@insiderfinance/totalfinance 0.1.0
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/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
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- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
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- package/modules/calendars/dist/nyse.d.ts +11 -0
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- package/modules/calendars/src/us-market.ts +86 -0
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- package/modules/cli/src/exit-codes.ts +21 -0
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- package/modules/commodities/src/internal.ts +6 -0
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- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
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28
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+
export const BarSchema = schema.object({
|
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29
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+
symbol: symbolId,
|
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30
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+
timestampMs: epochMs,
|
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31
|
+
open: schema.number(),
|
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32
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+
high: schema.number(),
|
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33
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low: schema.number(),
|
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34
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close: schema.number(),
|
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35
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volume: schema.number().nonnegative().optional(),
|
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36
|
+
vwap: schema.number().optional(),
|
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37
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+
adjusted: schema.boolean().optional(),
|
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38
|
+
});
|
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39
|
+
export const QuoteSchema = schema.object({
|
|
40
|
+
symbol: symbolId,
|
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41
|
+
timestampMs: epochMs,
|
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42
|
+
bid: schema.number(),
|
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43
|
+
ask: schema.number(),
|
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44
|
+
bidSize: schema.number().nonnegative().optional(),
|
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45
|
+
askSize: schema.number().nonnegative().optional(),
|
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46
|
+
exchange: schema.string().optional(),
|
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47
|
+
conditions: conditions.optional(),
|
|
48
|
+
});
|
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49
|
+
export const TradeSchema = schema.object({
|
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50
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+
symbol: symbolId,
|
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51
|
+
timestampMs: epochMs,
|
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52
|
+
price: schema.number(),
|
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53
|
+
size: schema.number(),
|
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54
|
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exchange: schema.string().optional(),
|
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55
|
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conditions: conditions.optional(),
|
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56
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+
sequence: schema.number().optional(),
|
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57
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+
});
|
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58
|
+
/**
|
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59
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+
* D2 decision: this schema validates the RESOLVED pricing artifact — what the option builders
|
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60
|
+
* return and engines consume — not an unresolved DTO. The label accepts everything the builders
|
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61
|
+
* accept (date-only or zoned datetime), and the resolved `expiresAt` + `expiryConvention` are
|
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62
|
+
* REQUIRED: a contract without its instant is not a contract yet (build it first).
|
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63
|
+
*/
|
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64
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+
const OptionContractShapeSchema = schema.object({
|
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65
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+
underlying: schema.string().nonempty(),
|
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66
|
+
type: schema.enum(['call', 'put']),
|
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67
|
+
style: schema.enum(['european', 'american']),
|
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68
|
+
strike: schema.number().positive(),
|
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69
|
+
expiry: schema
|
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70
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+
.string()
|
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71
|
+
// Mirrors core's expiry grammar exactly (incl. RFC-3339 lowercase t/z) so a builder-accepted
|
|
72
|
+
// label always validates here — one expiry law, one grammar.
|
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73
|
+
.regex(/^\d{4}-\d{2}-\d{2}([Tt ]\d{2}:\d{2}(:\d{2}(\.\d+)?)?([Zz]|[+-]\d{2}:?\d{2}))?$/)
|
|
74
|
+
.describe("Display label: 'YYYY-MM-DD' or a zoned ISO datetime (matches the builders)"),
|
|
75
|
+
expiresAt: epochMs.describe('Resolved expiration instant (epoch ms) — stamped by the builders'),
|
|
76
|
+
expiryConvention: schema
|
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77
|
+
.enum(['us-equity-close', 'explicit-instant'])
|
|
78
|
+
.describe('How the label resolved to the instant'),
|
|
79
|
+
multiplier: schema.number().positive().optional(),
|
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80
|
+
settlement: schema.enum(['physical', 'cash']).optional(),
|
|
81
|
+
exerciseTime: schema.enum(['AM', 'PM']).optional(),
|
|
82
|
+
currency: schema.string().optional(),
|
|
83
|
+
root: schema.string().optional(),
|
|
84
|
+
occSymbol: schema.string().optional(),
|
|
85
|
+
deliverable: schema
|
|
86
|
+
.object({
|
|
87
|
+
cash: schema.number().optional(),
|
|
88
|
+
shares: schema
|
|
89
|
+
.array(schema.object({ symbol: schema.string().nonempty(), quantity: schema.number() }))
|
|
90
|
+
.optional(),
|
|
91
|
+
notes: schema.string().optional(),
|
|
92
|
+
})
|
|
93
|
+
.optional(),
|
|
94
|
+
adjusted: schema.boolean().optional(),
|
|
95
|
+
});
|
|
96
|
+
/**
|
|
97
|
+
* E2 — the contract schema validates the RESOLVED ARTIFACT cross-field, not just field shapes:
|
|
98
|
+
* after the structural parse, `validateResolvedExpiry` confirms the label ↔ instant ↔ convention
|
|
99
|
+
* triple is internally consistent (impossible dates, mismatched epochs, and contradictory
|
|
100
|
+
* conventions all reject), and the parsed value is DEEP-frozen — the artifact (including
|
|
101
|
+
* `deliverable` and its `shares[]`) stays immutable through the schema boundary exactly as it
|
|
102
|
+
* left the builders.
|
|
103
|
+
*/
|
|
104
|
+
export const OptionContractSchema = transformSchema(OptionContractShapeSchema, (contract) => {
|
|
105
|
+
validateResolvedExpiry('OptionContractSchema', contract.expiry, contract.expiresAt, contract.expiryConvention);
|
|
106
|
+
return deepFreeze(contract);
|
|
107
|
+
}, { errorPath: ['expiresAt'] });
|
|
108
|
+
export const OptionQuoteSchema = schema.object({
|
|
109
|
+
contract: OptionContractSchema,
|
|
110
|
+
timestampMs: epochMs,
|
|
111
|
+
bid: schema.number().optional(),
|
|
112
|
+
ask: schema.number().optional(),
|
|
113
|
+
bidSize: schema.number().nonnegative().optional(),
|
|
114
|
+
askSize: schema.number().nonnegative().optional(),
|
|
115
|
+
mid: schema.number().optional(),
|
|
116
|
+
last: schema.number().optional(),
|
|
117
|
+
mark: schema.number().optional(),
|
|
118
|
+
volume: schema.number().nonnegative().optional(),
|
|
119
|
+
openInterest: schema.number().nonnegative().optional(),
|
|
120
|
+
underlyingPrice: schema.number().positive().optional(),
|
|
121
|
+
impliedVolatility: schema.number().nonnegative().optional(),
|
|
122
|
+
greeks: schema
|
|
123
|
+
.object({
|
|
124
|
+
delta: schema.number(),
|
|
125
|
+
gamma: schema.number().optional(),
|
|
126
|
+
theta: schema.number().optional(),
|
|
127
|
+
vega: schema.number().optional(),
|
|
128
|
+
rho: schema.number().optional(),
|
|
129
|
+
provenance: schema
|
|
130
|
+
.object({
|
|
131
|
+
source: schema.string(),
|
|
132
|
+
model: schema.string().optional(),
|
|
133
|
+
timestampMs: epochMs.optional(),
|
|
134
|
+
})
|
|
135
|
+
.optional(),
|
|
136
|
+
})
|
|
137
|
+
.optional()
|
|
138
|
+
.describe('Per-share Greeks in display units (theta per day, vega per vol point, rho per 1%), with optional provenance'),
|
|
139
|
+
exchange: schema.string().optional(),
|
|
140
|
+
conditions: conditions.optional(),
|
|
141
|
+
});
|
|
142
|
+
export const DividendSchema = schema.object({
|
|
143
|
+
symbol: symbolId,
|
|
144
|
+
exDate: schema.string().date(),
|
|
145
|
+
payDate: schema.string().date().optional(),
|
|
146
|
+
amount: schema.number(),
|
|
147
|
+
currency: schema.string().optional(),
|
|
148
|
+
type: schema.enum(['regular', 'special', 'returnOfCapital', 'unknown']).optional(),
|
|
149
|
+
});
|
|
150
|
+
/**
|
|
151
|
+
* Runtime member lists DERIVED from core's one conventions grammar in `time.ts` (2026-08-23,
|
|
152
|
+
* fourth external review). The exported types are the source of truth and `satisfies
|
|
153
|
+
* Record<…, true>` makes drift a COMPILE error in both directions: a member added to the type
|
|
154
|
+
* breaks the record (missing key); a member misspelled or retired here breaks excess-property
|
|
155
|
+
* checking. Never a second hand-maintained list.
|
|
156
|
+
*/
|
|
157
|
+
const DAY_COUNT_MEMBERS = {
|
|
158
|
+
'ACT/365F': true,
|
|
159
|
+
'ACT/360': true,
|
|
160
|
+
'30/360': true,
|
|
161
|
+
};
|
|
162
|
+
const DAY_COUNTS = Object.keys(DAY_COUNT_MEMBERS);
|
|
163
|
+
const NAMED_COMPOUNDING_MEMBERS = {
|
|
164
|
+
simple: true,
|
|
165
|
+
continuous: true,
|
|
166
|
+
annual: true,
|
|
167
|
+
semiannual: true,
|
|
168
|
+
quarterly: true,
|
|
169
|
+
monthly: true,
|
|
170
|
+
};
|
|
171
|
+
const NAMED_COMPOUNDINGS = Object.keys(NAMED_COMPOUNDING_MEMBERS);
|
|
172
|
+
/**
|
|
173
|
+
* The FULL `InterestCompounding` grammar as a schema: the six named forms plus the periodic
|
|
174
|
+
* object form. The periodic object is `.open()` because the runtime validator checks only
|
|
175
|
+
* `type`/`periodsPerYear` and tolerates decoration — the shape must never refuse what the
|
|
176
|
+
* semantic door accepts.
|
|
177
|
+
*/
|
|
178
|
+
const InterestCompoundingSchema = schema
|
|
179
|
+
.union([
|
|
180
|
+
schema.enum(NAMED_COMPOUNDINGS),
|
|
181
|
+
schema
|
|
182
|
+
.object({
|
|
183
|
+
type: schema.literal('periodic'),
|
|
184
|
+
periodsPerYear: schema.number().positive(),
|
|
185
|
+
})
|
|
186
|
+
.open(),
|
|
187
|
+
])
|
|
188
|
+
.describe("Interest compounding convention: 'simple' | 'continuous' | 'annual' | 'semiannual' | 'quarterly' | 'monthly' or { type: 'periodic', periodsPerYear }");
|
|
189
|
+
/**
|
|
190
|
+
* OPEN (2026-08-23, fourth external review): `RateCurvePoint` entries are documented "open to
|
|
191
|
+
* vendor decoration (Law 12)" and the runtime curve validator accepts a decorated pillar, but
|
|
192
|
+
* this schema was CLOSED — the one schema-vs-runtime openness misstatement in this module.
|
|
193
|
+
* `.open()` validates the declared pillar shape and preserves decoration, and the emitted JSON
|
|
194
|
+
* Schema now says `additionalProperties: true` instead of lying `false`.
|
|
195
|
+
*/
|
|
196
|
+
export const RateCurvePointSchema = schema
|
|
197
|
+
.object({
|
|
198
|
+
date: schema.string().date().describe("Pillar date, 'YYYY-MM-DD'"),
|
|
199
|
+
zeroRate: schema
|
|
200
|
+
.number()
|
|
201
|
+
.describe("Decimal zero rate quoted under the curve's own compounding/dayCount"),
|
|
202
|
+
})
|
|
203
|
+
.open();
|
|
204
|
+
/**
|
|
205
|
+
* The `RateCurve` schema is a structured-open shape ROUTED through core's ONE semantic validator
|
|
206
|
+
* — a value must pass BOTH (2026-08-23, fourth external review; the routing itself dates to the
|
|
207
|
+
* second review, when a purely structural schema drifted from the runtime on three counts).
|
|
208
|
+
*
|
|
209
|
+
* Division of labor, so neither half can lie:
|
|
210
|
+
* - STRUCTURE via the `.open()` shape below: field presence and types, the real `dayCount` and
|
|
211
|
+
* compounding grammars (derived from `time.ts`, above), the pillar item shape. This is what
|
|
212
|
+
* `toJSONSchema()` emits — complete `properties`/`required`/enums with
|
|
213
|
+
* `additionalProperties: true` — so MCP tools, agents, and generated forms see the actual
|
|
214
|
+
* contract; the old `record(unknown())` inner shape emitted a shapeless `{ type: 'object' }`.
|
|
215
|
+
* - SEMANTICS via `requireRateCurveData` (the same door the Gate B snapshot spine and Gate C
|
|
216
|
+
* pricing protocol use): pillar nonemptiness, strict date ascension, at-or-after-`asOf`,
|
|
217
|
+
* representable discount factors under the curve's own conventions, non-empty
|
|
218
|
+
* `interpolation`. The shape deliberately does NOT duplicate these laws, so their refusals
|
|
219
|
+
* keep the semantic validator's own teaching and the two doors cannot drift.
|
|
220
|
+
*/
|
|
221
|
+
const RateCurveShapeSchema = schema
|
|
222
|
+
.object({
|
|
223
|
+
currency: schema
|
|
224
|
+
.string()
|
|
225
|
+
.nonempty()
|
|
226
|
+
.describe("Currency the curve discounts in (e.g. 'USD') — the curve states its own"),
|
|
227
|
+
asOf: epochMs.describe('Curve valuation instant (epoch ms); every pillar is at or after it'),
|
|
228
|
+
dayCount: schema
|
|
229
|
+
.enum(DAY_COUNTS)
|
|
230
|
+
.describe('Day-count convention the zero rates are quoted under'),
|
|
231
|
+
compounding: InterestCompoundingSchema,
|
|
232
|
+
points: schema
|
|
233
|
+
.array(RateCurvePointSchema)
|
|
234
|
+
.describe('Pillar points — nonempty and strictly ascending by date (refused with teaching by the semantic validator)'),
|
|
235
|
+
interpolation: schema
|
|
236
|
+
.string()
|
|
237
|
+
.optional()
|
|
238
|
+
.describe("Interpolation-name string when present (e.g. 'linearZero')"),
|
|
239
|
+
})
|
|
240
|
+
.open();
|
|
241
|
+
export const RateCurveSchema = transformSchema(RateCurveShapeSchema, (curve) => requireRateCurveData('RateCurveSchema', 'curve', curve)).describe("A stored RateCurve as plain data: { currency, asOf, dayCount, compounding, points: [{ date: 'YYYY-MM-DD', zeroRate }...], interpolation? } — structural shape above, semantics by core requireRateCurveData (nonempty strictly-ascending pillars at/after asOf, representable discount factors, open to vendor decoration)");
|
|
242
|
+
export const OptionTradeSchema = schema.object({
|
|
243
|
+
// OptionQuote base (OptionTrade extends OptionQuote) …
|
|
244
|
+
contract: OptionContractSchema,
|
|
245
|
+
timestampMs: epochMs,
|
|
246
|
+
bid: schema.number().optional(),
|
|
247
|
+
ask: schema.number().optional(),
|
|
248
|
+
bidSize: schema.number().nonnegative().optional(),
|
|
249
|
+
askSize: schema.number().nonnegative().optional(),
|
|
250
|
+
mid: schema.number().optional(),
|
|
251
|
+
last: schema.number().optional(),
|
|
252
|
+
mark: schema.number().optional(),
|
|
253
|
+
volume: schema.number().nonnegative().optional(),
|
|
254
|
+
openInterest: schema.number().nonnegative().optional(),
|
|
255
|
+
underlyingPrice: schema.number().positive().optional(),
|
|
256
|
+
impliedVolatility: schema.number().nonnegative().optional(),
|
|
257
|
+
exchange: schema.string().optional(),
|
|
258
|
+
conditions: conditions.optional(),
|
|
259
|
+
// … plus the trade fields.
|
|
260
|
+
price: schema.number(),
|
|
261
|
+
size: schema.number(),
|
|
262
|
+
sequence: schema.number().optional(),
|
|
263
|
+
aggressorSide: schema.enum(['buy', 'sell', 'unknown']).optional(),
|
|
264
|
+
premium: schema.number().optional(),
|
|
265
|
+
notional: schema.number().optional(),
|
|
266
|
+
openingLikely: schema.boolean().optional(),
|
|
267
|
+
});
|
|
268
|
+
export const CorporateActionSchema = schema.object({
|
|
269
|
+
symbol: symbolId,
|
|
270
|
+
effectiveDate: schema.string().date(),
|
|
271
|
+
type: schema.enum([
|
|
272
|
+
'split',
|
|
273
|
+
'reverseSplit',
|
|
274
|
+
'dividend',
|
|
275
|
+
'symbolChange',
|
|
276
|
+
'merger',
|
|
277
|
+
'spinoff',
|
|
278
|
+
'other',
|
|
279
|
+
]),
|
|
280
|
+
ratio: schema.number().optional(),
|
|
281
|
+
cash: schema.number().optional(),
|
|
282
|
+
newSymbol: schema.string().optional(),
|
|
283
|
+
details: schema.record(schema.unknown()).optional(),
|
|
284
|
+
});
|
|
285
|
+
export const OrderBookLevelSchema = schema.object({
|
|
286
|
+
price: schema.number(),
|
|
287
|
+
size: schema.number().nonnegative(),
|
|
288
|
+
exchange: schema.string().optional(),
|
|
289
|
+
});
|
|
290
|
+
export const OrderBookSchema = schema.object({
|
|
291
|
+
symbol: symbolId,
|
|
292
|
+
timestampMs: epochMs,
|
|
293
|
+
bids: schema.array(OrderBookLevelSchema),
|
|
294
|
+
asks: schema.array(OrderBookLevelSchema),
|
|
295
|
+
});
|
|
296
|
+
export const RawFundamentalsRecordSchema = schema.object({
|
|
297
|
+
symbol: symbolId,
|
|
298
|
+
fiscalPeriod: schema.string().optional(),
|
|
299
|
+
asOf: epochMs.optional(),
|
|
300
|
+
// Matches the `RawFundamentalsRecord` interface: values are scalar-or-null, NOT arbitrary objects/booleans
|
|
301
|
+
// (the old `record(unknown())` silently accepted `{ pe: { nested: true } }` and drifted from the type).
|
|
302
|
+
fields: schema.record(schema.union([schema.number(), schema.string(), schema.null()])),
|
|
303
|
+
});
|
|
304
|
+
/**
|
|
305
|
+
* Convenience namespace of the core payload schemas. Covers every exported market-data object type,
|
|
306
|
+
* so the schema/interface drift test (`schema-parity.test.ts`) can enumerate it exhaustively (WS3.10).
|
|
307
|
+
*/
|
|
308
|
+
export const coreSchemas = {
|
|
309
|
+
Bar: BarSchema,
|
|
310
|
+
Quote: QuoteSchema,
|
|
311
|
+
Trade: TradeSchema,
|
|
312
|
+
OptionContract: OptionContractSchema,
|
|
313
|
+
OptionQuote: OptionQuoteSchema,
|
|
314
|
+
OptionTrade: OptionTradeSchema,
|
|
315
|
+
Dividend: DividendSchema,
|
|
316
|
+
CorporateAction: CorporateActionSchema,
|
|
317
|
+
RateCurvePoint: RateCurvePointSchema,
|
|
318
|
+
RateCurve: RateCurveSchema,
|
|
319
|
+
OrderBookLevel: OrderBookLevelSchema,
|
|
320
|
+
OrderBook: OrderBookSchema,
|
|
321
|
+
RawFundamentalsRecord: RawFundamentalsRecordSchema,
|
|
322
|
+
};
|
|
323
|
+
//# sourceMappingURL=payloads.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"payloads.js","sourceRoot":"","sources":["../../src/schema/payloads.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AAEH,OAAO,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AACzD,OAAO,EAAE,sBAAsB,EAAE,MAAM,YAAY,CAAC;AAEpD,OAAO,EAAE,MAAM,EAAE,eAAe,EAAE,MAAM,aAAa,CAAC;AAEtD;;;;;GAKG;AACH,SAAS,UAAU,CAAI,KAAQ;IAC7B,IAAI,KAAK,KAAK,IAAI,IAAI,OAAO,KAAK,KAAK,QAAQ,EAAE,CAAC;QAChD,KAAK,MAAM,KAAK,IAAI,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC;YAAE,UAAU,CAAC,KAAK,CAAC,CAAC;QAC5D,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACvB,CAAC;IACD,OAAO,KAAK,CAAC;AACf,CAAC;AAED,MAAM,QAAQ,GAAG,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE,CAAC;AAC5C,MAAM,OAAO,GAAG,MAAM,CAAC,MAAM,EAAE,CAAC;AAChC,MAAM,UAAU,GAAG,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC;AAEjD,MAAM,CAAC,MAAM,SAAS,GAAG,MAAM,CAAC,MAAM,CAAC;IACrC,MAAM,EAAE,QAAQ;IAChB,WAAW,EAAE,OAAO;IACpB,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE;IACrB,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE;IACrB,GAAG,EAAE,MAAM,CAAC,MAAM,EAAE;IACpB,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE;IACtB,MAAM,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE;IAChD,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IAChC,QAAQ,EAAE,MAAM,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE;CACtC,CAAC,CAAC;AAEH,MAAM,CAAC,MAAM,WAAW,GAAG,MAAM,CAAC,MAAM,CAAC;IACvC,MAAM,EAAE,QAAQ;IAChB,WAAW,EAAE,OAAO;IACpB,GAAG,EAAE,MAAM,CAAC,MAAM,EAAE;IACpB,GAAG,EAAE,MAAM,CAAC,MAAM,EAAE;IACpB,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE;IACjD,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE;IACjD,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IACpC,UAAU,EAAE,UAAU,CAAC,QAAQ,EAAE;CAClC,CAAC,CAAC;AAEH,MAAM,CAAC,MAAM,WAAW,GAAG,MAAM,CAAC,MAAM,CAAC;IACvC,MAAM,EAAE,QAAQ;IAChB,WAAW,EAAE,OAAO;IACpB,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE;IACtB,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE;IACrB,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IACpC,UAAU,EAAE,UAAU,CAAC,QAAQ,EAAE;IACjC,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;CACrC,CAAC,CAAC;AAEH;;;;;GAKG;AACH,MAAM,yBAAyB,GAAG,MAAM,CAAC,MAAM,CAAC;IAC9C,UAAU,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IACtC,IAAI,EAAE,MAAM,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,KAAK,CAAU,CAAC;IAC3C,KAAK,EAAE,MAAM,CAAC,IAAI,CAAC,CAAC,UAAU,EAAE,UAAU,CAAU,CAAC;IACrD,MAAM,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IAClC,MAAM,EAAE,MAAM;SACX,MAAM,EAAE;QACT,6FAA6F;QAC7F,6DAA6D;SAC5D,KAAK,CAAC,gFAAgF,CAAC;SACvF,QAAQ,CAAC,4EAA4E,CAAC;IACzF,SAAS,EAAE,OAAO,CAAC,QAAQ,CAAC,kEAAkE,CAAC;IAC/F,gBAAgB,EAAE,MAAM;SACrB,IAAI,CAAC,CAAC,iBAAiB,EAAE,kBAAkB,CAAU,CAAC;SACtD,QAAQ,CAAC,uCAAuC,CAAC;IACpD,UAAU,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE,CAAC,QAAQ,EAAE;IACjD,UAAU,EAAE,MAAM,CAAC,IAAI,CAAC,CAAC,UAAU,EAAE,MAAM,CAAU,CAAC,CAAC,QAAQ,EAAE;IACjE,YAAY,EAAE,MAAM,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,IAAI,CAAU,CAAC,CAAC,QAAQ,EAAE;IAC3D,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IACpC,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IAChC,SAAS,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IACrC,WAAW,EAAE,MAAM;SAChB,MAAM,CAAC;QACN,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;QAChC,MAAM,EAAE,MAAM;aACX,KAAK,CAAC,MAAM,CAAC,MAAM,CAAC,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE,EAAE,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;aACvF,QAAQ,EAAE;QACb,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;KAClC,CAAC;SACD,QAAQ,EAAE;IACb,QAAQ,EAAE,MAAM,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE;CACtC,CAAC,CAAC;AAEH;;;;;;;GAOG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,eAAe,CACjD,yBAAyB,EACzB,CAAC,QAAQ,EAAE,EAAE;IACX,sBAAsB,CACpB,sBAAsB,EACtB,QAAQ,CAAC,MAAM,EACf,QAAQ,CAAC,SAAS,EAClB,QAAQ,CAAC,gBAAgB,CAC1B,CAAC;IACF,OAAO,UAAU,CAAC,QAAQ,CAAC,CAAC;AAC9B,CAAC,EACD,EAAE,SAAS,EAAE,CAAC,WAAW,CAAC,EAAE,CAC7B,CAAC;AAEF,MAAM,CAAC,MAAM,iBAAiB,GAAG,MAAM,CAAC,MAAM,CAAC;IAC7C,QAAQ,EAAE,oBAAoB;IAC9B,WAAW,EAAE,OAAO;IACpB,GAAG,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IAC/B,GAAG,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IAC/B,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE;IACjD,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE;IACjD,GAAG,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IAC/B,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IAChC,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IAChC,MAAM,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE;IAChD,YAAY,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE;IACtD,eAAe,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE,CAAC,QAAQ,EAAE;IACtD,iBAAiB,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE;IAC3D,MAAM,EAAE,MAAM;SACX,MAAM,CAAC;QACN,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE;QACtB,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;QACjC,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;QACjC,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;QAChC,GAAG,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;QAC/B,UAAU,EAAE,MAAM;aACf,MAAM,CAAC;YACN,MAAM,EAAE,MAAM,CAAC,MAAM,EAAE;YACvB,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;YACjC,WAAW,EAAE,OAAO,CAAC,QAAQ,EAAE;SAChC,CAAC;aACD,QAAQ,EAAE;KACd,CAAC;SACD,QAAQ,EAAE;SACV,QAAQ,CACP,6GAA6G,CAC9G;IACH,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,QAAQ,EAAE;IACpC,UAAU,EAAE,UAAU,CAAC,QAAQ,EAAE;CAClC,CAAC,CAAC;AAEH,MAAM,CAAC,MAAM,cAAc,GAAG,MAAM,CAAC,MAAM,CAAC;IAC1C,MAAM,EAAE,QAAQ;IAChB,MAAM,EAAE,MAAM,CAAC,MAAM,EAAE,CAAC,IAAI,EAAE;IAC9B,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE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@@ -0,0 +1,282 @@
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1
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/**
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* TotalFinance schema facade — a tiny, zero-dependency runtime validator (spec §6).
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*
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4
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* Design goals that drove the 0.0.1 schema decision (see docs/adr/schema-library.md):
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* - zero runtime dependencies, so `@insiderfinance/totalfinance/core` keeps its zero-dep guarantee;
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6
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* - native `toJSONSchema()` for MCP tools, docs, and adapters;
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* - excellent TypeScript inference via `Infer<typeof schema>`;
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8
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* - errors map to `InputError` with stable codes;
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9
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* - Standard Schema (https://standardschema.dev) compatibility for ecosystem interop;
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* - small enough to never threaten compute-entrypoint bundle budgets — and, critically, it lives in
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* a SEPARATE entrypoint so hot paths never import it.
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*
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* It is intentionally a *facade*: the public surface (`parse`/`safeParse`/`toJSONSchema`/`~standard`)
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* is what users depend on, so the underlying implementation can be swapped for Zod/Valibot later
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* without breaking callers.
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*/
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import { InputError } from '../errors.js';
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import type { JSONSchema } from './json-schema.js';
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import type { StandardSchemaV1, StandardSchemaV1Props } from './standard.js';
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/** Marker so the bundle harness can prove this module never leaks into a compute entrypoint. */
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export declare const __TOTALFINANCE_SCHEMA_FACADE__ = "totalfinance/schema";
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export type ValidationMode = 'strict' | 'coerce' | 'passthrough' | 'off';
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export interface ParseOptions {
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/** Validation strictness (spec §6). Defaults to `strict`. */
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mode?: ValidationMode;
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}
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export interface SchemaIssue {
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code: string;
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message: string;
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30
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+
path: (string | number)[];
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}
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32
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export type SafeParseResult<T> = {
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success: true;
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+
data: T;
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35
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+
} | {
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+
success: false;
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+
issues: SchemaIssue[];
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38
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+
error: InputError;
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39
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+
};
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40
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+
/** Public schema interface. Concrete builder implementations stay internal. */
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41
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+
export interface Schema<Output> extends StandardSchemaV1<unknown, Output> {
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42
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+
readonly kind: string;
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43
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+
readonly isOptional: boolean;
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44
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+
parse(input: unknown, options?: ParseOptions): Output;
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45
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+
safeParse(input: unknown, options?: ParseOptions): SafeParseResult<Output>;
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46
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+
toJSONSchema(): JSONSchema;
|
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47
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+
optional(): Schema<Output | undefined>;
|
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48
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+
describe(description: string): this;
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49
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}
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/** Extract the validated output type of a schema. */
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export type Infer<S> = S extends Schema<infer O> ? O : never;
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/**
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* The validation context threaded through every schema's `_check` — exported so a consumer
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* subclassing {@link Schema} can NAME the parameter of the method they must implement (3B.2
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* nameability: an abstract method whose parameter type is unexported is a contract a consumer
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* can satisfy only by structural accident).
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*/
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export interface SchemaCheckContext {
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mode: ValidationMode;
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path: (string | number)[];
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}
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type CheckResult<T> = {
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ok: true;
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value: T;
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} | {
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ok: false;
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issues: SchemaIssue[];
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};
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declare abstract class BaseSchema<Output> implements Schema<Output> {
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abstract readonly kind: string;
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readonly isOptional: boolean;
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description: string | undefined;
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/** @internal */
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abstract _check(input: unknown, context: SchemaCheckContext): CheckResult<Output>;
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/** @internal */
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abstract _toJSONSchema(): JSONSchema;
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parse(input: unknown, options?: ParseOptions): Output;
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safeParse(input: unknown, options?: ParseOptions): SafeParseResult<Output>;
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toJSONSchema(): JSONSchema;
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optional(): OptionalSchema<Output>;
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/**
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* Structural copy with the same prototype, so chainable refiners (`.describe()`, `.positive()`,
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* `.min()`, …) return a NEW schema instead of mutating `this`. Refiners replace their internal
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* constraint object wholesale (never mutate it in place), so the shallow copy is safe.
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* @internal
|
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*/
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protected clone(): this;
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describe(description: string): this;
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get ['~standard'](): StandardSchemaV1Props<unknown, Output>;
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}
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+
export interface NumberConstraints {
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integer?: boolean;
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min?: number;
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max?: number;
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exclusiveMin?: number;
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exclusiveMax?: number;
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}
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|
+
declare class NumberSchema extends BaseSchema<number> {
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99
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readonly kind = "number";
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|
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private c;
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constructor(constraints?: NumberConstraints);
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private withConstraints;
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integer(): this;
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positive(): this;
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nonnegative(): this;
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min(value: number): this;
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+
max(value: number): this;
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|
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gt(value: number): this;
|
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|
+
lt(value: number): this;
|
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|
+
/** @internal */
|
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|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<number>;
|
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112
|
+
/** @internal */
|
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113
|
+
_toJSONSchema(): JSONSchema;
|
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114
|
+
}
|
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115
|
+
export interface StringConstraints {
|
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116
|
+
minLength?: number;
|
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|
+
maxLength?: number;
|
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|
+
pattern?: string;
|
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|
+
format?: 'date' | 'date-time' | string;
|
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120
|
+
}
|
|
121
|
+
declare class StringSchema extends BaseSchema<string> {
|
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|
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readonly kind = "string";
|
|
123
|
+
private c;
|
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124
|
+
constructor(constraints?: StringConstraints);
|
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125
|
+
private withConstraints;
|
|
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|
+
min(length: number): this;
|
|
127
|
+
max(length: number): this;
|
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|
+
nonempty(): this;
|
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|
+
regex(pattern: RegExp | string): this;
|
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|
+
date(): this;
|
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|
+
datetime(): this;
|
|
132
|
+
/** @internal */
|
|
133
|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<string>;
|
|
134
|
+
/** @internal */
|
|
135
|
+
_toJSONSchema(): JSONSchema;
|
|
136
|
+
}
|
|
137
|
+
declare class BooleanSchema extends BaseSchema<boolean> {
|
|
138
|
+
readonly kind = "boolean";
|
|
139
|
+
/** @internal */
|
|
140
|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<boolean>;
|
|
141
|
+
/** @internal */
|
|
142
|
+
_toJSONSchema(): JSONSchema;
|
|
143
|
+
}
|
|
144
|
+
declare class LiteralSchema<V extends string | number | boolean> extends BaseSchema<V> {
|
|
145
|
+
private readonly value;
|
|
146
|
+
readonly kind = "literal";
|
|
147
|
+
constructor(value: V);
|
|
148
|
+
/** @internal */
|
|
149
|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<V>;
|
|
150
|
+
/** @internal */
|
|
151
|
+
_toJSONSchema(): JSONSchema;
|
|
152
|
+
}
|
|
153
|
+
declare class EnumSchema<V extends string> extends BaseSchema<V> {
|
|
154
|
+
readonly kind = "enum";
|
|
155
|
+
private readonly values;
|
|
156
|
+
constructor(values: readonly V[]);
|
|
157
|
+
/** @internal */
|
|
158
|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<V>;
|
|
159
|
+
/** @internal */
|
|
160
|
+
_toJSONSchema(): JSONSchema;
|
|
161
|
+
}
|
|
162
|
+
declare class ArraySchema<Item> extends BaseSchema<Item[]> {
|
|
163
|
+
private readonly item;
|
|
164
|
+
private bounds;
|
|
165
|
+
readonly kind = "array";
|
|
166
|
+
constructor(item: BaseSchema<Item>, bounds?: {
|
|
167
|
+
min?: number;
|
|
168
|
+
max?: number;
|
|
169
|
+
});
|
|
170
|
+
min(minimum: number): this;
|
|
171
|
+
max(maximum: number): this;
|
|
172
|
+
/** @internal */
|
|
173
|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<Item[]>;
|
|
174
|
+
/** @internal */
|
|
175
|
+
_toJSONSchema(): JSONSchema;
|
|
176
|
+
}
|
|
177
|
+
declare class OptionalSchema<T> extends BaseSchema<T | undefined> {
|
|
178
|
+
private readonly inner;
|
|
179
|
+
readonly isOptional = true;
|
|
180
|
+
readonly kind = "optional";
|
|
181
|
+
constructor(inner: BaseSchema<T>);
|
|
182
|
+
/** @internal */
|
|
183
|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<T | undefined>;
|
|
184
|
+
/** @internal */
|
|
185
|
+
_toJSONSchema(): JSONSchema;
|
|
186
|
+
optional(): OptionalSchema<T | undefined>;
|
|
187
|
+
}
|
|
188
|
+
/** @internal Compose a cross-field validator/transform with any schema. */
|
|
189
|
+
export declare function transformSchema<Input, Output>(schema: Schema<Input>, transform: (value: Input) => Output, options?: {
|
|
190
|
+
errorPath?: readonly (string | number)[];
|
|
191
|
+
}): Schema<Output>;
|
|
192
|
+
type Prettify<T> = {
|
|
193
|
+
[K in keyof T]: T[K];
|
|
194
|
+
} & {};
|
|
195
|
+
type OptionalShapeKeys<Shape> = {
|
|
196
|
+
[K in keyof Shape]: Shape[K] extends {
|
|
197
|
+
isOptional: true;
|
|
198
|
+
} ? K : never;
|
|
199
|
+
}[keyof Shape];
|
|
200
|
+
type RequiredShapeKeys<Shape> = Exclude<keyof Shape, OptionalShapeKeys<Shape>>;
|
|
201
|
+
export type InferObject<Shape extends Record<string, Schema<unknown>>> = Prettify<{
|
|
202
|
+
[K in RequiredShapeKeys<Shape>]: Infer<Shape[K]>;
|
|
203
|
+
} & {
|
|
204
|
+
[K in OptionalShapeKeys<Shape>]?: Exclude<Infer<Shape[K]>, undefined>;
|
|
205
|
+
}>;
|
|
206
|
+
declare class ObjectSchema<Shape extends Record<string, Schema<unknown>>> extends BaseSchema<InferObject<Shape>> {
|
|
207
|
+
private readonly shape;
|
|
208
|
+
readonly kind = "object";
|
|
209
|
+
private readonly entries;
|
|
210
|
+
private allowsUnknownKeys;
|
|
211
|
+
constructor(shape: Shape);
|
|
212
|
+
/**
|
|
213
|
+
* Structured-OPEN object mode (2026-08-23, fourth external review). The declared shape is still
|
|
214
|
+
* fully validated, but unknown keys are ALLOWED and preserved — the schema form for a payload
|
|
215
|
+
* whose contract documents vendor decoration (Law 12: entries stay open). `toJSONSchema()` then
|
|
216
|
+
* emits the complete `properties`/`required` map with `additionalProperties: true`, so MCP
|
|
217
|
+
* tools, agents, and generated forms see the real field shape instead of a shapeless object.
|
|
218
|
+
*
|
|
219
|
+
* Distinct from parse-time `mode: 'passthrough'` on purpose: openness declared here is a
|
|
220
|
+
* property of the PAYLOAD's contract (every caller, every mode, and the emitted JSON Schema all
|
|
221
|
+
* agree), while `passthrough` is one caller's per-parse leniency toward a schema that itself
|
|
222
|
+
* remains closed. Like every refiner, returns a NEW schema; the receiver stays closed.
|
|
223
|
+
*/
|
|
224
|
+
open(): this;
|
|
225
|
+
/** @internal */
|
|
226
|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<InferObject<Shape>>;
|
|
227
|
+
/** @internal */
|
|
228
|
+
_toJSONSchema(): JSONSchema;
|
|
229
|
+
}
|
|
230
|
+
declare class UnionSchema<T> extends BaseSchema<T> {
|
|
231
|
+
private readonly members;
|
|
232
|
+
readonly kind = "union";
|
|
233
|
+
constructor(members: BaseSchema<T>[]);
|
|
234
|
+
/** @internal */
|
|
235
|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<T>;
|
|
236
|
+
/** @internal */
|
|
237
|
+
_toJSONSchema(): JSONSchema;
|
|
238
|
+
}
|
|
239
|
+
/** Accepts any value unchanged. For genuinely open payloads (e.g. `Record<string, unknown>` maps). */
|
|
240
|
+
declare class UnknownSchema extends BaseSchema<unknown> {
|
|
241
|
+
readonly kind = "unknown";
|
|
242
|
+
/** @internal */
|
|
243
|
+
_check(input: unknown): CheckResult<unknown>;
|
|
244
|
+
/** @internal */
|
|
245
|
+
_toJSONSchema(): JSONSchema;
|
|
246
|
+
}
|
|
247
|
+
/** Accepts only the literal `null` (JSON's explicit null value; distinct from `undefined`/absent). */
|
|
248
|
+
declare class NullSchema extends BaseSchema<null> {
|
|
249
|
+
readonly kind = "null";
|
|
250
|
+
/** @internal */
|
|
251
|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<null>;
|
|
252
|
+
/** @internal */
|
|
253
|
+
_toJSONSchema(): JSONSchema;
|
|
254
|
+
}
|
|
255
|
+
/** An object with arbitrary string keys whose values all satisfy `value` (e.g. `Fundamentals.fields`). */
|
|
256
|
+
declare class RecordSchema<V> extends BaseSchema<Record<string, V>> {
|
|
257
|
+
private readonly value;
|
|
258
|
+
readonly kind = "record";
|
|
259
|
+
constructor(value: BaseSchema<V>);
|
|
260
|
+
/** @internal */
|
|
261
|
+
_check(input: unknown, context: SchemaCheckContext): CheckResult<Record<string, V>>;
|
|
262
|
+
/** @internal */
|
|
263
|
+
_toJSONSchema(): JSONSchema;
|
|
264
|
+
}
|
|
265
|
+
/** The schema builder. Returns typed schemas with `parse`/`safeParse`/`toJSONSchema`. */
|
|
266
|
+
export declare const schema: {
|
|
267
|
+
readonly number: () => NumberSchema;
|
|
268
|
+
readonly string: () => StringSchema;
|
|
269
|
+
readonly boolean: () => BooleanSchema;
|
|
270
|
+
readonly literal: <V extends string | number | boolean>(value: V) => LiteralSchema<V>;
|
|
271
|
+
readonly enum: <V extends string>(values: readonly V[]) => EnumSchema<V>;
|
|
272
|
+
readonly array: <Item>(item: Schema<Item>) => ArraySchema<Item>;
|
|
273
|
+
readonly object: <Shape extends Record<string, Schema<unknown>>>(shape: Shape) => ObjectSchema<Shape>;
|
|
274
|
+
readonly union: <Members extends readonly Schema<unknown>[]>(members: Members) => UnionSchema<Infer<Members[number]>>;
|
|
275
|
+
readonly record: <V>(value: Schema<V>) => RecordSchema<V>;
|
|
276
|
+
readonly unknown: () => UnknownSchema;
|
|
277
|
+
readonly null: () => NullSchema;
|
|
278
|
+
};
|
|
279
|
+
/** Validate `input` against `schema`, returning a typed `SafeParseResult`. */
|
|
280
|
+
export declare function validate<Output>(schema: Schema<Output>, input: unknown, options?: ParseOptions): SafeParseResult<Output>;
|
|
281
|
+
export type { NumberSchema, StringSchema, BooleanSchema, LiteralSchema, EnumSchema, ArraySchema, ObjectSchema, OptionalSchema, UnionSchema, RecordSchema, UnknownSchema, };
|
|
282
|
+
//# sourceMappingURL=schema.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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