@riocrypto/common-server 1.0.2481 → 1.0.2483

package/build/index.d.ts

@@ -94,6 +94,7 @@ export * from "./models/liquidity-reservation";
 export * from "./models/axe-slack-thread";
 export * from "./models/axe-telegram-thread";
 export * from "./models/auth-activity-slack-thread";
+export * from "./models/twap-session";
 export * from "./clients/axios-with-logging";
 export * from "./clients/slack-client";
 export * from "./clients/fireblocks-client";

package/build/index.js

@@ -110,6 +110,7 @@ __exportStar(require("./models/liquidity-reservation"), exports);
 __exportStar(require("./models/axe-slack-thread"), exports);
 __exportStar(require("./models/axe-telegram-thread"), exports);
 __exportStar(require("./models/auth-activity-slack-thread"), exports);
+__exportStar(require("./models/twap-session"), exports);
 __exportStar(require("./clients/axios-with-logging"), exports);
 __exportStar(require("./clients/slack-client"), exports);
 __exportStar(require("./clients/fireblocks-client"), exports);

package/build/models/rio-settings.d.ts

@@ -72,6 +72,16 @@ interface RioSettingsAttrs {
             dates: string[];
         };
     };
+    defaultTWAPSettings: {
+        [key in Fiat]?: {
+            [key in Side]: {
+                isEnabled: boolean;
+                spread: number;
+                minClipSize: number;
+                interval: number;
+            };
+        };
+    };
 }
 interface RioSettingsDoc extends mongoose.Document {
     platformFee: number;
@@ -144,6 +154,16 @@ interface RioSettingsDoc extends mongoose.Document {
             dates: string[];
         };
     };
+    defaultTWAPSettings: {
+        [key in Fiat]?: {
+            [key in Side]: {
+                isEnabled: boolean;
+                spread: number;
+                minClipSize: number;
+                interval: number;
+            };
+        };
+    };
 }
 interface RioSettingsModel extends mongoose.Model<RioSettingsDoc> {
     build(attrs: RioSettingsAttrs): RioSettingsDoc;

package/build/models/rio-settings.js

@@ -66,6 +66,9 @@ const buildRioSettings = (mongoose) => {
         holidays: {
             type: Object,
         },
+        defaultTWAPSettings: {
+            type: Object,
+        },
     }, {
         toJSON: {
             transform(doc, ret) {

package/build/models/twap-session.d.ts

@@ -0,0 +1,38 @@
+import { Fiat, Crypto, Side, TWAPSessionStatus } from "@riocrypto/common";
+import { Mongoose, Model, Document } from "mongoose";
+interface TWAPSessionAttrs {
+    createdAt: Date;
+    status: TWAPSessionStatus;
+    side: Side;
+    crypto: Crypto;
+    fiat: Fiat;
+    amountToTrade: number;
+    amountTraded: number;
+    amountRemaining: number;
+    tradeCurrency: Fiat | Crypto;
+    spread: number;
+    clipSize: number;
+    interval: number;
+    isRunning: boolean;
+}
+interface TWAPSessionModel extends Model<TWAPSessionDoc> {
+    build(attrs: TWAPSessionAttrs): TWAPSessionDoc;
+}
+interface TWAPSessionDoc extends Document {
+    id: string;
+    createdAt: Date;
+    status: TWAPSessionStatus;
+    side: Side;
+    crypto: Crypto;
+    fiat: Fiat;
+    amountToTrade: number;
+    amountTraded: number;
+    amountRemaining: number;
+    tradeCurrency: Fiat | Crypto;
+    spread: number;
+    clipSize: number;
+    interval: number;
+    isRunning: boolean;
+}
+declare const buildTWAPSession: (mongoose: Mongoose) => TWAPSessionModel;
+export { buildTWAPSession, TWAPSessionDoc, TWAPSessionAttrs };

package/build/models/twap-session.js

@@ -0,0 +1,76 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildTWAPSession = void 0;
+const buildTWAPSession = (mongoose) => {
+    if (mongoose.models.TWAPSession) {
+        return mongoose.model("TWAPSession");
+    }
+    const TWAPSessionSchema = new mongoose.Schema({
+        createdAt: {
+            type: Date,
+            required: true,
+        },
+        status: {
+            type: String,
+            required: true,
+        },
+        side: {
+            type: String,
+            required: true,
+        },
+        crypto: {
+            type: String,
+            required: true,
+        },
+        fiat: {
+            type: String,
+            required: true,
+        },
+        amountToTrade: {
+            type: Number,
+            required: true,
+        },
+        amountTraded: {
+            type: Number,
+            required: true,
+        },
+        amountRemaining: {
+            type: Number,
+            required: true,
+        },
+        tradeCurrency: {
+            type: String,
+            required: true,
+        },
+        spread: {
+            type: Number,
+            required: true,
+        },
+        clipSize: {
+            type: Number,
+            required: true,
+        },
+        interval: {
+            type: Number,
+            required: true,
+        },
+        isRunning: {
+            type: Boolean,
+            required: true,
+        },
+    }, {
+        toJSON: {
+            transform(doc, ret) {
+                ret.id = ret._id.valueOf();
+                delete ret._id;
+                delete ret.__v;
+            },
+        },
+    });
+    TWAPSessionSchema.statics.build = (attrs) => {
+        return new TWAPSession(attrs);
+    };
+    const TWAPSession = mongoose.model("TWAPSession", TWAPSessionSchema);
+    return TWAPSession;
+};
+exports.buildTWAPSession = buildTWAPSession;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@riocrypto/common-server",
-  "version": "1.0.2481",
+  "version": "1.0.2483",
   "description": "",
   "main": "./build/index.js",
   "types": "./build/index.d.ts",
@@ -28,7 +28,7 @@
     "@google-cloud/secret-manager": "^5.3.0",
     "@google-cloud/storage": "^6.9.5",
     "@hyperdx/node-opentelemetry": "^0.7.0",
-    "@riocrypto/common": "^1.0.2249",
+    "@riocrypto/common": "^1.0.2250",
     "@types/express": "^4.17.13",
     "axios": "^1.7.4",
     "crypto-js": "^4.2.0",