@pear-protocol/types 2.21.0 → 2.22.0

package/dist/order/entities.js

@@ -1,81 +0,0 @@
-import { z } from 'zod';
-import { UnsignedDecimalString, Side } from '../common/schema';
-import { Connector } from '../connector';
-import { InstrumentId } from '../instrument';
-
-const OrderStatus = z.enum([
-  "PENDING",
-  "PARTIAL",
-  "FILLED",
-  "CANCELLED",
-  "REJECTED"
-]);
-const BaseOrder = z.object({
-  /**
-  * Order UUID
-  */
-  id: z.uuid(),
-  /**
-  * Connector
-  */
-  connector: Connector,
-  /**
-  * Order status
-  */
-  status: OrderStatus,
-  /**
-  * Error message
-  */
-  error: z.string().optional(),
-  /**
-  * Venue-specific error code for the failure, when the venue provided one
-  */
-  errorCode: z.string().optional(),
-  /**
-  * Created at timestamp
-  */
-  createdAt: z.string(),
-  /**
-  * Updated at timestamp
-  */
-  updatedAt: z.string()
-});
-const MarketOrder = BaseOrder.extend({
-  /**
-  * Order type
-  */
-  type: z.literal("MARKET"),
-  /**
-  * Instrument ID
-  */
-  symbol: InstrumentId,
-  /**
-  * Side
-  */
-  side: Side,
-  /**
-  * Reduce only flag
-  */
-  reduceOnly: z.boolean(),
-  /**
-  * Contract quantity to trade
-  */
-  quantity: UnsignedDecimalString,
-  /**
-  * Price
-  */
-  price: UnsignedDecimalString,
-  /**
-  * Filled contract quantity
-  */
-  filledQuantity: UnsignedDecimalString,
-  /**
-  * Filled price
-  */
-  filledPrice: UnsignedDecimalString.optional()
-});
-const Order = z.discriminatedUnion("type", [
-  BaseOrder.extend(MarketOrder.shape)
-]);
-
-export { MarketOrder, Order, OrderStatus };

package/dist/order/index.js

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

package/dist/portfolio/entities.js

@@ -1,77 +0,0 @@
-import { z } from 'zod';
-
-const NullableNumber = z.number().nullable();
-const PortfolioCashflowAmounts = z.object({
-  grossPnl: z.number(),
-  tradeFees: z.number(),
-  pearFees: z.number(),
-  netCashflow: z.number(),
-  funding: z.number(),
-  netCashflowWithFunding: z.number(),
-  undeterminedQuantityByAsset: z.record(z.string(), z.number())
-});
-const PortfolioCashflowSeriesPoint = PortfolioCashflowAmounts.extend({
-  periodStart: z.string(),
-  periodEnd: z.string()
-});
-const PortfolioCashflowIntervals = z.object({
-  oneDay: z.array(PortfolioCashflowSeriesPoint),
-  oneWeek: z.array(PortfolioCashflowSeriesPoint),
-  oneMonth: z.array(PortfolioCashflowSeriesPoint),
-  oneYear: z.array(PortfolioCashflowSeriesPoint),
-  all: z.array(PortfolioCashflowSeriesPoint)
-});
-const PortfolioVolumeAmounts = z.object({
-  total: z.number()
-});
-const PortfolioVolumeSeriesPoint = z.object({
-  periodStart: z.string(),
-  periodEnd: z.string(),
-  volume: z.number()
-});
-const PortfolioVolumeIntervals = z.object({
-  oneDay: z.array(PortfolioVolumeSeriesPoint),
-  oneWeek: z.array(PortfolioVolumeSeriesPoint),
-  oneMonth: z.array(PortfolioVolumeSeriesPoint),
-  oneYear: z.array(PortfolioVolumeSeriesPoint),
-  all: z.array(PortfolioVolumeSeriesPoint)
-});
-const PortfolioClosedPositionStats = z.object({
-  totalPositions: z.number(),
-  wins: z.number(),
-  losses: z.number(),
-  hitRate: NullableNumber,
-  profitFactor: NullableNumber,
-  avgWinSize: NullableNumber,
-  avgLossSize: NullableNumber,
-  netPnl: z.number(),
-  positionPnls: z.array(z.number()),
-  positionReturns: z.array(z.number())
-});
-const PortfolioPairBreakdown = z.object({
-  key: z.string(),
-  longAssets: z.array(z.string()),
-  shortAssets: z.array(z.string()),
-  positions: z.number(),
-  wins: z.number(),
-  losses: z.number(),
-  hitRate: NullableNumber,
-  profitFactor: NullableNumber,
-  expectancy: z.number(),
-  grossPnl: z.number(),
-  tradeFees: z.number(),
-  pearFees: z.number(),
-  netPnl: z.number(),
-  // Signed share of closed-position net PnL; null when the closed book is zero.
-  bookPercent: NullableNumber
-});
-const PortfolioOpenSnapshot = z.object({
-  openInterest: z.number(),
-  unrealizedPnl: z.number()
-});
-const PortfolioAnalyticsConfig = z.object({
-  startDate: z.string(),
-  endDate: z.string()
-});
-
-export { NullableNumber, PortfolioAnalyticsConfig, PortfolioCashflowAmounts, PortfolioCashflowIntervals, PortfolioCashflowSeriesPoint, PortfolioClosedPositionStats, PortfolioOpenSnapshot, PortfolioPairBreakdown, PortfolioVolumeAmounts, PortfolioVolumeIntervals, PortfolioVolumeSeriesPoint };

package/dist/portfolio/index.js

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

package/dist/portfolio/queries.js

@@ -1,34 +0,0 @@
-import { z } from 'zod';
-
-const PortfolioSource = z.enum([
-  "all",
-  "pear"
-]);
-const PortfolioQuery = z.object({
-  startDate: z.string().optional().describe("Inclusive portfolio range start."),
-  endDate: z.string().optional().describe("Exclusive portfolio range end."),
-  // "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().describe("Inclusive analytics range start."),
-  endDate: z.string().optional().describe("Exclusive analytics range end."),
-  interval: PortfolioAnalyticsInterval.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.js

@@ -1,33 +0,0 @@
-import { z } from 'zod';
-import { PortfolioOpenSnapshot, PortfolioClosedPositionStats, PortfolioVolumeAmounts, PortfolioVolumeIntervals, PortfolioCashflowAmounts, PortfolioCashflowIntervals, PortfolioAnalyticsConfig, PortfolioVolumeSeriesPoint, PortfolioPairBreakdown, PortfolioCashflowSeriesPoint } from './entities';
-
-const PortfolioResponse = z.object({
-  /** Historical accounting or the current open snapshot still uses provisional fills. */
-  hasProvisionalFills: z.boolean(),
-  realizedCashflow: PortfolioCashflowAmounts.extend({
-    fundingSynced: z.boolean(),
-    intervals: PortfolioCashflowIntervals.optional()
-  }),
-  closedPositionStats: PortfolioClosedPositionStats,
-  openSnapshot: PortfolioOpenSnapshot,
-  volume: PortfolioVolumeAmounts.extend({
-    intervals: PortfolioVolumeIntervals.optional()
-  })
-});
-const PortfolioAnalyticsResponse = z.object({
-  config: PortfolioAnalyticsConfig,
-  /** Historical accounting or the current open snapshot still uses provisional fills. */
-  hasProvisionalFills: z.boolean(),
-  realizedCashflow: PortfolioCashflowAmounts.extend({
-    fundingSynced: z.boolean(),
-    series: z.array(PortfolioCashflowSeriesPoint).optional()
-  }),
-  closedPositionStats: PortfolioClosedPositionStats,
-  pairBreakdown: z.array(PortfolioPairBreakdown),
-  openSnapshot: PortfolioOpenSnapshot,
-  volume: PortfolioVolumeAmounts.extend({
-    series: z.array(PortfolioVolumeSeriesPoint).optional()
-  })
-});
-
-export { PortfolioAnalyticsResponse, PortfolioResponse };

package/dist/position/entities.js

@@ -1,433 +0,0 @@
-import { z } from 'zod';
-import { SignedDecimalString, UnsignedDecimalString } from '../common/schema';
-import { Connector } from '../connector';
-import { InstrumentId } from '../instrument';
-
-const PositionStatus = z.enum([
-  "OPEN",
-  "CLOSED"
-]);
-const PositionClosedReason = z.enum([
-  "NETTED",
-  "USER",
-  "LIQUIDATED"
-]);
-const PositionOrigin = z.enum([
-  "PEAR",
-  "EXTERNAL",
-  "PARTIAL"
-]);
-const PositionExposure = z.record(InstrumentId, SignedDecimalString);
-const PositionInitialExposureUSD = z.record(InstrumentId, SignedDecimalString);
-const PositionTotalFundingPayment = z.record(InstrumentId, SignedDecimalString);
-const PositionEntryPrices = z.record(InstrumentId, UnsignedDecimalString);
-const Position = z.object({
-  /**
-  * Position UUID
-  */
-  id: z.uuid(),
-  /**
-  * Trade account UUID
-  */
-  tradeAccountId: z.uuid(),
-  /**
-  * Connector
-  */
-  connector: Connector,
-  /**
-  * Position status
-  */
-  status: PositionStatus,
-  /**
-  * Closed reason
-  */
-  closedReason: PositionClosedReason.nullable().optional(),
-  origin: PositionOrigin,
-  /** The subscription that opened this position, retained after copying stops. */
-  copySubscriptionId: z.uuid().optional(),
-  /** Whether the existing copy eligibility rules still allow this position to follow its leader. */
-  isCopying: z.boolean().optional(),
-  /**
-  * Position exposure
-  */
-  exposure: PositionExposure,
-  /**
-  * Whether a backfilled fill invalidated historical metrics derived from this position.
-  */
-  unstableHistoricalData: z.boolean(),
-  totalFundingPayment: PositionTotalFundingPayment,
-  /**
-  * Closed at timestamp
-  */
-  closedAt: z.string().nullable().optional(),
-  /**
-  * The exposure expressed in USD at the time
-  * the position was opened. It does not change
-  * on adjustments, and is only used for UI purposes.
-  */
-  initialExposureUSD: PositionInitialExposureUSD,
-  /**
-  * Per-instrument entry (cost-basis) price, derived from the fills ledger. Unlike
-  * initialExposureUSD, this DOES account for adjustments — it is the live weighted-average
-  * entry price of the current exposure.
-  */
-  entryPrices: PositionEntryPrices,
-  createdAt: z.string(),
-  updatedAt: z.string()
-});
-const ClosedPositionLegSide = z.enum([
-  "LONG",
-  "SHORT"
-]);
-const PositionStepLeg = z.discriminatedUnion("kind", [
-  z.object({
-    kind: z.literal("INCREASE"),
-    asset: InstrumentId,
-    side: z.enum([
-      "BUY",
-      "SELL"
-    ]),
-    quantity: UnsignedDecimalString,
-    /** "0" on an unpriceable synthetic — the ledger recorded no price to report. */
-    price: UnsignedDecimalString,
-    /** The venue's charge and Pear's, kept apart. Signed, so a maker rebate reads negative. */
-    tradeFee: SignedDecimalString,
-    pearFee: SignedDecimalString
-  }),
-  z.object({
-    kind: z.literal("REDUCE"),
-    asset: InstrumentId,
-    side: z.enum([
-      "BUY",
-      "SELL"
-    ]),
-    /** The quantity that actually closed. On a flip this is less than the fill's own size. */
-    quantity: UnsignedDecimalString,
-    price: UnsignedDecimalString,
-    /** The running cost basis this reduction closed against, as the PnL walk held it. */
-    entryBasis: UnsignedDecimalString,
-    /** (price − entryBasis) × quantity, signed by direction. Booked by the walk, not re-derived. */
-    grossPnl: SignedDecimalString,
-    tradeFee: SignedDecimalString,
-    pearFee: SignedDecimalString
-  }),
-  z.object({
-    kind: z.literal("REDUCE_UNPRICED"),
-    asset: InstrumentId,
-    side: z.enum([
-      "BUY",
-      "SELL"
-    ]),
-    quantity: UnsignedDecimalString,
-    tradeFee: SignedDecimalString,
-    pearFee: SignedDecimalString
-  })
-]);
-const PositionStep = z.object({
-  /**
-  * The execution that placed these fills. Absent when the fills recorded none, in
-  * which case the step was grouped by fill time and is best effort.
-  */
-  executionId: z.string().optional(),
-  /** When the step's fills landed. */
-  at: z.string(),
-  /** Realized PnL this step booked: the sum of its reductions. "+0" for a pure increase. */
-  grossPnl: SignedDecimalString,
-  legs: z.array(PositionStepLeg)
-});
-const ClosedPositionLeg = z.object({
-  asset: InstrumentId,
-  side: ClosedPositionLegSide,
-  /** Size-weighted average price the leg opened at. Absent with no priced entry. */
-  entryVwap: UnsignedDecimalString.optional(),
-  /** Size-weighted average price the leg closed at. Absent when nothing closed at a known price. */
-  exitVwap: UnsignedDecimalString.optional(),
-  /** Realized PnL before fees. */
-  grossPnl: SignedDecimalString,
-  /** Realized PnL after fees. */
-  netPnl: SignedDecimalString,
-  /** Signed: a venue maker rebate makes a fee negative. */
-  totalFees: SignedDecimalString,
-  tradeFees: SignedDecimalString,
-  pearFees: SignedDecimalString,
-  /**
-  * Funding attributed to this leg over the position's life (signed; negative = net paid).
-  *
-  * Reported beside netPnl, never folded into it: netPnl carries the same fills-only
-  * meaning here as in /portfolio, and funding is a separate cash flow. A caller that
-  * wants the leg's all-in result adds the two.
-  */
-  funding: SignedDecimalString,
-  /**
-  * Peak cash this leg alone had committed at one time — the leg's ROI denominator.
-  * "0" is an omission sentinel, not free entry: a zero-price synthetic opened part of
-  * the leg's basis, so its committed cash is unknowable and no return divides by it.
-  */
-  entryNotional: UnsignedDecimalString,
-  /**
-  * Size closed at a known price. With undeterminedSize this accounts for every unit
-  * the leg closed, so the total closed size is the sum of the two. It is not reported
-  * separately, because a value derivable from two others can only drift.
-  */
-  exitQuantity: UnsignedDecimalString,
-  /**
-  * Closed size whose PnL is unpriceable, because it closed against a 0-price
-  * synthetic or against an entry basis that was itself unpriced. It contributes
-  * nothing to grossPnl or exitVwap.
-  */
-  undeterminedSize: UnsignedDecimalString
-});
-const ClosedPosition = z.object({
-  positionId: z.uuid(),
-  connector: Connector,
-  /** Lifecycle tag naming which history shape this row carries; each endpoint serves one of them. */
-  status: z.literal("CLOSED"),
-  /** When the position opened. */
-  openedAt: z.string(),
-  /** When the position closed. Falls back to the last update for rows that never recorded a close. */
-  closedAt: z.string(),
-  closedReason: PositionClosedReason.optional(),
-  origin: PositionOrigin,
-  /** The subscription that opened this position, retained after its lifecycle closes. */
-  copySubscriptionId: z.uuid().optional(),
-  /** A closed copy position no longer follows its leader, regardless of subscription status. */
-  isCopying: z.literal(false).optional(),
-  grossPnl: SignedDecimalString,
-  netPnl: SignedDecimalString,
-  totalFees: SignedDecimalString,
-  tradeFees: SignedDecimalString,
-  pearFees: SignedDecimalString,
-  /**
-  * Funding attributed to the whole position (signed; negative = net paid).
-  *
-  * Totals every asset the position carried exposure on, which can exceed the sum of
-  * the legs: funding follows exposure, and an asset with exposure but no confirmed
-  * fill earns no leg. Summing the legs instead would understate what the position paid.
-  *
-  * Reported beside netPnl, never folded into it. See the leg field's note.
-  */
-  totalFunding: SignedDecimalString,
-  /**
-  * Peak cash the whole position had committed at one time — the ROI denominator.
-  * "0" is an omission sentinel, not free entry: a zero-price synthetic opened part of
-  * the basis, so committed cash is unknowable and clients must not divide by it.
-  */
-  entryNotional: UnsignedDecimalString,
-  /**
-  * Proceeds of the priced closes. Understates whenever part of the position closed
-  * unpriceably — exitNotionalComplete says whether that happened.
-  */
-  exitNotional: UnsignedDecimalString,
-  /**
-  * True when every closed unit had a known price, so exitNotional is the whole story.
-  *
-  * This is NOT the negation of hasSyntheticFills. A synthetic fill can carry a real
-  * price and stay complete, and a priced closing fill still breaks completeness when
-  * the entry basis it closed against was unpriced.
-  */
-  exitNotionalComplete: z.boolean(),
-  /** Whether any fill on the position was a synthetic bridge fill (gap/gone reconstruction). */
-  hasSyntheticFills: z.boolean(),
-  /** Whether any fill is still PROVISIONAL, so fees and net PnL may still settle. */
-  hasProvisionalFills: z.boolean(),
-  /** Whether a backfilled fill made this position's historical metrics unreliable. */
-  unstableHistoricalData: z.boolean(),
-  longAssets: z.array(InstrumentId),
-  shortAssets: z.array(InstrumentId),
-  legs: z.array(ClosedPositionLeg),
-  /**
-  * What happened to the position, oldest first: the open, every add, every reduction
-  * and the close. `legs` says how each asset finished; this says how it got there.
-  *
-  * Absent unless the request asks for it, because the array is unbounded — one entry
-  * per recorded action, so a heavily traded position produces a long one. `openedAt`
-  * carries the open time that step 1 would otherwise have been the only source of.
-  */
-  steps: z.array(PositionStep).optional()
-});
-const OpenPositionLeg = z.object({
-  asset: InstrumentId,
-  side: ClosedPositionLegSide,
-  /** Everything the leg has already closed. */
-  realized: z.object({
-    /**
-    * Size closed at a known price so far. With `unpricedQuantity` this accounts for
-    * every unit the leg has closed.
-    */
-    quantity: UnsignedDecimalString,
-    /**
-    * Closed size whose PnL is unpriceable, because it closed against a 0-price
-    * synthetic or against an entry basis that was itself unpriced. It contributes
-    * nothing to `grossPnl` or `exitVwap`.
-    */
-    unpricedQuantity: UnsignedDecimalString,
-    /** Size-weighted average price the leg has reduced at so far. Absent when nothing closed at a known price. */
-    exitVwap: UnsignedDecimalString.optional(),
-    /** PnL booked so far, before fees. */
-    grossPnl: SignedDecimalString,
-    /**
-    * PnL booked so far, after every fee charged to date. Entry fees are charged in
-    * full at entry — including on size that has not closed yet — so this understates
-    * until the leg is flat. Lead with `grossPnl` for a live reading.
-    */
-    netPnl: SignedDecimalString
-  }),
-  /**
-  * What the leg still holds: the inputs to an unrealized figure, never the figure itself.
-  */
-  remaining: z.object({
-    /**
-    * The quantity the leg still holds, signed the way `PositionExposure` signs
-    * exposure: `+6` for a long remainder, `-4` for a short one, so a consumer
-    * never has to recombine with `side` before doing arithmetic. "+0" is a real
-    * answer: a leg can walk to flat while the position it belongs to stays open.
-    */
-    quantity: SignedDecimalString,
-    /**
-    * Weighted-average price that remaining quantity was opened at. Absent when the
-    * leg is flat, and absent when what remains was opened against an unpriceable
-    * basis — `quantity` tells the two absences apart.
-    */
-    entryVwap: UnsignedDecimalString.optional()
-  }),
-  /** Signed: a venue maker rebate makes a fee negative. Charged across the leg's whole life. */
-  totalFees: SignedDecimalString,
-  tradeFees: SignedDecimalString,
-  pearFees: SignedDecimalString,
-  /**
-  * Funding attributed to this leg so far (signed; negative = net paid).
-  *
-  * Reported beside realized.netPnl, never folded into it — the same rule as
-  * ClosedPositionLeg. A caller that wants the leg's all-in result adds the two.
-  *
-  * Best-effort: funding payments carry no position id, so attribution walks
-  * exposure snapshots and under-attributes whenever untracked or external
-  * exposure shared the account. The account-level funding total is authoritative.
-  */
-  funding: SignedDecimalString
-});
-const OpenPosition = z.object({
-  positionId: z.uuid(),
-  connector: Connector,
-  /** Lifecycle tag naming which history shape this row carries; each endpoint serves one of them. */
-  status: z.literal("OPEN"),
-  /** When the position opened — the immutable primary sort key for this history. */
-  openedAt: z.string(),
-  /** The position's last update, independent of the page cursor. */
-  updatedAt: z.string(),
-  origin: PositionOrigin,
-  /** The subscription that opened this position, retained after copying stops. */
-  copySubscriptionId: z.uuid().optional(),
-  /** Whether the existing copy eligibility rules still allow this position to follow its leader. */
-  isCopying: z.boolean().optional(),
-  /**
-  * Realized PnL booked so far, before fees. Qualified because the position is still
-  * live, and revisable while it is — see netCashflow on reconciliation.
-  */
-  realizedGrossPnl: SignedDecimalString,
-  /** Lifetime executed USD turnover, including opening and closing fills. */
-  volume: UnsignedDecimalString.describe("Lifetime executed USD turnover across opening and closing fills"),
-  /** Gross unrealized PnL at current marks; missing marks or entry basis can make this total partial. */
-  grossUpnl: SignedDecimalString.describe("Gross unrealized USD PnL at current marks; missing marks or entry basis can make this total partial; excludes fees and funding"),
-  /**
-  * Cash booked so far: realized gross PnL minus every fee charged to date. Not a
-  * settled return on closed quantity — it books every fee charged so far, including
-  * entry fees on still-open size. Fee timing distorts it in two directions while
-  * open: entry fees are charged in full at entry (understates), and a provisional
-  * fill carries no fees yet (overstates). A provisional fill also revises its own
-  * price and quantity when it reconciles, so this and realizedGrossPnl can each
-  * change between two reads of a position that did not trade in between. Equals
-  * /positions/closed's netPnl once the position is flat. Lead with realizedGrossPnl
-  * for a live reading.
-  */
-  netCashflow: SignedDecimalString,
-  totalFees: SignedDecimalString,
-  tradeFees: SignedDecimalString,
-  pearFees: SignedDecimalString,
-  /**
-  * Funding attributed to the position so far (signed; negative = net paid).
-  *
-  * Totals every asset the position carried exposure on, which can exceed the sum
-  * of the legs: funding follows exposure, and an asset with exposure but no fill
-  * earns no leg. Reported beside netCashflow, never folded into it.
-  *
-  * Best-effort: funding payments carry no position id, so attribution walks
-  * exposure snapshots and under-attributes whenever untracked or external
-  * exposure shared the account. The account-level funding total is authoritative.
-  */
-  totalFunding: SignedDecimalString,
-  /**
-  * The exposure expressed in USD at the time the position was opened. It does not
-  * change on adjustments, and is only used for UI purposes — exactly the figure
-  * /positions reports.
-  */
-  initialExposureUSD: PositionInitialExposureUSD,
-  /** Whether any fill on the position was a synthetic bridge fill (gap/gone reconstruction). */
-  hasSyntheticFills: z.boolean(),
-  /**
-  * Whether any fill on the position is still PROVISIONAL — the runtime flag that
-  * this row's economics are still settling, since a UI cannot read a JSDoc caveat.
-  * Independent of hasSyntheticFills: a row can have either, both or neither.
-  */
-  hasProvisionalFills: z.boolean(),
-  /** Whether a backfilled fill made this position's historical metrics unreliable. */
-  unstableHistoricalData: z.boolean(),
-  /**
-  * Every asset the ledger recorded, each carrying its own side.
-  *
-  * Unlike ClosedPosition there is no separate longAssets / shortAssets pair: the two would
-  * restate exactly what the legs already say. They survive on the closed shape because
-  * portfolio analytics keys its pair breakdown on them; nothing keys anything on this
-  * endpoint. A caller wanting the basket sides groups the legs by `side`.
-  */
-  legs: z.array(OpenPositionLeg),
-  /**
-  * What has happened to the position so far, oldest first. The step shape is
-  * status-agnostic — it describes what a fill did, and an open position's history
-  * is made of the same actions — so both histories use PositionStep verbatim.
-  *
-  * Absent unless the request asks for it, because the array is unbounded.
-  */
-  steps: z.array(PositionStep).optional()
-});
-const VaultOpenPositionLeg = OpenPositionLeg.pick({
-  asset: true,
-  side: true,
-  realized: true,
-  remaining: true
-});
-const VaultOpenPosition = OpenPosition.pick({
-  positionId: true,
-  status: true,
-  connector: true,
-  openedAt: true,
-  updatedAt: true,
-  realizedGrossPnl: true,
-  netCashflow: true
-}).extend({
-  legs: z.array(VaultOpenPositionLeg)
-});
-const VaultClosedPositionLeg = ClosedPositionLeg.pick({
-  asset: true,
-  side: true,
-  entryVwap: true,
-  exitVwap: true,
-  entryNotional: true,
-  grossPnl: true,
-  netPnl: true
-});
-const VaultClosedPosition = ClosedPosition.pick({
-  positionId: true,
-  status: true,
-  connector: true,
-  openedAt: true,
-  closedAt: true,
-  closedReason: true,
-  grossPnl: true,
-  netPnl: true,
-  hasProvisionalFills: true
-}).extend({
-  legs: z.array(VaultClosedPositionLeg)
-});
-
-export { ClosedPosition, ClosedPositionLeg, ClosedPositionLegSide, OpenPosition, OpenPositionLeg, Position, PositionClosedReason, PositionEntryPrices, PositionExposure, PositionInitialExposureUSD, PositionOrigin, PositionStatus, PositionStep, PositionStepLeg, PositionTotalFundingPayment, VaultClosedPosition, VaultClosedPositionLeg, VaultOpenPosition, VaultOpenPositionLeg };

package/dist/position/index.js

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