@insiderfinance/totalfinance 0.1.0

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Files changed (2495) hide show
  1. package/LICENSE +201 -0
  2. package/README.md +339 -0
  3. package/STABILITY.md +23 -0
  4. package/modules/backtest/dist/artifacts.d.ts +23 -0
  5. package/modules/backtest/dist/artifacts.d.ts.map +1 -0
  6. package/modules/backtest/dist/artifacts.js +22 -0
  7. package/modules/backtest/dist/artifacts.js.map +1 -0
  8. package/modules/backtest/dist/broker.d.ts +265 -0
  9. package/modules/backtest/dist/broker.d.ts.map +1 -0
  10. package/modules/backtest/dist/broker.js +1228 -0
  11. package/modules/backtest/dist/broker.js.map +1 -0
  12. package/modules/backtest/dist/costs.d.ts +67 -0
  13. package/modules/backtest/dist/costs.d.ts.map +1 -0
  14. package/modules/backtest/dist/costs.js +171 -0
  15. package/modules/backtest/dist/costs.js.map +1 -0
  16. package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
  17. package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
  18. package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
  19. package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
  20. package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
  21. package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
  22. package/modules/backtest/dist/cross-sectional/folds.js +375 -0
  23. package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
  24. package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
  25. package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
  26. package/modules/backtest/dist/cross-sectional/grid.js +394 -0
  27. package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
  28. package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
  29. package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
  30. package/modules/backtest/dist/cross-sectional/index.js +15 -0
  31. package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
  32. package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
  33. package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
  34. package/modules/backtest/dist/cross-sectional/types.js +12 -0
  35. package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
  36. package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
  37. package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
  38. package/modules/backtest/dist/cross-sectional/validate.js +489 -0
  39. package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
  40. package/modules/backtest/dist/diagnostics.d.ts +16 -0
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  42. package/modules/backtest/dist/diagnostics.js +63 -0
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  44. package/modules/backtest/dist/environment/bench.d.ts +34 -0
  45. package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
  46. package/modules/backtest/dist/environment/bench.js +724 -0
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  48. package/modules/backtest/dist/environment/environment.d.ts +5 -0
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  50. package/modules/backtest/dist/environment/environment.js +618 -0
  51. package/modules/backtest/dist/environment/environment.js.map +1 -0
  52. package/modules/backtest/dist/environment/episode.d.ts +4 -0
  53. package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
  54. package/modules/backtest/dist/environment/episode.js +121 -0
  55. package/modules/backtest/dist/environment/episode.js.map +1 -0
  56. package/modules/backtest/dist/environment/episodes.d.ts +14 -0
  57. package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
  58. package/modules/backtest/dist/environment/episodes.js +644 -0
  59. package/modules/backtest/dist/environment/episodes.js.map +1 -0
  60. package/modules/backtest/dist/environment/features.d.ts +31 -0
  61. package/modules/backtest/dist/environment/features.d.ts.map +1 -0
  62. package/modules/backtest/dist/environment/features.js +157 -0
  63. package/modules/backtest/dist/environment/features.js.map +1 -0
  64. package/modules/backtest/dist/environment/index.d.ts +14 -0
  65. package/modules/backtest/dist/environment/index.d.ts.map +1 -0
  66. package/modules/backtest/dist/environment/index.js +12 -0
  67. package/modules/backtest/dist/environment/index.js.map +1 -0
  68. package/modules/backtest/dist/environment/limits.d.ts +63 -0
  69. package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
  70. package/modules/backtest/dist/environment/limits.js +253 -0
  71. package/modules/backtest/dist/environment/limits.js.map +1 -0
  72. package/modules/backtest/dist/environment/reward.d.ts +5 -0
  73. package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
  74. package/modules/backtest/dist/environment/reward.js +80 -0
  75. package/modules/backtest/dist/environment/reward.js.map +1 -0
  76. package/modules/backtest/dist/environment/types.d.ts +540 -0
  77. package/modules/backtest/dist/environment/types.d.ts.map +1 -0
  78. package/modules/backtest/dist/environment/types.js +2 -0
  79. package/modules/backtest/dist/environment/types.js.map +1 -0
  80. package/modules/backtest/dist/environment/validate.d.ts +23 -0
  81. package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
  82. package/modules/backtest/dist/environment/validate.js +264 -0
  83. package/modules/backtest/dist/environment/validate.js.map +1 -0
  84. package/modules/backtest/dist/event-driven.d.ts +111 -0
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  86. package/modules/backtest/dist/event-driven.js +325 -0
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  88. package/modules/backtest/dist/execution/conformance.d.ts +33 -0
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  91. package/modules/backtest/dist/execution/conformance.js.map +1 -0
  92. package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
  93. package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
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  95. package/modules/backtest/dist/execution/fill-models.js.map +1 -0
  96. package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
  97. package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
  98. package/modules/backtest/dist/execution/fill-order.js +156 -0
  99. package/modules/backtest/dist/execution/fill-order.js.map +1 -0
  100. package/modules/backtest/dist/execution/index.d.ts +33 -0
  101. package/modules/backtest/dist/execution/index.d.ts.map +1 -0
  102. package/modules/backtest/dist/execution/index.js +27 -0
  103. package/modules/backtest/dist/execution/index.js.map +1 -0
  104. package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
  105. package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
  106. package/modules/backtest/dist/execution/intrabar.js +130 -0
  107. package/modules/backtest/dist/execution/intrabar.js.map +1 -0
  108. package/modules/backtest/dist/execution/normalized.d.ts +56 -0
  109. package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
  110. package/modules/backtest/dist/execution/normalized.js +154 -0
  111. package/modules/backtest/dist/execution/normalized.js.map +1 -0
  112. package/modules/backtest/dist/execution/policy.d.ts +84 -0
  113. package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
  114. package/modules/backtest/dist/execution/policy.js +341 -0
  115. package/modules/backtest/dist/execution/policy.js.map +1 -0
  116. package/modules/backtest/dist/execution/types.d.ts +217 -0
  117. package/modules/backtest/dist/execution/types.d.ts.map +1 -0
  118. package/modules/backtest/dist/execution/types.js +8 -0
  119. package/modules/backtest/dist/execution/types.js.map +1 -0
  120. package/modules/backtest/dist/execution/validate.d.ts +35 -0
  121. package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
  122. package/modules/backtest/dist/execution/validate.js +666 -0
  123. package/modules/backtest/dist/execution/validate.js.map +1 -0
  124. package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
  125. package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
  126. package/modules/backtest/dist/generated/validation-specs.js +1129 -0
  127. package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
  128. package/modules/backtest/dist/index.d.ts +33 -0
  129. package/modules/backtest/dist/index.d.ts.map +1 -0
  130. package/modules/backtest/dist/index.js +28 -0
  131. package/modules/backtest/dist/index.js.map +1 -0
  132. package/modules/backtest/dist/options/chain.d.ts +68 -0
  133. package/modules/backtest/dist/options/chain.d.ts.map +1 -0
  134. package/modules/backtest/dist/options/chain.js +303 -0
  135. package/modules/backtest/dist/options/chain.js.map +1 -0
  136. package/modules/backtest/dist/options/engine.d.ts +28 -0
  137. package/modules/backtest/dist/options/engine.d.ts.map +1 -0
  138. package/modules/backtest/dist/options/engine.js +1859 -0
  139. package/modules/backtest/dist/options/engine.js.map +1 -0
  140. package/modules/backtest/dist/options/index.d.ts +23 -0
  141. package/modules/backtest/dist/options/index.d.ts.map +1 -0
  142. package/modules/backtest/dist/options/index.js +21 -0
  143. package/modules/backtest/dist/options/index.js.map +1 -0
  144. package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
  145. package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
  146. package/modules/backtest/dist/options/tearsheet.js +205 -0
  147. package/modules/backtest/dist/options/tearsheet.js.map +1 -0
  148. package/modules/backtest/dist/options/types.d.ts +571 -0
  149. package/modules/backtest/dist/options/types.d.ts.map +1 -0
  150. package/modules/backtest/dist/options/types.js +19 -0
  151. package/modules/backtest/dist/options/types.js.map +1 -0
  152. package/modules/backtest/dist/paper/index.d.ts +13 -0
  153. package/modules/backtest/dist/paper/index.d.ts.map +1 -0
  154. package/modules/backtest/dist/paper/index.js +12 -0
  155. package/modules/backtest/dist/paper/index.js.map +1 -0
  156. package/modules/backtest/dist/paper/paper.d.ts +8 -0
  157. package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
  158. package/modules/backtest/dist/paper/paper.js +950 -0
  159. package/modules/backtest/dist/paper/paper.js.map +1 -0
  160. package/modules/backtest/dist/paper/types.d.ts +190 -0
  161. package/modules/backtest/dist/paper/types.d.ts.map +1 -0
  162. package/modules/backtest/dist/paper/types.js +3 -0
  163. package/modules/backtest/dist/paper/types.js.map +1 -0
  164. package/modules/backtest/dist/paper/validate.d.ts +9 -0
  165. package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
  166. package/modules/backtest/dist/paper/validate.js +112 -0
  167. package/modules/backtest/dist/paper/validate.js.map +1 -0
  168. package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
  169. package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
  170. package/modules/backtest/dist/portfolio/adapters.js +555 -0
  171. package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
  172. package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
  173. package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
  174. package/modules/backtest/dist/portfolio/engine.js +1300 -0
  175. package/modules/backtest/dist/portfolio/engine.js.map +1 -0
  176. package/modules/backtest/dist/portfolio/index.d.ts +12 -0
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  180. package/modules/backtest/dist/portfolio/types.d.ts +418 -0
  181. package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
  182. package/modules/backtest/dist/portfolio/types.js +8 -0
  183. package/modules/backtest/dist/portfolio/types.js.map +1 -0
  184. package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
  185. package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
  186. package/modules/backtest/dist/portfolio/validate.js +556 -0
  187. package/modules/backtest/dist/portfolio/validate.js.map +1 -0
  188. package/modules/backtest/dist/run-artifacts.d.ts +425 -0
  189. package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
  190. package/modules/backtest/dist/run-artifacts.js +1843 -0
  191. package/modules/backtest/dist/run-artifacts.js.map +1 -0
  192. package/modules/backtest/dist/signals.d.ts +110 -0
  193. package/modules/backtest/dist/signals.d.ts.map +1 -0
  194. package/modules/backtest/dist/signals.js +207 -0
  195. package/modules/backtest/dist/signals.js.map +1 -0
  196. package/modules/backtest/dist/tearsheet.d.ts +126 -0
  197. package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
  198. package/modules/backtest/dist/tearsheet.js +266 -0
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  200. package/modules/backtest/dist/types.d.ts +175 -0
  201. package/modules/backtest/dist/types.d.ts.map +1 -0
  202. package/modules/backtest/dist/types.js +29 -0
  203. package/modules/backtest/dist/types.js.map +1 -0
  204. package/modules/backtest/dist/validate.d.ts +13 -0
  205. package/modules/backtest/dist/validate.d.ts.map +1 -0
  206. package/modules/backtest/dist/validate.js +37 -0
  207. package/modules/backtest/dist/validate.js.map +1 -0
  208. package/modules/backtest/dist/vectorized.d.ts +53 -0
  209. package/modules/backtest/dist/vectorized.d.ts.map +1 -0
  210. package/modules/backtest/dist/vectorized.js +383 -0
  211. package/modules/backtest/dist/vectorized.js.map +1 -0
  212. package/modules/backtest/dist/walk-forward.d.ts +57 -0
  213. package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
  214. package/modules/backtest/dist/walk-forward.js +125 -0
  215. package/modules/backtest/dist/walk-forward.js.map +1 -0
  216. package/modules/backtest/etc/backtest.api.md +139 -0
  217. package/modules/backtest/src/artifacts.ts +54 -0
  218. package/modules/backtest/src/broker.ts +1529 -0
  219. package/modules/backtest/src/costs.ts +225 -0
  220. package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
  221. package/modules/backtest/src/cross-sectional/folds.ts +718 -0
  222. package/modules/backtest/src/cross-sectional/grid.ts +646 -0
  223. package/modules/backtest/src/cross-sectional/index.ts +76 -0
  224. package/modules/backtest/src/cross-sectional/types.ts +363 -0
  225. package/modules/backtest/src/cross-sectional/validate.ts +906 -0
  226. package/modules/backtest/src/diagnostics.ts +66 -0
  227. package/modules/backtest/src/environment/bench.ts +1022 -0
  228. package/modules/backtest/src/environment/environment.ts +766 -0
  229. package/modules/backtest/src/environment/episode.ts +146 -0
  230. package/modules/backtest/src/environment/episodes.ts +786 -0
  231. package/modules/backtest/src/environment/features.ts +184 -0
  232. package/modules/backtest/src/environment/index.ts +79 -0
  233. package/modules/backtest/src/environment/limits.ts +383 -0
  234. package/modules/backtest/src/environment/reward.ts +98 -0
  235. package/modules/backtest/src/environment/types.ts +595 -0
  236. package/modules/backtest/src/environment/validate.ts +415 -0
  237. package/modules/backtest/src/event-driven.ts +528 -0
  238. package/modules/backtest/src/execution/conformance.ts +346 -0
  239. package/modules/backtest/src/execution/fill-models.ts +410 -0
  240. package/modules/backtest/src/execution/fill-order.ts +261 -0
  241. package/modules/backtest/src/execution/index.ts +91 -0
  242. package/modules/backtest/src/execution/intrabar.ts +185 -0
  243. package/modules/backtest/src/execution/normalized.ts +216 -0
  244. package/modules/backtest/src/execution/policy.ts +447 -0
  245. package/modules/backtest/src/execution/types.ts +239 -0
  246. package/modules/backtest/src/execution/validate.ts +889 -0
  247. package/modules/backtest/src/generated/validation-specs.ts +1132 -0
  248. package/modules/backtest/src/index.ts +157 -0
  249. package/modules/backtest/src/options/chain.ts +410 -0
  250. package/modules/backtest/src/options/engine.ts +2240 -0
  251. package/modules/backtest/src/options/index.ts +68 -0
  252. package/modules/backtest/src/options/tearsheet.ts +327 -0
  253. package/modules/backtest/src/options/types.ts +573 -0
  254. package/modules/backtest/src/paper/index.ts +27 -0
  255. package/modules/backtest/src/paper/paper.ts +1288 -0
  256. package/modules/backtest/src/paper/types.ts +221 -0
  257. package/modules/backtest/src/paper/validate.ts +168 -0
  258. package/modules/backtest/src/portfolio/adapters.ts +651 -0
  259. package/modules/backtest/src/portfolio/engine.ts +1518 -0
  260. package/modules/backtest/src/portfolio/index.ts +64 -0
  261. package/modules/backtest/src/portfolio/types.ts +456 -0
  262. package/modules/backtest/src/portfolio/validate.ts +861 -0
  263. package/modules/backtest/src/run-artifacts.ts +2873 -0
  264. package/modules/backtest/src/signals.ts +267 -0
  265. package/modules/backtest/src/tearsheet.ts +425 -0
  266. package/modules/backtest/src/types.ts +200 -0
  267. package/modules/backtest/src/validate.ts +43 -0
  268. package/modules/backtest/src/vectorized.ts +541 -0
  269. package/modules/backtest/src/walk-forward.ts +215 -0
  270. package/modules/calendars/dist/cboe.d.ts +15 -0
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  298. package/modules/calendars/etc/calendars.api.md +22 -0
  299. package/modules/calendars/src/cboe.ts +17 -0
  300. package/modules/calendars/src/crypto.ts +17 -0
  301. package/modules/calendars/src/expirations.ts +200 -0
  302. package/modules/calendars/src/index.ts +23 -0
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@@ -0,0 +1,1134 @@
1
+ /** Trade wire grammar. The schema facade owns validation AND JSON Schema projection.
2
+ * `Shape<T>` makes every domain field (including optional fields) a compile-time obligation;
3
+ * the trade-pack parity tests also compare discriminants and exercise the domain read doors.
4
+ * Economic/hash/state-transition validation remains with those doors, never duplicated here.
5
+ */
6
+ import { type Schema } from '../../core/dist/schema/index.js';
7
+ import type { AuthorizationGrant, ExecutionPlan, TradeIntent, TradeOrder, TradePolicy, PreflightReport, ExecutionJournalEvent } from '../../portfolio/dist/trade/index.js';
8
+ import type { ExecutionReceipt, PaperStepResult } from '../../backtest/dist/paper/index.js';
9
+ export declare const TradeOrderSchema: Omit<Schema<TradeOrder>, "optional"> & {
10
+ optional(): import("../../core/dist/schema/index.js").OptionalSchema<TradeOrder>;
11
+ };
12
+ export declare const TradeIntentOrderSchema: import("../../core/dist/schema/index.js").UnionSchema<{
13
+ type: "market";
14
+ quantity: number;
15
+ instrumentId: string;
16
+ side: "buy" | "sell";
17
+ timeInForce?: "day" | "gtc";
18
+ comboId?: string;
19
+ } | {
20
+ type: "market-on-open";
21
+ quantity: number;
22
+ instrumentId: string;
23
+ side: "buy" | "sell";
24
+ timeInForce?: "day" | "gtc";
25
+ comboId?: string;
26
+ } | {
27
+ type: "market-on-close";
28
+ quantity: number;
29
+ instrumentId: string;
30
+ side: "buy" | "sell";
31
+ timeInForce?: "day" | "gtc";
32
+ comboId?: string;
33
+ } | {
34
+ type: "limit";
35
+ quantity: number;
36
+ instrumentId: string;
37
+ side: "buy" | "sell";
38
+ limitPrice: number;
39
+ timeInForce?: "day" | "gtc";
40
+ comboId?: string;
41
+ } | {
42
+ type: "stop";
43
+ quantity: number;
44
+ instrumentId: string;
45
+ side: "buy" | "sell";
46
+ stopPrice: number;
47
+ timeInForce?: "day" | "gtc";
48
+ comboId?: string;
49
+ } | {
50
+ type: "stop-limit";
51
+ quantity: number;
52
+ instrumentId: string;
53
+ side: "buy" | "sell";
54
+ limitPrice: number;
55
+ stopPrice: number;
56
+ timeInForce?: "day" | "gtc";
57
+ comboId?: string;
58
+ } | {
59
+ type: "market";
60
+ instrumentId: string;
61
+ side: "buy" | "sell";
62
+ notionalWeight: number;
63
+ timeInForce?: "day" | "gtc";
64
+ comboId?: string;
65
+ } | {
66
+ type: "market-on-open";
67
+ instrumentId: string;
68
+ side: "buy" | "sell";
69
+ notionalWeight: number;
70
+ timeInForce?: "day" | "gtc";
71
+ comboId?: string;
72
+ } | {
73
+ type: "market-on-close";
74
+ instrumentId: string;
75
+ side: "buy" | "sell";
76
+ notionalWeight: number;
77
+ timeInForce?: "day" | "gtc";
78
+ comboId?: string;
79
+ } | {
80
+ type: "limit";
81
+ instrumentId: string;
82
+ side: "buy" | "sell";
83
+ limitPrice: number;
84
+ notionalWeight: number;
85
+ timeInForce?: "day" | "gtc";
86
+ comboId?: string;
87
+ } | {
88
+ type: "stop";
89
+ instrumentId: string;
90
+ side: "buy" | "sell";
91
+ stopPrice: number;
92
+ notionalWeight: number;
93
+ timeInForce?: "day" | "gtc";
94
+ comboId?: string;
95
+ } | {
96
+ type: "stop-limit";
97
+ instrumentId: string;
98
+ side: "buy" | "sell";
99
+ limitPrice: number;
100
+ stopPrice: number;
101
+ notionalWeight: number;
102
+ timeInForce?: "day" | "gtc";
103
+ comboId?: string;
104
+ }>;
105
+ export declare const TradeIntentSchema: Omit<Schema<TradeIntent>, "optional"> & {
106
+ optional(): import("../../core/dist/schema/index.js").OptionalSchema<TradeIntent>;
107
+ };
108
+ export declare const ExecutionPlanSchema: Omit<Schema<ExecutionPlan>, "optional"> & {
109
+ optional(): import("../../core/dist/schema/index.js").OptionalSchema<ExecutionPlan>;
110
+ };
111
+ export declare const PolicyLimitsSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
112
+ maximumPositionWeight: import("../../core/dist/schema/index.js").OptionalSchema<number>;
113
+ maximumGroupWeights: import("../../core/dist/schema/index.js").OptionalSchema<{
114
+ group: {
115
+ [x: string]: string;
116
+ [x: number]: string;
117
+ };
118
+ maximumWeight: number;
119
+ }[]>;
120
+ maximumGrossLeverage: import("../../core/dist/schema/index.js").OptionalSchema<number>;
121
+ maximumDrawdown: import("../../core/dist/schema/index.js").OptionalSchema<number>;
122
+ maximumDailyLoss: import("../../core/dist/schema/index.js").OptionalSchema<number>;
123
+ maximumDaysToLiquidate: import("../../core/dist/schema/index.js").OptionalSchema<number>;
124
+ minimumSettledCash: import("../../core/dist/schema/index.js").OptionalSchema<number>;
125
+ }>;
126
+ export declare const TradePolicySchema: Omit<Schema<TradePolicy>, "optional"> & {
127
+ optional(): import("../../core/dist/schema/index.js").OptionalSchema<TradePolicy>;
128
+ };
129
+ export declare const PreflightInstrumentSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
130
+ currency: import("../../core/dist/schema/index.js").StringSchema;
131
+ contractMultiplier: import("../../core/dist/schema/index.js").OptionalSchema<number>;
132
+ contract: import("../../core/dist/schema/index.js").OptionalSchema<{
133
+ kind: "option";
134
+ type: "put" | "call";
135
+ underlyingInstrumentId: string;
136
+ strikePricePerUnit: number;
137
+ expiryTimestampMs: number;
138
+ } | {
139
+ kind: "future";
140
+ underlyingInstrumentId: string;
141
+ expiryTimestampMs: number;
142
+ } | {
143
+ kind: "perpetual";
144
+ underlyingInstrumentId: string;
145
+ }>;
146
+ assetClass: import("../../core/dist/schema/index.js").OptionalSchema<string>;
147
+ }>;
148
+ export declare const PaperInstrumentSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
149
+ currency: import("../../core/dist/schema/index.js").StringSchema;
150
+ contractMultiplier: import("../../core/dist/schema/index.js").OptionalSchema<number>;
151
+ contract: import("../../core/dist/schema/index.js").OptionalSchema<{
152
+ kind: "option";
153
+ type: "put" | "call";
154
+ underlyingInstrumentId: string;
155
+ strikePricePerUnit: number;
156
+ expiryTimestampMs: number;
157
+ } | {
158
+ kind: "future";
159
+ underlyingInstrumentId: string;
160
+ expiryTimestampMs: number;
161
+ } | {
162
+ kind: "perpetual";
163
+ underlyingInstrumentId: string;
164
+ }>;
165
+ settlementStyle: import("../../core/dist/schema/index.js").OptionalSchema<"cash-on-trade" | "variation-margin">;
166
+ settlementLag: import("../../core/dist/schema/index.js").OptionalSchema<0 | 2 | 1>;
167
+ }>;
168
+ export declare const ObservationsSchema: import("../../core/dist/schema/index.js").RecordSchema<{
169
+ kind: "bar";
170
+ bar: {
171
+ symbol: string;
172
+ open: number;
173
+ high: number;
174
+ low: number;
175
+ close: number;
176
+ timestampMs: number;
177
+ volume?: number;
178
+ vwap?: number;
179
+ adjusted?: boolean;
180
+ };
181
+ } | {
182
+ kind: "quote";
183
+ quote: {
184
+ symbol: string;
185
+ timestampMs: number;
186
+ bid: number;
187
+ ask: number;
188
+ exchange?: string;
189
+ bidSize?: number;
190
+ askSize?: number;
191
+ conditions?: string[];
192
+ };
193
+ } | {
194
+ kind: "trade";
195
+ trade: {
196
+ symbol: string;
197
+ price: number;
198
+ timestampMs: number;
199
+ size: number;
200
+ exchange?: string;
201
+ conditions?: string[];
202
+ sequence?: number;
203
+ };
204
+ } | {
205
+ kind: "order-book";
206
+ book: {
207
+ symbol: string;
208
+ timestampMs: number;
209
+ bids: {
210
+ price: number;
211
+ size: number;
212
+ exchange?: string;
213
+ }[];
214
+ asks: {
215
+ price: number;
216
+ size: number;
217
+ exchange?: string;
218
+ }[];
219
+ };
220
+ }>;
221
+ export declare const CostRatesSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
222
+ commissionBps: import("../../core/dist/schema/index.js").OptionalSchema<number>;
223
+ commissionPerOrder: import("../../core/dist/schema/index.js").OptionalSchema<number>;
224
+ spreadBps: import("../../core/dist/schema/index.js").OptionalSchema<number>;
225
+ slippageBps: import("../../core/dist/schema/index.js").OptionalSchema<number>;
226
+ }>;
227
+ export declare const VarianceSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
228
+ maximumQuantityRatio: import("../../core/dist/schema/index.js").NumberSchema;
229
+ maximumNotionalRatio: import("../../core/dist/schema/index.js").NumberSchema;
230
+ maximumSlippageBps: import("../../core/dist/schema/index.js").NumberSchema;
231
+ }>;
232
+ export declare const GrantSchema: Omit<Schema<AuthorizationGrant>, "optional"> & {
233
+ optional(): import("../../core/dist/schema/index.js").OptionalSchema<AuthorizationGrant>;
234
+ };
235
+ export declare const FillSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
236
+ fillId: import("../../core/dist/schema/index.js").StringSchema;
237
+ accountId: import("../../core/dist/schema/index.js").StringSchema;
238
+ instrumentId: import("../../core/dist/schema/index.js").StringSchema;
239
+ side: import("../../core/dist/schema/index.js").EnumSchema<"buy" | "sell">;
240
+ quantity: import("../../core/dist/schema/index.js").NumberSchema;
241
+ pricePerUnit: import("../../core/dist/schema/index.js").NumberSchema;
242
+ currency: import("../../core/dist/schema/index.js").StringSchema;
243
+ filledTimestampMs: import("../../core/dist/schema/index.js").NumberSchema;
244
+ settleTimestampMs: import("../../core/dist/schema/index.js").OptionalSchema<number>;
245
+ contractMultiplier: import("../../core/dist/schema/index.js").OptionalSchema<number>;
246
+ settlementStyle: import("../../core/dist/schema/index.js").OptionalSchema<"cash-on-trade" | "variation-margin">;
247
+ contract: import("../../core/dist/schema/index.js").OptionalSchema<{
248
+ kind: "option";
249
+ type: "put" | "call";
250
+ underlyingInstrumentId: string;
251
+ strikePricePerUnit: number;
252
+ expiryTimestampMs: number;
253
+ } | {
254
+ kind: "future";
255
+ underlyingInstrumentId: string;
256
+ expiryTimestampMs: number;
257
+ } | {
258
+ kind: "perpetual";
259
+ underlyingInstrumentId: string;
260
+ }>;
261
+ accruedInterest: import("../../core/dist/schema/index.js").OptionalSchema<number>;
262
+ executionPriceAdjustment: import("../../core/dist/schema/index.js").OptionalSchema<number>;
263
+ costs: import("../../core/dist/schema/index.js").OptionalSchema<{
264
+ commission?: number;
265
+ exchangeFees?: number;
266
+ regulatoryFees?: number;
267
+ slippageAdjustment?: number;
268
+ }>;
269
+ orderId: import("../../core/dist/schema/index.js").OptionalSchema<string>;
270
+ venue: import("../../core/dist/schema/index.js").OptionalSchema<string>;
271
+ liquidity: import("../../core/dist/schema/index.js").OptionalSchema<"unknown" | "maker" | "taker">;
272
+ }>;
273
+ export declare const OrderStateSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
274
+ orderId: import("../../core/dist/schema/index.js").StringSchema;
275
+ planHash: import("../../core/dist/schema/index.js").StringSchema;
276
+ state: import("../../core/dist/schema/index.js").EnumSchema<"cancelled" | "acknowledged" | "submitted" | "partially-filled" | "filled" | "rejected" | "expired" | "unresolved">;
277
+ submittedQuantity: import("../../core/dist/schema/index.js").NumberSchema;
278
+ filledQuantity: import("../../core/dist/schema/index.js").NumberSchema;
279
+ remainingQuantity: import("../../core/dist/schema/index.js").NumberSchema;
280
+ averageFillPrice: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
281
+ fillIds: import("../../core/dist/schema/index.js").ArraySchema<string>;
282
+ lateFillIds: import("../../core/dist/schema/index.js").ArraySchema<string>;
283
+ lastEventId: import("../../core/dist/schema/index.js").StringSchema;
284
+ lastTimestampMs: import("../../core/dist/schema/index.js").NumberSchema;
285
+ terminal: import("../../core/dist/schema/index.js").BooleanSchema;
286
+ cancelRequested: import("../../core/dist/schema/index.js").BooleanSchema;
287
+ reason: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
288
+ replacedBy: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
289
+ reconciledEventId: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
290
+ }>;
291
+ export declare const JournalEventSchema: Omit<Schema<ExecutionJournalEvent>, "optional"> & {
292
+ optional(): import("../../core/dist/schema/index.js").OptionalSchema<ExecutionJournalEvent>;
293
+ };
294
+ export declare const JournalSummarySchema: import("../../core/dist/schema/index.js").ObjectSchema<{
295
+ journalId: import("../../core/dist/schema/index.js").StringSchema;
296
+ appended: import("../../core/dist/schema/index.js").NumberSchema;
297
+ total: import("../../core/dist/schema/index.js").NumberSchema;
298
+ }>;
299
+ export declare const HandleSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
300
+ uri: import("../../core/dist/schema/index.js").StringSchema;
301
+ kind: import("../../core/dist/schema/index.js").EnumSchema<"job" | "report" | "portfolio" | "scenario" | "market" | "authorization" | "journal">;
302
+ schema: import("../../core/dist/schema/index.js").StringSchema;
303
+ version: import("../../core/dist/schema/index.js").StringSchema;
304
+ contentHash: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
305
+ createdTimestampMs: import("../../core/dist/schema/index.js").NumberSchema;
306
+ expiresTimestampMs: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
307
+ provenance: import("../../core/dist/schema/index.js").ObjectSchema<{
308
+ provider: import("../../core/dist/schema/index.js").OptionalSchema<string>;
309
+ dataset: import("../../core/dist/schema/index.js").OptionalSchema<string>;
310
+ asOf: import("../../core/dist/schema/index.js").OptionalSchema<number>;
311
+ receivedAt: import("../../core/dist/schema/index.js").OptionalSchema<number>;
312
+ sourceVersion: import("../../core/dist/schema/index.js").OptionalSchema<string>;
313
+ requestId: import("../../core/dist/schema/index.js").OptionalSchema<string>;
314
+ warnings: import("../../core/dist/schema/index.js").OptionalSchema<{
315
+ code: string;
316
+ message: string;
317
+ severity: "error" | "warn" | "info";
318
+ context?: Record<string, unknown>;
319
+ }[]>;
320
+ }>;
321
+ }>;
322
+ export declare const PreflightReportSchema: Omit<Schema<PreflightReport>, "optional"> & {
323
+ optional(): import("../../core/dist/schema/index.js").OptionalSchema<PreflightReport>;
324
+ };
325
+ export declare const PreflightOutputSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
326
+ plan: Omit<Schema<ExecutionPlan>, "optional"> & {
327
+ optional(): import("../../core/dist/schema/index.js").OptionalSchema<ExecutionPlan>;
328
+ };
329
+ kind: import("../../core/dist/schema/index.js").LiteralSchema<"totalfinance.preflight-report">;
330
+ schemaVersion: import("../../core/dist/schema/index.js").LiteralSchema<1>;
331
+ asOf: import("../../core/dist/schema/index.js").NumberSchema;
332
+ planHash: import("../../core/dist/schema/index.js").StringSchema;
333
+ portfolioHash: import("../../core/dist/schema/index.js").StringSchema;
334
+ marketHash: import("../../core/dist/schema/index.js").StringSchema;
335
+ marketAsOf: import("../../core/dist/schema/index.js").NumberSchema;
336
+ before: import("../../core/dist/schema/index.js").ObjectSchema<{
337
+ asOf: import("../../core/dist/schema/index.js").NumberSchema;
338
+ baseCurrency: import("../../core/dist/schema/index.js").StringSchema;
339
+ netAssetValue: import("../../core/dist/schema/index.js").NumberSchema;
340
+ cash: import("../../core/dist/schema/index.js").ArraySchema<{
341
+ currency: string;
342
+ accountId: string;
343
+ totalAmount: number;
344
+ settledAmount: number;
345
+ unsettledReceivable: number;
346
+ unsettledPayable: number;
347
+ baseCurrencyValue: number;
348
+ }>;
349
+ totalCashBaseCurrencyValue: import("../../core/dist/schema/index.js").NumberSchema;
350
+ positions: import("../../core/dist/schema/index.js").ArraySchema<{
351
+ quantity: number;
352
+ instrumentId: string;
353
+ currency: string;
354
+ contractMultiplier: number;
355
+ accountId: string;
356
+ settlementStyle: "cash-on-trade" | "variation-margin";
357
+ markPricePerUnit: number;
358
+ marketValue: number;
359
+ baseCurrencyMarketValue: number;
360
+ notionalValue: number;
361
+ baseCurrencyNotionalValue: number;
362
+ costBasis: number;
363
+ unrealizedPnl: number;
364
+ baseCurrencyUnrealizedPnl: number;
365
+ lotCount: number;
366
+ }>;
367
+ totalPositionsBaseCurrencyValue: import("../../core/dist/schema/index.js").NumberSchema;
368
+ assumptions: import("../../core/dist/schema/index.js").ObjectSchema<{
369
+ conventionsVersion: import("../../core/dist/schema/index.js").StringSchema;
370
+ lotRelief: import("../../core/dist/schema/index.js").EnumSchema<"fifo" | "lifo" | "highest-cost" | "specific-lot">;
371
+ marketAsOf: import("../../core/dist/schema/index.js").NumberSchema;
372
+ currencyConversionsUsed: import("../../core/dist/schema/index.js").ArraySchema<{
373
+ baseCurrency: string;
374
+ quoteCurrency: string;
375
+ quotePerBase: number;
376
+ }>;
377
+ valuationConvention: import("../../core/dist/schema/index.js").StringSchema;
378
+ }>;
379
+ diagnostics: import("../../core/dist/schema/index.js").ObjectSchema<{
380
+ warnings: import("../../core/dist/schema/index.js").ArraySchema<string>;
381
+ accountCount: import("../../core/dist/schema/index.js").NumberSchema;
382
+ positionCount: import("../../core/dist/schema/index.js").NumberSchema;
383
+ }>;
384
+ }>;
385
+ after: import("../../core/dist/schema/index.js").ObjectSchema<{
386
+ asOf: import("../../core/dist/schema/index.js").NumberSchema;
387
+ baseCurrency: import("../../core/dist/schema/index.js").StringSchema;
388
+ netAssetValue: import("../../core/dist/schema/index.js").NumberSchema;
389
+ cash: import("../../core/dist/schema/index.js").ArraySchema<{
390
+ currency: string;
391
+ accountId: string;
392
+ totalAmount: number;
393
+ settledAmount: number;
394
+ unsettledReceivable: number;
395
+ unsettledPayable: number;
396
+ baseCurrencyValue: number;
397
+ }>;
398
+ totalCashBaseCurrencyValue: import("../../core/dist/schema/index.js").NumberSchema;
399
+ positions: import("../../core/dist/schema/index.js").ArraySchema<{
400
+ quantity: number;
401
+ instrumentId: string;
402
+ currency: string;
403
+ contractMultiplier: number;
404
+ accountId: string;
405
+ settlementStyle: "cash-on-trade" | "variation-margin";
406
+ markPricePerUnit: number;
407
+ marketValue: number;
408
+ baseCurrencyMarketValue: number;
409
+ notionalValue: number;
410
+ baseCurrencyNotionalValue: number;
411
+ costBasis: number;
412
+ unrealizedPnl: number;
413
+ baseCurrencyUnrealizedPnl: number;
414
+ lotCount: number;
415
+ }>;
416
+ totalPositionsBaseCurrencyValue: import("../../core/dist/schema/index.js").NumberSchema;
417
+ assumptions: import("../../core/dist/schema/index.js").ObjectSchema<{
418
+ conventionsVersion: import("../../core/dist/schema/index.js").StringSchema;
419
+ lotRelief: import("../../core/dist/schema/index.js").EnumSchema<"fifo" | "lifo" | "highest-cost" | "specific-lot">;
420
+ marketAsOf: import("../../core/dist/schema/index.js").NumberSchema;
421
+ currencyConversionsUsed: import("../../core/dist/schema/index.js").ArraySchema<{
422
+ baseCurrency: string;
423
+ quoteCurrency: string;
424
+ quotePerBase: number;
425
+ }>;
426
+ valuationConvention: import("../../core/dist/schema/index.js").StringSchema;
427
+ }>;
428
+ diagnostics: import("../../core/dist/schema/index.js").ObjectSchema<{
429
+ warnings: import("../../core/dist/schema/index.js").ArraySchema<string>;
430
+ accountCount: import("../../core/dist/schema/index.js").NumberSchema;
431
+ positionCount: import("../../core/dist/schema/index.js").NumberSchema;
432
+ }>;
433
+ }>;
434
+ hypotheticalFills: import("../../core/dist/schema/index.js").ArraySchema<{
435
+ quantity: number;
436
+ instrumentId: string;
437
+ currency: string;
438
+ accountId: string;
439
+ side: "buy" | "sell";
440
+ pricePerUnit: number;
441
+ fillId: string;
442
+ filledTimestampMs: number;
443
+ contractMultiplier?: number;
444
+ contract?: {
445
+ kind: "option";
446
+ type: "put" | "call";
447
+ underlyingInstrumentId: string;
448
+ strikePricePerUnit: number;
449
+ expiryTimestampMs: number;
450
+ } | {
451
+ kind: "future";
452
+ underlyingInstrumentId: string;
453
+ expiryTimestampMs: number;
454
+ } | {
455
+ kind: "perpetual";
456
+ underlyingInstrumentId: string;
457
+ };
458
+ costs?: {
459
+ commission?: number;
460
+ exchangeFees?: number;
461
+ regulatoryFees?: number;
462
+ slippageAdjustment?: number;
463
+ };
464
+ settleTimestampMs?: number;
465
+ settlementStyle?: "cash-on-trade" | "variation-margin";
466
+ accruedInterest?: number;
467
+ orderId?: string;
468
+ executionPriceAdjustment?: number;
469
+ venue?: string;
470
+ liquidity?: "unknown" | "maker" | "taker";
471
+ }>;
472
+ hypotheticalEvents: import("../../core/dist/schema/index.js").ArraySchema<import("../../portfolio/dist/index.js").PortfolioEventEnvelope>;
473
+ estimates: import("../../core/dist/schema/index.js").ObjectSchema<{
474
+ tradedNotional: import("../../core/dist/schema/index.js").NumberSchema;
475
+ commission: import("../../core/dist/schema/index.js").NumberSchema;
476
+ spread: import("../../core/dist/schema/index.js").NumberSchema;
477
+ slippage: import("../../core/dist/schema/index.js").NumberSchema;
478
+ totalCost: import("../../core/dist/schema/index.js").NumberSchema;
479
+ turnover: import("../../core/dist/schema/index.js").NumberSchema;
480
+ }>;
481
+ checks: import("../../core/dist/schema/index.js").ArraySchema<{
482
+ value: string | number | null;
483
+ name: string;
484
+ limit: string | number | null;
485
+ detail: string;
486
+ verdict: "require-approval" | "pass" | "fail" | "unverifiable";
487
+ }>;
488
+ alerts: import("../../core/dist/schema/index.js").ArraySchema<{
489
+ value: number | null;
490
+ state: "active" | "acknowledged" | "raised" | "suppressed" | "cleared";
491
+ message: string;
492
+ key: string;
493
+ severity: "informational" | "warning" | "critical";
494
+ threshold: number | null;
495
+ direction: "above" | "below";
496
+ subject: string;
497
+ evidence: Record<string, string | number | null>;
498
+ family: "drawdown" | "option-expiration" | "margin-pressure" | "liquidity" | "allocation-drift" | "concentration-limit" | "leverage-limit" | "daily-loss" | "cash-reserve" | "assignment-risk" | "stale-market-data" | "reconciliation-difference" | "unexplained-residual" | "unusual-pnl";
499
+ }>;
500
+ decision: import("../../core/dist/schema/index.js").UnionSchema<{
501
+ verdict: "allow";
502
+ checks: {
503
+ value: string | number | null;
504
+ name: string;
505
+ limit: string | number | null;
506
+ detail: string;
507
+ verdict: "require-approval" | "pass" | "fail" | "unverifiable";
508
+ }[];
509
+ } | {
510
+ verdict: "deny";
511
+ checks: {
512
+ value: string | number | null;
513
+ name: string;
514
+ limit: string | number | null;
515
+ detail: string;
516
+ verdict: "require-approval" | "pass" | "fail" | "unverifiable";
517
+ }[];
518
+ } | {
519
+ requiredScope: string;
520
+ verdict: "require-approval";
521
+ checks: {
522
+ value: string | number | null;
523
+ name: string;
524
+ limit: string | number | null;
525
+ detail: string;
526
+ verdict: "require-approval" | "pass" | "fail" | "unverifiable";
527
+ }[];
528
+ }>;
529
+ unverifiable: import("../../core/dist/schema/index.js").ArraySchema<string>;
530
+ monitorState: import("../../core/dist/schema/index.js").UnionSchema<{
531
+ schemaVersion: 1;
532
+ asOf: number;
533
+ netAssetValue: number | null;
534
+ peakNetAssetValue: number | null;
535
+ evaluationCount: number;
536
+ rules: Record<string, {
537
+ active: boolean;
538
+ consecutiveBreaches: number;
539
+ lastRaisedAtMs: number | null;
540
+ acknowledged: boolean;
541
+ lastValue: number | null;
542
+ }>;
543
+ } | null>;
544
+ assumptions: import("../../core/dist/schema/index.js").ObjectSchema<{
545
+ conventionsVersion: import("../../core/dist/schema/index.js").StringSchema;
546
+ policyContentHash: import("../../core/dist/schema/index.js").StringSchema;
547
+ mode: import("../../core/dist/schema/index.js").LiteralSchema<"paper">;
548
+ costRates: import("../../core/dist/schema/index.js").ObjectSchema<{
549
+ commissionBps: import("../../core/dist/schema/index.js").NumberSchema;
550
+ commissionPerOrder: import("../../core/dist/schema/index.js").NumberSchema;
551
+ spreadBps: import("../../core/dist/schema/index.js").NumberSchema;
552
+ slippageBps: import("../../core/dist/schema/index.js").NumberSchema;
553
+ }>;
554
+ fillConvention: import("../../core/dist/schema/index.js").StringSchema;
555
+ instrumentSources: import("../../core/dist/schema/index.js").RecordSchema<string>;
556
+ decisionConvention: import("../../core/dist/schema/index.js").StringSchema;
557
+ }>;
558
+ diagnostics: import("../../core/dist/schema/index.js").ObjectSchema<{
559
+ engine: import("../../core/dist/schema/index.js").LiteralSchema<"trade-preflight">;
560
+ method: import("../../core/dist/schema/index.js").LiteralSchema<"hypothetical-fold">;
561
+ converged: import("../../core/dist/schema/index.js").LiteralSchema<true>;
562
+ warnings: import("../../core/dist/schema/index.js").ArraySchema<{
563
+ code: string;
564
+ message: string;
565
+ severity: "error" | "warn" | "info";
566
+ context?: Record<string, unknown>;
567
+ }>;
568
+ checkCount: import("../../core/dist/schema/index.js").NumberSchema;
569
+ failedCount: import("../../core/dist/schema/index.js").NumberSchema;
570
+ unverifiableCount: import("../../core/dist/schema/index.js").NumberSchema;
571
+ }>;
572
+ contentHash: import("../../core/dist/schema/index.js").StringSchema;
573
+ }>;
574
+ export declare const ExecutionPolicyDescriptionSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
575
+ label: import("../../core/dist/schema/index.js").StringSchema;
576
+ realism: import("../../core/dist/schema/index.js").EnumSchema<"simplified" | "declared">;
577
+ observation: import("../../core/dist/schema/index.js").EnumSchema<"trade" | "bar" | "quote" | "order-book">;
578
+ fill: import("../../core/dist/schema/index.js").ObjectSchema<{
579
+ label: import("../../core/dist/schema/index.js").StringSchema;
580
+ version: import("../../core/dist/schema/index.js").StringSchema;
581
+ }>;
582
+ ambiguity: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "optimistic" | "pessimistic" | "deterministic-path">;
583
+ costs: import("../../core/dist/schema/index.js").ObjectSchema<{
584
+ commission: import("../../core/dist/schema/index.js").StringSchema;
585
+ slippage: import("../../core/dist/schema/index.js").StringSchema;
586
+ spread: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
587
+ marketImpact: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
588
+ latencySessions: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
589
+ participation: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
590
+ borrow: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
591
+ }>;
592
+ staleQuotes: import("../../core/dist/schema/index.js").ObjectSchema<{
593
+ maximumAgeMs: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
594
+ behavior: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "fill-at-last">;
595
+ }>;
596
+ lockedCrossed: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "fill-at-mid">;
597
+ sessions: import("../../core/dist/schema/index.js").ObjectSchema<{
598
+ halts: import("../../core/dist/schema/index.js").NumberSchema;
599
+ priceLimits: import("../../core/dist/schema/index.js").NumberSchema;
600
+ auction: import("../../core/dist/schema/index.js").UnionSchema<"ignore" | "open-close-only" | null>;
601
+ }>;
602
+ partialFills: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "allow">;
603
+ queue: import("../../core/dist/schema/index.js").EnumSchema<"none" | "depth-approximation">;
604
+ timeInForce: import("../../core/dist/schema/index.js").ObjectSchema<{
605
+ default: import("../../core/dist/schema/index.js").EnumSchema<"day" | "gtc">;
606
+ expireAtSessionClose: import("../../core/dist/schema/index.js").BooleanSchema;
607
+ }>;
608
+ margin: import("../../core/dist/schema/index.js").ObjectSchema<{
609
+ buyingPowerMultiplier: import("../../core/dist/schema/index.js").NumberSchema;
610
+ initialMarginRate: import("../../core/dist/schema/index.js").NumberSchema;
611
+ maintenanceMarginRate: import("../../core/dist/schema/index.js").NumberSchema;
612
+ forcedLiquidation: import("../../core/dist/schema/index.js").EnumSchema<"none" | "pro-rata" | "close-largest-loss">;
613
+ }>;
614
+ }>;
615
+ export declare const ReceiptSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
616
+ kind: import("../../core/dist/schema/index.js").LiteralSchema<"totalfinance.execution-receipt">;
617
+ schemaVersion: import("../../core/dist/schema/index.js").LiteralSchema<1>;
618
+ receiptId: import("../../core/dist/schema/index.js").StringSchema;
619
+ planHash: import("../../core/dist/schema/index.js").StringSchema;
620
+ grantHash: import("../../core/dist/schema/index.js").StringSchema;
621
+ idempotencyKey: import("../../core/dist/schema/index.js").StringSchema;
622
+ adapter: import("../../core/dist/schema/index.js").LiteralSchema<"paper">;
623
+ accountId: import("../../core/dist/schema/index.js").StringSchema;
624
+ sourceId: import("../../core/dist/schema/index.js").StringSchema;
625
+ submittedAt: import("../../core/dist/schema/index.js").NumberSchema;
626
+ orders: import("../../core/dist/schema/index.js").ArraySchema<{
627
+ state: "cancelled" | "acknowledged" | "submitted" | "partially-filled" | "filled" | "rejected" | "expired" | "unresolved";
628
+ reason: string | null;
629
+ orderId: string;
630
+ planHash: string;
631
+ submittedQuantity: number;
632
+ filledQuantity: number;
633
+ remainingQuantity: number;
634
+ averageFillPrice: number | null;
635
+ fillIds: string[];
636
+ lateFillIds: string[];
637
+ lastEventId: string;
638
+ lastTimestampMs: number;
639
+ terminal: boolean;
640
+ cancelRequested: boolean;
641
+ replacedBy: string | null;
642
+ reconciledEventId: string | null;
643
+ }>;
644
+ fills: import("../../core/dist/schema/index.js").ArraySchema<{
645
+ quantity: number;
646
+ instrumentId: string;
647
+ currency: string;
648
+ accountId: string;
649
+ side: "buy" | "sell";
650
+ pricePerUnit: number;
651
+ fillId: string;
652
+ filledTimestampMs: number;
653
+ contractMultiplier?: number;
654
+ contract?: {
655
+ kind: "option";
656
+ type: "put" | "call";
657
+ underlyingInstrumentId: string;
658
+ strikePricePerUnit: number;
659
+ expiryTimestampMs: number;
660
+ } | {
661
+ kind: "future";
662
+ underlyingInstrumentId: string;
663
+ expiryTimestampMs: number;
664
+ } | {
665
+ kind: "perpetual";
666
+ underlyingInstrumentId: string;
667
+ };
668
+ costs?: {
669
+ commission?: number;
670
+ exchangeFees?: number;
671
+ regulatoryFees?: number;
672
+ slippageAdjustment?: number;
673
+ };
674
+ settleTimestampMs?: number;
675
+ settlementStyle?: "cash-on-trade" | "variation-margin";
676
+ accruedInterest?: number;
677
+ orderId?: string;
678
+ executionPriceAdjustment?: number;
679
+ venue?: string;
680
+ liquidity?: "unknown" | "maker" | "taker";
681
+ }>;
682
+ journalEventIds: import("../../core/dist/schema/index.js").ArraySchema<string>;
683
+ assumptions: import("../../core/dist/schema/index.js").ObjectSchema<{
684
+ conventionsVersion: import("../../core/dist/schema/index.js").StringSchema;
685
+ mode: import("../../core/dist/schema/index.js").LiteralSchema<"paper">;
686
+ execution: import("../../core/dist/schema/index.js").ObjectSchema<{
687
+ label: import("../../core/dist/schema/index.js").StringSchema;
688
+ realism: import("../../core/dist/schema/index.js").EnumSchema<"simplified" | "declared">;
689
+ observation: import("../../core/dist/schema/index.js").EnumSchema<"trade" | "bar" | "quote" | "order-book">;
690
+ fill: import("../../core/dist/schema/index.js").ObjectSchema<{
691
+ label: import("../../core/dist/schema/index.js").StringSchema;
692
+ version: import("../../core/dist/schema/index.js").StringSchema;
693
+ }>;
694
+ ambiguity: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "optimistic" | "pessimistic" | "deterministic-path">;
695
+ costs: import("../../core/dist/schema/index.js").ObjectSchema<{
696
+ commission: import("../../core/dist/schema/index.js").StringSchema;
697
+ slippage: import("../../core/dist/schema/index.js").StringSchema;
698
+ spread: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
699
+ marketImpact: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
700
+ latencySessions: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
701
+ participation: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
702
+ borrow: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
703
+ }>;
704
+ staleQuotes: import("../../core/dist/schema/index.js").ObjectSchema<{
705
+ maximumAgeMs: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
706
+ behavior: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "fill-at-last">;
707
+ }>;
708
+ lockedCrossed: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "fill-at-mid">;
709
+ sessions: import("../../core/dist/schema/index.js").ObjectSchema<{
710
+ halts: import("../../core/dist/schema/index.js").NumberSchema;
711
+ priceLimits: import("../../core/dist/schema/index.js").NumberSchema;
712
+ auction: import("../../core/dist/schema/index.js").UnionSchema<"ignore" | "open-close-only" | null>;
713
+ }>;
714
+ partialFills: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "allow">;
715
+ queue: import("../../core/dist/schema/index.js").EnumSchema<"none" | "depth-approximation">;
716
+ timeInForce: import("../../core/dist/schema/index.js").ObjectSchema<{
717
+ default: import("../../core/dist/schema/index.js").EnumSchema<"day" | "gtc">;
718
+ expireAtSessionClose: import("../../core/dist/schema/index.js").BooleanSchema;
719
+ }>;
720
+ margin: import("../../core/dist/schema/index.js").ObjectSchema<{
721
+ buyingPowerMultiplier: import("../../core/dist/schema/index.js").NumberSchema;
722
+ initialMarginRate: import("../../core/dist/schema/index.js").NumberSchema;
723
+ maintenanceMarginRate: import("../../core/dist/schema/index.js").NumberSchema;
724
+ forcedLiquidation: import("../../core/dist/schema/index.js").EnumSchema<"none" | "pro-rata" | "close-largest-loss">;
725
+ }>;
726
+ }>;
727
+ idempotencyConvention: import("../../core/dist/schema/index.js").StringSchema;
728
+ }>;
729
+ diagnostics: import("../../core/dist/schema/index.js").ObjectSchema<{
730
+ engine: import("../../core/dist/schema/index.js").LiteralSchema<"paper-broker">;
731
+ warnings: import("../../core/dist/schema/index.js").ArraySchema<string>;
732
+ orderCount: import("../../core/dist/schema/index.js").NumberSchema;
733
+ retried: import("../../core/dist/schema/index.js").BooleanSchema;
734
+ }>;
735
+ contentHash: import("../../core/dist/schema/index.js").StringSchema;
736
+ }>;
737
+ export type TradeSubmitOutput = Omit<PaperStepResult, 'asOf' | 'journal'> & {
738
+ receipt: ExecutionReceipt;
739
+ retried: boolean;
740
+ recovery: Pick<PaperStepResult, 'fills' | 'events'>;
741
+ journal: {
742
+ journalId: string;
743
+ appended: number;
744
+ total: number;
745
+ };
746
+ };
747
+ export declare const SubmitOutputSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
748
+ receipt: import("../../core/dist/schema/index.js").ObjectSchema<{
749
+ kind: import("../../core/dist/schema/index.js").LiteralSchema<"totalfinance.execution-receipt">;
750
+ schemaVersion: import("../../core/dist/schema/index.js").LiteralSchema<1>;
751
+ receiptId: import("../../core/dist/schema/index.js").StringSchema;
752
+ planHash: import("../../core/dist/schema/index.js").StringSchema;
753
+ grantHash: import("../../core/dist/schema/index.js").StringSchema;
754
+ idempotencyKey: import("../../core/dist/schema/index.js").StringSchema;
755
+ adapter: import("../../core/dist/schema/index.js").LiteralSchema<"paper">;
756
+ accountId: import("../../core/dist/schema/index.js").StringSchema;
757
+ sourceId: import("../../core/dist/schema/index.js").StringSchema;
758
+ submittedAt: import("../../core/dist/schema/index.js").NumberSchema;
759
+ orders: import("../../core/dist/schema/index.js").ArraySchema<{
760
+ state: "cancelled" | "acknowledged" | "submitted" | "partially-filled" | "filled" | "rejected" | "expired" | "unresolved";
761
+ reason: string | null;
762
+ orderId: string;
763
+ planHash: string;
764
+ submittedQuantity: number;
765
+ filledQuantity: number;
766
+ remainingQuantity: number;
767
+ averageFillPrice: number | null;
768
+ fillIds: string[];
769
+ lateFillIds: string[];
770
+ lastEventId: string;
771
+ lastTimestampMs: number;
772
+ terminal: boolean;
773
+ cancelRequested: boolean;
774
+ replacedBy: string | null;
775
+ reconciledEventId: string | null;
776
+ }>;
777
+ fills: import("../../core/dist/schema/index.js").ArraySchema<{
778
+ quantity: number;
779
+ instrumentId: string;
780
+ currency: string;
781
+ accountId: string;
782
+ side: "buy" | "sell";
783
+ pricePerUnit: number;
784
+ fillId: string;
785
+ filledTimestampMs: number;
786
+ contractMultiplier?: number;
787
+ contract?: {
788
+ kind: "option";
789
+ type: "put" | "call";
790
+ underlyingInstrumentId: string;
791
+ strikePricePerUnit: number;
792
+ expiryTimestampMs: number;
793
+ } | {
794
+ kind: "future";
795
+ underlyingInstrumentId: string;
796
+ expiryTimestampMs: number;
797
+ } | {
798
+ kind: "perpetual";
799
+ underlyingInstrumentId: string;
800
+ };
801
+ costs?: {
802
+ commission?: number;
803
+ exchangeFees?: number;
804
+ regulatoryFees?: number;
805
+ slippageAdjustment?: number;
806
+ };
807
+ settleTimestampMs?: number;
808
+ settlementStyle?: "cash-on-trade" | "variation-margin";
809
+ accruedInterest?: number;
810
+ orderId?: string;
811
+ executionPriceAdjustment?: number;
812
+ venue?: string;
813
+ liquidity?: "unknown" | "maker" | "taker";
814
+ }>;
815
+ journalEventIds: import("../../core/dist/schema/index.js").ArraySchema<string>;
816
+ assumptions: import("../../core/dist/schema/index.js").ObjectSchema<{
817
+ conventionsVersion: import("../../core/dist/schema/index.js").StringSchema;
818
+ mode: import("../../core/dist/schema/index.js").LiteralSchema<"paper">;
819
+ execution: import("../../core/dist/schema/index.js").ObjectSchema<{
820
+ label: import("../../core/dist/schema/index.js").StringSchema;
821
+ realism: import("../../core/dist/schema/index.js").EnumSchema<"simplified" | "declared">;
822
+ observation: import("../../core/dist/schema/index.js").EnumSchema<"trade" | "bar" | "quote" | "order-book">;
823
+ fill: import("../../core/dist/schema/index.js").ObjectSchema<{
824
+ label: import("../../core/dist/schema/index.js").StringSchema;
825
+ version: import("../../core/dist/schema/index.js").StringSchema;
826
+ }>;
827
+ ambiguity: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "optimistic" | "pessimistic" | "deterministic-path">;
828
+ costs: import("../../core/dist/schema/index.js").ObjectSchema<{
829
+ commission: import("../../core/dist/schema/index.js").StringSchema;
830
+ slippage: import("../../core/dist/schema/index.js").StringSchema;
831
+ spread: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
832
+ marketImpact: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
833
+ latencySessions: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
834
+ participation: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
835
+ borrow: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
836
+ }>;
837
+ staleQuotes: import("../../core/dist/schema/index.js").ObjectSchema<{
838
+ maximumAgeMs: import("../../core/dist/schema/index.js").UnionSchema<number | null>;
839
+ behavior: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "fill-at-last">;
840
+ }>;
841
+ lockedCrossed: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "fill-at-mid">;
842
+ sessions: import("../../core/dist/schema/index.js").ObjectSchema<{
843
+ halts: import("../../core/dist/schema/index.js").NumberSchema;
844
+ priceLimits: import("../../core/dist/schema/index.js").NumberSchema;
845
+ auction: import("../../core/dist/schema/index.js").UnionSchema<"ignore" | "open-close-only" | null>;
846
+ }>;
847
+ partialFills: import("../../core/dist/schema/index.js").EnumSchema<"reject" | "allow">;
848
+ queue: import("../../core/dist/schema/index.js").EnumSchema<"none" | "depth-approximation">;
849
+ timeInForce: import("../../core/dist/schema/index.js").ObjectSchema<{
850
+ default: import("../../core/dist/schema/index.js").EnumSchema<"day" | "gtc">;
851
+ expireAtSessionClose: import("../../core/dist/schema/index.js").BooleanSchema;
852
+ }>;
853
+ margin: import("../../core/dist/schema/index.js").ObjectSchema<{
854
+ buyingPowerMultiplier: import("../../core/dist/schema/index.js").NumberSchema;
855
+ initialMarginRate: import("../../core/dist/schema/index.js").NumberSchema;
856
+ maintenanceMarginRate: import("../../core/dist/schema/index.js").NumberSchema;
857
+ forcedLiquidation: import("../../core/dist/schema/index.js").EnumSchema<"none" | "pro-rata" | "close-largest-loss">;
858
+ }>;
859
+ }>;
860
+ idempotencyConvention: import("../../core/dist/schema/index.js").StringSchema;
861
+ }>;
862
+ diagnostics: import("../../core/dist/schema/index.js").ObjectSchema<{
863
+ engine: import("../../core/dist/schema/index.js").LiteralSchema<"paper-broker">;
864
+ warnings: import("../../core/dist/schema/index.js").ArraySchema<string>;
865
+ orderCount: import("../../core/dist/schema/index.js").NumberSchema;
866
+ retried: import("../../core/dist/schema/index.js").BooleanSchema;
867
+ }>;
868
+ contentHash: import("../../core/dist/schema/index.js").StringSchema;
869
+ }>;
870
+ retried: import("../../core/dist/schema/index.js").BooleanSchema;
871
+ fills: import("../../core/dist/schema/index.js").ArraySchema<{
872
+ quantity: number;
873
+ instrumentId: string;
874
+ currency: string;
875
+ accountId: string;
876
+ side: "buy" | "sell";
877
+ pricePerUnit: number;
878
+ fillId: string;
879
+ filledTimestampMs: number;
880
+ contractMultiplier?: number;
881
+ contract?: {
882
+ kind: "option";
883
+ type: "put" | "call";
884
+ underlyingInstrumentId: string;
885
+ strikePricePerUnit: number;
886
+ expiryTimestampMs: number;
887
+ } | {
888
+ kind: "future";
889
+ underlyingInstrumentId: string;
890
+ expiryTimestampMs: number;
891
+ } | {
892
+ kind: "perpetual";
893
+ underlyingInstrumentId: string;
894
+ };
895
+ costs?: {
896
+ commission?: number;
897
+ exchangeFees?: number;
898
+ regulatoryFees?: number;
899
+ slippageAdjustment?: number;
900
+ };
901
+ settleTimestampMs?: number;
902
+ settlementStyle?: "cash-on-trade" | "variation-margin";
903
+ accruedInterest?: number;
904
+ orderId?: string;
905
+ executionPriceAdjustment?: number;
906
+ venue?: string;
907
+ liquidity?: "unknown" | "maker" | "taker";
908
+ }>;
909
+ events: import("../../core/dist/schema/index.js").ArraySchema<import("../../portfolio/dist/index.js").PortfolioEventEnvelope>;
910
+ recovery: import("../../core/dist/schema/index.js").ObjectSchema<{
911
+ fills: import("../../core/dist/schema/index.js").ArraySchema<{
912
+ quantity: number;
913
+ instrumentId: string;
914
+ currency: string;
915
+ accountId: string;
916
+ side: "buy" | "sell";
917
+ pricePerUnit: number;
918
+ fillId: string;
919
+ filledTimestampMs: number;
920
+ contractMultiplier?: number;
921
+ contract?: {
922
+ kind: "option";
923
+ type: "put" | "call";
924
+ underlyingInstrumentId: string;
925
+ strikePricePerUnit: number;
926
+ expiryTimestampMs: number;
927
+ } | {
928
+ kind: "future";
929
+ underlyingInstrumentId: string;
930
+ expiryTimestampMs: number;
931
+ } | {
932
+ kind: "perpetual";
933
+ underlyingInstrumentId: string;
934
+ };
935
+ costs?: {
936
+ commission?: number;
937
+ exchangeFees?: number;
938
+ regulatoryFees?: number;
939
+ slippageAdjustment?: number;
940
+ };
941
+ settleTimestampMs?: number;
942
+ settlementStyle?: "cash-on-trade" | "variation-margin";
943
+ accruedInterest?: number;
944
+ orderId?: string;
945
+ executionPriceAdjustment?: number;
946
+ venue?: string;
947
+ liquidity?: "unknown" | "maker" | "taker";
948
+ }>;
949
+ events: import("../../core/dist/schema/index.js").ArraySchema<import("../../portfolio/dist/index.js").PortfolioEventEnvelope>;
950
+ }>;
951
+ journal: import("../../core/dist/schema/index.js").ObjectSchema<{
952
+ journalId: import("../../core/dist/schema/index.js").StringSchema;
953
+ appended: import("../../core/dist/schema/index.js").NumberSchema;
954
+ total: import("../../core/dist/schema/index.js").NumberSchema;
955
+ }>;
956
+ open: import("../../core/dist/schema/index.js").ArraySchema<string>;
957
+ expired: import("../../core/dist/schema/index.js").ArraySchema<string>;
958
+ unfilled: import("../../core/dist/schema/index.js").ArraySchema<{
959
+ reason: "not-triggered" | "no-observation" | "wrong-observation-kind" | "stale-quote" | "locked-crossed" | "halted" | "zero-quantity" | "insufficient-depth" | "already-observed";
960
+ orderId: string;
961
+ detail: string;
962
+ }>;
963
+ }>;
964
+ export declare const ExternalPortfolioSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
965
+ asOf: import("../../core/dist/schema/index.js").UnionSchema<string | number>;
966
+ accounts: import("../../core/dist/schema/index.js").RecordSchema<{
967
+ cash: Record<string, {
968
+ total: number;
969
+ settled?: number;
970
+ }>;
971
+ positions: {
972
+ quantity: number;
973
+ instrumentId: string;
974
+ currency?: string;
975
+ costBasis?: number;
976
+ }[];
977
+ }>;
978
+ source: import("../../core/dist/schema/index.js").OptionalSchema<string>;
979
+ }>;
980
+ export declare const ToleranceSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
981
+ quantity: import("../../core/dist/schema/index.js").NumberSchema;
982
+ cashAmount: import("../../core/dist/schema/index.js").NumberSchema;
983
+ costBasis: import("../../core/dist/schema/index.js").OptionalSchema<number>;
984
+ }>;
985
+ export declare const ReconcileOutputSchema: import("../../core/dist/schema/index.js").ObjectSchema<{
986
+ kind: import("../../core/dist/schema/index.js").LiteralSchema<"totalfinance.reconciliation-report">;
987
+ schemaVersion: import("../../core/dist/schema/index.js").LiteralSchema<1>;
988
+ asOf: import("../../core/dist/schema/index.js").NumberSchema;
989
+ planHash: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
990
+ journalId: import("../../core/dist/schema/index.js").UnionSchema<string | null>;
991
+ sourceId: import("../../core/dist/schema/index.js").StringSchema;
992
+ reconciled: import("../../core/dist/schema/index.js").BooleanSchema;
993
+ orders: import("../../core/dist/schema/index.js").ArraySchema<{
994
+ state: "cancelled" | "acknowledged" | "submitted" | "partially-filled" | "filled" | "rejected" | "expired" | "unresolved";
995
+ reason: string | null;
996
+ orderId: string;
997
+ planHash: string;
998
+ submittedQuantity: number;
999
+ filledQuantity: number;
1000
+ remainingQuantity: number;
1001
+ averageFillPrice: number | null;
1002
+ fillIds: string[];
1003
+ lateFillIds: string[];
1004
+ lastEventId: string;
1005
+ lastTimestampMs: number;
1006
+ terminal: boolean;
1007
+ cancelRequested: boolean;
1008
+ replacedBy: string | null;
1009
+ reconciledEventId: string | null;
1010
+ }>;
1011
+ orderChecks: import("../../core/dist/schema/index.js").ArraySchema<{
1012
+ state: "cancelled" | "acknowledged" | "submitted" | "partially-filled" | "filled" | "rejected" | "expired" | "unresolved";
1013
+ withinTolerance: boolean;
1014
+ orderId: string;
1015
+ difference: number;
1016
+ journaledQuantity: number;
1017
+ fillQuantity: number;
1018
+ }>;
1019
+ fills: import("../../core/dist/schema/index.js").ArraySchema<{
1020
+ quantity: number;
1021
+ orderId: string | null;
1022
+ fillId: string;
1023
+ journaled: boolean;
1024
+ inLedger: boolean;
1025
+ ledgerKey: string;
1026
+ }>;
1027
+ journaledNotInLedger: import("../../core/dist/schema/index.js").ArraySchema<string>;
1028
+ ledgerNotJournaled: import("../../core/dist/schema/index.js").ArraySchema<string>;
1029
+ unresolved: import("../../core/dist/schema/index.js").ArraySchema<{
1030
+ reason: string;
1031
+ orderId: string;
1032
+ }>;
1033
+ portfolio: import("../../core/dist/schema/index.js").UnionSchema<{
1034
+ assumptions: {
1035
+ conventionsVersion: string;
1036
+ lotRelief: "fifo" | "lifo" | "highest-cost" | "specific-lot";
1037
+ tolerance: {
1038
+ quantity: number;
1039
+ costBasis: number;
1040
+ cashAmount: number;
1041
+ };
1042
+ comparisonConvention: string;
1043
+ };
1044
+ diagnostics: {
1045
+ warnings: string[];
1046
+ ledgerAccountCount: number;
1047
+ externalAccountCount: number;
1048
+ };
1049
+ asOf: number;
1050
+ baseCurrency: string;
1051
+ accounts: {
1052
+ cash: {
1053
+ withinTolerance: boolean;
1054
+ currency: string;
1055
+ ledgerTotal: number;
1056
+ ledgerSettled: number;
1057
+ ledgerUnsettledReceivable: number;
1058
+ ledgerUnsettledPayable: number;
1059
+ externalTotal: number;
1060
+ externalSettled: number | null;
1061
+ totalDifference: number;
1062
+ settledDifference: number | null;
1063
+ explanation?: {
1064
+ kind: "pending-settlement";
1065
+ detail: string;
1066
+ } | {
1067
+ kind: "corporate-action-candidate";
1068
+ ratio: number;
1069
+ detail: string;
1070
+ };
1071
+ }[];
1072
+ positions: {
1073
+ kind: "matched" | "quantity-difference" | "missing-in-external" | "extra-in-external";
1074
+ withinTolerance: boolean;
1075
+ instrumentId: string;
1076
+ currency: string | null;
1077
+ ledgerQuantity: number;
1078
+ externalQuantity: number;
1079
+ quantityDifference: number;
1080
+ costBasis?: {
1081
+ ledger: number;
1082
+ withinTolerance: boolean;
1083
+ external: number;
1084
+ difference: number;
1085
+ };
1086
+ explanation?: {
1087
+ kind: "pending-settlement";
1088
+ detail: string;
1089
+ } | {
1090
+ kind: "corporate-action-candidate";
1091
+ ratio: number;
1092
+ detail: string;
1093
+ };
1094
+ currencyMismatch?: {
1095
+ ledger: string;
1096
+ external: string;
1097
+ };
1098
+ }[];
1099
+ accountId: string;
1100
+ presentInLedger: boolean;
1101
+ presentInExternal: boolean;
1102
+ }[];
1103
+ reconciled: boolean;
1104
+ differenceCount: number;
1105
+ explainedCount: number;
1106
+ suggestedCorrections: import("../../portfolio/dist/index.js").PortfolioEventEnvelope[];
1107
+ undraftable: {
1108
+ subject: string;
1109
+ accountId: string;
1110
+ reason: string;
1111
+ }[];
1112
+ } | null>;
1113
+ assumptions: import("../../core/dist/schema/index.js").ObjectSchema<{
1114
+ conventionsVersion: import("../../core/dist/schema/index.js").StringSchema;
1115
+ tolerance: import("../../core/dist/schema/index.js").ObjectSchema<{
1116
+ quantity: import("../../core/dist/schema/index.js").NumberSchema;
1117
+ cashAmount: import("../../core/dist/schema/index.js").NumberSchema;
1118
+ costBasis: import("../../core/dist/schema/index.js").NumberSchema;
1119
+ }>;
1120
+ matchConvention: import("../../core/dist/schema/index.js").StringSchema;
1121
+ }>;
1122
+ diagnostics: import("../../core/dist/schema/index.js").ObjectSchema<{
1123
+ engine: import("../../core/dist/schema/index.js").LiteralSchema<"trade-reconciliation">;
1124
+ warnings: import("../../core/dist/schema/index.js").ArraySchema<string>;
1125
+ orderCount: import("../../core/dist/schema/index.js").NumberSchema;
1126
+ openCount: import("../../core/dist/schema/index.js").NumberSchema;
1127
+ fillCount: import("../../core/dist/schema/index.js").NumberSchema;
1128
+ ledgerFillCount: import("../../core/dist/schema/index.js").NumberSchema;
1129
+ unresolvedCount: import("../../core/dist/schema/index.js").NumberSchema;
1130
+ differenceCount: import("../../core/dist/schema/index.js").NumberSchema;
1131
+ }>;
1132
+ contentHash: import("../../core/dist/schema/index.js").StringSchema;
1133
+ }>;
1134
+ //# sourceMappingURL=trade-wire-schemas.d.ts.map