@pear-protocol/types 0.0.21 → 0.1.0

package/dist/portfolio/entities.d.ts

@@ -0,0 +1,199 @@
+import { z } from 'zod';
+export declare const NullableNumber: z.ZodNullable<z.ZodNumber>;
+export declare const PortfolioMetricVariant: z.ZodObject<{
+    pnlAbsolute: z.ZodNumber;
+    pnlPercent: z.ZodNullable<z.ZodNumber>;
+    hitRate: z.ZodNullable<z.ZodNumber>;
+    profitFactor: z.ZodNullable<z.ZodNumber>;
+    avgWinSize: z.ZodNullable<z.ZodNumber>;
+    avgLossSize: z.ZodNullable<z.ZodNumber>;
+    avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
+    avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
+    maxDrawdown: z.ZodNullable<z.ZodNumber>;
+    sharpeRatio: z.ZodNullable<z.ZodNumber>;
+    sortinoRatio: z.ZodNullable<z.ZodNumber>;
+}, z.core.$strip>;
+export type PortfolioMetricVariant = z.output<typeof PortfolioMetricVariant>;
+export declare const PortfolioIntervalBucket: z.ZodObject<{
+    periodStart: z.ZodString;
+    periodEnd: z.ZodString;
+    volume: z.ZodNumber;
+    openInterest: z.ZodNumber;
+    winningTradesCount: z.ZodNumber;
+    winningTradesUsd: z.ZodNumber;
+    losingTradesCount: z.ZodNumber;
+    losingTradesUsd: z.ZodNumber;
+}, z.core.$strip>;
+export type PortfolioIntervalBucket = z.output<typeof PortfolioIntervalBucket>;
+export declare const PortfolioIntervals: z.ZodObject<{
+    oneDay: z.ZodArray<z.ZodObject<{
+        periodStart: z.ZodString;
+        periodEnd: z.ZodString;
+        volume: z.ZodNumber;
+        openInterest: z.ZodNumber;
+        winningTradesCount: z.ZodNumber;
+        winningTradesUsd: z.ZodNumber;
+        losingTradesCount: z.ZodNumber;
+        losingTradesUsd: z.ZodNumber;
+    }, z.core.$strip>>;
+    oneWeek: z.ZodArray<z.ZodObject<{
+        periodStart: z.ZodString;
+        periodEnd: z.ZodString;
+        volume: z.ZodNumber;
+        openInterest: z.ZodNumber;
+        winningTradesCount: z.ZodNumber;
+        winningTradesUsd: z.ZodNumber;
+        losingTradesCount: z.ZodNumber;
+        losingTradesUsd: z.ZodNumber;
+    }, z.core.$strip>>;
+    oneMonth: z.ZodArray<z.ZodObject<{
+        periodStart: z.ZodString;
+        periodEnd: z.ZodString;
+        volume: z.ZodNumber;
+        openInterest: z.ZodNumber;
+        winningTradesCount: z.ZodNumber;
+        winningTradesUsd: z.ZodNumber;
+        losingTradesCount: z.ZodNumber;
+        losingTradesUsd: z.ZodNumber;
+    }, z.core.$strip>>;
+    oneYear: z.ZodArray<z.ZodObject<{
+        periodStart: z.ZodString;
+        periodEnd: z.ZodString;
+        volume: z.ZodNumber;
+        openInterest: z.ZodNumber;
+        winningTradesCount: z.ZodNumber;
+        winningTradesUsd: z.ZodNumber;
+        losingTradesCount: z.ZodNumber;
+        losingTradesUsd: z.ZodNumber;
+    }, z.core.$strip>>;
+    all: z.ZodArray<z.ZodObject<{
+        periodStart: z.ZodString;
+        periodEnd: z.ZodString;
+        volume: z.ZodNumber;
+        openInterest: z.ZodNumber;
+        winningTradesCount: z.ZodNumber;
+        winningTradesUsd: z.ZodNumber;
+        losingTradesCount: z.ZodNumber;
+        losingTradesUsd: z.ZodNumber;
+    }, z.core.$strip>>;
+}, z.core.$strip>;
+export type PortfolioIntervals = z.output<typeof PortfolioIntervals>;
+export declare const PortfolioOverall: z.ZodObject<{
+    totalWinningTradesCount: z.ZodNumber;
+    totalLosingTradesCount: z.ZodNumber;
+    totalWinningUsd: z.ZodNumber;
+    totalLosingUsd: z.ZodNumber;
+    currentOpenInterest: z.ZodNumber;
+    currentTotalVolume: z.ZodNumber;
+    unrealizedPnl: z.ZodNumber;
+    realizedPnl: z.ZodNumber;
+    totalFees: z.ZodNumber;
+    totalTrades: z.ZodNumber;
+}, z.core.$strip>;
+export type PortfolioOverall = z.output<typeof PortfolioOverall>;
+export declare const PortfolioMetrics: z.ZodObject<{
+    realizedOnly: z.ZodObject<{
+        pnlAbsolute: z.ZodNumber;
+        pnlPercent: z.ZodNullable<z.ZodNumber>;
+        hitRate: z.ZodNullable<z.ZodNumber>;
+        profitFactor: z.ZodNullable<z.ZodNumber>;
+        avgWinSize: z.ZodNullable<z.ZodNumber>;
+        avgLossSize: z.ZodNullable<z.ZodNumber>;
+        avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
+        avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
+        maxDrawdown: z.ZodNullable<z.ZodNumber>;
+        sharpeRatio: z.ZodNullable<z.ZodNumber>;
+        sortinoRatio: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+    realizedPlusUnrealized: z.ZodObject<{
+        pnlAbsolute: z.ZodNumber;
+        pnlPercent: z.ZodNullable<z.ZodNumber>;
+        hitRate: z.ZodNullable<z.ZodNumber>;
+        profitFactor: z.ZodNullable<z.ZodNumber>;
+        avgWinSize: z.ZodNullable<z.ZodNumber>;
+        avgLossSize: z.ZodNullable<z.ZodNumber>;
+        avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
+        avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
+        maxDrawdown: z.ZodNullable<z.ZodNumber>;
+        sharpeRatio: z.ZodNullable<z.ZodNumber>;
+        sortinoRatio: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+    realizedHitRate: z.ZodNullable<z.ZodNumber>;
+    profitFactor: z.ZodNullable<z.ZodNumber>;
+    avgWinSize: z.ZodNullable<z.ZodNumber>;
+    avgLossSize: z.ZodNullable<z.ZodNumber>;
+    breakevenHitRate: z.ZodNullable<z.ZodNumber>;
+    cushion: z.ZodNullable<z.ZodNumber>;
+}, z.core.$strip>;
+export type PortfolioMetrics = z.output<typeof PortfolioMetrics>;
+export declare const PortfolioAssetAnalytics: z.ZodObject<{
+    asset: z.ZodString;
+    realizedOnly: z.ZodObject<{
+        pnlAbsolute: z.ZodNumber;
+        pnlPercent: z.ZodNullable<z.ZodNumber>;
+        hitRate: z.ZodNullable<z.ZodNumber>;
+        profitFactor: z.ZodNullable<z.ZodNumber>;
+        avgWinSize: z.ZodNullable<z.ZodNumber>;
+        avgLossSize: z.ZodNullable<z.ZodNumber>;
+        avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
+        avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
+        maxDrawdown: z.ZodNullable<z.ZodNumber>;
+        sharpeRatio: z.ZodNullable<z.ZodNumber>;
+        sortinoRatio: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+    realizedPlusUnrealized: z.ZodObject<{
+        pnlAbsolute: z.ZodNumber;
+        pnlPercent: z.ZodNullable<z.ZodNumber>;
+        hitRate: z.ZodNullable<z.ZodNumber>;
+        profitFactor: z.ZodNullable<z.ZodNumber>;
+        avgWinSize: z.ZodNullable<z.ZodNumber>;
+        avgLossSize: z.ZodNullable<z.ZodNumber>;
+        avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
+        avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
+        maxDrawdown: z.ZodNullable<z.ZodNumber>;
+        sharpeRatio: z.ZodNullable<z.ZodNumber>;
+        sortinoRatio: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+    unrealizedReturnPerDay: z.ZodNullable<z.ZodNumber>;
+}, z.core.$strip>;
+export type PortfolioAssetAnalytics = z.output<typeof PortfolioAssetAnalytics>;
+export declare const PortfolioPairBreakdown: z.ZodObject<{
+    key: z.ZodString;
+    longAssets: z.ZodArray<z.ZodString>;
+    shortAssets: z.ZodArray<z.ZodString>;
+    trades: z.ZodNumber;
+    wins: z.ZodNumber;
+    losses: z.ZodNumber;
+    hitRate: z.ZodNullable<z.ZodNumber>;
+    avgWinSize: z.ZodNullable<z.ZodNumber>;
+    avgLossSize: z.ZodNullable<z.ZodNumber>;
+    expectancy: z.ZodNullable<z.ZodNumber>;
+    totalPnl: z.ZodNumber;
+    bookPercent: z.ZodNullable<z.ZodNumber>;
+}, z.core.$strip>;
+export type PortfolioPairBreakdown = z.output<typeof PortfolioPairBreakdown>;
+export declare const PortfolioSeriesPoint: z.ZodObject<{
+    date: z.ZodString;
+    trades: z.ZodNumber;
+    wins: z.ZodNumber;
+    losses: z.ZodNumber;
+    dayPnl: z.ZodNumber;
+    hitRate: z.ZodNullable<z.ZodNumber>;
+    winLossRatio: z.ZodNullable<z.ZodNumber>;
+    rollingHitRate: z.ZodNullable<z.ZodNumber>;
+    rollingWinLossRatio: z.ZodNullable<z.ZodNumber>;
+    dailyReturn: z.ZodNullable<z.ZodNumber>;
+    cumulativeReturn: z.ZodNumber;
+    equity: z.ZodNumber;
+    drawdown: z.ZodNumber;
+    rollingSharpe: z.ZodNullable<z.ZodNumber>;
+    rollingSortino: z.ZodNullable<z.ZodNumber>;
+    rollingVolatility: z.ZodNullable<z.ZodNumber>;
+}, z.core.$strip>;
+export type PortfolioSeriesPoint = z.output<typeof PortfolioSeriesPoint>;
+export declare const PortfolioAnalyticsConfig: z.ZodObject<{
+    rollingWindowDays: z.ZodNumber;
+    startDate: z.ZodString;
+    endDate: z.ZodString;
+}, z.core.$strip>;
+export type PortfolioAnalyticsConfig = z.output<typeof PortfolioAnalyticsConfig>;

package/dist/portfolio/entities.js

@@ -0,0 +1,100 @@
+import { z } from 'zod';
+
+const NullableNumber = z.number().nullable();
+const PortfolioMetricVariant = z.object({
+  pnlAbsolute: z.number(),
+  pnlPercent: NullableNumber,
+  hitRate: NullableNumber,
+  profitFactor: NullableNumber,
+  avgWinSize: NullableNumber,
+  avgLossSize: NullableNumber,
+  avgReturnPerWin: NullableNumber,
+  avgReturnPerLoss: NullableNumber,
+  maxDrawdown: NullableNumber,
+  sharpeRatio: NullableNumber,
+  sortinoRatio: NullableNumber
+});
+const PortfolioIntervalBucket = z.object({
+  periodStart: z.string(),
+  periodEnd: z.string(),
+  volume: z.number(),
+  openInterest: z.number(),
+  winningTradesCount: z.number(),
+  winningTradesUsd: z.number(),
+  losingTradesCount: z.number(),
+  losingTradesUsd: z.number()
+});
+const PortfolioIntervals = z.object({
+  oneDay: z.array(PortfolioIntervalBucket),
+  oneWeek: z.array(PortfolioIntervalBucket),
+  oneMonth: z.array(PortfolioIntervalBucket),
+  oneYear: z.array(PortfolioIntervalBucket),
+  all: z.array(PortfolioIntervalBucket)
+});
+const PortfolioOverall = z.object({
+  totalWinningTradesCount: z.number(),
+  totalLosingTradesCount: z.number(),
+  totalWinningUsd: z.number(),
+  totalLosingUsd: z.number(),
+  currentOpenInterest: z.number(),
+  currentTotalVolume: z.number(),
+  unrealizedPnl: z.number(),
+  realizedPnl: z.number(),
+  totalFees: z.number(),
+  totalTrades: z.number()
+});
+const PortfolioMetrics = z.object({
+  realizedOnly: PortfolioMetricVariant,
+  realizedPlusUnrealized: PortfolioMetricVariant,
+  realizedHitRate: NullableNumber,
+  profitFactor: NullableNumber,
+  avgWinSize: NullableNumber,
+  avgLossSize: NullableNumber,
+  breakevenHitRate: NullableNumber,
+  cushion: NullableNumber
+});
+const PortfolioAssetAnalytics = z.object({
+  asset: z.string(),
+  realizedOnly: PortfolioMetricVariant,
+  realizedPlusUnrealized: PortfolioMetricVariant,
+  unrealizedReturnPerDay: NullableNumber
+});
+const PortfolioPairBreakdown = z.object({
+  key: z.string(),
+  longAssets: z.array(z.string()),
+  shortAssets: z.array(z.string()),
+  trades: z.number(),
+  wins: z.number(),
+  losses: z.number(),
+  hitRate: NullableNumber,
+  avgWinSize: NullableNumber,
+  avgLossSize: NullableNumber,
+  expectancy: NullableNumber,
+  totalPnl: z.number(),
+  bookPercent: NullableNumber
+});
+const PortfolioSeriesPoint = z.object({
+  date: z.string(),
+  trades: z.number(),
+  wins: z.number(),
+  losses: z.number(),
+  dayPnl: z.number(),
+  hitRate: NullableNumber,
+  winLossRatio: NullableNumber,
+  rollingHitRate: NullableNumber,
+  rollingWinLossRatio: NullableNumber,
+  dailyReturn: NullableNumber,
+  cumulativeReturn: z.number(),
+  equity: z.number(),
+  drawdown: z.number(),
+  rollingSharpe: NullableNumber,
+  rollingSortino: NullableNumber,
+  rollingVolatility: NullableNumber
+});
+const PortfolioAnalyticsConfig = z.object({
+  rollingWindowDays: z.number(),
+  startDate: z.string(),
+  endDate: z.string()
+});
+
+export { NullableNumber, PortfolioAnalyticsConfig, PortfolioAssetAnalytics, PortfolioIntervalBucket, PortfolioIntervals, PortfolioMetricVariant, PortfolioMetrics, PortfolioOverall, PortfolioPairBreakdown, PortfolioSeriesPoint };

package/dist/portfolio/index.d.ts

@@ -0,0 +1,3 @@
+export * from './entities';
+export * from './queries';
+export * from './responses';

package/dist/portfolio/index.js

@@ -0,0 +1,3 @@
+export * from './entities';
+export * from './queries';
+export * from './responses';

package/dist/portfolio/queries.d.ts

@@ -0,0 +1,46 @@
+import { z } from 'zod';
+export declare const PortfolioSource: z.ZodEnum<{
+    all: "all";
+    pear: "pear";
+}>;
+export type PortfolioSource = z.output<typeof PortfolioSource>;
+export declare const PortfolioQuery: z.ZodObject<{
+    startDate: z.ZodOptional<z.ZodString>;
+    endDate: z.ZodOptional<z.ZodString>;
+    source: z.ZodDefault<z.ZodOptional<z.ZodEnum<{
+        all: "all";
+        pear: "pear";
+    }>>>;
+}, z.core.$strip>;
+export type PortfolioQueryInput = z.input<typeof PortfolioQuery>;
+export type PortfolioQuery = z.output<typeof PortfolioQuery>;
+export declare const PortfolioAnalyticsInterval: z.ZodEnum<{
+    all: "all";
+    "1d": "1d";
+    "1w": "1w";
+    "1m": "1m";
+    "1y": "1y";
+}>;
+export type PortfolioAnalyticsInterval = z.output<typeof PortfolioAnalyticsInterval>;
+export declare const PortfolioAnalyticsQuery: z.ZodObject<{
+    startDate: z.ZodOptional<z.ZodString>;
+    endDate: z.ZodOptional<z.ZodString>;
+    interval: z.ZodOptional<z.ZodEnum<{
+        all: "all";
+        "1d": "1d";
+        "1w": "1w";
+        "1m": "1m";
+        "1y": "1y";
+    }>>;
+    rollingWindowDays: z.ZodOptional<z.ZodCoercedNumber<unknown>>;
+    includeSeries: z.ZodOptional<z.ZodUnion<readonly [z.ZodBoolean, z.ZodPipe<z.ZodEnum<{
+        false: "false";
+        true: "true";
+    }>, z.ZodTransform<boolean, "false" | "true">>]>>;
+    source: z.ZodDefault<z.ZodOptional<z.ZodEnum<{
+        all: "all";
+        pear: "pear";
+    }>>>;
+}, z.core.$strip>;
+export type PortfolioAnalyticsQueryInput = z.input<typeof PortfolioAnalyticsQuery>;
+export type PortfolioAnalyticsQuery = z.output<typeof PortfolioAnalyticsQuery>;

package/dist/portfolio/queries.js

@@ -0,0 +1,20 @@
+import { z } from 'zod';
+
+const PortfolioSource = z.enum(["all", "pear"]);
+const PortfolioQuery = z.object({
+  startDate: z.string().optional(),
+  endDate: z.string().optional(),
+  // "pear" excludes external imported fills from volume calculations.
+  source: PortfolioSource.optional().default("all")
+});
+const PortfolioAnalyticsInterval = z.enum(["1d", "1w", "1m", "1y", "all"]);
+const PortfolioAnalyticsQuery = z.object({
+  startDate: z.string().optional(),
+  endDate: z.string().optional(),
+  interval: PortfolioAnalyticsInterval.optional(),
+  rollingWindowDays: z.coerce.number().int().optional(),
+  includeSeries: z.union([z.boolean(), z.enum(["false", "true"]).transform((value) => value === "true")]).optional(),
+  source: PortfolioSource.optional().default("all")
+});
+
+export { PortfolioAnalyticsInterval, PortfolioAnalyticsQuery, PortfolioQuery, PortfolioSource };

package/dist/portfolio/responses.d.ts

@@ -0,0 +1,172 @@
+import { z } from 'zod';
+export declare const PortfolioResponse: z.ZodObject<{
+    intervals: z.ZodNullable<z.ZodObject<{
+        oneDay: z.ZodArray<z.ZodObject<{
+            periodStart: z.ZodString;
+            periodEnd: z.ZodString;
+            volume: z.ZodNumber;
+            openInterest: z.ZodNumber;
+            winningTradesCount: z.ZodNumber;
+            winningTradesUsd: z.ZodNumber;
+            losingTradesCount: z.ZodNumber;
+            losingTradesUsd: z.ZodNumber;
+        }, z.core.$strip>>;
+        oneWeek: z.ZodArray<z.ZodObject<{
+            periodStart: z.ZodString;
+            periodEnd: z.ZodString;
+            volume: z.ZodNumber;
+            openInterest: z.ZodNumber;
+            winningTradesCount: z.ZodNumber;
+            winningTradesUsd: z.ZodNumber;
+            losingTradesCount: z.ZodNumber;
+            losingTradesUsd: z.ZodNumber;
+        }, z.core.$strip>>;
+        oneMonth: z.ZodArray<z.ZodObject<{
+            periodStart: z.ZodString;
+            periodEnd: z.ZodString;
+            volume: z.ZodNumber;
+            openInterest: z.ZodNumber;
+            winningTradesCount: z.ZodNumber;
+            winningTradesUsd: z.ZodNumber;
+            losingTradesCount: z.ZodNumber;
+            losingTradesUsd: z.ZodNumber;
+        }, z.core.$strip>>;
+        oneYear: z.ZodArray<z.ZodObject<{
+            periodStart: z.ZodString;
+            periodEnd: z.ZodString;
+            volume: z.ZodNumber;
+            openInterest: z.ZodNumber;
+            winningTradesCount: z.ZodNumber;
+            winningTradesUsd: z.ZodNumber;
+            losingTradesCount: z.ZodNumber;
+            losingTradesUsd: z.ZodNumber;
+        }, z.core.$strip>>;
+        all: z.ZodArray<z.ZodObject<{
+            periodStart: z.ZodString;
+            periodEnd: z.ZodString;
+            volume: z.ZodNumber;
+            openInterest: z.ZodNumber;
+            winningTradesCount: z.ZodNumber;
+            winningTradesUsd: z.ZodNumber;
+            losingTradesCount: z.ZodNumber;
+            losingTradesUsd: z.ZodNumber;
+        }, z.core.$strip>>;
+    }, z.core.$strip>>;
+    overall: z.ZodObject<{
+        totalWinningTradesCount: z.ZodNumber;
+        totalLosingTradesCount: z.ZodNumber;
+        totalWinningUsd: z.ZodNumber;
+        totalLosingUsd: z.ZodNumber;
+        currentOpenInterest: z.ZodNumber;
+        currentTotalVolume: z.ZodNumber;
+        unrealizedPnl: z.ZodNumber;
+        realizedPnl: z.ZodNumber;
+        totalFees: z.ZodNumber;
+        totalTrades: z.ZodNumber;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+export type PortfolioResponse = z.output<typeof PortfolioResponse>;
+export declare const PortfolioAnalyticsResponse: z.ZodObject<{
+    config: z.ZodObject<{
+        rollingWindowDays: z.ZodNumber;
+        startDate: z.ZodString;
+        endDate: z.ZodString;
+    }, z.core.$strip>;
+    portfolio: z.ZodObject<{
+        realizedOnly: z.ZodObject<{
+            pnlAbsolute: z.ZodNumber;
+            pnlPercent: z.ZodNullable<z.ZodNumber>;
+            hitRate: z.ZodNullable<z.ZodNumber>;
+            profitFactor: z.ZodNullable<z.ZodNumber>;
+            avgWinSize: z.ZodNullable<z.ZodNumber>;
+            avgLossSize: z.ZodNullable<z.ZodNumber>;
+            avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
+            avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
+            maxDrawdown: z.ZodNullable<z.ZodNumber>;
+            sharpeRatio: z.ZodNullable<z.ZodNumber>;
+            sortinoRatio: z.ZodNullable<z.ZodNumber>;
+        }, z.core.$strip>;
+        realizedPlusUnrealized: z.ZodObject<{
+            pnlAbsolute: z.ZodNumber;
+            pnlPercent: z.ZodNullable<z.ZodNumber>;
+            hitRate: z.ZodNullable<z.ZodNumber>;
+            profitFactor: z.ZodNullable<z.ZodNumber>;
+            avgWinSize: z.ZodNullable<z.ZodNumber>;
+            avgLossSize: z.ZodNullable<z.ZodNumber>;
+            avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
+            avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
+            maxDrawdown: z.ZodNullable<z.ZodNumber>;
+            sharpeRatio: z.ZodNullable<z.ZodNumber>;
+            sortinoRatio: z.ZodNullable<z.ZodNumber>;
+        }, z.core.$strip>;
+        realizedHitRate: z.ZodNullable<z.ZodNumber>;
+        profitFactor: z.ZodNullable<z.ZodNumber>;
+        avgWinSize: z.ZodNullable<z.ZodNumber>;
+        avgLossSize: z.ZodNullable<z.ZodNumber>;
+        breakevenHitRate: z.ZodNullable<z.ZodNumber>;
+        cushion: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>;
+    assets: z.ZodArray<z.ZodObject<{
+        asset: z.ZodString;
+        realizedOnly: z.ZodObject<{
+            pnlAbsolute: z.ZodNumber;
+            pnlPercent: z.ZodNullable<z.ZodNumber>;
+            hitRate: z.ZodNullable<z.ZodNumber>;
+            profitFactor: z.ZodNullable<z.ZodNumber>;
+            avgWinSize: z.ZodNullable<z.ZodNumber>;
+            avgLossSize: z.ZodNullable<z.ZodNumber>;
+            avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
+            avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
+            maxDrawdown: z.ZodNullable<z.ZodNumber>;
+            sharpeRatio: z.ZodNullable<z.ZodNumber>;
+            sortinoRatio: z.ZodNullable<z.ZodNumber>;
+        }, z.core.$strip>;
+        realizedPlusUnrealized: z.ZodObject<{
+            pnlAbsolute: z.ZodNumber;
+            pnlPercent: z.ZodNullable<z.ZodNumber>;
+            hitRate: z.ZodNullable<z.ZodNumber>;
+            profitFactor: z.ZodNullable<z.ZodNumber>;
+            avgWinSize: z.ZodNullable<z.ZodNumber>;
+            avgLossSize: z.ZodNullable<z.ZodNumber>;
+            avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
+            avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
+            maxDrawdown: z.ZodNullable<z.ZodNumber>;
+            sharpeRatio: z.ZodNullable<z.ZodNumber>;
+            sortinoRatio: z.ZodNullable<z.ZodNumber>;
+        }, z.core.$strip>;
+        unrealizedReturnPerDay: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>>;
+    pairs: z.ZodArray<z.ZodObject<{
+        key: z.ZodString;
+        longAssets: z.ZodArray<z.ZodString>;
+        shortAssets: z.ZodArray<z.ZodString>;
+        trades: z.ZodNumber;
+        wins: z.ZodNumber;
+        losses: z.ZodNumber;
+        hitRate: z.ZodNullable<z.ZodNumber>;
+        avgWinSize: z.ZodNullable<z.ZodNumber>;
+        avgLossSize: z.ZodNullable<z.ZodNumber>;
+        expectancy: z.ZodNullable<z.ZodNumber>;
+        totalPnl: z.ZodNumber;
+        bookPercent: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>>;
+    series: z.ZodOptional<z.ZodArray<z.ZodObject<{
+        date: z.ZodString;
+        trades: z.ZodNumber;
+        wins: z.ZodNumber;
+        losses: z.ZodNumber;
+        dayPnl: z.ZodNumber;
+        hitRate: z.ZodNullable<z.ZodNumber>;
+        winLossRatio: z.ZodNullable<z.ZodNumber>;
+        rollingHitRate: z.ZodNullable<z.ZodNumber>;
+        rollingWinLossRatio: z.ZodNullable<z.ZodNumber>;
+        dailyReturn: z.ZodNullable<z.ZodNumber>;
+        cumulativeReturn: z.ZodNumber;
+        equity: z.ZodNumber;
+        drawdown: z.ZodNumber;
+        rollingSharpe: z.ZodNullable<z.ZodNumber>;
+        rollingSortino: z.ZodNullable<z.ZodNumber>;
+        rollingVolatility: z.ZodNullable<z.ZodNumber>;
+    }, z.core.$strip>>>;
+}, z.core.$strip>;
+export type PortfolioAnalyticsResponse = z.output<typeof PortfolioAnalyticsResponse>;

package/dist/portfolio/responses.js

@@ -0,0 +1,16 @@
+import { z } from 'zod';
+import { PortfolioOverall, PortfolioIntervals, PortfolioMetrics, PortfolioAnalyticsConfig, PortfolioSeriesPoint, PortfolioPairBreakdown, PortfolioAssetAnalytics } from './entities';
+
+const PortfolioResponse = z.object({
+  intervals: PortfolioIntervals.nullable(),
+  overall: PortfolioOverall
+});
+const PortfolioAnalyticsResponse = z.object({
+  config: PortfolioAnalyticsConfig,
+  portfolio: PortfolioMetrics,
+  assets: z.array(PortfolioAssetAnalytics),
+  pairs: z.array(PortfolioPairBreakdown),
+  series: z.array(PortfolioSeriesPoint).optional()
+});
+
+export { PortfolioAnalyticsResponse, PortfolioResponse };

package/dist/tca/entities.d.ts

@@ -0,0 +1,8 @@
+import { z } from 'zod';
+export declare const TcaMetricStatus: z.ZodLiteral<"FINAL">;
+export type TcaMetricStatus = z.output<typeof TcaMetricStatus>;
+export declare const TcaTimingGranularity: z.ZodEnum<{
+    BATCH: "BATCH";
+    LEG: "LEG";
+}>;
+export type TcaTimingGranularity = z.output<typeof TcaTimingGranularity>;

package/dist/tca/entities.js

@@ -0,0 +1,6 @@
+import { z } from 'zod';
+
+const TcaMetricStatus = z.literal("FINAL");
+const TcaTimingGranularity = z.enum(["BATCH", "LEG"]);
+
+export { TcaMetricStatus, TcaTimingGranularity };

package/dist/tca/index.d.ts

@@ -0,0 +1,3 @@
+export * from './entities';
+export * from './queries';
+export * from './responses';

package/dist/tca/index.js

@@ -0,0 +1,3 @@
+export * from './entities';
+export * from './queries';
+export * from './responses';

package/dist/tca/queries.d.ts

@@ -0,0 +1,15 @@
+import { z } from 'zod';
+export declare const TcaPositionQueryParams: z.ZodObject<{
+    limit: z.ZodDefault<z.ZodOptional<z.ZodCoercedNumber<number>>>;
+    cursor: z.ZodOptional<z.ZodISODateTime>;
+}, z.core.$strip>;
+export type TcaPositionQueryParamsInput = z.input<typeof TcaPositionQueryParams>;
+export type TcaPositionQueryParams = z.output<typeof TcaPositionQueryParams>;
+export declare const TcaSummaryQueryParams: z.ZodObject<{
+    limit: z.ZodDefault<z.ZodOptional<z.ZodCoercedNumber<number>>>;
+    cursor: z.ZodOptional<z.ZodISODateTime>;
+    from: z.ZodOptional<z.ZodISODateTime>;
+    to: z.ZodOptional<z.ZodISODateTime>;
+}, z.core.$strip>;
+export type TcaSummaryQueryParamsInput = z.input<typeof TcaSummaryQueryParams>;
+export type TcaSummaryQueryParams = z.output<typeof TcaSummaryQueryParams>;

package/dist/tca/queries.js

@@ -0,0 +1,14 @@
+import { z } from 'zod';
+
+const TcaPositionQueryParams = z.object({
+  limit: z.coerce.number().int().positive().max(2e3).optional().default(100),
+  cursor: z.iso.datetime().optional()
+});
+const TcaSummaryQueryParams = z.object({
+  limit: z.coerce.number().int().positive().max(2e3).optional().default(100),
+  cursor: z.iso.datetime().optional(),
+  from: z.iso.datetime().optional(),
+  to: z.iso.datetime().optional()
+});
+
+export { TcaPositionQueryParams, TcaSummaryQueryParams };