@insiderfinance/totalfinance 0.1.0

package/modules/portfolio/dist/events.d.ts

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+/**
+ * `@insiderfinance/totalfinance/portfolio/events` — the FC7 economic-event grammar (Stage 4.4).
+ *
+ * Portfolio truth is EVENT-DERIVED (agent-native platform doc, Permanent law 1; spec decision
+ * D16): positions, cash, cost basis, and realized P&L are a pure fold over immutable economic
+ * events — never mutable fields, never conversation memory. This module owns the closed
+ * discriminated union of first-slice event payloads, the decided `PortfolioEventEnvelope`, the
+ * Law-12 teaching validator, and the event content identity that defines the duplicate boundary.
+ *
+ * The families and their event lists are the agent-native doc's decided table ("Economic event
+ * model"): cash (deposit, withdrawal, transfer, FX conversion), trading (fill), costs
+ * (commission, exchange/regulatory fee, slippage adjustment), income (dividend, coupon, interest,
+ * staking/funding receipt), financing (margin interest, borrow charge, funding payment), and
+ * corporate actions (split, in this slice). Derivative lifecycle, further corporate actions, and
+ * correction/reversal folding are later FC7 slices — see `docs/specs/fc7-first-slice.md`.
+ *
+ * Order submission/acknowledgement/rejection belongs to the EXECUTION JOURNAL, not this ledger
+ * (Permanent law 3): an order does not change holdings; a fill does.
+ */
+import type { EpochMs, Provenance } from '../../core/dist/index.js';
+/**
+ * Version of the event grammar carried by EVERY envelope. Bump only with a payload shape change,
+ * landed together with a registered ledger migration.
+ */
+export declare const PORTFOLIO_EVENT_SCHEMA_VERSION = 1;
+/** External money INTO the portfolio — an external flow, never investment profit (FC4's law). */
+export interface CashDepositEvent {
+    eventType: 'cash.deposit';
+    /** Magnitude deposited, > 0, in `currency`. */
+    amount: number;
+    currency: string;
+    /** When the cash leg settles; omitted = settled at `effectiveTimestampMs`. */
+    settleTimestampMs?: EpochMs;
+}
+/** External money OUT of the portfolio — an external flow, never investment loss. */
+export interface CashWithdrawalEvent {
+    eventType: 'cash.withdrawal';
+    /** Magnitude withdrawn, > 0, in `currency`. */
+    amount: number;
+    currency: string;
+    settleTimestampMs?: EpochMs;
+}
+/** Cash moved between two accounts of the SAME portfolio — internal, never an external flow. */
+export interface CashTransferEvent {
+    eventType: 'cash.transfer';
+    /** Magnitude transferred, > 0, in `currency`. */
+    amount: number;
+    currency: string;
+    /** Must equal the envelope's `accountId` — the account the transfer leaves. */
+    fromAccountId: string;
+    toAccountId: string;
+}
+/**
+ * A realized FX conversion between two cash balances of one account. Both legs are explicit
+ * amounts — the realized rate is `toAmount / fromAmount`; no rate arithmetic is guessed here.
+ */
+export interface CashConversionEvent {
+    eventType: 'cash.conversion';
+    fromCurrency: string;
+    toCurrency: string;
+    /** Magnitude of `fromCurrency` sold, > 0. */
+    fromAmount: number;
+    /** Magnitude of `toCurrency` received, > 0. */
+    toAmount: number;
+}
+/** One `specific-lot` relief instruction: which lot, and how much of it, this fill closes. */
+export interface TradeFillLotSelection {
+    lotId: string;
+    /** Quantity relieved from the named lot, > 0 (an unsigned magnitude). */
+    quantity: number;
+}
+/**
+ * An executed fill — the audited bridge from the execution journal into economic holdings
+ * (Permanent law 3). Buys open/extend long lots or cover short lots; sells relieve long lots or
+ * open short lots. This slice prices cash as `quantity × pricePerUnit` (contract multipliers
+ * arrive with the derivative-lifecycle slice).
+ */
+export interface TradeFillEvent {
+    eventType: 'trade.fill';
+    instrumentId: string;
+    side: 'buy' | 'sell';
+    /** Filled quantity, > 0 (fractional supported); `side` carries the direction. */
+    quantity: number;
+    /** Execution price per unit in `currency`. Finite; sign-unconstrained (negative prints are real). */
+    pricePerUnit: number;
+    currency: string;
+    /** When the cash leg settles (trade date vs settlement date); omitted = settles immediately. */
+    settleTimestampMs?: EpochMs;
+    /** Required exactly when the ledger's `lotRelief` is `'specific-lot'` AND this fill closes. */
+    lotSelections?: TradeFillLotSelection[];
+    /**
+     * Units of the underlying per unit of `quantity` (an equity option's 100, a futures contract
+     * size). Omitted = 1 (one unit per unit). REQUIRED when `contract` is given — a derivative fill
+     * states its multiplier. Cash and lot values scale by it; the lot basis stays per unit.
+     */
+    contractMultiplier?: number;
+    /**
+     * `'cash-on-trade'` (equities, options, spot; the default) books `quantity × pricePerUnit ×
+     * contractMultiplier` at the fill. `'variation-margin'` (futures, perpetuals) books NO cash at
+     * the fill: P&L is realized by `derivative.variation-margin` settlements and on close. REQUIRED
+     * as `'variation-margin'` when `contract.kind` is `'future'` or `'perpetual'`.
+     */
+    settlementStyle?: SettlementStyle;
+    /** The derivative's terms (option type/strike/expiry, future expiry, perpetual) — stored on the position. */
+    contract?: DerivativeContractTerms;
+    /**
+     * Accrued interest paid with a bond purchase (or received on a sale), in `currency` — booked as
+     * an income adjustment (negative on a buy), NEVER into the lot basis; the next coupon recovers it.
+     */
+    accruedInterest?: number;
+}
+export type CostType = 'commission' | 'exchange-fee' | 'regulatory-fee' | 'slippage-adjustment';
+/**
+ * An explicit transaction cost — a SEPARATE event, never folded into lot cost basis (FC7
+ * mandatory state: costs are separate components), attributed via `instrumentId`/`relatesToEventId`.
+ */
+export interface CostChargeEvent {
+    eventType: 'cost.charge';
+    costType: CostType;
+    /** Finite and non-zero: > 0 charges cash, < 0 is a rebate/credit. */
+    amount: number;
+    currency: string;
+    instrumentId?: string;
+    /** The `eventId` of the fill (or other event) this cost belongs to, when known. */
+    relatesToEventId?: string;
+}
+export type IncomeType = 'dividend' | 'coupon' | 'interest' | 'staking-reward' | 'funding-receipt';
+/**
+ * Income cash effect — dividend, coupon, interest, staking reward, or funding receipt.
+ * Despite the historical `income.received` event name, dividends and coupons are signed:
+ * positive receives income; negative pays the corresponding short-position obligation.
+ * Either sign belongs to income attribution, not external flows or financing costs.
+ */
+export interface IncomeReceivedEvent {
+    eventType: 'income.received';
+    incomeType: IncomeType;
+    /**
+     * Finite and non-zero, in `currency`. Dividends/coupons may be negative (income owed on a
+     * short); other income types must be positive (funding payments use `financing.charge`).
+     */
+    amount: number;
+    currency: string;
+    instrumentId?: string;
+    settleTimestampMs?: EpochMs;
+}
+export type FinancingType = 'margin-interest' | 'borrow-charge' | 'funding-payment';
+/** A financing charge paid in cash — margin interest, borrow fee, or perpetual funding paid. */
+export interface FinancingChargeEvent {
+    eventType: 'financing.charge';
+    financingType: FinancingType;
+    /** Magnitude charged, > 0, in `currency` (a funding RECEIPT is `income.received`). */
+    amount: number;
+    currency: string;
+    instrumentId?: string;
+}
+/**
+ * A forward or reverse stock split: every lot's quantity scales by
+ * `sharesAfterSplit / sharesBeforeSplit` and its per-unit basis by the inverse, so total cost
+ * basis is preserved exactly. Cash-in-lieu of fractional shares is a separate (later) event.
+ */
+export interface StockSplitEvent {
+    eventType: 'corporate.split';
+    instrumentId: string;
+    /** Shares held after the split per `sharesBeforeSplit` held before; positive integer. */
+    sharesAfterSplit: number;
+    /** Positive integer; a 2-for-1 split is `{ sharesAfterSplit: 2, sharesBeforeSplit: 1 }`. */
+    sharesBeforeSplit: number;
+}
+/** How a position's cash settles: at the fill, or through variation margin. */
+export type SettlementStyle = 'cash-on-trade' | 'variation-margin';
+export interface OptionContractTerms {
+    kind: 'option';
+    underlyingInstrumentId: string;
+    /** `'call' | 'put'` — the same word the option contract and every chain row use (B6). */
+    type: 'call' | 'put';
+    strikePricePerUnit: number;
+    expiryTimestampMs: EpochMs;
+}
+export interface FutureContractTerms {
+    kind: 'future';
+    underlyingInstrumentId: string;
+    expiryTimestampMs: EpochMs;
+}
+export interface PerpetualContractTerms {
+    kind: 'perpetual';
+    underlyingInstrumentId: string;
+}
+/** The terms a derivative position carries from its opening fill. */
+export type DerivativeContractTerms = OptionContractTerms | FutureContractTerms | PerpetualContractTerms;
+/** Physical delivery of the underlying at the strike, or cash at an explicit settlement price. */
+export type DerivativeSettlement = {
+    kind: 'physical';
+} | {
+    kind: 'cash';
+    settlementPricePerUnit: number;
+};
+/**
+ * What happens to the option premium on physical exercise/assignment: folded into the delivered
+ * underlying's basis or proceeds (the common tax-lot convention), or realized on the option lots.
+ * REQUIRED — a convention is a goal, not a default.
+ */
+export type PremiumTreatment = 'fold-into-underlying-basis' | 'realize';
+/** A holder exercises long option contracts. */
+export interface OptionExerciseEvent {
+    eventType: 'derivative.exercise';
+    instrumentId: string;
+    /** Contracts exercised, > 0. */
+    quantity: number;
+    settlement: DerivativeSettlement;
+    premiumTreatment: PremiumTreatment;
+    settleTimestampMs?: EpochMs;
+    lotSelections?: TradeFillLotSelection[];
+}
+/** A writer is assigned on short option contracts. */
+export interface OptionAssignmentEvent {
+    eventType: 'derivative.assignment';
+    instrumentId: string;
+    /** Contracts assigned, > 0. */
+    quantity: number;
+    settlement: DerivativeSettlement;
+    premiumTreatment: PremiumTreatment;
+    settleTimestampMs?: EpochMs;
+    lotSelections?: TradeFillLotSelection[];
+}
+/** Option contracts expire worthless: lots are relieved at zero, no cash moves. */
+export interface OptionExpirationEvent {
+    eventType: 'derivative.expiration';
+    instrumentId: string;
+    /** Contracts expiring, > 0. */
+    quantity: number;
+    lotSelections?: TradeFillLotSelection[];
+}
+/** A contract adjustment rescales the multiplier; total basis is preserved exactly. */
+export interface ContractMultiplierChangeEvent {
+    eventType: 'derivative.multiplier-change';
+    instrumentId: string;
+    contractMultiplierAfter: number;
+    /** An adjusted strike (OCC-style adjustments change both); only for a position with option terms. */
+    strikePricePerUnitAfter?: number;
+    reason?: string;
+}
+/**
+ * A variation-margin settlement: every open lot of a `'variation-margin'` position re-bases to
+ * the settlement price and the difference is realized in cash — the fold computes the amount
+ * from the lots, so a statement's figure reconciles rather than being trusted.
+ */
+export interface VariationMarginEvent {
+    eventType: 'derivative.variation-margin';
+    instrumentId: string;
+    settlementPricePerUnit: number;
+}
+/** Close a contract and open its successor in one economic event (one provenance). */
+export interface DerivativeRollEvent {
+    eventType: 'derivative.roll';
+    fromInstrumentId: string;
+    toInstrumentId: string;
+    /** Contracts rolled, > 0. */
+    quantity: number;
+    closePricePerUnit: number;
+    openPricePerUnit: number;
+    /** Terms of the successor contract (the multiplier and settlement style carry over). */
+    contract?: DerivativeContractTerms;
+    lotSelections?: TradeFillLotSelection[];
+}
+export type RedemptionType = 'maturity' | 'call' | 'principal-paydown' | 'sinking-fund';
+/**
+ * Principal settled on a fixed-income position: long or short lots relieved at the redemption
+ * price. Long holdings receive principal; short holdings pay it. Direction comes from the
+ * held position, while the event quantity is always an unsigned magnitude.
+ */
+export interface FixedIncomeRedemptionEvent {
+    eventType: 'fixed-income.redemption';
+    instrumentId: string;
+    redemptionType: RedemptionType;
+    /** Magnitude of face units redeemed, > 0, for either a long or short holding. */
+    quantity: number;
+    /** Redemption price per unit (par = 1 per unit of face, or 100 per 100 face — the fill's unit). */
+    pricePerUnit: number;
+    currency: string;
+    settleTimestampMs?: EpochMs;
+    lotSelections?: TradeFillLotSelection[];
+}
+/** The instrument is renamed; lots, basis, and lot ids carry over. */
+export interface SymbolChangeEvent {
+    eventType: 'corporate.symbol-change';
+    fromInstrumentId: string;
+    toInstrumentId: string;
+}
+/**
+ * A merger: stock-for-stock (`sharesPerShare` of `toInstrumentId` per share held), cash
+ * (`cashPerShare`), or both. At least one consideration is REQUIRED.
+ */
+export interface MergerEvent {
+    eventType: 'corporate.merger';
+    fromInstrumentId: string;
+    toInstrumentId?: string;
+    sharesPerShare?: number;
+    cashPerShare?: number;
+    /** Required with `cashPerShare`. */
+    currency?: string;
+    settleTimestampMs?: EpochMs;
+}
+/** A spin-off: child shares per parent share with an EXPLICIT basis allocation fraction. */
+export interface SpinOffEvent {
+    eventType: 'corporate.spin-off';
+    parentInstrumentId: string;
+    childInstrumentId: string;
+    sharesPerParentShare: number;
+    /** Fraction of the parent's basis that moves to the child, in [0, 1]. REQUIRED. */
+    basisAllocationFraction: number;
+}
+/** A return of capital: cash received reduces basis (never income); excess over basis is realized. */
+export interface ReturnOfCapitalEvent {
+    eventType: 'corporate.return-of-capital';
+    instrumentId: string;
+    amountPerShare: number;
+    currency: string;
+    settleTimestampMs?: EpochMs;
+}
+/** Cash in lieu of a fractional quantity surrendered (after a split, merger, or spin-off). */
+export interface CashInLieuEvent {
+    eventType: 'corporate.cash-in-lieu';
+    instrumentId: string;
+    /** Fractional quantity surrendered, > 0. */
+    quantity: number;
+    /** Cash received, in `currency`. */
+    amount: number;
+    currency: string;
+    relatesToEventId?: string;
+    settleTimestampMs?: EpochMs;
+}
+/** Lots move between two accounts of the portfolio; basis and opening dates are preserved. */
+export interface PositionTransferEvent {
+    eventType: 'position.transfer';
+    instrumentId: string;
+    /** Unsigned quantity moved, > 0. */
+    quantity: number;
+    fromAccountId: string;
+    toAccountId: string;
+    lotSelections?: TradeFillLotSelection[];
+}
+/** The closed first-slice economic-event union (agent-native doc's decided event families). */
+/**
+ * Reverse an applied fact EXACTLY. The envelope's `reversesEventId` names it; `original` carries
+ * the applied envelope verbatim so the fold can prove (by content hash against its registry) that
+ * what is being reversed is what was applied — a reversal never targets an imagined fact.
+ * History is not rewritten: the original stays in the registry, the reversal is registered beside
+ * it, and the state records the link.
+ */
+export interface AdminReversalEvent {
+    eventType: 'admin.reversal';
+    original: PortfolioEventEnvelope;
+    reason?: string;
+}
+/**
+ * Reverse an applied fact exactly and record what it should have been, atomically. The
+ * `replacement` folds at the ORIGINAL's effective instant (so lot order and settlement timing are
+ * what they would have been had the fact been recorded right), under the correction's identity.
+ */
+export interface AdminCorrectionEvent {
+    eventType: 'admin.correction';
+    original: PortfolioEventEnvelope;
+    replacement: EconomicPortfolioEvent;
+    reason?: string;
+}
+/** An audit marker that an account's identity moved; no economic effect (the marker is the fact). */
+export interface AdminAccountMigrationEvent {
+    eventType: 'admin.account-migration';
+    fromAccountId: string;
+    toAccountId: string;
+    reason?: string;
+}
+/** The events with an economic effect — everything an `admin.*` event can reference or replace. */
+export type EconomicPortfolioEvent = CashDepositEvent | CashWithdrawalEvent | CashTransferEvent | CashConversionEvent | TradeFillEvent | CostChargeEvent | IncomeReceivedEvent | FinancingChargeEvent | StockSplitEvent | OptionExerciseEvent | OptionAssignmentEvent | OptionExpirationEvent | ContractMultiplierChangeEvent | VariationMarginEvent | DerivativeRollEvent | FixedIncomeRedemptionEvent | SymbolChangeEvent | MergerEvent | SpinOffEvent | ReturnOfCapitalEvent | CashInLieuEvent | PositionTransferEvent;
+export type PortfolioEvent = EconomicPortfolioEvent | AdminReversalEvent | AdminCorrectionEvent | AdminAccountMigrationEvent;
+export type PortfolioEventType = PortfolioEvent['eventType'];
+/**
+ * The canonical event envelope — JSON-safe, CloudEvents-mappable without the dependency, and
+ * clock-free: BOTH timestamps are supplied explicitly; the package never reads the system clock.
+ * `(sourceId, eventId)` is the duplicate boundary: replaying an identical envelope is a no-op,
+ * and a same-key envelope with a different body is a typed conflict
+ * (`portfolio.duplicate_event_conflict`).
+ */
+export interface PortfolioEventEnvelope {
+    /** Unique within `sourceId` — together they are the duplicate boundary. */
+    eventId: string;
+    /** Must equal {@link PORTFOLIO_EVENT_SCHEMA_VERSION}. */
+    schemaVersion: number;
+    /** Redundant discriminator; must equal `event.eventType`. */
+    eventType: PortfolioEventType;
+    /** The system that emitted the event (a broker import, a simulator, a manual entry). */
+    sourceId: string;
+    /** The account the event is recorded against (for transfers, the FROM account). */
+    accountId: string;
+    /** When the economic effect occurred. Events fold in non-decreasing `effectiveTimestampMs`. */
+    effectiveTimestampMs: EpochMs;
+    /** When the event was recorded — may lag the effect; never read from a clock by this package. */
+    recordedTimestampMs: EpochMs;
+    correlationId?: string;
+    causationId?: string;
+    /** Names a prior event this one reverses. Recorded now; the repair fold is a later slice. */
+    reversesEventId?: string;
+    event: PortfolioEvent;
+    /** Where the event came from — caller-supplied, never fetched; OUTSIDE the event identity. */
+    provenance: Provenance;
+}
+/**
+ * Validate one {@link PortfolioEventEnvelope} at a public boundary (Law 12 closed request): known
+ * keys at every level, identity strings, finite explicit timestamps, the schema version, the
+ * envelope/payload discriminator agreement, and the full per-variant payload contract. The guard
+ * validates its own `functionName` and `label` first (the `requireFundamentalPeriod` precedent) so
+ * its teaching errors always name the real boundary.
+ */
+export declare function requirePortfolioEventEnvelope(functionName: string, label: string, envelope: PortfolioEventEnvelope): asserts envelope is PortfolioEventEnvelope;
+/**
+ * The event's content identity and the CONFLICT boundary for duplicate `(sourceId, eventId)`
+ * delivery: the `sha256:` content hash (Gate B canonical JSON) of the envelope EXCLUDING
+ * `provenance` — two deliveries of the same economic fact under different source labels are the
+ * SAME event (Gate B Decision 3: provenance is outside every identity). The envelope is fully
+ * validated first; a malformed envelope never acquires a confident-looking hash.
+ */
+export declare function portfolioEventContentHash(envelope: PortfolioEventEnvelope): string;
+/**
+ * The `(sourceId, eventId)` duplicate-boundary key — the exact registry key `PortfolioState`
+ * records under `appliedEvents`, exposed so stores and importers can pre-check delivery without
+ * re-deriving the encoding.
+ */
+export declare function duplicateBoundaryKey(envelope: PortfolioEventEnvelope): string;
+/** Additional cash charges, each in the fill's currency, ≥ 0. Never repeat costs embedded in pricePerUnit. */
+export interface NormalizedFillCosts {
+    commission?: number;
+    exchangeFees?: number;
+    regulatoryFees?: number;
+    slippageAdjustment?: number;
+}
+/** Whether the fill added liquidity (rested) or removed it (crossed); unknown when the venue did not say. */
+export type NormalizedFillLiquidity = 'maker' | 'taker' | 'unknown';
+/**
+ * One execution fact, normalized. Everything an economic ledger needs to book the fill is here;
+ * nothing about the order's journey (acknowledgements, partials, replacements) is — that is the
+ * execution journal's, which stays separate from the ledger by design.
+ */
+export interface NormalizedFill {
+    /** Unique within `sourceId`; becomes the `trade.fill` event's id, so a replayed fill folds once. */
+    fillId: string;
+    accountId: string;
+    instrumentId: string;
+    side: 'buy' | 'sell';
+    /** Filled quantity, > 0 (fractional supported); `side` carries the direction. */
+    quantity: number;
+    /** Execution price per unit in `currency`. Finite; sign-unconstrained (negative prints are real). */
+    pricePerUnit: number;
+    currency: string;
+    /** When the fill happened — the event's effective instant. */
+    filledTimestampMs: EpochMs;
+    /** When the cash leg settles; omitted = settles at the fill. Never before `filledTimestampMs`. */
+    settleTimestampMs?: EpochMs;
+    /** Units of the underlying per unit of quantity; REQUIRED when `contract` is given (the ledger's law). */
+    contractMultiplier?: number;
+    settlementStyle?: SettlementStyle;
+    contract?: DerivativeContractTerms;
+    /** Accrued interest paid (bought) or received (sold) with a bond fill, in `currency`. */
+    accruedInterest?: number;
+    costs?: NormalizedFillCosts;
+    /** Absolute execution-price deviation × quantity × multiplier, in currency, ≥ 0. Attribution
+     * only: already embedded in pricePerUnit, NEVER emitted as another cash charge. */
+    executionPriceAdjustment?: number;
+    /** The order this fill answers; becomes the events' `correlationId`. */
+    orderId?: string;
+    venue?: string;
+    liquidity?: NormalizedFillLiquidity;
+}
+export declare const NORMALIZED_FILL_KEYS: readonly ["fillId", "accountId", "instrumentId", "side", "quantity", "pricePerUnit", "currency", "filledTimestampMs", "settleTimestampMs", "contractMultiplier", "settlementStyle", "contract", "accruedInterest", "costs", "executionPriceAdjustment", "orderId", "venue", "liquidity"];
+/**
+ * Validate a {@link NormalizedFill} at a public boundary: a closed plain-data record whose numbers
+ * are finite, whose quantity is positive, whose settlement never precedes the fill, whose cost
+ * components are non-negative, and whose derivative terms come with their multiplier. The
+ * economic laws a fill must satisfy inside the ledger (a future settles by variation margin, a lot
+ * selection names real lots, …) are enforced by the event validator the mapped events pass through.
+ */
+export declare function requireNormalizedFill(functionName: string, label: string, fill: unknown): asserts fill is NormalizedFill;
+/** Input for {@link portfolioEventsFromFill}. */
+export interface PortfolioEventsFromFillInput {
+    fill: NormalizedFill;
+    /** The system that produced the fill — `'backtest:<runId>'`, a broker import id, a paper account. */
+    sourceId: string;
+    /** When the events are recorded — supplied, never read from a clock. */
+    recordedTimestampMs: EpochMs;
+    /** Where the fill came from; `{}` when there is no further detail. Outside the event identity. */
+    provenance?: Provenance;
+}
+/**
+ * Map one {@link NormalizedFill} to the economic events the ledger folds: exactly one `trade.fill`
+ * (id = `fillId`) followed by one `cost.charge` per non-zero cost component (id =
+ * `<fillId>:cost:<component>`, `relatesToEventId` = the fill), in the fixed order commission →
+ * exchange fees → regulatory fees → slippage adjustment. The mapping is deterministic and the ids
+ * are derived from the fill, so an identical fill delivered twice folds once (the ledger's
+ * duplicate boundary) and a replay emits identical envelopes. Every envelope passes the same
+ * validator a hand-written one would.
+ */
+export declare function portfolioEventsFromFill(input: PortfolioEventsFromFillInput): PortfolioEventEnvelope[];
+//# sourceMappingURL=events.d.ts.map

package/modules/portfolio/dist/events.d.ts.map

@@ -0,0 +1 @@
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