const demandOneOfOption = (...options: string[]) => (argv: {}) => {
  const count = options.filter(option => argv[option]).length;
  const lastOption = options.pop();

  if (count === 0) {
    throw new Error(`Exactly one of the arguments ${options.join(', ')} and ${lastOption} is required`);
  }
  else if (count > 1) {
    throw new Error(`Arguments ${options.join(', ')} and ${lastOption} are mutually exclusive`);
  }

  return true;
};

const argv = require('yargs')
  ...
  .option('fast', { type: boolean, ... })
  .option('medium', { type: boolean, ... })
  .option('slow', { type: boolean, ... })
  .option('xml', { type: boolean, ... })
  .option('json', { type: boolean, ... })
  .check(demandOneOfOption('fast', 'medium', 'slow'))
  .check(demandOneOfOption('xml', 'json'))
  .argv;