@pear-protocol/types 0.0.17 → 0.0.19

package/dist/trigger/entities/conditions.js

@@ -2,238 +2,134 @@ import { z } from 'zod';
 import { Side } from '../../common/schema';
 import { InstrumentId } from '../../instrument';
 import { PriceSource } from '../../price';
+import { MetricTrack } from '../common';
 
-const TriggerDirection = z.enum(["ABOVE", "BELOW"]);
-const TriggerConditionRatioV1 = z.object({
-  /**
-   * Condition type
-   */
-  type: z.literal("ratio_v1"),
-  /**
-   * Condition data
-   */
+const Ratio = z.object({
+  type: z.literal("ratio"),
   data: z.object({
-    /**
-     * Price source
-     */
     priceSource: PriceSource,
-    /**
-     * Numerator symbol
-     */
     symbol_a: InstrumentId,
-    /**
-     * Denominator symbol
-     */
     symbol_b: InstrumentId,
-    /**
-     * Trigger direction
-     */
-    direction: TriggerDirection,
-    /**
-     * Price ratio threshold
-     */
+    track: MetricTrack,
     threshold: z.number()
   })
 });
-const TriggerConditionPriceV1 = z.object({
-  /**
-   * Condition type
-   */
-  type: z.literal("price_v1"),
-  /**
-   * Condition data
-   */
+const Price = z.object({
+  type: z.literal("price"),
   data: z.object({
-    /**
-     * Price source
-     */
     priceSource: PriceSource,
-    /**
-     * Asset symbol
-     */
     symbol: InstrumentId,
-    /**
-     * Trigger direction
-     */
-    direction: TriggerDirection,
-    /**
-     * Asset price threshold
-     */
+    track: MetricTrack,
     threshold: z.number()
   })
 });
-const TriggerConditionIndexV1 = z.object({
-  /**
-   * Condition type
-   */
-  type: z.literal("index_v1"),
-  /**
-   * Condition data
-   */
+const WeightedRatio = z.object({
+  type: z.literal("weighted_ratio"),
   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)
-         */
+        side: Side,
         weight: z.number()
       })
     ),
-    /**
-     * Trigger direction
-     */
-    direction: TriggerDirection,
-    /**
-     * Index value threshold
-     */
+    track: MetricTrack,
     threshold: z.number()
   })
 });
-const TriggerConditionWeightedRatioV1 = z.object({
-  /**
-   * Condition type
-   */
-  type: z.literal("weighted_ratio_v1"),
-  /**
-   * Condition data
-   */
+const Notional = z.object({
+  type: z.literal("notional"),
   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
-     */
+    track: MetricTrack,
     threshold: z.number()
   })
 });
-const TriggerConditionPositionValueV1 = z.object({
-  /**
-   * Condition type
-   */
-  type: z.literal("position_value_v1"),
-  /**
-   * Condition data
-   */
+const Upnl = z.object({
+  type: z.literal("upnl"),
   data: z.object({
-    /**
-     * Price source
-     */
     priceSource: PriceSource,
-    /**
-     * Trigger direction
-     */
-    direction: TriggerDirection,
-    /**
-     * Position USD value threshold
-     */
+    track: MetricTrack,
     threshold: z.number()
   })
 });
-const TriggerConditionPositionUPnLValueV1 = z.object({
-  /**
-   * Condition type
-   */
-  type: z.literal("position_upnl_value_v1"),
-  /**
-   * Condition data
-   */
+const UpnlBps = z.object({
+  type: z.literal("upnl_bps"),
   data: z.object({
-    /**
-     * Price source
-     */
     priceSource: PriceSource,
-    /**
-     * Trigger direction
-     */
-    direction: TriggerDirection,
-    /**
-     * PnL value in USD threshold
-     */
+    track: MetricTrack,
     threshold: z.number()
   })
 });
-const TriggerConditionPositionUPnLPercentageV1 = z.object({
-  /**
-   * Condition type
-   */
-  type: z.literal("position_upnl_percentage_v1"),
-  /**
-   * Condition data
-   */
+const RatioTrailing = z.object({
+  type: z.literal("ratio_trailing"),
   data: z.object({
-    /**
-     * Price source
-     */
     priceSource: PriceSource,
-    /**
-     * Trigger direction
-     */
-    direction: TriggerDirection,
-    /**
-     * PnL value in basis points threshold
-     */
-    threshold_bps: z.number()
+    symbol_a: InstrumentId,
+    symbol_b: InstrumentId
   })
 });
-const TriggerConditionOpen = z.discriminatedUnion("type", [
-  TriggerConditionRatioV1,
-  TriggerConditionPriceV1,
-  TriggerConditionIndexV1,
-  TriggerConditionWeightedRatioV1
-]);
+const PriceTrailing = z.object({
+  type: z.literal("price_trailing"),
+  data: z.object({
+    priceSource: PriceSource,
+    symbol: InstrumentId
+  })
+});
+const WeightedRatioTrailing = z.object({
+  type: z.literal("weighted_ratio_trailing"),
+  data: z.object({
+    priceSource: PriceSource,
+    basket: z.array(
+      z.object({
+        symbol: InstrumentId,
+        side: Side,
+        weight: z.number()
+      })
+    )
+  })
+});
+const NotionalTrailing = z.object({
+  type: z.literal("notional_trailing"),
+  data: z.object({
+    priceSource: PriceSource
+  })
+});
+const UpnlTrailing = z.object({
+  type: z.literal("upnl_trailing"),
+  data: z.object({
+    priceSource: PriceSource
+  })
+});
+const UpnlBpsTrailing = z.object({
+  type: z.literal("upnl_bps_trailing"),
+  data: z.object({
+    priceSource: PriceSource
+  })
+});
+const TriggerConditionOpen = z.discriminatedUnion("type", [Ratio, Price, WeightedRatio]);
 const TriggerConditionAdjust = z.discriminatedUnion("type", [
-  TriggerConditionRatioV1,
-  TriggerConditionPriceV1,
-  TriggerConditionIndexV1,
-  TriggerConditionWeightedRatioV1,
-  TriggerConditionPositionValueV1,
-  TriggerConditionPositionUPnLValueV1,
-  TriggerConditionPositionUPnLPercentageV1
+  Ratio,
+  Price,
+  WeightedRatio,
+  Notional,
+  Upnl,
+  UpnlBps
 ]);
 const TriggerConditionClose = z.discriminatedUnion("type", [
-  TriggerConditionRatioV1,
-  TriggerConditionPriceV1,
-  TriggerConditionIndexV1,
-  TriggerConditionWeightedRatioV1,
-  TriggerConditionPositionValueV1,
-  TriggerConditionPositionUPnLValueV1,
-  TriggerConditionPositionUPnLPercentageV1
+  Ratio,
+  Price,
+  WeightedRatio,
+  Notional,
+  Upnl,
+  UpnlBps,
+  RatioTrailing,
+  PriceTrailing,
+  WeightedRatioTrailing,
+  NotionalTrailing,
+  UpnlTrailing,
+  UpnlBpsTrailing
 ]);
 
 export { TriggerConditionAdjust, TriggerConditionClose, TriggerConditionOpen };