@adaptic/utils 0.1.49 → 0.1.50
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.
- package/dist/index.cjs +58226 -229
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +58193 -229
- package/dist/index.mjs.map +1 -1
- package/dist/types/alpaca/client.d.ts +105 -0
- package/dist/types/alpaca/client.d.ts.map +1 -0
- package/dist/types/alpaca/crypto/data.d.ts +281 -0
- package/dist/types/alpaca/crypto/data.d.ts.map +1 -0
- package/dist/types/alpaca/crypto/index.d.ts +75 -0
- package/dist/types/alpaca/crypto/index.d.ts.map +1 -0
- package/dist/types/alpaca/crypto/orders.d.ts +221 -0
- package/dist/types/alpaca/crypto/orders.d.ts.map +1 -0
- package/dist/types/alpaca/index.d.ts +204 -0
- package/dist/types/alpaca/index.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/bars.d.ts +142 -0
- package/dist/types/alpaca/market-data/bars.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/index.d.ts +13 -0
- package/dist/types/alpaca/market-data/index.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/news.d.ts +87 -0
- package/dist/types/alpaca/market-data/news.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/quotes.d.ts +85 -0
- package/dist/types/alpaca/market-data/quotes.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/trades.d.ts +98 -0
- package/dist/types/alpaca/market-data/trades.d.ts.map +1 -0
- package/dist/types/alpaca/options/contracts.d.ts +279 -0
- package/dist/types/alpaca/options/contracts.d.ts.map +1 -0
- package/dist/types/alpaca/options/data.d.ts +126 -0
- package/dist/types/alpaca/options/data.d.ts.map +1 -0
- package/dist/types/alpaca/options/index.d.ts +17 -0
- package/dist/types/alpaca/options/index.d.ts.map +1 -0
- package/dist/types/alpaca/options/orders.d.ts +366 -0
- package/dist/types/alpaca/options/orders.d.ts.map +1 -0
- package/dist/types/alpaca/options/strategies.d.ts +224 -0
- package/dist/types/alpaca/options/strategies.d.ts.map +1 -0
- package/dist/types/alpaca/streams/base-stream.d.ts +143 -0
- package/dist/types/alpaca/streams/base-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/crypto-stream.d.ts +173 -0
- package/dist/types/alpaca/streams/crypto-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/index.d.ts +54 -0
- package/dist/types/alpaca/streams/index.d.ts.map +1 -0
- package/dist/types/alpaca/streams/option-stream.d.ts +167 -0
- package/dist/types/alpaca/streams/option-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/stock-stream.d.ts +176 -0
- package/dist/types/alpaca/streams/stock-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/stream-manager.d.ts +277 -0
- package/dist/types/alpaca/streams/stream-manager.d.ts.map +1 -0
- package/dist/types/alpaca/streams/trading-stream.d.ts +186 -0
- package/dist/types/alpaca/streams/trading-stream.d.ts.map +1 -0
- package/dist/types/alpaca/trading/account.d.ts +198 -0
- package/dist/types/alpaca/trading/account.d.ts.map +1 -0
- package/dist/types/alpaca/trading/bracket-orders.d.ts +162 -0
- package/dist/types/alpaca/trading/bracket-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/clock.d.ts +99 -0
- package/dist/types/alpaca/trading/clock.d.ts.map +1 -0
- package/dist/types/alpaca/trading/index.d.ts +15 -0
- package/dist/types/alpaca/trading/index.d.ts.map +1 -0
- package/dist/types/alpaca/trading/oco-orders.d.ts +203 -0
- package/dist/types/alpaca/trading/oco-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/order-utils.d.ts +404 -0
- package/dist/types/alpaca/trading/order-utils.d.ts.map +1 -0
- package/dist/types/alpaca/trading/orders.d.ts +199 -0
- package/dist/types/alpaca/trading/orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/oto-orders.d.ts +282 -0
- package/dist/types/alpaca/trading/oto-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/positions.d.ts +389 -0
- package/dist/types/alpaca/trading/positions.d.ts.map +1 -0
- package/dist/types/alpaca/trading/smart-orders.d.ts +301 -0
- package/dist/types/alpaca/trading/smart-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/trailing-stops.d.ts +247 -0
- package/dist/types/alpaca/trading/trailing-stops.d.ts.map +1 -0
- package/dist/types/config/api-endpoints.d.ts +94 -0
- package/dist/types/config/api-endpoints.d.ts.map +1 -0
- package/dist/types/errors/index.d.ts +130 -0
- package/dist/types/errors/index.d.ts.map +1 -0
- package/dist/types/examples/rate-limiter-example.d.ts +7 -0
- package/dist/types/examples/rate-limiter-example.d.ts.map +1 -0
- package/dist/types/http-timeout.d.ts +37 -0
- package/dist/types/http-timeout.d.ts.map +1 -0
- package/dist/types/index.d.ts +9 -0
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/logger.d.ts +68 -0
- package/dist/types/logger.d.ts.map +1 -0
- package/dist/types/massive.d.ts +167 -0
- package/dist/types/massive.d.ts.map +1 -0
- package/dist/types/rate-limiter.d.ts +173 -0
- package/dist/types/rate-limiter.d.ts.map +1 -0
- package/dist/types/risk-free-rate.d.ts +153 -0
- package/dist/types/risk-free-rate.d.ts.map +1 -0
- package/dist/types/schemas/alpaca-schemas.d.ts +779 -0
- package/dist/types/schemas/alpaca-schemas.d.ts.map +1 -0
- package/dist/types/schemas/alphavantage-schemas.d.ts +255 -0
- package/dist/types/schemas/alphavantage-schemas.d.ts.map +1 -0
- package/dist/types/schemas/index.d.ts +21 -0
- package/dist/types/schemas/index.d.ts.map +1 -0
- package/dist/types/schemas/massive-schemas.d.ts +561 -0
- package/dist/types/schemas/massive-schemas.d.ts.map +1 -0
- package/dist/types/schemas/validate-response.d.ts +88 -0
- package/dist/types/schemas/validate-response.d.ts.map +1 -0
- package/dist/types/trading-policy/defaults/default-trading-policy.d.ts +29 -0
- package/dist/types/trading-policy/defaults/default-trading-policy.d.ts.map +1 -0
- package/dist/types/trading-policy/enums.d.ts +85 -0
- package/dist/types/trading-policy/enums.d.ts.map +1 -0
- package/dist/types/trading-policy/index.d.ts +13 -2
- package/dist/types/trading-policy/index.d.ts.map +1 -1
- package/dist/types/trading-policy/schemas/asset-universe-prefs.schema.d.ts +182 -0
- package/dist/types/trading-policy/schemas/asset-universe-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/audit-notification-prefs.schema.d.ts +112 -0
- package/dist/types/trading-policy/schemas/audit-notification-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/autonomy-prefs.schema.d.ts +369 -0
- package/dist/types/trading-policy/schemas/autonomy-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/effective-policy.schema.d.ts +1703 -0
- package/dist/types/trading-policy/schemas/effective-policy.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/execution-prefs.schema.d.ts +122 -0
- package/dist/types/trading-policy/schemas/execution-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/index.d.ts +13 -0
- package/dist/types/trading-policy/schemas/index.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/model-prefs.schema.d.ts +249 -0
- package/dist/types/trading-policy/schemas/model-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/overlay-response-prefs.schema.d.ts +217 -0
- package/dist/types/trading-policy/schemas/overlay-response-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/policy-mutation.schema.d.ts +3031 -0
- package/dist/types/trading-policy/schemas/policy-mutation.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/portfolio-construction-prefs.schema.d.ts +258 -0
- package/dist/types/trading-policy/schemas/portfolio-construction-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/position-management-prefs.schema.d.ts +218 -0
- package/dist/types/trading-policy/schemas/position-management-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts +188 -0
- package/dist/types/trading-policy/schemas/risk-budget-prefs.schema.d.ts.map +1 -0
- package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts +274 -0
- package/dist/types/trading-policy/schemas/signal-consumption-prefs.schema.d.ts.map +1 -0
- package/dist/types/types/alpaca-types.d.ts +108 -17
- package/dist/types/types/alpaca-types.d.ts.map +1 -1
- package/dist/types/utils/paginator.d.ts +154 -0
- package/dist/types/utils/paginator.d.ts.map +1 -0
- package/dist/types/utils/retry.d.ts +83 -0
- package/dist/types/utils/retry.d.ts.map +1 -0
- package/package.json +5 -1
|
@@ -0,0 +1,85 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Mirror enums for the trading policy preference system.
|
|
3
|
+
* These enums are used by both the trading engine and the frontend app
|
|
4
|
+
* for shared validation and type safety across packages.
|
|
5
|
+
*/
|
|
6
|
+
/** Controls the level of automation for trade execution decisions. */
|
|
7
|
+
export declare enum AutonomyMode {
|
|
8
|
+
ADVISORY_ONLY = "ADVISORY_ONLY",
|
|
9
|
+
EXECUTION_ON_APPROVAL = "EXECUTION_ON_APPROVAL",
|
|
10
|
+
SEMI_AUTONOMOUS = "SEMI_AUTONOMOUS",
|
|
11
|
+
FULLY_AUTONOMOUS = "FULLY_AUTONOMOUS",
|
|
12
|
+
EMERGENCY_SAFE_MODE = "EMERGENCY_SAFE_MODE"
|
|
13
|
+
}
|
|
14
|
+
/** Categorizes protective overlay triggers that modify trading behavior. */
|
|
15
|
+
export declare enum OverlayType {
|
|
16
|
+
BLACK_SWAN = "BLACK_SWAN",
|
|
17
|
+
VOLATILITY_REGIME = "VOLATILITY_REGIME",
|
|
18
|
+
SECTOR_DETERIORATION = "SECTOR_DETERIORATION",
|
|
19
|
+
DRAWDOWN_BREACH = "DRAWDOWN_BREACH",
|
|
20
|
+
CORRELATION_SPIKE = "CORRELATION_SPIKE",
|
|
21
|
+
LIQUIDITY_STRESS = "LIQUIDITY_STRESS",
|
|
22
|
+
EXCHANGE_DEGRADATION = "EXCHANGE_DEGRADATION",
|
|
23
|
+
DATA_QUALITY = "DATA_QUALITY",
|
|
24
|
+
NEWS_EVENT_RISK = "NEWS_EVENT_RISK",
|
|
25
|
+
RATES_BONDS_STRESS = "RATES_BONDS_STRESS",
|
|
26
|
+
MANUAL_OVERRIDE = "MANUAL_OVERRIDE",
|
|
27
|
+
INCIDENT_RESPONSE = "INCIDENT_RESPONSE"
|
|
28
|
+
}
|
|
29
|
+
/** Severity level for an active overlay. */
|
|
30
|
+
export declare enum OverlaySeverity {
|
|
31
|
+
LOW = "LOW",
|
|
32
|
+
MEDIUM = "MEDIUM",
|
|
33
|
+
HIGH = "HIGH",
|
|
34
|
+
CRITICAL = "CRITICAL"
|
|
35
|
+
}
|
|
36
|
+
/** Lifecycle status of an overlay instance. */
|
|
37
|
+
export declare enum OverlayStatus {
|
|
38
|
+
ACTIVE = "ACTIVE",
|
|
39
|
+
EXPIRED = "EXPIRED",
|
|
40
|
+
DEACTIVATED = "DEACTIVATED",
|
|
41
|
+
SUPERSEDED = "SUPERSEDED"
|
|
42
|
+
}
|
|
43
|
+
/** The action outcome chosen by the decision engine for a given signal. */
|
|
44
|
+
export declare enum DecisionOutcome {
|
|
45
|
+
DO_NOTHING = "DO_NOTHING",
|
|
46
|
+
OPEN_POSITION = "OPEN_POSITION",
|
|
47
|
+
ADD_TO_POSITION = "ADD_TO_POSITION",
|
|
48
|
+
REDUCE_POSITION = "REDUCE_POSITION",
|
|
49
|
+
CLOSE_POSITION = "CLOSE_POSITION",
|
|
50
|
+
REVERSE_POSITION = "REVERSE_POSITION",
|
|
51
|
+
MODIFY_ORDERS = "MODIFY_ORDERS",
|
|
52
|
+
CANCEL_ORDERS = "CANCEL_ORDERS",
|
|
53
|
+
REBALANCE = "REBALANCE",
|
|
54
|
+
MUTATE_POLICY = "MUTATE_POLICY",
|
|
55
|
+
ESCALATE_FOR_APPROVAL = "ESCALATE_FOR_APPROVAL",
|
|
56
|
+
SKIP_INELIGIBLE = "SKIP_INELIGIBLE"
|
|
57
|
+
}
|
|
58
|
+
/** Tracks the execution lifecycle of a decision record. */
|
|
59
|
+
export declare enum DecisionRecordStatus {
|
|
60
|
+
PENDING = "PENDING",
|
|
61
|
+
EXECUTING = "EXECUTING",
|
|
62
|
+
COMPLETED = "COMPLETED",
|
|
63
|
+
FAILED = "FAILED",
|
|
64
|
+
CANCELLED = "CANCELLED",
|
|
65
|
+
ESCALATED = "ESCALATED"
|
|
66
|
+
}
|
|
67
|
+
/** Tracks the P&L outcome of a decision for memory/learning purposes. */
|
|
68
|
+
export declare enum DecisionMemoryOutcome {
|
|
69
|
+
PENDING = "PENDING",
|
|
70
|
+
PROFITABLE = "PROFITABLE",
|
|
71
|
+
UNPROFITABLE = "UNPROFITABLE",
|
|
72
|
+
STOPPED_OUT = "STOPPED_OUT",
|
|
73
|
+
CANCELLED = "CANCELLED"
|
|
74
|
+
}
|
|
75
|
+
/** Supported LLM providers for model-based decision making. */
|
|
76
|
+
export declare enum LlmProvider {
|
|
77
|
+
OPENAI = "OPENAI",
|
|
78
|
+
ANTHROPIC = "ANTHROPIC",
|
|
79
|
+
DEEPSEEK = "DEEPSEEK",
|
|
80
|
+
KIMI = "KIMI",
|
|
81
|
+
QWEN = "QWEN",
|
|
82
|
+
XAI = "XAI",
|
|
83
|
+
GEMINI = "GEMINI"
|
|
84
|
+
}
|
|
85
|
+
//# sourceMappingURL=enums.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"enums.d.ts","sourceRoot":"","sources":["../../../src/trading-policy/enums.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAEH,sEAAsE;AACtE,oBAAY,YAAY;IACtB,aAAa,kBAAkB;IAC/B,qBAAqB,0BAA0B;IAC/C,eAAe,oBAAoB;IACnC,gBAAgB,qBAAqB;IACrC,mBAAmB,wBAAwB;CAC5C;AAED,4EAA4E;AAC5E,oBAAY,WAAW;IACrB,UAAU,eAAe;IACzB,iBAAiB,sBAAsB;IACvC,oBAAoB,yBAAyB;IAC7C,eAAe,oBAAoB;IACnC,iBAAiB,sBAAsB;IACvC,gBAAgB,qBAAqB;IACrC,oBAAoB,yBAAyB;IAC7C,YAAY,iBAAiB;IAC7B,eAAe,oBAAoB;IACnC,kBAAkB,uBAAuB;IACzC,eAAe,oBAAoB;IACnC,iBAAiB,sBAAsB;CACxC;AAED,4CAA4C;AAC5C,oBAAY,eAAe;IACzB,GAAG,QAAQ;IACX,MAAM,WAAW;IACjB,IAAI,SAAS;IACb,QAAQ,aAAa;CACtB;AAED,+CAA+C;AAC/C,oBAAY,aAAa;IACvB,MAAM,WAAW;IACjB,OAAO,YAAY;IACnB,WAAW,gBAAgB;IAC3B,UAAU,eAAe;CAC1B;AAED,2EAA2E;AAC3E,oBAAY,eAAe;IACzB,UAAU,eAAe;IACzB,aAAa,kBAAkB;IAC/B,eAAe,oBAAoB;IACnC,eAAe,oBAAoB;IACnC,cAAc,mBAAmB;IACjC,gBAAgB,qBAAqB;IACrC,aAAa,kBAAkB;IAC/B,aAAa,kBAAkB;IAC/B,SAAS,cAAc;IACvB,aAAa,kBAAkB;IAC/B,qBAAqB,0BAA0B;IAC/C,eAAe,oBAAoB;CACpC;AAED,2DAA2D;AAC3D,oBAAY,oBAAoB;IAC9B,OAAO,YAAY;IACnB,SAAS,cAAc;IACvB,SAAS,cAAc;IACvB,MAAM,WAAW;IACjB,SAAS,cAAc;IACvB,SAAS,cAAc;CACxB;AAED,yEAAyE;AACzE,oBAAY,qBAAqB;IAC/B,OAAO,YAAY;IACnB,UAAU,eAAe;IACzB,YAAY,iBAAiB;IAC7B,WAAW,gBAAgB;IAC3B,SAAS,cAAc;CACxB;AAED,+DAA+D;AAC/D,oBAAY,WAAW;IACrB,MAAM,WAAW;IACjB,SAAS,cAAc;IACvB,QAAQ,aAAa;IACrB,IAAI,SAAS;IACb,IAAI,SAAS;IACb,GAAG,QAAQ;IACX,MAAM,WAAW;CAClB"}
|
|
@@ -1,8 +1,19 @@
|
|
|
1
1
|
/**
|
|
2
2
|
* Trading-policy module: canonical `TradingPolicyJson` shape and
|
|
3
|
-
* utils-tuned defaults for short-horizon day trading / scalping
|
|
3
|
+
* utils-tuned defaults for short-horizon day trading / scalping,
|
|
4
|
+
* plus the SR-ported schema-based `EffectiveTradingPolicy` surface.
|
|
4
5
|
*
|
|
5
|
-
*
|
|
6
|
+
* Two surfaces coexist for backwards compatibility:
|
|
7
|
+
* - `./defaults` (legacy) — `DEFAULT_TRADING_POLICY_UTILS_TUNED`,
|
|
8
|
+
* `getUtilsTunedTradingPolicy`, `TradingPolicyJson`. Used by
|
|
9
|
+
* consumers that pre-date the SR refactor.
|
|
10
|
+
* - `./schemas` + `./defaults/default-trading-policy` (SR-ported) —
|
|
11
|
+
* Zod-validated `EffectiveTradingPolicy` with `AutonomyMode`,
|
|
12
|
+
* `OverlayType`, and 12+ sub-preference schemas. Used by the
|
|
13
|
+
* fund-policy editor and engine `effectivePolicy()`.
|
|
6
14
|
*/
|
|
7
15
|
export * from "./defaults";
|
|
16
|
+
export * from "./enums";
|
|
17
|
+
export * from "./schemas";
|
|
18
|
+
export { DEFAULT_TRADING_POLICY as DEFAULT_TRADING_POLICY_SCHEMA_BASED } from "./defaults/default-trading-policy";
|
|
8
19
|
//# sourceMappingURL=index.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/trading-policy/index.ts"],"names":[],"mappings":"AAAA
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/trading-policy/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;GAaG;AACH,cAAc,YAAY,CAAC;AAC3B,cAAc,SAAS,CAAC;AACxB,cAAc,WAAW,CAAC;AAC1B,OAAO,EAAE,sBAAsB,IAAI,mCAAmC,EAAE,MAAM,mCAAmC,CAAC"}
|
|
@@ -0,0 +1,182 @@
|
|
|
1
|
+
import { z } from "zod";
|
|
2
|
+
/**
|
|
3
|
+
* Asset universe preferences schema (section 7.2).
|
|
4
|
+
* Defines which instruments, exchanges, sectors, and market segments
|
|
5
|
+
* the account is permitted to trade, along with liquidity and eligibility filters.
|
|
6
|
+
*
|
|
7
|
+
* The raw ZodObject variant (`AssetUniversePrefsObjectSchema`) is exported
|
|
8
|
+
* for use with `deepPartial()`, which requires a ZodObject (not ZodDefault).
|
|
9
|
+
*/
|
|
10
|
+
export declare const AssetUniversePrefsObjectSchema: z.ZodObject<{
|
|
11
|
+
equitiesDirection: z.ZodDefault<z.ZodEnum<["long_only", "long_short", "market_neutral"]>>;
|
|
12
|
+
etfsDirection: z.ZodDefault<z.ZodEnum<["long_only", "long_short"]>>;
|
|
13
|
+
cryptoDirection: z.ZodDefault<z.ZodEnum<["long_only", "long_short"]>>;
|
|
14
|
+
optionsDirection: z.ZodDefault<z.ZodEnum<["long_only", "long_short"]>>;
|
|
15
|
+
allowedExchanges: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
16
|
+
deniedExchanges: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
17
|
+
allowedCountries: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
18
|
+
deniedCountries: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
19
|
+
allowedSectors: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
20
|
+
deniedSectors: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
21
|
+
allowedSymbols: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
22
|
+
deniedSymbols: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
23
|
+
cryptoSpotOnly: z.ZodDefault<z.ZodBoolean>;
|
|
24
|
+
allowedCryptoPairs: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
25
|
+
deniedCryptoPairs: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
26
|
+
minMarketCapMillions: z.ZodDefault<z.ZodNumber>;
|
|
27
|
+
minAvgDailyVolume: z.ZodDefault<z.ZodNumber>;
|
|
28
|
+
minPrice: z.ZodDefault<z.ZodNumber>;
|
|
29
|
+
maxPrice: z.ZodDefault<z.ZodNumber>;
|
|
30
|
+
maxSpreadPct: z.ZodDefault<z.ZodNumber>;
|
|
31
|
+
minLiquidityScore: z.ZodDefault<z.ZodNumber>;
|
|
32
|
+
leveragedEtfsEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
33
|
+
inverseEtfsEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
34
|
+
memeStocksEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
35
|
+
ipoParticipationEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
36
|
+
borrowAvailabilityRequired: z.ZodDefault<z.ZodBoolean>;
|
|
37
|
+
maxBorrowFeePct: z.ZodDefault<z.ZodNumber>;
|
|
38
|
+
}, "strip", z.ZodTypeAny, {
|
|
39
|
+
equitiesDirection: "long_only" | "long_short" | "market_neutral";
|
|
40
|
+
etfsDirection: "long_only" | "long_short";
|
|
41
|
+
cryptoDirection: "long_only" | "long_short";
|
|
42
|
+
optionsDirection: "long_only" | "long_short";
|
|
43
|
+
allowedExchanges: string[];
|
|
44
|
+
deniedExchanges: string[];
|
|
45
|
+
allowedCountries: string[];
|
|
46
|
+
deniedCountries: string[];
|
|
47
|
+
allowedSectors: string[];
|
|
48
|
+
deniedSectors: string[];
|
|
49
|
+
allowedSymbols: string[];
|
|
50
|
+
deniedSymbols: string[];
|
|
51
|
+
cryptoSpotOnly: boolean;
|
|
52
|
+
allowedCryptoPairs: string[];
|
|
53
|
+
deniedCryptoPairs: string[];
|
|
54
|
+
minMarketCapMillions: number;
|
|
55
|
+
minAvgDailyVolume: number;
|
|
56
|
+
minPrice: number;
|
|
57
|
+
maxPrice: number;
|
|
58
|
+
maxSpreadPct: number;
|
|
59
|
+
minLiquidityScore: number;
|
|
60
|
+
leveragedEtfsEnabled: boolean;
|
|
61
|
+
inverseEtfsEnabled: boolean;
|
|
62
|
+
memeStocksEnabled: boolean;
|
|
63
|
+
ipoParticipationEnabled: boolean;
|
|
64
|
+
borrowAvailabilityRequired: boolean;
|
|
65
|
+
maxBorrowFeePct: number;
|
|
66
|
+
}, {
|
|
67
|
+
equitiesDirection?: "long_only" | "long_short" | "market_neutral" | undefined;
|
|
68
|
+
etfsDirection?: "long_only" | "long_short" | undefined;
|
|
69
|
+
cryptoDirection?: "long_only" | "long_short" | undefined;
|
|
70
|
+
optionsDirection?: "long_only" | "long_short" | undefined;
|
|
71
|
+
allowedExchanges?: string[] | undefined;
|
|
72
|
+
deniedExchanges?: string[] | undefined;
|
|
73
|
+
allowedCountries?: string[] | undefined;
|
|
74
|
+
deniedCountries?: string[] | undefined;
|
|
75
|
+
allowedSectors?: string[] | undefined;
|
|
76
|
+
deniedSectors?: string[] | undefined;
|
|
77
|
+
allowedSymbols?: string[] | undefined;
|
|
78
|
+
deniedSymbols?: string[] | undefined;
|
|
79
|
+
cryptoSpotOnly?: boolean | undefined;
|
|
80
|
+
allowedCryptoPairs?: string[] | undefined;
|
|
81
|
+
deniedCryptoPairs?: string[] | undefined;
|
|
82
|
+
minMarketCapMillions?: number | undefined;
|
|
83
|
+
minAvgDailyVolume?: number | undefined;
|
|
84
|
+
minPrice?: number | undefined;
|
|
85
|
+
maxPrice?: number | undefined;
|
|
86
|
+
maxSpreadPct?: number | undefined;
|
|
87
|
+
minLiquidityScore?: number | undefined;
|
|
88
|
+
leveragedEtfsEnabled?: boolean | undefined;
|
|
89
|
+
inverseEtfsEnabled?: boolean | undefined;
|
|
90
|
+
memeStocksEnabled?: boolean | undefined;
|
|
91
|
+
ipoParticipationEnabled?: boolean | undefined;
|
|
92
|
+
borrowAvailabilityRequired?: boolean | undefined;
|
|
93
|
+
maxBorrowFeePct?: number | undefined;
|
|
94
|
+
}>;
|
|
95
|
+
export declare const AssetUniversePrefsSchema: z.ZodDefault<z.ZodObject<{
|
|
96
|
+
equitiesDirection: z.ZodDefault<z.ZodEnum<["long_only", "long_short", "market_neutral"]>>;
|
|
97
|
+
etfsDirection: z.ZodDefault<z.ZodEnum<["long_only", "long_short"]>>;
|
|
98
|
+
cryptoDirection: z.ZodDefault<z.ZodEnum<["long_only", "long_short"]>>;
|
|
99
|
+
optionsDirection: z.ZodDefault<z.ZodEnum<["long_only", "long_short"]>>;
|
|
100
|
+
allowedExchanges: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
101
|
+
deniedExchanges: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
102
|
+
allowedCountries: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
103
|
+
deniedCountries: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
104
|
+
allowedSectors: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
105
|
+
deniedSectors: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
106
|
+
allowedSymbols: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
107
|
+
deniedSymbols: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
108
|
+
cryptoSpotOnly: z.ZodDefault<z.ZodBoolean>;
|
|
109
|
+
allowedCryptoPairs: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
110
|
+
deniedCryptoPairs: z.ZodDefault<z.ZodArray<z.ZodString, "many">>;
|
|
111
|
+
minMarketCapMillions: z.ZodDefault<z.ZodNumber>;
|
|
112
|
+
minAvgDailyVolume: z.ZodDefault<z.ZodNumber>;
|
|
113
|
+
minPrice: z.ZodDefault<z.ZodNumber>;
|
|
114
|
+
maxPrice: z.ZodDefault<z.ZodNumber>;
|
|
115
|
+
maxSpreadPct: z.ZodDefault<z.ZodNumber>;
|
|
116
|
+
minLiquidityScore: z.ZodDefault<z.ZodNumber>;
|
|
117
|
+
leveragedEtfsEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
118
|
+
inverseEtfsEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
119
|
+
memeStocksEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
120
|
+
ipoParticipationEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
121
|
+
borrowAvailabilityRequired: z.ZodDefault<z.ZodBoolean>;
|
|
122
|
+
maxBorrowFeePct: z.ZodDefault<z.ZodNumber>;
|
|
123
|
+
}, "strip", z.ZodTypeAny, {
|
|
124
|
+
equitiesDirection: "long_only" | "long_short" | "market_neutral";
|
|
125
|
+
etfsDirection: "long_only" | "long_short";
|
|
126
|
+
cryptoDirection: "long_only" | "long_short";
|
|
127
|
+
optionsDirection: "long_only" | "long_short";
|
|
128
|
+
allowedExchanges: string[];
|
|
129
|
+
deniedExchanges: string[];
|
|
130
|
+
allowedCountries: string[];
|
|
131
|
+
deniedCountries: string[];
|
|
132
|
+
allowedSectors: string[];
|
|
133
|
+
deniedSectors: string[];
|
|
134
|
+
allowedSymbols: string[];
|
|
135
|
+
deniedSymbols: string[];
|
|
136
|
+
cryptoSpotOnly: boolean;
|
|
137
|
+
allowedCryptoPairs: string[];
|
|
138
|
+
deniedCryptoPairs: string[];
|
|
139
|
+
minMarketCapMillions: number;
|
|
140
|
+
minAvgDailyVolume: number;
|
|
141
|
+
minPrice: number;
|
|
142
|
+
maxPrice: number;
|
|
143
|
+
maxSpreadPct: number;
|
|
144
|
+
minLiquidityScore: number;
|
|
145
|
+
leveragedEtfsEnabled: boolean;
|
|
146
|
+
inverseEtfsEnabled: boolean;
|
|
147
|
+
memeStocksEnabled: boolean;
|
|
148
|
+
ipoParticipationEnabled: boolean;
|
|
149
|
+
borrowAvailabilityRequired: boolean;
|
|
150
|
+
maxBorrowFeePct: number;
|
|
151
|
+
}, {
|
|
152
|
+
equitiesDirection?: "long_only" | "long_short" | "market_neutral" | undefined;
|
|
153
|
+
etfsDirection?: "long_only" | "long_short" | undefined;
|
|
154
|
+
cryptoDirection?: "long_only" | "long_short" | undefined;
|
|
155
|
+
optionsDirection?: "long_only" | "long_short" | undefined;
|
|
156
|
+
allowedExchanges?: string[] | undefined;
|
|
157
|
+
deniedExchanges?: string[] | undefined;
|
|
158
|
+
allowedCountries?: string[] | undefined;
|
|
159
|
+
deniedCountries?: string[] | undefined;
|
|
160
|
+
allowedSectors?: string[] | undefined;
|
|
161
|
+
deniedSectors?: string[] | undefined;
|
|
162
|
+
allowedSymbols?: string[] | undefined;
|
|
163
|
+
deniedSymbols?: string[] | undefined;
|
|
164
|
+
cryptoSpotOnly?: boolean | undefined;
|
|
165
|
+
allowedCryptoPairs?: string[] | undefined;
|
|
166
|
+
deniedCryptoPairs?: string[] | undefined;
|
|
167
|
+
minMarketCapMillions?: number | undefined;
|
|
168
|
+
minAvgDailyVolume?: number | undefined;
|
|
169
|
+
minPrice?: number | undefined;
|
|
170
|
+
maxPrice?: number | undefined;
|
|
171
|
+
maxSpreadPct?: number | undefined;
|
|
172
|
+
minLiquidityScore?: number | undefined;
|
|
173
|
+
leveragedEtfsEnabled?: boolean | undefined;
|
|
174
|
+
inverseEtfsEnabled?: boolean | undefined;
|
|
175
|
+
memeStocksEnabled?: boolean | undefined;
|
|
176
|
+
ipoParticipationEnabled?: boolean | undefined;
|
|
177
|
+
borrowAvailabilityRequired?: boolean | undefined;
|
|
178
|
+
maxBorrowFeePct?: number | undefined;
|
|
179
|
+
}>>;
|
|
180
|
+
/** Inferred TypeScript type for asset universe preferences. */
|
|
181
|
+
export type AssetUniversePrefs = z.infer<typeof AssetUniversePrefsSchema>;
|
|
182
|
+
//# sourceMappingURL=asset-universe-prefs.schema.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"asset-universe-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/asset-universe-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAIxB;;;;;;;GAOG;AACH,eAAO,MAAM,8BAA8B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EA4BzC,CAAC;AAEH,eAAO,MAAM,wBAAwB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAEpC,CAAC;AAEF,+DAA+D;AAC/D,MAAM,MAAM,kBAAkB,GAAG,CAAC,CAAC,KAAK,CAAC,OAAO,wBAAwB,CAAC,CAAC"}
|
|
@@ -0,0 +1,112 @@
|
|
|
1
|
+
import { z } from "zod";
|
|
2
|
+
/**
|
|
3
|
+
* Audit and notification preferences schema (section 7.10).
|
|
4
|
+
* Controls notification triggers, audit detail levels, artifact retention,
|
|
5
|
+
* incident alert channels, and decision trace persistence.
|
|
6
|
+
*
|
|
7
|
+
* The raw ZodObject variant (`AuditNotificationPrefsObjectSchema`) is exported
|
|
8
|
+
* for use with `deepPartial()`, which requires a ZodObject (not ZodDefault).
|
|
9
|
+
*/
|
|
10
|
+
export declare const AuditNotificationPrefsObjectSchema: z.ZodObject<{
|
|
11
|
+
notifyOnAutonomousActions: z.ZodDefault<z.ZodBoolean>;
|
|
12
|
+
notifyOnBlockedTrades: z.ZodDefault<z.ZodBoolean>;
|
|
13
|
+
notifyOnOverlayActivation: z.ZodDefault<z.ZodBoolean>;
|
|
14
|
+
notifyOnPolicyMutation: z.ZodDefault<z.ZodBoolean>;
|
|
15
|
+
dailySummaryEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
16
|
+
eventSummaryEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
17
|
+
auditDetailLevel: z.ZodDefault<z.ZodEnum<["minimal", "standard", "verbose"]>>;
|
|
18
|
+
saveRationaleSummaries: z.ZodDefault<z.ZodBoolean>;
|
|
19
|
+
saveToolCallTraces: z.ZodDefault<z.ZodBoolean>;
|
|
20
|
+
saveContextSnapshots: z.ZodDefault<z.ZodBoolean>;
|
|
21
|
+
incidentAlertChannel: z.ZodDefault<z.ZodEnum<["email", "slack", "discord", "webhook", "none"]>>;
|
|
22
|
+
incidentAlertEndpoint: z.ZodDefault<z.ZodString>;
|
|
23
|
+
requirePostActionExplanation: z.ZodDefault<z.ZodBoolean>;
|
|
24
|
+
retainDecisionArtifactsDays: z.ZodDefault<z.ZodNumber>;
|
|
25
|
+
/** Trade confirmation email preference. Synced to Alpaca API. */
|
|
26
|
+
tradeConfirmEmail: z.ZodDefault<z.ZodEnum<["all", "none"]>>;
|
|
27
|
+
}, "strip", z.ZodTypeAny, {
|
|
28
|
+
notifyOnAutonomousActions: boolean;
|
|
29
|
+
notifyOnBlockedTrades: boolean;
|
|
30
|
+
notifyOnOverlayActivation: boolean;
|
|
31
|
+
notifyOnPolicyMutation: boolean;
|
|
32
|
+
dailySummaryEnabled: boolean;
|
|
33
|
+
eventSummaryEnabled: boolean;
|
|
34
|
+
auditDetailLevel: "minimal" | "standard" | "verbose";
|
|
35
|
+
saveRationaleSummaries: boolean;
|
|
36
|
+
saveToolCallTraces: boolean;
|
|
37
|
+
saveContextSnapshots: boolean;
|
|
38
|
+
incidentAlertChannel: "none" | "email" | "slack" | "discord" | "webhook";
|
|
39
|
+
incidentAlertEndpoint: string;
|
|
40
|
+
requirePostActionExplanation: boolean;
|
|
41
|
+
retainDecisionArtifactsDays: number;
|
|
42
|
+
tradeConfirmEmail: "all" | "none";
|
|
43
|
+
}, {
|
|
44
|
+
notifyOnAutonomousActions?: boolean | undefined;
|
|
45
|
+
notifyOnBlockedTrades?: boolean | undefined;
|
|
46
|
+
notifyOnOverlayActivation?: boolean | undefined;
|
|
47
|
+
notifyOnPolicyMutation?: boolean | undefined;
|
|
48
|
+
dailySummaryEnabled?: boolean | undefined;
|
|
49
|
+
eventSummaryEnabled?: boolean | undefined;
|
|
50
|
+
auditDetailLevel?: "minimal" | "standard" | "verbose" | undefined;
|
|
51
|
+
saveRationaleSummaries?: boolean | undefined;
|
|
52
|
+
saveToolCallTraces?: boolean | undefined;
|
|
53
|
+
saveContextSnapshots?: boolean | undefined;
|
|
54
|
+
incidentAlertChannel?: "none" | "email" | "slack" | "discord" | "webhook" | undefined;
|
|
55
|
+
incidentAlertEndpoint?: string | undefined;
|
|
56
|
+
requirePostActionExplanation?: boolean | undefined;
|
|
57
|
+
retainDecisionArtifactsDays?: number | undefined;
|
|
58
|
+
tradeConfirmEmail?: "all" | "none" | undefined;
|
|
59
|
+
}>;
|
|
60
|
+
export declare const AuditNotificationPrefsSchema: z.ZodDefault<z.ZodObject<{
|
|
61
|
+
notifyOnAutonomousActions: z.ZodDefault<z.ZodBoolean>;
|
|
62
|
+
notifyOnBlockedTrades: z.ZodDefault<z.ZodBoolean>;
|
|
63
|
+
notifyOnOverlayActivation: z.ZodDefault<z.ZodBoolean>;
|
|
64
|
+
notifyOnPolicyMutation: z.ZodDefault<z.ZodBoolean>;
|
|
65
|
+
dailySummaryEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
66
|
+
eventSummaryEnabled: z.ZodDefault<z.ZodBoolean>;
|
|
67
|
+
auditDetailLevel: z.ZodDefault<z.ZodEnum<["minimal", "standard", "verbose"]>>;
|
|
68
|
+
saveRationaleSummaries: z.ZodDefault<z.ZodBoolean>;
|
|
69
|
+
saveToolCallTraces: z.ZodDefault<z.ZodBoolean>;
|
|
70
|
+
saveContextSnapshots: z.ZodDefault<z.ZodBoolean>;
|
|
71
|
+
incidentAlertChannel: z.ZodDefault<z.ZodEnum<["email", "slack", "discord", "webhook", "none"]>>;
|
|
72
|
+
incidentAlertEndpoint: z.ZodDefault<z.ZodString>;
|
|
73
|
+
requirePostActionExplanation: z.ZodDefault<z.ZodBoolean>;
|
|
74
|
+
retainDecisionArtifactsDays: z.ZodDefault<z.ZodNumber>;
|
|
75
|
+
/** Trade confirmation email preference. Synced to Alpaca API. */
|
|
76
|
+
tradeConfirmEmail: z.ZodDefault<z.ZodEnum<["all", "none"]>>;
|
|
77
|
+
}, "strip", z.ZodTypeAny, {
|
|
78
|
+
notifyOnAutonomousActions: boolean;
|
|
79
|
+
notifyOnBlockedTrades: boolean;
|
|
80
|
+
notifyOnOverlayActivation: boolean;
|
|
81
|
+
notifyOnPolicyMutation: boolean;
|
|
82
|
+
dailySummaryEnabled: boolean;
|
|
83
|
+
eventSummaryEnabled: boolean;
|
|
84
|
+
auditDetailLevel: "minimal" | "standard" | "verbose";
|
|
85
|
+
saveRationaleSummaries: boolean;
|
|
86
|
+
saveToolCallTraces: boolean;
|
|
87
|
+
saveContextSnapshots: boolean;
|
|
88
|
+
incidentAlertChannel: "none" | "email" | "slack" | "discord" | "webhook";
|
|
89
|
+
incidentAlertEndpoint: string;
|
|
90
|
+
requirePostActionExplanation: boolean;
|
|
91
|
+
retainDecisionArtifactsDays: number;
|
|
92
|
+
tradeConfirmEmail: "all" | "none";
|
|
93
|
+
}, {
|
|
94
|
+
notifyOnAutonomousActions?: boolean | undefined;
|
|
95
|
+
notifyOnBlockedTrades?: boolean | undefined;
|
|
96
|
+
notifyOnOverlayActivation?: boolean | undefined;
|
|
97
|
+
notifyOnPolicyMutation?: boolean | undefined;
|
|
98
|
+
dailySummaryEnabled?: boolean | undefined;
|
|
99
|
+
eventSummaryEnabled?: boolean | undefined;
|
|
100
|
+
auditDetailLevel?: "minimal" | "standard" | "verbose" | undefined;
|
|
101
|
+
saveRationaleSummaries?: boolean | undefined;
|
|
102
|
+
saveToolCallTraces?: boolean | undefined;
|
|
103
|
+
saveContextSnapshots?: boolean | undefined;
|
|
104
|
+
incidentAlertChannel?: "none" | "email" | "slack" | "discord" | "webhook" | undefined;
|
|
105
|
+
incidentAlertEndpoint?: string | undefined;
|
|
106
|
+
requirePostActionExplanation?: boolean | undefined;
|
|
107
|
+
retainDecisionArtifactsDays?: number | undefined;
|
|
108
|
+
tradeConfirmEmail?: "all" | "none" | undefined;
|
|
109
|
+
}>>;
|
|
110
|
+
/** Inferred TypeScript type for audit and notification preferences. */
|
|
111
|
+
export type AuditNotificationPrefs = z.infer<typeof AuditNotificationPrefsSchema>;
|
|
112
|
+
//# sourceMappingURL=audit-notification-prefs.schema.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"audit-notification-prefs.schema.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/schemas/audit-notification-prefs.schema.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAC;AAExB;;;;;;;GAOG;AACH,eAAO,MAAM,kCAAkC;;;;;;;;;;;;;;;IAoB7C,iEAAiE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAEjE,CAAC;AAEH,eAAO,MAAM,4BAA4B;;;;;;;;;;;;;;;IAJvC,iEAAiE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAKnB,CAAC;AAEjD,uEAAuE;AACvE,MAAM,MAAM,sBAAsB,GAAG,CAAC,CAAC,KAAK,CAC1C,OAAO,4BAA4B,CACpC,CAAC"}
|