@pear-protocol/types 0.0.17 → 0.0.19

package/dist/trigger/payloads/conditions.js

@@ -1,11 +1,9 @@
 import { z } from 'zod';
-import { RefineTwoUniqueSymbols, RefineMinimumTwoSymbols, RefineWeightingSum, RefineUniqueSymbols, RefineMinimumOneBuyOneSell } from '../../common/refinement';
+import { RefineMinimumTwoSymbols, RefineUniqueSymbols, RefineWeightingSum, RefineMinimumOneBuyOneSell, RefineTwoUniqueSymbols } from '../../common/refinement';
 import { Side } from '../../common/schema';
 import { InstrumentId } from '../../instrument';
+import { MetricTrack } from '../common';
 
-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"
 });
@@ -13,97 +11,152 @@ 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"),
+const WeightedRatioBasketItem = z.object({
+  symbol: InstrumentId,
+  side: Side,
+  weight: AssetWeight
+});
+const WeightedRatioBasket = z.array(WeightedRatioBasketItem).superRefine(RefineMinimumTwoSymbols).superRefine(RefineUniqueSymbols).superRefine(RefineWeightingSum).superRefine(RefineMinimumOneBuyOneSell);
+const RatioOpen = z.object({
+  type: z.literal("ratio"),
   data: z.object({
     priceSource: PriceSource,
     symbol_a: InstrumentId,
     symbol_b: InstrumentId,
-    direction: TriggerDirectionEnum,
+    track: MetricTrack,
     threshold: TriggerThreshold
   }).superRefine(RefineTwoUniqueSymbols)
 });
-const CreateTriggerConditionPriceV1 = z.object({
-  type: z.literal("price_v1"),
+const PriceOpen = z.object({
+  type: z.literal("price"),
   data: z.object({
     priceSource: PriceSource,
     symbol: InstrumentId,
-    direction: TriggerDirectionEnum,
+    track: MetricTrack,
     threshold: TriggerThreshold
   })
 });
-const CreateTriggerConditionIndexV1 = z.object({
-  type: z.literal("index_v1"),
+const WeightedRatioOpen = z.object({
+  type: z.literal("weighted_ratio"),
   data: z.object({
     priceSource: PriceSource,
-    basket: z.array(
-      z.object({
-        symbol: InstrumentId,
-        weight: AssetWeight
-      })
-    ).superRefine(RefineMinimumTwoSymbols).superRefine(RefineWeightingSum).superRefine(RefineUniqueSymbols),
-    direction: TriggerDirectionEnum,
+    basket: WeightedRatioBasket,
+    track: MetricTrack,
     threshold: TriggerThreshold
   })
 });
-const CreateTriggerConditionWeightedRatioV1 = z.object({
-  type: z.literal("weighted_ratio_v1"),
+const RatioCloseStatic = z.object({
+  type: z.literal("ratio"),
+  data: z.object({
+    priceSource: PriceSource,
+    symbol_a: InstrumentId,
+    symbol_b: InstrumentId,
+    threshold: TriggerThreshold
+  }).superRefine(RefineTwoUniqueSymbols)
+});
+const PriceCloseStatic = z.object({
+  type: z.literal("price"),
   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,
+    symbol: InstrumentId,
     threshold: TriggerThreshold
   })
 });
-const CreateTriggerConditionPositionValueV1 = z.object({
-  type: z.literal("position_value_v1"),
+const WeightedRatioCloseStatic = z.object({
+  type: z.literal("weighted_ratio"),
   data: z.object({
     priceSource: PriceSource,
-    direction: TriggerDirectionEnum,
+    basket: WeightedRatioBasket,
     threshold: TriggerThreshold
   })
 });
-const CreateTriggerConditionPositionUPnLValueV1 = z.object({
-  type: z.literal("position_upnl_value_v1"),
+const NotionalCloseStatic = z.object({
+  type: z.literal("notional"),
   data: z.object({
     priceSource: PriceSource,
-    direction: TriggerDirectionEnum,
     threshold: TriggerThreshold
   })
 });
-const CreateTriggerConditionPositionUPnLPercentageV1 = z.object({
-  type: z.literal("position_upnl_percentage_v1"),
+const UpnlCloseStatic = z.object({
+  type: z.literal("upnl"),
   data: z.object({
     priceSource: PriceSource,
-    direction: TriggerDirectionEnum,
-    threshold_bps: TriggerThreshold
+    threshold: z.number()
   })
 });
-const CreateTriggerConditionOpen = z.discriminatedUnion("type", [
-  CreateTriggerConditionRatioV1,
-  CreateTriggerConditionPriceV1,
-  CreateTriggerConditionIndexV1,
-  CreateTriggerConditionWeightedRatioV1
+const UpnlBpsCloseStatic = z.object({
+  type: z.literal("upnl_bps"),
+  data: z.object({
+    priceSource: PriceSource,
+    threshold: z.number()
+  })
+});
+const RatioCloseTrailing = z.object({
+  type: z.literal("ratio_trailing"),
+  data: z.object({
+    priceSource: PriceSource,
+    symbol_a: InstrumentId,
+    symbol_b: InstrumentId
+  }).superRefine(RefineTwoUniqueSymbols)
+});
+const PriceCloseTrailing = z.object({
+  type: z.literal("price_trailing"),
+  data: z.object({
+    priceSource: PriceSource,
+    symbol: InstrumentId
+  })
+});
+const WeightedRatioCloseTrailing = z.object({
+  type: z.literal("weighted_ratio_trailing"),
+  data: z.object({
+    priceSource: PriceSource,
+    basket: WeightedRatioBasket
+  })
+});
+const NotionalCloseTrailing = z.object({
+  type: z.literal("notional_trailing"),
+  data: z.object({
+    priceSource: PriceSource
+  })
+});
+const UpnlCloseTrailing = z.object({
+  type: z.literal("upnl_trailing"),
+  data: z.object({
+    priceSource: PriceSource
+  })
+});
+const UpnlBpsCloseTrailing = z.object({
+  type: z.literal("upnl_bps_trailing"),
+  data: z.object({
+    priceSource: PriceSource
+  })
+});
+const CreateTriggerConditionOpen = z.discriminatedUnion("type", [RatioOpen, PriceOpen, WeightedRatioOpen]);
+const CreateTriggerConditionCloseStatic = z.discriminatedUnion("type", [
+  RatioCloseStatic,
+  PriceCloseStatic,
+  WeightedRatioCloseStatic,
+  NotionalCloseStatic,
+  UpnlCloseStatic,
+  UpnlBpsCloseStatic
+]);
+const CreateTriggerConditionCloseTrailing = z.discriminatedUnion("type", [
+  RatioCloseTrailing,
+  PriceCloseTrailing,
+  WeightedRatioCloseTrailing,
+  NotionalCloseTrailing,
+  UpnlCloseTrailing,
+  UpnlBpsCloseTrailing
 ]);
-const CreateTriggerConditionClose = z.discriminatedUnion("type", [
-  CreateTriggerConditionRatioV1,
-  CreateTriggerConditionPriceV1,
-  CreateTriggerConditionIndexV1,
-  CreateTriggerConditionWeightedRatioV1,
-  CreateTriggerConditionPositionValueV1,
-  CreateTriggerConditionPositionUPnLValueV1,
-  CreateTriggerConditionPositionUPnLPercentageV1
+const CreateTriggerConditionAttachStatic = z.discriminatedUnion("type", [
+  NotionalCloseStatic,
+  UpnlCloseStatic,
+  UpnlBpsCloseStatic
 ]);
-const CreateTriggerConditionAttach = z.discriminatedUnion("type", [
-  CreateTriggerConditionPositionValueV1,
-  CreateTriggerConditionPositionUPnLValueV1,
-  CreateTriggerConditionPositionUPnLPercentageV1
+const CreateTriggerConditionAttachTrailing = z.discriminatedUnion("type", [
+  NotionalCloseTrailing,
+  UpnlCloseTrailing,
+  UpnlBpsCloseTrailing
 ]);
 
-export { CreateTriggerConditionAttach, CreateTriggerConditionClose, CreateTriggerConditionOpen };
+export { CreateTriggerConditionAttachStatic, CreateTriggerConditionAttachTrailing, CreateTriggerConditionCloseStatic, CreateTriggerConditionCloseTrailing, CreateTriggerConditionOpen };