@pear-protocol/types 0.0.18 → 0.0.19

package/dist/trigger/entities/index.js

@@ -4,21 +4,35 @@ import { TradeLegPostOnly, TradeLeg } from '../../common/trade-legs';
 import { Connector } from '../../connector';
 import { Fill } from '../../fill';
 import { InstrumentId } from '../../instrument';
+import { TrailingMode, BracketType, TriggerStatus, TriggerCancelledReason } from '../common';
 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", "POSITION_NETTED"]);
-const BracketType = z.enum(["STOP_LOSS", "TAKE_PROFIT", "NONE"]);
 const Trailing = z.object({
   /**
-   * Delta value in arbitrary units
+   * Trailing mode to track the metric.
+   */
+  mode: TrailingMode,
+  /**
+   * Delta value to track the metric in the given mode.
    */
   deltaValue: z.number(),
   /**
-   * Activation value in arbitrary units
+   * Activation value to start tracking the metric.
+   * When omitted, trailing starts immediately from the current metric.
+   */
+  activationValue: z.number().optional(),
+  /**
+   * Best metric seen
+   */
+  bestMetricSeen: z.number().optional(),
+  /**
+   * Current stop value
+   */
+  currentStopValue: z.number().optional(),
+  /**
+   * Timestamp (ms) when a stop/activation breach was detected.
    */
-  activationValue: z.number()
+  stopBreachedAt: z.number().optional()
 });
 const BaseTrigger = z.object({
   /**
@@ -151,4 +165,4 @@ const TriggerMarket = z.discriminatedUnion("intent", [
 ]);
 const Trigger = z.discriminatedUnion("type", [TriggerMarket]);
 
-export { BracketType, Trailing, Trigger, TriggerCancelledReason, TriggerIntent, TriggerMarket, TriggerMarketAdjust, TriggerMarketClose, TriggerMarketOpen, TriggerStatus };
+export { Trailing, Trigger, TriggerMarket, TriggerMarketAdjust, TriggerMarketClose, TriggerMarketOpen };

package/dist/trigger/index.d.ts

@@ -1,6 +1,8 @@
+export * from './common';
 export * from './entities';
 export * from './entities/conditions';
 export * from './payloads';
 export * from './payloads/conditions';
 export * from './queries';
+export * from './refinement';
 export * from './responses';

package/dist/trigger/index.js

@@ -1,6 +1,8 @@
+export * from './common';
 export * from './entities';
 export * from './entities/conditions';
 export * from './payloads';
 export * from './payloads/conditions';
 export * from './queries';
+export * from './refinement';
 export * from './responses';

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

@@ -1,6 +1,6 @@
 import { z } from 'zod';
-declare const CreateTriggerConditionRatioV1: z.ZodObject<{
-    type: z.ZodLiteral<"ratio_v1">;
+export declare const CreateTriggerConditionOpen: z.ZodDiscriminatedUnion<[z.ZodObject<{
+    type: z.ZodLiteral<"ratio">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
@@ -8,48 +8,28 @@ declare const CreateTriggerConditionRatioV1: z.ZodObject<{
         }>;
         symbol_a: z.ZodString;
         symbol_b: z.ZodString;
-        direction: z.ZodEnum<{
-            ABOVE: "ABOVE";
-            BELOW: "BELOW";
+        track: z.ZodEnum<{
+            PEAK: "PEAK";
+            TROUGH: "TROUGH";
         }>;
         threshold: z.ZodNumber;
     }, z.core.$strip>;
-}, z.core.$strip>;
-declare const CreateTriggerConditionPriceV1: z.ZodObject<{
-    type: z.ZodLiteral<"price_v1">;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"price">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
             mark: "mark";
         }>;
         symbol: z.ZodString;
-        direction: z.ZodEnum<{
-            ABOVE: "ABOVE";
-            BELOW: "BELOW";
+        track: z.ZodEnum<{
+            PEAK: "PEAK";
+            TROUGH: "TROUGH";
         }>;
         threshold: z.ZodNumber;
     }, z.core.$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">;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"weighted_ratio">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
@@ -63,125 +43,81 @@ declare const CreateTriggerConditionWeightedRatioV1: z.ZodObject<{
             }>;
             weight: z.ZodNumber;
         }, z.core.$strip>>;
-        direction: z.ZodEnum<{
-            ABOVE: "ABOVE";
-            BELOW: "BELOW";
+        track: z.ZodEnum<{
+            PEAK: "PEAK";
+            TROUGH: "TROUGH";
         }>;
         threshold: z.ZodNumber;
     }, z.core.$strip>;
-}, z.core.$strip>;
-declare const CreateTriggerConditionPositionValueV1: z.ZodObject<{
-    type: z.ZodLiteral<"position_value_v1">;
+}, z.core.$strip>], "type">;
+export declare const CreateTriggerConditionCloseStatic: z.ZodDiscriminatedUnion<[z.ZodObject<{
+    type: z.ZodLiteral<"ratio">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
             mark: "mark";
         }>;
-        direction: z.ZodEnum<{
-            ABOVE: "ABOVE";
-            BELOW: "BELOW";
-        }>;
+        symbol_a: z.ZodString;
+        symbol_b: z.ZodString;
         threshold: z.ZodNumber;
     }, z.core.$strip>;
-}, z.core.$strip>;
-declare const CreateTriggerConditionPositionUPnLValueV1: z.ZodObject<{
-    type: z.ZodLiteral<"position_upnl_value_v1">;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"price">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
             mark: "mark";
         }>;
-        direction: z.ZodEnum<{
-            ABOVE: "ABOVE";
-            BELOW: "BELOW";
-        }>;
+        symbol: z.ZodString;
         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">;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"weighted_ratio">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
             mark: "mark";
         }>;
-        symbol_a: z.ZodString;
-        symbol_b: z.ZodString;
-        direction: z.ZodEnum<{
-            ABOVE: "ABOVE";
-            BELOW: "BELOW";
-        }>;
+        basket: z.ZodArray<z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
         threshold: z.ZodNumber;
     }, z.core.$strip>;
 }, z.core.$strip>, z.ZodObject<{
-    type: z.ZodLiteral<"price_v1">;
+    type: z.ZodLiteral<"notional">;
     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">;
+    type: z.ZodLiteral<"upnl">;
     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.$strip>, z.ZodObject<{
-    type: z.ZodLiteral<"weighted_ratio_v1">;
+    type: z.ZodLiteral<"upnl_bps">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
             mark: "mark";
         }>;
-        basket: z.ZodArray<z.ZodObject<{
-            symbol: z.ZodString;
-            side: z.ZodEnum<{
-                BUY: "BUY";
-                SELL: "SELL";
-            }>;
-            weight: z.ZodNumber;
-        }, z.core.$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">;
+export declare const CreateTriggerConditionCloseTrailing: z.ZodDiscriminatedUnion<[z.ZodObject<{
+    type: z.ZodLiteral<"ratio_trailing">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
@@ -189,28 +125,18 @@ export declare const CreateTriggerConditionClose: z.ZodDiscriminatedUnion<[z.Zod
         }>;
         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">;
+    type: z.ZodLiteral<"price_trailing">;
     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">;
+    type: z.ZodLiteral<"weighted_ratio_trailing">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
@@ -218,123 +144,138 @@ export declare const CreateTriggerConditionClose: z.ZodDiscriminatedUnion<[z.Zod
         }>;
         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.$strip>, z.ZodObject<{
-    type: z.ZodLiteral<"weighted_ratio_v1">;
+    type: z.ZodLiteral<"notional_trailing">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
             mark: "mark";
         }>;
-        basket: z.ZodArray<z.ZodObject<{
-            symbol: z.ZodString;
-            side: z.ZodEnum<{
-                BUY: "BUY";
-                SELL: "SELL";
-            }>;
-            weight: z.ZodNumber;
-        }, z.core.$strip>>;
-        direction: z.ZodEnum<{
-            ABOVE: "ABOVE";
-            BELOW: "BELOW";
+    }, z.core.$strip>;
+}, z.core.$strip>, z.ZodObject<{
+    type: z.ZodLiteral<"upnl_trailing">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
         }>;
-        threshold: z.ZodNumber;
     }, z.core.$strip>;
 }, z.core.$strip>, z.ZodObject<{
-    type: z.ZodLiteral<"position_value_v1">;
+    type: z.ZodLiteral<"upnl_bps_trailing">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
             mark: "mark";
         }>;
-        direction: z.ZodEnum<{
-            ABOVE: "ABOVE";
-            BELOW: "BELOW";
+    }, z.core.$strip>;
+}, z.core.$strip>], "type">;
+export declare const CreateTriggerConditionAttachStatic: z.ZodDiscriminatedUnion<[z.ZodObject<{
+    type: z.ZodLiteral<"notional">;
+    data: z.ZodObject<{
+        priceSource: z.ZodEnum<{
+            mid: "mid";
+            mark: "mark";
         }>;
         threshold: z.ZodNumber;
     }, z.core.$strip>;
 }, z.core.$strip>, z.ZodObject<{
-    type: z.ZodLiteral<"position_upnl_value_v1">;
+    type: z.ZodLiteral<"upnl">;
     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">;
+    type: z.ZodLiteral<"upnl_bps">;
     data: z.ZodObject<{
         priceSource: z.ZodEnum<{
             mid: "mid";
             mark: "mark";
         }>;
-        direction: z.ZodEnum<{
-            ABOVE: "ABOVE";
-            BELOW: "BELOW";
-        }>;
-        threshold_bps: z.ZodNumber;
+        threshold: z.ZodNumber;
     }, z.core.$strip>;
 }, z.core.$strip>], "type">;
-export declare const CreateTriggerConditionAttach: z.ZodDiscriminatedUnion<[z.ZodObject<{
-    type: z.ZodLiteral<"position_value_v1">;
+export declare const CreateTriggerConditionAttachTrailing: z.ZodDiscriminatedUnion<[z.ZodObject<{
+    type: z.ZodLiteral<"notional_trailing">;
     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">;
+    type: z.ZodLiteral<"upnl_trailing">;
     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">;
+    type: z.ZodLiteral<"upnl_bps_trailing">;
     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 {};
+export type CreateTriggerConditionRatioOpen = Extract<CreateTriggerConditionOpen, {
+    type: 'ratio';
+}>;
+export type CreateTriggerConditionPriceOpen = Extract<CreateTriggerConditionOpen, {
+    type: 'price';
+}>;
+export type CreateTriggerConditionWeightedRatioOpen = Extract<CreateTriggerConditionOpen, {
+    type: 'weighted_ratio';
+}>;
+export type CreateTriggerConditionCloseStatic = z.output<typeof CreateTriggerConditionCloseStatic>;
+export type CreateTriggerConditionRatioCloseStatic = Extract<CreateTriggerConditionCloseStatic, {
+    type: 'ratio';
+}>;
+export type CreateTriggerConditionPriceCloseStatic = Extract<CreateTriggerConditionCloseStatic, {
+    type: 'price';
+}>;
+export type CreateTriggerConditionWeightedRatioCloseStatic = Extract<CreateTriggerConditionCloseStatic, {
+    type: 'weighted_ratio';
+}>;
+export type CreateTriggerConditionNotionalCloseStatic = Extract<CreateTriggerConditionCloseStatic, {
+    type: 'notional';
+}>;
+export type CreateTriggerConditionUpnlCloseStatic = Extract<CreateTriggerConditionCloseStatic, {
+    type: 'upnl';
+}>;
+export type CreateTriggerConditionUpnlBpsCloseStatic = Extract<CreateTriggerConditionCloseStatic, {
+    type: 'upnl_bps';
+}>;
+export type CreateTriggerConditionCloseTrailing = z.output<typeof CreateTriggerConditionCloseTrailing>;
+export type CreateTriggerConditionRatioCloseTrailing = Extract<CreateTriggerConditionCloseTrailing, {
+    type: 'ratio_trailing';
+}>;
+export type CreateTriggerConditionPriceCloseTrailing = Extract<CreateTriggerConditionCloseTrailing, {
+    type: 'price_trailing';
+}>;
+export type CreateTriggerConditionWeightedRatioCloseTrailing = Extract<CreateTriggerConditionCloseTrailing, {
+    type: 'weighted_ratio_trailing';
+}>;
+export type CreateTriggerConditionNotionalCloseTrailing = Extract<CreateTriggerConditionCloseTrailing, {
+    type: 'notional_trailing';
+}>;
+export type CreateTriggerConditionUpnlCloseTrailing = Extract<CreateTriggerConditionCloseTrailing, {
+    type: 'upnl_trailing';
+}>;
+export type CreateTriggerConditionUpnlBpsCloseTrailing = Extract<CreateTriggerConditionCloseTrailing, {
+    type: 'upnl_bps_trailing';
+}>;
+export type CreateTriggerConditionAttachStatic = z.output<typeof CreateTriggerConditionAttachStatic>;
+export type CreateTriggerConditionAttachTrailing = z.output<typeof CreateTriggerConditionAttachTrailing>;