Merge pull request #73 from orionprotocol/OP-3658-trigger-condition

OP-3658 Update cfd balance schema

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@orionprotocol/sdk",
-  "version": "0.17.36",
+  "version": "0.17.37-rc.2",
   "description": "Orion Protocol SDK",
   "main": "./lib/esm/index.js",
   "module": "./lib/esm/index.js",

src/constants/cfdExecutionTypes.ts

@@ -0,0 +1,3 @@
+const executionTypes = ['LIMIT', 'STOP_LIMIT'] as const;
+
+export default executionTypes;

src/services/OrionAggregator/ws/schemas/addressUpdateSchema.ts

@@ -5,6 +5,7 @@ import subOrderStatuses from '../../../../constants/subOrderStatuses';
 import MessageType from '../MessageType';
 import balancesSchema from './balancesSchema';
 import baseMessageSchema from './baseMessageSchema';
+import executionTypes from '../../../../constants/cfdExecutionTypes';
 
 const baseAddressUpdate = baseMessageSchema.extend({
   id: z.string(),
@@ -34,6 +35,8 @@ export const orderUpdateSchema = z.object({
   S: z.enum(orderStatuses), // status
   l: z.boolean().optional(), // is liquidation order
   t: z.number(), // update time
+  E: z.enum(executionTypes).optional(), // execution type
+  C: z.string().optional(), // trigger condition
   c: subOrderSchema.array(),
 })
   .transform((val) => ({
@@ -45,6 +48,8 @@ export const orderUpdateSchema = z.object({
     settledAmount: o.A,
     status: o.S,
     liquidated: o.l,
+    executionType: o.E,
+    triggerCondition: o.C,
     subOrders: o.c.map((so) => ({
       pair: so.P,
       exchange: so.e,
@@ -75,6 +80,8 @@ export const fullOrderSchema = z.object({
   T: z.number(), // creation time / unix timestamp
   t: z.number(), // update time
   c: subOrderSchema.array(),
+  E: z.enum(executionTypes).optional(), // execution type
+  C: z.string().optional(), // trigger condition
 }).transform((val) => ({
   ...val,
   k: 'full' as const,
@@ -93,6 +100,8 @@ export const fullOrderSchema = z.object({
   pair: o.P,
   amount: o.a,
   price: o.p,
+  executionType: o.E,
+  triggerCondition: o.C,
   subOrders: o.c.map((so) => ({
     pair: so.P,
     exchange: so.e,

src/services/OrionAggregator/ws/schemas/cfdBalancesSchema.ts

@@ -44,7 +44,7 @@ const cfdBalanceSchema = z
     longFundingRatePerDay: obj.lfrd,
     shortFundingRatePerSecond: obj.sfrs,
     shortFundingRatePerDay: obj.sfrd,
-    stopOutPrice: obj.sop
+    stopOutPrice: obj.sop,
   }));
 
 const cfdBalancesSchema = z.array(cfdBalanceSchema);

src/types.ts

@@ -4,6 +4,7 @@ import type exchanges from './constants/exchanges';
 import type subOrderStatuses from './constants/subOrderStatuses';
 import type positionStatuses from './constants/positionStatuses';
 import type { knownEnvs } from './config/schemas';
+import type executionTypes from './constants/cfdExecutionTypes';
 
 export type DeepPartial<T> = T extends object ? {
   [P in keyof T]?: DeepPartial<T[P]>;
@@ -34,6 +35,7 @@ export type Balance = {
 }
 
 export type PositionStatus = typeof positionStatuses[number];
+export type ExecutionType = typeof executionTypes[number];
 
 export type CFDBalance = {
   instrument: string