditionWeightedRatioV1>;
+export type TriggerConditionPositionValueV1 = z.output<typeof TriggerConditionPositionValueV1>;
+export type TriggerConditionPositionUPnLValueV1 = z.output<typeof TriggerConditionPositionUPnLValueV1>;
+export type TriggerConditionPositionUPnLPercentageV1 = z.output<typeof TriggerConditionPositionUPnLPercentageV1>;
+export type TriggerConditionOpen = z.output<typeof TriggerConditionOpen>;
+export type TriggerConditionAdjust = z.output<typeof TriggerConditionAdjust>;
+export type TriggerConditionClose = z.output<typeof TriggerConditionClose>;
+export {};

package/dist/trigger/entities/conditions.js

@@ -0,0 +1,239 @@
+import { z } from 'zod';
+import { Side } from '../../common/schema';
+import { InstrumentId } from '../../instrument';
+import { PriceSource } from '../../price';
+
+const TriggerDirection = z.enum(["ABOVE", "BELOW"]);
+const TriggerConditionRatioV1 = z.object({
+  /**
+   * Condition type
+   */
+  type: z.literal("ratio_v1"),
+  /**
+   * Condition data
+   */
+  data: z.object({
+    /**
+     * Price source
+     */
+    priceSource: PriceSource,
+    /**
+     * Numerator symbol
+     */
+    symbol_a: InstrumentId,
+    /**
+     * Denominator symbol
+     */
+    symbol_b: InstrumentId,
+    /**
+     * Trigger direction
+     */
+    direction: TriggerDirection,
+    /**
+     * Price ratio threshold
+     */
+    threshold: z.number()
+  })
+});
+const TriggerConditionPriceV1 = z.object({
+  /**
+   * Condition type
+   */
+  type: z.literal("price_v1"),
+  /**
+   * Condition data
+   */
+  data: z.object({
+    /**
+     * Price source
+     */
+    priceSource: PriceSource,
+    /**
+     * Asset symbol
+     */
+    symbol: InstrumentId,
+    /**
+     * Trigger direction
+     */
+    direction: TriggerDirection,
+    /**
+     * Asset price threshold
+     */
+    threshold: z.number()
+  })
+});
+const TriggerConditionIndexV1 = z.object({
+  /**
+   * Condition type
+   */
+  type: z.literal("index_v1"),
+  /**
+   * Condition data
+   */
+  data: z.object({
+    /**
+     * Price source
+     */
+    priceSource: PriceSource,
+    /**
+     * Basket of assets
+     */
+    basket: z.array(
+      z.object({
+        /**
+         * Asset symbol
+         */
+        symbol: InstrumentId,
+        /**
+         * Weight (sum of weights should be 1)
+         */
+        weight: z.number()
+      })
+    ),
+    /**
+     * Trigger direction
+     */
+    direction: TriggerDirection,
+    /**
+     * Index value threshold
+     */
+    threshold: z.number()
+  })
+});
+const TriggerConditionWeightedRatioV1 = z.object({
+  /**
+   * Condition type
+   */
+  type: z.literal("weighted_ratio_v1"),
+  /**
+   * Condition data
+   */
+  data: z.object({
+    /**
+     * Price source
+     */
+    priceSource: PriceSource,
+    /**
+     * Basket of assets (needs at least one BUY and one SELL)
+     */
+    basket: z.array(
+      z.object({
+        /**
+         * Asset symbol
+         */
+        symbol: InstrumentId,
+        /**
+         * Side
+         */
+        side: Side,
+        /**
+         * Weight (sum of weights should be 1)
+         */
+        weight: z.number()
+      })
+    ),
+    /**
+     * Trigger direction
+     */
+    direction: TriggerDirection,
+    /**
+     * Weighted ratio threshold
+     */
+    threshold: z.number()
+  })
+});
+const TriggerConditionPositionValueV1 = z.object({
+  /**
+   * Condition type
+   */
+  type: z.literal("position_value_v1"),
+  /**
+   * Condition data
+   */
+  data: z.object({
+    /**
+     * Price source
+     */
+    priceSource: PriceSource,
+    /**
+     * Trigger direction
+     */
+    direction: TriggerDirection,
+    /**
+     * Position USD value threshold
+     */
+    threshold: z.number()
+  })
+});
+const TriggerConditionPositionUPnLValueV1 = z.object({
+  /**
+   * Condition type
+   */
+  type: z.literal("position_upnl_value_v1"),
+  /**
+   * Condition data
+   */
+  data: z.object({
+    /**
+     * Price source
+     */
+    priceSource: PriceSource,
+    /**
+     * Trigger direction
+     */
+    direction: TriggerDirection,
+    /**
+     * PnL value in USD threshold
+     */
+    threshold: z.number()
+  })
+});
+const TriggerConditionPositionUPnLPercentageV1 = z.object({
+  /**
+   * Condition type
+   */
+  type: z.literal("position_upnl_percentage_v1"),
+  /**
+   * Condition data
+   */
+  data: z.object({
+    /**
+     * Price source
+     */
+    priceSource: PriceSource,
+    /**
+     * Trigger direction
+     */
+    direction: TriggerDirection,
+    /**
+     * PnL value in basis points threshold
+     */
+    threshold_bps: z.number()
+  })
+});
+const TriggerConditionOpen = z.discriminatedUnion("type", [
+  TriggerConditionRatioV1,
+  TriggerConditionPriceV1,
+  TriggerConditionIndexV1,
+  TriggerConditionWeightedRatioV1
+]);
+const TriggerConditionAdjust = z.discriminatedUnion("type", [
+  TriggerConditionRatioV1,
+  TriggerConditionPriceV1,
+  TriggerConditionIndexV1,
+  TriggerConditionWeightedRatioV1,
+  TriggerConditionPositionValueV1,
+  TriggerConditionPositionUPnLValueV1,
+  TriggerConditionPositionUPnLPercentageV1
+]);
+const TriggerConditionClose = z.discriminatedUnion("type", [
+  TriggerConditionRatioV1,
+  TriggerConditionPriceV1,
+  TriggerConditionIndexV1,
+  TriggerConditionWeightedRatioV1,
+  TriggerConditionPositionValueV1,
+  TriggerConditionPositionUPnLValueV1,
+  TriggerConditionPositionUPnLPercentageV1
+]);
+
+export { TriggerConditionAdjust, TriggerConditionClose, TriggerConditionOpen };