@reyaxyz/common 0.362.0 → 0.363.0

package/src/trading-api-types.ts

@@ -1,5 +1,5 @@
 import { ParamsDictionary, Query } from 'express-serve-static-core';
-import { Address, AssetPair } from './types';
+import { Address, AssetPair, CollateralPrice, MarketPrice } from './types';
 import {
   AddressParam,
   ApiEndpoint,
@@ -30,7 +30,7 @@ type Candle = {
   resolution: CandleResolution;
 };
 
-// Used only for PerpExecutionReplicationData (replication:orders messages)
+// Database-shaped perp execution row exposed by provider and API types.
 type Order = {
   id: string;
   market_id: Decimal | null;
@@ -40,6 +40,7 @@ type Order = {
   price: Decimal | null;
   is_match_order: boolean | null;
   liquidation_type: Decimal | null;
+  execution_type: number | null;
   transaction_hash: string;
   block_timestamp: Decimal | null;
   block_number: Decimal;
@@ -55,6 +56,12 @@ type Order = {
   counterparty_funding_value: Decimal | null;
   counterparty_last_price: Decimal | null;
   counterparty_last_price_timestamp: Decimal | null;
+  counterparty_previous_adl_unwind_price: Decimal | null;
+  counterparty_previous_average_entry_funding_value: Decimal | null;
+  counterparty_previous_base_multiplier: Decimal | null;
+  counterparty_previous_funding_value: Decimal | null;
+  counterparty_previous_last_price: Decimal | null;
+  counterparty_previous_realized_pnl: Decimal | null;
   counterparty_realized_pnl: Decimal | null;
   counterparty_session: Decimal | null;
   position_adl_unwind_price: Decimal | null;
@@ -74,6 +81,16 @@ type Order = {
   position_session: Decimal | null;
   referrer_account_id: Decimal | null;
   referrer_fee_credit: Decimal | null;
+  // V3 fields
+  protocol_fee_credit: Decimal | null;
+  taker_rebate_credit: Decimal | null;
+  pool_fee_credit: Decimal | null;
+  exchange_fee_credit: Decimal | null;
+  maker_fee_credit: Decimal | null;
+  maker_fee_debit: Decimal | null;
+  account_order_id: bigint | null;
+  counterparty_order_id: bigint | null;
+  me_nonce: Decimal | null;
 };
 
 type Position = {
@@ -100,30 +117,12 @@ type Position = {
   adl_realized_pnl: Decimal | null;
 };
 
-type ConditionalOrder = {
-  id: string;
-  account_id: Decimal;
-  market_id: Decimal;
-  order_type: string;
-  is_long: boolean;
-  trigger_price: number;
-  order_base: Decimal;
-  status: string;
-  creation_timestamp_ms: bigint;
-  last_update_timestamp_ms: bigint;
-  transaction_hash: string | null;
-};
-
-type ConditionalOrderSensitive = ConditionalOrder & {
-  exchange_id: bigint;
-  inputs: string;
-  counterparty_account_id: bigint;
-  reya_chain_id: bigint;
-  deadline: bigint;
-  signer_address: string;
-  nonce: Decimal;
-  signature: string;
-};
+// PRO-126 Bug 7: `ConditionalOrder` + `ConditionalOrderSensitive`
+// trading-api-types retired with the rest of the legacy
+// `ConditionalOrders` DB pipeline. They modeled the legacy row shape
+// for the dead V1 `/wallet/:address/openOrders` endpoint + the dead
+// `replication:ConditionalOrdersSensitive` broadcast channel; both
+// callers have been removed.
 
 type Account = {
   account_id: Decimal;
@@ -143,11 +142,15 @@ type AccountBalance = {
 type spot_execution = {
   account_id: Decimal;
   counterparty_account_id: Decimal;
-  exchange_id: Decimal;
+  // Order attribution is absent for auto-exchange executions: there is no
+  // matched order, so the chain emits no exchange/order ids and the DB
+  // columns are NULL. Matches the `spot_executions` Prisma model.
+  exchange_id: Decimal | null;
   executed_base: Decimal;
   price: Decimal;
-  account_order_id: bigint;
-  counterparty_order_id: bigint;
+  account_order_id: bigint | null;
+  counterparty_order_id: bigint | null;
+  me_nonce: Decimal | null;
   spot_market_id: Decimal;
   is_auto_exchange: boolean;
   is_long: boolean;
@@ -172,6 +175,17 @@ type account_real_balance = {
   transaction_hash: string;
 };
 
+// `Leverage` is still referenced by the `wallet/:address/leverages`
+// endpoint below, so it is kept; `AutoExchange` (a dead legacy type with
+// no remaining references) was removed in #2713/#2710.
+type Leverage = {
+  accountId: Decimal;
+  marketId: Decimal;
+  leverage: number;
+  createdAt: Date;
+  updatedAt: Date;
+};
+
 type WalletStats = {
   volume_14d: Decimal;
   lookback_volume: Decimal;
@@ -197,8 +211,19 @@ type MarketData = {
   maxAmountSizeLong?: number;
   maxAmountBaseShort?: number;
   maxAmountSizeShort?: number;
+  /** ME mark price, despite the name. Surfaced as v2 `MarketSummary.markPrice`. */
   oraclePrice?: number;
+  /**
+   * Orderbook mid. Absent on an empty or one-sided book
+   */
   poolPrice?: number;
+  /**
+   * Stork index price, rUSD-quoted (divided by USDCUSD, like the collateral
+   * feeds). Surfaced as v2 `MarketSummary.oraclePrice` — the name differs
+   * because the v1 `oraclePrice` above is already taken by the mark price.
+   * Absent when the index feed has no fresh tick.
+   */
+  indexPrice?: number;
   pricesUpdatedAt?: number;
   longBaseMultiplier?: number;
   shortBaseMultiplier?: number;
@@ -215,7 +240,14 @@ type SpotMarketData = {
   updatedAt: number;
   volume24h: number;
   pxChange24h?: number;
+  /** Stork price for the base token, rUSD-quoted (divided by USDCUSD). */
   oraclePrice?: number;
+  /**
+   * Spot orderbook mid, read from the ME `{depth}:bbo:<id>` key. Absent on an
+   * empty or one-sided book — spot has no mark price to fall back to, unlike
+   * the perp `poolPrice` above.
+   */
+  throttledMidPrice?: number;
 };
 
 type MarketTrackers = {
@@ -242,6 +274,10 @@ type MarketTrackers = {
   price_spread: Decimal | null;
   depth_factor: Decimal | null;
   log_price_multiplier: Decimal | null;
+  mark_price: Decimal | null;
+  mark_price_timestamp: Decimal | null;
+  funding_rate: Decimal | null;
+  funding_rate_timestamp: Decimal | null;
 };
 
 export type TradingApiReplication<
@@ -302,6 +338,11 @@ export type TradingApiSource = {
     { timestampInMs: number; apy: number }[],
     { timeframeMs: string; granularity: string }
   >;
+  'wallet/:address/leverages': TradingApiListEndpoint<
+    Leverage,
+    { address: string },
+    'accountLeveragePerMarket'
+  >;
   'markets/data': TradingApiListEndpoint<MarketData, never, 'marketData'>;
   'spotMarkets/data': TradingApiListEndpoint<
     SpotMarketData,
@@ -367,10 +408,31 @@ export type TradingApiSource = {
     'position',
     Omit<Position, 'adjusted_base' | 'adl_realized_pnl'>
   >;
-  'wallet/:address/openOrders': TradingApiListEndpoint<
-    ConditionalOrder,
-    AddressParam,
-    'ConditionalOrders'
+  // PRO-126 Bug 7: V1 `/wallet/:address/openOrders` endpoint type
+  // retired. The route+controller were removed in trading.router.ts +
+  // trading.controller.ts. V2 callers should use
+  // `/v2/wallet/:address/openOrders` which serves both spot and perp
+  // orders from the unified ME stream via AccountOrdersMap.
+  assets: TradingApiListEndpoint<{
+    address: string;
+    name: string;
+    short: string;
+    createdAt: Date;
+    updatedAt: Date;
+    asset_price_contract_id: string | null;
+    asset_price_usdc_contract_id: string | null;
+    decimals: number;
+  }>;
+  prices: TradingApiEndpoint<
+    Partial<Record<AssetPair, MarketPrice | CollateralPrice>>,
+    never
+  >;
+  'prices/:assetPairId': TradingApiEndpoint<
+    MarketPrice | CollateralPrice | undefined,
+    {
+      assetPairId: string;
+    },
+    'price'
   >;
   // Bridge deposits and withdrawals for a wallet. Rows are registered by the
   // Reya app when it broadcasts the source-chain transaction, and reconciled
@@ -419,6 +481,26 @@ export type TradingApiSource = {
     'storkPriceCandle',
     Candle
   >;
+  'candles/:assetPairId/:resolution': TradingApiEndpoint<
+    {
+      t: number[];
+      o: number[];
+      h: number[];
+      l: number[];
+      c: number[];
+    },
+    {
+      resolution: CandleResolution;
+      assetPairId: AssetPair;
+    },
+    never,
+    never,
+    {
+      to: string;
+      from: string;
+      countBack?: string;
+    }
+  >;
   feeTierParameters: TradingApiListEndpoint<{
     tier_id: Decimal;
     taker_fee: Decimal;
@@ -429,7 +511,6 @@ export type TradingApiSource = {
     {
       og_discount: Decimal;
       vltz_discount: Decimal;
-      spread_discount: Decimal;
       referee_discount: Decimal;
       referrer_rebate: Decimal;
       affiliate_referrer_rebate: Decimal;
@@ -567,8 +648,141 @@ type account_owner_updated_snapshot = {
   block_timestamp: Decimal | null;
   block_number: Decimal;
   unique_id: bigint | null;
+  event_sequence_number: bigint | null;
 };
 
+export interface OrdersGatewayPermissionUpdatedStreamResult {
+  owner: string;
+  delegate: string;
+  permission_state: boolean;
+  event_sequence_number: string;
+  block_number: string;
+  block_timestamp: string;
+  transaction_hash: string | null;
+}
+
+export interface PerpTradeStreamPosition {
+  account_id: Decimal;
+  base: Decimal;
+  base_multiplier: Decimal;
+  funding_value: Decimal;
+  adl_unwind_price: Decimal;
+  last_price: Decimal;
+  last_price_timestamp: Decimal;
+  realized_pnl: Decimal;
+  average_entry_funding_value: Decimal;
+  session: Decimal;
+}
+
+export interface PerpTradeStreamResult {
+  id: string;
+  event_sequence_number: Decimal;
+  me_nonce: Decimal;
+  market_id: Decimal;
+  account_id: Decimal;
+  counterparty_account_id: Decimal;
+  executed_base: Decimal;
+  fee: Decimal;
+  price: Decimal;
+  is_match_order: boolean;
+  liquidation_type: Decimal;
+  execution_type: number;
+  protocol_fee_credit: Decimal;
+  taker_rebate_credit: Decimal;
+  pool_fee_credit: Decimal;
+  exchange_fee_credit: null;
+  maker_fee_credit: null;
+  maker_fee_debit: null;
+  account_order_id: Decimal;
+  counterparty_order_id: Decimal;
+  position_previous_average_entry_funding_value: Decimal;
+  position_previous_adl_unwind_price: Decimal;
+  position_previous_base_multiplier: Decimal;
+  position_previous_funding_value: Decimal;
+  position_previous_last_price: Decimal;
+  position_previous_realized_pnl: Decimal;
+  counterparty_previous_average_entry_funding_value: Decimal;
+  counterparty_previous_adl_unwind_price: Decimal;
+  counterparty_previous_base_multiplier: Decimal;
+  counterparty_previous_funding_value: Decimal;
+  counterparty_previous_last_price: Decimal;
+  counterparty_previous_realized_pnl: Decimal;
+  block_timestamp: Decimal;
+  block_number: Decimal;
+  transaction_hash: string;
+  unique_id: bigint;
+  exchange_id: Decimal;
+  referrer_account_id: Decimal;
+  referrer_fee_credit: Decimal;
+  account: PerpTradeStreamPosition;
+  counterparty: PerpTradeStreamPosition;
+}
+
+export type PerpTradeStreamMessage = GenericReplicationMessage<
+  PerpTradeStreamResult,
+  'trade'
+>;
+
+export interface BalanceStreamSide {
+  account_id: Decimal;
+  balance: Decimal;
+  /** Lowercased owner address (address(0) for account 0); part of the ledger enrichment. */
+  owner?: string;
+}
+
+/**
+ * One built leg of a Transfers event. The account ledger fields (PRO-852,
+ * design §3.2) label and link the leg the same way its account_transfers row
+ * is: `type` from command type and leg position, `fill_id` (ME nonce) and
+ * `market_id` for perp fills settled after reya-network#752,
+ * `spot_execution_sequence_number` / `spot_market_id` for spot trades and
+ * auto-exchanges. Consumers that only track balances ignore them.
+ */
+export interface BalanceStreamTransfer {
+  transfer_event_sequence_number: Decimal;
+  collateral: string;
+  from: BalanceStreamSide;
+  to: BalanceStreamSide;
+  // The ledger enrichment (PRO-852), included on all newly published legs;
+  // a leg without it feeds the balances rail and nothing else.
+  /** Position of the leg in the event's array. */
+  leg_index?: number;
+  /** Amount moved (`netDepositsDelta`), raw token units, always positive. */
+  amount?: Decimal;
+  /** TransferType label; OTHER when the leg is not recognised. */
+  type?: string;
+  fill_id?: Decimal | null;
+  market_id?: Decimal | null;
+  spot_execution_sequence_number?: Decimal | null;
+  spot_market_id?: Decimal | null;
+}
+
+/** A leg as published while the ledger is on: every enrichment field present. */
+export type EnrichedBalanceStreamTransfer = Required<
+  Omit<BalanceStreamTransfer, 'from' | 'to'>
+> & {
+  from: Required<BalanceStreamSide>;
+  to: Required<BalanceStreamSide>;
+};
+
+export interface BalanceStreamResult {
+  event_sequence_number: Decimal;
+  block_timestamp: Decimal;
+  block_number: Decimal;
+  transaction_hash: string;
+  command_type: Decimal;
+  me_nonce: Decimal | null;
+  spot_market_id: Decimal | null;
+  account_id: Decimal | null;
+  counterparty_account_id: Decimal | null;
+  transfers: BalanceStreamTransfer[];
+}
+
+export type BalanceStreamMessage = GenericReplicationMessage<
+  BalanceStreamResult,
+  'transfers'
+>;
+
 type positions_migration = {
   market_id: Decimal;
   account_id: Decimal;
@@ -591,13 +805,15 @@ type positions_migration = {
   referrer_fee_credit: Decimal | null;
 };
 
-type spot_execution_bust = {
+type execution_bust = {
   event_sequence_number: bigint;
-  spot_market_id: Decimal;
+  market_id: Decimal;
+  market_type: string;
   account_id: Decimal;
   counterparty_account_id: Decimal;
   account_order_id: bigint;
   counterparty_order_id: bigint;
+  me_nonce: Decimal | null;
   exchange_id: Decimal;
   failed_base: Decimal;
   price: Decimal;
@@ -641,17 +857,20 @@ type ReplicationMessage =
     >
   | GenericReplicationMessage<account_real_balance, 'account_real_balances'>
   | GenericReplicationMessage<
-      ConditionalOrderSensitive,
-      'ConditionalOrdersSensitive'
+      OrdersGatewayPermissionUpdatedStreamResult,
+      'orders_gateway_permission'
     >
+  // PRO-126 Bug 7: `ConditionalOrdersSensitive` replication channel
+  // retired with the rest of the `ConditionalOrders` DB pipeline.
+  // Order data flows through the ME's `{orders}:changes` stream.
   | GenericReplicationMessage<
       // Todo: remove after migration
       positions_migration,
       'positions_migration'
     >
   | GenericReplicationMessage<spot_execution, 'spot_executions'>
-  | GenericReplicationMessage<spot_execution_bust, 'spot_execution_busts'>
   | GenericReplicationMessage<Order, 'orders'>
+  | GenericReplicationMessage<execution_bust, 'execution_busts'>
   | GenericReplicationMessage<
       bridge_transactions_margin_account,
       'BridgeTransactionsMarginAccount'