@adaptic/backend-legacy 0.0.930 → 0.0.932

package/esm/generated/selectionSets/OptionsContract.d.ts

@@ -1,2 +1,2 @@
-export declare const OptionsContract = "\n  id\n  symbol\n  contractSymbol\n  optionType\n  strikePrice\n  expirationDate\n  daysToExpiration\n  lastPrice\n  bidPrice\n  askPrice\n  midPrice\n  bidSize\n  askSize\n  volume\n  openInterest\n  impliedVolatility\n  delta\n  gamma\n  theta\n  vega\n  rho\n  inTheMoney\n  intrinsicValue\n  extrinsicValue\n  theoreticalPrice\n  underlyingPrice\n  metadata\n  dataTimestamp\n  createdAt\n  updatedAt\n  positions {\n    id\n    alpacaAccountId\n    contractId\n    status\n    openingSide\n    quantity\n    entryPrice\n    entryCost\n    entryTime\n    exitPrice\n    exitValue\n    exitTime\n    currentPrice\n    currentValue\n    unrealizedPnL\n    unrealizedPnLPercent\n    realizedPnL\n    realizedPnLPercent\n    totalFees\n    currentDelta\n    currentGamma\n    currentTheta\n    currentVega\n    currentRho\n    currentImpliedVolatility\n    daysHeld\n    exitReason\n    strategyType\n    tradeId\n    metadata\n    createdAt\n    updatedAt\n  }\n  greeksHistory {\n    id\n    contractId\n    timestamp\n    underlyingPrice\n    optionPrice\n    bidPrice\n    askPrice\n    impliedVolatility\n    delta\n    gamma\n    theta\n    vega\n    rho\n    volume\n    openInterest\n    daysToExpiration\n    intrinsicValue\n    extrinsicValue\n    metadata\n    createdAt\n  }\n  executions {\n    id\n    positionId\n    contractId\n    alpacaAccountId\n    brokerOrderId\n    executionSide\n    quantity\n    executionPrice\n    executionValue\n    fees\n    executionTime\n    underlyingPriceAtExecution\n    deltaAtExecution\n    gammaAtExecution\n    thetaAtExecution\n    vegaAtExecution\n    rhoAtExecution\n    impliedVolatilityAtExecution\n    orderType\n    limitPrice\n    stopPrice\n    timeInForce\n    venue\n    slippage\n    notes\n    metadata\n    createdAt\n    updatedAt\n  }\n";
+export declare const OptionsContract = "\n  id\n  symbol\n  contractSymbol\n  optionType\n  strikePrice\n  expirationDate\n  daysToExpiration\n  lastPrice\n  bidPrice\n  askPrice\n  midPrice\n  bidSize\n  askSize\n  volume\n  openInterest\n  impliedVolatility\n  delta\n  gamma\n  theta\n  vega\n  rho\n  inTheMoney\n  intrinsicValue\n  extrinsicValue\n  theoreticalPrice\n  underlyingPrice\n  metadata\n  dataTimestamp\n  createdAt\n  updatedAt\n  positions {\n    id\n    alpacaAccountId\n    contractId\n    status\n    openingSide\n    quantity\n    entryPrice\n    entryCost\n    entryTime\n    exitPrice\n    exitValue\n    exitTime\n    currentPrice\n    currentValue\n    unrealizedPnL\n    unrealizedPnLPercent\n    realizedPnL\n    realizedPnLPercent\n    totalFees\n    currentDelta\n    currentGamma\n    currentTheta\n    currentVega\n    currentRho\n    currentImpliedVolatility\n    daysHeld\n    exitReason\n    strategyType\n    tradeId\n    metadata\n    lifecycleState\n    exitThresholds\n    linkedRollId\n    createdAt\n    updatedAt\n    lifecycleEvents {\n      id\n      positionId\n      fromState\n      toState\n      trigger\n      metadata\n      createdAt\n    }\n  }\n  greeksHistory {\n    id\n    contractId\n    timestamp\n    underlyingPrice\n    optionPrice\n    bidPrice\n    askPrice\n    impliedVolatility\n    delta\n    gamma\n    theta\n    vega\n    rho\n    volume\n    openInterest\n    daysToExpiration\n    intrinsicValue\n    extrinsicValue\n    metadata\n    createdAt\n  }\n  executions {\n    id\n    positionId\n    contractId\n    alpacaAccountId\n    brokerOrderId\n    executionSide\n    quantity\n    executionPrice\n    executionValue\n    fees\n    executionTime\n    underlyingPriceAtExecution\n    deltaAtExecution\n    gammaAtExecution\n    thetaAtExecution\n    vegaAtExecution\n    rhoAtExecution\n    impliedVolatilityAtExecution\n    orderType\n    limitPrice\n    stopPrice\n    timeInForce\n    venue\n    slippage\n    notes\n    metadata\n    createdAt\n    updatedAt\n  }\n";
 //# sourceMappingURL=OptionsContract.d.ts.map

package/esm/generated/selectionSets/OptionsContract.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"OptionsContract.d.ts","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsContract.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,eAAe,qxDAqH3B,CAAC"}
+{"version":3,"file":"OptionsContract.d.ts","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsContract.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,eAAe,y9DAiI3B,CAAC"}

package/esm/generated/selectionSets/OptionsContract.js.map

@@ -1 +1 @@
-{"version":3,"file":"OptionsContract.js","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsContract.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,eAAe,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAqH9B,CAAC"}
+{"version":3,"file":"OptionsContract.js","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsContract.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,eAAe,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAiI9B,CAAC"}

package/esm/generated/selectionSets/OptionsContract.mjs

@@ -60,8 +60,20 @@ export const OptionsContract = `
     strategyType
     tradeId
     metadata
+    lifecycleState
+    exitThresholds
+    linkedRollId
     createdAt
     updatedAt
+    lifecycleEvents {
+      id
+      positionId
+      fromState
+      toState
+      trigger
+      metadata
+      createdAt
+    }
   }
   greeksHistory {
     id

package/esm/generated/selectionSets/OptionsPosition.d.ts

@@ -1,2 +1,2 @@
-export declare const OptionsPosition = "\n  id\n  alpacaAccountId\n  contractId\n  contract {\n    id\n    symbol\n    contractSymbol\n    optionType\n    strikePrice\n    expirationDate\n    daysToExpiration\n    lastPrice\n    bidPrice\n    askPrice\n    midPrice\n    bidSize\n    askSize\n    volume\n    openInterest\n    impliedVolatility\n    delta\n    gamma\n    theta\n    vega\n    rho\n    inTheMoney\n    intrinsicValue\n    extrinsicValue\n    theoreticalPrice\n    underlyingPrice\n    metadata\n    dataTimestamp\n    createdAt\n    updatedAt\n  }\n  status\n  openingSide\n  quantity\n  entryPrice\n  entryCost\n  entryTime\n  exitPrice\n  exitValue\n  exitTime\n  currentPrice\n  currentValue\n  unrealizedPnL\n  unrealizedPnLPercent\n  realizedPnL\n  realizedPnLPercent\n  totalFees\n  currentDelta\n  currentGamma\n  currentTheta\n  currentVega\n  currentRho\n  currentImpliedVolatility\n  daysHeld\n  exitReason\n  strategyType\n  tradeId\n  metadata\n  createdAt\n  updatedAt\n  executions {\n    id\n    positionId\n    contractId\n    alpacaAccountId\n    brokerOrderId\n    executionSide\n    quantity\n    executionPrice\n    executionValue\n    fees\n    executionTime\n    underlyingPriceAtExecution\n    deltaAtExecution\n    gammaAtExecution\n    thetaAtExecution\n    vegaAtExecution\n    rhoAtExecution\n    impliedVolatilityAtExecution\n    orderType\n    limitPrice\n    stopPrice\n    timeInForce\n    venue\n    slippage\n    notes\n    metadata\n    createdAt\n    updatedAt\n  }\n";
+export declare const OptionsPosition = "\n  id\n  alpacaAccountId\n  contractId\n  contract {\n    id\n    symbol\n    contractSymbol\n    optionType\n    strikePrice\n    expirationDate\n    daysToExpiration\n    lastPrice\n    bidPrice\n    askPrice\n    midPrice\n    bidSize\n    askSize\n    volume\n    openInterest\n    impliedVolatility\n    delta\n    gamma\n    theta\n    vega\n    rho\n    inTheMoney\n    intrinsicValue\n    extrinsicValue\n    theoreticalPrice\n    underlyingPrice\n    metadata\n    dataTimestamp\n    createdAt\n    updatedAt\n  }\n  status\n  openingSide\n  quantity\n  entryPrice\n  entryCost\n  entryTime\n  exitPrice\n  exitValue\n  exitTime\n  currentPrice\n  currentValue\n  unrealizedPnL\n  unrealizedPnLPercent\n  realizedPnL\n  realizedPnLPercent\n  totalFees\n  currentDelta\n  currentGamma\n  currentTheta\n  currentVega\n  currentRho\n  currentImpliedVolatility\n  daysHeld\n  exitReason\n  strategyType\n  tradeId\n  metadata\n  lifecycleState\n  exitThresholds\n  linkedRollId\n  createdAt\n  updatedAt\n  executions {\n    id\n    positionId\n    contractId\n    alpacaAccountId\n    brokerOrderId\n    executionSide\n    quantity\n    executionPrice\n    executionValue\n    fees\n    executionTime\n    underlyingPriceAtExecution\n    deltaAtExecution\n    gammaAtExecution\n    thetaAtExecution\n    vegaAtExecution\n    rhoAtExecution\n    impliedVolatilityAtExecution\n    orderType\n    limitPrice\n    stopPrice\n    timeInForce\n    venue\n    slippage\n    notes\n    metadata\n    createdAt\n    updatedAt\n  }\n  lifecycleEvents {\n    id\n    positionId\n    fromState\n    toState\n    trigger\n    metadata\n    createdAt\n  }\n";
 //# sourceMappingURL=OptionsPosition.d.ts.map

package/esm/generated/selectionSets/OptionsPosition.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"OptionsPosition.d.ts","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsPosition.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,eAAe,28CA+F3B,CAAC"}
+{"version":3,"file":"OptionsPosition.d.ts","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsPosition.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,eAAe,unDA2G3B,CAAC"}

package/esm/generated/selectionSets/OptionsPosition.js.map

@@ -1 +1 @@
-{"version":3,"file":"OptionsPosition.js","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsPosition.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,eAAe,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA+F9B,CAAC"}
+{"version":3,"file":"OptionsPosition.js","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsPosition.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,eAAe,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA2G9B,CAAC"}

package/esm/generated/selectionSets/OptionsPosition.mjs

@@ -61,6 +61,9 @@ export const OptionsPosition = `
   strategyType
   tradeId
   metadata
+  lifecycleState
+  exitThresholds
+  linkedRollId
   createdAt
   updatedAt
   executions {
@@ -93,5 +96,14 @@ export const OptionsPosition = `
     createdAt
     updatedAt
   }
+  lifecycleEvents {
+    id
+    positionId
+    fromState
+    toState
+    trigger
+    metadata
+    createdAt
+  }
 `;
 //# sourceMappingURL=OptionsPosition.js.map

package/esm/generated/selectionSets/OptionsPositionEvent.d.ts

@@ -0,0 +1,2 @@
+export declare const OptionsPositionEvent = "\n  id\n  positionId\n  position {\n    id\n    alpacaAccountId\n    contractId\n    status\n    openingSide\n    quantity\n    entryPrice\n    entryCost\n    entryTime\n    exitPrice\n    exitValue\n    exitTime\n    currentPrice\n    currentValue\n    unrealizedPnL\n    unrealizedPnLPercent\n    realizedPnL\n    realizedPnLPercent\n    totalFees\n    currentDelta\n    currentGamma\n    currentTheta\n    currentVega\n    currentRho\n    currentImpliedVolatility\n    daysHeld\n    exitReason\n    strategyType\n    tradeId\n    metadata\n    lifecycleState\n    exitThresholds\n    linkedRollId\n    createdAt\n    updatedAt\n  }\n  fromState\n  toState\n  trigger\n  metadata\n  createdAt\n";
+//# sourceMappingURL=OptionsPositionEvent.d.ts.map

package/esm/generated/selectionSets/OptionsPositionEvent.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"OptionsPositionEvent.d.ts","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsPositionEvent.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,oBAAoB,6rBA6ChC,CAAC"}

package/esm/generated/selectionSets/OptionsPositionEvent.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"OptionsPositionEvent.js","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsPositionEvent.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,oBAAoB,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA6CnC,CAAC"}

package/esm/generated/selectionSets/OptionsPositionEvent.mjs

@@ -0,0 +1,47 @@
+export const OptionsPositionEvent = `
+  id
+  positionId
+  position {
+    id
+    alpacaAccountId
+    contractId
+    status
+    openingSide
+    quantity
+    entryPrice
+    entryCost
+    entryTime
+    exitPrice
+    exitValue
+    exitTime
+    currentPrice
+    currentValue
+    unrealizedPnL
+    unrealizedPnLPercent
+    realizedPnL
+    realizedPnLPercent
+    totalFees
+    currentDelta
+    currentGamma
+    currentTheta
+    currentVega
+    currentRho
+    currentImpliedVolatility
+    daysHeld
+    exitReason
+    strategyType
+    tradeId
+    metadata
+    lifecycleState
+    exitThresholds
+    linkedRollId
+    createdAt
+    updatedAt
+  }
+  fromState
+  toState
+  trigger
+  metadata
+  createdAt
+`;
+//# sourceMappingURL=OptionsPositionEvent.js.map

package/esm/generated/selectionSets/OptionsTradeExecution.d.ts

@@ -1,2 +1,2 @@
-export declare const OptionsTradeExecution = "\n  id\n  positionId\n  position {\n    id\n    alpacaAccountId\n    contractId\n    status\n    openingSide\n    quantity\n    entryPrice\n    entryCost\n    entryTime\n    exitPrice\n    exitValue\n    exitTime\n    currentPrice\n    currentValue\n    unrealizedPnL\n    unrealizedPnLPercent\n    realizedPnL\n    realizedPnLPercent\n    totalFees\n    currentDelta\n    currentGamma\n    currentTheta\n    currentVega\n    currentRho\n    currentImpliedVolatility\n    daysHeld\n    exitReason\n    strategyType\n    tradeId\n    metadata\n    createdAt\n    updatedAt\n  }\n  contractId\n  contract {\n    id\n    symbol\n    contractSymbol\n    optionType\n    strikePrice\n    expirationDate\n    daysToExpiration\n    lastPrice\n    bidPrice\n    askPrice\n    midPrice\n    bidSize\n    askSize\n    volume\n    openInterest\n    impliedVolatility\n    delta\n    gamma\n    theta\n    vega\n    rho\n    inTheMoney\n    intrinsicValue\n    extrinsicValue\n    theoreticalPrice\n    underlyingPrice\n    metadata\n    dataTimestamp\n    createdAt\n    updatedAt\n  }\n  alpacaAccountId\n  brokerOrderId\n  executionSide\n  quantity\n  executionPrice\n  executionValue\n  fees\n  executionTime\n  underlyingPriceAtExecution\n  deltaAtExecution\n  gammaAtExecution\n  thetaAtExecution\n  vegaAtExecution\n  rhoAtExecution\n  impliedVolatilityAtExecution\n  orderType\n  limitPrice\n  stopPrice\n  timeInForce\n  venue\n  slippage\n  notes\n  metadata\n  createdAt\n  updatedAt\n";
+export declare const OptionsTradeExecution = "\n  id\n  positionId\n  position {\n    id\n    alpacaAccountId\n    contractId\n    status\n    openingSide\n    quantity\n    entryPrice\n    entryCost\n    entryTime\n    exitPrice\n    exitValue\n    exitTime\n    currentPrice\n    currentValue\n    unrealizedPnL\n    unrealizedPnLPercent\n    realizedPnL\n    realizedPnLPercent\n    totalFees\n    currentDelta\n    currentGamma\n    currentTheta\n    currentVega\n    currentRho\n    currentImpliedVolatility\n    daysHeld\n    exitReason\n    strategyType\n    tradeId\n    metadata\n    lifecycleState\n    exitThresholds\n    linkedRollId\n    createdAt\n    updatedAt\n    lifecycleEvents {\n      id\n      positionId\n      fromState\n      toState\n      trigger\n      metadata\n      createdAt\n    }\n  }\n  contractId\n  contract {\n    id\n    symbol\n    contractSymbol\n    optionType\n    strikePrice\n    expirationDate\n    daysToExpiration\n    lastPrice\n    bidPrice\n    askPrice\n    midPrice\n    bidSize\n    askSize\n    volume\n    openInterest\n    impliedVolatility\n    delta\n    gamma\n    theta\n    vega\n    rho\n    inTheMoney\n    intrinsicValue\n    extrinsicValue\n    theoreticalPrice\n    underlyingPrice\n    metadata\n    dataTimestamp\n    createdAt\n    updatedAt\n  }\n  alpacaAccountId\n  brokerOrderId\n  executionSide\n  quantity\n  executionPrice\n  executionValue\n  fees\n  executionTime\n  underlyingPriceAtExecution\n  deltaAtExecution\n  gammaAtExecution\n  thetaAtExecution\n  vegaAtExecution\n  rhoAtExecution\n  impliedVolatilityAtExecution\n  orderType\n  limitPrice\n  stopPrice\n  timeInForce\n  venue\n  slippage\n  notes\n  metadata\n  createdAt\n  updatedAt\n";
 //# sourceMappingURL=OptionsTradeExecution.d.ts.map

package/esm/generated/selectionSets/OptionsTradeExecution.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"OptionsTradeExecution.d.ts","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsTradeExecution.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,qBAAqB,i9CA+FjC,CAAC"}
+{"version":3,"file":"OptionsTradeExecution.d.ts","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsTradeExecution.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,qBAAqB,qpDA2GjC,CAAC"}

package/esm/generated/selectionSets/OptionsTradeExecution.js.map

@@ -1 +1 @@
-{"version":3,"file":"OptionsTradeExecution.js","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsTradeExecution.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,qBAAqB,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA+FpC,CAAC"}
+{"version":3,"file":"OptionsTradeExecution.js","sourceRoot":"","sources":["../../../../src/generated/selectionSets/OptionsTradeExecution.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,qBAAqB,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA2GpC,CAAC"}

package/esm/generated/selectionSets/OptionsTradeExecution.mjs

@@ -32,8 +32,20 @@ export const OptionsTradeExecution = `
     strategyType
     tradeId
     metadata
+    lifecycleState
+    exitThresholds
+    linkedRollId
     createdAt
     updatedAt
+    lifecycleEvents {
+      id
+      positionId
+      fromState
+      toState
+      trigger
+      metadata
+      createdAt
+    }
   }
   contractId
   contract {

package/esm/generated/selectionSets/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/generated/selectionSets/index.ts"],"names":[],"mappings":"AAiEA,eAAO,MAAM,aAAa,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAiEhD,CAAC;AAEF,eAAe,aAAa,CAAC"}

package/esm/generated/selectionSets/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../../src/generated/selectionSets/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AACpD,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,gBAAgB,EAAE,MAAM,oBAAoB,CAAC;AACtD,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAE,qBAAqB,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,UAAU,EAAE,MAAM,cAAc,CAAC;AAC1C,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,iBAAiB,EAAE,MAAM,qBAAqB,CAAC;AACxD,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAC;AACtC,OAAO,EAAE,KAAK,EAAE,MAAM,SAAS,CAAC;AAChC,OAAO,EAAE,KAAK,EAAE,MAAM,SAAS,CAAC;AAChC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAClC,OAAO,EAAE,KAAK,EAAE,MAAM,SAAS,CAAC;AAChC,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,yBAAyB,EAAE,MAAM,6BAA6B,CAAC;AACxE,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,oBAAoB,EAAE,MAAM,wBAAwB,CAAC;AAC9D,OAAO,EAAE,6BAA6B,EAAE,MAAM,iCAAiC,CAAC;AAChF,OAAO,EAAE,6BAA6B,EAAE,MAAM,iCAAiC,CAAC;AAChF,OAAO,EAAE,4BAA4B,EAAE,MAAM,gCAAgC,CAAC;AAC9E,OAAO,EAAE,4BAA4B,EAAE,MAAM,gCAAgC,CAAC;AAC9E,OAAO,EAAE,iBAAiB,EAAE,MAAM,qBAAqB,CAAC;AACxD,OAAO,EAAE,sBAAsB,EAAE,MAAM,0BAA0B,CAAC;AAClE,OAAO,EAAE,wBAAwB,EAAE,MAAM,4BAA4B,CAAC;AACtE,OAAO,EAAE,oBAAoB,EAAE,MAAM,wBAAwB,CAAC;AAC9D,OAAO,EAAE,uBAAuB,EAAE,MAAM,2BAA2B,CAAC;AACpE,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,oBAAoB,EAAE,MAAM,wBAAwB,CAAC;AAC9D,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAClC,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,yBAAyB,EAAE,MAAM,6BAA6B,CAAC;AACxE,OAAO,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AACpD,OAAO,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,wBAAwB,CAAC;AAC9D,OAAO,EAAE,oBAAoB,EAAE,MAAM,wBAAwB,CAAC;AAC9D,OAAO,EAAE,sBAAsB,EAAE,MAAM,0BAA0B,CAAC;AAClE,OAAO,EAAE,qBAAqB,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,EAAE,iBAAiB,EAAE,MAAM,qBAAqB,CAAC;AACxD,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AACpD,OAAO,EAAE,sBAAsB,EAAE,MAAM,0BAA0B,CAAC;AAClE,OAAO,EAAE,mBAAmB,EAAE,MAAM,uBAAuB,CAAC;AAC5D,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,KAAK,EAAE,MAAM,SAAS,CAAC;AAChC,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,qBAAqB,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAC;AACtC,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,qBAAqB,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,EAAE,qBAAqB,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAElD,MAAM,CAAC,MAAM,aAAa,GAA2B;IACnD,aAAa;IACb,eAAe;IACf,OAAO;IACP,IAAI;IACJ,gBAAgB;IAChB,cAAc;IACd,qBAAqB;IACrB,aAAa;IACb,UAAU;IACV,aAAa;IACb,OAAO;IACP,iBAAiB;IACjB,QAAQ;IACR,KAAK;IACL,KAAK;IACL,MAAM;IACN,KAAK;IACL,WAAW;IACX,yBAAyB;IACzB,aAAa;IACb,oBAAoB;IACpB,6BAA6B;IAC7B,6BAA6B;IAC7B,4BAA4B;IAC5B,4BAA4B;IAC5B,iBAAiB;IACjB,sBAAsB;IACtB,wBAAwB;IACxB,oBAAoB;IACpB,uBAAuB;IACvB,cAAc;IACd,aAAa;IACb,oBAAoB;IACpB,YAAY;IACZ,MAAM;IACN,WAAW;IACX,yBAAyB;IACzB,eAAe;IACf,eAAe;IACf,oBAAoB;IACpB,oBAAoB;IACpB,sBAAsB;IACtB,qBAAqB;IACrB,iBAAiB;IACjB,SAAS;IACT,aAAa;IACb,aAAa;IACb,eAAe;IACf,sBAAsB;IACtB,mBAAmB;IACnB,aAAa;IACb,KAAK;IACL,aAAa;IACb,qBAAqB;IACrB,aAAa;IACb,WAAW;IACX,QAAQ;IACR,aAAa;IACb,aAAa;IACb,qBAAqB;IACrB,qBAAqB;IACrB,SAAS;IACT,YAAY;IACZ,cAAc;CACf,CAAC;AAEF,eAAe,aAAa,CAAC"}

package/esm/generated/selectionSets/index.mjs

@@ -37,6 +37,7 @@ import { SystemAlert } from './SystemAlert.mjs';
 import { FeatureImportanceAnalysis } from './FeatureImportanceAnalysis.mjs';
 import { OptionsContract } from './OptionsContract.mjs';
 import { OptionsPosition } from './OptionsPosition.mjs';
+import { OptionsPositionEvent } from './OptionsPositionEvent.mjs';
 import { OptionsGreeksHistory } from './OptionsGreeksHistory.mjs';
 import { PortfolioGreeksHistory } from './PortfolioGreeksHistory.mjs';
 import { OptionsTradeExecution } from './OptionsTradeExecution.mjs';
@@ -101,6 +102,7 @@ export const selectionSets = {
     FeatureImportanceAnalysis,
     OptionsContract,
     OptionsPosition,
+    OptionsPositionEvent,
     OptionsGreeksHistory,
     PortfolioGreeksHistory,
     OptionsTradeExecution,

package/esm/generated/typeStrings/OptionsPosition.d.ts

@@ -1,2 +1,2 @@
-export declare const OptionsPositionTypeString = "\n// Your response should adhere to the following type definition for the \"OptionsPosition\" 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 OptionsPosition = {\n  // Relation to OptionsContract.\n  contract: {\n    // Contract symbol (OCC format)\n    contractSymbol: string;\n    // Underlying asset symbol\n    symbol: string;\n    // Option type (CALL or PUT)\n    optionType: OptionType;\n    // Strike price of the option\n    strikePrice: number;\n    // Expiration date of the option\n    expirationDate: Date;\n  };\n  // Position status\n  status: OptionPositionStatus;\n  // Execution side for opening the position\n  openingSide: OptionExecutionSide;\n  // Number of contracts in the position\n  quantity: number;\n  // Average entry price per contract\n  entryPrice: number;\n  // Total entry cost (quantity * entryPrice * 100)\n  entryCost: number;\n  // Timestamp when position was opened\n  entryTime: Date;\n  // Exit price per contract (null if still open)\n  exitPrice?: number;\n  // Total exit value (quantity * exitPrice * 100)\n  exitValue?: number;\n  // Timestamp when position was closed (null if still open)\n  exitTime?: Date;\n  // Current market price (for open positions)\n  currentPrice?: number;\n  // Current position value\n  currentValue?: number;\n  // Unrealized P&L (for open positions)\n  unrealizedPnL?: number;\n  // Unrealized P&L percentage\n  unrealizedPnLPercent?: number;\n  // Realized P&L (for closed positions)\n  realizedPnL?: number;\n  // Realized P&L percentage\n  realizedPnLPercent?: number;\n  // Total fees and commissions paid\n  totalFees: number;\n  // Current Greeks for the position (snapshot)\n  currentDelta?: number;\n  currentGamma?: number;\n  currentTheta?: number;\n  currentVega?: number;\n  currentRho?: number;\n  // Current implied volatility\n  currentImpliedVolatility?: number;\n  // Days held (calculated)\n  daysHeld?: number;\n  // Exit reason or notes\n  exitReason?: string;\n  // Strategy type (e.g., \"covered_call\", \"protective_put\", \"vertical_spread\")\n  strategyType?: string;\n  // Additional metadata as JSON\n  metadata?: any;\n};\n\nenum OptionType {\n  CALL\n\n  PUT\n}\n\nenum OptionPositionStatus {\n  OPEN\n\n  CLOSED\n\n  EXPIRED\n\n  ASSIGNED\n}\n\nenum OptionExecutionSide {\n  BUY_TO_OPEN\n\n  SELL_TO_CLOSE\n\n  SELL_TO_OPEN\n\n  BUY_TO_CLOSE\n}\n\n";
+export declare const OptionsPositionTypeString = "\n// Your response should adhere to the following type definition for the \"OptionsPosition\" 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 OptionsPosition = {\n  // Relation to OptionsContract.\n  contract: {\n    // Contract symbol (OCC format)\n    contractSymbol: string;\n    // Underlying asset symbol\n    symbol: string;\n    // Option type (CALL or PUT)\n    optionType: OptionType;\n    // Strike price of the option\n    strikePrice: number;\n    // Expiration date of the option\n    expirationDate: Date;\n  };\n  // Position status\n  status: OptionPositionStatus;\n  // Execution side for opening the position\n  openingSide: OptionExecutionSide;\n  // Number of contracts in the position\n  quantity: number;\n  // Average entry price per contract\n  entryPrice: number;\n  // Total entry cost (quantity * entryPrice * 100)\n  entryCost: number;\n  // Timestamp when position was opened\n  entryTime: Date;\n  // Exit price per contract (null if still open)\n  exitPrice?: number;\n  // Total exit value (quantity * exitPrice * 100)\n  exitValue?: number;\n  // Timestamp when position was closed (null if still open)\n  exitTime?: Date;\n  // Current market price (for open positions)\n  currentPrice?: number;\n  // Current position value\n  currentValue?: number;\n  // Unrealized P&L (for open positions)\n  unrealizedPnL?: number;\n  // Unrealized P&L percentage\n  unrealizedPnLPercent?: number;\n  // Realized P&L (for closed positions)\n  realizedPnL?: number;\n  // Realized P&L percentage\n  realizedPnLPercent?: number;\n  // Total fees and commissions paid\n  totalFees: number;\n  // Current Greeks for the position (snapshot)\n  currentDelta?: number;\n  currentGamma?: number;\n  currentTheta?: number;\n  currentVega?: number;\n  currentRho?: number;\n  // Current implied volatility\n  currentImpliedVolatility?: number;\n  // Days held (calculated)\n  daysHeld?: number;\n  // Exit reason or notes\n  exitReason?: string;\n  // Strategy type (e.g., \"covered_call\", \"protective_put\", \"vertical_spread\")\n  strategyType?: string;\n  // Additional metadata as JSON\n  metadata?: any;\n  // Current lifecycle state machine state (e.g., MONITORING, EXIT_TRIGGERED, CLOSING)\n  lifecycleState?: string;\n  // Per-position exit thresholds (defaults + LLM overrides) stored as JSON\n  exitThresholds?: any;\n};\n\nenum OptionType {\n  CALL\n\n  PUT\n}\n\nenum OptionPositionStatus {\n  OPEN\n\n  CLOSED\n\n  EXPIRED\n\n  ASSIGNED\n}\n\nenum OptionExecutionSide {\n  BUY_TO_OPEN\n\n  SELL_TO_CLOSE\n\n  SELL_TO_OPEN\n\n  BUY_TO_CLOSE\n}\n\n";
 //# sourceMappingURL=OptionsPosition.d.ts.map

package/esm/generated/typeStrings/OptionsPosition.d.ts.map

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

package/esm/generated/typeStrings/OptionsPosition.js.map

@@ -1 +1 @@
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+{"version":3,"file":"OptionsPosition.js","sourceRoot":"","sources":["../../../../src/generated/typeStrings/OptionsPosition.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,yBAAyB,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAkGxC,CAAC"}

package/esm/generated/typeStrings/OptionsPosition.mjs

@@ -64,6 +64,10 @@ export type OptionsPosition = {
   strategyType?: string;
   // Additional metadata as JSON
   metadata?: any;
+  // Current lifecycle state machine state (e.g., MONITORING, EXIT_TRIGGERED, CLOSING)
+  lifecycleState?: string;
+  // Per-position exit thresholds (defaults + LLM overrides) stored as JSON
+  exitThresholds?: any;
 };
 
 enum OptionType {

package/esm/generated/typeStrings/OptionsPositionEvent.d.ts

@@ -0,0 +1,2 @@
+export declare const OptionsPositionEventTypeString = "\n// Your response should adhere to the following type definition for the \"OptionsPositionEvent\" 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 OptionsPositionEvent = {\n  // State the position occupied before this transition\n  fromState: string;\n  // State the position occupies after this transition\n  toState: string;\n  // What caused the transition (e.g., PROFIT_TARGET, ASSIGNMENT_RISK, SYSTEM)\n  trigger: string;\n  // Additional context about the transition (P&L, Greeks snapshot, reasoning)\n  metadata?: any;\n};\n\n";
+//# sourceMappingURL=OptionsPositionEvent.d.ts.map

package/esm/generated/typeStrings/OptionsPositionEvent.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"OptionsPositionEvent.d.ts","sourceRoot":"","sources":["../../../../src/generated/typeStrings/OptionsPositionEvent.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,8BAA8B,moBAe1C,CAAC"}

package/esm/generated/typeStrings/OptionsPositionEvent.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"OptionsPositionEvent.js","sourceRoot":"","sources":["../../../../src/generated/typeStrings/OptionsPositionEvent.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,8BAA8B,GAAG;;;;;;;;;;;;;;;CAe7C,CAAC"}

package/esm/generated/typeStrings/OptionsPositionEvent.mjs

@@ -0,0 +1,17 @@
+export const OptionsPositionEventTypeString = `
+// Your response should adhere to the following type definition for the "OptionsPositionEvent" type.
+// Importantly, DO NOT include any annotations in your response (i.e., remove the ones we have provided for your reference below).
+
+export type OptionsPositionEvent = {
+  // State the position occupied before this transition
+  fromState: string;
+  // State the position occupies after this transition
+  toState: string;
+  // What caused the transition (e.g., PROFIT_TARGET, ASSIGNMENT_RISK, SYSTEM)
+  trigger: string;
+  // Additional context about the transition (P&L, Greeks snapshot, reasoning)
+  metadata?: any;
+};
+
+`;
+//# sourceMappingURL=OptionsPositionEvent.js.map

package/esm/generated/typeStrings/index.d.ts

@@ -37,7 +37,8 @@ export declare const typeStrings: {
     readonly systemAlert: "\n// Your response should adhere to the following type definition for the \"SystemAlert\" 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 SystemAlert = {\n  // Type of system alert.\n  type: SystemAlertType;\n  // Severity level of the alert.\n  severity: AlertSeverity;\n  // Title of the alert.\n  title: string;\n  // Detailed message describing the alert.\n  message: string;\n  // Source service or component that generated the alert.\n  source: string;\n  // Model name associated with the alert (optional).\n  metadataModelName?: string;\n  // Model version associated with the alert (optional).\n  metadataVersion?: string;\n  // Metrics related to the alert as JSON object (optional).\n  metadataMetrics?: any;\n  // Error details for the alert (optional).\n  metadataErrorDetails?: string;\n  // Recommended actions as JSON array of strings (optional).\n  metadataRecommendations?: any;\n  // Current status of the alert.\n  status: SystemAlertStatus;\n  // User who acknowledged the alert (optional).\n  acknowledgedBy?: string;\n  // Timestamp when the alert was acknowledged (optional).\n  acknowledgedAt?: Date;\n  // User who resolved the alert (optional).\n  resolvedBy?: string;\n  // Timestamp when the alert was resolved (optional).\n  resolvedAt?: Date;\n  // Notes about the resolution (optional).\n  resolutionNotes?: string;\n  // Timestamp until which the alert is suppressed (optional).\n  suppressedUntil?: Date;\n  // Escalation level for the alert (starts at 0).\n  escalationLevel: number;\n  // Notification channels as JSON array of channel names.\n  notificationChannels: any;\n};\n\nenum SystemAlertType {\n  PERFORMANCE_DEGRADATION\n\n  TRAINING_FAILURE\n\n  DEPLOYMENT_ISSUE\n\n  DATA_QUALITY\n\n  RESOURCE_LIMIT\n\n  GENERAL\n}\n\nenum AlertSeverity {\n  LOW\n\n  MEDIUM\n\n  HIGH\n\n  CRITICAL\n}\n\nenum SystemAlertStatus {\n  ACTIVE\n\n  ACKNOWLEDGED\n\n  RESOLVED\n\n  SUPPRESSED\n}\n\n";
     readonly featureImportanceAnalysis: "\n// Your response should adhere to the following type definition for the \"FeatureImportanceAnalysis\" 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 FeatureImportanceAnalysis = {\n  // Relation to ModelVersion.\n  modelVersion: {\n    // Name of the model.\n    modelName: string;\n    // Version identifier for the model.\n    version: string;\n    // Current status of the model version.\n    status: ModelVersionStatus;\n  };\n  // Type of analysis method used.\n  analysisType: FeatureImportanceAnalysisType;\n  // Feature importance results as JSON array with structure: [{featureName, importance, rank, confidenceInterval?, pValue?}]\n  featureImportances: any;\n  // Global importance scores as JSON object with feature names as keys.\n  globalImportance: any;\n  // Local importance for specific samples as JSON array (optional).\n  localImportance?: any;\n  // Sample size used for the analysis.\n  analysisMetadataSampleSize: number;\n  // Baseline accuracy before feature analysis.\n  analysisMetadataBaselineAccuracy: number;\n  // Date when the analysis was performed.\n  analysisMetadataAnalysisDate: Date;\n  // Time taken to compute the analysis in seconds.\n  analysisMetadataComputationTime: number;\n  // Analysis parameters used as JSON object.\n  analysisMetadataAnalysisParameters: any;\n  // Top important features as JSON array of feature names.\n  insightsTopFeatures: any;\n  // Redundant features identified as JSON array of feature names.\n  insightsRedundantFeatures: any;\n  // Features with unexpected importance as JSON array of feature names.\n  insightsUnexpectedImportances: any;\n  // Stability score of the feature importance results (0.0 to 1.0).\n  insightsStabilityScore: number;\n  // Recommendations based on the analysis as JSON array of strings.\n  insightsRecommendations: any;\n};\n\nenum ModelVersionStatus {\n  TRAINING\n\n  VALIDATION\n\n  DEPLOYED\n\n  DEPRECATED\n\n  FAILED\n}\n\nenum FeatureImportanceAnalysisType {\n  SHAP\n\n  PERMUTATION\n\n  LIME\n\n  INTEGRATED_GRADIENTS\n\n  FEATURE_ABLATION\n}\n\n";
     readonly optionsContract: "\n// Your response should adhere to the following type definition for the \"OptionsContract\" 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 OptionsContract = {\n  // Underlying asset symbol\n  symbol: string;\n  // Contract symbol (OCC format)\n  contractSymbol: string;\n  // Option type (CALL or PUT)\n  optionType: OptionType;\n  // Strike price of the option\n  strikePrice: number;\n  // Expiration date of the option\n  expirationDate: Date;\n  // Days to expiration\n  daysToExpiration?: number;\n  // Last traded price\n  lastPrice?: number;\n  // Bid price\n  bidPrice?: number;\n  // Ask price\n  askPrice?: number;\n  // Mid price (average of bid and ask)\n  midPrice?: number;\n  // Bid size\n  bidSize?: number;\n  // Ask size\n  askSize?: number;\n  // Trading volume for the contract\n  volume?: number;\n  // Open interest\n  openInterest?: number;\n  // Implied volatility\n  impliedVolatility?: number;\n  // Delta Greek\n  delta?: number;\n  // Gamma Greek\n  gamma?: number;\n  // Theta Greek\n  theta?: number;\n  // Vega Greek\n  vega?: number;\n  // Rho Greek\n  rho?: number;\n  // Whether the option is in the money\n  inTheMoney?: boolean;\n  // Intrinsic value of the option\n  intrinsicValue?: number;\n  // Extrinsic (time) value of the option\n  extrinsicValue?: number;\n  // Theoretical price from pricing model\n  theoreticalPrice?: number;\n  // Underlying asset price at time of data capture\n  underlyingPrice?: number;\n  // Additional metadata as JSON\n  metadata?: any;\n  // Timestamp when the contract data was captured\n  dataTimestamp: Date;\n};\n\nenum OptionType {\n  CALL\n\n  PUT\n}\n\n";
-    readonly optionsPosition: "\n// Your response should adhere to the following type definition for the \"OptionsPosition\" 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 OptionsPosition = {\n  // Relation to OptionsContract.\n  contract: {\n    // Contract symbol (OCC format)\n    contractSymbol: string;\n    // Underlying asset symbol\n    symbol: string;\n    // Option type (CALL or PUT)\n    optionType: OptionType;\n    // Strike price of the option\n    strikePrice: number;\n    // Expiration date of the option\n    expirationDate: Date;\n  };\n  // Position status\n  status: OptionPositionStatus;\n  // Execution side for opening the position\n  openingSide: OptionExecutionSide;\n  // Number of contracts in the position\n  quantity: number;\n  // Average entry price per contract\n  entryPrice: number;\n  // Total entry cost (quantity * entryPrice * 100)\n  entryCost: number;\n  // Timestamp when position was opened\n  entryTime: Date;\n  // Exit price per contract (null if still open)\n  exitPrice?: number;\n  // Total exit value (quantity * exitPrice * 100)\n  exitValue?: number;\n  // Timestamp when position was closed (null if still open)\n  exitTime?: Date;\n  // Current market price (for open positions)\n  currentPrice?: number;\n  // Current position value\n  currentValue?: number;\n  // Unrealized P&L (for open positions)\n  unrealizedPnL?: number;\n  // Unrealized P&L percentage\n  unrealizedPnLPercent?: number;\n  // Realized P&L (for closed positions)\n  realizedPnL?: number;\n  // Realized P&L percentage\n  realizedPnLPercent?: number;\n  // Total fees and commissions paid\n  totalFees: number;\n  // Current Greeks for the position (snapshot)\n  currentDelta?: number;\n  currentGamma?: number;\n  currentTheta?: number;\n  currentVega?: number;\n  currentRho?: number;\n  // Current implied volatility\n  currentImpliedVolatility?: number;\n  // Days held (calculated)\n  daysHeld?: number;\n  // Exit reason or notes\n  exitReason?: string;\n  // Strategy type (e.g., \"covered_call\", \"protective_put\", \"vertical_spread\")\n  strategyType?: string;\n  // Additional metadata as JSON\n  metadata?: any;\n};\n\nenum OptionType {\n  CALL\n\n  PUT\n}\n\nenum OptionPositionStatus {\n  OPEN\n\n  CLOSED\n\n  EXPIRED\n\n  ASSIGNED\n}\n\nenum OptionExecutionSide {\n  BUY_TO_OPEN\n\n  SELL_TO_CLOSE\n\n  SELL_TO_OPEN\n\n  BUY_TO_CLOSE\n}\n\n";
+    readonly optionsPosition: "\n// Your response should adhere to the following type definition for the \"OptionsPosition\" 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 OptionsPosition = {\n  // Relation to OptionsContract.\n  contract: {\n    // Contract symbol (OCC format)\n    contractSymbol: string;\n    // Underlying asset symbol\n    symbol: string;\n    // Option type (CALL or PUT)\n    optionType: OptionType;\n    // Strike price of the option\n    strikePrice: number;\n    // Expiration date of the option\n    expirationDate: Date;\n  };\n  // Position status\n  status: OptionPositionStatus;\n  // Execution side for opening the position\n  openingSide: OptionExecutionSide;\n  // Number of contracts in the position\n  quantity: number;\n  // Average entry price per contract\n  entryPrice: number;\n  // Total entry cost (quantity * entryPrice * 100)\n  entryCost: number;\n  // Timestamp when position was opened\n  entryTime: Date;\n  // Exit price per contract (null if still open)\n  exitPrice?: number;\n  // Total exit value (quantity * exitPrice * 100)\n  exitValue?: number;\n  // Timestamp when position was closed (null if still open)\n  exitTime?: Date;\n  // Current market price (for open positions)\n  currentPrice?: number;\n  // Current position value\n  currentValue?: number;\n  // Unrealized P&L (for open positions)\n  unrealizedPnL?: number;\n  // Unrealized P&L percentage\n  unrealizedPnLPercent?: number;\n  // Realized P&L (for closed positions)\n  realizedPnL?: number;\n  // Realized P&L percentage\n  realizedPnLPercent?: number;\n  // Total fees and commissions paid\n  totalFees: number;\n  // Current Greeks for the position (snapshot)\n  currentDelta?: number;\n  currentGamma?: number;\n  currentTheta?: number;\n  currentVega?: number;\n  currentRho?: number;\n  // Current implied volatility\n  currentImpliedVolatility?: number;\n  // Days held (calculated)\n  daysHeld?: number;\n  // Exit reason or notes\n  exitReason?: string;\n  // Strategy type (e.g., \"covered_call\", \"protective_put\", \"vertical_spread\")\n  strategyType?: string;\n  // Additional metadata as JSON\n  metadata?: any;\n  // Current lifecycle state machine state (e.g., MONITORING, EXIT_TRIGGERED, CLOSING)\n  lifecycleState?: string;\n  // Per-position exit thresholds (defaults + LLM overrides) stored as JSON\n  exitThresholds?: any;\n};\n\nenum OptionType {\n  CALL\n\n  PUT\n}\n\nenum OptionPositionStatus {\n  OPEN\n\n  CLOSED\n\n  EXPIRED\n\n  ASSIGNED\n}\n\nenum OptionExecutionSide {\n  BUY_TO_OPEN\n\n  SELL_TO_CLOSE\n\n  SELL_TO_OPEN\n\n  BUY_TO_CLOSE\n}\n\n";
+    readonly optionsPositionEvent: "\n// Your response should adhere to the following type definition for the \"OptionsPositionEvent\" 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 OptionsPositionEvent = {\n  // State the position occupied before this transition\n  fromState: string;\n  // State the position occupies after this transition\n  toState: string;\n  // What caused the transition (e.g., PROFIT_TARGET, ASSIGNMENT_RISK, SYSTEM)\n  trigger: string;\n  // Additional context about the transition (P&L, Greeks snapshot, reasoning)\n  metadata?: any;\n};\n\n";
     readonly optionsGreeksHistory: "\n// Your response should adhere to the following type definition for the \"OptionsGreeksHistory\" 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 OptionsGreeksHistory = {\n  // Timestamp of the Greeks snapshot\n  timestamp: Date;\n  // Underlying asset price at this timestamp\n  underlyingPrice: number;\n  // Option price at this timestamp\n  optionPrice: number;\n  // Bid price\n  bidPrice?: number;\n  // Ask price\n  askPrice?: number;\n  // Implied volatility\n  impliedVolatility: number;\n  // Delta Greek\n  delta: number;\n  // Gamma Greek\n  gamma: number;\n  // Theta Greek\n  theta: number;\n  // Vega Greek\n  vega: number;\n  // Rho Greek\n  rho: number;\n  // Trading volume\n  volume?: number;\n  // Open interest\n  openInterest?: number;\n  // Days to expiration at this timestamp\n  daysToExpiration: number;\n  // Intrinsic value\n  intrinsicValue: number;\n  // Extrinsic value\n  extrinsicValue: number;\n  // Additional metadata as JSON\n  metadata?: any;\n};\n\n";
     readonly portfolioGreeksHistory: "\n// Your response should adhere to the following type definition for the \"PortfolioGreeksHistory\" 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 PortfolioGreeksHistory = {\n  // Timestamp of the Greeks snapshot\n  timestamp: Date;\n  // Option contract symbol (if contract-specific)\n  symbol?: string;\n  // Underlying asset symbol\n  underlying: string;\n  // Individual Greeks for contract or position\n  delta: number;\n  gamma: number;\n  theta: number;\n  vega: number;\n  rho: number;\n  // Total portfolio delta exposure.\n  totalDelta?: number;\n  // Total portfolio gamma exposure.\n  totalGamma?: number;\n  // Total portfolio theta exposure.\n  totalTheta?: number;\n  // Total portfolio vega exposure.\n  totalVega?: number;\n  // Total portfolio rho exposure.\n  totalRho?: number;\n  // Number of positions in portfolio.\n  positionCount?: number;\n  // List of underlying symbols in portfolio.\n  underlyingSymbols?: any;\n  // List of expiration dates in portfolio.\n  expirationDates?: any;\n  // Whether recorded during market hours.\n  marketHours?: boolean;\n  // VIX level at timestamp.\n  vix?: number;\n  // SPY price at timestamp.\n  spyPrice?: number;\n  // Data source identifier\n  source?: string;\n};\n\n";
     readonly optionsTradeExecution: "\n// Your response should adhere to the following type definition for the \"OptionsTradeExecution\" 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 OptionsTradeExecution = {\n  // Execution side (BUY_TO_OPEN, SELL_TO_CLOSE, etc.)\n  executionSide: OptionExecutionSide;\n  // Number of contracts executed\n  quantity: number;\n  // Execution price per contract\n  executionPrice: number;\n  // Total execution value (quantity * executionPrice * 100)\n  executionValue: number;\n  // Fees and commissions for this execution\n  fees: number;\n  // Timestamp of the execution\n  executionTime: Date;\n  // Underlying price at execution time\n  underlyingPriceAtExecution?: number;\n  // Greeks at execution time\n  deltaAtExecution?: number;\n  gammaAtExecution?: number;\n  thetaAtExecution?: number;\n  vegaAtExecution?: number;\n  rhoAtExecution?: number;\n  // Implied volatility at execution\n  impliedVolatilityAtExecution?: number;\n  // Order type (MARKET, LIMIT, STOP, etc.)\n  orderType?: string;\n  // Limit price if limit order\n  limitPrice?: number;\n  // Stop price if stop order\n  stopPrice?: number;\n  // Time in force (DAY, GTC, etc.)\n  timeInForce?: string;\n  // Execution venue\n  venue?: string;\n  // Slippage amount (difference from expected price)\n  slippage?: number;\n  // Execution notes or comments\n  notes?: string;\n  // Additional metadata as JSON\n  metadata?: any;\n};\n\nenum OptionExecutionSide {\n  BUY_TO_OPEN\n\n  SELL_TO_CLOSE\n\n  SELL_TO_OPEN\n\n  BUY_TO_CLOSE\n}\n\n";

package/esm/generated/typeStrings/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/generated/typeStrings/index.ts"],"names":[],"mappings":"AAgEA,eAAO,MAAM,WAAW;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAgEd,CAAC;AAEX,eAAe,WAAW,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/generated/typeStrings/index.ts"],"names":[],"mappings":"AAiEA,eAAO,MAAM,WAAW;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAiEd,CAAC;AAEX,eAAe,WAAW,CAAC"}

package/esm/generated/typeStrings/index.js.map

@@ -1 +1 @@
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package/esm/generated/typeStrings/index.mjs

@@ -37,6 +37,7 @@ import { SystemAlertTypeString } from './SystemAlert.mjs';
 import { FeatureImportanceAnalysisTypeString } from './FeatureImportanceAnalysis.mjs';
 import { OptionsContractTypeString } from './OptionsContract.mjs';
 import { OptionsPositionTypeString } from './OptionsPosition.mjs';
+import { OptionsPositionEventTypeString } from './OptionsPositionEvent.mjs';
 import { OptionsGreeksHistoryTypeString } from './OptionsGreeksHistory.mjs';
 import { PortfolioGreeksHistoryTypeString } from './PortfolioGreeksHistory.mjs';
 import { OptionsTradeExecutionTypeString } from './OptionsTradeExecution.mjs';
@@ -101,6 +102,7 @@ export const typeStrings = {
     featureImportanceAnalysis: FeatureImportanceAnalysisTypeString,
     optionsContract: OptionsContractTypeString,
     optionsPosition: OptionsPositionTypeString,
+    optionsPositionEvent: OptionsPositionEventTypeString,
     optionsGreeksHistory: OptionsGreeksHistoryTypeString,
     portfolioGreeksHistory: PortfolioGreeksHistoryTypeString,
     optionsTradeExecution: OptionsTradeExecutionTypeString,

package/esm/generated/typegraphql-prisma/enhance.d.ts

@@ -45,6 +45,7 @@ declare const crudResolversMap: {
     FeatureImportanceAnalysis: typeof crudResolvers.FeatureImportanceAnalysisCrudResolver;
     OptionsContract: typeof crudResolvers.OptionsContractCrudResolver;
     OptionsPosition: typeof crudResolvers.OptionsPositionCrudResolver;
+    OptionsPositionEvent: typeof crudResolvers.OptionsPositionEventCrudResolver;
     OptionsGreeksHistory: typeof crudResolvers.OptionsGreeksHistoryCrudResolver;
     PortfolioGreeksHistory: typeof crudResolvers.PortfolioGreeksHistoryCrudResolver;
     OptionsTradeExecution: typeof crudResolvers.OptionsTradeExecutionCrudResolver;
@@ -118,6 +119,7 @@ declare const relationResolversMap: {
     FeatureImportanceAnalysis: typeof relationResolvers.FeatureImportanceAnalysisRelationsResolver;
     OptionsContract: typeof relationResolvers.OptionsContractRelationsResolver;
     OptionsPosition: typeof relationResolvers.OptionsPositionRelationsResolver;
+    OptionsPositionEvent: typeof relationResolvers.OptionsPositionEventRelationsResolver;
     OptionsGreeksHistory: typeof relationResolvers.OptionsGreeksHistoryRelationsResolver;
     OptionsTradeExecution: typeof relationResolvers.OptionsTradeExecutionRelationsResolver;
     WaitlistEntry: typeof relationResolvers.WaitlistEntryRelationsResolver;

package/esm/generated/typegraphql-prisma/enhance.d.ts.map

@@ -1 +1 @@
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