@pear-protocol/types 1.31.0 → 1.32.0

package/dist/trigger/payloads/index.js

@@ -2,6 +2,8 @@ import { z } from 'zod';
 import { ClientIdCode } from '../../common/client-id';
 import { RefineMinimumOneSymbol, RefineUniqueSymbols } from '../../common/refinement';
 import { TradeLegPostOnly } from '../../common/trade-legs';
+import { TWAPRandomization, DEFAULT_TWAP_RANDOMIZATION } from '../../schedule/randomization';
+import { TWAPSliceIntervalSec, MIN_TWAP_SLICE_INTERVAL_SEC, FINAL_TWAP_SLICE_START_HEADROOM_SEC, MAX_TWAP_DURATION_SEC, TWAPTargetNotional, TriggerTWAPOpenLegs } from '../../schedule/twap-config';
 import { TrailingMode, TpSlBracketType, BracketType } from '../common';
 import { RefineStaticLogicalRules } from '../refinement/static.refinement';
 import { RefineTrailingConfig, RefineTrailingLogicalRules } from '../refinement/trailing.refinement';
@@ -16,6 +18,21 @@ const CreateTriggerMarketPayload = z.object({
     TradeLegPostOnly.strict()
   ]).rest(TradeLegPostOnly.strict()).superRefine(RefineMinimumOneSymbol).superRefine(RefineUniqueSymbols).describe("Array of legs to make up the exposure")
 }).strict();
+const CreateTriggerTWAPConfig = z.object({
+  type: z.literal("TWAP"),
+  durationSec: z.int().min(MIN_TWAP_SLICE_INTERVAL_SEC + FINAL_TWAP_SLICE_START_HEADROOM_SEC).max(MAX_TWAP_DURATION_SEC),
+  sliceIntervalSec: TWAPSliceIntervalSec,
+  randomization: TWAPRandomization.optional().default(DEFAULT_TWAP_RANDOMIZATION)
+}).strict().refine((payload) => payload.durationSec >= payload.sliceIntervalSec + FINAL_TWAP_SLICE_START_HEADROOM_SEC, {
+  message: `TWAP duration must leave ${FINAL_TWAP_SLICE_START_HEADROOM_SEC} seconds after the first slice`,
+  path: [
+    "durationSec"
+  ]
+});
+const CreateTriggerTWAPAdjustPayload = CreateTriggerTWAPConfig.safeExtend({
+  legs: TriggerTWAPOpenLegs,
+  targetNotional: TWAPTargetNotional
+});
 const TrailingConfig = z.object({
   mode: TrailingMode,
   deltaValue: z.number(),
@@ -68,6 +85,17 @@ const CreateTriggerMarketAdjust = z.object({
    */
   clientId: ClientIdCode
 }).strict();
+const CreateTriggerTWAPAdjust = z.object({
+  intent: z.literal("ADJUST"),
+  type: z.literal("TWAP"),
+  positionId: z.uuid(),
+  condition: CreateTriggerConditionOpen,
+  payload: CreateTriggerTWAPAdjustPayload,
+  /**
+   * Attribution route code (client_ids.code)
+   */
+  clientId: ClientIdCode
+}).strict();
 const CreateTriggerMarketCloseStatic = z.object({
   intent: z.literal("CLOSE"),
   type: z.literal("MARKET"),
@@ -97,14 +125,49 @@ const CreateTriggerMarketClose = z.union([
   CreateTriggerMarketCloseStatic,
   CreateTriggerMarketCloseTrailing
 ]);
-const CreateTriggerOpen = z.discriminatedUnion("intent", [
-  CreateTriggerMarketOpen,
-  CreateTriggerMarketAdjust
+const CreateTriggerTWAPCloseStatic = z.object({
+  intent: z.literal("CLOSE"),
+  type: z.literal("TWAP"),
+  positionId: z.uuid(),
+  bracketType: BracketType,
+  semanticBracketType: TpSlBracketType.optional(),
+  condition: CreateTriggerConditionCloseStatic,
+  payload: CreateTriggerTWAPConfig,
+  /**
+   * Attribution route code (client_ids.code)
+   */
+  clientId: ClientIdCode
+}).strict().superRefine(RefineStaticLogicalRules);
+const CreateTriggerTWAPCloseTrailing = z.object({
+  intent: z.literal("CLOSE"),
+  type: z.literal("TWAP"),
+  positionId: z.uuid(),
+  condition: CreateTriggerConditionCloseTrailing,
+  trailing: TrailingConfig,
+  payload: CreateTriggerTWAPConfig,
+  /**
+   * Attribution route code (client_ids.code)
+   */
+  clientId: ClientIdCode
+}).strict().superRefine(RefineTrailingLogicalRules);
+const CreateTriggerTWAPClose = z.union([
+  CreateTriggerTWAPCloseStatic,
+  CreateTriggerTWAPCloseTrailing
+]);
+const CreateTriggerOpen = z.discriminatedUnion("type", [
+  z.discriminatedUnion("intent", [
+    CreateTriggerMarketOpen,
+    CreateTriggerMarketAdjust
+  ]),
+  CreateTriggerTWAPAdjust
+]);
+const CreateTriggerClose = z.union([
+  CreateTriggerMarketClose,
+  CreateTriggerTWAPClose
 ]);
-const CreateTriggerClose = CreateTriggerMarketClose;
 function isAttachTriggerMarketCloseTrailing(attachedTrigger) {
   return "trailing" in attachedTrigger && attachedTrigger.trailing !== void 0;
 }
 __name(isAttachTriggerMarketCloseTrailing, "isAttachTriggerMarketCloseTrailing");
 
-export { AttachTriggerMarketClose, AttachTriggerMarketCloseList, AttachTriggerMarketCloseStatic, AttachTriggerMarketCloseTrailing, CreateTriggerClose, CreateTriggerMarketAdjust, CreateTriggerMarketClose, CreateTriggerMarketCloseStatic, CreateTriggerMarketCloseTrailing, CreateTriggerMarketOpen, CreateTriggerOpen, TrailingConfig, isAttachTriggerMarketCloseTrailing };
+export { AttachTriggerMarketClose, AttachTriggerMarketCloseList, AttachTriggerMarketCloseStatic, AttachTriggerMarketCloseTrailing, CreateTriggerClose, CreateTriggerMarketAdjust, CreateTriggerMarketClose, CreateTriggerMarketCloseStatic, CreateTriggerMarketCloseTrailing, CreateTriggerMarketOpen, CreateTriggerOpen, CreateTriggerTWAPAdjust, CreateTriggerTWAPClose, CreateTriggerTWAPCloseStatic, CreateTriggerTWAPCloseTrailing, TrailingConfig, isAttachTriggerMarketCloseTrailing };