@pear-protocol/types 2.20.0 → 2.22.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (172) hide show
  1. package/dist/bundle.d.ts +1 -0
  2. package/dist/fee/entities.d.ts +1 -0
  3. package/dist/fee/responses.d.ts +26 -0
  4. package/dist/index.js +7355 -3
  5. package/dist/rewards/entities.d.ts +28 -0
  6. package/dist/rewards/payloads.d.ts +7 -0
  7. package/dist/rewards/responses.d.ts +73 -0
  8. package/dist/statistics/queries.d.ts +25 -0
  9. package/dist/statistics/responses.d.ts +120 -0
  10. package/dist/sync/responses.d.ts +1 -0
  11. package/dist/users/entities.d.ts +4 -0
  12. package/dist/users/response.d.ts +3 -0
  13. package/package.json +4 -3
  14. package/dist/auth/api-keys.js +0 -44
  15. package/dist/auth/entities.js +0 -25
  16. package/dist/auth/index.js +0 -4
  17. package/dist/auth/payloads.js +0 -84
  18. package/dist/auth/response.js +0 -82
  19. package/dist/baskets/recommended/entities.js +0 -22
  20. package/dist/baskets/recommended/index.js +0 -2
  21. package/dist/baskets/recommended/responses.js +0 -8
  22. package/dist/baskets/saved/entities.js +0 -23
  23. package/dist/baskets/saved/payloads.js +0 -18
  24. package/dist/baskets/saved/responses.js +0 -14
  25. package/dist/bundle.js +0 -36
  26. package/dist/common/address.js +0 -5
  27. package/dist/common/array.js +0 -17
  28. package/dist/common/client-id.js +0 -5
  29. package/dist/common/hex-string.js +0 -5
  30. package/dist/common/index.js +0 -4
  31. package/dist/common/refinement.js +0 -64
  32. package/dist/common/request.js +0 -24
  33. package/dist/common/response.js +0 -28
  34. package/dist/common/schema.js +0 -18
  35. package/dist/common/trade-legs.js +0 -50
  36. package/dist/connector/index.js +0 -12
  37. package/dist/copy/entities.js +0 -151
  38. package/dist/copy/index.js +0 -5
  39. package/dist/copy/payloads.js +0 -8
  40. package/dist/copy/performance.js +0 -63
  41. package/dist/copy/queries.js +0 -20
  42. package/dist/copy/responses.js +0 -89
  43. package/dist/execution/entities.js +0 -196
  44. package/dist/execution/index.js +0 -3
  45. package/dist/execution/queries.js +0 -18
  46. package/dist/execution/responses.js +0 -12
  47. package/dist/fee/entities.js +0 -34
  48. package/dist/fee/index.js +0 -3
  49. package/dist/fee/queries.js +0 -12
  50. package/dist/fee/responses.js +0 -29
  51. package/dist/fill/entities.js +0 -82
  52. package/dist/fill/index.js +0 -3
  53. package/dist/fill/queries.js +0 -14
  54. package/dist/fill/responses.js +0 -23
  55. package/dist/funding/entities.js +0 -16
  56. package/dist/funding/index.js +0 -3
  57. package/dist/funding/queries.js +0 -8
  58. package/dist/funding/responses.js +0 -11
  59. package/dist/instrument/entities.js +0 -102
  60. package/dist/instrument/index.js +0 -3
  61. package/dist/instrument/queries.js +0 -15
  62. package/dist/instrument/responses.js +0 -20
  63. package/dist/instrument-precision/index.js +0 -56
  64. package/dist/ladder/entities.js +0 -24
  65. package/dist/ladder/index.js +0 -4
  66. package/dist/ladder/payloads.js +0 -96
  67. package/dist/ladder/queries.js +0 -12
  68. package/dist/ladder/responses.js +0 -18
  69. package/dist/leverage/index.js +0 -2
  70. package/dist/leverage/payloads.js +0 -14
  71. package/dist/leverage/response.js +0 -5
  72. package/dist/margin/index.js +0 -2
  73. package/dist/margin/payloads.js +0 -20
  74. package/dist/margin/response.js +0 -11
  75. package/dist/market/entities.js +0 -52
  76. package/dist/market/index.js +0 -4
  77. package/dist/market/payloads.js +0 -11
  78. package/dist/market/queries.js +0 -19
  79. package/dist/market/responses.js +0 -18
  80. package/dist/misc/index.js +0 -2
  81. package/dist/misc/payloads.js +0 -99
  82. package/dist/misc/responses.js +0 -85
  83. package/dist/notification/entities.js +0 -274
  84. package/dist/notification/index.js +0 -4
  85. package/dist/notification/payloads.js +0 -15
  86. package/dist/notification/queries.js +0 -29
  87. package/dist/notification/responses.js +0 -20
  88. package/dist/order/entities.js +0 -81
  89. package/dist/order/index.js +0 -1
  90. package/dist/portfolio/entities.js +0 -77
  91. package/dist/portfolio/index.js +0 -3
  92. package/dist/portfolio/queries.js +0 -34
  93. package/dist/portfolio/responses.js +0 -33
  94. package/dist/position/entities.js +0 -433
  95. package/dist/position/index.js +0 -3
  96. package/dist/position/queries.js +0 -109
  97. package/dist/position/responses.js +0 -41
  98. package/dist/price/entities.js +0 -10
  99. package/dist/price/index.js +0 -3
  100. package/dist/price/queries.js +0 -8
  101. package/dist/price/responses.js +0 -15
  102. package/dist/realtime/channels.js +0 -16
  103. package/dist/realtime/frames.js +0 -140
  104. package/dist/realtime/index.js +0 -6
  105. package/dist/realtime/messages.js +0 -118
  106. package/dist/realtime/public-events.js +0 -92
  107. package/dist/realtime/user-events.js +0 -32
  108. package/dist/realtime/vault-events.js +0 -42
  109. package/dist/rebalance/entities.js +0 -86
  110. package/dist/rebalance/index.js +0 -4
  111. package/dist/rebalance/payloads.js +0 -56
  112. package/dist/rebalance/queries.js +0 -14
  113. package/dist/rebalance/responses.js +0 -41
  114. package/dist/schedule/entities.js +0 -239
  115. package/dist/schedule/index.js +0 -5
  116. package/dist/schedule/payloads.js +0 -85
  117. package/dist/schedule/queries.js +0 -30
  118. package/dist/schedule/randomization.js +0 -15
  119. package/dist/schedule/responses.js +0 -22
  120. package/dist/schedule/twap-config.js +0 -29
  121. package/dist/statistics/entities.js +0 -105
  122. package/dist/statistics/index.js +0 -3
  123. package/dist/statistics/queries.js +0 -93
  124. package/dist/statistics/responses.js +0 -17
  125. package/dist/sync/index.js +0 -2
  126. package/dist/sync/payloads.js +0 -136
  127. package/dist/sync/responses.js +0 -26
  128. package/dist/tca/entities.js +0 -9
  129. package/dist/tca/index.js +0 -3
  130. package/dist/tca/queries.js +0 -14
  131. package/dist/tca/responses.js +0 -126
  132. package/dist/trade/entities.js +0 -101
  133. package/dist/trade/index.js +0 -4
  134. package/dist/trade/payloads.js +0 -84
  135. package/dist/trade/queries.js +0 -9
  136. package/dist/trade/responses.js +0 -25
  137. package/dist/trade-accounts/entities.js +0 -61
  138. package/dist/trade-accounts/index.js +0 -4
  139. package/dist/trade-accounts/payloads.js +0 -132
  140. package/dist/trade-accounts/queries.js +0 -7
  141. package/dist/trade-accounts/response.js +0 -79
  142. package/dist/traders/index.js +0 -2
  143. package/dist/traders/performance.js +0 -21
  144. package/dist/traders/public.js +0 -192
  145. package/dist/trigger/common/index.js +0 -39
  146. package/dist/trigger/entities/conditions.js +0 -174
  147. package/dist/trigger/entities/index.js +0 -257
  148. package/dist/trigger/index.js +0 -9
  149. package/dist/trigger/oracle.js +0 -22
  150. package/dist/trigger/payloads/conditions.js +0 -213
  151. package/dist/trigger/payloads/config.js +0 -3
  152. package/dist/trigger/payloads/index.js +0 -173
  153. package/dist/trigger/queries.js +0 -16
  154. package/dist/trigger/refinement/index.js +0 -2
  155. package/dist/trigger/refinement/static.refinement.js +0 -50
  156. package/dist/trigger/refinement/trailing.refinement.js +0 -83
  157. package/dist/trigger/responses.js +0 -18
  158. package/dist/triggers/entities.js +0 -27
  159. package/dist/triggers/index.js +0 -3
  160. package/dist/triggers/queries.js +0 -10
  161. package/dist/triggers/responses.js +0 -9
  162. package/dist/users/entities.js +0 -45
  163. package/dist/users/index.js +0 -4
  164. package/dist/users/payloads.js +0 -33
  165. package/dist/users/queries.js +0 -8
  166. package/dist/users/response.js +0 -27
  167. package/dist/vaults/entities.js +0 -96
  168. package/dist/vaults/index.js +0 -4
  169. package/dist/vaults/payloads.js +0 -65
  170. package/dist/vaults/queries.js +0 -66
  171. package/dist/vaults/responses.js +0 -368
  172. /package/dist/{baskets/saved/index.js → rewards/index.d.ts} +0 -0
@@ -1,433 +0,0 @@
1
- import { z } from 'zod';
2
- import { SignedDecimalString, UnsignedDecimalString } from '../common/schema';
3
- import { Connector } from '../connector';
4
- import { InstrumentId } from '../instrument';
5
-
6
- const PositionStatus = z.enum([
7
- "OPEN",
8
- "CLOSED"
9
- ]);
10
- const PositionClosedReason = z.enum([
11
- "NETTED",
12
- "USER",
13
- "LIQUIDATED"
14
- ]);
15
- const PositionOrigin = z.enum([
16
- "PEAR",
17
- "EXTERNAL",
18
- "PARTIAL"
19
- ]);
20
- const PositionExposure = z.record(InstrumentId, SignedDecimalString);
21
- const PositionInitialExposureUSD = z.record(InstrumentId, SignedDecimalString);
22
- const PositionTotalFundingPayment = z.record(InstrumentId, SignedDecimalString);
23
- const PositionEntryPrices = z.record(InstrumentId, UnsignedDecimalString);
24
- const Position = z.object({
25
- /**
26
- * Position UUID
27
- */
28
- id: z.uuid(),
29
- /**
30
- * Trade account UUID
31
- */
32
- tradeAccountId: z.uuid(),
33
- /**
34
- * Connector
35
- */
36
- connector: Connector,
37
- /**
38
- * Position status
39
- */
40
- status: PositionStatus,
41
- /**
42
- * Closed reason
43
- */
44
- closedReason: PositionClosedReason.nullable().optional(),
45
- origin: PositionOrigin,
46
- /** The subscription that opened this position, retained after copying stops. */
47
- copySubscriptionId: z.uuid().optional(),
48
- /** Whether the existing copy eligibility rules still allow this position to follow its leader. */
49
- isCopying: z.boolean().optional(),
50
- /**
51
- * Position exposure
52
- */
53
- exposure: PositionExposure,
54
- /**
55
- * Whether a backfilled fill invalidated historical metrics derived from this position.
56
- */
57
- unstableHistoricalData: z.boolean(),
58
- totalFundingPayment: PositionTotalFundingPayment,
59
- /**
60
- * Closed at timestamp
61
- */
62
- closedAt: z.string().nullable().optional(),
63
- /**
64
- * The exposure expressed in USD at the time
65
- * the position was opened. It does not change
66
- * on adjustments, and is only used for UI purposes.
67
- */
68
- initialExposureUSD: PositionInitialExposureUSD,
69
- /**
70
- * Per-instrument entry (cost-basis) price, derived from the fills ledger. Unlike
71
- * initialExposureUSD, this DOES account for adjustments — it is the live weighted-average
72
- * entry price of the current exposure.
73
- */
74
- entryPrices: PositionEntryPrices,
75
- createdAt: z.string(),
76
- updatedAt: z.string()
77
- });
78
- const ClosedPositionLegSide = z.enum([
79
- "LONG",
80
- "SHORT"
81
- ]);
82
- const PositionStepLeg = z.discriminatedUnion("kind", [
83
- z.object({
84
- kind: z.literal("INCREASE"),
85
- asset: InstrumentId,
86
- side: z.enum([
87
- "BUY",
88
- "SELL"
89
- ]),
90
- quantity: UnsignedDecimalString,
91
- /** "0" on an unpriceable synthetic — the ledger recorded no price to report. */
92
- price: UnsignedDecimalString,
93
- /** The venue's charge and Pear's, kept apart. Signed, so a maker rebate reads negative. */
94
- tradeFee: SignedDecimalString,
95
- pearFee: SignedDecimalString
96
- }),
97
- z.object({
98
- kind: z.literal("REDUCE"),
99
- asset: InstrumentId,
100
- side: z.enum([
101
- "BUY",
102
- "SELL"
103
- ]),
104
- /** The quantity that actually closed. On a flip this is less than the fill's own size. */
105
- quantity: UnsignedDecimalString,
106
- price: UnsignedDecimalString,
107
- /** The running cost basis this reduction closed against, as the PnL walk held it. */
108
- entryBasis: UnsignedDecimalString,
109
- /** (price − entryBasis) × quantity, signed by direction. Booked by the walk, not re-derived. */
110
- grossPnl: SignedDecimalString,
111
- tradeFee: SignedDecimalString,
112
- pearFee: SignedDecimalString
113
- }),
114
- z.object({
115
- kind: z.literal("REDUCE_UNPRICED"),
116
- asset: InstrumentId,
117
- side: z.enum([
118
- "BUY",
119
- "SELL"
120
- ]),
121
- quantity: UnsignedDecimalString,
122
- tradeFee: SignedDecimalString,
123
- pearFee: SignedDecimalString
124
- })
125
- ]);
126
- const PositionStep = z.object({
127
- /**
128
- * The execution that placed these fills. Absent when the fills recorded none, in
129
- * which case the step was grouped by fill time and is best effort.
130
- */
131
- executionId: z.string().optional(),
132
- /** When the step's fills landed. */
133
- at: z.string(),
134
- /** Realized PnL this step booked: the sum of its reductions. "+0" for a pure increase. */
135
- grossPnl: SignedDecimalString,
136
- legs: z.array(PositionStepLeg)
137
- });
138
- const ClosedPositionLeg = z.object({
139
- asset: InstrumentId,
140
- side: ClosedPositionLegSide,
141
- /** Size-weighted average price the leg opened at. Absent with no priced entry. */
142
- entryVwap: UnsignedDecimalString.optional(),
143
- /** Size-weighted average price the leg closed at. Absent when nothing closed at a known price. */
144
- exitVwap: UnsignedDecimalString.optional(),
145
- /** Realized PnL before fees. */
146
- grossPnl: SignedDecimalString,
147
- /** Realized PnL after fees. */
148
- netPnl: SignedDecimalString,
149
- /** Signed: a venue maker rebate makes a fee negative. */
150
- totalFees: SignedDecimalString,
151
- tradeFees: SignedDecimalString,
152
- pearFees: SignedDecimalString,
153
- /**
154
- * Funding attributed to this leg over the position's life (signed; negative = net paid).
155
- *
156
- * Reported beside netPnl, never folded into it: netPnl carries the same fills-only
157
- * meaning here as in /portfolio, and funding is a separate cash flow. A caller that
158
- * wants the leg's all-in result adds the two.
159
- */
160
- funding: SignedDecimalString,
161
- /**
162
- * Peak cash this leg alone had committed at one time — the leg's ROI denominator.
163
- * "0" is an omission sentinel, not free entry: a zero-price synthetic opened part of
164
- * the leg's basis, so its committed cash is unknowable and no return divides by it.
165
- */
166
- entryNotional: UnsignedDecimalString,
167
- /**
168
- * Size closed at a known price. With undeterminedSize this accounts for every unit
169
- * the leg closed, so the total closed size is the sum of the two. It is not reported
170
- * separately, because a value derivable from two others can only drift.
171
- */
172
- exitQuantity: UnsignedDecimalString,
173
- /**
174
- * Closed size whose PnL is unpriceable, because it closed against a 0-price
175
- * synthetic or against an entry basis that was itself unpriced. It contributes
176
- * nothing to grossPnl or exitVwap.
177
- */
178
- undeterminedSize: UnsignedDecimalString
179
- });
180
- const ClosedPosition = z.object({
181
- positionId: z.uuid(),
182
- connector: Connector,
183
- /** Lifecycle tag naming which history shape this row carries; each endpoint serves one of them. */
184
- status: z.literal("CLOSED"),
185
- /** When the position opened. */
186
- openedAt: z.string(),
187
- /** When the position closed. Falls back to the last update for rows that never recorded a close. */
188
- closedAt: z.string(),
189
- closedReason: PositionClosedReason.optional(),
190
- origin: PositionOrigin,
191
- /** The subscription that opened this position, retained after its lifecycle closes. */
192
- copySubscriptionId: z.uuid().optional(),
193
- /** A closed copy position no longer follows its leader, regardless of subscription status. */
194
- isCopying: z.literal(false).optional(),
195
- grossPnl: SignedDecimalString,
196
- netPnl: SignedDecimalString,
197
- totalFees: SignedDecimalString,
198
- tradeFees: SignedDecimalString,
199
- pearFees: SignedDecimalString,
200
- /**
201
- * Funding attributed to the whole position (signed; negative = net paid).
202
- *
203
- * Totals every asset the position carried exposure on, which can exceed the sum of
204
- * the legs: funding follows exposure, and an asset with exposure but no confirmed
205
- * fill earns no leg. Summing the legs instead would understate what the position paid.
206
- *
207
- * Reported beside netPnl, never folded into it. See the leg field's note.
208
- */
209
- totalFunding: SignedDecimalString,
210
- /**
211
- * Peak cash the whole position had committed at one time — the ROI denominator.
212
- * "0" is an omission sentinel, not free entry: a zero-price synthetic opened part of
213
- * the basis, so committed cash is unknowable and clients must not divide by it.
214
- */
215
- entryNotional: UnsignedDecimalString,
216
- /**
217
- * Proceeds of the priced closes. Understates whenever part of the position closed
218
- * unpriceably — exitNotionalComplete says whether that happened.
219
- */
220
- exitNotional: UnsignedDecimalString,
221
- /**
222
- * True when every closed unit had a known price, so exitNotional is the whole story.
223
- *
224
- * This is NOT the negation of hasSyntheticFills. A synthetic fill can carry a real
225
- * price and stay complete, and a priced closing fill still breaks completeness when
226
- * the entry basis it closed against was unpriced.
227
- */
228
- exitNotionalComplete: z.boolean(),
229
- /** Whether any fill on the position was a synthetic bridge fill (gap/gone reconstruction). */
230
- hasSyntheticFills: z.boolean(),
231
- /** Whether any fill is still PROVISIONAL, so fees and net PnL may still settle. */
232
- hasProvisionalFills: z.boolean(),
233
- /** Whether a backfilled fill made this position's historical metrics unreliable. */
234
- unstableHistoricalData: z.boolean(),
235
- longAssets: z.array(InstrumentId),
236
- shortAssets: z.array(InstrumentId),
237
- legs: z.array(ClosedPositionLeg),
238
- /**
239
- * What happened to the position, oldest first: the open, every add, every reduction
240
- * and the close. `legs` says how each asset finished; this says how it got there.
241
- *
242
- * Absent unless the request asks for it, because the array is unbounded — one entry
243
- * per recorded action, so a heavily traded position produces a long one. `openedAt`
244
- * carries the open time that step 1 would otherwise have been the only source of.
245
- */
246
- steps: z.array(PositionStep).optional()
247
- });
248
- const OpenPositionLeg = z.object({
249
- asset: InstrumentId,
250
- side: ClosedPositionLegSide,
251
- /** Everything the leg has already closed. */
252
- realized: z.object({
253
- /**
254
- * Size closed at a known price so far. With `unpricedQuantity` this accounts for
255
- * every unit the leg has closed.
256
- */
257
- quantity: UnsignedDecimalString,
258
- /**
259
- * Closed size whose PnL is unpriceable, because it closed against a 0-price
260
- * synthetic or against an entry basis that was itself unpriced. It contributes
261
- * nothing to `grossPnl` or `exitVwap`.
262
- */
263
- unpricedQuantity: UnsignedDecimalString,
264
- /** Size-weighted average price the leg has reduced at so far. Absent when nothing closed at a known price. */
265
- exitVwap: UnsignedDecimalString.optional(),
266
- /** PnL booked so far, before fees. */
267
- grossPnl: SignedDecimalString,
268
- /**
269
- * PnL booked so far, after every fee charged to date. Entry fees are charged in
270
- * full at entry — including on size that has not closed yet — so this understates
271
- * until the leg is flat. Lead with `grossPnl` for a live reading.
272
- */
273
- netPnl: SignedDecimalString
274
- }),
275
- /**
276
- * What the leg still holds: the inputs to an unrealized figure, never the figure itself.
277
- */
278
- remaining: z.object({
279
- /**
280
- * The quantity the leg still holds, signed the way `PositionExposure` signs
281
- * exposure: `+6` for a long remainder, `-4` for a short one, so a consumer
282
- * never has to recombine with `side` before doing arithmetic. "+0" is a real
283
- * answer: a leg can walk to flat while the position it belongs to stays open.
284
- */
285
- quantity: SignedDecimalString,
286
- /**
287
- * Weighted-average price that remaining quantity was opened at. Absent when the
288
- * leg is flat, and absent when what remains was opened against an unpriceable
289
- * basis — `quantity` tells the two absences apart.
290
- */
291
- entryVwap: UnsignedDecimalString.optional()
292
- }),
293
- /** Signed: a venue maker rebate makes a fee negative. Charged across the leg's whole life. */
294
- totalFees: SignedDecimalString,
295
- tradeFees: SignedDecimalString,
296
- pearFees: SignedDecimalString,
297
- /**
298
- * Funding attributed to this leg so far (signed; negative = net paid).
299
- *
300
- * Reported beside realized.netPnl, never folded into it — the same rule as
301
- * ClosedPositionLeg. A caller that wants the leg's all-in result adds the two.
302
- *
303
- * Best-effort: funding payments carry no position id, so attribution walks
304
- * exposure snapshots and under-attributes whenever untracked or external
305
- * exposure shared the account. The account-level funding total is authoritative.
306
- */
307
- funding: SignedDecimalString
308
- });
309
- const OpenPosition = z.object({
310
- positionId: z.uuid(),
311
- connector: Connector,
312
- /** Lifecycle tag naming which history shape this row carries; each endpoint serves one of them. */
313
- status: z.literal("OPEN"),
314
- /** When the position opened — the immutable primary sort key for this history. */
315
- openedAt: z.string(),
316
- /** The position's last update, independent of the page cursor. */
317
- updatedAt: z.string(),
318
- origin: PositionOrigin,
319
- /** The subscription that opened this position, retained after copying stops. */
320
- copySubscriptionId: z.uuid().optional(),
321
- /** Whether the existing copy eligibility rules still allow this position to follow its leader. */
322
- isCopying: z.boolean().optional(),
323
- /**
324
- * Realized PnL booked so far, before fees. Qualified because the position is still
325
- * live, and revisable while it is — see netCashflow on reconciliation.
326
- */
327
- realizedGrossPnl: SignedDecimalString,
328
- /** Lifetime executed USD turnover, including opening and closing fills. */
329
- volume: UnsignedDecimalString.describe("Lifetime executed USD turnover across opening and closing fills"),
330
- /** Gross unrealized PnL at current marks; missing marks or entry basis can make this total partial. */
331
- grossUpnl: SignedDecimalString.describe("Gross unrealized USD PnL at current marks; missing marks or entry basis can make this total partial; excludes fees and funding"),
332
- /**
333
- * Cash booked so far: realized gross PnL minus every fee charged to date. Not a
334
- * settled return on closed quantity — it books every fee charged so far, including
335
- * entry fees on still-open size. Fee timing distorts it in two directions while
336
- * open: entry fees are charged in full at entry (understates), and a provisional
337
- * fill carries no fees yet (overstates). A provisional fill also revises its own
338
- * price and quantity when it reconciles, so this and realizedGrossPnl can each
339
- * change between two reads of a position that did not trade in between. Equals
340
- * /positions/closed's netPnl once the position is flat. Lead with realizedGrossPnl
341
- * for a live reading.
342
- */
343
- netCashflow: SignedDecimalString,
344
- totalFees: SignedDecimalString,
345
- tradeFees: SignedDecimalString,
346
- pearFees: SignedDecimalString,
347
- /**
348
- * Funding attributed to the position so far (signed; negative = net paid).
349
- *
350
- * Totals every asset the position carried exposure on, which can exceed the sum
351
- * of the legs: funding follows exposure, and an asset with exposure but no fill
352
- * earns no leg. Reported beside netCashflow, never folded into it.
353
- *
354
- * Best-effort: funding payments carry no position id, so attribution walks
355
- * exposure snapshots and under-attributes whenever untracked or external
356
- * exposure shared the account. The account-level funding total is authoritative.
357
- */
358
- totalFunding: SignedDecimalString,
359
- /**
360
- * The exposure expressed in USD at the time the position was opened. It does not
361
- * change on adjustments, and is only used for UI purposes — exactly the figure
362
- * /positions reports.
363
- */
364
- initialExposureUSD: PositionInitialExposureUSD,
365
- /** Whether any fill on the position was a synthetic bridge fill (gap/gone reconstruction). */
366
- hasSyntheticFills: z.boolean(),
367
- /**
368
- * Whether any fill on the position is still PROVISIONAL — the runtime flag that
369
- * this row's economics are still settling, since a UI cannot read a JSDoc caveat.
370
- * Independent of hasSyntheticFills: a row can have either, both or neither.
371
- */
372
- hasProvisionalFills: z.boolean(),
373
- /** Whether a backfilled fill made this position's historical metrics unreliable. */
374
- unstableHistoricalData: z.boolean(),
375
- /**
376
- * Every asset the ledger recorded, each carrying its own side.
377
- *
378
- * Unlike ClosedPosition there is no separate longAssets / shortAssets pair: the two would
379
- * restate exactly what the legs already say. They survive on the closed shape because
380
- * portfolio analytics keys its pair breakdown on them; nothing keys anything on this
381
- * endpoint. A caller wanting the basket sides groups the legs by `side`.
382
- */
383
- legs: z.array(OpenPositionLeg),
384
- /**
385
- * What has happened to the position so far, oldest first. The step shape is
386
- * status-agnostic — it describes what a fill did, and an open position's history
387
- * is made of the same actions — so both histories use PositionStep verbatim.
388
- *
389
- * Absent unless the request asks for it, because the array is unbounded.
390
- */
391
- steps: z.array(PositionStep).optional()
392
- });
393
- const VaultOpenPositionLeg = OpenPositionLeg.pick({
394
- asset: true,
395
- side: true,
396
- realized: true,
397
- remaining: true
398
- });
399
- const VaultOpenPosition = OpenPosition.pick({
400
- positionId: true,
401
- status: true,
402
- connector: true,
403
- openedAt: true,
404
- updatedAt: true,
405
- realizedGrossPnl: true,
406
- netCashflow: true
407
- }).extend({
408
- legs: z.array(VaultOpenPositionLeg)
409
- });
410
- const VaultClosedPositionLeg = ClosedPositionLeg.pick({
411
- asset: true,
412
- side: true,
413
- entryVwap: true,
414
- exitVwap: true,
415
- entryNotional: true,
416
- grossPnl: true,
417
- netPnl: true
418
- });
419
- const VaultClosedPosition = ClosedPosition.pick({
420
- positionId: true,
421
- status: true,
422
- connector: true,
423
- openedAt: true,
424
- closedAt: true,
425
- closedReason: true,
426
- grossPnl: true,
427
- netPnl: true,
428
- hasProvisionalFills: true
429
- }).extend({
430
- legs: z.array(VaultClosedPositionLeg)
431
- });
432
-
433
- export { ClosedPosition, ClosedPositionLeg, ClosedPositionLegSide, OpenPosition, OpenPositionLeg, Position, PositionClosedReason, PositionEntryPrices, PositionExposure, PositionInitialExposureUSD, PositionOrigin, PositionStatus, PositionStep, PositionStepLeg, PositionTotalFundingPayment, VaultClosedPosition, VaultClosedPositionLeg, VaultOpenPosition, VaultOpenPositionLeg };
@@ -1,3 +0,0 @@
1
- export * from './entities';
2
- export * from './queries';
3
- export * from './responses';
@@ -1,109 +0,0 @@
1
- import { z } from 'zod';
2
- import { normalizeArray, CursorFindParams } from '../common';
3
- import { Connector } from '../connector';
4
-
5
- const OrderBy = z.union([
6
- z.literal("createdAt"),
7
- z.literal("-createdAt"),
8
- z.literal("updatedAt"),
9
- z.literal("-updatedAt")
10
- ]);
11
- const StatusEnum = z.enum([
12
- "OPEN",
13
- "CLOSED"
14
- ]);
15
- const StatusArray = z.preprocess((arg) => normalizeArray(arg), z.array(StatusEnum));
16
- const PositionListParams = CursorFindParams.extend({
17
- /**
18
- * Connector filter
19
- */
20
- connector: Connector.optional(),
21
- /**
22
- * Status filter
23
- */
24
- status: StatusArray.optional(),
25
- /**
26
- * Order by field
27
- */
28
- orderBy: OrderBy.default("-createdAt")
29
- });
30
- const ClosedPositionListParams = CursorFindParams.extend({
31
- /**
32
- * Capped below the shared 2000 because every row drags its fills along — 2000
33
- * closed positions could pull tens of thousands of fill rows into one response.
34
- */
35
- limit: z.coerce.number().int().positive().max(200).optional().default(20),
36
- /**
37
- * Inclusive bounds on the close time. They filter the same
38
- * `coalesce(closed_at, updated_at)` expression the ordering and cursor use, so
39
- * filtering and paging cannot disagree. Absent means unbounded.
40
- */
41
- startDate: z.string().optional(),
42
- endDate: z.string().optional(),
43
- /**
44
- * Narrows the page to one closed position. The only scope `includeSteps` may be
45
- * asked at — see the refinement below.
46
- */
47
- positionId: z.uuid().optional(),
48
- /**
49
- * Whether to return each position's `steps` timeline. Off by default because the array
50
- * is unbounded, and a caller listing history rarely needs every recorded action of
51
- * every row. `openedAt` is always present, so omitting steps costs no timestamp.
52
- *
53
- * Accepts a real boolean from an SDK caller and its text form from a query string.
54
- * Deliberately not `z.coerce.boolean()`, which reads the string "false" as true and
55
- * so cannot be switched off from a URL at all.
56
- */
57
- includeSteps: z.union([
58
- z.boolean(),
59
- z.stringbool()
60
- ]).optional().default(false)
61
- }).refine((params) => !params.includeSteps || params.positionId !== void 0, {
62
- path: [
63
- "includeSteps"
64
- ],
65
- message: "includeSteps requires positionId"
66
- });
67
- const OpenPositionListParams = CursorFindParams.extend({
68
- /**
69
- * Capped below the shared 2000 because every row drags its fills along — one page
70
- * of open positions can pull thousands of fill rows into one response.
71
- */
72
- limit: z.coerce.number().int().positive().max(200).optional().default(20),
73
- /**
74
- * Narrows the page to one open position. The only scope `includeSteps` may be
75
- * asked at — see the refinement below.
76
- */
77
- positionId: z.uuid().optional(),
78
- /**
79
- * Whether to return each position's `steps` timeline. Off by default because the array
80
- * is unbounded, and a caller listing history rarely needs every recorded action of
81
- * every row. `openedAt` is always present, so omitting steps costs no timestamp.
82
- *
83
- * Accepts a real boolean from an SDK caller and its text form from a query string.
84
- * Deliberately not `z.coerce.boolean()`, which reads the string "false" as true and
85
- * so cannot be switched off from a URL at all.
86
- */
87
- includeSteps: z.union([
88
- z.boolean(),
89
- z.stringbool()
90
- ]).optional().default(false)
91
- }).refine((params) => !params.includeSteps || params.positionId !== void 0, {
92
- path: [
93
- "includeSteps"
94
- ],
95
- message: "includeSteps requires positionId"
96
- });
97
- const VaultOpenPositionListParams = CursorFindParams.extend({
98
- /** Same cap as the private open history: every row drags its fills along. */
99
- limit: z.coerce.number().int().positive().max(200).optional().default(20)
100
- }).strict();
101
- const VaultClosedPositionListParams = CursorFindParams.extend({
102
- /** Same cap as the private closed history: every row drags its fills along. */
103
- limit: z.coerce.number().int().positive().max(200).optional().default(20),
104
- /** Inclusive bounds on the close time, exactly as `ClosedPositionListParams` defines them. */
105
- startDate: z.string().optional(),
106
- endDate: z.string().optional()
107
- }).strict();
108
-
109
- export { ClosedPositionListParams, OpenPositionListParams, PositionListParams, VaultClosedPositionListParams, VaultOpenPositionListParams };
@@ -1,41 +0,0 @@
1
- import { z } from 'zod';
2
- import { CursorResponse } from '../common';
3
- import { EthereumAddress } from '../common/address';
4
- import { SignedDecimalString } from '../common/schema';
5
- import { Connector } from '../connector';
6
- import { InstrumentId } from '../instrument';
7
- import { Position, PositionOrigin, ClosedPosition, OpenPosition, VaultOpenPosition, VaultClosedPosition } from './entities';
8
-
9
- const PositionListResponse = CursorResponse.extend({
10
- positions: z.array(Position)
11
- });
12
- const OpenPositionLite = z.object({
13
- id: z.uuid(),
14
- /** The subscription that opened the position is identified only in this authenticated read. */
15
- copySubscriptionId: z.uuid().optional(),
16
- positionKey: z.string().trim().min(1, "positionKey must be non-empty"),
17
- createdAt: z.iso.datetime(),
18
- exposure: z.record(InstrumentId, SignedDecimalString),
19
- status: z.literal("OPEN"),
20
- origin: PositionOrigin,
21
- connector: Connector
22
- });
23
- const OpenPositionLiteListResponse = z.object({
24
- positions: z.array(OpenPositionLite)
25
- });
26
- const ClosedPositionListResponse = CursorResponse.extend({
27
- positions: z.array(ClosedPosition)
28
- });
29
- const OpenPositionListResponse = CursorResponse.extend({
30
- positions: z.array(OpenPosition)
31
- });
32
- const VaultOpenPositionListResponse = CursorResponse.extend({
33
- vaultAddress: EthereumAddress,
34
- positions: z.array(VaultOpenPosition)
35
- });
36
- const VaultClosedPositionListResponse = CursorResponse.extend({
37
- vaultAddress: EthereumAddress,
38
- positions: z.array(VaultClosedPosition)
39
- });
40
-
41
- export { ClosedPositionListResponse, OpenPositionListResponse, OpenPositionLite, OpenPositionLiteListResponse, PositionListResponse, VaultClosedPositionListResponse, VaultOpenPositionListResponse };
@@ -1,10 +0,0 @@
1
- import { z } from 'zod';
2
- import { InstrumentId } from '../instrument';
3
-
4
- const PriceSource = z.enum([
5
- "mid",
6
- "mark"
7
- ]);
8
- const InstrumentPriceMap = z.record(InstrumentId, z.string());
9
-
10
- export { InstrumentPriceMap, PriceSource };
@@ -1,3 +0,0 @@
1
- export * from './entities';
2
- export * from './queries';
3
- export * from './responses';
@@ -1,8 +0,0 @@
1
- import { z } from 'zod';
2
- import { Connector } from '../connector';
3
-
4
- const PricesQueryParams = z.object({
5
- connector: Connector
6
- });
7
-
8
- export { PricesQueryParams };
@@ -1,15 +0,0 @@
1
- import { z } from 'zod';
2
- import { InstrumentPriceMap } from './entities';
3
-
4
- const PricesResponse = z.object({
5
- /**
6
- * Mid prices for instruments
7
- */
8
- mid: InstrumentPriceMap,
9
- /**
10
- * Mark prices for instruments
11
- */
12
- mark: InstrumentPriceMap
13
- });
14
-
15
- export { PricesResponse };
@@ -1,16 +0,0 @@
1
- import { z } from 'zod';
2
-
3
- const WebsocketPublicChannel = z.enum([
4
- "prices",
5
- "funding",
6
- "trades"
7
- ]);
8
- const WebsocketChannel = z.enum([
9
- ...WebsocketPublicChannel.options,
10
- "trigger_events",
11
- "user_events",
12
- "vault_events",
13
- "vault_management"
14
- ]);
15
-
16
- export { WebsocketChannel, WebsocketPublicChannel };