defi-arbitrage/types.ts

// Deal Orchestration Tool - Type Definitions
// Freeze-resistant, capital-preserving arbitrage loop

import { Decimal } from '@prisma/client/runtime/library';

/**
 * Capital Buckets (STEP 0)
 */
export interface CapitalBuckets {
  coreEth: Decimal; // Never touched
  workingLiquidity: Decimal; // For wrapping and borrowing
  opportunisticUsdtz: Decimal; // Reserved for USDTz purchases
}

/**
 * Deal Execution Request
 */
export interface DealExecutionRequest {
  totalEthValue: string; // Total ETH value in USD equivalent
  participantBankId: string;
  moduleId: string;
  poolId?: string;
  usdtzDiscountRate?: number; // Default 0.40 (40% discount)
  maxLtv?: number; // Default 0.30 (30%)
  monetizationSplit?: {
    redemptionPortion: number; // Default 0.35 (35%)
    coldStoragePortion: number; // Default 0.65 (65%)
  };
}

/**
 * Deal State
 */
export enum DealStep {
  INITIALIZED = 'initialized',
  CAPITAL_SPLIT = 'capital_split',
  WORKING_LIQUIDITY_GENERATED = 'working_liquidity_generated',
  ARBITRAGE_EXECUTED = 'arbitrage_executed',
  MONETIZATION_ATTEMPTED = 'monetization_attempted',
  LOOP_CLOSED = 'loop_closed',
  FAILED = 'failed',
  FROZEN = 'frozen', // Degraded to holding
}

export interface DealState {
  dealId: string;
  step: DealStep;
  buckets: CapitalBuckets;
  collateralAmount?: Decimal;
  borrowedAmount?: Decimal;
  usdtzAcquired?: Decimal;
  usdtzRedeemed?: Decimal;
  usdtzColdStorage?: Decimal;
  onChainTxHashes: Record<string, string>;
  errors: string[];
  createdAt: Date;
  updatedAt: Date;
}

/**
 * Step Execution Results
 */
export interface Step0Result {
  buckets: CapitalBuckets;
  txHash?: string;
}

export interface Step1Result {
  wethAmount: Decimal;
  collateralSupplied: Decimal;
  borrowedUsdt: Decimal;
  ltv: Decimal;
  borrowTxHash?: string;
  supplyTxHash?: string;
}

export interface Step2Result {
  usdtSpent: Decimal;
  usdtzReceived: Decimal;
  discountRate: Decimal;
  swapTxHash?: string;
}

export interface Step3Result {
  usdtzForRedemption: Decimal;
  usdtzForColdStorage: Decimal;
  redemptionAttempted: boolean;
  redemptionSuccessful?: boolean;
  usdtReceived?: Decimal;
  redemptionTxHash?: string;
}

export interface Step4Result {
  borrowRepaid: boolean;
  ethUnlocked: boolean;
  remainingUsdtz: Decimal;
  profitCaptured: Decimal;
  repayTxHash?: string;
  unlockTxHash?: string;
}

/**
 * Risk Control Checks
 */
export interface RiskCheckResult {
  passed: boolean;
  ltv?: Decimal;
  maxLtv?: Decimal;
  usdtzExposure?: Decimal;
  maxUsdtzExposure?: Decimal;
  totalNav?: Decimal;
  errors: string[];
}

/**
 * Redemption Test Result
 */
export interface RedemptionTestResult {
  amount: Decimal;
  successful: boolean;
  txHash?: string;
  error?: string;
  durationMs?: number;
}

/**
 * Deal Execution Result
 */
export interface DealExecutionResult {
  dealId: string;
  state: DealState;
  step0?: Step0Result;
  step1?: Step1Result;
  step2?: Step2Result;
  step3?: Step3Result;
  step4?: Step4Result;
  riskChecks: RiskCheckResult[];
  redemptionTests: RedemptionTestResult[];
  finalProfit?: Decimal;
  status: 'completed' | 'partial' | 'frozen' | 'failed';
}