@riocrypto/common-server 1.0.2807 → 1.0.2809

package/build/clients/cluster-client.d.ts

@@ -230,11 +230,13 @@ declare class ClusterClient {
         twoWaySettlementDateOffset?: number;
     }): Promise<TWAPSession>;
     stopTWAPSession(id: string): Promise<void>;
-    getUserTWAPSettings({ userId, country, fiat, side, }: {
+    getUserTWAPSettings({ userId, country, fiat, side, twoWaySettlementType, twoWaySettlementDateOffset, }: {
         userId: string;
         country: Country;
         fiat: Fiat;
         side: Side;
+        twoWaySettlementType?: TwoWaySettlementType;
+        twoWaySettlementDateOffset?: number;
     }): Promise<{
         spread: number;
         minClipSize: number;

package/build/clients/cluster-client.js

@@ -802,9 +802,20 @@ class ClusterClient {
             yield this.axios.post(`${this.baseUrl}/api/twap/sessions/${id}/stop`, {}, { headers: { "x-cluster-api-key": this.clusterApiKey } });
         });
     }
-    getUserTWAPSettings({ userId, country, fiat, side, }) {
+    getUserTWAPSettings({ userId, country, fiat, side, twoWaySettlementType, twoWaySettlementDateOffset, }) {
         return __awaiter(this, void 0, void 0, function* () {
-            const response = yield this.axios.get(`${this.baseUrl}/api/users/${userId}/TWAP/settings?country=${country}&fiat=${fiat}&side=${side}`, { headers: { "x-cluster-api-key": this.clusterApiKey } });
+            const params = new URLSearchParams({
+                country,
+                fiat,
+                side,
+            });
+            if (twoWaySettlementType !== undefined) {
+                params.set("twoWaySettlementType", twoWaySettlementType);
+            }
+            if (twoWaySettlementDateOffset !== undefined) {
+                params.set("twoWaySettlementDateOffset", String(twoWaySettlementDateOffset));
+            }
+            const response = yield this.axios.get(`${this.baseUrl}/api/users/${userId}/TWAP/settings?${params.toString()}`, { headers: { "x-cluster-api-key": this.clusterApiKey } });
             return response.data;
         });
     }

package/build/helpers/find-user-tier-forward-curve-rate.d.ts

@@ -1,4 +1,5 @@
 import { Country, Side, User } from "@riocrypto/common";
+export type ForwardCurveKind = "regular" | "twap";
 /**
  * Walks the user's tier ranges from the current tier (matched by amount)
  * down to lower tiers, returning the first defined interpolated rate.
@@ -7,11 +8,16 @@ import { Country, Side, User } from "@riocrypto/common";
  * forward curve omits a day can still inherit from a lower tier with a more
  * complete curve. Returns undefined if no tier matches the amount or no
  * tier contains the requested day.
+ *
+ * `kind` selects which curve on the tier is consulted: the regular order
+ * forward curve (`twoWaySettlementDateOffsetFee`) or the TWAP forward curve
+ * (`TWAPTwoWaySettlementDateOffsetFee`).
  */
-export declare const findUserTierForwardCurveRate: ({ user, country, side, amount, day, }: {
+export declare const findUserTierForwardCurveRate: ({ user, country, side, amount, day, kind, }: {
     user: User | undefined | null;
     country: Country;
     side: Side;
     amount: number;
     day: number;
+    kind?: ForwardCurveKind | undefined;
 }) => number | undefined;

package/build/helpers/find-user-tier-forward-curve-rate.js

@@ -2,6 +2,9 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.findUserTierForwardCurveRate = void 0;
 const interpolate_forward_curve_rate_1 = require("./interpolate-forward-curve-rate");
+const getRangeCurve = (range, kind) => kind === "twap"
+    ? range.TWAPTwoWaySettlementDateOffsetFee
+    : range.twoWaySettlementDateOffsetFee;
 /**
  * Walks the user's tier ranges from the current tier (matched by amount)
  * down to lower tiers, returning the first defined interpolated rate.
@@ -10,8 +13,12 @@ const interpolate_forward_curve_rate_1 = require("./interpolate-forward-curve-ra
  * forward curve omits a day can still inherit from a lower tier with a more
  * complete curve. Returns undefined if no tier matches the amount or no
  * tier contains the requested day.
+ *
+ * `kind` selects which curve on the tier is consulted: the regular order
+ * forward curve (`twoWaySettlementDateOffsetFee`) or the TWAP forward curve
+ * (`TWAPTwoWaySettlementDateOffsetFee`).
  */
-const findUserTierForwardCurveRate = ({ user, country, side, amount, day, }) => {
+const findUserTierForwardCurveRate = ({ user, country, side, amount, day, kind = "regular", }) => {
     var _a, _b;
     const ranges = (_b = (_a = user === null || user === void 0 ? void 0 : user.platformFeeRanges) === null || _a === void 0 ? void 0 : _a[country]) === null || _b === void 0 ? void 0 : _b[side];
     if (!ranges || ranges.length === 0)
@@ -33,7 +40,7 @@ const findUserTierForwardCurveRate = ({ user, country, side, amount, day, }) =>
     if (currentRangeIndex === -1)
         return undefined;
     for (let i = currentRangeIndex; i >= 0; i--) {
-        const rate = (0, interpolate_forward_curve_rate_1.interpolateForwardCurveRate)(sorted[i].twoWaySettlementDateOffsetFee, day);
+        const rate = (0, interpolate_forward_curve_rate_1.interpolateForwardCurveRate)(getRangeCurve(sorted[i], kind), day);
         if (rate !== undefined)
             return rate;
     }

package/build/helpers/get-is-fireblocks-signature-valid.js

@@ -38,7 +38,11 @@ function getJWKS() {
     return __awaiter(this, void 0, void 0, function* () {
         if (!jwks) {
             const { createRemoteJWKSet } = yield Promise.resolve().then(() => __importStar(require("jose")));
-            jwks = createRemoteJWKSet(new URL("https://keys.fireblocks.io/.well-known/jwks.json"));
+            jwks = createRemoteJWKSet(new URL("https://keys.fireblocks.io/.well-known/jwks.json"), {
+                timeoutDuration: 5000,
+                cooldownDuration: 30000,
+                cacheMaxAge: 10 * 60000,
+            });
         }
         return jwks;
     });

package/build/helpers/get-resolved-forward-curve-tiers.d.ts

@@ -1,4 +1,5 @@
 import { Country, RioSettings, Side, User } from "@riocrypto/common";
+import { ForwardCurveKind } from "./find-user-tier-forward-curve-rate";
 export type ResolvedForwardCurveTier = {
     min: number;
     max: number;
@@ -26,10 +27,11 @@ export type ResolvedForwardCurveTier = {
  * can then linearly interpolate between anchors to render a single
  * continuous line.
  */
-export declare const getResolvedForwardCurveTiers: ({ user, broker, country, side, rioSettings, }: {
+export declare const getResolvedForwardCurveTiers: ({ user, broker, country, side, rioSettings, kind, }: {
     user: User;
     broker?: User | null | undefined;
     country: Country;
     side: Side;
-    rioSettings: Pick<RioSettings, "defaultTwoWaySettlementDateOffsetFee">;
+    rioSettings: Pick<RioSettings, "defaultTwoWaySettlementDateOffsetFee" | "defaultTWAPTwoWaySettlementDateOffsetFee">;
+    kind?: ForwardCurveKind | undefined;
 }) => ResolvedForwardCurveTier[];

package/build/helpers/get-resolved-forward-curve-tiers.js

@@ -12,11 +12,13 @@ const resolve_forward_curve_rate_1 = require("./resolve-forward-curve-rate");
  * can then linearly interpolate between anchors to render a single
  * continuous line.
  */
-const getResolvedForwardCurveTiers = ({ user, broker, country, side, rioSettings, }) => {
-    var _a, _b, _c, _d, _e, _f;
+const getResolvedForwardCurveTiers = ({ user, broker, country, side, rioSettings, kind = "regular", }) => {
+    var _a, _b, _c, _d, _e, _f, _g, _h;
     const userRanges = (_b = (_a = user.platformFeeRanges) === null || _a === void 0 ? void 0 : _a[country]) === null || _b === void 0 ? void 0 : _b[side];
     const brokerRanges = (_d = (_c = broker === null || broker === void 0 ? void 0 : broker.platformFeeRanges) === null || _c === void 0 ? void 0 : _c[country]) === null || _d === void 0 ? void 0 : _d[side];
-    const platformCurve = (_f = (_e = rioSettings.defaultTwoWaySettlementDateOffsetFee) === null || _e === void 0 ? void 0 : _e[country]) === null || _f === void 0 ? void 0 : _f[side];
+    const platformCurve = kind === "twap"
+        ? (_f = (_e = rioSettings.defaultTWAPTwoWaySettlementDateOffsetFee) === null || _e === void 0 ? void 0 : _e[country]) === null || _f === void 0 ? void 0 : _f[side]
+        : (_h = (_g = rioSettings.defaultTwoWaySettlementDateOffsetFee) === null || _g === void 0 ? void 0 : _g[country]) === null || _h === void 0 ? void 0 : _h[side];
     let tiers = [];
     if (userRanges && userRanges.length > 0) {
         tiers = [...userRanges]
@@ -38,15 +40,18 @@ const getResolvedForwardCurveTiers = ({ user, broker, country, side, rioSettings
             .map((k) => Number(k))
             .filter((d) => Number.isFinite(d));
     };
+    const pickRangeCurve = (range) => kind === "twap"
+        ? range.TWAPTwoWaySettlementDateOffsetFee
+        : range.twoWaySettlementDateOffsetFee;
     const anchorDays = new Set();
     if (userRanges) {
         for (const r of userRanges) {
-            collectDays(r.twoWaySettlementDateOffsetFee).forEach((d) => anchorDays.add(d));
+            collectDays(pickRangeCurve(r)).forEach((d) => anchorDays.add(d));
         }
     }
     if (brokerRanges) {
         for (const r of brokerRanges) {
-            collectDays(r.twoWaySettlementDateOffsetFee).forEach((d) => anchorDays.add(d));
+            collectDays(pickRangeCurve(r)).forEach((d) => anchorDays.add(d));
         }
     }
     collectDays(platformCurve).forEach((d) => anchorDays.add(d));
@@ -68,6 +73,7 @@ const getResolvedForwardCurveTiers = ({ user, broker, country, side, rioSettings
                 amount: sampleAmount,
                 day,
                 rioSettings,
+                kind,
             });
             if (rate !== undefined)
                 curve[String(day)] = rate;

package/build/helpers/resolve-forward-curve-rate.d.ts

@@ -1,4 +1,5 @@
 import { Country, RioSettings, Side, User } from "@riocrypto/common";
+import { ForwardCurveKind } from "./find-user-tier-forward-curve-rate";
 /**
  * Resolves the effective two-way-settlement-date-offset rate at a given day,
  * walking the full fallback chain:
@@ -6,14 +7,19 @@ import { Country, RioSettings, Side, User } from "@riocrypto/common";
  *   2. broker parent's tier curves (same logic applied to broker)
  *   3. platform default forward curve from RioSettings
  *
+ * `kind` selects which forward curve to consult on each layer:
+ *   - "regular" → `twoWaySettlementDateOffsetFee` / `defaultTwoWaySettlementDateOffsetFee`
+ *   - "twap"    → `TWAPTwoWaySettlementDateOffsetFee` / `defaultTWAPTwoWaySettlementDateOffsetFee`
+ *
  * Returns undefined only if every layer is missing or out of range.
  */
-export declare const resolveForwardCurveRate: ({ user, broker, country, side, amount, day, rioSettings, }: {
+export declare const resolveForwardCurveRate: ({ user, broker, country, side, amount, day, rioSettings, kind, }: {
     user: User | undefined | null;
     broker?: User | null | undefined;
     country: Country;
     side: Side;
     amount: number;
     day: number;
-    rioSettings: Pick<RioSettings, "defaultTwoWaySettlementDateOffsetFee">;
+    rioSettings: Pick<RioSettings, "defaultTwoWaySettlementDateOffsetFee" | "defaultTWAPTwoWaySettlementDateOffsetFee">;
+    kind?: ForwardCurveKind | undefined;
 }) => number | undefined;

package/build/helpers/resolve-forward-curve-rate.js

@@ -10,16 +10,21 @@ const interpolate_forward_curve_rate_1 = require("./interpolate-forward-curve-ra
  *   2. broker parent's tier curves (same logic applied to broker)
  *   3. platform default forward curve from RioSettings
  *
+ * `kind` selects which forward curve to consult on each layer:
+ *   - "regular" → `twoWaySettlementDateOffsetFee` / `defaultTwoWaySettlementDateOffsetFee`
+ *   - "twap"    → `TWAPTwoWaySettlementDateOffsetFee` / `defaultTWAPTwoWaySettlementDateOffsetFee`
+ *
  * Returns undefined only if every layer is missing or out of range.
  */
-const resolveForwardCurveRate = ({ user, broker, country, side, amount, day, rioSettings, }) => {
-    var _a, _b;
+const resolveForwardCurveRate = ({ user, broker, country, side, amount, day, rioSettings, kind = "regular", }) => {
+    var _a, _b, _c, _d;
     const userRate = (0, find_user_tier_forward_curve_rate_1.findUserTierForwardCurveRate)({
         user,
         country,
         side,
         amount,
         day,
+        kind,
     });
     if (userRate !== undefined)
         return userRate;
@@ -30,10 +35,14 @@ const resolveForwardCurveRate = ({ user, broker, country, side, amount, day, rio
             side,
             amount,
             day,
+            kind,
         });
         if (brokerRate !== undefined)
             return brokerRate;
     }
-    return (0, interpolate_forward_curve_rate_1.interpolateForwardCurveRate)((_b = (_a = rioSettings.defaultTwoWaySettlementDateOffsetFee) === null || _a === void 0 ? void 0 : _a[country]) === null || _b === void 0 ? void 0 : _b[side], day);
+    const defaultCurve = kind === "twap"
+        ? (_b = (_a = rioSettings.defaultTWAPTwoWaySettlementDateOffsetFee) === null || _a === void 0 ? void 0 : _a[country]) === null || _b === void 0 ? void 0 : _b[side]
+        : (_d = (_c = rioSettings.defaultTwoWaySettlementDateOffsetFee) === null || _c === void 0 ? void 0 : _c[country]) === null || _d === void 0 ? void 0 : _d[side];
+    return (0, interpolate_forward_curve_rate_1.interpolateForwardCurveRate)(defaultCurve, day);
 };
 exports.resolveForwardCurveRate = resolveForwardCurveRate;

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

@@ -63,6 +63,13 @@ interface RioSettingsAttrs {
             };
         };
     };
+    defaultTWAPTwoWaySettlementDateOffsetFee?: {
+        [key in Country]?: {
+            [key in Side]?: {
+                [key: number]: number;
+            };
+        };
+    };
     holidays: {
         [key in Country]: {
             dates: string[];
@@ -148,6 +155,13 @@ interface RioSettingsDoc extends mongoose.Document {
             };
         };
     };
+    defaultTWAPTwoWaySettlementDateOffsetFee?: {
+        [key in Country]?: {
+            [key in Side]?: {
+                [key: number]: number;
+            };
+        };
+    };
     holidays: {
         [key in Country]: {
             dates: string[];

package/build/models/rio-settings.js

@@ -60,6 +60,9 @@ const buildRioSettings = (mongoose) => {
         defaultTwoWaySettlementDateOffsetFee: {
             type: Object,
         },
+        defaultTWAPTwoWaySettlementDateOffsetFee: {
+            type: Object,
+        },
         holidays: {
             type: Object,
         },

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

@@ -14,6 +14,11 @@ interface TWAPSessionAttrs {
     maxOriginAmount?: number;
     tradeCurrency: Fiat | Crypto;
     spread: number;
+    spreadHistory: {
+        spread: number;
+        appliedAt: Date;
+        firstOrderId?: string;
+    }[];
     clipSize: number;
     interval: number;
     isRunning: boolean;
@@ -56,6 +61,11 @@ interface TWAPSessionDoc extends Document {
     activeTWAPSettlementId?: string;
     TWAPSettlementIdsPendingSettlement: string[];
     spread: number;
+    spreadHistory: {
+        spread: number;
+        appliedAt: Date;
+        firstOrderId?: string;
+    }[];
     clipSize: number;
     interval: number;
     isRunning: boolean;

package/build/models/twap-session.js

@@ -64,6 +64,16 @@ const buildTWAPSession = (mongoose) => {
             type: Number,
             required: true,
         },
+        spreadHistory: {
+            type: [
+                {
+                    spread: { type: Number, required: true },
+                    appliedAt: { type: Date, required: true },
+                    firstOrderId: { type: String },
+                },
+            ],
+            default: [],
+        },
         clipSize: {
             type: Number,
             required: true,

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

@@ -17,6 +17,7 @@ interface TWAPSettlementAttrs {
     bulkBankPayoutId?: string;
     bulkCryptoPayoutId?: string;
     orderIds: string[];
+    twoWaySettlementDate?: Date;
 }
 interface TWAPSettlementModel extends Model<TWAPSettlementDoc> {
     build(attrs: TWAPSettlementAttrs): HydratedDocument<TWAPSettlementDoc>;
@@ -39,6 +40,7 @@ interface TWAPSettlementDoc extends Document {
     bulkBankPayoutId?: string;
     bulkCryptoPayoutId?: string;
     orderIds: string[];
+    twoWaySettlementDate?: Date;
 }
 declare const buildTWAPSettlement: (mongoose: Mongoose) => TWAPSettlementModel;
 export { buildTWAPSettlement, TWAPSettlementDoc, TWAPSettlementAttrs };

package/build/models/twap-settlement.js

@@ -66,6 +66,9 @@ const buildTWAPSettlement = (mongoose) => {
             type: [String],
             required: true,
         },
+        twoWaySettlementDate: {
+            type: Date,
+        },
     }, {
         toJSON: {
             transform(doc, ret) {

package/build/models/user.js

@@ -80,6 +80,9 @@ const buildUser = (mongoose) => {
                         TWAPFee: {
                             type: Number,
                         },
+                        TWAPTwoWaySettlementDateOffsetFee: {
+                            type: Object,
+                        },
                     },
                 ],
                 sell: [
@@ -105,6 +108,9 @@ const buildUser = (mongoose) => {
                         TWAPFee: {
                             type: Number,
                         },
+                        TWAPTwoWaySettlementDateOffsetFee: {
+                            type: Object,
+                        },
                     },
                 ],
             },
@@ -132,6 +138,9 @@ const buildUser = (mongoose) => {
                         TWAPFee: {
                             type: Number,
                         },
+                        TWAPTwoWaySettlementDateOffsetFee: {
+                            type: Object,
+                        },
                     },
                 ],
                 sell: [
@@ -157,6 +166,9 @@ const buildUser = (mongoose) => {
                         TWAPFee: {
                             type: Number,
                         },
+                        TWAPTwoWaySettlementDateOffsetFee: {
+                            type: Object,
+                        },
                     },
                 ],
             },
@@ -184,6 +196,9 @@ const buildUser = (mongoose) => {
                         TWAPFee: {
                             type: Number,
                         },
+                        TWAPTwoWaySettlementDateOffsetFee: {
+                            type: Object,
+                        },
                     },
                 ],
                 sell: [
@@ -209,6 +224,9 @@ const buildUser = (mongoose) => {
                         TWAPFee: {
                             type: Number,
                         },
+                        TWAPTwoWaySettlementDateOffsetFee: {
+                            type: Object,
+                        },
                     },
                 ],
             },
@@ -236,6 +254,9 @@ const buildUser = (mongoose) => {
                         TWAPFee: {
                             type: Number,
                         },
+                        TWAPTwoWaySettlementDateOffsetFee: {
+                            type: Object,
+                        },
                     },
                 ],
                 sell: [
@@ -261,6 +282,9 @@ const buildUser = (mongoose) => {
                         TWAPFee: {
                             type: Number,
                         },
+                        TWAPTwoWaySettlementDateOffsetFee: {
+                            type: Object,
+                        },
                     },
                 ],
             },

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@riocrypto/common-server",
-  "version": "1.0.2807",
+  "version": "1.0.2809",
   "description": "",
   "main": "./build/index.js",
   "types": "./build/index.d.ts",
@@ -28,7 +28,7 @@
     "@google-cloud/secret-manager": "^5.6.0",
     "@google-cloud/storage": "^7.19.0",
     "@hyperdx/node-opentelemetry": "^0.10.3",
-    "@riocrypto/common": "1.0.2609",
+    "@riocrypto/common": "1.0.2612",
     "@slack/web-api": "^7.15.0",
     "@types/express": "^4.17.25",
     "axios": "1.16.0",