@riocrypto/common-server 1.0.2676 → 1.0.2678

package/build/index.d.ts

@@ -104,6 +104,9 @@ export * from "./models/transnetwork-fx-trade";
 export * from "./models/inbound-bank-deposit";
 export * from "./models/inbound-crypto-deposit";
 export * from "./models/order-log";
+export * from "./models/position";
+export * from "./models/fill";
+export * from "./models/residual";
 export * from "./models/approved-alternative-bank-account-holder-name";
 export * from "./models/liquidity-sourcing-plan";
 export * from "./models/liquidity-sourcing-exclusion";

package/build/index.js

@@ -120,6 +120,9 @@ __exportStar(require("./models/transnetwork-fx-trade"), exports);
 __exportStar(require("./models/inbound-bank-deposit"), exports);
 __exportStar(require("./models/inbound-crypto-deposit"), exports);
 __exportStar(require("./models/order-log"), exports);
+__exportStar(require("./models/position"), exports);
+__exportStar(require("./models/fill"), exports);
+__exportStar(require("./models/residual"), exports);
 __exportStar(require("./models/approved-alternative-bank-account-holder-name"), exports);
 __exportStar(require("./models/liquidity-sourcing-plan"), exports);
 __exportStar(require("./models/liquidity-sourcing-exclusion"), exports);

package/build/models/fill.d.ts

@@ -0,0 +1,39 @@
+import { Side } from "@riocrypto/common/build/types/side";
+import { Mongoose, Model, Document } from "mongoose";
+interface FillAttrs {
+    createdAt: Date;
+    effectiveDate: Date;
+    orderId: string;
+    symbol: string;
+    status: string;
+    side: Side;
+    price: number;
+    qty: number;
+    source: string;
+    isFakeFill: boolean;
+    isDeleted: boolean;
+    note?: string;
+    referenceRate?: number;
+    valueDate?: Date;
+}
+interface FillDoc extends Document {
+    createdAt: Date;
+    effectiveDate: Date;
+    orderId: string;
+    symbol: string;
+    status: string;
+    side: Side;
+    price: number;
+    qty: number;
+    source: string;
+    isFakeFill: boolean;
+    isDeleted: boolean;
+    note?: string;
+    referenceRate?: number;
+    valueDate?: Date;
+}
+interface FillModel extends Model<FillDoc> {
+    build(attrs: FillAttrs): FillDoc;
+}
+declare const buildFill: (mongoose: Mongoose) => FillModel;
+export { buildFill, FillDoc, FillAttrs };

package/build/models/fill.js

@@ -0,0 +1,33 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildFill = void 0;
+const buildFill = (mongoose) => {
+    if (mongoose.models.Fill) {
+        return mongoose.model("Fill");
+    }
+    const FillSchema = new mongoose.Schema({
+        createdAt: { type: Date, required: true },
+        effectiveDate: { type: Date, required: true },
+        orderId: { type: String, required: true },
+        symbol: { type: String, required: true },
+        status: { type: String, required: true },
+        side: { type: String, required: true },
+        price: { type: Number, required: true },
+        qty: { type: Number, required: true },
+        source: { type: String, required: true },
+        isFakeFill: { type: Boolean, required: true, default: false },
+        isDeleted: { type: Boolean, required: true, default: false },
+        note: { type: String, required: false },
+        referenceRate: { type: Number, required: false },
+        valueDate: { type: Date, required: false }
+    });
+    FillSchema.index({ createdAt: -1 });
+    FillSchema.index({ orderId: -1 });
+    FillSchema.index({ source: 1, createdAt: -1 });
+    FillSchema.statics.build = (attrs) => {
+        return new Fill(attrs);
+    };
+    const Fill = mongoose.model("Fill", FillSchema);
+    return Fill;
+};
+exports.buildFill = buildFill;

package/build/models/liquidity-sourcing-plan.d.ts

@@ -13,6 +13,7 @@ interface LiquiditySourcingPlanAttrs {
     currentStepIndex: number;
     steps: LiquiditySourcingStep[];
     amountSourced?: number;
+    isCronProcessing?: boolean;
 }
 interface LiquiditySourcingPlanDoc extends mongoose.Document, Omit<LiquiditySourcingPlan, "id"> {
     id: string;

package/build/models/liquidity-sourcing-plan.js

@@ -52,6 +52,7 @@ const LiquiditySourcingPlanSchema = new mongoose_1.default.Schema({
     currentStepIndex: { type: Number, required: true },
     steps: { type: [StepSchema], required: true },
     amountSourced: { type: Number },
+    isCronProcessing: { type: Boolean, default: false },
 }, {
     toJSON: {
         transform(doc, ret) {

package/build/models/order-log.d.ts

@@ -1,11 +1,4 @@
 import { Mongoose, Model, Document } from "mongoose";
-interface OrderLog {
-    createdAt: Date;
-    orderId: string;
-    status: string;
-    message?: string;
-    isReset: boolean;
-}
 interface OrderLogAttrs {
     createdAt: Date;
     orderId: string;
@@ -21,7 +14,7 @@ interface OrderLogDoc extends Document {
     isReset: boolean;
 }
 interface OrderLogModel extends Model<OrderLogDoc> {
-    build(attrs: OrderLog): OrderLogDoc;
+    build(attrs: OrderLogAttrs): OrderLogDoc;
 }
 declare const buildOrderLog: (mongoose: Mongoose) => OrderLogModel;
 export { buildOrderLog, OrderLogDoc, OrderLogAttrs };

package/build/models/order-log.js

@@ -5,7 +5,7 @@ const buildOrderLog = (mongoose) => {
     if (mongoose.models.OrderLog) {
         return mongoose.model("OrderLog");
     }
-    var schema = new mongoose.Schema({
+    const schema = new mongoose.Schema({
         createdAt: { type: Date, required: true },
         orderId: { type: String, required: true },
         status: { type: String, required: true },

package/build/models/position.d.ts

@@ -0,0 +1,33 @@
+import { Side } from "@riocrypto/common";
+import { Mongoose, Model, Document } from "mongoose";
+interface PositionAttrs {
+    symbol: string;
+    side: Side;
+    baseQty: number;
+    quoteQty: number;
+    averagePrice: number;
+    openPnL: number;
+    closedPnL: number;
+    lastPrice: number;
+    valueDate?: Date;
+    averageReferenceRate?: number;
+    instrumentType?: string;
+}
+interface PositionDoc extends Document {
+    symbol: string;
+    side: Side;
+    baseQty: number;
+    quoteQty: number;
+    averagePrice: number;
+    openPnL: number;
+    closedPnL: number;
+    lastPrice: number;
+    valueDate?: Date;
+    averageReferenceRate?: number;
+    instrumentType?: string;
+}
+interface PositionModel extends Model<PositionDoc> {
+    build(attrs: PositionAttrs): PositionDoc;
+}
+declare const buildPosition: (mongoose: Mongoose) => PositionModel;
+export { buildPosition, PositionDoc, PositionAttrs };

package/build/models/position.js

@@ -0,0 +1,29 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildPosition = void 0;
+const buildPosition = (mongoose) => {
+    if (mongoose.models.Position) {
+        return mongoose.model("Position");
+    }
+    const PositionSchema = new mongoose.Schema({
+        createdAt: { type: Date, required: true },
+        symbol: { type: String, required: true },
+        side: { type: String, required: true },
+        baseQty: { type: Number, required: true },
+        quoteQty: { type: Number, required: true },
+        averagePrice: { type: Number, required: true },
+        openPnL: { type: Number, required: true },
+        closedPnL: { type: Number, required: true },
+        lastPrice: { type: Number, required: true },
+        valueDate: { type: Date, required: false },
+        averageReferenceRate: { type: Number, required: false },
+        instrumentType: { type: String, required: false }
+    });
+    PositionSchema.index({ symbol: -1 });
+    PositionSchema.statics.build = (attrs) => {
+        return new Position(attrs);
+    };
+    const Position = mongoose.model("Position", PositionSchema);
+    return Position;
+};
+exports.buildPosition = buildPosition;

package/build/models/residual.d.ts

@@ -0,0 +1,21 @@
+import { Side } from "@riocrypto/common";
+import { Mongoose, Model, Document } from "mongoose";
+interface ResidualAttrs {
+    symbol: string;
+    side: Side;
+    quantity: number;
+    tenor: string;
+    valueDate: Date;
+}
+interface ResidualDoc extends Document {
+    symbol: string;
+    side: Side;
+    quantity: number;
+    tenor: string;
+    valueDate: Date;
+}
+interface ResidualModel extends Model<ResidualDoc> {
+    build(attrs: ResidualAttrs): ResidualDoc;
+}
+declare const buildResidual: (mongoose: Mongoose) => ResidualModel;
+export { buildResidual, ResidualDoc, ResidualAttrs };

package/build/models/residual.js

@@ -0,0 +1,23 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildResidual = void 0;
+const buildResidual = (mongoose) => {
+    if (mongoose.models.Residual) {
+        return mongoose.model("Residual");
+    }
+    const ResidualSchema = new mongoose.Schema({
+        createdAt: { type: Date, required: true },
+        symbol: { type: String, required: true },
+        side: { type: String, required: true },
+        quantity: { type: Number, required: true },
+        tenor: { type: String, required: true },
+        valueDate: { type: Date, required: true }
+    });
+    ResidualSchema.index({ symbol: -1 });
+    ResidualSchema.statics.build = (attrs) => {
+        return new Residual(attrs);
+    };
+    const Residual = mongoose.model("Residual", ResidualSchema);
+    return Residual;
+};
+exports.buildResidual = buildResidual;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@riocrypto/common-server",
-  "version": "1.0.2676",
+  "version": "1.0.2678",
   "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": "^1.0.2471",
+    "@riocrypto/common": "^1.0.2472",
     "@types/express": "^4.17.13",
     "axios": "^1.7.4",
     "crypto-js": "^4.2.0",