@pear-protocol/types 1.4.0 → 1.5.0

package/dist/bundle.d.ts

@@ -17,6 +17,7 @@ export * from './portfolio';
 export * from './position';
 export * from './price';
 export * from './rebalance';
+export * from './saved-baskets';
 export * from './schedule';
 export * from './statistics';
 export * from './sync';

package/dist/bundle.js

@@ -17,6 +17,7 @@ export * from './portfolio';
 export * from './position';
 export * from './price';
 export * from './rebalance';
+export * from './saved-baskets';
 export * from './schedule';
 export * from './statistics';
 export * from './sync';

package/dist/common/schema.d.ts

@@ -6,3 +6,5 @@ export declare const Side: z.ZodEnum<{
     BUY: "BUY";
     SELL: "SELL";
 }>;
+/** Basket-leg weight: fraction of total gross notional; a basket's legs sum to 1. */
+export declare const AssetWeight: z.ZodNumber;

package/dist/common/schema.js

@@ -6,5 +6,6 @@ const Leverage = z.int({ message: "Leverage must be an integer" }).positive({ me
 const Side = z.enum(["BUY", "SELL"], {
   message: "Side must be either BUY or SELL"
 });
+const AssetWeight = z.number().positive({ message: "Weight must be greater than 0" }).max(1, { message: "Weight must be less than 1" });
 
-export { Leverage, Side, SignedDecimalString, UnsignedDecimalString };
+export { AssetWeight, Leverage, Side, SignedDecimalString, UnsignedDecimalString };

package/dist/saved-baskets/entities.d.ts

@@ -0,0 +1,32 @@
+import { z } from 'zod';
+export declare const SavedBasketLeg: z.ZodObject<{
+    symbol: z.ZodString;
+    side: z.ZodEnum<{
+        BUY: "BUY";
+        SELL: "SELL";
+    }>;
+    weight: z.ZodNumber;
+}, z.core.$strip>;
+export declare const SavedBasket: z.ZodObject<{
+    id: z.ZodUUID;
+    name: z.ZodString;
+    legs: z.ZodTuple<[z.ZodObject<{
+        symbol: z.ZodString;
+        side: z.ZodEnum<{
+            BUY: "BUY";
+            SELL: "SELL";
+        }>;
+        weight: z.ZodNumber;
+    }, z.core.$strip>], z.ZodObject<{
+        symbol: z.ZodString;
+        side: z.ZodEnum<{
+            BUY: "BUY";
+            SELL: "SELL";
+        }>;
+        weight: z.ZodNumber;
+    }, z.core.$strip>>;
+    createdAt: z.ZodString;
+    updatedAt: z.ZodString;
+}, z.core.$strip>;
+export type SavedBasketLeg = z.infer<typeof SavedBasketLeg>;
+export type SavedBasket = z.infer<typeof SavedBasket>;

package/dist/saved-baskets/entities.js

@@ -0,0 +1,18 @@
+import { z } from 'zod';
+import { Side, AssetWeight } from '../common/schema';
+import { InstrumentId } from '../instrument';
+
+const SavedBasketLeg = z.object({
+  symbol: InstrumentId,
+  side: Side,
+  weight: AssetWeight.describe("Share of total gross notional as a fraction (legs sum to 1)")
+});
+const SavedBasket = z.object({
+  id: z.uuid(),
+  name: z.string(),
+  legs: z.tuple([SavedBasketLeg]).rest(SavedBasketLeg),
+  createdAt: z.string(),
+  updatedAt: z.string()
+});
+
+export { SavedBasket, SavedBasketLeg };

package/dist/saved-baskets/index.d.ts

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

package/dist/saved-baskets/index.js

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

package/dist/saved-baskets/payloads.d.ts

@@ -0,0 +1,39 @@
+import { z } from 'zod';
+export declare const CreateSavedBasketPayload: z.ZodObject<{
+    name: z.ZodString;
+    legs: z.ZodTuple<[z.ZodObject<{
+        symbol: z.ZodString;
+        side: z.ZodEnum<{
+            BUY: "BUY";
+            SELL: "SELL";
+        }>;
+        weight: z.ZodNumber;
+    }, z.core.$strip>], z.ZodObject<{
+        symbol: z.ZodString;
+        side: z.ZodEnum<{
+            BUY: "BUY";
+            SELL: "SELL";
+        }>;
+        weight: z.ZodNumber;
+    }, z.core.$strip>>;
+}, z.core.$strip>;
+export declare const UpdateSavedBasketPayload: z.ZodObject<{
+    name: z.ZodOptional<z.ZodString>;
+    legs: z.ZodOptional<z.ZodTuple<[z.ZodObject<{
+        symbol: z.ZodString;
+        side: z.ZodEnum<{
+            BUY: "BUY";
+            SELL: "SELL";
+        }>;
+        weight: z.ZodNumber;
+    }, z.core.$strip>], z.ZodObject<{
+        symbol: z.ZodString;
+        side: z.ZodEnum<{
+            BUY: "BUY";
+            SELL: "SELL";
+        }>;
+        weight: z.ZodNumber;
+    }, z.core.$strip>>>;
+}, z.core.$strip>;
+export type CreateSavedBasketPayload = z.infer<typeof CreateSavedBasketPayload>;
+export type UpdateSavedBasketPayload = z.infer<typeof UpdateSavedBasketPayload>;

package/dist/saved-baskets/payloads.js

@@ -0,0 +1,16 @@
+import { z } from 'zod';
+import { RefineUniqueSymbols, RefineWeightingSum } from '../common/refinement';
+import { SavedBasketLeg } from './entities';
+
+const SavedBasketName = z.string().trim().min(1, "Name is required").max(48).describe("Display name, unique per trade account (case-insensitive)");
+const SavedBasketLegs = z.tuple([SavedBasketLeg]).rest(SavedBasketLeg).superRefine(RefineUniqueSymbols).superRefine(RefineWeightingSum).refine((value) => value.length <= 20, "Basket must have at most 20 legs").describe("At least one leg, up to 20");
+const CreateSavedBasketPayload = z.object({
+  name: SavedBasketName,
+  legs: SavedBasketLegs
+}).describe("Save the current basket under a name");
+const UpdateSavedBasketPayload = z.object({
+  name: SavedBasketName.optional(),
+  legs: SavedBasketLegs.optional()
+}).refine((value) => value.name !== void 0 || value.legs !== void 0, "Provide a name or legs to update").describe("Rename a saved basket and/or replace its legs");
+
+export { CreateSavedBasketPayload, UpdateSavedBasketPayload };

package/dist/saved-baskets/responses.d.ts

@@ -0,0 +1,73 @@
+import { z } from 'zod';
+export declare const SavedBasketListResponse: z.ZodObject<{
+    baskets: z.ZodArray<z.ZodObject<{
+        id: z.ZodUUID;
+        name: z.ZodString;
+        legs: z.ZodTuple<[z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>], z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
+        createdAt: z.ZodString;
+        updatedAt: z.ZodString;
+    }, z.core.$strip>>;
+}, z.core.$strip>;
+export type SavedBasketListResponse = z.output<typeof SavedBasketListResponse>;
+export declare const CreateSavedBasketResponse: z.ZodObject<{
+    basket: z.ZodObject<{
+        id: z.ZodUUID;
+        name: z.ZodString;
+        legs: z.ZodTuple<[z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>], z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
+        createdAt: z.ZodString;
+        updatedAt: z.ZodString;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+export type CreateSavedBasketResponse = z.output<typeof CreateSavedBasketResponse>;
+export declare const UpdateSavedBasketResponse: z.ZodObject<{
+    basket: z.ZodObject<{
+        id: z.ZodUUID;
+        name: z.ZodString;
+        legs: z.ZodTuple<[z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>], z.ZodObject<{
+            symbol: z.ZodString;
+            side: z.ZodEnum<{
+                BUY: "BUY";
+                SELL: "SELL";
+            }>;
+            weight: z.ZodNumber;
+        }, z.core.$strip>>;
+        createdAt: z.ZodString;
+        updatedAt: z.ZodString;
+    }, z.core.$strip>;
+}, z.core.$strip>;
+export type UpdateSavedBasketResponse = z.output<typeof UpdateSavedBasketResponse>;

package/dist/saved-baskets/responses.js

@@ -0,0 +1,14 @@
+import { z } from 'zod';
+import { SavedBasket } from './entities';
+
+const SavedBasketListResponse = z.object({
+  baskets: z.array(SavedBasket)
+});
+const CreateSavedBasketResponse = z.object({
+  basket: SavedBasket
+});
+const UpdateSavedBasketResponse = z.object({
+  basket: SavedBasket
+});
+
+export { CreateSavedBasketResponse, SavedBasketListResponse, UpdateSavedBasketResponse };

package/dist/trigger/payloads/conditions.js

@@ -1,6 +1,6 @@
 import { z } from 'zod';
 import { RefineMinimumTwoSymbols, RefineUniqueSymbols, RefineWeightingSum, RefineMinimumOneBuyOneSell, RefineTwoUniqueSymbols } from '../../common/refinement';
-import { Side } from '../../common/schema';
+import { AssetWeight, Side } from '../../common/schema';
 import { Connector } from '../../connector';
 import { InstrumentId } from '../../instrument';
 import { MetricTrack } from '../common';
@@ -11,7 +11,6 @@ const TriggerThreshold = z.number().positive({
 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 WeightedRatioBasketItem = z.object({
   symbol: InstrumentId,
   side: Side,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@pear-protocol/types",
-  "version": "1.4.0",
+  "version": "1.5.0",
   "description": "Pear Protocol Types definitions",
   "private": false,
   "type": "module",