npm - @adaptic/backend-legacy - Versions diffs - 0.0.969 → 0.0.971 - Mend

@adaptic/backend-legacy 0.0.969 → 0.0.971

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (344) hide show

package/esm/Allocation.mjs CHANGED Viewed

@@ -180,6 +180,18 @@ export const Allocation = {
                                                                 secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                                 minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                                 equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                                minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                                maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                                sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                                minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                                maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                                minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                                maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                                intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                                hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                                maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                                orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                                dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                                 riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                                 signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                                 executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -1108,6 +1120,40 @@ export const Allocation = {
                                                         equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? {
                                                             set: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs
                                                         } : undefined,
+                                                        minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares
+                                                        } : undefined,
+                                                        maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps
+                                                        } : undefined,
+                                                        sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs
+                                                        } : undefined,
+                                                        minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minAtrPercentage
+                                                        } : undefined,
+                                                        maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxAtrPercentage
+                                                        } : undefined,
+                                                        minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minBookDepthShares
+                                                        } : undefined,
+                                                        maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps
+                                                        } : undefined,
+                                                        intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes
+                                                        } : undefined,
+                                                        maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow
+                                                        } : undefined,
+                                                        orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.orderWindowSeconds
+                                                        } : undefined,
+                                                        dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.dayTradeOnly
+                                                        } : undefined,
                                                         riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -1286,6 +1332,18 @@ export const Allocation = {
                                                         secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                         minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                         equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                        minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                        maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                        sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                        minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                        maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                        minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                        maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                        intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                        maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                        orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                        dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                         riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -2298,6 +2356,18 @@ export const Allocation = {
                                                             secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                             minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                             equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                            minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                            maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                            sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                            minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                            maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                            minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                            maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                            intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                            hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                            maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                            orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                            dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                             riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                             signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                             executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -2918,6 +2988,18 @@ export const Allocation = {
                                                                 secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                                 minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                                 equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                                minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                                maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                                sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                                minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                                maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                                minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                                maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                                intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                                hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                                maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                                orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                                dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                                 riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                                 signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                                 executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -3546,6 +3628,40 @@ export const Allocation = {
                                                         equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? {
                                                             set: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs
                                                         } : undefined,
+                                                        minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares
+                                                        } : undefined,
+                                                        maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps
+                                                        } : undefined,
+                                                        sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs
+                                                        } : undefined,
+                                                        minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minAtrPercentage
+                                                        } : undefined,
+                                                        maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxAtrPercentage
+                                                        } : undefined,
+                                                        minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.minBookDepthShares
+                                                        } : undefined,
+                                                        maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps
+                                                        } : undefined,
+                                                        intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes
+                                                        } : undefined,
+                                                        maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow
+                                                        } : undefined,
+                                                        orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.orderWindowSeconds
+                                                        } : undefined,
+                                                        dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? {
+                                                            set: props.alpacaAccount.tradingPolicy.dayTradeOnly
+                                                        } : undefined,
                                                         riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -3724,6 +3840,18 @@ export const Allocation = {
                                                         secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                         minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                         equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                        minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                        maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                        sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                        minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                        maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                        minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                        maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                        intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                        maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                        orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                        dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                         riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -4736,6 +4864,18 @@ export const Allocation = {
                                                             secondReducedTrailPercentage100: props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? props.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                             minimumPriceChangePercent100: props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? props.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                             equityWashTradeCooldownMs: props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? props.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                            minIntradayLiquidityShares: props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? props.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                            maxEntrySpreadBps: props.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? props.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                            sameSideReentryDelayMs: props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? props.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                            minAtrPercentage: props.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                            maxAtrPercentage: props.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? props.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                            minBookDepthShares: props.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? props.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                            maxAnomalousSlippageBps: props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? props.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                            intradayTradingWindows: props.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? props.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                            hardPositionExitMinutes: props.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? props.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                            maxOrdersPerWindow: props.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? props.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                            orderWindowSeconds: props.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? props.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                            dayTradeOnly: props.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? props.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                             riskBudgetPrefs: props.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? props.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                             signalConsumptionPrefs: props.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                             executionPrefs: props.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? props.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -5512,6 +5652,40 @@ export const Allocation = {
                                                         equityWashTradeCooldownMs: prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? {
                                                             set: prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs
                                                         } : undefined,
+                                                        minIntradayLiquidityShares: prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares
+                                                        } : undefined,
+                                                        maxEntrySpreadBps: prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps
+                                                        } : undefined,
+                                                        sameSideReentryDelayMs: prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs
+                                                        } : undefined,
+                                                        minAtrPercentage: prop.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.minAtrPercentage
+                                                        } : undefined,
+                                                        maxAtrPercentage: prop.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.maxAtrPercentage
+                                                        } : undefined,
+                                                        minBookDepthShares: prop.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.minBookDepthShares
+                                                        } : undefined,
+                                                        maxAnomalousSlippageBps: prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps
+                                                        } : undefined,
+                                                        intradayTradingWindows: prop.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? prop.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes
+                                                        } : undefined,
+                                                        maxOrdersPerWindow: prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow
+                                                        } : undefined,
+                                                        orderWindowSeconds: prop.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.orderWindowSeconds
+                                                        } : undefined,
+                                                        dayTradeOnly: prop.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? {
+                                                            set: prop.alpacaAccount.tradingPolicy.dayTradeOnly
+                                                        } : undefined,
                                                         riskBudgetPrefs: prop.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: prop.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -5690,6 +5864,18 @@ export const Allocation = {
                                                         secondReducedTrailPercentage100: prop.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? prop.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                         minimumPriceChangePercent100: prop.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? prop.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                         equityWashTradeCooldownMs: prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                        minIntradayLiquidityShares: prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                        maxEntrySpreadBps: prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                        sameSideReentryDelayMs: prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                        minAtrPercentage: prop.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? prop.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                        maxAtrPercentage: prop.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? prop.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                        minBookDepthShares: prop.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? prop.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                        maxAnomalousSlippageBps: prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                        intradayTradingWindows: prop.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? prop.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                        hardPositionExitMinutes: prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                        maxOrdersPerWindow: prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                        orderWindowSeconds: prop.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? prop.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                        dayTradeOnly: prop.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? prop.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                         riskBudgetPrefs: prop.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                         signalConsumptionPrefs: prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                         executionPrefs: prop.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.executionPrefs : undefined,
@@ -6702,6 +6888,18 @@ export const Allocation = {
                                                             secondReducedTrailPercentage100: prop.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 !== undefined ? prop.alpacaAccount.tradingPolicy.secondReducedTrailPercentage100 : undefined,
                                                             minimumPriceChangePercent100: prop.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 !== undefined ? prop.alpacaAccount.tradingPolicy.minimumPriceChangePercent100 : undefined,
                                                             equityWashTradeCooldownMs: prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs !== undefined ? prop.alpacaAccount.tradingPolicy.equityWashTradeCooldownMs : undefined,
+                                                            minIntradayLiquidityShares: prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares !== undefined ? prop.alpacaAccount.tradingPolicy.minIntradayLiquidityShares : undefined,
+                                                            maxEntrySpreadBps: prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps !== undefined ? prop.alpacaAccount.tradingPolicy.maxEntrySpreadBps : undefined,
+                                                            sameSideReentryDelayMs: prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs !== undefined ? prop.alpacaAccount.tradingPolicy.sameSideReentryDelayMs : undefined,
+                                                            minAtrPercentage: prop.alpacaAccount.tradingPolicy.minAtrPercentage !== undefined ? prop.alpacaAccount.tradingPolicy.minAtrPercentage : undefined,
+                                                            maxAtrPercentage: prop.alpacaAccount.tradingPolicy.maxAtrPercentage !== undefined ? prop.alpacaAccount.tradingPolicy.maxAtrPercentage : undefined,
+                                                            minBookDepthShares: prop.alpacaAccount.tradingPolicy.minBookDepthShares !== undefined ? prop.alpacaAccount.tradingPolicy.minBookDepthShares : undefined,
+                                                            maxAnomalousSlippageBps: prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps !== undefined ? prop.alpacaAccount.tradingPolicy.maxAnomalousSlippageBps : undefined,
+                                                            intradayTradingWindows: prop.alpacaAccount.tradingPolicy.intradayTradingWindows !== undefined ? prop.alpacaAccount.tradingPolicy.intradayTradingWindows : undefined,
+                                                            hardPositionExitMinutes: prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes !== undefined ? prop.alpacaAccount.tradingPolicy.hardPositionExitMinutes : undefined,
+                                                            maxOrdersPerWindow: prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow !== undefined ? prop.alpacaAccount.tradingPolicy.maxOrdersPerWindow : undefined,
+                                                            orderWindowSeconds: prop.alpacaAccount.tradingPolicy.orderWindowSeconds !== undefined ? prop.alpacaAccount.tradingPolicy.orderWindowSeconds : undefined,
+                                                            dayTradeOnly: prop.alpacaAccount.tradingPolicy.dayTradeOnly !== undefined ? prop.alpacaAccount.tradingPolicy.dayTradeOnly : undefined,
                                                             riskBudgetPrefs: prop.alpacaAccount.tradingPolicy.riskBudgetPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.riskBudgetPrefs : undefined,
                                                             signalConsumptionPrefs: prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.signalConsumptionPrefs : undefined,
                                                             executionPrefs: prop.alpacaAccount.tradingPolicy.executionPrefs !== undefined ? prop.alpacaAccount.tradingPolicy.executionPrefs : undefined,

package/esm/AlpacaAccount.d.ts.map CHANGED Viewed

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