@insiderfinance/totalfinance 0.1.0

package/modules/strategy/dist/types.d.ts

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+/** Strategy types (spec §12). */
+import type { Computed, EpochMs } from '../../core/dist/index.js';
+import type { ExtendedGreeks } from '../../options/dist/index.js';
+export type LegKind = 'call' | 'put' | 'stock';
+/**
+ * A share position inside a strategy (B4: a stock leg is a stock). `quantity` is signed shares —
+ * positive = long, negative = short — never scaled by the option multiplier; `price` is the entry
+ * price per share. A stock row carries no strike, no premium and no expiry.
+ */
+export interface StockLeg {
+    kind: 'stock';
+    /** Entry price per share. */
+    price: number;
+    /** Signed shares: positive = long, negative = short. */
+    quantity: number;
+    /** Never on a stock row (typed so a union read narrows to `undefined`, not to a fake 0). */
+    strike?: undefined;
+    premium?: undefined;
+    expiry?: undefined;
+    impliedVolatility?: undefined;
+}
+/**
+ * An option leg. `quantity` is signed contracts — positive = long, negative = short — scaled by the
+ * position multiplier; `premium` is the entry premium per share.
+ */
+export interface OptionLeg {
+    kind: 'call' | 'put';
+    /** Never on an option row (a stock row's entry price). */
+    price?: undefined;
+    strike: number;
+    /** Entry premium per share. */
+    premium: number;
+    /** Signed contracts: positive = long, negative = short. */
+    quantity: number;
+    /**
+     * Optional per-leg expiry (`YYYY-MM-DD` → 16:00 ET, or a full datetime). When omitted the leg uses
+     * the position-level expiry supplied to `value()`. Set it for multi-expiry structures (calendars,
+     * diagonals, double diagonals) so each leg is priced at its own time-to-expiry.
+     */
+    expiry?: string;
+    /**
+     * Optional per-leg implied volatility (decimal, e.g. `0.28`). When set, `value()`/`chartData()`/
+     * `scenarioTable()` price this leg at its own IV instead of the position-level `vol` — so a real
+     * chain (four distinct IVs on an iron condor) marks correctly. When omitted, the leg falls back to
+     * the position-level `vol`. The result's `assumptions.volatilitySource` reports which was used.
+     */
+    impliedVolatility?: number;
+}
+/** A single position leg: a stock row or an option row, discriminated by `kind`. */
+export type Leg = StockLeg | OptionLeg;
+/** Where a mark-to-market's volatility came from: all position-level, all per-leg, or a mix. */
+export type VolatilitySource = 'position' | 'perLeg' | 'mixed' | 'perCall';
+/** How a position's entry premiums were obtained. */
+export type PremiumSource = 'user' | 'model';
+/** Which volatility priced a modeled entry premium (see `PositionAssumptions`). */
+export type PremiumVolatilitySource = 'leg' | 'position' | 'mixed';
+/**
+ * Market snapshot for MODEL-priced entry premiums (§3.4). Supplied via `PositionConfig.market` with
+ * `premiums: 'model'` so a builder given strikes but no fills (the profit-calculator user) still gets
+ * breakevens / max P&L / PoP — every unpriced leg is priced from this market by the BSM engine.
+ */
+export interface PremiumMarket {
+    spot: number;
+    /**
+     * Entry implied volatility (annualized decimal) for unpriced legs that carry no `impliedVolatility`
+     * of their own — a leg's own volatility always wins, exactly as it does when `value()` marks it.
+     */
+    volatility: number;
+    riskFreeRate: number;
+    /** Entry time (epoch ms or ISO). Each leg's entry `t = yearFraction(asOf, leg.expiry ?? market.expiry)`. */
+    asOf: EpochMs | string;
+    dividendYield?: number;
+    /** Default expiry for legs without their own `expiry` (single-expiry structures). */
+    expiry?: string;
+}
+export interface PositionConfig {
+    /** Contract multiplier for option legs (default 100). */
+    multiplier?: number;
+    /** Entry-premium source: `'user'` (from the leg inputs, default) or `'model'` (priced from `market`). */
+    premiums?: PremiumSource;
+    /**
+     * Market for model-priced entry premiums (required when `premiums: 'model'` and any leg omits its
+     * premium) — AND the position's remembered market (R5): `probability()`, `monteCarloProbability()`,
+     * `value()`, `scenarioTable()`, and `chartData()` use it as their default market, with per-call
+     * fields merged over it. Results echo `marketSource: 'construction' | 'call' | 'merged'`.
+     */
+    market?: PremiumMarket;
+    /**
+     * Position-level default expiry (`YYYY-MM-DD` → 16:00 ET, or a datetime) applied to every leg
+     * that has no `expiry` of its own. Named builders route their input's `expiry` here. Precedence
+     * per leg: `leg.expiry` > `expiry` > `market.expiry` (R4).
+     */
+    expiry?: string;
+}
+/**
+ * EXACT {@link PositionConfig} fields (Law 12) — shared by the named builders (`manifest.ts`) and
+ * the generic constructors (`Position`), so `{ premums: 'model' }` teaches with a did-you-mean
+ * everywhere instead of silently pricing with user premiums.
+ */
+export declare const POSITION_CONFIG_KEYS: readonly ["multiplier", "premiums", "market", "expiry"];
+/**
+ * Where the market fields a computation ran with came from (R5): entirely from the construction
+ * market (`'construction'`), entirely from the call site (`'call'`), or a merge of both
+ * (`'merged'`). Echoed on every market-consuming result so it can answer "what did you assume?".
+ */
+export type MarketSource = 'construction' | 'call' | 'merged';
+/**
+ * A leg before entry-price resolution: an option's `premium` (or a stock's `price`) is optional
+ * and filled by the model — the Black–Scholes–Merton premium, the market spot — when omitted
+ * under `{ premiums: 'model', market }`.
+ */
+export type LegInput = (Omit<StockLeg, 'price'> & {
+    price?: number;
+}) | (Omit<OptionLeg, 'premium'> & {
+    premium?: number;
+});
+/** Position-construction assumptions (design law #3): how entry premiums were sourced. */
+export interface PositionAssumptions {
+    /** `'user'` when every entry premium was supplied; `'model'` when any was priced from `market`. */
+    premiumSource: PremiumSource;
+    /**
+     * When premiums were modeled, which volatility priced them: each leg's own `impliedVolatility`
+     * (`'leg'`), the position-level `market.volatility` (`'position'`), or both across legs
+     * (`'mixed'`) — the same source `value()` marks with, so a chain-fed position opens flat.
+     */
+    premiumVolatilitySource?: PremiumVolatilitySource;
+    /** Contract multiplier applied to option legs. */
+    multiplier: number;
+    /** The named builder that constructed this position (provenance — see `classifyStrategy`). */
+    constructedAs?: string;
+}
+export interface PriceRange {
+    from: number;
+    to: number;
+    steps: number;
+}
+export interface PayoffMetrics {
+    /** Net cash to enter: positive = debit paid, negative = credit received. */
+    netDebit: number;
+    /** Net credit received (the negation of `netDebit`). */
+    netCredit: number;
+    /** Maximum profit at expiration, or `null` when the profit is unbounded (`bounded.profit`). */
+    maxProfit: number | null;
+    /** Maximum loss at expiration as a negative number, or `null` when unbounded (`bounded.loss`). */
+    maxLoss: number | null;
+    /**
+     * Whether each tail is bounded. An unbounded side is `null` above, never `Infinity` (B3): a
+     * naked short call has `bounded.loss === false`, a long call `bounded.profit === false`.
+     */
+    bounded: {
+        profit: boolean;
+        loss: boolean;
+    };
+    /** Underlying prices at which expiration P&L is zero. */
+    breakevens: number[];
+}
+export interface PayoffResult extends PayoffMetrics {
+    /** Chart-ready points of expiration P&L vs. underlying price. */
+    points: Array<{
+        underlyingPrice: number;
+        pnl: number;
+    }>;
+}
+export interface MarkToMarketInput {
+    /** Underlying spot price (WS3.2: renamed from `underlyingPrice` for workspace consistency). */
+    spot: number;
+    /** Snapshot time. Epoch ms, or an ISO date/datetime string parsed at the boundary. */
+    asOf: EpochMs | string;
+    expiry: string;
+    /**
+     * Position-level implied volatility. OPTIONAL: a position whose every option leg carries its own
+     * `iv` prices entirely per-leg and needs no position vol. It is required (and validated positive)
+     * only when at least one un-expired option leg has no per-leg `iv`; omitting it then throws.
+     */
+    volatility?: number;
+    riskFreeRate: number;
+    dividendYield?: number;
+    /**
+     * Additive volatility shock (decimal) applied to EVERY effective leg volatility — the per-leg
+     * `impliedVolatility` when a leg carries one, and the position-level `volatility` otherwise. This
+     * is what makes a volatility scenario reach per-leg-IV legs; without it, shocking only
+     * `volatility` is a silent no-op for legs that fix their own implied volatility.
+     */
+    volatilityShock?: number;
+    /**
+     * Per-leg volatility OVERRIDES for this call (Preview P1), aligned to `position.legs`: leg `i`
+     * prices at `legVolatilities[i]` when it is a number, else at its own `impliedVolatility`, else at
+     * the position-level `volatility` (`volatilityShock` still adds on top). This is how a mark from
+     * CURRENT contract quotes reaches a position whose legs were built with entry volatilities — the
+     * position stays immutable, the call states the market. `assumptions.volatilitySource` reports
+     * `'perCall'` when any override applied.
+     */
+    legVolatilities?: readonly (number | undefined)[];
+}
+export interface LegValuation {
+    leg: Leg;
+    value: number;
+    pnl: number;
+    /** Full extended greeks (first + second-order) — the second-order fields power higher-order P&L
+     *  attribution (`explainPositionPnl`) automatically. A stock leg is pure delta; an expired leg zeroed. */
+    greeks: ExtendedGreeks;
+}
+export interface MarkToMarketResult extends Computed<number, {
+    volatilitySource: VolatilitySource;
+    marketSource: MarketSource;
+}> {
+    /** Current mark-to-market P&L (also `value`). */
+    pnl: number;
+    perLeg: LegValuation[];
+    /** Book-aggregate extended greeks: additive fields summed over legs; `lambda` (Δ·S/V) recomputed at
+     *  the book level (null when the book value underflows to 0). */
+    greeks: ExtendedGreeks;
+}
+export interface ChartInclude {
+    expirationPnl?: boolean;
+    currentPnl?: boolean;
+    delta?: boolean;
+    theta?: boolean;
+}
+/** One cell of a {@link WhatIfCubeValue}: a mark-to-market at a (spot, vol shock, days-forward) point. */
+export interface WhatIfCell {
+    underlyingPrice: number;
+    /** Additive vol shock applied (decimal). */
+    volatilityShock: number;
+    /** Calendar days advanced from `asOf`. */
+    daysForward: number;
+    /** Mark-to-market P&L in this scenario. */
+    pnl: number;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+}
+/** A point of the optimal-exit surface: per (spot, vol shock), the day that optimizes P&L. */
+export interface OptimalExitPoint {
+    underlyingPrice: number;
+    volatilityShock: number;
+    /** The `daysForward` (from the time axis) that optimizes P&L at this (spot, vol). */
+    daysForward: number;
+    /** The optimized P&L there. */
+    pnl: number;
+}
+/**
+ * The GBM terminal-price law for the what-if cube's spot distribution (Wave 6 §3). Drift follows the
+ * same measure grammar as {@link Position.probability} — there is no silent zero-drift default.
+ */
+export type WhatIfGbmProbabilityModel = {
+    kind: 'gbm';
+    annualizedVolatility: number;
+    measure?: 'riskNeutral';
+} | {
+    kind: 'gbm';
+    annualizedVolatility: number;
+    measure: 'realWorld';
+    /** Annualized total expected return before dividend yield. */
+    expectedReturn: number;
+} | {
+    kind: 'gbm';
+    annualizedVolatility: number;
+    measure: 'explicit';
+    /** Annualized arithmetic GBM drift used directly for the underlying process. */
+    drift: number;
+};
+/** The what-if cube's spot process: a GBM (by measure) or an explicit terminal density over a support. */
+export type WhatIfProbabilityModel = WhatIfGbmProbabilityModel | {
+    kind: 'custom';
+    density: (price: number, yearsForward: number) => number;
+    support: {
+        from: number;
+        to: number;
+    };
+};
+/** Probability-mode options for {@link Position.whatIfCube}. */
+export interface WhatIfProbabilityOptions {
+    model: WhatIfProbabilityModel;
+    /** How finite price-grid tails are handled; default `'report-and-renormalize'`. */
+    gridPolicy?: 'report-and-renormalize' | 'include-in-edge-bins';
+}
+/** Options for {@link Position.whatIfCube}. */
+export interface WhatIfCubeOptions {
+    /** Market overrides; defaults from the construction market (R5). */
+    market?: Partial<Omit<MarkToMarketInput, 'spot'>>;
+    /** Spot axis: an explicit grid array or a `{ from, to, steps }` range. Omit for the default window. */
+    prices?: number[] | PriceRange;
+    /** Additive vol shocks (decimal), e.g. `[-0.05, 0, 0.05]`. Default `[0]`. */
+    volatilityShocks?: number[];
+    /** Calendar days to advance `asOf`, e.g. `[0, 7, 30]`. Default `[0]`. */
+    daysForward?: number[];
+    /** Which extremum the optimal-exit surface picks per (spot, vol); default `'max-pnl'`. */
+    objective?: 'max-pnl' | 'min-pnl';
+    /**
+     * Opt-in probability weighting (Wave 6 §3). When set, the result gains a `probability` block with the
+     * per-day spot mass, disclosed tails, and per-(vol, day) expected P&L. Requires strictly increasing
+     * unique prices and non-negative days.
+     */
+    probability?: WhatIfProbabilityOptions;
+}
+/** The what-if cube's probability block — resolved spot mass per day, tails, and expected P&L. */
+export interface WhatIfCubeProbability {
+    /** Day outer, price inner. Volatility-independent spot mass (renormalized in-grid per `gridPolicy`). */
+    spotMassByDay: number[][];
+    /** Per day, the raw mass below the grid's lower edge and above its upper edge (before renormalization). */
+    tailMassByDay: Array<{
+        below: number;
+        above: number;
+    }>;
+    gridPolicy: 'report-and-renormalize' | 'include-in-edge-bins';
+    /** `conditional-on-grid` (tails renormalized out) or `edge-censored` (tails folded into edge bins). */
+    expectationMeaning: 'conditional-on-grid' | 'edge-censored';
+    /** The resolved model, echoed — including the resolved drift, so the assumption is inspectable. */
+    modelAssumptions: {
+        kind: 'gbm';
+        measure: 'riskNeutral';
+        annualizedVolatility: number;
+        riskFreeRate: number;
+        dividendYield: number;
+        resolvedDrift: number;
+    } | {
+        kind: 'gbm';
+        measure: 'realWorld';
+        annualizedVolatility: number;
+        expectedReturn: number;
+        dividendYield: number;
+        resolvedDrift: number;
+    } | {
+        kind: 'gbm';
+        measure: 'explicit';
+        annualizedVolatility: number;
+        drift: number;
+        resolvedDrift: number;
+    } | {
+        kind: 'custom';
+        support: {
+            from: number;
+            to: number;
+        };
+    };
+    /** Volatility-shock outer, day inner. Probability-weighted expected P&L, interpreted by `expectationMeaning`. */
+    expectedPnlByVolatilityAndDay: number[][];
+}
+/** The what-if cube's break-even-time surface: the first non-negative-P&L day per (price, vol). */
+export interface WhatIfCubeBreakEven {
+    /** Price outer, vol-shock inner. The `daysForward` value of the first non-negative-P&L day, or `null`. */
+    firstNonNegativeDayByPriceAndVolatility: Array<Array<number | null>>;
+}
+/** The cube value: the axes, the flat (row-major) cells, the optimal-exit surface, and the extremes. */
+export interface WhatIfCubeValue {
+    axes: {
+        prices: number[];
+        volatilityShocks: number[];
+        daysForward: number[];
+    };
+    /** Flat cells, row-major: price outer, vol middle, day inner. */
+    cells: WhatIfCell[];
+    /** One entry per (price, volatilityShock) — the optimal-exit surface over the (spot, vol) plane. */
+    optimalExit: OptimalExitPoint[];
+    /** The global maximum-P&L cell across the whole cube. */
+    best: WhatIfCell;
+    /** The global minimum-P&L cell across the whole cube. */
+    worst: WhatIfCell;
+    /** Time-to-break-even surface — the first non-negative-P&L day per (price, vol). Always present. */
+    breakEven: WhatIfCubeBreakEven;
+    /** Probability weighting — present only when `probability` was requested. */
+    probability?: WhatIfCubeProbability;
+}
+/** Result of {@link Position.whatIfCube} — the R2 one-envelope form. */
+export type WhatIfCubeResult = Computed<WhatIfCubeValue, {
+    marketSource: MarketSource;
+}>;
+//# sourceMappingURL=types.d.ts.map

package/modules/strategy/dist/types.d.ts.map

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package/modules/strategy/dist/types.js

@@ -0,0 +1,8 @@
+/** Strategy types (spec §12). */
+/**
+ * EXACT {@link PositionConfig} fields (Law 12) — shared by the named builders (`manifest.ts`) and
+ * the generic constructors (`Position`), so `{ premums: 'model' }` teaches with a did-you-mean
+ * everywhere instead of silently pricing with user premiums.
+ */
+export const POSITION_CONFIG_KEYS = ['multiplier', 'premiums', 'market', 'expiry'];
+//# sourceMappingURL=types.js.map

package/modules/strategy/dist/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"AAAA,iCAAiC;AAwGjC;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,CAAC,YAAY,EAAE,UAAU,EAAE,QAAQ,EAAE,QAAQ,CAAU,CAAC"}

package/modules/strategy/dist/validate.d.ts

@@ -0,0 +1,63 @@
+/**
+ * Input-shape guards for the named strategy builders (design law #4 / the first-touch law).
+ *
+ * A builder dereferences named slots off its input object (`input.putLong.strike`, …). A wrong but
+ * reasonable guess (`ironCondor({ putLongStrike: 540 })`) would otherwise crash with a raw
+ * `TypeError: Cannot read properties of undefined` from deep in the build path. These guards run
+ * FIRST and throw the teaching `wrongShapeError`, which echoes the expected slots and the keys the
+ * caller actually passed — turning the error into documentation of the right shape.
+ */
+import type { LegInput, PositionConfig } from './types.js';
+/**
+ * A distinct-strike builder slot (R3): a bare strike number, or `{ strike, premium? }`. A bare
+ * number means "strike only" — the premium is supplied later or model-priced via
+ * `{ premiums: 'model', market }`. Legs sharing one strike use `{ strike, callPremium?,
+ * putPremium? }` instead (the shared-strike rule).
+ */
+export type Role = number | {
+    strike: number;
+    premium?: number;
+};
+/** Normalize a {@link Role} slot to `{ strike, premium? }`, teaching the shape on garbage. */
+export declare function roleLeg(role: Role | undefined, functionName: string, slot: string): {
+    strike: number;
+    premium?: number;
+};
+/**
+ * Route a builder input's `expiry` to the position config (R4): every named builder accepts
+ * `expiry` in its input object, and the Position materializes it onto legs that lack their own.
+ * The input's expiry wins over a `config.expiry` (it is the more local statement).
+ */
+export declare function routeExpiry(expiry: string | undefined, config: PositionConfig | undefined): PositionConfig | undefined;
+/** Validate an optional market expiry even when the caller's selected branch will not consume it. */
+export declare function ensureOptionalMarketExpiry(value: unknown, functionName: string, field?: string): void;
+/**
+ * Throw a teaching error unless `input` is an object carrying every `requiredSlots` key. `shape` is a
+ * human-readable description of the full expected input, shown verbatim in the message.
+ */
+export declare function validateSlots(input: unknown, requiredSlots: readonly string[], functionName: string, shape: string): void;
+/** One role slot of a builder, paired with the strike the caller actually put in it. */
+export interface OrderedRole {
+    /** The input field name, e.g. `putShort`. */
+    slot: string;
+    strike: number;
+}
+/**
+ * Enforce a builder's DOCUMENTED strike ordering (`putLong < putShort < callShort < callLong`,
+ * `lower < middle < upper`, `k1 < k2 < k3 < k4`, …).
+ *
+ * These orderings were documented preconditions that nothing checked, so violating one built a
+ * DIFFERENT structure under the requested name: `ironCondor` with the put strikes swapped silently
+ * produced a debit inverse condor still stamped `constructedAs: 'ironCondor'`, and every downstream
+ * number (net debit, max loss, margin, classification) described a position the caller never asked
+ * for. `roles` is the builder's slot list in the order the docs promise; the error names the
+ * violated pair, echoes what was passed, and — when the legs happen to match another catalog
+ * builder — names that builder.
+ */
+export declare function ensureAscendingRoles(functionName: string, roles: readonly OrderedRole[], asPassedLegs: readonly LegInput[]): void;
+/**
+ * Reject a known-retired key with a message that teaches the replacement — silently ignoring it
+ * (the input passes `validateSlots` on the new required keys) would be the worst failure mode.
+ */
+export declare function rejectRetiredKey(input: object, key: string, functionName: string, teach: string): void;
+//# sourceMappingURL=validate.d.ts.map

package/modules/strategy/dist/validate.d.ts.map

@@ -0,0 +1 @@
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package/modules/strategy/dist/validate.js

@@ -0,0 +1,146 @@
+/**
+ * Input-shape guards for the named strategy builders (design law #4 / the first-touch law).
+ *
+ * A builder dereferences named slots off its input object (`input.putLong.strike`, …). A wrong but
+ * reasonable guess (`ironCondor({ putLongStrike: 540 })`) would otherwise crash with a raw
+ * `TypeError: Cannot read properties of undefined` from deep in the build path. These guards run
+ * FIRST and throw the teaching `wrongShapeError`, which echoes the expected slots and the keys the
+ * caller actually passed — turning the error into documentation of the right shape.
+ */
+import { ErrorCode, InputError, isQuantError, optionExpiryToMs, wrongShapeError, } from '../../core/dist/index.js';
+import { classifyStrategy } from './classify.js';
+/** Normalize a {@link Role} slot to `{ strike, premium? }`, teaching the shape on garbage. */
+export function roleLeg(role, functionName, slot) {
+    if (typeof role === 'number')
+        return { strike: role };
+    if (role !== null &&
+        typeof role === 'object' &&
+        typeof role.strike === 'number') {
+        return role;
+    }
+    throw new InputError(`${functionName}: ${slot} must be a strike number or { strike, premium? }, got ${JSON.stringify(role)}.`, { code: ErrorCode.InputWrongType, context: { slot, received: role } });
+}
+/**
+ * Route a builder input's `expiry` to the position config (R4): every named builder accepts
+ * `expiry` in its input object, and the Position materializes it onto legs that lack their own.
+ * The input's expiry wins over a `config.expiry` (it is the more local statement).
+ */
+export function routeExpiry(expiry, config) {
+    return expiry === undefined ? config : { ...config, expiry };
+}
+/** Validate an optional market expiry even when the caller's selected branch will not consume it. */
+export function ensureOptionalMarketExpiry(value, functionName, field = 'market.expiry') {
+    if (value === undefined)
+        return;
+    if (typeof value !== 'string' || value.length === 0) {
+        throw new InputError(`${functionName}: ${field} must be a YYYY-MM-DD date or zoned ISO datetime string when provided. Received ${value === null ? 'null' : typeof value}.`, {
+            code: ErrorCode.InputWrongType,
+            context: {
+                function: functionName,
+                field,
+                received: value === null ? 'null' : typeof value,
+            },
+        });
+    }
+    try {
+        optionExpiryToMs(value);
+    }
+    catch (cause) {
+        throw new InputError(`${functionName}: ${field} must be a real YYYY-MM-DD date or zoned ISO datetime. Received ${JSON.stringify(value)}.`, {
+            code: isQuantError(cause) ? cause.code : ErrorCode.InputOutOfRange,
+            context: { function: functionName, field, received: value },
+            cause,
+        });
+    }
+}
+/**
+ * Throw a teaching error unless `input` is an object carrying every `requiredSlots` key. `shape` is a
+ * human-readable description of the full expected input, shown verbatim in the message.
+ */
+export function validateSlots(input, requiredSlots, functionName, shape) {
+    if (input === null || typeof input !== 'object') {
+        throw wrongShapeError(functionName, shape, input);
+    }
+    const obj = input;
+    if (requiredSlots.some((k) => obj[k] === undefined)) {
+        throw wrongShapeError(functionName, shape, input);
+    }
+}
+/**
+ * Re-entrancy guard for {@link ensureAscendingRoles}'s did-you-mean hint. The hint classifies the
+ * as-passed legs, and the classifier builds EVERY catalog example on first use — which runs these
+ * same builders. The catalog examples are all correctly ordered so they never violate, but the flag
+ * makes the recursion structurally impossible rather than merely unlikely.
+ */
+let deriving = false;
+/**
+ * Name the builder whose shape the caller's legs ACTUALLY match, derived structurally (never
+ * guessed): `ironCondor` with all four strikes mirrored is a textbook `inverseIronCondor`, and the
+ * error should say so. Returns `''` when the legs match nothing else — a plain ordering mistake.
+ */
+function alternativeHint(functionName, asPassedLegs) {
+    if (deriving)
+        return '';
+    const self = functionName.slice(functionName.lastIndexOf('.') + 1);
+    deriving = true;
+    try {
+        const other = classifyStrategy(asPassedLegs)
+            .matches.map((m) => m.name)
+            .filter((name) => name !== self);
+        if (other.length === 0)
+            return '';
+        return ` Those legs ARE a valid ${other[0]} — did you want strategy.${other[0]}(…)?`;
+    }
+    catch {
+        return ''; // a hint is a courtesy; never let it mask the ordering error
+    }
+    finally {
+        deriving = false;
+    }
+}
+/**
+ * Enforce a builder's DOCUMENTED strike ordering (`putLong < putShort < callShort < callLong`,
+ * `lower < middle < upper`, `k1 < k2 < k3 < k4`, …).
+ *
+ * These orderings were documented preconditions that nothing checked, so violating one built a
+ * DIFFERENT structure under the requested name: `ironCondor` with the put strikes swapped silently
+ * produced a debit inverse condor still stamped `constructedAs: 'ironCondor'`, and every downstream
+ * number (net debit, max loss, margin, classification) described a position the caller never asked
+ * for. `roles` is the builder's slot list in the order the docs promise; the error names the
+ * violated pair, echoes what was passed, and — when the legs happen to match another catalog
+ * builder — names that builder.
+ */
+export function ensureAscendingRoles(functionName, roles, asPassedLegs) {
+    for (let i = 1; i < roles.length; i++) {
+        const lower = roles[i - 1];
+        const upper = roles[i];
+        if (lower.strike < upper.strike)
+            continue;
+        const expected = roles.map((r) => r.slot).join(' < ');
+        const received = roles.map((r) => `${r.slot}: ${r.strike}`).join(', ');
+        const relation = lower.strike === upper.strike ? 'equals' : 'is above';
+        throw new InputError(`${functionName}: strikes must be ascending (${expected}), but ${lower.slot} (${lower.strike}) ` +
+            `${relation} ${upper.slot} (${upper.strike}). Received ${received}.` +
+            alternativeHint(functionName, asPassedLegs), {
+            code: ErrorCode.InputOutOfRange,
+            context: {
+                expected,
+                violated: { lower: lower.slot, upper: upper.slot },
+                received: Object.fromEntries(roles.map((r) => [r.slot, r.strike])),
+            },
+        });
+    }
+}
+/**
+ * Reject a known-retired key with a message that teaches the replacement — silently ignoring it
+ * (the input passes `validateSlots` on the new required keys) would be the worst failure mode.
+ */
+export function rejectRetiredKey(input, key, functionName, teach) {
+    if (key in input) {
+        throw new InputError(`${functionName}: \`${key}\` is not an input — ${teach}`, {
+            code: ErrorCode.InputWrongType,
+            context: { key },
+        });
+    }
+}
+//# sourceMappingURL=validate.js.map

package/modules/strategy/dist/validate.js.map

@@ -0,0 +1 @@
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