@adaptic/backend-legacy 0.0.1012 → 0.0.1014

package/esm/resolvers/custom/TradingSettingsResolver.mjs

@@ -0,0 +1,491 @@
+var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
+    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
+    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
+    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
+    return c > 3 && r && Object.defineProperty(target, key, r), r;
+};
+var __metadata = (this && this.__metadata) || function (k, v) {
+    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
+};
+var __param = (this && this.__param) || function (paramIndex, decorator) {
+    return function (target, key) { decorator(target, key, paramIndex); }
+};
+import * as TypeGraphQL from 'type-graphql';
+import * as GraphQLScalars from 'graphql-scalars';
+import { getPrismaFromContext } from '../../generated/typegraphql-prisma/helpers.mjs';
+/**
+ * Institutional trading settings — the org→fund policy-resolution layer.
+ *
+ * Trading settings are configured at two levels and stored as JSON blobs on the
+ * owning rows: organization defaults (`Organization.tradingDefaults`) and
+ * per-fund overrides (`Fund.tradingOverrides`). The effective settings resolve
+ * `fundOverride ?? orgDefault` field-by-field; the SYSTEM-default layer is owned
+ * by the engine/client at runtime (the platform layers its own
+ * `SYSTEM_TRADING_DEFAULTS`), so this API returns only what is explicitly stored
+ * — an unset field is `null`, never a fabricated default.
+ *
+ * All fields are nullable: a settings object carries only the keys an operator
+ * has actually set. Updates are partial merges — a field absent from the input
+ * leaves the stored value untouched.
+ */
+/** The 20 trading-settings field keys, in the platform's fragment order. */
+const TRADING_SETTINGS_KEYS = [
+    'realTime',
+    'marketOpen',
+    'tradeAllocationPct',
+    'minPercentageChange',
+    'volumeThreshold',
+    'autoAllocation',
+    'allocation',
+    'cryptoTradingEnabled',
+    'cryptoTradingPairs',
+    'cryptoTradeAllocationPct',
+    'enablePortfolioTrailingStop',
+    'portfolioTrailPercent',
+    'portfolioProfitThresholdPercent',
+    'reducedPortfolioTrailPercent',
+    'defaultTrailingStopPercentage100',
+    'firstTrailReductionThreshold100',
+    'secondTrailReductionThreshold100',
+    'firstReducedTrailPercentage100',
+    'secondReducedTrailPercentage100',
+    'minimumPriceChangePercent100',
+];
+/** Institutional trading settings (all fields optional; unset ⇒ null). */
+let TradingSettings = class TradingSettings {
+    realTime;
+    marketOpen;
+    tradeAllocationPct;
+    minPercentageChange;
+    volumeThreshold;
+    autoAllocation;
+    allocation;
+    cryptoTradingEnabled;
+    cryptoTradingPairs;
+    cryptoTradeAllocationPct;
+    enablePortfolioTrailingStop;
+    portfolioTrailPercent;
+    portfolioProfitThresholdPercent;
+    reducedPortfolioTrailPercent;
+    defaultTrailingStopPercentage100;
+    firstTrailReductionThreshold100;
+    secondTrailReductionThreshold100;
+    firstReducedTrailPercentage100;
+    secondReducedTrailPercentage100;
+    minimumPriceChangePercent100;
+};
+__decorate([
+    TypeGraphQL.Field((_type) => Boolean, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "realTime", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => Boolean, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "marketOpen", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "tradeAllocationPct", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "minPercentageChange", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "volumeThreshold", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => Boolean, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "autoAllocation", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => GraphQLScalars.JSONResolver, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "allocation", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => Boolean, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "cryptoTradingEnabled", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => [String], { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "cryptoTradingPairs", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "cryptoTradeAllocationPct", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => Boolean, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "enablePortfolioTrailingStop", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "portfolioTrailPercent", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "portfolioProfitThresholdPercent", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "reducedPortfolioTrailPercent", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "defaultTrailingStopPercentage100", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "firstTrailReductionThreshold100", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "secondTrailReductionThreshold100", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "firstReducedTrailPercentage100", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "secondReducedTrailPercentage100", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettings.prototype, "minimumPriceChangePercent100", void 0);
+TradingSettings = __decorate([
+    TypeGraphQL.ObjectType('TradingSettings', {})
+], TradingSettings);
+export { TradingSettings };
+/** Partial trading-settings patch for org-default / fund-override updates. */
+let TradingSettingsInput = class TradingSettingsInput {
+    realTime;
+    marketOpen;
+    tradeAllocationPct;
+    minPercentageChange;
+    volumeThreshold;
+    autoAllocation;
+    allocation;
+    cryptoTradingEnabled;
+    cryptoTradingPairs;
+    cryptoTradeAllocationPct;
+    enablePortfolioTrailingStop;
+    portfolioTrailPercent;
+    portfolioProfitThresholdPercent;
+    reducedPortfolioTrailPercent;
+    defaultTrailingStopPercentage100;
+    firstTrailReductionThreshold100;
+    secondTrailReductionThreshold100;
+    firstReducedTrailPercentage100;
+    secondReducedTrailPercentage100;
+    minimumPriceChangePercent100;
+};
+__decorate([
+    TypeGraphQL.Field((_type) => Boolean, { nullable: true }),
+    __metadata("design:type", Boolean)
+], TradingSettingsInput.prototype, "realTime", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => Boolean, { nullable: true }),
+    __metadata("design:type", Boolean)
+], TradingSettingsInput.prototype, "marketOpen", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "tradeAllocationPct", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "minPercentageChange", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "volumeThreshold", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => Boolean, { nullable: true }),
+    __metadata("design:type", Boolean)
+], TradingSettingsInput.prototype, "autoAllocation", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => GraphQLScalars.JSONResolver, { nullable: true }),
+    __metadata("design:type", Object)
+], TradingSettingsInput.prototype, "allocation", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => Boolean, { nullable: true }),
+    __metadata("design:type", Boolean)
+], TradingSettingsInput.prototype, "cryptoTradingEnabled", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => [String], { nullable: true }),
+    __metadata("design:type", Array)
+], TradingSettingsInput.prototype, "cryptoTradingPairs", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "cryptoTradeAllocationPct", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => Boolean, { nullable: true }),
+    __metadata("design:type", Boolean)
+], TradingSettingsInput.prototype, "enablePortfolioTrailingStop", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "portfolioTrailPercent", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "portfolioProfitThresholdPercent", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "reducedPortfolioTrailPercent", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "defaultTrailingStopPercentage100", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "firstTrailReductionThreshold100", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "secondTrailReductionThreshold100", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "firstReducedTrailPercentage100", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "secondReducedTrailPercentage100", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TypeGraphQL.Float, { nullable: true }),
+    __metadata("design:type", Number)
+], TradingSettingsInput.prototype, "minimumPriceChangePercent100", void 0);
+TradingSettingsInput = __decorate([
+    TypeGraphQL.InputType('TradingSettingsInput', {})
+], TradingSettingsInput);
+export { TradingSettingsInput };
+/** Result of an org-defaults update: the org plus its resolved defaults. */
+let OrgTradingDefaultsPayload = class OrgTradingDefaultsPayload {
+    id;
+    name;
+    tradingDefaults;
+};
+__decorate([
+    TypeGraphQL.Field((_type) => String, { nullable: false }),
+    __metadata("design:type", String)
+], OrgTradingDefaultsPayload.prototype, "id", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => String, { nullable: false }),
+    __metadata("design:type", String)
+], OrgTradingDefaultsPayload.prototype, "name", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TradingSettings, { nullable: true }),
+    __metadata("design:type", Object)
+], OrgTradingDefaultsPayload.prototype, "tradingDefaults", void 0);
+OrgTradingDefaultsPayload = __decorate([
+    TypeGraphQL.ObjectType('OrgTradingDefaultsPayload', {})
+], OrgTradingDefaultsPayload);
+export { OrgTradingDefaultsPayload };
+/** Result of a fund-overrides update: the fund plus its resolved overrides. */
+let FundTradingOverridesPayload = class FundTradingOverridesPayload {
+    id;
+    name;
+    tradingOverrides;
+};
+__decorate([
+    TypeGraphQL.Field((_type) => String, { nullable: false }),
+    __metadata("design:type", String)
+], FundTradingOverridesPayload.prototype, "id", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => String, { nullable: false }),
+    __metadata("design:type", String)
+], FundTradingOverridesPayload.prototype, "name", void 0);
+__decorate([
+    TypeGraphQL.Field((_type) => TradingSettings, { nullable: true }),
+    __metadata("design:type", Object)
+], FundTradingOverridesPayload.prototype, "tradingOverrides", void 0);
+FundTradingOverridesPayload = __decorate([
+    TypeGraphQL.ObjectType('FundTradingOverridesPayload', {})
+], FundTradingOverridesPayload);
+export { FundTradingOverridesPayload };
+/**
+ * Coerce a stored JSON settings blob into a plain record, dropping any
+ * non-object value (a corrupt/legacy scalar) to an empty record so callers
+ * always see a well-formed settings object.
+ */
+function toSettingsRecord(value) {
+    if (value && typeof value === 'object' && !Array.isArray(value)) {
+        return value;
+    }
+    return {};
+}
+/**
+ * Project a settings record onto exactly the known trading-settings keys,
+ * dropping any stray keys. Present keys keep their stored value (including an
+ * explicit `null`); absent keys are omitted so GraphQL resolves them to `null`.
+ */
+function projectSettings(record) {
+    const out = {};
+    for (const key of TRADING_SETTINGS_KEYS) {
+        if (key in record) {
+            out[key] = record[key];
+        }
+    }
+    return out;
+}
+/**
+ * Merge a partial input patch onto an existing settings record. Only keys
+ * actually supplied in the patch (value !== undefined) overwrite; every other
+ * stored value is preserved. Returns a plain JSON-serialisable record.
+ */
+function mergeSettings(existing, patch) {
+    const merged = { ...projectSettings(existing) };
+    for (const key of TRADING_SETTINGS_KEYS) {
+        const next = patch[key];
+        if (next !== undefined) {
+            merged[key] = next;
+        }
+    }
+    return merged;
+}
+/**
+ * Custom resolver implementing the org→fund trading-settings policy layer over
+ * `Organization.tradingDefaults` and `Fund.tradingOverrides`.
+ */
+let TradingSettingsResolver = class TradingSettingsResolver {
+    /** Organization-level trading defaults (the stored blob; unset ⇒ null). */
+    async organizationTradingDefaults(orgId, ctx) {
+        const prisma = getPrismaFromContext(ctx);
+        const org = await prisma.organization.findUnique({
+            where: { id: orgId },
+            select: { tradingDefaults: true },
+        });
+        return projectSettings(toSettingsRecord(org?.tradingDefaults));
+    }
+    /**
+     * Effective settings for an org (and optional fund): `fundOverride ??
+     * orgDefault` field-by-field. Unset fields are null — the system-default
+     * layer is applied by the runtime/client, not fabricated here.
+     */
+    async effectiveTradingSettings(orgId, ctx, fundId) {
+        const prisma = getPrismaFromContext(ctx);
+        const [org, fund] = await Promise.all([
+            prisma.organization.findUnique({
+                where: { id: orgId },
+                select: { tradingDefaults: true },
+            }),
+            fundId
+                ? prisma.fund.findUnique({
+                    where: { id: fundId },
+                    select: { tradingOverrides: true },
+                })
+                : Promise.resolve(null),
+        ]);
+        const orgDefaults = projectSettings(toSettingsRecord(org?.tradingDefaults));
+        const fundOverrides = projectSettings(toSettingsRecord(fund?.tradingOverrides));
+        const effective = {};
+        for (const key of TRADING_SETTINGS_KEYS) {
+            const fundVal = fundOverrides[key];
+            effective[key] =
+                fundVal !== undefined && fundVal !== null ? fundVal : orgDefaults[key];
+        }
+        return effective;
+    }
+    /** Merge a partial patch into the org's stored trading defaults. */
+    async updateOrgTradingDefaults(orgId, settings, ctx) {
+        const prisma = getPrismaFromContext(ctx);
+        const existing = await prisma.organization.findUnique({
+            where: { id: orgId },
+            select: { tradingDefaults: true },
+        });
+        if (!existing) {
+            throw new Error(`Organization ${orgId} not found`);
+        }
+        const merged = mergeSettings(toSettingsRecord(existing.tradingDefaults), settings);
+        const updated = await prisma.organization.update({
+            where: { id: orgId },
+            data: { tradingDefaults: merged },
+            select: { id: true, name: true, tradingDefaults: true },
+        });
+        return {
+            id: updated.id,
+            name: updated.name,
+            tradingDefaults: projectSettings(toSettingsRecord(updated.tradingDefaults)),
+        };
+    }
+    /** Merge a partial patch into the fund's stored trading overrides. */
+    async updateFundTradingOverrides(fundId, settings, ctx) {
+        const prisma = getPrismaFromContext(ctx);
+        const existing = await prisma.fund.findUnique({
+            where: { id: fundId },
+            select: { tradingOverrides: true },
+        });
+        if (!existing) {
+            throw new Error(`Fund ${fundId} not found`);
+        }
+        const merged = mergeSettings(toSettingsRecord(existing.tradingOverrides), settings);
+        const updated = await prisma.fund.update({
+            where: { id: fundId },
+            data: { tradingOverrides: merged },
+            select: { id: true, name: true, tradingOverrides: true },
+        });
+        return {
+            id: updated.id,
+            name: updated.name,
+            tradingOverrides: projectSettings(toSettingsRecord(updated.tradingOverrides)),
+        };
+    }
+};
+__decorate([
+    TypeGraphQL.Query((_returns) => TradingSettings, {
+        nullable: true,
+        description: 'Organization-level trading defaults (unset fields are null).',
+    }),
+    __param(0, TypeGraphQL.Arg('orgId', (_type) => String)),
+    __param(1, TypeGraphQL.Ctx()),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [String, Object]),
+    __metadata("design:returntype", Promise)
+], TradingSettingsResolver.prototype, "organizationTradingDefaults", null);
+__decorate([
+    TypeGraphQL.Query((_returns) => TradingSettings, {
+        nullable: true,
+        description: 'Effective trading settings: fund override takes precedence over org default, field by field.',
+    }),
+    __param(0, TypeGraphQL.Arg('orgId', (_type) => String)),
+    __param(1, TypeGraphQL.Ctx()),
+    __param(2, TypeGraphQL.Arg('fundId', (_type) => String, { nullable: true })),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [String, Object, String]),
+    __metadata("design:returntype", Promise)
+], TradingSettingsResolver.prototype, "effectiveTradingSettings", null);
+__decorate([
+    TypeGraphQL.Mutation((_returns) => OrgTradingDefaultsPayload, {
+        nullable: false,
+        description: 'Update (partial-merge) the organization-level trading defaults.',
+    }),
+    __param(0, TypeGraphQL.Arg('orgId', (_type) => String)),
+    __param(1, TypeGraphQL.Arg('settings', (_type) => TradingSettingsInput)),
+    __param(2, TypeGraphQL.Ctx()),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [String, TradingSettingsInput, Object]),
+    __metadata("design:returntype", Promise)
+], TradingSettingsResolver.prototype, "updateOrgTradingDefaults", null);
+__decorate([
+    TypeGraphQL.Mutation((_returns) => FundTradingOverridesPayload, {
+        nullable: false,
+        description: 'Update (partial-merge) the fund-level trading overrides.',
+    }),
+    __param(0, TypeGraphQL.Arg('fundId', (_type) => String)),
+    __param(1, TypeGraphQL.Arg('settings', (_type) => TradingSettingsInput)),
+    __param(2, TypeGraphQL.Ctx()),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [String, TradingSettingsInput, Object]),
+    __metadata("design:returntype", Promise)
+], TradingSettingsResolver.prototype, "updateFundTradingOverrides", null);
+TradingSettingsResolver = __decorate([
+    TypeGraphQL.Resolver()
+], TradingSettingsResolver);
+export { TradingSettingsResolver };
+//# sourceMappingURL=TradingSettingsResolver.js.map

package/esm/resolvers/custom/index.d.ts

@@ -5,4 +5,5 @@
  */
 export { OptionsGreeksHistoryCustomResolver } from './OptionsGreeksHistoryCustomResolver';
 export { OptionsGreeksHistorySystemSummary } from './OptionsGreeksHistorySystemSummary';
+export { TradingSettingsResolver, TradingSettings, TradingSettingsInput, OrgTradingDefaultsPayload, FundTradingOverridesPayload, } from './TradingSettingsResolver';
 //# sourceMappingURL=index.d.ts.map

package/esm/resolvers/custom/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/resolvers/custom/index.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAEH,OAAO,EAAE,kCAAkC,EAAE,MAAM,sCAAsC,CAAC;AAC1F,OAAO,EAAE,iCAAiC,EAAE,MAAM,qCAAqC,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/resolvers/custom/index.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAEH,OAAO,EAAE,kCAAkC,EAAE,MAAM,sCAAsC,CAAC;AAC1F,OAAO,EAAE,iCAAiC,EAAE,MAAM,qCAAqC,CAAC;AACxF,OAAO,EACL,uBAAuB,EACvB,eAAe,EACf,oBAAoB,EACpB,yBAAyB,EACzB,2BAA2B,GAC5B,MAAM,2BAA2B,CAAC"}

package/esm/resolvers/custom/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../../src/resolvers/custom/index.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAEH,OAAO,EAAE,kCAAkC,EAAE,MAAM,sCAAsC,CAAC;AAC1F,OAAO,EAAE,iCAAiC,EAAE,MAAM,qCAAqC,CAAC"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../../src/resolvers/custom/index.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAEH,OAAO,EAAE,kCAAkC,EAAE,MAAM,sCAAsC,CAAC;AAC1F,OAAO,EAAE,iCAAiC,EAAE,MAAM,qCAAqC,CAAC;AACxF,OAAO,EACL,uBAAuB,EACvB,eAAe,EACf,oBAAoB,EACpB,yBAAyB,EACzB,2BAA2B,GAC5B,MAAM,2BAA2B,CAAC"}

package/esm/resolvers/custom/index.mjs

@@ -5,4 +5,5 @@
  */
 export { OptionsGreeksHistoryCustomResolver  } from './OptionsGreeksHistoryCustomResolver.mjs';
 export { OptionsGreeksHistorySystemSummary  } from './OptionsGreeksHistorySystemSummary.mjs';
+export { TradingSettingsResolver, TradingSettings, TradingSettingsInput, OrgTradingDefaultsPayload, FundTradingOverridesPayload,  } from './TradingSettingsResolver.mjs';
 //# sourceMappingURL=index.js.map

package/generated/typeStrings/Trade.cjs

@@ -18,6 +18,8 @@ export type Trade = {
   status: TradeStatus;
   // The symbol of the asset associated with this trade.
   symbol: string;
+  // Wave F — Derived position direction for this trade's persistent per-name thesis (the NameThesis home). NULL until the thesis is formed/backfilled; nothing reads it yet — consumers switch shadow-first later. Set explicitly at trade creation from the derived directional call — NOT re-derived from Action.type BUY/SELL, which is order-verb-ambiguous (BUY = open-long | cover-short; SELL = close-long | open-short).
+  side?: TradeSide;
   // List of actions associated with this trade.
   actions: {
     // Sequence number of the action within the trade.
@@ -149,6 +151,12 @@ enum TradeStatus {
   FAILED
 }
 
+enum TradeSide {
+  LONG
+
+  SHORT
+}
+
 enum ActionType {
   BUY
 

package/generated/typeStrings/Trade.d.ts

@@ -1,2 +1,2 @@
-export declare const TradeTypeString = "\n// Your response should adhere to the following type definition for the \"Trade\" type.\n// Importantly, DO NOT include any annotations in your response (i.e., remove the ones we have provided for your reference below).\n\nexport type Trade = {\n  // Signal that triggered the trade.\n  signal: TradeSignal;\n  // Strategy used to execute the trade.\n  strategy: TradeStrategy;\n  // summary of the trade decision (this should be a short description of the trade).\n  summary: string;\n  // Confidence level in the trade decision.\n  confidence: number;\n  // Current status of the trade.\n  status: TradeStatus;\n  // The symbol of the asset associated with this trade.\n  symbol: string;\n  // List of actions associated with this trade.\n  actions: {\n    // Sequence number of the action within the trade.\n    sequence: number;\n    // Type of trade action, defined by ActionType enum.\n    type: ActionType;\n    // Additional notes or comments about the action.\n    note: string;\n    // Current status of the trade action.\n    status: ActionStatus;\n  }[];\n  // Version number of the trade thesis, incremented on each re-underwriting.\n  thesisVersion: number;\n  // Forensic metadata populated when status is REJECTED_BROKER, REJECTED_COMPLIANCE, or FAILED. Carries reason, errorCode, brokerResponse, attemptedAt and any other contextual details required for SEC Rule 15c3-5 audits and FINRA review. Null for trades that did not fail or get rejected.\n  rejectionMetadata?: any;\n  // Wave 234 \u2014 Upstream ensemble signal source that produced this trade. One of \"ensemble\" | \"llm_only\" | \"transformer_only\" | \"drift_fallback\" | \"manual\". Populated at trade creation from `TradeSideAndSignal.metadata.signalSource`. Consumed at exit-fill time to populate `TradeOutcome.signalSource` (replacing the legacy hardcoded \"ensemble\" default in `order-fill-handler.ts:labelExitOutcomeFromFill`). Calibration trainer joins on this for cohort partition.\n  signalSource?: string;\n};\n\nenum TradeSignal {\n  GOLDEN_CROSS\n\n  DEATH_CROSS\n\n  MOVING_AVERAGE_CROSSOVER\n\n  RSI_OVERBOUGHT\n\n  RSI_OVERSOLD\n\n  MACD_CROSSOVER\n\n  BOLLINGER_BANDS_BREAKOUT\n\n  TREND_REVERSAL\n\n  PRICE_ACTION\n\n  IMPLIED_VOLATILITY_SURGE\n\n  BREAKOUT_ABOVE_RESISTANCE\n\n  BREAKDOWN_BELOW_SUPPORT\n\n  SUPPORT_LEVEL_HOLD\n\n  RESISTANCE_LEVEL_HOLD\n\n  FIBONACCI_RETRACEMENT\n\n  STOCHASTIC_OVERSOLD\n\n  STOCHASTIC_OVERBOUGHT\n\n  PIVOT_POINT\n\n  VOLUME_SURGE\n\n  MEAN_REVERSION_LEVEL\n\n  NEWS_SENTIMENT_CHANGE\n\n  SENTIMENT_ANALYSIS_TRIGGER\n\n  GAP_AND_GO_LONG\n\n  GAP_AND_GO_SHORT\n\n  GAP_FADE_LONG\n\n  GAP_FADE_SHORT\n\n  ORB_BREAKOUT\n\n  ORB_BREAKDOWN\n\n  VWAP_BOUNCE\n\n  VWAP_REJECTION\n\n  NO_EARLY_SIGNAL\n\n  NO_SIGNAL\n}\n\nenum TradeStrategy {\n  TECHNICAL_ANALYSIS\n\n  TREND_FOLLOWING\n\n  MEAN_REVERSION\n\n  MOMENTUM_STRATEGY\n\n  NEWS_BASED_STRATEGY\n\n  SCALPING\n\n  VOLATILITY_TRADING\n\n  EVENT_DRIVEN\n\n  BREAKOUT_STRATEGY\n\n  ORDER_FLOW_TRADING\n\n  OPTIONS_SPREAD\n\n  NO_STRATEGY\n}\n\nenum TradeStatus {\n  PENDING\n\n  OPEN\n\n  PARTIAL\n\n  COMPLETED\n\n  CANCELED\n\n  SUPERSEDED\n\n  REJECTED_BROKER\n\n  REJECTED_COMPLIANCE\n\n  FAILED\n}\n\nenum ActionType {\n  BUY\n\n  BUY_OPTION\n\n  EXERCISE_OPTION\n\n  SELL\n\n  CANCEL\n\n  ADJUST\n\n  HEDGE\n}\n\nenum ActionStatus {\n  STAGED\n\n  PENDING\n\n  EXECUTED\n\n  COMPLETED\n\n  CANCELED\n}\n\n";
+export declare const TradeTypeString = "\n// Your response should adhere to the following type definition for the \"Trade\" type.\n// Importantly, DO NOT include any annotations in your response (i.e., remove the ones we have provided for your reference below).\n\nexport type Trade = {\n  // Signal that triggered the trade.\n  signal: TradeSignal;\n  // Strategy used to execute the trade.\n  strategy: TradeStrategy;\n  // summary of the trade decision (this should be a short description of the trade).\n  summary: string;\n  // Confidence level in the trade decision.\n  confidence: number;\n  // Current status of the trade.\n  status: TradeStatus;\n  // The symbol of the asset associated with this trade.\n  symbol: string;\n  // Wave F \u2014 Derived position direction for this trade's persistent per-name thesis (the NameThesis home). NULL until the thesis is formed/backfilled; nothing reads it yet \u2014 consumers switch shadow-first later. Set explicitly at trade creation from the derived directional call \u2014 NOT re-derived from Action.type BUY/SELL, which is order-verb-ambiguous (BUY = open-long | cover-short; SELL = close-long | open-short).\n  side?: TradeSide;\n  // List of actions associated with this trade.\n  actions: {\n    // Sequence number of the action within the trade.\n    sequence: number;\n    // Type of trade action, defined by ActionType enum.\n    type: ActionType;\n    // Additional notes or comments about the action.\n    note: string;\n    // Current status of the trade action.\n    status: ActionStatus;\n  }[];\n  // Version number of the trade thesis, incremented on each re-underwriting.\n  thesisVersion: number;\n  // Forensic metadata populated when status is REJECTED_BROKER, REJECTED_COMPLIANCE, or FAILED. Carries reason, errorCode, brokerResponse, attemptedAt and any other contextual details required for SEC Rule 15c3-5 audits and FINRA review. Null for trades that did not fail or get rejected.\n  rejectionMetadata?: any;\n  // Wave 234 \u2014 Upstream ensemble signal source that produced this trade. One of \"ensemble\" | \"llm_only\" | \"transformer_only\" | \"drift_fallback\" | \"manual\". Populated at trade creation from `TradeSideAndSignal.metadata.signalSource`. Consumed at exit-fill time to populate `TradeOutcome.signalSource` (replacing the legacy hardcoded \"ensemble\" default in `order-fill-handler.ts:labelExitOutcomeFromFill`). Calibration trainer joins on this for cohort partition.\n  signalSource?: string;\n};\n\nenum TradeSignal {\n  GOLDEN_CROSS\n\n  DEATH_CROSS\n\n  MOVING_AVERAGE_CROSSOVER\n\n  RSI_OVERBOUGHT\n\n  RSI_OVERSOLD\n\n  MACD_CROSSOVER\n\n  BOLLINGER_BANDS_BREAKOUT\n\n  TREND_REVERSAL\n\n  PRICE_ACTION\n\n  IMPLIED_VOLATILITY_SURGE\n\n  BREAKOUT_ABOVE_RESISTANCE\n\n  BREAKDOWN_BELOW_SUPPORT\n\n  SUPPORT_LEVEL_HOLD\n\n  RESISTANCE_LEVEL_HOLD\n\n  FIBONACCI_RETRACEMENT\n\n  STOCHASTIC_OVERSOLD\n\n  STOCHASTIC_OVERBOUGHT\n\n  PIVOT_POINT\n\n  VOLUME_SURGE\n\n  MEAN_REVERSION_LEVEL\n\n  NEWS_SENTIMENT_CHANGE\n\n  SENTIMENT_ANALYSIS_TRIGGER\n\n  GAP_AND_GO_LONG\n\n  GAP_AND_GO_SHORT\n\n  GAP_FADE_LONG\n\n  GAP_FADE_SHORT\n\n  ORB_BREAKOUT\n\n  ORB_BREAKDOWN\n\n  VWAP_BOUNCE\n\n  VWAP_REJECTION\n\n  NO_EARLY_SIGNAL\n\n  NO_SIGNAL\n}\n\nenum TradeStrategy {\n  TECHNICAL_ANALYSIS\n\n  TREND_FOLLOWING\n\n  MEAN_REVERSION\n\n  MOMENTUM_STRATEGY\n\n  NEWS_BASED_STRATEGY\n\n  SCALPING\n\n  VOLATILITY_TRADING\n\n  EVENT_DRIVEN\n\n  BREAKOUT_STRATEGY\n\n  ORDER_FLOW_TRADING\n\n  OPTIONS_SPREAD\n\n  NO_STRATEGY\n}\n\nenum TradeStatus {\n  PENDING\n\n  OPEN\n\n  PARTIAL\n\n  COMPLETED\n\n  CANCELED\n\n  SUPERSEDED\n\n  REJECTED_BROKER\n\n  REJECTED_COMPLIANCE\n\n  FAILED\n}\n\nenum TradeSide {\n  LONG\n\n  SHORT\n}\n\nenum ActionType {\n  BUY\n\n  BUY_OPTION\n\n  EXERCISE_OPTION\n\n  SELL\n\n  CANCEL\n\n  ADJUST\n\n  HEDGE\n}\n\nenum ActionStatus {\n  STAGED\n\n  PENDING\n\n  EXECUTED\n\n  COMPLETED\n\n  CANCELED\n}\n\n";
 //# sourceMappingURL=Trade.d.ts.map

package/generated/typeStrings/Trade.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"Trade.d.ts","sourceRoot":"","sources":["../../../src/generated/typeStrings/Trade.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,eAAe,2zHAwL3B,CAAC"}

package/generated/typeStrings/Trade.js.map

@@ -1 +1 @@
-{"version":3,"file":"Trade.js","sourceRoot":"","sources":["../../../src/generated/typeStrings/Trade.ts"],"names":[],"mappings":";;;AAAa,QAAA,eAAe,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAgL9B,CAAC"}
+{"version":3,"file":"Trade.js","sourceRoot":"","sources":["../../../src/generated/typeStrings/Trade.ts"],"names":[],"mappings":";;;AAAa,QAAA,eAAe,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAwL9B,CAAC"}

package/generated/typeStrings/TradeOutcome.cjs

@@ -7,6 +7,8 @@ exports.TradeOutcomeTypeString = `
 
 export type TradeOutcome = {
   symbol: string;
+  // Wave F — Position direction the realized outcome was underwriting. NULL until backfilled/dual-written. Lets realized grossReturnPct/netReturnPct be partitioned by side without re-deriving from price action.
+  side?: TradeSide;
   assetClass: string;
   entryPrice: number;
   exitPrice: number;
@@ -19,6 +21,8 @@ export type TradeOutcome = {
   maxAdverseExcursionPct: number;
   maxFavorableExcursionPct: number;
   signalSource: string;
+  // Wave F — Typed mirror of \`signalSource\` (dual-write). NULL until backfilled from the paired String; unmappable values stay NULL. Retained alongside the String until a later coordinated change drops the String.
+  signalSourceType?: TradeSignalSource;
   transformerConfidence?: number;
   llmConfidence?: number;
   ensembleConfidence: number;
@@ -27,5 +31,23 @@ export type TradeOutcome = {
   featureSnapshot?: any;
 };
 
+enum TradeSide {
+  LONG
+
+  SHORT
+}
+
+enum TradeSignalSource {
+  ENSEMBLE
+
+  LLM_ONLY
+
+  TRANSFORMER_ONLY
+
+  DRIFT_FALLBACK
+
+  MANUAL
+}
+
 `;
 //# sourceMappingURL=TradeOutcome.js.map

package/generated/typeStrings/TradeOutcome.d.ts

@@ -1,2 +1,2 @@
-export declare const TradeOutcomeTypeString = "\n// Your response should adhere to the following type definition for the \"TradeOutcome\" type.\n// Importantly, DO NOT include any annotations in your response (i.e., remove the ones we have provided for your reference below).\n\nexport type TradeOutcome = {\n  symbol: string;\n  assetClass: string;\n  entryPrice: number;\n  exitPrice: number;\n  entryTimestamp: Date;\n  exitTimestamp: Date;\n  holdDurationMinutes: number;\n  exitReason: string;\n  grossReturnPct: number;\n  netReturnPct: number;\n  maxAdverseExcursionPct: number;\n  maxFavorableExcursionPct: number;\n  signalSource: string;\n  transformerConfidence?: number;\n  llmConfidence?: number;\n  ensembleConfidence: number;\n  ensembleWeight: number;\n  regimeAtEntry: string;\n  featureSnapshot?: any;\n};\n\n";
+export declare const TradeOutcomeTypeString = "\n// Your response should adhere to the following type definition for the \"TradeOutcome\" type.\n// Importantly, DO NOT include any annotations in your response (i.e., remove the ones we have provided for your reference below).\n\nexport type TradeOutcome = {\n  symbol: string;\n  // Wave F \u2014 Position direction the realized outcome was underwriting. NULL until backfilled/dual-written. Lets realized grossReturnPct/netReturnPct be partitioned by side without re-deriving from price action.\n  side?: TradeSide;\n  assetClass: string;\n  entryPrice: number;\n  exitPrice: number;\n  entryTimestamp: Date;\n  exitTimestamp: Date;\n  holdDurationMinutes: number;\n  exitReason: string;\n  grossReturnPct: number;\n  netReturnPct: number;\n  maxAdverseExcursionPct: number;\n  maxFavorableExcursionPct: number;\n  signalSource: string;\n  // Wave F \u2014 Typed mirror of `signalSource` (dual-write). NULL until backfilled from the paired String; unmappable values stay NULL. Retained alongside the String until a later coordinated change drops the String.\n  signalSourceType?: TradeSignalSource;\n  transformerConfidence?: number;\n  llmConfidence?: number;\n  ensembleConfidence: number;\n  ensembleWeight: number;\n  regimeAtEntry: string;\n  featureSnapshot?: any;\n};\n\nenum TradeSide {\n  LONG\n\n  SHORT\n}\n\nenum TradeSignalSource {\n  ENSEMBLE\n\n  LLM_ONLY\n\n  TRANSFORMER_ONLY\n\n  DRIFT_FALLBACK\n\n  MANUAL\n}\n\n";
 //# sourceMappingURL=TradeOutcome.d.ts.map

package/generated/typeStrings/TradeOutcome.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"TradeOutcome.d.ts","sourceRoot":"","sources":["../../../src/generated/typeStrings/TradeOutcome.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,sBAAsB,+5CAgDlC,CAAC"}

package/generated/typeStrings/TradeOutcome.js.map

@@ -1 +1 @@
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+{"version":3,"file":"TradeOutcome.js","sourceRoot":"","sources":["../../../src/generated/typeStrings/TradeOutcome.ts"],"names":[],"mappings":";;;AAAa,QAAA,sBAAsB,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAgDrC,CAAC"}