zklighter-perps 1.0.346 → 1.0.348

package/.openapi-generator/FILES

@@ -43,6 +43,8 @@ models/AccountPnLV2.ts
 models/AccountPosition.ts
 models/AccountStats.ts
 models/AccountTradeStats.ts
+models/AggregatedTrade.ts
+models/AggregatedTrades.ts
 models/AirdropAllocationItem.ts
 models/AirdropAllocations.ts
 models/Alert.ts
@@ -59,6 +61,10 @@ models/AssetStats.ts
 models/AtomicOrder.ts
 models/AtomicOrderLeg.ts
 models/Auth.ts
+models/BOSideCost.ts
+models/BOSizeCost.ts
+models/BOSymbolCosts.ts
+models/BOVenueCosts.ts
 models/BinaryOptionMarketStats.ts
 models/Block.ts
 models/Blocks.ts
@@ -198,6 +204,7 @@ models/ReqGetAccountOrders.ts
 models/ReqGetAccountPnL.ts
 models/ReqGetAccountPnLV2.ts
 models/ReqGetAccountTxs.ts
+models/ReqGetAggregatedTrades.ts
 models/ReqGetAirdropAllocations.ts
 models/ReqGetApiTokens.ts
 models/ReqGetAssetDetails.ts
@@ -284,6 +291,7 @@ models/RespCreateRFQ.ts
 models/RespCreateStrategyHeartbeat.ts
 models/RespGaslessDeposit.ts
 models/RespGetApiTokens.ts
+models/RespGetBOExecuteStats.ts
 models/RespGetBoPnL.ts
 models/RespGetBridgesByL1Addr.ts
 models/RespGetCompetitions.ts

package/apis/OrderApi.ts

@@ -15,6 +15,7 @@
 
 import * as runtime from '../runtime';
 import type {
+  AggregatedTrades,
   AssetDetails,
   ExchangeStats,
   ExportData,
@@ -23,6 +24,7 @@ import type {
   OrderBookOrders,
   OrderBooks,
   Orders,
+  RespGetBOExecuteStats,
   RespGetExchangeMetrics,
   RespGetExecuteStats,
   RespGetMarketMetrics,
@@ -30,6 +32,8 @@ import type {
   Trades,
 } from '../models/index';
 import {
+    AggregatedTradesFromJSON,
+    AggregatedTradesToJSON,
     AssetDetailsFromJSON,
     AssetDetailsToJSON,
     ExchangeStatsFromJSON,
@@ -46,6 +50,8 @@ import {
     OrderBooksToJSON,
     OrdersFromJSON,
     OrdersToJSON,
+    RespGetBOExecuteStatsFromJSON,
+    RespGetBOExecuteStatsToJSON,
     RespGetExchangeMetricsFromJSON,
     RespGetExchangeMetricsToJSON,
     RespGetExecuteStatsFromJSON,
@@ -99,6 +105,18 @@ export interface AccountOrdersRequest {
     account_index?: number;
 }
 
+export interface AggregatedTradesRequest {
+    account_index: number;
+    market_id?: number;
+    market_type?: Array<AggregatedTradesMarketTypeEnum>;
+    order_index_str?: string;
+    cursor?: string;
+    ask_filter?: number;
+    role?: AggregatedTradesRoleEnum;
+    type?: AggregatedTradesTypeEnum;
+    limit?: number;
+}
+
 export interface AssetDetailsRequest {
     asset_id?: number;
 }
@@ -434,6 +452,77 @@ export class OrderApi extends runtime.BaseAPI {
         return await response.value();
     }
 
+    /**
+     * get trade aggregations
+     * aggregatedTrades
+     */
+    async aggregatedTradesRaw(requestParameters: AggregatedTradesRequest, initOverrides?: RequestInit | runtime.InitOverrideFunction): Promise<runtime.ApiResponse<AggregatedTrades>> {
+        if (requestParameters['account_index'] == null) {
+            throw new runtime.RequiredError(
+                'account_index',
+                'Required parameter "account_index" was null or undefined when calling aggregatedTrades().'
+            );
+        }
+
+        const queryParameters: any = {};
+
+        if (requestParameters['account_index'] != null) {
+            queryParameters['account_index'] = requestParameters['account_index'];
+        }
+
+        if (requestParameters['market_id'] != null) {
+            queryParameters['market_id'] = requestParameters['market_id'];
+        }
+
+        if (requestParameters['market_type'] != null) {
+            queryParameters['market_type'] = requestParameters['market_type']!.join(runtime.COLLECTION_FORMATS["csv"]);
+        }
+
+        if (requestParameters['order_index_str'] != null) {
+            queryParameters['order_index_str'] = requestParameters['order_index_str'];
+        }
+
+        if (requestParameters['cursor'] != null) {
+            queryParameters['cursor'] = requestParameters['cursor'];
+        }
+
+        if (requestParameters['ask_filter'] != null) {
+            queryParameters['ask_filter'] = requestParameters['ask_filter'];
+        }
+
+        if (requestParameters['role'] != null) {
+            queryParameters['role'] = requestParameters['role'];
+        }
+
+        if (requestParameters['type'] != null) {
+            queryParameters['type'] = requestParameters['type'];
+        }
+
+        if (requestParameters['limit'] != null) {
+            queryParameters['limit'] = requestParameters['limit'];
+        }
+
+        const headerParameters: runtime.HTTPHeaders = {};
+
+        const response = await this.request({
+            path: `/api/v1/aggregatedTrades`,
+            method: 'GET',
+            headers: headerParameters,
+            query: queryParameters,
+        }, initOverrides);
+
+        return new runtime.JSONApiResponse(response, (jsonValue) => AggregatedTradesFromJSON(jsonValue));
+    }
+
+    /**
+     * get trade aggregations
+     * aggregatedTrades
+     */
+    async aggregatedTrades(requestParameters: AggregatedTradesRequest, initOverrides?: RequestInit | runtime.InitOverrideFunction): Promise<AggregatedTrades> {
+        const response = await this.aggregatedTradesRaw(requestParameters, initOverrides);
+        return await response.value();
+    }
+
     /**
      * Get asset details
      * assetDetails
@@ -466,6 +555,34 @@ export class OrderApi extends runtime.BaseAPI {
         return await response.value();
     }
 
+    /**
+     * Get the mean cost of buying Up and Down on the 15-minute BTC and ETH Up/Down rounds over the last day, per venue and size
+     * boExecuteStats
+     */
+    async boExecuteStatsRaw(initOverrides?: RequestInit | runtime.InitOverrideFunction): Promise<runtime.ApiResponse<RespGetBOExecuteStats>> {
+        const queryParameters: any = {};
+
+        const headerParameters: runtime.HTTPHeaders = {};
+
+        const response = await this.request({
+            path: `/api/v1/boExecuteStats`,
+            method: 'GET',
+            headers: headerParameters,
+            query: queryParameters,
+        }, initOverrides);
+
+        return new runtime.JSONApiResponse(response, (jsonValue) => RespGetBOExecuteStatsFromJSON(jsonValue));
+    }
+
+    /**
+     * Get the mean cost of buying Up and Down on the 15-minute BTC and ETH Up/Down rounds over the last day, per venue and size
+     * boExecuteStats
+     */
+    async boExecuteStats(initOverrides?: RequestInit | runtime.InitOverrideFunction): Promise<RespGetBOExecuteStats> {
+        const response = await this.boExecuteStatsRaw(initOverrides);
+        return await response.value();
+    }
+
     /**
      * Get exchange metrics
      * exchangeMetrics
@@ -1040,6 +1157,33 @@ export const AccountInactiveOrdersMarketTypeEnum = {
     Bo: 'bo'
 } as const;
 export type AccountInactiveOrdersMarketTypeEnum = typeof AccountInactiveOrdersMarketTypeEnum[keyof typeof AccountInactiveOrdersMarketTypeEnum];
+/**
+ * @export
+ */
+export const AggregatedTradesMarketTypeEnum = {
+    Spot: 'spot',
+    Perps: 'perps',
+    Bo: 'bo'
+} as const;
+export type AggregatedTradesMarketTypeEnum = typeof AggregatedTradesMarketTypeEnum[keyof typeof AggregatedTradesMarketTypeEnum];
+/**
+ * @export
+ */
+export const AggregatedTradesRoleEnum = {
+    Maker: 'maker',
+    Taker: 'taker'
+} as const;
+export type AggregatedTradesRoleEnum = typeof AggregatedTradesRoleEnum[keyof typeof AggregatedTradesRoleEnum];
+/**
+ * @export
+ */
+export const AggregatedTradesTypeEnum = {
+    Trade: 'trade',
+    Liquidation: 'liquidation',
+    Deleverage: 'deleverage',
+    MarketSettlement: 'market_settlement'
+} as const;
+export type AggregatedTradesTypeEnum = typeof AggregatedTradesTypeEnum[keyof typeof AggregatedTradesTypeEnum];
 /**
  * @export
  */

package/models/AggregatedTrade.ts

@@ -0,0 +1,354 @@
+/* tslint:disable */
+/* eslint-disable */
+/**
+ * 
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * The version of the OpenAPI document: 
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+import { mapValues } from '../runtime';
+/**
+ * 
+ * @export
+ * @interface AggregatedTrade
+ */
+export interface AggregatedTrade {
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    account_index: number;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    order_id: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    grouping_id: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    master_twap_id: string;
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    market_id: number;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    market_symbol: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    market_kind: AggregatedTradeMarketKindEnum;
+    /**
+     * 
+     * @type {boolean}
+     * @memberof AggregatedTrade
+     */
+    is_ask: boolean;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    type: AggregatedTradeTypeEnum;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    role: AggregatedTradeRoleEnum;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    first_trade_id: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    last_trade_id: string;
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    first_timestamp: number;
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    last_timestamp: number;
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    first_block_height: number;
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    last_block_height: number;
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    fill_count: number;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    size: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    usd_amount: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    pnl: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    average_price: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    fee: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    integrator_fee: string;
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    fee_asset_id: number;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    position_size_before: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrade
+     */
+    entry_quote_before: string;
+    /**
+     * 
+     * @type {boolean}
+     * @memberof AggregatedTrade
+     */
+    position_sign_changed: boolean;
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    initial_margin_fraction_before: number;
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    allocated_margin_usdc_before: number;
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrade
+     */
+    allocated_margin_usdc_after: number;
+}
+
+
+/**
+ * @export
+ */
+export const AggregatedTradeMarketKindEnum = {
+    Spot: 'spot',
+    Bo: 'bo',
+    Perps: 'perps'
+} as const;
+export type AggregatedTradeMarketKindEnum = typeof AggregatedTradeMarketKindEnum[keyof typeof AggregatedTradeMarketKindEnum];
+
+/**
+ * @export
+ */
+export const AggregatedTradeTypeEnum = {
+    Trade: 'trade',
+    Liquidation: 'liquidation',
+    Deleverage: 'deleverage',
+    MarketSettlement: 'market-settlement'
+} as const;
+export type AggregatedTradeTypeEnum = typeof AggregatedTradeTypeEnum[keyof typeof AggregatedTradeTypeEnum];
+
+/**
+ * @export
+ */
+export const AggregatedTradeRoleEnum = {
+    Maker: 'maker',
+    Taker: 'taker'
+} as const;
+export type AggregatedTradeRoleEnum = typeof AggregatedTradeRoleEnum[keyof typeof AggregatedTradeRoleEnum];
+
+
+/**
+ * Check if a given object implements the AggregatedTrade interface.
+ */
+export function instanceOfAggregatedTrade(value: object): value is AggregatedTrade {
+    if (!('account_index' in value) || value['account_index'] === undefined) return false;
+    if (!('order_id' in value) || value['order_id'] === undefined) return false;
+    if (!('grouping_id' in value) || value['grouping_id'] === undefined) return false;
+    if (!('master_twap_id' in value) || value['master_twap_id'] === undefined) return false;
+    if (!('market_id' in value) || value['market_id'] === undefined) return false;
+    if (!('market_symbol' in value) || value['market_symbol'] === undefined) return false;
+    if (!('market_kind' in value) || value['market_kind'] === undefined) return false;
+    if (!('is_ask' in value) || value['is_ask'] === undefined) return false;
+    if (!('type' in value) || value['type'] === undefined) return false;
+    if (!('role' in value) || value['role'] === undefined) return false;
+    if (!('first_trade_id' in value) || value['first_trade_id'] === undefined) return false;
+    if (!('last_trade_id' in value) || value['last_trade_id'] === undefined) return false;
+    if (!('first_timestamp' in value) || value['first_timestamp'] === undefined) return false;
+    if (!('last_timestamp' in value) || value['last_timestamp'] === undefined) return false;
+    if (!('first_block_height' in value) || value['first_block_height'] === undefined) return false;
+    if (!('last_block_height' in value) || value['last_block_height'] === undefined) return false;
+    if (!('fill_count' in value) || value['fill_count'] === undefined) return false;
+    if (!('size' in value) || value['size'] === undefined) return false;
+    if (!('usd_amount' in value) || value['usd_amount'] === undefined) return false;
+    if (!('pnl' in value) || value['pnl'] === undefined) return false;
+    if (!('average_price' in value) || value['average_price'] === undefined) return false;
+    if (!('fee' in value) || value['fee'] === undefined) return false;
+    if (!('integrator_fee' in value) || value['integrator_fee'] === undefined) return false;
+    if (!('fee_asset_id' in value) || value['fee_asset_id'] === undefined) return false;
+    if (!('position_size_before' in value) || value['position_size_before'] === undefined) return false;
+    if (!('entry_quote_before' in value) || value['entry_quote_before'] === undefined) return false;
+    if (!('position_sign_changed' in value) || value['position_sign_changed'] === undefined) return false;
+    if (!('initial_margin_fraction_before' in value) || value['initial_margin_fraction_before'] === undefined) return false;
+    if (!('allocated_margin_usdc_before' in value) || value['allocated_margin_usdc_before'] === undefined) return false;
+    if (!('allocated_margin_usdc_after' in value) || value['allocated_margin_usdc_after'] === undefined) return false;
+    return true;
+}
+
+export function AggregatedTradeFromJSON(json: any): AggregatedTrade {
+    return AggregatedTradeFromJSONTyped(json, false);
+}
+
+export function AggregatedTradeFromJSONTyped(json: any, ignoreDiscriminator: boolean): AggregatedTrade {
+    if (json == null) {
+        return json;
+    }
+    return {
+        
+        'account_index': json['account_index'],
+        'order_id': json['order_id'],
+        'grouping_id': json['grouping_id'],
+        'master_twap_id': json['master_twap_id'],
+        'market_id': json['market_id'],
+        'market_symbol': json['market_symbol'],
+        'market_kind': json['market_kind'],
+        'is_ask': json['is_ask'],
+        'type': json['type'],
+        'role': json['role'],
+        'first_trade_id': json['first_trade_id'],
+        'last_trade_id': json['last_trade_id'],
+        'first_timestamp': json['first_timestamp'],
+        'last_timestamp': json['last_timestamp'],
+        'first_block_height': json['first_block_height'],
+        'last_block_height': json['last_block_height'],
+        'fill_count': json['fill_count'],
+        'size': json['size'],
+        'usd_amount': json['usd_amount'],
+        'pnl': json['pnl'],
+        'average_price': json['average_price'],
+        'fee': json['fee'],
+        'integrator_fee': json['integrator_fee'],
+        'fee_asset_id': json['fee_asset_id'],
+        'position_size_before': json['position_size_before'],
+        'entry_quote_before': json['entry_quote_before'],
+        'position_sign_changed': json['position_sign_changed'],
+        'initial_margin_fraction_before': json['initial_margin_fraction_before'],
+        'allocated_margin_usdc_before': json['allocated_margin_usdc_before'],
+        'allocated_margin_usdc_after': json['allocated_margin_usdc_after'],
+    };
+}
+
+export function AggregatedTradeToJSON(value?: AggregatedTrade | null): any {
+    if (value == null) {
+        return value;
+    }
+    return {
+        
+        'account_index': value['account_index'],
+        'order_id': value['order_id'],
+        'grouping_id': value['grouping_id'],
+        'master_twap_id': value['master_twap_id'],
+        'market_id': value['market_id'],
+        'market_symbol': value['market_symbol'],
+        'market_kind': value['market_kind'],
+        'is_ask': value['is_ask'],
+        'type': value['type'],
+        'role': value['role'],
+        'first_trade_id': value['first_trade_id'],
+        'last_trade_id': value['last_trade_id'],
+        'first_timestamp': value['first_timestamp'],
+        'last_timestamp': value['last_timestamp'],
+        'first_block_height': value['first_block_height'],
+        'last_block_height': value['last_block_height'],
+        'fill_count': value['fill_count'],
+        'size': value['size'],
+        'usd_amount': value['usd_amount'],
+        'pnl': value['pnl'],
+        'average_price': value['average_price'],
+        'fee': value['fee'],
+        'integrator_fee': value['integrator_fee'],
+        'fee_asset_id': value['fee_asset_id'],
+        'position_size_before': value['position_size_before'],
+        'entry_quote_before': value['entry_quote_before'],
+        'position_sign_changed': value['position_sign_changed'],
+        'initial_margin_fraction_before': value['initial_margin_fraction_before'],
+        'allocated_margin_usdc_before': value['allocated_margin_usdc_before'],
+        'allocated_margin_usdc_after': value['allocated_margin_usdc_after'],
+    };
+}
+

package/models/AggregatedTrades.ts

@@ -0,0 +1,93 @@
+/* tslint:disable */
+/* eslint-disable */
+/**
+ * 
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * The version of the OpenAPI document: 
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+import { mapValues } from '../runtime';
+import type { AggregatedTrade } from './AggregatedTrade';
+import {
+    AggregatedTradeFromJSON,
+    AggregatedTradeFromJSONTyped,
+    AggregatedTradeToJSON,
+} from './AggregatedTrade';
+
+/**
+ * 
+ * @export
+ * @interface AggregatedTrades
+ */
+export interface AggregatedTrades {
+    /**
+     * 
+     * @type {number}
+     * @memberof AggregatedTrades
+     */
+    code: number;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrades
+     */
+    message?: string;
+    /**
+     * 
+     * @type {string}
+     * @memberof AggregatedTrades
+     */
+    next_cursor?: string;
+    /**
+     * 
+     * @type {Array<AggregatedTrade>}
+     * @memberof AggregatedTrades
+     */
+    trades: Array<AggregatedTrade>;
+}
+
+/**
+ * Check if a given object implements the AggregatedTrades interface.
+ */
+export function instanceOfAggregatedTrades(value: object): value is AggregatedTrades {
+    if (!('code' in value) || value['code'] === undefined) return false;
+    if (!('trades' in value) || value['trades'] === undefined) return false;
+    return true;
+}
+
+export function AggregatedTradesFromJSON(json: any): AggregatedTrades {
+    return AggregatedTradesFromJSONTyped(json, false);
+}
+
+export function AggregatedTradesFromJSONTyped(json: any, ignoreDiscriminator: boolean): AggregatedTrades {
+    if (json == null) {
+        return json;
+    }
+    return {
+        
+        'code': json['code'],
+        'message': json['message'] == null ? undefined : json['message'],
+        'next_cursor': json['next_cursor'] == null ? undefined : json['next_cursor'],
+        'trades': ((json['trades'] as Array<any>).map(AggregatedTradeFromJSON)),
+    };
+}
+
+export function AggregatedTradesToJSON(value?: AggregatedTrades | null): any {
+    if (value == null) {
+        return value;
+    }
+    return {
+        
+        'code': value['code'],
+        'message': value['message'],
+        'next_cursor': value['next_cursor'],
+        'trades': ((value['trades'] as Array<any>).map(AggregatedTradeToJSON)),
+    };
+}
+