{ "openapi": "3.1.0", "info": { "title": "TotalFinance local operations", "version": "0.1.4", "description": "The local, read-only-by-default, loopback HTTP transport over the TotalFinance operation registry (48 operations across 17 packs). Host and any Origin must match this server's host and bound port; null/foreign origins are refused. JSON POSTs require application/json. Enabled writes (including trade:approve) and job creation/cancellation require a server-owned bearer credential; read-only analytics and discovery remain unauthenticated. A credential does not grant capabilities. Every request body is the operation's own input schema; every error body is one OperationError. Wire byte budget default 65536." }, "servers": [ { "url": "http://127.0.0.1:8787", "description": "loopback" } ], "paths": { "/operations": { "get": { "operationId": "listOperations", "summary": "Every registered operation, described", "responses": { "200": { "description": "The descriptions, in registry order.", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OperationDescription" } } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } } } }, "/operations/{id}": { "get": { "operationId": "describeOperation", "summary": "One operation, described", "parameters": [ { "name": "id", "in": "path", "required": true, "schema": { "type": "string" } } ], "responses": { "200": { "description": "The description.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationDescription" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } } } }, "/operations/totalfinance.artifact.compare/run": { "post": { "operationId": "run.totalfinance.artifact.compare", "security": [], "summary": "Compare two analysis artifacts", "description": "Compare a baseline and a candidate artifact of the same type leaf by leaf: value differences with absolute and relative deltas, added and removed paths, whether inputs and producers match, and — when a tolerance is supplied — whether every numeric leaf is within it. The result is compareAnalysisArtifacts(...) verbatim.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.artifact.compare.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.artifact.compare.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "medium", "supportsCancellation": false, "handleFields": [ "baseline", "candidate" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.artifact.read/run": { "post": { "operationId": "run.totalfinance.artifact.read", "security": [], "summary": "Read an analysis artifact", "description": "Validate a Gate B analysis artifact (its envelope, its recomputed inputs hash, and its content-hash identity) and return its identity, type, producer, provenance warnings, table names, and a bounded preview of the stored result — the one read door for any artifact over the wire. Migrations are not registered over the wire; a stored older version is refused with the versions named.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.artifact.read.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.artifact.read.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [ "artifact" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.backtest.cross_sectional_run/run": { "post": { "operationId": "run.totalfinance.backtest.cross_sectional_run", "security": [], "summary": "Run a cross-sectional backtest", "description": "Backtest a point-in-time cross-sectional strategy: a returns dataset with declared features, a universe history with entries and exits, one declarative signal (a versioned factor recipe, a composite score, or a screen), a rebalance schedule, and a portfolio construction (quantile/count/fraction selection on each side; equal, score, inverse-volatility, or risk-budget weights; dollar/sector/beta/factor neutrality; position, weight, turnover, and participation caps — every trim a reported goal). Fills go through the execution policy into the portfolio ledger; the final value reconciles to the ledger NAV. Rebalances, holdings, fills, the ledger, the timeline, attribution, the benchmark block, and the performance summary — crossSectionalBacktest(...) verbatim. Opt-in (backtestPack): payloads and runtime are heavier than the default set; bulk row sets above the row cap travel by handle.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.backtest.cross_sectional_run.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.backtest.cross_sectional_run.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "job", "supportsCancellation": false, "handleFields": [ "dataset" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.backtest.environment_episode/run": { "post": { "operationId": "run.totalfinance.backtest.environment_episode", "security": [], "summary": "Bench a baseline policy over one trading-environment episode", "description": "Run one of the six maintained baseline policies through the deterministic trading environment over a catalogue episode (or a named declarative definition) at a seed, and return Agent Bench's report for that episode: operational conformance (look-ahead, replay equality, duplicate orders under the retry drive, external-order attempts, reconciliation; the mask and limit counts) apart from strategy quality (return, volatility, Sharpe, Sortino, drawdown, turnover, cost, exposure, violations) — no single score by design. With artifact: 'embed', the recorded episode travels as an `environment` run artifact that replays to its run hash. Declarative inputs only: a TypeScript policy or a reward goal callback is SDK-only. Opt-in (backtestPack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.backtest.environment_episode.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.backtest.environment_episode.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "job", "supportsCancellation": false, "handleFields": [ "episode.definition.marketData" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.backtest.options_run/run": { "post": { "operationId": "run.totalfinance.backtest.options_run", "security": [], "summary": "Run an options backtest", "description": "Backtest a declarative options strategy over chain snapshots: structure selection by delta and DTE, exit and roll triggers, optional delta hedging, declarative commission and slippage, American assignment modelling, and the marking policy (current-quote or entry volatility; what a missing mark does). Several rules may hold several trades at once (book), pre-trade limits reject entries with rows, combo or legged fills, quote freshness, split lineage, dividend evidence, the surface summary, and the portfolio ledger the equity reconciles to. Equity points, trades with per-leg attribution and mark counts, settlements, and the standard performance summary. The result is optionsBacktest(...) verbatim. Opt-in (backtestPack): payloads and runtime are heavier than the default set.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.backtest.options_run.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.backtest.options_run.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "job", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.backtest.portfolio_run/run": { "post": { "operationId": "run.totalfinance.backtest.portfolio_run", "security": [], "summary": "Run a portfolio backtest", "description": "Backtest a multi-asset portfolio through the ledger: instruments with built-in adapters (equity, etf, option, future, fx-forward, crypto-spot, crypto-perpetual, bond), market data by row set, a model or inline targets on a rebalance schedule, an execution policy with settlement lags, external flows, a calendar, and the margin check with forced liquidation. Every fill, flow, lifecycle fact, and liquidation is a portfolio event; the equity is the ledger's net asset value. The result is portfolioBacktest(...) verbatim. Opt-in (backtestPack): payloads and runtime are heavier than the default set; bulk row sets above the row cap travel by handle.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.backtest.portfolio_run.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.backtest.portfolio_run.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "job", "supportsCancellation": false, "handleFields": [ "marketData" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.backtest.vectorized_run/run": { "post": { "operationId": "run.totalfinance.backtest.vectorized_run", "security": [], "summary": "Run a vectorized backtest", "description": "Run a single-asset vectorized backtest: signal-following fills at close, optional bps fees. Returns final value, turnover, and the performance summary; every hidden policy the run assumed (fill timing, costs, slippage, settlement, calendar, margin) is echoed in `assumptions`, and the implementation-risk warnings (look-ahead, data alignment) ride `diagnostics`. Deliberately opt-in (backtestPack) — payloads and runtime are heavier than the default tools. executionLag shifts signal lookup before rebalance sampling; a month-end target can miss the next monthly sample. Use the SDK researchProtocol and selection-hygiene workflow before comparing candidates; see docs/guides/dogfood-journeys.md.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.backtest.vectorized_run.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.backtest.vectorized_run.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.calendar.sessions/run": { "post": { "operationId": "run.totalfinance.calendar.sessions", "security": [], "summary": "Trading sessions & option expirations", "description": "Trading days, holidays, and half days for an exchange calendar over a date range (≤ ~13 months), plus option expirations (weekly Fridays / monthly OPEX / quarterly, shifted off holidays from the calendar data) when `expirationKind` is set, and the next expiry after the range start. NYSE/CBOE one-off closure coverage begins 2001-01-01; earlier ranges carry a diagnostic. Rules project other dates, not future emergency closures.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.calendar.sessions.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.calendar.sessions.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.crypto.futures_basis/run": { "post": { "operationId": "run.totalfinance.crypto.futures_basis", "security": [], "summary": "Futures basis / cash-and-carry", "description": "Annualized basis of a dated future over spot — the cash-and-carry yield. Reports raw and percentage basis, simple and continuously-compounded annualization, contango/backwardation, and flags an arbitrage-sized basis.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.crypto.futures_basis.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.crypto.futures_basis.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.crypto.perpetual_funding/run": { "post": { "operationId": "run.totalfinance.crypto.perpetual_funding", "security": [], "summary": "Perpetual funding → implied carry", "description": "Annualize a perpetual funding rate into the implied cost-of-carry: the mark/index premium, simple and compounded annualized funding, and an extreme-funding flag. All rates are decimals; the interval defaults to the standard 8 hours.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.crypto.perpetual_funding.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.crypto.perpetual_funding.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.fixed_income.bond_analytics/run": { "post": { "operationId": "run.totalfinance.fixed_income.bond_analytics", "security": [], "summary": "Bond price/yield analytics", "description": "Full fixed-rate bond analytics from a specification: given a `yield`, price it; given a `price`, solve the yield to maturity — then report clean/dirty price, accrued interest, Macaulay/modified duration, convexity, and DV01. Dates are YYYY-MM-DD; rates are decimals.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.fixed_income.bond_analytics.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.fixed_income.bond_analytics.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.option.greeks/run": { "post": { "operationId": "run.totalfinance.option.greeks", "security": [], "summary": "Compute first-order Greeks", "description": "Compute first-order Greeks (delta, gamma, theta/day, vega/1%, rho/1%) for a European option under Black–Scholes–Merton. Supply time as timeToExpiryYears (years) or as expiry + asOf (dates).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.option.greeks.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.option.greeks.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.option.implied_volatility/run": { "post": { "operationId": "run.totalfinance.option.implied_volatility", "security": [], "summary": "Solve implied volatility", "description": "Solve Black–Scholes–Merton implied volatility from an observed option price using the method suite (auto/brent/newton/halley/householder, with an optional Brent fallback). Supply time as timeToExpiryYears (years) or as expiry + asOf (dates). Non-convergence and no-arbitrage failures are reported in diagnostics (converged: false), never fabricated; the method actually used is echoed in diagnostics.method.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.option.implied_volatility.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.option.implied_volatility.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.option.price/run": { "post": { "operationId": "run.totalfinance.option.price", "security": [], "summary": "Price an option (Black–Scholes–Merton)", "description": "Price a European option with the Black–Scholes–Merton model. Supply time as timeToExpiryYears (years) or as expiry + asOf (dates). 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Suspicious inputs (prices passed as returns, returns passed as equity) are flagged in diagnostics.warnings, never silently reported.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.performance.analyze.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.performance.analyze.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.portfolio.analyze/run": { "post": { "operationId": "run.totalfinance.portfolio.analyze", "security": [], "summary": "Analyze a portfolio (snapshot, timeline, monitor)", "description": "One report of up to three direct results: the valuation snapshot at `asOf` (always), the dated timeline with P&L since each prior mark and drawdown (when `marks` are supplied), and the policy monitor with its alerts and carried state (when `monitor` is supplied). Each result is the direct function verbatim; nothing is aggregated across them, and one `assumptions` says which parts ran and why the others did not.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.analyze.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.analyze.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "medium", "supportsCancellation": false, "handleFields": [ "ledger", "market" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.portfolio.create/run": { "post": { "operationId": "run.totalfinance.portfolio.create", "security": [ { "localBearer": [] } ], "summary": "Create and store an explicitly defined portfolio ledger", "description": "Start here before portfolio.record_events: supply durable portfolioId, baseCurrency and explicit initial events (an empty array creates no cash). Uses the existing artifact store and ledger reducer. Requires portfolio:write and a writable store. Save the returned handle and open it with portfolio.inspect from portfolioPack (enable both trade and portfolio packs, or use --profile full); subsequent event writes return a new immutable handle. Opt-in (tradePack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.create.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.create.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "portfolio-state", "authorization": "none", "idempotency": "required", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": false, "destructiveHint": false, "idempotentHint": true, "openWorldHint": true } } } }, "/operations/totalfinance.portfolio.explain_pnl/run": { "post": { "operationId": "run.totalfinance.portfolio.explain_pnl", "security": [], "summary": "Explain portfolio P&L between two marks", "description": "Explain the change in net asset value between two dated valuation marks: external flows, investment return, and the identity components (realized, unrealized, income, transaction costs, financing, foreign exchange) that reconcile to it with a published residual, by currency and by grouping. The result is portfolioPnl(...) verbatim.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.explain_pnl.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.explain_pnl.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [ "ledger", "from.market", "to.market" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.portfolio.inspect/run": { "post": { "operationId": "run.totalfinance.portfolio.inspect", "security": [], "summary": "Open a portfolio ledger or handle and inspect a bounded page", "description": "Open a returned totalfinance://portfolios/... handle through the same configured store, or import an inline serialized ledger for read-only inspection. Revalidates and replays the ledger. Summary returns identity/counts; events, positions and cash return bounded previews (default 20, maximum 100 rows). This does not value the portfolio; use portfolio.snapshot with explicit marks. Opt-in (portfolioPack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.inspect.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.inspect.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [ "portfolio" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.portfolio.rebalance_proposal/run": { "post": { "operationId": "run.totalfinance.portfolio.rebalance_proposal", "security": [], "summary": "Propose a rebalance (a proposal, never an order)", "description": "Fold the ledger snapshot to its state, mark it from the market snapshot, and propose the trades that take the portfolio to the policy targets (or only the drifted ones) under the policy limits, lot sizes, minimum notional, transaction-cost estimates, and an optional external flow. The result is proposePortfolioRebalance(...) verbatim: weights before and after, the cash summary, the trades with their estimates, the objective, and every target it could not resolve. Read-only by construction — it returns a proposal and places nothing. Opt-in (portfolioPack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.rebalance_proposal.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.rebalance_proposal.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "medium", "supportsCancellation": false, "handleFields": [ "ledger", "market" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.portfolio.record_events/run": { "post": { "operationId": "run.totalfinance.portfolio.record_events", "security": [ { "localBearer": [] } ], "summary": "Apply events to a ledger and store the new ledger", "description": "Fold validated portfolio events (fills from trade.submit, deposits, corporate actions) onto a ledger through the ledger's own reducer and put the new ledger into the artifact store as a content-addressed portfolio handle. The write is the put: an unchanged ledger is the same handle; identical replays fold once and applied counts only new events. Changed event bodies are refused. Requires a writable artifact store and the portfolio:write capability. Opt-in (tradePack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.record_events.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.record_events.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "portfolio-state", "authorization": "none", "idempotency": "required", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [ "portfolio" ], "annotations": { "readOnlyHint": false, "destructiveHint": false, "idempotentHint": true, "openWorldHint": true } } } }, "/operations/totalfinance.portfolio.snapshot/run": { "post": { "operationId": "run.totalfinance.portfolio.snapshot", "security": [], "summary": "Value a portfolio at an instant", "description": "Value every cash balance and position of a portfolio at one instant from a Gate B market snapshot: net asset value in the base currency, per-account cash rows (settled and unsettled), per-position marks, cost basis and unrealized P&L. Supply the portfolio as its serialized ledger envelope (re-hydrated through readPortfolioLedgerSnapshot) or as a derived PortfolioState. The result is portfolioSnapshot(...) verbatim.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.snapshot.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.portfolio.snapshot.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [ "portfolio", "market" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.research.event_study/run": { "post": { "operationId": "run.totalfinance.research.event_study", "security": [], "summary": "Run an event study", "description": "Measure abnormal returns around dated events under a declared expected-return model (mean-adjusted, market-adjusted, or market model), with explicit session, overlap, and cumulation policies; per-event rows and cumulative abnormal returns, and the average abnormal return by offset with t-statistics. The result is eventStudy(...) verbatim.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.research.event_study.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.research.event_study.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "medium", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.research.rank/run": { "post": { "operationId": "run.totalfinance.research.rank", "security": [], "summary": "Rank a universe", "description": "Rank a point-in-time universe by one declared numeric field with an explicit tie policy (competition, dense, ordinal) and missing-value policy. The result is rankUniverse(...) verbatim.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.research.rank.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.research.rank.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "medium", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.research.score/run": { "post": { "operationId": "run.totalfinance.research.score", "security": [], "summary": "Score a universe", "description": "Score a point-in-time universe as a weighted composite of standardized components (z-score or percentile rank, higher- or lower-is-better) with an explicit missing-value policy. The result is scoreUniverse(...) verbatim.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.research.score.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.research.score.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "medium", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.research.screen/run": { "post": { "operationId": "run.totalfinance.research.screen", "security": [], "summary": "Screen a universe", "description": "Filter a point-in-time universe of instrument observations with a declarative filter tree, order the survivors, and optionally limit them — a replayable screen by construction (no caller predicate crosses the wire). The result is screenUniverse(...) verbatim.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.research.screen.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.research.screen.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "medium", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.risk.optimize/run": { "post": { "operationId": "run.totalfinance.risk.optimize", "security": [], "summary": "Portfolio optimization", "description": "Solve a portfolio: minVariance, maxSharpe (tangency), meanVariance utility, riskParity (equal risk contribution), hrp (hierarchical risk parity), or kelly. Returns the Computed envelope: value.weights + value.objective, assumptions echo the objective and budget, and diagnostics carry converged/iterations — a non-converged solve adds an optimize.not_converged warning instead of pretending.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.risk.optimize.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.risk.optimize.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.risk.value_at_risk/run": { "post": { "operationId": "run.totalfinance.risk.value_at_risk", "security": [], "summary": "Value-at-Risk & Conditional VaR", "description": "Estimate Value-at-Risk (VaR) and Conditional VaR / expected shortfall from a return series. Methods: historical (empirical quantile, default), parametric (Gaussian, optional Cornish-Fisher for skew/kurtosis), or monteCarlo. Both are positive loss magnitudes at the given `confidence`; the horizon scales by √-time. The applied confidence/method/horizon ride `assumptions` (with the resolved seed/samples for monteCarlo) and warnings ride `diagnostics`.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.risk.value_at_risk.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.risk.value_at_risk.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": false, "stochastic": "per-call", "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.scenario.run/run": { "post": { "operationId": "run.totalfinance.scenario.run", "security": [], "summary": "Run a scenario set against targets", "description": "Revalue every target under every scenario of a Gate B scenario set against a Gate B market snapshot: a scenario-major cell grid with base values, per-cell P&L in local and reporting currency, and per-scenario aggregates. Targets are the serializable kinds — spot assets, Taylor (greeks) positions, and a portfolio bound through Taylor bindings. The result is runScenarios(...) verbatim.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.scenario.run.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.scenario.run.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "large", "supportsCancellation": false, "handleFields": [ "scenarioSet", "market" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.strategy.analyze/run": { "post": { "operationId": "run.totalfinance.strategy.analyze", "security": [], "summary": "Analyze an options strategy", "description": "Build a multi-leg options position from its legs and return breakevens, net debit/credit, max profit, and max loss. Legs may be given without premiums: pass `premiums: \"model\"` with a `market` snapshot (spot, volatility, riskFreeRate, asOf, expiry) and every unpriced leg is priced by the BSM engine — so an iron condor’s P&L and probability-of-profit come from strikes alone. Set `probability: true` (with `market`) to also get probability-of-profit, expected value, risk/reward, and probability-of-touch. `premiumSource` reports whether premiums were user- or model-supplied.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.strategy.analyze.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.strategy.analyze.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.strategy.list/run": { "post": { "operationId": "run.totalfinance.strategy.list", "security": [], "summary": "List the named-strategy catalog", "description": "Discover every named strategy builder: name, one-line description, whether it spans multiple expiries, and a canonical example input (the exact shape `totalfinance.strategy.analyze` accepts via its `strategy` + `input` form). Agents self-serve the input shapes from here.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.strategy.list.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.strategy.list.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.structure.exposures/run": { "post": { "operationId": "run.totalfinance.structure.exposures", "security": [], "summary": "Dealer exposure & levels from an option chain", "description": "Compute dealer-positioning exposure (net GEX/DEX at spot) and key levels — call/put walls, zero-gamma flip, max pain, pin risk, and 0DTE/weekly/monthly OPEX walls — from an option chain. Each row needs `strike`, `expiry`, `type`, `openInterest`, and either `impliedVolatility` or `price` (IV is implied from price when omitted). Inferred from open interest and a sign convention (echoed in `assumptions.convention`, with its caveats as `model.limitation` warnings in `diagnostics.warnings`) — it does not know true dealer books.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.structure.exposures.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.structure.exposures.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.structure.flow/run": { "post": { "operationId": "run.totalfinance.structure.flow", "security": [], "summary": "Classify options flow (sweeps / blocks / spreads)", "description": "Classify option prints into aggressor-side flow: sweeps (multi-print bursts, venue-verified when exchange codes are supplied), blocks, and multi-leg spreads. Aggressor side is NBBO-estimated (Lee–Ready style) — the honest caveats ride diagnostics.warnings as `model.limitation` entries (mirrored as `limitations` strings for quick reading); nothing is presented as exchange-confirmed unless it is.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.structure.flow.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.structure.flow.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.technical_analysis.calculate/run": { "post": { "operationId": "run.totalfinance.technical_analysis.calculate", "security": [], "summary": "Calculate a technical indicator", "description": "Compute any of TotalFinance’s ~300 registered technical indicators over a price series. Pass canonical core Bar records directly under bars; symbol, timestampMs, vwap and adjusted are declared fields. Source records require open, one symbol and strictly increasing unique timestamps; no stripping or SDK preprocessing is needed. Identity/time are validated before OHLCV projection; retain the original source/provenance alongside the result. Close-based (`series`) indicators take `closes`; bar-based indicators take `bars` (OHLCV objects) or parallel column arrays under `series`; pair indicators (e.g. beta, correl) take `x` and `y`. Use `totalfinance.technical_analysis.list` to discover indicator names, input kinds, and parameters. Output is aligned to input length with null during warmup; `assumptions.parameters` echoes the parameters actually used (declared defaults merged with yours), and `diagnostics.warmup` is the first real index.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.technical_analysis.calculate.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.technical_analysis.calculate.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.technical_analysis.describe/run": { "post": { "operationId": "run.totalfinance.technical_analysis.describe", "security": [], "summary": "Describe one technical indicator", "description": "Return the full card for a single indicator (alias-aware): category, input kind, parameters, defaults, which parameters are required, its warmup (leading bars before the first real value), and its cross-library aliases. The token-lean way to learn one indicator without listing all ~335. Discover names with `totalfinance.technical_analysis.list`; compute with `totalfinance.technical_analysis.calculate`.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.technical_analysis.describe.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.technical_analysis.describe.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.technical_analysis.list/run": { "post": { "operationId": "run.totalfinance.technical_analysis.list", "security": [], "summary": "List technical indicators", "description": "Discover the technical indicators available to `totalfinance.technical_analysis.calculate`. Returns each indicator’s name, category, input kind (series | bars | pair), parameters, defaults, and which parameters are required. Narrow the ~335-indicator catalog with `search` (matches a name or a TA-Lib/pandas/TradingView alias) and/or `category`, and page it with `limit` (default 50) / `offset` (`total` is the full match count). For one indicator’s full card (including its warmup), use `totalfinance.technical_analysis.describe`. To browse momentum, use { category: \"momentum\" }, rather than searching the name momentum. Then pass a name to `totalfinance.technical_analysis.calculate`.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.technical_analysis.list.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.technical_analysis.list.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.trade.authorize/run": { "post": { "operationId": "run.totalfinance.trade.authorize", "security": [ { "localBearer": [] } ], "summary": "Mint an authorization grant for a preflighted plan", "description": "Bind human authority to one plan and one preflight report: the plan hash, the portfolio and market hashes preflight judged, the market instant and an age allowance, the paper mode, the account, a variance envelope, an expiry, the approver, and a closed set of idempotency keys. Refuses a denied preflight, an unjudged plan, or a stale expiry. The grant is put into the authorization store under its content hash and returned with its handle. Requires the trade:approve capability. Opt-in (tradePack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.trade.authorize.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.trade.authorize.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "human", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.trade.cancel/run": { "post": { "operationId": "run.totalfinance.trade.cancel", "security": [ { "localBearer": [] } ], "summary": "Cancel an open paper order", "description": "Journal cancel-requested then cancelled for an open order in the journal store under `:journal`; a terminal order is not cancelled twice (accepted: false, the state says why). Cancelling a combo leg cancels all remaining legs of that plan-local combo. Both the original journal and authorization stores are required to recover pending submissions before cancellation; no new grant is needed. A fill delivered after the cancellation is Decision 6's late-fill path. Paper only; requires trade:paper. Opt-in (tradePack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.trade.cancel.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.trade.cancel.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "external-order", "authorization": "policy", "idempotency": "optional", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": false, "destructiveHint": true, "idempotentHint": false, "openWorldHint": true } } } }, "/operations/totalfinance.trade.preflight/run": { "post": { "operationId": "run.totalfinance.trade.preflight", "security": [], "summary": "Preflight a trade plan against the ledger, the market, and the policy", "description": "Normalize an intent (or take an execution plan) and judge it: the portfolio before and after through the ledger's own fold of hypothetical fills, every policy check with its verdict, declared-rate cost estimates, the monitor's alerts on the after-state, and one decision — allow only when every check passes, deny on any failure, require-approval when evidence is missing; never an allow from missing information. No effect. Opt-in (tradePack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.trade.preflight.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.trade.preflight.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [ "portfolio", "market" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.trade.reconcile/run": { "post": { "operationId": "run.totalfinance.trade.reconcile", "security": [ { "localBearer": [] } ], "summary": "Reconcile an execution journal to the ledger", "description": "Join the journal's order states (from the journal store by `journalId`, or inline events) to the ledger's fills under the execution source in both directions, compare delivered fill quantities per order within an explicit tolerance, list the unresolved orders, and — with an external snapshot — compose reconcilePortfolio verbatim. With planHash, exclude other plans’ journaled orders and fills from both joins; unattributed source fills remain discrepancies. External snapshots are judged over the whole portfolio. reconciled is true only when everything agrees and no order is unresolved. No effect; requires trade:paper. Opt-in (tradePack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.trade.reconcile.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.trade.reconcile.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [ "ledger" ], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.trade.submit/run": { "post": { "operationId": "run.totalfinance.trade.submit", "security": [ { "localBearer": [] } ], "summary": "Submit an authorized plan to the paper broker", "description": "Verify the grant against the plan, the portfolio and market hashes, the market instant, the account, and the idempotency key; journal submitted and acknowledged; return the content-addressed receipt — the SAME receipt for a retry with the same key and plan (no second order), trade.idempotency_conflict for the same key with another plan, trade.grant_expired for an expired grant. With `observations`, the open orders meet the market through the engines' own fill path. Top-level fills/events are only this call’s new deltas; the submission receipt is immutable. `currentOrders` is the authoritative journal-derived current state and cumulative filled/remaining quantities for this receipt. `recovery: { fills, events }` contains all persisted normalized fills and reproducible ledger envelopes for this receipt’s orders, including this call’s fills. Retry after a lost response and apply recovery.events with portfolio.record_events; identical events fold once. Recovery grows with later fills without replaying the fill engine. The journal continues transactionally from the required journal store under `:journal`; retries must retain that store and source. A grant atomically records its exact prepared submission before journal commit: a retry with the same key into the same store/journal recovers those events and reads the same receipt; any other submission of the grant is trade.grant_consumed. Every journal write recovers earlier pending submissions before allocating new identities. Inline history must match persisted history exactly. Inline grants must exist unchanged in the trusted authorization store. Paper only; requires trade:paper. Opt-in (tradePack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.trade.submit.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.trade.submit.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "external-order", "authorization": "policy", "idempotency": "required", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": false, "destructiveHint": true, "idempotentHint": true, "openWorldHint": true } } } }, "/operations/totalfinance.valuation.company/run": { "post": { "operationId": "run.totalfinance.valuation.company", "security": [], "summary": "Value a company from its statements", "description": "Project the three statements from explicit drivers, take the free cash flows the valuation basis needs, and discount them under the stated conventions (basis, date, currency, the REQUIRED discount rate, compounding, day count, the terminal value method, the enterprise-to-equity bridge). The result is discountedCashFlowFromStatements(...) verbatim — the projection with its balance-sheet reconciliation, the cash flows used, and the valuation — plus discountedCashFlowSensitivityTable(...) over the same flows when a sensitivity request is supplied. Opt-in (valuationPack).", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.valuation.company.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.valuation.company.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "medium", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.volatility.event/run": { "post": { "operationId": "run.totalfinance.volatility.event", "security": [], "summary": "Event-volatility decomposition (earnings)", "description": "Decompose pre-event implied volatility into base + event variance and the implied one-day event move (the earnings-move read): eventMove = √max(0, atmVolatility²·timeToExpiryYears − baseVolatility²·timeToExpiryYears). Optionally reports the variance risk premium when `realizedVolatility` is supplied.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.event.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.event.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.volatility.expected_move/run": { "post": { "operationId": "run.totalfinance.volatility.expected_move", "security": [], "summary": "Expected move (1σ)", "description": "Compute the expected 1-sigma move of the underlying by expiry — the lognormal ±1σ band and the expected absolute move. Provide `impliedVolatility` + `timeToExpiryYears` to imply it from volatility, or `straddlePrice` to imply it from the ATM straddle. Risk-neutral, not a directional forecast.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.expected_move.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.expected_move.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.volatility.metrics/run": { "post": { "operationId": "run.totalfinance.volatility.metrics", "security": [], "summary": "IV rank / percentile / stats", "description": "Where does the current implied volatility sit against its history? Returns IV rank (min–max position, 0–100), IV percentile (share of history below current, 0–100), and summary statistics — the standard \"is IV high?\" read before selling or buying premium.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.metrics.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.metrics.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.volatility.probability_in_the_money/run": { "post": { "operationId": "run.totalfinance.volatility.probability_in_the_money", "security": [], "summary": "Probability of finishing in-the-money", "description": "Risk-neutral probability that an option finishes in the money at expiry — N(d2) for a call, N(−d2) for a put. This is the model probability P(S_t ⋛ K), not a real-world forecast.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.probability_in_the_money.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.probability_in_the_money.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.volatility.probability_of_touch/run": { "post": { "operationId": "run.totalfinance.volatility.probability_of_touch", "security": [], "summary": "Probability of touching a level", "description": "Risk-neutral probability that the underlying TOUCHES `barrier` at any time before expiry (first-passage probability for geometric Brownian motion). Useful for stop/target and one-touch reasoning.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.probability_of_touch.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.probability_of_touch.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/operations/totalfinance.volatility.surface/run": { "post": { "operationId": "run.totalfinance.volatility.surface", "security": [], "summary": "Fit an implied-vol surface", "description": "Fit an implied-volatility surface from chain quotes (IV given directly, or implied from price) and return the surface rows, per-expiry ATM term structure, and the static-arbitrage report (calendar/butterfly violations). The surface never fabricates: non-convergence and extrapolation are reported in diagnostics/warnings.", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.surface.input" } } } }, "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/totalfinance.volatility.surface.result" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } }, "x-totalfinance": { "sideEffect": "none", "authorization": "none", "idempotency": "not-applicable", "deterministic": true, "stochastic": false, "costClass": "small", "supportsCancellation": false, "handleFields": [], "annotations": { "readOnlyHint": true, "destructiveHint": false, "idempotentHint": true, "openWorldHint": false } } } }, "/jobs": { "post": { "operationId": "submitJob", "security": [ { "localBearer": [] } ], "description": "Job creation persists state even for analytics and always requires the server-owned bearer token. Without a configured token, submission is disabled; inline read-only /run calls remain public.", "summary": "Submit an operation as a job (a job-class operation runs in a worker; others inline)", "requestBody": { "required": true, "content": { "application/json": { "schema": { "type": "object", "properties": { "id": { "type": "string" }, "input": { "type": "object" }, "seed": { "type": "integer" } }, "required": [ "id", "input" ], "additionalProperties": false } } } }, "responses": { "202": { "description": "The accepted (or, inline, terminal) record.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/JobRecord" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } } } }, "/jobs/{id}": { "get": { "operationId": "getJob", "summary": "The job record", "parameters": [ { "name": "id", "in": "path", "required": true, "schema": { "type": "string" } } ], "responses": { "200": { "description": "The record.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/JobRecord" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } } } }, "/jobs/{id}/cancel": { "post": { "operationId": "cancelJob", "security": [ { "localBearer": [] } ], "description": "Cancellation mutates persisted job state and always requires the server-owned bearer token. No JSON body is required.", "summary": "Cancel a job — the worker is terminated; the record moves to cancelled", "parameters": [ { "name": "id", "in": "path", "required": true, "schema": { "type": "string" } } ], "responses": { "200": { "description": "The cancelled (or already terminal) record.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/JobRecord" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "401": { "description": "Missing or invalid bearer credential (operation.capability_missing).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "413": { "description": "The input exceeds the wire byte budget (operation.input_too_large).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "415": { "description": "JSON POST requests require Content-Type: application/json (input.wrong_shape).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "500": { "description": "Internal error (operation.internal).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } } } }, "/jobs/{id}/result": { "get": { "operationId": "getJobResult", "summary": "The stored OperationResult of a completed job", "parameters": [ { "name": "id", "in": "path", "required": true, "schema": { "type": "string" } } ], "responses": { "200": { "description": "The OperationResult.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationResult" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "409": { "description": "The job was cancelled (operation.cancelled) or has not finished.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "422": { "description": "The operation failed (any other operation error).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } } } }, "/artifacts/{uri}": { "get": { "operationId": "getArtifact", "summary": "A stored value by handle uri (url-encoded)", "parameters": [ { "name": "uri", "in": "path", "required": true, "schema": { "type": "string" } } ], "responses": { "200": { "description": "The handle and the stored value.", "content": { "application/json": { "schema": { "type": "object", "properties": { "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "value": { "type": "object" } }, "required": [ "handle", "value" ] } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "404": { "description": "Unknown operation, job, or handle.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } } } }, "/capabilities": { "get": { "operationId": "capabilities", "summary": "Packs, budgets, the seed policy, and which stores are attached", "responses": { "200": { "description": "The capabilities.", "content": { "application/json": { "schema": { "type": "object" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } } } }, "/openapi.json": { "get": { "operationId": "openapi", "summary": "This document", "responses": { "200": { "description": "The OpenAPI 3.1 document.", "content": { "application/json": { "schema": { "type": "object" } } } }, "400": { "description": "The input was refused (an input.* code).", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } }, "403": { "description": "Untrusted Host/Origin, missing server capability, or mutations disabled without a credential.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OperationError" } } } } } } } }, "components": { "schemas": { "OperationError": { "type": "object", "description": "Every non-2xx body: the same document the CLI prints and the MCP server returns.", "properties": { "code": { "type": "string", "description": "A registered TotalFinance error code (input.*, operation.*, …)" }, "message": { "type": "string" }, "context": { "type": "object" }, "operation": { "type": "object", 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"type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.backtest.cross_sectional_run.input": { "type": "object", "properties": { "dataset": { "type": "object", 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"type": "string", "minLength": 1 }, "tradingSessionDate": { "type": "string", "format": "date" }, "simpleReturn": { "type": "number" } }, "additionalProperties": false, "required": [ "instrumentId", "tradingSessionDate", "simpleReturn" ] }, "description": "Per instrument per session; prices are return-index levels (base 100)" }, "benchmarkReturns": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "tradingSessionDate": { "type": "string", "format": "date" }, "simpleReturn": { "type": "number" } }, "additionalProperties": false, "required": [ "instrumentId", "tradingSessionDate", "simpleReturn" ] } }, "groups": { "type": "object", "additionalProperties": { "type": "string" } }, "sizeField": { "type": "string" }, "classification": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "averageDailyVolumes": { "type": "object", "additionalProperties": { "type": "number" } }, 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caller-authored), validated by the engine" } }, "additionalProperties": false, "required": [ "factorRecipe" ] }, { "type": "object", "properties": { "score": { "type": "object", "properties": { "components": { "type": "array", "items": { "type": "object", "properties": { "field": { "type": "string" }, "weight": { "type": "number", "exclusiveMinimum": 0 }, "direction": { "type": "string", "enum": [ "higher-is-better", "lower-is-better" ] }, "standardization": { "type": "string", "enum": [ "z-score", "percentile-rank" ] } }, "additionalProperties": false, "required": [ "field", "weight", "direction", "standardization" ] }, "minItems": 1 }, "missingValuePolicy": { "type": "string", "enum": [ "exclude", "renormalize-weights" ] } }, "additionalProperties": false, "required": [ "components", "missingValuePolicy" ] } }, "additionalProperties": false, "required": [ "score" ] }, { "type": "object", "properties": { "screen": { "type": "object", "properties": { "filter": { "type": "object", "additionalProperties": {} }, "orderBy": { "type": "array", "items": { "type": "object", "properties": { "field": { "type": "string" }, "direction": { "type": "string", "enum": [ "ascending", "descending" ] } }, "additionalProperties": false, "required": [ "field", "direction" ] }, "minItems": 1 }, "missingValuePolicy": { "type": "string", "enum": [ "exclude", "evaluate-as-false" ] } }, "additionalProperties": false, "required": [ "orderBy", "missingValuePolicy" ] } }, "additionalProperties": false, "required": [ "screen" ] } ], "description": "The three declarative signal forms; a signal callback is SDK-only" }, "rebalanceSchedule": { "type": "object", "properties": { "frequency": { "type": "string", "enum": [ "daily", "weekly", "monthly", "quarterly" ] }, "session": { "type": "string", "enum": [ "open", "close" ] }, "bufferBand": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "frequency", "session" ] }, "portfolioConstruction": { "type": "object", "properties": { "method": { "type": "string", "enum": [ "equal-weight", "score-weight", "inverse-volatility", "risk-budget" ], "description": "'supplied-weights' takes a caller function and is SDK-only" }, "long": { "anyOf": [ { "type": "object", "properties": { "topQuantile": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "topQuantile" ] }, { "type": "object", "properties": { "count": { "type": "integer", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "count" ] }, { "type": "object", "properties": { "fraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "fraction" ] } ] }, "short": { "anyOf": [ { "type": "object", "properties": { "bottomQuantile": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "bottomQuantile" ] }, { "type": "object", "properties": { "count": { "type": "integer", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "count" ] }, { "type": "object", "properties": { "fraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "fraction" ] } ] }, "neutrality": { "type": "string", "enum": [ "none", "dollar", "sector", "beta", "factor" ] }, "neutralizeAgainst": { "type": "object", "properties": { "field": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "field" ] }, "maximumPositions": { "type": "integer", "exclusiveMinimum": 0 }, "maximumPositionWeight": { "type": "number", "exclusiveMinimum": 0 }, "minimumPositionWeight": { "type": "number", "minimum": 0 }, "maximumTurnover": { "type": "number", "minimum": 0 }, "maximumParticipation": { "type": "number", "exclusiveMinimum": 0 }, "volatilityLookbackSessions": { "type": "integer", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "method", "long" ] }, "execution": { "type": "object", "properties": { "label": { "type": "string", "minLength": 1 }, "ambiguity": { "type": "string", "enum": [ "optimistic", "pessimistic", "deterministic-path", "reject" ] }, "costs": { "type": "object", "properties": { "commission": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "perShare", "type": "string" }, "amountPerShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amountPerShare" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "amount": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amount" ] } ], "description": "A declarative commission model (fees.none / bps / perShare / fixed)" }, "slippage": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "perShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "perShare" ] }, { "type": "object", "properties": { "model": { "const": "spread", "type": "string" }, "spread": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "spread" ] } ], "description": "A declarative slippage model (slippage.none / bps / fixed / spread)" }, "spread": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "halfSpreadBps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] } ] }, "marketImpact": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "squareRoot", "type": "string" }, "coefficient": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "coefficient" ] } ] }, "latencySessions": { "type": "integer", "minimum": 0 }, "participation": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false }, "partialFills": { "type": "string", "enum": [ "allow", "reject" ] }, "timeInForce": { "type": "object", "properties": { "default": { "type": "string", "enum": [ "day", "gtc" ] }, "expireAtSessionClose": { "type": "boolean" } }, "additionalProperties": false, "required": [ "default", "expireAtSessionClose" ] }, "margin": { "type": "object", "properties": { "buyingPowerMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "initialMarginRate": { "type": "number", "minimum": 0 }, "maintenanceMarginRate": { "type": "number", "minimum": 0 }, "forcedLiquidation": { "type": "string", "enum": [ "none", "close-largest-loss", "pro-rata" ] } }, "additionalProperties": false, "required": [ "buyingPowerMultiplier", "initialMarginRate", "maintenanceMarginRate", "forcedLiquidation" ] } }, "additionalProperties": false, "required": [ "label" ], "description": "A declared execution policy over session bars (execution.declared): the label is the caller's claim; a caller fill model, session rules, and quote/order-book observations are SDK-only" }, "transactionCostModel": { "type": "object", "properties": { "commission": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "perShare", "type": "string" }, "amountPerShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amountPerShare" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "amount": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amount" ] } ], "description": "A declarative commission model (fees.none / bps / perShare / fixed)" }, "slippage": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "perShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "perShare" ] }, { "type": "object", "properties": { "model": { "const": "spread", "type": "string" }, "spread": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "spread" ] } ], "description": "A declarative slippage model (slippage.none / bps / fixed / spread)" } }, "additionalProperties": false }, "initialCapital": { "type": "number", "exclusiveMinimum": 0, "description": "Default 1,000,000" }, "baseCurrency": { "type": "string", "minLength": 1, "description": "Default 'USD'" }, "window": { "type": "object", "properties": { "fromTimestampMs": { "type": "number" }, "toTimestampMs": { "type": "number" } }, "additionalProperties": false }, "periodsPerYear": { "type": "number", "exclusiveMinimum": 0, "description": "Default 252" }, "riskFreeRate": { "type": "number", "description": "Per-period; default 0" }, "seed": { "type": "integer", "minimum": 0, "description": "Seeds only the bootstrap confidence intervals; absent = none" } }, "additionalProperties": false, "required": [ "dataset", "universeHistory", "signal", "rebalanceSchedule", "portfolioConstruction" ] }, "totalfinance.backtest.cross_sectional_run.output": { "type": "object", "properties": { "rebalances": { "type": "array", "items": { "type": "object" } }, "holdings": { "type": "array", "items": { "type": "object" } }, "points": { "type": "array", "items": { "type": "object" } }, "returns": { "type": "array", "items": { "type": "number" } }, "trades": { "type": "array", "items": { "type": "object" } }, "fills": { "type": "array", "items": { "type": "object" } }, "ledger": { "type": "object", "description": "The portfolio ledger snapshot (events)" }, "timeline": { "type": "object", "description": "The ledger timeline" }, "attribution": { "type": "object" }, "benchmark": { "type": [ "object", "null" ] }, "performance": { "type": "object", "description": "The standard performance summary" }, "performanceConfidence": { "type": [ "object", "null" ] }, "finalValue": { "type": "number" }, "runId": { "type": "string" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "rebalances", "holdings", "points", "returns", "trades", "fills", "ledger", "timeline", "attribution", "benchmark", "performance", "performanceConfidence", "finalValue", "runId", "assumptions", "diagnostics" ] }, "totalfinance.backtest.cross_sectional_run.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.backtest.cross_sectional_run.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.backtest.environment_episode.input": { "type": "object", "properties": { "episode": { "anyOf": [ { "type": "string", "enum": [ "trending", "mean-reverting", "range-bound", "volatility-expansion", "volatility-contraction", "overnight-gaps", "limit-moves", "stale-data", "missing-data", "duplicated-data", "corrected-data", "out-of-order-data", "wide-spreads", "thin-liquidity", "option-expiration", "margin-pressure", "retry-storm", "corporate-actions", "multi-currency", "model-market-disagreement" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1 }, "definition": { "type": "object", "properties": { "accounting": { "type": "object", "properties": { "baseCurrency": { "type": "string", "minLength": 1 }, "initialCash": { "type": "array", "items": { "type": "object", "properties": { "currency": { "type": "string", "minLength": 1 }, "amount": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "currency", "amount" ] }, "minItems": 1 }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "settlement": { "type": "object", "additionalProperties": { "type": "string", "enum": [ "T+0", "T+1", "T+2" ] } } }, "additionalProperties": false, "required": [ "baseCurrency", "initialCash" ] }, "instruments": { "type": "object", "additionalProperties": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "equity", "etf", "option", "future", "fx-forward", "crypto-spot", "crypto-perpetual", "bond" ], "description": "A built-in kind; 'custom' brings its own adapter and is SDK-only" }, "currency": { "type": "string", "minLength": 1 }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "right": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number", "exclusiveMinimum": 0 }, "expiryTimestampMs": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "right", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "assetClass": { "type": "string", "enum": [ "equity", "etf", "option", "future", "fx-forward", "crypto-spot", "crypto-perpetual", "bond", "cash" ] }, "classification": { "type": "object", "properties": { "underlying": { "type": "string" }, "assetClass": { "type": "string" }, "strategy": { "type": "string" }, "tags": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false }, "roll": { "type": "object", "properties": { "toInstrumentId": { "type": "string", "minLength": 1 }, "sessionsBeforeExpiry": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "toInstrumentId", "sessionsBeforeExpiry" ] }, "coupon": { "type": "object", "properties": { "annualRate": { "type": "number" }, "paymentsPerYear": { "type": "integer", "exclusiveMinimum": 0 }, "faceValuePerUnit": { "type": "number", "exclusiveMinimum": 0 }, "dayCount": { "type": "string", "enum": [ "ACT/365F", "30/360" ] }, "issueDate": { "type": "string", "format": "date" }, "maturityDate": { "type": "string", "format": "date" } }, "additionalProperties": false, "required": [ "annualRate", "paymentsPerYear", "issueDate", "maturityDate" ] }, "forward": { "type": "object", "properties": { "maturityTimestampMs": { "type": "number" }, "baseCurrency": { "type": "string", "minLength": 1 }, "quoteCurrency": { "type": "string", "minLength": 1 }, "contractRate": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maturityTimestampMs", "baseCurrency", "quoteCurrency", "contractRate" ] } }, "additionalProperties": false, "required": [ "kind", "currency" ], "description": "An instrument specification; the terms each kind needs are validated by the engine" } }, "marketData": { "type": "object", "properties": { "bars": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "open": { "type": "number" }, "high": { "type": "number" }, "low": { "type": "number" }, "close": { "type": "number" }, "volume": { "type": "number" }, "vwap": { "type": "number" }, "adjusted": { "type": "boolean" } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "open", "high", "low", "close" ] } }, "quotes": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "bid": { "type": "number" }, "ask": { "type": "number" }, "bidSize": { "type": "number" }, "askSize": { "type": "number" }, "exchange": { "type": "string" }, "conditions": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "bid", "ask" ] } }, "trades": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "price": { "type": "number" }, "size": { "type": "number" }, "exchange": { "type": "string" }, "conditions": { "type": "array", "items": { "type": "string" } }, "sequence": { "type": "number" } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "price", "size" ] } }, "orderBooks": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "bids": { "type": "array", "items": { "type": "object", "properties": { "price": { "type": "number" }, "size": { "type": "number" }, "exchange": { "type": "string" } }, "additionalProperties": false, "required": [ "price", "size" ] } }, "asks": { "type": "array", "items": { "type": "object", "properties": { "price": { "type": "number" }, "size": { "type": "number" }, "exchange": { "type": "string" } }, "additionalProperties": false, "required": [ "price", "size" ] } } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "bids", "asks" ] } }, "optionChains": { "type": "array", "items": { "type": "object", "properties": { "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Epoch ms, YYYY-MM-DD, or a zoned ISO datetime" }, "underlyingPrice": { "type": "number", "exclusiveMinimum": 0 }, "quotes": { "type": "array", "items": { "type": "object", "properties": { "contract": { "type": "object", "properties": { "underlying": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "style": { "type": "string", "enum": [ "european", "american" ] }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "expiry": { "type": "string", "pattern": "^\\d{4}-\\d{2}-\\d{2}([Tt ]\\d{2}:\\d{2}(:\\d{2}(\\.\\d+)?)?([Zz]|[+-]\\d{2}:?\\d{2}))?$", "description": "Display label: 'YYYY-MM-DD' or a zoned ISO datetime (matches the builders)" }, "expiresAt": { "type": "number", "description": "Resolved expiration instant (epoch ms) — stamped by the builders" }, "expiryConvention": { "type": "string", "enum": [ "us-equity-close", "explicit-instant" ], "description": "How the label resolved to the instant" }, "multiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "type": "string", "enum": [ "physical", "cash" ] }, "exerciseTime": { "type": "string", "enum": [ "AM", "PM" ] }, "currency": { "type": "string" }, "root": { "type": "string" }, "occSymbol": { "type": "string" }, "deliverable": { "type": "object", "properties": { "cash": { "type": "number" }, "shares": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "quantity": { "type": "number" } }, "additionalProperties": false, "required": [ "symbol", "quantity" ] } }, "notes": { "type": "string" } }, "additionalProperties": false }, "adjusted": { "type": "boolean" } }, "additionalProperties": false, "required": [ "underlying", "type", "style", "strike", "expiry", "expiresAt", "expiryConvention" ] }, "timestampMs": { "type": "number" }, "bid": { "type": "number" }, "ask": { "type": "number" }, "bidSize": { "type": "number", "minimum": 0 }, "askSize": { "type": "number", "minimum": 0 }, "mid": { "type": "number" }, "last": { "type": "number" }, "mark": { "type": "number" }, "volume": { "type": "number", "minimum": 0 }, "openInterest": { "type": "number", "minimum": 0 }, "underlyingPrice": { "type": "number", "exclusiveMinimum": 0 }, "impliedVolatility": { "type": "number", "minimum": 0 }, "greeks": { "type": "object", "properties": { "delta": { "type": "number" }, "gamma": { "type": "number" }, "theta": { "type": "number" }, "vega": { "type": "number" }, "rho": { "type": "number" }, "provenance": { "type": "object", "properties": { "source": { "type": "string" }, "model": { "type": "string" }, "timestampMs": { "type": "number" } }, "additionalProperties": false, "required": [ "source" ] } }, "additionalProperties": false, "required": [ "delta" ], "description": "Per-share Greeks in display units (theta per day, vega per vol point, rho per 1%), with optional provenance" }, "exchange": { "type": "string" }, "conditions": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false, "required": [ "contract", "timestampMs" ] } } }, "additionalProperties": false, "required": [ "asOf", "underlyingPrice", "quotes" ] } }, "fxRates": { "type": "array", "items": { "type": "object", "properties": { "timestampMs": { "type": "number" }, "baseCurrency": { "type": "string", "minLength": 1 }, "quoteCurrency": { "type": "string", "minLength": 1 }, "quotePerBase": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "timestampMs", "baseCurrency", "quoteCurrency", "quotePerBase" ] } }, "forwardRates": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "forwardRate": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "instrumentId", "timestampMs", "forwardRate" ] } }, "fundingRates": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "fundingRate": { "type": "number" } }, "additionalProperties": false, "required": [ "instrumentId", "timestampMs", "fundingRate" ] } }, "corporateActions": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "effectiveDate": { "type": "string", "format": "date" }, "type": { "type": "string", "enum": [ "split", "reverseSplit", "dividend", "symbolChange", "merger", "spinoff", "other" ] }, "ratio": { "type": "number", "exclusiveMinimum": 0 }, "cash": { "type": "number" }, "newSymbol": { "type": "string" }, "details": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "symbol", "effectiveDate", "type" ] } }, "dividends": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "exDate": { "type": "string", "format": "date" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "payDate": { "type": "string", "format": "date" } }, "additionalProperties": false, "required": [ "instrumentId", "exDate", "amount" ] } }, "coupons": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "paymentDate": { "type": "string", "format": "date" }, "amountPerUnit": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "instrumentId", "paymentDate", "amountPerUnit" ] } } }, "additionalProperties": false }, "execution": { "type": "object", "properties": { "label": { "type": "string", "minLength": 1 }, "ambiguity": { "type": "string", "enum": [ "optimistic", "pessimistic", "deterministic-path", "reject" ] }, "costs": { "type": "object", "properties": { "commission": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "perShare", "type": "string" }, "amountPerShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amountPerShare" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "amount": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amount" ] } ], "description": "A declarative commission model (fees.none / bps / perShare / fixed)" }, "slippage": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "perShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "perShare" ] }, { "type": "object", "properties": { "model": { "const": "spread", "type": "string" }, "spread": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "spread" ] } ], "description": "A declarative slippage model (slippage.none / bps / fixed / spread)" }, "spread": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "halfSpreadBps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] } ] }, "marketImpact": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "squareRoot", "type": "string" }, "coefficient": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "coefficient" ] } ] }, "latencySessions": { "type": "integer", "minimum": 0 }, "participation": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false }, "partialFills": { "type": "string", "enum": [ "allow", "reject" ] }, "timeInForce": { "type": "object", "properties": { "default": { "type": "string", "enum": [ "day", "gtc" ] }, "expireAtSessionClose": { "type": "boolean" } }, "additionalProperties": false, "required": [ "default", "expireAtSessionClose" ] }, "margin": { "type": "object", "properties": { "buyingPowerMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "initialMarginRate": { "type": "number", "minimum": 0 }, "maintenanceMarginRate": { "type": "number", "minimum": 0 }, "forcedLiquidation": { "type": "string", "enum": [ "none", "close-largest-loss", "pro-rata" ] } }, "additionalProperties": false, "required": [ "buyingPowerMultiplier", "initialMarginRate", "maintenanceMarginRate", "forcedLiquidation" ] } }, "additionalProperties": false, "required": [ "label" ], "description": "A declared execution policy over session bars (execution.declared): the label is the caller's claim; a caller fill model, session rules, and quote/order-book observations are SDK-only" }, "externalFlows": { "type": "array", "items": { "type": "object", "properties": { "timestampMs": { "type": "number" }, "amount": { "type": "number" }, "currency": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "timestampMs", "amount", "currency" ] } }, "calendar": { "type": "string", "enum": [ "NYSE", "CBOE", "ALWAYS_OPEN" ] }, "window": { "type": "object", "properties": { "fromTimestampMs": { "type": "number" }, "toTimestampMs": { "type": "number" } }, "additionalProperties": false }, "periodsPerYear": { "type": "number", "exclusiveMinimum": 0, "description": "Default 252" }, "seed": { "type": "integer", "minimum": 0 }, "maximumSteps": { "type": "integer", "exclusiveMinimum": 0 }, "limits": { "type": "object", "properties": { "maximumPositionWeight": { "type": "number", "maximum": 1, "exclusiveMinimum": 0 }, "maximumGrossLeverage": { "type": "number", "exclusiveMinimum": 0 }, "maximumDrawdown": { "type": "number", "maximum": 1, "exclusiveMinimum": 0 }, "maximumDailyLoss": { "type": "number", "maximum": 1, "exclusiveMinimum": 0 }, "maximumDaysToLiquidate": { "type": "number", "exclusiveMinimum": 0 }, "minimumSettledCash": { "type": "number" }, "allowUndefinedRiskOptions": { "type": "boolean" }, "maximumPositionNotional": { "type": "number", "exclusiveMinimum": 0 }, "onBreach": { "type": "string", "enum": [ "terminate", "reject-and-continue" ] } }, "additionalProperties": false }, "reward": { "type": "object", "properties": { "pnl": { "type": "number" }, "drawdown": { "type": "number" }, "turnover": { "type": "number" }, "cost": { "type": "number" }, "concentration": { "type": "number" }, "leverage": { "type": "number" }, "riskViolation": { "type": "number" }, "benchmark": { "type": "object", "properties": { "weight": { "type": "number" }, "instrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "weight", "instrumentId" ] } }, "additionalProperties": false, "description": "The declared reward composition; a goal callback is SDK-only" }, "features": { "type": "object", "properties": { "lookbackReturns": { "type": "array", "items": { "type": "integer", "exclusiveMinimum": 0 }, "minItems": 1 }, "realizedVolatility": { "type": "object", "properties": { "lookbacks": { "type": "array", "items": { "type": "integer", "exclusiveMinimum": 0 }, "minItems": 1 }, "annualization": { "type": "number", "exclusiveMinimum": 0, "description": "Bars per year scaling the per-bar σ (252 daily, 52 weekly, 12 monthly; 1 = per-bar). Required: the environment never assumes the bar frequency." } }, "additionalProperties": false, "required": [ "lookbacks", "annualization" ] }, "drawdown": { "type": "boolean" } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "accounting", "instruments", "marketData" ] } }, "additionalProperties": false, "required": [ "id", "definition" ] } ], "description": "A catalogue id, or a named declarative definition" }, "policy": { "anyOf": [ { "type": "object", "properties": { "baseline": { "const": "holdCash", "type": "string" } }, "additionalProperties": false, "required": [ "baseline" ] }, { "type": "object", "properties": { "baseline": { "const": "buyAndHold", "type": "string" }, "weights": { "type": "object", "additionalProperties": { "type": "number", "minimum": 0 } } }, "additionalProperties": false, "required": [ "baseline" ] }, { "type": "object", "properties": { "baseline": { "const": "periodicRebalance", "type": "string" }, "everySessions": { "type": "integer", "exclusiveMinimum": 0 }, "weights": { "type": "object", "additionalProperties": { "type": "number", "minimum": 0 } } }, "additionalProperties": false, "required": [ "baseline", "everySessions" ] }, { "type": "object", "properties": { "baseline": { "const": "randomValidAction", "type": "string" }, "seed": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "baseline", "seed" ] }, { "type": "object", "properties": { "baseline": { "const": "riskParity", "type": "string" }, "lookback": { "type": "integer", "exclusiveMinimum": 0 }, "everySessions": { "type": "integer", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "baseline", "lookback" ] }, { "type": "object", "properties": { "baseline": { "const": "momentumCrossover", "type": "string" }, "fast": { "type": "integer", "exclusiveMinimum": 0 }, "slow": { "type": "integer", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "baseline", "fast", "slow" ] } ], "description": "A maintained baseline; a TypeScript policy is SDK-only" }, "seed": { "type": "integer", "minimum": 0, "description": "Default 42" }, "artifact": { "type": "string", "enum": [ "none", "embed" ], "description": "Default 'none'; 'embed' returns the recorded episode as an `environment` run artifact" } }, "additionalProperties": false, "required": [ "episode", "policy" ] }, "totalfinance.backtest.environment_episode.output": { "type": "object", "properties": { "policy": { "type": "string" }, "episode": { "type": "object", "description": "The bench report for the one episode: operational and strategy blocks" }, "trace": { "type": "object", "description": "The recorded episode: runId, engineRunId, traceHash, steps, rewardTotal, terminated, truncated, reason" }, "artifact": { "type": [ "object", "null" ], "description": "The `environment` run artifact when artifact is 'embed'" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "policy", "episode", "trace", "artifact", "assumptions", "diagnostics" ] }, "totalfinance.backtest.environment_episode.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.backtest.environment_episode.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.backtest.options_run.input": { "type": "object", "properties": { "chains": { "type": "array", "items": { "type": "object", "properties": { "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Epoch ms, YYYY-MM-DD, or a zoned ISO datetime" }, "underlyingPrice": { "type": "number", "exclusiveMinimum": 0 }, "quotes": { "type": "array", "items": { "type": "object", "properties": { "contract": { "type": "object", "properties": { "underlying": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "style": { "type": "string", "enum": [ "european", "american" ] }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "expiry": { "type": "string", "pattern": "^\\d{4}-\\d{2}-\\d{2}([Tt ]\\d{2}:\\d{2}(:\\d{2}(\\.\\d+)?)?([Zz]|[+-]\\d{2}:?\\d{2}))?$", "description": "Display label: 'YYYY-MM-DD' or a zoned ISO datetime (matches the builders)" }, "expiresAt": { "type": "number", "description": "Resolved expiration instant (epoch ms) — stamped by the builders" }, "expiryConvention": { "type": "string", "enum": [ "us-equity-close", "explicit-instant" ], "description": "How the label resolved to the instant" }, "multiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "type": "string", "enum": [ "physical", "cash" ] }, "exerciseTime": { "type": "string", "enum": [ "AM", "PM" ] }, "currency": { "type": "string" }, "root": { "type": "string" }, "occSymbol": { "type": "string" }, "deliverable": { "type": "object", "properties": { "cash": { "type": "number" }, "shares": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "quantity": { "type": "number" } }, "additionalProperties": false, "required": [ "symbol", "quantity" ] } }, "notes": { "type": "string" } }, "additionalProperties": false }, "adjusted": { "type": "boolean" } }, "additionalProperties": false, "required": [ "underlying", "type", "style", "strike", "expiry", "expiresAt", "expiryConvention" ] }, "timestampMs": { "type": "number" }, "bid": { "type": "number" }, "ask": { "type": "number" }, "bidSize": { "type": "number", "minimum": 0 }, "askSize": { "type": "number", "minimum": 0 }, "mid": { "type": "number" }, "last": { "type": "number" }, "mark": { "type": "number" }, "volume": { "type": "number", "minimum": 0 }, "openInterest": { "type": "number", "minimum": 0 }, "underlyingPrice": { "type": "number", "exclusiveMinimum": 0 }, "impliedVolatility": { "type": "number", "minimum": 0 }, "greeks": { "type": "object", "properties": { "delta": { "type": "number" }, "gamma": { "type": "number" }, "theta": { "type": "number" }, "vega": { "type": "number" }, "rho": { "type": "number" }, "provenance": { "type": "object", "properties": { "source": { "type": "string" }, "model": { "type": "string" }, "timestampMs": { "type": "number" } }, "additionalProperties": false, "required": [ "source" ] } }, "additionalProperties": false, "required": [ "delta" ], "description": "Per-share Greeks in display units (theta per day, vega per vol point, rho per 1%), with optional provenance" }, "exchange": { "type": "string" }, "conditions": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false, "required": [ "contract", "timestampMs" ] } } }, "additionalProperties": false, "required": [ "asOf", "underlyingPrice", "quotes" ] }, "description": "Chain snapshots (any order; the engine sorts)" }, "marking": { "type": "object", "properties": { "volatility": { "type": "string", "enum": [ "current-quote", "entry" ] }, "missingMark": { "type": "string", "enum": [ "refuse", "entry-volatility", "carry-last-volatility" ] }, "maximumQuoteAgeMs": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "description": "Default: re-mark from the current quote; refuse a missing mark" }, "initialCapital": { "type": "number", "exclusiveMinimum": 0, "description": "Default 100,000" }, "riskFreeRate": { "type": "number", "description": "Continuously-compounded risk-free rate (decimal, e.g. 0.045) pricing every mark — REQUIRED; the engine never assumes a rate" }, "dividendYield": { "type": "number", "description": "Default 0" }, "entry": { "anyOf": [ { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "const": "ironCondor", "type": "string" }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" }, "wingWidth": { "type": "number" } }, "additionalProperties": false, "required": [ "shortDelta", "wingWidth" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "type": "string", "enum": [ "bullCallSpread", "bearCallSpread", "bullPutSpread", "bearPutSpread" ] }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" }, "width": { "type": "number" } }, "additionalProperties": false, "required": [ "shortDelta", "width" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "const": "strangle", "type": "string" }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" } }, "additionalProperties": false, "required": [ "shortDelta" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "const": "straddle", "type": "string" }, "select": { "type": "object", "properties": { "strike": { "type": "number" } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "const": "coveredCall", "type": "string" }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" }, "stockPrice": { "type": "number" } }, "additionalProperties": false, "required": [ "shortDelta" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "const": "protectivePut", "type": "string" }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" }, "stockPrice": { "type": "number" } }, "additionalProperties": false, "required": [ "shortDelta" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "type": "string", "enum": [ "calendarCallSpread", "calendarPutSpread", "diagonalCallSpread", "diagonalPutSpread", "doubleDiagonal" ] }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" }, "nearDaysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "farDaysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "width": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "shortDelta", "nearDaysToExpiry", "farDaysToExpiry" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] } ], "description": "The declarative entry structures; a `build` callback is SDK-only" }, "rules": { "type": "array", "items": { "anyOf": [ { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "const": "ironCondor", "type": "string" }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" }, "wingWidth": { "type": "number" } }, "additionalProperties": false, "required": [ "shortDelta", "wingWidth" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "type": "string", "enum": [ "bullCallSpread", "bearCallSpread", "bullPutSpread", "bearPutSpread" ] }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" }, "width": { "type": "number" } }, "additionalProperties": false, "required": [ "shortDelta", "width" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "const": "strangle", "type": "string" }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" } }, "additionalProperties": false, "required": [ "shortDelta" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "const": "straddle", "type": "string" }, "select": { "type": "object", "properties": { "strike": { "type": "number" } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "const": "coveredCall", "type": "string" }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" }, "stockPrice": { "type": "number" } }, "additionalProperties": false, "required": [ "shortDelta" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "const": "protectivePut", "type": "string" }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" }, "stockPrice": { "type": "number" } }, "additionalProperties": false, "required": [ "shortDelta" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] }, { "type": "object", "properties": { "id": { "type": "string", "minLength": 1, "description": "Names the rule in trades and rows" }, "when": { "type": "string", "enum": [ "flat", "always" ], "description": "'flat' (default) enters only when no position is open; a caller predicate is SDK-only" }, "daysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "sizing": { "anyOf": [ { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "quantity" ] }, { "type": "object", "properties": { "maxMarginFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maxMarginFraction" ] } ], "description": "Default { quantity: 1 }" }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] }, "structure": { "type": "string", "enum": [ "calendarCallSpread", "calendarPutSpread", "diagonalCallSpread", "diagonalPutSpread", "doubleDiagonal" ] }, "select": { "type": "object", "properties": { "shortDelta": { "type": "number" }, "nearDaysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "farDaysToExpiry": { "type": "object", "properties": { "target": { "type": "number" }, "min": { "type": "number" }, "max": { "type": "number" } }, "additionalProperties": false, "required": [ "target" ] }, "width": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "shortDelta", "nearDaysToExpiry", "farDaysToExpiry" ] } }, "additionalProperties": false, "required": [ "daysToExpiry", "structure", "select" ] } ], "description": "The declarative entry structures; a `build` callback is SDK-only" }, "minItems": 1, "description": "Several rules, each a member of the book; exactly one of entry and rules" }, "exit": { "type": "object", "properties": { "profitTarget": { "type": "number", "description": "Fraction of entry premium, e.g. 0.5" }, "stopLoss": { "type": "number", "description": "Multiple of entry premium, e.g. 2" }, "daysToExpiry": { "type": "number", "description": "Close at or below this DTE" } }, "additionalProperties": false, "description": "A `when` predicate is SDK-only" }, "roll": { "type": "object", "properties": { "when": { "type": "object", "properties": { "profitTarget": { "type": "number", "description": "Fraction of entry premium, e.g. 0.5" }, "stopLoss": { "type": "number", "description": "Multiple of entry premium, e.g. 2" }, "daysToExpiry": { "type": "number", "description": "Close at or below this DTE" } }, "additionalProperties": false } }, "additionalProperties": false }, "hedge": { "type": "object", "properties": { "deltaBand": { "type": "number", "exclusiveMinimum": 0 }, "commission": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "perShare", "type": "string" }, "amountPerShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amountPerShare" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "amount": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amount" ] } ], "description": "A declarative commission model (fees.none / bps / perShare / fixed)" }, "slippage": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "perShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "perShare" ] }, { "type": "object", "properties": { "model": { "const": "spread", "type": "string" }, "spread": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "spread" ] } ], "description": "A declarative slippage model (slippage.none / bps / fixed / spread)" } }, "additionalProperties": false, "required": [ "deltaBand" ] }, "commission": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "perShare", "type": "string" }, "amountPerShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amountPerShare" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "amount": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amount" ] } ], "description": "A declarative commission model (fees.none / bps / perShare / fixed)" }, "slippage": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "perShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "perShare" ] }, { "type": "object", "properties": { "model": { "const": "spread", "type": "string" }, "spread": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "spread" ] } ], "description": "A declarative slippage model (slippage.none / bps / fixed / spread)" }, "assignment": { "type": "string", "enum": [ "model", "none" ] }, "periodsPerYear": { "type": "number", "exclusiveMinimum": 0, "description": "Default 252" }, "book": { "type": "object", "properties": { "maximumOpenPositions": { "type": "integer", "exclusiveMinimum": 0 }, "maximumPerUnderlying": { "type": "integer", "exclusiveMinimum": 0 } }, "additionalProperties": false, "description": "Default: one open trade" }, "limits": { "type": "object", "properties": { "maximumMarginFraction": { "type": "number", "exclusiveMinimum": 0 }, "maximumNetDelta": { "type": "number", "minimum": 0 }, "maximumNetVega": { "type": "number", "minimum": 0 }, "maximumConcentration": { "type": "number", "exclusiveMinimum": 0 }, "scenarioLoss": { "type": "object", "properties": { "spotShocks": { "type": "array", "items": { "type": "number" }, "minItems": 1 }, "volatilityShocks": { "type": "array", "items": { "type": "number" }, "minItems": 1 }, "maximumLossFraction": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "spotShocks", "volatilityShocks", "maximumLossFraction" ] } }, "additionalProperties": false, "description": "Pre-trade limits on the post-trade book; a breach is a limitRejections row" }, "fillPolicy": { "type": "object", "properties": { "mode": { "type": "string", "enum": [ "combo", "legged" ] }, "partialFill": { "type": "string", "enum": [ "reject", "allow" ] }, "price": { "type": "string", "enum": [ "bid", "ask", "mid", "last", "mark" ] } }, "additionalProperties": false }, "quoteFreshness": { "type": "object", "properties": { "maximumQuoteAgeMs": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "maximumQuoteAgeMs" ] }, "corporateActions": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "effectiveDate": { "type": "string", "format": "date" }, "type": { "type": "string", "enum": [ "split", "reverseSplit", "dividend", "symbolChange", "merger", "spinoff", "other" ] }, "ratio": { "type": "number", "exclusiveMinimum": 0 }, "cash": { "type": "number" }, "newSymbol": { "type": "string" }, "details": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "symbol", "effectiveDate", "type" ] } }, "dividends": { "type": "array", "items": { "type": "object", "properties": { "underlying": { "type": "string", "minLength": 1 }, "exDate": { "type": "string", "format": "date" }, "amount": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "underlying", "exDate", "amount" ] } }, "baseCurrency": { "type": "string", "minLength": 1, "description": "Default 'USD'" } }, "additionalProperties": false, "required": [ "chains", "riskFreeRate", "exit" ] }, "totalfinance.backtest.options_run.output": { "type": "object", "properties": { "points": { "type": "array", "items": { "type": "object" } }, "returns": { "type": "array", "items": { "type": "number" } }, "trades": { "type": "array", "items": { "type": "object" } }, "settlements": { "type": "array", "items": { "type": "object" } }, "finalValue": { "type": "number" }, "performance": { "type": "object", "description": "The standard performance summary" }, "limitRejections": { "type": "array", "items": { "type": "object" } }, "fillRejections": { "type": "array", "items": { "type": "object" } }, "surface": { "type": "array", "items": { "type": "object" } }, "ledger": { "type": "object", "description": "The portfolio ledger snapshot (events)" }, "timeline": { "type": [ "object", "null" ], "description": "The ledger timeline (null under two marks)" }, "runId": { "type": "string" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "points", "returns", "trades", "settlements", "finalValue", "performance", "limitRejections", "fillRejections", "surface", "ledger", "timeline", "runId", "assumptions", "diagnostics" ] }, "totalfinance.backtest.options_run.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.backtest.options_run.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.backtest.portfolio_run.input": { "type": "object", "properties": { "accounting": { "type": "object", "properties": { "baseCurrency": { "type": "string", "minLength": 1 }, "initialCash": { "type": "array", "items": { "type": "object", "properties": { "currency": { "type": "string", "minLength": 1 }, "amount": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "currency", "amount" ] }, "minItems": 1 }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "settlement": { "type": "object", "additionalProperties": { "type": "string", "enum": [ "T+0", "T+1", "T+2" ] } } }, "additionalProperties": false, "required": [ "baseCurrency", "initialCash" ] }, "instruments": { "type": "object", "additionalProperties": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "equity", "etf", "option", "future", "fx-forward", "crypto-spot", "crypto-perpetual", "bond" ], "description": "A built-in kind; 'custom' brings its own adapter and is SDK-only" }, "currency": { "type": "string", "minLength": 1 }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "right": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number", "exclusiveMinimum": 0 }, "expiryTimestampMs": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "right", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "assetClass": { "type": "string", "enum": [ "equity", "etf", "option", "future", "fx-forward", "crypto-spot", "crypto-perpetual", "bond", "cash" ] }, "classification": { "type": "object", "properties": { "underlying": { "type": "string" }, "assetClass": { "type": "string" }, "strategy": { "type": "string" }, "tags": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false }, "roll": { "type": "object", "properties": { "toInstrumentId": { "type": "string", "minLength": 1 }, "sessionsBeforeExpiry": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "toInstrumentId", "sessionsBeforeExpiry" ] }, "coupon": { "type": "object", "properties": { "annualRate": { "type": "number" }, "paymentsPerYear": { "type": "integer", "exclusiveMinimum": 0 }, "faceValuePerUnit": { "type": "number", "exclusiveMinimum": 0 }, "dayCount": { "type": "string", "enum": [ "ACT/365F", "30/360" ] }, "issueDate": { "type": "string", "format": "date" }, "maturityDate": { "type": "string", "format": "date" } }, "additionalProperties": false, "required": [ "annualRate", "paymentsPerYear", "issueDate", "maturityDate" ] }, "forward": { "type": "object", "properties": { "maturityTimestampMs": { "type": "number" }, "baseCurrency": { "type": "string", "minLength": 1 }, "quoteCurrency": { "type": "string", "minLength": 1 }, "contractRate": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "maturityTimestampMs", "baseCurrency", "quoteCurrency", "contractRate" ] } }, "additionalProperties": false, "required": [ "kind", "currency" ], "description": "An instrument specification; the terms each kind needs are validated by the engine" } }, "marketData": { "type": "object", "properties": { "bars": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "open": { "type": "number" }, "high": { "type": "number" }, "low": { "type": "number" }, "close": { "type": "number" }, "volume": { "type": "number" }, "vwap": { "type": "number" }, "adjusted": { "type": "boolean" } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "open", "high", "low", "close" ] } }, "quotes": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "bid": { "type": "number" }, "ask": { "type": "number" }, "bidSize": { "type": "number" }, "askSize": { "type": "number" }, "exchange": { "type": "string" }, "conditions": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "bid", "ask" ] } }, "trades": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "price": { "type": "number" }, "size": { "type": "number" }, "exchange": { "type": "string" }, "conditions": { "type": "array", "items": { "type": "string" } }, "sequence": { "type": "number" } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "price", "size" ] } }, "orderBooks": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "bids": { "type": "array", "items": { "type": "object", "properties": { "price": { "type": "number" }, "size": { "type": "number" }, "exchange": { "type": "string" } }, "additionalProperties": false, "required": [ "price", "size" ] } }, "asks": { "type": "array", "items": { "type": "object", "properties": { "price": { "type": "number" }, "size": { "type": "number" }, "exchange": { "type": "string" } }, "additionalProperties": false, "required": [ "price", "size" ] } } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "bids", "asks" ] } }, "optionChains": { "type": "array", "items": { "type": "object", "properties": { "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Epoch ms, YYYY-MM-DD, or a zoned ISO datetime" }, "underlyingPrice": { "type": "number", "exclusiveMinimum": 0 }, "quotes": { "type": "array", "items": { "type": "object", "properties": { "contract": { "type": "object", "properties": { "underlying": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "style": { "type": "string", "enum": [ "european", "american" ] }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "expiry": { "type": "string", "pattern": "^\\d{4}-\\d{2}-\\d{2}([Tt ]\\d{2}:\\d{2}(:\\d{2}(\\.\\d+)?)?([Zz]|[+-]\\d{2}:?\\d{2}))?$", "description": "Display label: 'YYYY-MM-DD' or a zoned ISO datetime (matches the builders)" }, "expiresAt": { "type": "number", "description": "Resolved expiration instant (epoch ms) — stamped by the builders" }, "expiryConvention": { "type": "string", "enum": [ "us-equity-close", "explicit-instant" ], "description": "How the label resolved to the instant" }, "multiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "type": "string", "enum": [ "physical", "cash" ] }, "exerciseTime": { "type": "string", "enum": [ "AM", "PM" ] }, "currency": { "type": "string" }, "root": { "type": "string" }, "occSymbol": { "type": "string" }, "deliverable": { "type": "object", "properties": { "cash": { "type": "number" }, "shares": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "quantity": { "type": "number" } }, "additionalProperties": false, "required": [ "symbol", "quantity" ] } }, "notes": { "type": "string" } }, "additionalProperties": false }, "adjusted": { "type": "boolean" } }, "additionalProperties": false, "required": [ "underlying", "type", "style", "strike", "expiry", "expiresAt", "expiryConvention" ] }, "timestampMs": { "type": "number" }, "bid": { "type": "number" }, "ask": { "type": "number" }, "bidSize": { "type": "number", "minimum": 0 }, "askSize": { "type": "number", "minimum": 0 }, "mid": { "type": "number" }, "last": { "type": "number" }, "mark": { "type": "number" }, "volume": { "type": "number", "minimum": 0 }, "openInterest": { "type": "number", "minimum": 0 }, "underlyingPrice": { "type": "number", "exclusiveMinimum": 0 }, "impliedVolatility": { "type": "number", "minimum": 0 }, "greeks": { "type": "object", "properties": { "delta": { "type": "number" }, "gamma": { "type": "number" }, "theta": { "type": "number" }, "vega": { "type": "number" }, "rho": { "type": "number" }, "provenance": { "type": "object", "properties": { "source": { "type": "string" }, "model": { "type": "string" }, "timestampMs": { "type": "number" } }, "additionalProperties": false, "required": [ "source" ] } }, "additionalProperties": false, "required": [ "delta" ], "description": "Per-share Greeks in display units (theta per day, vega per vol point, rho per 1%), with optional provenance" }, "exchange": { "type": "string" }, "conditions": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false, "required": [ "contract", "timestampMs" ] } } }, "additionalProperties": false, "required": [ "asOf", "underlyingPrice", "quotes" ] } }, "fxRates": { "type": "array", "items": { "type": "object", "properties": { "timestampMs": { "type": "number" }, "baseCurrency": { "type": "string", "minLength": 1 }, "quoteCurrency": { "type": "string", "minLength": 1 }, "quotePerBase": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "timestampMs", "baseCurrency", "quoteCurrency", "quotePerBase" ] } }, "forwardRates": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "forwardRate": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "instrumentId", "timestampMs", "forwardRate" ] } }, "fundingRates": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "fundingRate": { "type": "number" } }, "additionalProperties": false, "required": [ "instrumentId", "timestampMs", "fundingRate" ] } }, "corporateActions": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "effectiveDate": { "type": "string", "format": "date" }, "type": { "type": "string", "enum": [ "split", "reverseSplit", "dividend", "symbolChange", "merger", "spinoff", "other" ] }, "ratio": { "type": "number", "exclusiveMinimum": 0 }, "cash": { "type": "number" }, "newSymbol": { "type": "string" }, "details": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "symbol", "effectiveDate", "type" ] } }, "dividends": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "exDate": { "type": "string", "format": "date" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "payDate": { "type": "string", "format": "date" } }, "additionalProperties": false, "required": [ "instrumentId", "exDate", "amount" ] } }, "coupons": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "paymentDate": { "type": "string", "format": "date" }, "amountPerUnit": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "instrumentId", "paymentDate", "amountPerUnit" ] } } }, "additionalProperties": false }, "strategy": { "type": "object", "properties": { "model": { "anyOf": [ { "type": "object", "additionalProperties": {}, "description": "A ModelPortfolio artifact" }, { "type": "array", "items": { "type": "object", "properties": { "group": { "type": "object", "properties": { "instrumentId": { "type": "string" }, "sleeveId": { "type": "string" }, "assetClass": { "type": "string" }, "currency": { "type": "string" }, "tag": { "type": "string" }, "underlying": { "type": "string" }, "strategy": { "type": "string" } }, "additionalProperties": false, "description": "Exactly one group key" }, "weight": { "type": "number" }, "riskBudget": { "type": "number" }, "driftBand": { "type": "number" } }, "additionalProperties": false, "required": [ "group" ] }, "minItems": 1 } ] }, "schedule": { "type": "object", "properties": { "frequency": { "type": "string", "enum": [ "daily", "weekly", "monthly", "quarterly" ] } }, "additionalProperties": false, "required": [ "frequency" ] }, "policy": { "type": "object", "additionalProperties": {}, "description": "An InvestmentPolicy (limits, handling); targets come from the model" }, "scope": { "type": "string", "enum": [ "to-target", "drift-only" ] } }, "additionalProperties": false, "required": [ "model", "schedule" ], "description": "The declarative strategy; an onSession callback is SDK-only" }, "execution": { "type": "object", "properties": { "label": { "type": "string", "minLength": 1 }, "ambiguity": { "type": "string", "enum": [ "optimistic", "pessimistic", "deterministic-path", "reject" ] }, "costs": { "type": "object", "properties": { "commission": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "perShare", "type": "string" }, "amountPerShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amountPerShare" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "amount": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "amount" ] } ], "description": "A declarative commission model (fees.none / bps / perShare / fixed)" }, "slippage": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "bps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] }, { "type": "object", "properties": { "model": { "const": "fixed", "type": "string" }, "perShare": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "perShare" ] }, { "type": "object", "properties": { "model": { "const": "spread", "type": "string" }, "spread": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "spread" ] } ], "description": "A declarative slippage model (slippage.none / bps / fixed / spread)" }, "spread": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "halfSpreadBps", "type": "string" }, "bps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "bps" ] } ] }, "marketImpact": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "none", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "squareRoot", "type": "string" }, "coefficient": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "model", "coefficient" ] } ] }, "latencySessions": { "type": "integer", "minimum": 0 }, "participation": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false }, "partialFills": { "type": "string", "enum": [ "allow", "reject" ] }, "timeInForce": { "type": "object", "properties": { "default": { "type": "string", "enum": [ "day", "gtc" ] }, "expireAtSessionClose": { "type": "boolean" } }, "additionalProperties": false, "required": [ "default", "expireAtSessionClose" ] }, "margin": { "type": "object", "properties": { "buyingPowerMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "initialMarginRate": { "type": "number", "minimum": 0 }, "maintenanceMarginRate": { "type": "number", "minimum": 0 }, "forcedLiquidation": { "type": "string", "enum": [ "none", "close-largest-loss", "pro-rata" ] } }, "additionalProperties": false, "required": [ "buyingPowerMultiplier", "initialMarginRate", "maintenanceMarginRate", "forcedLiquidation" ] } }, "additionalProperties": false, "required": [ "label" ], "description": "A declared execution policy over session bars (execution.declared): the label is the caller's claim; a caller fill model, session rules, and quote/order-book observations are SDK-only" }, "externalFlows": { "type": "array", "items": { "type": "object", "properties": { "timestampMs": { "type": "number" }, "amount": { "type": "number" }, "currency": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "timestampMs", "amount", "currency" ] } }, "calendar": { "type": "string", "enum": [ "NYSE", "CBOE", "ALWAYS_OPEN" ] }, "window": { "type": "object", "properties": { "fromTimestampMs": { "type": "number" }, "toTimestampMs": { "type": "number" } }, "additionalProperties": false }, "periodsPerYear": { "type": "number", "exclusiveMinimum": 0, "description": "Default 252" }, "seed": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "accounting", "instruments", "marketData", "strategy" ] }, "totalfinance.backtest.portfolio_run.output": { "type": "object", "properties": { "ledger": { "type": "object" }, "timeline": { "type": [ "object", "null" ] }, "pnl": { "type": [ "object", "null" ] }, "orders": { "type": "array", "items": { "type": "object" } }, "fills": { "type": "array", "items": { "type": "object" } }, "rejections": { "type": "array", "items": { "type": "object" } }, "liquidations": { "type": "array", "items": { "type": "object" } }, "events": { "type": "array", "items": { "type": "object" } }, "valuationMarks": { "type": "array", "items": { "type": "object" } }, "points": { "type": "array", "items": { "type": "object" } }, "returns": { "type": "array", "items": { "type": "number" } }, "performance": { "type": "object", "description": "The standard performance summary" }, "finalValue": { "type": "number" }, "runId": { "type": "string" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "ledger", "timeline", "pnl", "orders", "fills", "rejections", "liquidations", "events", "valuationMarks", "points", "returns", "performance", "finalValue", "runId", "assumptions", "diagnostics" ] }, "totalfinance.backtest.portfolio_run.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.backtest.portfolio_run.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.backtest.vectorized_run.input": { "type": "object", "properties": { "data": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "description": "Ticker (default SYMBOL)" }, "timestampMs": { "type": "number", "description": "Bar timestamp (epoch ms)" }, "open": { "type": "number", "exclusiveMinimum": 0 }, "high": { "type": "number", "exclusiveMinimum": 0 }, "low": { "type": "number", "exclusiveMinimum": 0 }, "close": { "type": "number", "exclusiveMinimum": 0 }, "volume": { "type": "number" } }, "additionalProperties": false, "required": [ "timestampMs", "open", "high", "low", "close" ] }, "description": "OHLC bars, chronological" }, "signal": { "type": "array", "items": { "type": "number" }, "description": "Target position per bar (1 long, 0 flat, -1 short; fractional = sized), aligned to data" }, "initialCapital": { "type": "number", "exclusiveMinimum": 0, "description": "Opening capital (default 1)" }, "feeBps": { "type": "number", "minimum": 0, "description": "Per-trade fee in basis points of traded notional" }, "slippageBps": { "type": "number", "minimum": 0, "description": "Existing slippage.bps model; basis points, zero means no slippage" }, "executionLag": { "type": "integer", "minimum": 0, "description": "Signal-to-fill lag in bars (SDK default 1); 0 carries a look-ahead warning" }, "rebalance": { "anyOf": [ { "type": "string", "enum": [ "everyBar", "daily", "weekly", "monthly" ] }, { "type": "integer", "exclusiveMinimum": 0 } ], "description": "Existing SDK sampling schedule; samples signal[i - executionLag] only on rebalance bars" }, "periodsPerYear": { "type": "number", "exclusiveMinimum": 0, "description": "Bars per year for metrics (SDK default 252)" }, "riskFreeRate": { "type": "number", "description": "Annual risk-free rate as a decimal (SDK default 0)" }, "maxLeverage": { "type": "number", "exclusiveMinimum": 0, "description": "Existing per-asset gross weight cap (SDK default 1)" } }, "additionalProperties": false, "required": [ "data", "signal" ] }, "totalfinance.backtest.vectorized_run.output": { "type": "object", "properties": { "finalValue": { "type": "number" }, "turnover": { "type": "number", "description": "Traded notional ÷ average equity over the run" }, "performance": { "type": "object", "description": "The standard performance summary" }, "assumptions": { "type": "object", "description": "The modelling policies the run assumed: initialCapital, fill, cost, slippage, cashSettlement, corporateAction, calendar, margin, conventionsVersion" }, "diagnostics": { "type": "object", "description": "Implementation-risk warnings (look-ahead / data alignment) + benchmarkFixtureVersion" } }, "required": [ "finalValue", "turnover", "performance", "assumptions", "diagnostics" ] }, "totalfinance.backtest.vectorized_run.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.backtest.vectorized_run.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.calendar.sessions.input": { "type": "object", "properties": { "calendar": { "type": "string", "enum": [ "NYSE", "CBOE", "crypto24x7" ], "description": "Exchange calendar" }, "from": { "type": "string", "description": "Range start (ISO YYYY-MM-DD, inclusive)" }, "to": { "type": "string", "description": "Range end (ISO YYYY-MM-DD, inclusive)" }, "expirationKind": { "type": "string", "enum": [ "weekly", "monthly", "quarterly" ], "description": "Also return option expirations of this kind (holiday-shifted)" } }, "additionalProperties": false, "required": [ "calendar", "from", "to" ] }, "totalfinance.calendar.sessions.output": { "type": "object", "properties": { "tradingDays": { "type": "array", "items": { "type": "string" } }, "holidays": { "type": "array", "items": { "type": "string" } }, "halfDays": { "type": "array", "items": { "type": "string" } }, "expirations": { "type": "array", "items": { "type": "string" } }, "nextExpiry": { "type": "string" }, "calendar": { "type": "object", "description": "name/version/timezone and documented closure-data coverage" }, "diagnostics": { "type": "object", "description": "Warnings when the range crosses the historical coverage floor" } }, "required": [ "tradingDays", "holidays", "halfDays", "calendar" ] }, "totalfinance.calendar.sessions.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.calendar.sessions.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.crypto.futures_basis.input": { "type": "object", "properties": { "spot": { "type": "number", "exclusiveMinimum": 0, "description": "Spot price (quote currency)" }, "future": { "type": "number", "exclusiveMinimum": 0, "description": "Dated-futures price (quote currency)" }, "timeToExpiryYears": { "type": "number", "exclusiveMinimum": 0, "description": "Time to futures expiry in YEARS" }, "financingRate": { "type": "number", "description": "Quote financing rate (annualized decimal) — supply to get fairFuture/richness/carryArbitrage and the cash-and-carry arbitrage flag" }, "coinYield": { "type": "number", "description": "Base-coin yield (annualized decimal, e.g. staking; default 0)" }, "arbitrageThreshold": { "type": "number", "description": "|carryArbitrage| above which cash-and-carry is flagged (decimal, default 0.05)" } }, "additionalProperties": false, "required": [ "spot", "future", "timeToExpiryYears" ] }, "totalfinance.crypto.futures_basis.output": { "type": "object", "properties": { "value": { "description": "The computed result" }, "assumptions": { "type": "object", "description": "Every applied convention, echoed" }, "diagnostics": { "type": "object", "description": "Engine/method/warnings (+ convergence where iterative)" } }, "required": [ "value", "assumptions", "diagnostics" ] }, "totalfinance.crypto.futures_basis.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.crypto.futures_basis.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.crypto.perpetual_funding.input": { "type": "object", "properties": { "markPrice": { "type": "number", "exclusiveMinimum": 0, "description": "Perpetual mark price (quote currency)" }, "indexPrice": { "type": "number", "exclusiveMinimum": 0, "description": "Index / spot price (quote currency)" }, "fundingRate": { "type": "number", "description": "Realized funding for ONE interval (decimal; 0.0001 = 0.01%). Longs pay when positive" }, "intervalHours": { "type": "number", "exclusiveMinimum": 0, "description": "Funding interval in hours (default 8)" } }, "additionalProperties": false, "required": [ "markPrice", "indexPrice", "fundingRate" ] }, "totalfinance.crypto.perpetual_funding.output": { "type": "object", "properties": { "value": { "description": "The computed result" }, "assumptions": { "type": "object", "description": "Every applied convention, echoed" }, "diagnostics": { "type": "object", "description": "Engine/method/warnings (+ convergence where iterative)" } }, "required": [ "value", "assumptions", "diagnostics" ] }, "totalfinance.crypto.perpetual_funding.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.crypto.perpetual_funding.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.fixed_income.bond_analytics.input": { "type": "object", "properties": { "issueDate": { "type": "string", "description": "Dated date / first accrual date, YYYY-MM-DD" }, "maturityDate": { "type": "string", "description": "Maturity date, YYYY-MM-DD" }, "couponRate": { "type": "number", "description": "Annualized coupon rate (decimal; 0.05 = 5%)" }, "frequency": { "type": "string", "enum": [ "annual", "semiannual", "quarterly", "monthly" ], "description": "Coupon frequency" }, "faceValue": { "type": "number", "exclusiveMinimum": 0, "description": "Redemption / par value (default 100)" }, "dayCount": { "type": "string", "enum": [ "30/360", "ACT/360", "ACT/365F", "ACT/ACT", "30E/360" ], "description": "Accrual day count (default 30/360)" }, "settlementDate": { "type": "string", "description": "Settlement date, YYYY-MM-DD" }, "yield": { "type": "number", "description": "Annualized yield (decimal) — provide this OR `price`" }, "price": { "type": "number", "exclusiveMinimum": 0, "description": "Bond price — provide this OR `yield`" }, "priceType": { "type": "string", "enum": [ "clean", "dirty" ], "description": "How to read `price` (default clean)" } }, "additionalProperties": false, "required": [ "issueDate", "maturityDate", "couponRate", "frequency", "settlementDate" ] }, "totalfinance.fixed_income.bond_analytics.output": { "type": "object", "properties": { "value": { "description": "The computed result" }, "assumptions": { "type": "object", "description": "Every applied convention, echoed" }, "diagnostics": { "type": "object", "description": "Engine/method/warnings (+ convergence where iterative)" } }, "required": [ "value", "assumptions", "diagnostics" ] }, "totalfinance.fixed_income.bond_analytics.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.fixed_income.bond_analytics.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.option.greeks.input": { "type": "object", "properties": { "spot": { "type": "number", "exclusiveMinimum": 0, "description": "Spot price of the underlying" }, "strike": { "type": "number", "exclusiveMinimum": 0, "description": "Strike price" }, "timeToExpiryYears": { "type": "number", "exclusiveMinimum": 0, "description": "Time to expiry in years" }, "riskFreeRate": { "type": "number", "description": "Continuously-compounded risk-free rate (decimal)" }, "volatility": { "type": "number", "exclusiveMinimum": 0, "description": "Volatility (decimal)" }, "dividendYield": { "type": "number", "description": "Continuous dividend yield (decimal, default 0)" }, "expiry": { "type": "string", "description": "Option expiry — YYYY-MM-DD (→ the US close: 16:00 ET, 13:00 ET on early-close days) or a zoned ISO datetime. Supply with asOf instead of timeToExpiryYears." }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Valuation instant — epoch ms or a zoned ISO datetime such as \"2026-07-20T10:30:00-04:00\". A bare YYYY-MM-DD is refused: a same-day option's value depends on the time of day. For an end-of-day mark use the 16:00 ET close (13:00 ET on early-close days)." }, "type": { "type": "string", "enum": [ "call", "put" ], "description": "Option type" } }, "additionalProperties": false, "required": [ "spot", "strike", "riskFreeRate", "volatility", "type" ] }, "totalfinance.option.greeks.output": { "type": "object", "properties": { "greeks": { "type": "object", "properties": { "delta": { "type": "number" }, "gamma": { "type": "number" }, "theta": { "type": "number" }, "vega": { "type": "number" }, "rho": { "type": "number" } } }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "greeks" ] }, "totalfinance.option.greeks.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.option.greeks.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.option.implied_volatility.input": { "type": "object", "properties": { "price": { "type": "number", "exclusiveMinimum": 0, "description": "Observed option price to invert" }, "spot": { "type": "number", "exclusiveMinimum": 0, "description": "Spot price of the underlying" }, "strike": { "type": "number", "exclusiveMinimum": 0, "description": "Strike price" }, "timeToExpiryYears": { "type": "number", "exclusiveMinimum": 0, "description": "Time to expiry in years" }, "riskFreeRate": { "type": "number", "description": "Continuously-compounded risk-free rate (decimal)" }, "type": { "type": "string", "enum": [ "call", "put" ], "description": "Option type" }, "dividendYield": { "type": "number", "description": "Continuous dividend yield (decimal, default 0)" }, "expiry": { "type": "string", "description": "Option expiry — YYYY-MM-DD (→ the US close: 16:00 ET, 13:00 ET on early-close days) or a zoned ISO datetime. Supply with asOf instead of timeToExpiryYears." }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Valuation instant — epoch ms or a zoned ISO datetime such as \"2026-07-20T10:30:00-04:00\". A bare YYYY-MM-DD is refused: a same-day option's value depends on the time of day. For an end-of-day mark use the 16:00 ET close (13:00 ET on early-close days)." }, "method": { "type": "string", "enum": [ "auto", "brent", "newton", "halley", "householder" ], "description": "Solver method (default auto = Householder with a Brent fallback)" }, "fallback": { "type": "boolean", "description": "Fall back to Brent when the chosen method fails (default true)" } }, "additionalProperties": false, "required": [ "price", "spot", "strike", "riskFreeRate", "type" ] }, "totalfinance.option.implied_volatility.output": { "type": "object", "properties": { "value": { "type": [ "number", "null" ] }, "converged": { "type": "boolean" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "value", "converged" ] }, "totalfinance.option.implied_volatility.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.option.implied_volatility.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.option.price.input": { "type": "object", "properties": { "spot": { "type": "number", "exclusiveMinimum": 0, "description": "Spot price of the underlying" }, "strike": { "type": "number", "exclusiveMinimum": 0, "description": "Strike price" }, "timeToExpiryYears": { "type": "number", "exclusiveMinimum": 0, "description": "Time to expiry in years" }, "riskFreeRate": { "type": "number", "description": "Continuously-compounded risk-free rate (decimal)" }, "volatility": { "type": "number", "exclusiveMinimum": 0, "description": "Volatility (decimal)" }, "dividendYield": { "type": "number", "description": "Continuous dividend yield (decimal, default 0)" }, "expiry": { "type": "string", "description": "Option expiry — YYYY-MM-DD (→ the US close: 16:00 ET, 13:00 ET on early-close days) or a zoned ISO datetime. Supply with asOf instead of timeToExpiryYears." }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Valuation instant — epoch ms or a zoned ISO datetime such as \"2026-07-20T10:30:00-04:00\". A bare YYYY-MM-DD is refused: a same-day option's value depends on the time of day. For an end-of-day mark use the 16:00 ET close (13:00 ET on early-close days)." }, "type": { "type": "string", "enum": [ "call", "put" ], "description": "Option type" } }, "additionalProperties": false, "required": [ "spot", "strike", "riskFreeRate", "volatility", "type" ] }, "totalfinance.option.price.output": { "type": "object", "properties": { "value": { "type": "number" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "value" ] }, "totalfinance.option.price.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.option.price.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.performance.analyze.input": { "type": "object", "properties": { "returns": { "type": "array", "items": { "type": "number" }, "description": "Per-period returns as decimals (0.01 = +1%) — supply returns OR equity" }, "equity": { "type": "array", "items": { "type": "number", "exclusiveMinimum": 0 }, "description": "Equity curve (growth of capital, price levels) — supply returns OR equity" }, "periodsPerYear": { "type": "number", "exclusiveMinimum": 0, "description": "Annualization factor (default 252 daily; 12 monthly, 52 weekly)" }, "riskFreeRate": { "type": "number", "description": "Annualized risk-free rate (decimal, default 0)" }, "benchmark": { "type": "array", "items": { "type": "number" }, "description": "Aligned per-period benchmark returns (decimals); adds beta/alpha/informationRatio/Treynor" } }, "additionalProperties": false }, "totalfinance.performance.analyze.output": { "type": "object", "properties": { "value": { "description": "The computed result" }, "assumptions": { "type": "object", "description": "Every applied convention, echoed" }, "diagnostics": { "type": "object", "description": "Engine/method/warnings (+ convergence where iterative)" } }, "required": [ "value", "assumptions", "diagnostics" ] }, "totalfinance.performance.analyze.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.performance.analyze.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.portfolio.analyze.input": { "type": "object", "properties": { "ledger": { "type": "object", "properties": { "kind": { "const": "totalfinance.portfolio-ledger", "type": "string" }, "schemaVersion": { "type": "integer" }, "portfolioId": { "type": "string" }, "baseCurrency": { "type": "string" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "events": { "type": "array", "items": { "type": "object", "additionalProperties": {} }, "description": "Portfolio event envelopes (each re-validated by readPortfolioLedgerSnapshot)" }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number" }, "receivedAt": { "type": "number" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "baseCurrency", "lotRelief", "events" ], "description": "A serialized portfolio ledger (totalfinance.portfolio-ledger, the FC7 JSON form)" }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "The valuation and monitoring instant" }, "market": { "type": "object", "properties": { "kind": { "const": "totalfinance.market-snapshot", "type": "string" }, "schemaVersion": { "type": "integer" }, "asOf": { "type": "number", "description": "Epoch ms (resolved on the artifact)" }, "conventions": { "type": "object", "properties": { "conventionsVersion": { "type": "string" }, "asOfConvention": { "type": "string", "enum": [ "explicit-instant", "date-midnight-utc" ], "description": "How asOf was expressed at create time (a bare date is refused by option pricing)" }, "dayCount": { "type": "string" }, "compounding": { "type": "string" }, "calendar": { "type": "string" } }, "additionalProperties": false, "required": [ "conventionsVersion", "asOfConvention" ] }, "observations": { "type": "object", "properties": { "spots": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "riskFreeRates": { "type": "object", "additionalProperties": { "type": "number" } }, "dividendYields": { "type": "object", "additionalProperties": { "type": "number" } }, "volatilities": { "type": "object", "additionalProperties": { "type": "number" } }, "curves": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "surfaces": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "chains": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number" }, "receivedAt": { "type": "number" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "asOf", "conventions", "observations" ], "description": "A Gate B market snapshot (totalfinance.market-snapshot); its interior is re-validated by the read door" }, "currencyConversions": { "type": "array", "items": { "type": "object", "properties": { "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quoteCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quotePerBase": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "baseCurrency", "quoteCurrency", "quotePerBase" ] } }, "instrumentClassification": { "type": "object", "additionalProperties": { "type": "object", "properties": { "underlying": { "type": "string" }, "assetClass": { "type": "string" }, "strategy": { "type": "string" }, "tags": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false }, "description": "Identity metadata per instrument for grouping; unknown instruments group as unclassified" }, "marks": { "type": "array", "items": { "type": "object", "properties": { "valuationDate": { "type": "string", "format": "date", "description": "Strict YYYY-MM-DD; the mark instant is 00:00 UTC" }, "market": { "type": "object", "properties": { "kind": { "const": "totalfinance.market-snapshot", "type": "string" }, "schemaVersion": { "type": "integer" }, "asOf": { "type": "number", "description": "Epoch ms (resolved on the artifact)" }, "conventions": { "type": "object", "properties": { "conventionsVersion": { "type": "string" }, "asOfConvention": { "type": "string", "enum": [ "explicit-instant", "date-midnight-utc" ], "description": "How asOf was expressed at create time (a bare date is refused by option pricing)" }, "dayCount": { "type": "string" }, "compounding": { "type": "string" }, "calendar": { "type": "string" } }, "additionalProperties": false, "required": [ "conventionsVersion", "asOfConvention" ] }, "observations": { "type": "object", "properties": { "spots": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "riskFreeRates": { "type": "object", "additionalProperties": { "type": "number" } }, "dividendYields": { "type": "object", "additionalProperties": { "type": "number" } }, "volatilities": { "type": "object", "additionalProperties": { "type": "number" } }, "curves": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "surfaces": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "chains": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number" }, "receivedAt": { "type": "number" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "asOf", "conventions", "observations" ], "description": "A Gate B market snapshot (totalfinance.market-snapshot); its interior is re-validated by the read door" }, "currencyConversions": { "type": "array", "items": { "type": "object", "properties": { "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quoteCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quotePerBase": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "baseCurrency", "quoteCurrency", "quotePerBase" ] } } }, "additionalProperties": false, "required": [ "valuationDate", "market" ] }, "minItems": 2, "description": "At least two dated marks, strictly ascending — adds portfolioTimeline when supplied" }, "monitor": { "type": "object", "properties": { "policy": { "type": "object", "properties": { "targets": { "type": "array", "items": { "type": "object", "properties": { "group": { "type": "object", "properties": { "instrumentId": { "type": "string" }, "sleeveId": { "type": "string" }, "assetClass": { "type": "string" }, "currency": { "type": "string" }, "tag": { "type": "string" }, "underlying": { "type": "string" }, "strategy": { "type": "string" } }, "additionalProperties": false, "description": "Exactly one group key" }, "weight": { "type": "number" }, "riskBudget": { "type": "number" }, "driftBand": { "type": "number" } }, "additionalProperties": false, "required": [ "group" ] } }, "model": { "type": "object", "additionalProperties": {}, "description": "A model portfolio envelope (totalfinance.model-portfolio), validated by the policy grammar" }, "withinGroupAllocation": { "type": "string", "enum": [ "proportional-to-current", "equal" ] }, "driftBand": { "type": "number" }, "reviewCadenceDays": { "type": "number" }, "maximumTurnover": { "type": "number" }, "maximumEstimatedTransactionCost": { "type": "number" }, "minimumCash": { "type": "number" }, "minimumCashWeight": { "type": "number" }, "limits": { "type": "object", "properties": { "maximumPositionWeight": { "type": "number" }, "maximumGroupWeights": { "type": "array", "items": { "type": "object", "properties": { "group": { "type": "object", "properties": { "instrumentId": { "type": "string" }, "sleeveId": { "type": "string" }, "assetClass": { "type": "string" }, "currency": { "type": "string" }, "tag": { "type": "string" }, "underlying": { "type": "string" }, "strategy": { "type": "string" } }, "additionalProperties": false, "description": "Exactly one group key" }, "maximumWeight": { "type": "number" } }, "additionalProperties": false, "required": [ "group", "maximumWeight" ] } }, "maximumGrossLeverage": { "type": "number" }, "maximumDrawdown": { "type": "number" }, "maximumDailyLoss": { "type": "number" }, "maximumDaysToLiquidate": { "type": "number" }, "minimumSettledCash": { "type": "number" } }, "additionalProperties": false }, "allowedInstruments": { "type": "array", "items": { "type": "string" } }, "restrictedInstruments": { "type": "array", "items": { "type": "string" } }, "allowedAccounts": { "type": "array", "items": { "type": "string" } }, "benchmark": { "type": "object", "properties": { "benchmarkId": { "type": "string", "minLength": 1 }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Epoch ms, YYYY-MM-DD, or a zoned ISO datetime" }, "constituents": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string" }, "weight": { "type": "number" } }, "additionalProperties": false, "required": [ "instrumentId", "weight" ] } } }, "additionalProperties": false, "required": [ "benchmarkId" ] }, "performanceObjective": { "type": "string" }, "contributionHandling": { "type": "string", "enum": [ "invest-to-targets", "hold-as-cash" ] }, "withdrawalHandling": { "type": "string", "enum": [ "raise-from-overweights", "pro-rata" ] }, "incomeReinvestment": { "type": "string", "enum": [ 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"properties": { "eventType": { "const": "admin.correction", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "replacement": { "anyOf": [ { "$ref": "#/$defs/CashDeposit" }, { "$ref": "#/$defs/CashWithdrawal" }, { "$ref": "#/$defs/CashTransfer" }, { "$ref": "#/$defs/CashConversion" }, { "$ref": "#/$defs/TradeFill" }, { "$ref": "#/$defs/CostCharge" }, { "$ref": "#/$defs/IncomeReceived" }, { "$ref": "#/$defs/FinancingCharge" }, { "$ref": "#/$defs/CorporateSplit" }, { "$ref": "#/$defs/DerivativeExercise" }, { "$ref": "#/$defs/DerivativeAssignment" }, { "$ref": "#/$defs/DerivativeExpiration" }, { "$ref": "#/$defs/DerivativeMultiplierChange" }, { "$ref": "#/$defs/DerivativeVariationMargin" }, { "$ref": "#/$defs/DerivativeRoll" }, { "$ref": "#/$defs/FixedIncomeRedemption" }, { "$ref": "#/$defs/CorporateSymbolChange" }, { "$ref": "#/$defs/CorporateMerger" }, { "$ref": "#/$defs/CorporateSpinOff" }, { "$ref": "#/$defs/CorporateReturnOfCapital" }, { "$ref": "#/$defs/CorporateCashInLieu" }, { "$ref": "#/$defs/PositionTransfer" } ] }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "original", "replacement" ] } }, "required": [ "reversesEventId" ] }, { "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "fromAccountId", "toAccountId" ] } } } ] } ] }, "Provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "receivedAt": { "type": 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}, "additionalProperties": false, "required": [ "eventType", "instrumentId", "side", "quantity", "pricePerUnit", "currency" ] }, "LotSelections": { "type": "array", "items": { "type": "object", "properties": { "lotId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "lotId", "quantity" ] }, "minItems": 1 }, "Contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number" }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "type", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, 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"amount", "currency" ] }, "IncomeReceived": { "type": "object", "properties": { "eventType": { "const": "income.received", "type": "string" }, "incomeType": { "type": "string", "enum": [ "dividend", "coupon", "interest", "staking-reward", "funding-receipt" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "incomeType", "amount", "currency" ] }, "FinancingCharge": { "type": "object", "properties": { "eventType": { "const": "financing.charge", "type": "string" }, "financingType": { "type": "string", "enum": [ "margin-interest", "borrow-charge", "funding-payment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "financingType", "amount", "currency" ] }, "CorporateSplit": { "type": "object", "properties": { "eventType": { "const": "corporate.split", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "sharesAfterSplit": { "type": "number", "exclusiveMinimum": 0 }, "sharesBeforeSplit": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "sharesAfterSplit", "sharesBeforeSplit" ] }, "DerivativeExercise": { "type": "object", "properties": { "eventType": { "const": "derivative.exercise", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": 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usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.portfolio.create.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", 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"type": "object", "properties": { "kind": { "const": "totalfinance.portfolio-ledger", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "portfolioId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "events": { "type": "array", "items": { "$ref": "#/$defs/PortfolioEventEnvelope" } }, "provenance": { "$ref": "#/$defs/Provenance" } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "baseCurrency", "lotRelief", "events" ] }, { "type": "string", "pattern": "^totalfinance:\\/\\/portfolios\\/" }, { "type": "object", "properties": { "uri": { "type": "string", "minLength": 1 }, "kind": { "type": "string", "enum": [ "report", "job", "portfolio", "scenario", "market", "authorization", "journal" ] }, "schema": { "type": "string", "minLength": 1 }, "version": { "type": "string" }, "contentHash": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "createdTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "expiresTimestampMs": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "provenance": { "$ref": "#/$defs/Provenance" } }, "additionalProperties": false, "required": [ "uri", "kind", "schema", "version", "contentHash", "createdTimestampMs", "expiresTimestampMs", "provenance" ] } ] }, "section": { "type": "string", "enum": [ "summary", "events", "positions", "cash" ] }, "offset": { "type": "integer", "minimum": 0 }, "limit": { "type": "integer", "minimum": 1, "maximum": 100 } }, "additionalProperties": false, "required": [ "portfolio" ], "$id": "https://totalfinance.dev/schemas/portfolio.inspect.input", "$defs": { "PortfolioEventEnvelope": { "allOf": [ { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "schemaVersion": { "const": 1, "type": "number" }, "sourceId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "effectiveTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "recordedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "correlationId": { "type": "string", "minLength": 1 }, "causationId": { "type": "string", "minLength": 1 }, "reversesEventId": { "type": "string", "minLength": 1 }, "provenance": { "$ref": "#/$defs/Provenance" }, "eventType": {}, "event": {} }, "additionalProperties": false, "required": [ "eventId", "schemaVersion", "sourceId", "accountId", "effectiveTimestampMs", "recordedTimestampMs", "provenance", "eventType", "event" ] }, { "anyOf": [ { "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "event": { "$ref": "#/$defs/CashDeposit" } } }, { "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "event": { "$ref": "#/$defs/CashWithdrawal" } } }, { "properties": { "eventType": { "const": "cash.transfer", "type": "string" }, "event": { "$ref": "#/$defs/CashTransfer" } } }, { "properties": { "eventType": { "const": "cash.conversion", "type": "string" }, "event": { "$ref": "#/$defs/CashConversion" } } }, { "properties": { "eventType": { "const": "trade.fill", "type": "string" }, "event": { "$ref": "#/$defs/TradeFill" } } }, { "properties": { "eventType": { "const": "cost.charge", "type": "string" }, "event": { "$ref": "#/$defs/CostCharge" } } }, { "properties": { "eventType": { "const": "income.received", "type": "string" }, "event": { "$ref": "#/$defs/IncomeReceived" } } }, { "properties": { "eventType": { "const": "financing.charge", "type": "string" }, "event": { "$ref": "#/$defs/FinancingCharge" } } }, { "properties": { "eventType": { "const": "corporate.split", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSplit" } } }, { "properties": { "eventType": { "const": "derivative.exercise", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeExercise" } } }, { "properties": { "eventType": { "const": "derivative.assignment", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeAssignment" } } }, { "properties": { "eventType": { "const": "derivative.expiration", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeExpiration" } } }, { "properties": { "eventType": { "const": "derivative.multiplier-change", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeMultiplierChange" } } }, { "properties": { "eventType": { "const": "derivative.variation-margin", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeVariationMargin" } } }, { "properties": { "eventType": { "const": "derivative.roll", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeRoll" } } }, { "properties": { "eventType": { "const": "fixed-income.redemption", "type": "string" }, "event": { "$ref": "#/$defs/FixedIncomeRedemption" } } }, { "properties": { "eventType": { "const": "corporate.symbol-change", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSymbolChange" } } }, { "properties": { "eventType": { "const": "corporate.merger", "type": "string" }, "event": { "$ref": "#/$defs/CorporateMerger" } } }, { "properties": { "eventType": { "const": "corporate.spin-off", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSpinOff" } } }, { "properties": { "eventType": { "const": "corporate.return-of-capital", "type": "string" }, "event": { "$ref": "#/$defs/CorporateReturnOfCapital" } } }, { "properties": { "eventType": { "const": "corporate.cash-in-lieu", "type": "string" }, "event": { "$ref": "#/$defs/CorporateCashInLieu" } } }, { "properties": { "eventType": { "const": "position.transfer", "type": "string" }, "event": { "$ref": "#/$defs/PositionTransfer" } } }, { "properties": { "eventType": { "const": "admin.reversal", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.reversal", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "original" ] } }, "required": [ "reversesEventId" ] }, { "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "replacement": { "anyOf": [ { "$ref": "#/$defs/CashDeposit" }, { "$ref": "#/$defs/CashWithdrawal" }, { "$ref": "#/$defs/CashTransfer" }, { "$ref": "#/$defs/CashConversion" }, { "$ref": "#/$defs/TradeFill" }, { "$ref": "#/$defs/CostCharge" }, { "$ref": "#/$defs/IncomeReceived" }, { "$ref": "#/$defs/FinancingCharge" }, { "$ref": "#/$defs/CorporateSplit" }, { "$ref": "#/$defs/DerivativeExercise" }, { "$ref": "#/$defs/DerivativeAssignment" }, { "$ref": "#/$defs/DerivativeExpiration" }, { "$ref": "#/$defs/DerivativeMultiplierChange" }, { "$ref": "#/$defs/DerivativeVariationMargin" }, { "$ref": "#/$defs/DerivativeRoll" }, { "$ref": "#/$defs/FixedIncomeRedemption" }, { "$ref": "#/$defs/CorporateSymbolChange" }, { "$ref": "#/$defs/CorporateMerger" }, { "$ref": "#/$defs/CorporateSpinOff" }, { "$ref": "#/$defs/CorporateReturnOfCapital" }, { "$ref": "#/$defs/CorporateCashInLieu" }, { "$ref": "#/$defs/PositionTransfer" } ] }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "original", "replacement" ] } }, "required": [ "reversesEventId" ] }, { "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "fromAccountId", "toAccountId" ] } } } ] } ] }, "Provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "receivedAt": { "type": "number", "description": "Epoch milliseconds" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } } }, "additionalProperties": false }, "CashDeposit": { "type": "object", "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashWithdrawal": { "type": "object", "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashTransfer": { "type": "object", "properties": { "eventType": { "const": "cash.transfer", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency", "fromAccountId", "toAccountId" ] }, "CashConversion": { "type": "object", "properties": { "eventType": { "const": "cash.conversion", "type": "string" }, "fromCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "toCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAmount": { "type": "number", "exclusiveMinimum": 0 }, "toAmount": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "fromCurrency", "toCurrency", "fromAmount", "toAmount" ] }, "TradeFill": { "type": "object", "properties": { "eventType": { "const": "trade.fill", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "accruedInterest": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "side", "quantity", "pricePerUnit", "currency" ] }, "LotSelections": { "type": "array", "items": { "type": "object", "properties": { "lotId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "lotId", "quantity" ] }, "minItems": 1 }, "Contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number" }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "type", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "CostCharge": { "type": "object", "properties": { "eventType": { "const": "cost.charge", "type": "string" }, "costType": { "type": "string", "enum": [ "commission", "exchange-fee", "regulatory-fee", "slippage-adjustment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "relatesToEventId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "costType", "amount", "currency" ] }, "IncomeReceived": { "type": "object", "properties": { "eventType": { "const": "income.received", "type": "string" }, "incomeType": { "type": "string", "enum": [ "dividend", "coupon", "interest", "staking-reward", "funding-receipt" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "incomeType", "amount", "currency" ] }, "FinancingCharge": { "type": "object", "properties": { "eventType": { "const": "financing.charge", "type": "string" }, "financingType": { "type": "string", "enum": [ "margin-interest", "borrow-charge", "funding-payment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "financingType", "amount", "currency" ] }, "CorporateSplit": { "type": "object", "properties": { "eventType": { "const": "corporate.split", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "sharesAfterSplit": { "type": "number", "exclusiveMinimum": 0 }, "sharesBeforeSplit": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "sharesAfterSplit", "sharesBeforeSplit" ] }, "DerivativeExercise": { "type": "object", "properties": { "eventType": { "const": "derivative.exercise", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "Settlement": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "physical", "type": "string" } }, "additionalProperties": false, "required": [ "kind" ] }, { "type": "object", "properties": { "kind": { "const": "cash", "type": "string" }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "settlementPricePerUnit" ] } ] }, "DerivativeAssignment": { "type": "object", "properties": { "eventType": { "const": "derivative.assignment", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "DerivativeExpiration": { "type": "object", "properties": { "eventType": { "const": "derivative.expiration", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity" ] }, "DerivativeMultiplierChange": { "type": "object", "properties": { "eventType": { "const": "derivative.multiplier-change", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "contractMultiplierAfter": { "type": "number", "exclusiveMinimum": 0 }, "strikePricePerUnitAfter": { "type": "number", "exclusiveMinimum": 0 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "contractMultiplierAfter" ] }, "DerivativeVariationMargin": { "type": "object", "properties": { "eventType": { "const": "derivative.variation-margin", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "settlementPricePerUnit" ] }, "DerivativeRoll": { "type": "object", "properties": { "eventType": { "const": "derivative.roll", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "closePricePerUnit": { "type": "number" }, "openPricePerUnit": { "type": "number" }, "contract": { "$ref": "#/$defs/Contract" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId", "quantity", "closePricePerUnit", "openPricePerUnit" ] }, "FixedIncomeRedemption": { "type": "object", "properties": { "eventType": { "const": "fixed-income.redemption", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "redemptionType": { "type": "string", "enum": [ "maturity", "call", "principal-paydown", "sinking-fund" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "redemptionType", "quantity", "pricePerUnit", "currency" ] }, "CorporateSymbolChange": { "type": "object", "properties": { "eventType": { "const": "corporate.symbol-change", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId" ] }, "CorporateMerger": { "type": "object", "properties": { "eventType": { "const": "corporate.merger", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "sharesPerShare": { "type": "number", "exclusiveMinimum": 0 }, "cashPerShare": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId" ] }, "CorporateSpinOff": { "type": "object", "properties": { "eventType": { "const": "corporate.spin-off", "type": "string" }, "parentInstrumentId": { "type": "string", "minLength": 1 }, "childInstrumentId": { "type": "string", "minLength": 1 }, "sharesPerParentShare": { "type": "number", "exclusiveMinimum": 0 }, "basisAllocationFraction": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "parentInstrumentId", "childInstrumentId", "sharesPerParentShare", "basisAllocationFraction" ] }, "CorporateReturnOfCapital": { "type": "object", "properties": { "eventType": { "const": "corporate.return-of-capital", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "amountPerShare": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "amountPerShare", "currency" ] }, "CorporateCashInLieu": { "type": "object", "properties": { "eventType": { "const": "corporate.cash-in-lieu", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "relatesToEventId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "amount", "currency" ] }, "PositionTransfer": { "type": "object", "properties": { "eventType": { "const": "position.transfer", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "fromAccountId", "toAccountId" ] } } }, "totalfinance.portfolio.inspect.output": { "type": "object", "properties": { "portfolioId": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "baseCurrency": { "type": "string" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "eventCount": { "type": "integer", "minimum": 0 }, "accountCount": { "type": "integer", "minimum": 0 }, "lastEffectiveTimestampMs": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "section": { "type": "string", "enum": [ "summary", "events", "positions", "cash" ] }, "offset": { "type": "integer", "minimum": 0 }, "limit": { "type": "integer", "exclusiveMinimum": 0 }, "total": { "type": "integer", "minimum": 0 }, "nextOffset": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "rows": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false, "required": [ "portfolioId", "baseCurrency", "lotRelief", "eventCount", "accountCount", "lastEffectiveTimestampMs", "section", "offset", "limit", "total", "nextOffset", "rows" ] }, "totalfinance.portfolio.inspect.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.portfolio.inspect.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.portfolio.rebalance_proposal.input": { "type": "object", "properties": { "ledger": { "type": "object", "properties": { "kind": { "const": "totalfinance.portfolio-ledger", "type": "string" }, "schemaVersion": { "type": "integer" }, "portfolioId": { "type": "string" }, "baseCurrency": { "type": "string" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "events": { "type": "array", "items": { "type": "object", "additionalProperties": {} }, "description": "Portfolio event envelopes (each re-validated by readPortfolioLedgerSnapshot)" }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number" }, "receivedAt": { "type": "number" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "baseCurrency", "lotRelief", "events" ], "description": "A serialized portfolio ledger (totalfinance.portfolio-ledger, the FC7 JSON form)" }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "The valuation instant the proposal is sized at" }, "market": { "type": "object", "properties": { "kind": { "const": "totalfinance.market-snapshot", "type": "string" }, "schemaVersion": { "type": "integer" }, "asOf": { "type": "number", "description": "Epoch ms (resolved on the artifact)" }, "conventions": { "type": "object", "properties": { "conventionsVersion": { "type": "string" }, "asOfConvention": { "type": "string", "enum": [ "explicit-instant", "date-midnight-utc" ], "description": "How asOf was expressed at create time (a bare date is refused by option pricing)" }, "dayCount": { "type": "string" }, "compounding": { "type": "string" }, "calendar": { "type": "string" } }, "additionalProperties": false, "required": [ "conventionsVersion", "asOfConvention" ] }, "observations": { "type": "object", "properties": { "spots": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "riskFreeRates": { "type": "object", "additionalProperties": { "type": "number" } }, "dividendYields": { "type": "object", "additionalProperties": { "type": "number" } }, "volatilities": { "type": "object", "additionalProperties": { "type": "number" } }, "curves": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "surfaces": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "chains": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number" }, "receivedAt": { "type": "number" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "asOf", "conventions", "observations" ], "description": "A Gate B market snapshot (totalfinance.market-snapshot); its interior is re-validated by the read door" }, "currencyConversions": { "type": "array", "items": { "type": "object", "properties": { "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quoteCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quotePerBase": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "baseCurrency", "quoteCurrency", "quotePerBase" ] } }, "policy": { "type": "object", "properties": { "targets": { "type": "array", "items": { "type": "object", "properties": { "group": { "type": "object", "properties": { "instrumentId": { "type": "string" }, "sleeveId": { "type": "string" }, "assetClass": { "type": "string" }, "currency": { "type": "string" }, "tag": { "type": "string" }, "underlying": { "type": "string" }, "strategy": { "type": "string" } }, "additionalProperties": false, "description": "Exactly one group key" }, "weight": { "type": "number" }, "riskBudget": { "type": "number" }, "driftBand": { "type": "number" } }, "additionalProperties": false, "required": [ "group" ] } }, "model": { "type": "object", "additionalProperties": {}, "description": "A model portfolio envelope (totalfinance.model-portfolio), validated by the policy grammar" }, "withinGroupAllocation": { "type": "string", "enum": [ "proportional-to-current", "equal" ] }, "driftBand": { "type": "number" }, "reviewCadenceDays": { "type": "number" }, "maximumTurnover": { "type": "number" }, "maximumEstimatedTransactionCost": { "type": "number" }, "minimumCash": { "type": "number" }, "minimumCashWeight": { "type": "number" }, "limits": { "type": "object", "properties": { "maximumPositionWeight": { "type": "number" }, "maximumGroupWeights": { "type": "array", "items": { "type": "object", "properties": { "group": { "type": "object", "properties": { "instrumentId": { "type": "string" }, "sleeveId": { "type": "string" }, "assetClass": { "type": "string" }, "currency": { "type": "string" }, "tag": { "type": "string" }, "underlying": { "type": "string" }, "strategy": { "type": "string" } }, "additionalProperties": false, "description": "Exactly one group key" }, "maximumWeight": { "type": "number" } }, "additionalProperties": false, "required": [ "group", "maximumWeight" ] } }, "maximumGrossLeverage": { "type": "number" }, "maximumDrawdown": { "type": "number" }, "maximumDailyLoss": { "type": "number" }, "maximumDaysToLiquidate": { "type": "number" }, "minimumSettledCash": { "type": "number" } }, "additionalProperties": false }, "allowedInstruments": { "type": "array", "items": { "type": "string" } }, "restrictedInstruments": { "type": "array", "items": { "type": "string" } }, "allowedAccounts": { "type": "array", "items": { "type": "string" } }, "benchmark": { "type": "object", "properties": { "benchmarkId": { "type": "string", "minLength": 1 }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Epoch ms, YYYY-MM-DD, or a zoned ISO datetime" }, "constituents": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string" }, "weight": { "type": "number" } }, "additionalProperties": false, "required": [ "instrumentId", "weight" ] } } }, "additionalProperties": false, "required": [ "benchmarkId" ] }, "performanceObjective": { "type": "string" }, "contributionHandling": { "type": "string", "enum": [ "invest-to-targets", "hold-as-cash" ] }, "withdrawalHandling": { "type": "string", "enum": [ "raise-from-overweights", "pro-rata" ] }, "incomeReinvestment": { "type": "string", "enum": [ "reinvest", "hold-as-cash" ] }, "lotSelectionObjective": { "type": "string" } }, "additionalProperties": false, "description": "Targets come from the policy (inline targets or a model)" }, "instrumentClassification": { "type": "object", "additionalProperties": { "type": "object", "properties": { "underlying": { "type": "string" }, "assetClass": { "type": "string" }, "strategy": { "type": "string" }, "tags": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false }, "description": "Identity metadata per instrument for grouping; unknown instruments group as unclassified" }, "scope": { "type": "string", "enum": [ "to-target", "drift-only" ], "description": "'to-target' trades every target to weight; 'drift-only' trades only targets outside their band" }, "externalFlow": { "type": "object", "properties": { "amount": { "type": "number" }, "currency": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "amount", "currency" ], "description": "A contribution (positive) or withdrawal (negative) the proposal sizes around" }, "tradingAccountId": { "type": "string" }, "averageDailyVolumes": { "type": "object", "additionalProperties": { "type": "number" } }, "lotSizes": { "type": "object", "additionalProperties": { "type": "number" } }, "defaultLotSize": { "type": "number", "exclusiveMinimum": 0 }, "minimumNotional": { "type": "number", "minimum": 0 }, "transactionCosts": { "type": "object", "properties": { "commissionPerTrade": { "type": "number", "minimum": 0 }, "commissionPerUnit": { "type": "number", "minimum": 0 }, "spreadBasisPoints": { "type": "number", "minimum": 0 }, "slippageBasisPoints": { "type": "number", "minimum": 0 } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "ledger", "asOf", "market", "policy", "scope" ] }, "totalfinance.portfolio.rebalance_proposal.output": { "type": "object", "properties": { "asOf": { "type": "number" }, "baseCurrency": { "type": "string" }, "netAssetValue": { "type": "number" }, "netAssetValueAfterFlow": { "type": "number" }, "weights": { "type": "object" }, "cash": { "type": "object" }, "trades": { "type": "array", "items": { "type": "object" } }, "estimates": { "type": "object" }, "objective": { "type": "object" }, "unresolvedTargets": { "type": "array", "items": { "type": "object" } }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "asOf", "baseCurrency", "netAssetValue", "netAssetValueAfterFlow", "weights", "cash", "trades", "estimates", "objective", "unresolvedTargets", "assumptions", "diagnostics" ] }, "totalfinance.portfolio.rebalance_proposal.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.portfolio.rebalance_proposal.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.portfolio.record_events.input": { "type": "object", "properties": { "portfolio": { "anyOf": [ { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "totalfinance.portfolio-ledger", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "portfolioId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "events": { "type": "array", "items": { "$ref": "#/$defs/PortfolioEventEnvelope" } }, "provenance": { "$ref": "#/$defs/Provenance" } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "baseCurrency", "lotRelief", "events" ] }, { "type": "object", "properties": { "schemaVersion": { "const": 1, "type": "number" }, "portfolioId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "accounts": { "type": "object", "additionalProperties": { "type": "object", "properties": { "cashBalances": { "type": "object", "additionalProperties": { "type": "object", "properties": { "totalAmount": { "type": "number" }, "settlementSchedule": { "type": "array", "items": { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "amount": { "type": "number" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventId", "amount", "settleTimestampMs" ] } } }, "additionalProperties": false, "required": [ "totalAmount", "settlementSchedule" ] } }, "positions": { "type": "object", "additionalProperties": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "quantity": { "type": "number" }, "lots": { "type": "array", "items": { "type": "object", "properties": { "lotId": { "type": "string", "minLength": 1 }, "openedByEventId": { "type": "string", "minLength": 1 }, "openedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "quantity": { "type": "number" }, "costBasisPerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "lotId", "openedByEventId", "openedTimestampMs", "quantity", "costBasisPerUnit" ] } } }, "additionalProperties": false, "required": [ "instrumentId", "currency", "contractMultiplier", "settlementStyle", "quantity", "lots" ] } }, "realizedPnl": { "type": "object", "additionalProperties": { "type": "number" } }, "incomeReceived": { "type": "object", "additionalProperties": { "type": "number" } }, "transactionCosts": { "type": "object", "additionalProperties": { "type": "number" } }, "financingCosts": { "type": "object", "additionalProperties": { "type": "number" } }, "realizedPnlByInstrument": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": { "type": "number" } } }, "incomeByInstrument": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": { "type": "number" } } }, "transactionCostsByInstrument": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": { "type": "number" } } } }, "additionalProperties": false, "required": [ "cashBalances", "positions", "realizedPnl", "incomeReceived", "transactionCosts", "financingCosts", "realizedPnlByInstrument", "incomeByInstrument", "transactionCostsByInstrument" ] } }, "appliedEvents": { "type": "object", "additionalProperties": { "type": "string" } }, "eventCount": { "type": "integer", "minimum": 0 }, "lastEffectiveTimestampMs": { "anyOf": [ { "type": "number", "description": "Epoch milliseconds" }, { "type": "null" } ] }, "lotSequence": { "type": "integer", "minimum": 0 }, "fillEffects": { "type": "object", "additionalProperties": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "openedLotIds": { "type": "array", "items": { "type": "string", "minLength": 1 } }, "relievedQuantity": { "type": "number" }, "realizedPnl": { "type": "number" }, "cashDelta": { "type": "number" }, "accruedInterest": { "type": "number" } }, "additionalProperties": false, "required": [ "accountId", "instrumentId", "currency", "openedLotIds", "relievedQuantity", "realizedPnl", "cashDelta", "accruedInterest" ] } }, "reversals": { "type": "object", "additionalProperties": { "type": "string" } }, "accountMigrations": { "type": "array", "items": { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "effectiveTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventId", "fromAccountId", "toAccountId", "effectiveTimestampMs" ] } } }, "additionalProperties": false, "required": [ "schemaVersion", "baseCurrency", "lotRelief", "accounts", "appliedEvents", "eventCount", "lastEffectiveTimestampMs", "lotSequence", "fillEffects", "reversals", "accountMigrations" ] } ] }, { "type": "string", "pattern": "^totalfinance:\\/\\/portfolios\\/" } ] }, "events": { "type": "array", "items": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "minItems": 1, "description": "Portfolio event envelopes to apply, in order" }, "createdTimestampMs": { "type": "integer", "description": "Epoch ms stamped on the new ledger’s handle — the caller’s clock" } }, "additionalProperties": false, "required": [ "portfolio", "events", "createdTimestampMs" ], "$id": "https://totalfinance.dev/schemas/portfolio.record_events.input", "$defs": { "PortfolioEventEnvelope": { "allOf": [ { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "schemaVersion": { "const": 1, "type": "number" }, "sourceId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "effectiveTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "recordedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "correlationId": { "type": "string", "minLength": 1 }, "causationId": { "type": "string", "minLength": 1 }, "reversesEventId": { "type": "string", "minLength": 1 }, "provenance": { "$ref": "#/$defs/Provenance" }, "eventType": {}, "event": {} }, "additionalProperties": false, "required": [ "eventId", "schemaVersion", "sourceId", "accountId", "effectiveTimestampMs", "recordedTimestampMs", "provenance", "eventType", "event" ] }, { "anyOf": [ { "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "event": { "$ref": "#/$defs/CashDeposit" } } }, { "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "event": { "$ref": "#/$defs/CashWithdrawal" } } }, { "properties": { "eventType": { "const": "cash.transfer", "type": "string" }, "event": { "$ref": "#/$defs/CashTransfer" } } }, { "properties": { "eventType": { "const": "cash.conversion", "type": "string" }, "event": { "$ref": "#/$defs/CashConversion" } } }, { "properties": { "eventType": { "const": "trade.fill", "type": "string" }, "event": { "$ref": "#/$defs/TradeFill" } } }, { "properties": { "eventType": { "const": "cost.charge", "type": "string" }, "event": { "$ref": "#/$defs/CostCharge" } } }, { "properties": { "eventType": { "const": "income.received", "type": "string" }, "event": { "$ref": "#/$defs/IncomeReceived" } } }, { "properties": { "eventType": { "const": "financing.charge", "type": "string" }, "event": { "$ref": "#/$defs/FinancingCharge" } } }, { "properties": { "eventType": { "const": "corporate.split", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSplit" } } }, { "properties": { "eventType": { "const": "derivative.exercise", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeExercise" } } }, { "properties": { "eventType": { "const": "derivative.assignment", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeAssignment" } } }, { "properties": { "eventType": { "const": "derivative.expiration", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeExpiration" } } }, { "properties": { "eventType": { "const": "derivative.multiplier-change", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeMultiplierChange" } } }, { "properties": { "eventType": { "const": "derivative.variation-margin", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeVariationMargin" } } }, { "properties": { "eventType": { "const": "derivative.roll", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeRoll" } } }, { "properties": { "eventType": { "const": "fixed-income.redemption", "type": "string" }, "event": { "$ref": "#/$defs/FixedIncomeRedemption" } } }, { "properties": { "eventType": { "const": "corporate.symbol-change", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSymbolChange" } } }, { "properties": { "eventType": { "const": "corporate.merger", "type": "string" }, "event": { "$ref": "#/$defs/CorporateMerger" } } }, { "properties": { "eventType": { "const": "corporate.spin-off", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSpinOff" } } }, { "properties": { "eventType": { "const": "corporate.return-of-capital", "type": "string" }, "event": { "$ref": "#/$defs/CorporateReturnOfCapital" } } }, { "properties": { "eventType": { "const": "corporate.cash-in-lieu", "type": "string" }, "event": { "$ref": "#/$defs/CorporateCashInLieu" } } }, { "properties": { "eventType": { "const": "position.transfer", "type": "string" }, "event": { "$ref": "#/$defs/PositionTransfer" } } }, { "properties": { "eventType": { "const": "admin.reversal", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.reversal", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "original" ] } }, "required": [ "reversesEventId" ] }, { "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "replacement": { "anyOf": [ { "$ref": "#/$defs/CashDeposit" }, { "$ref": "#/$defs/CashWithdrawal" }, { "$ref": "#/$defs/CashTransfer" }, { "$ref": "#/$defs/CashConversion" }, { "$ref": "#/$defs/TradeFill" }, { "$ref": "#/$defs/CostCharge" }, { "$ref": "#/$defs/IncomeReceived" }, { "$ref": "#/$defs/FinancingCharge" }, { "$ref": "#/$defs/CorporateSplit" }, { "$ref": "#/$defs/DerivativeExercise" }, { "$ref": "#/$defs/DerivativeAssignment" }, { "$ref": "#/$defs/DerivativeExpiration" }, { "$ref": "#/$defs/DerivativeMultiplierChange" }, { "$ref": "#/$defs/DerivativeVariationMargin" }, { "$ref": "#/$defs/DerivativeRoll" }, { "$ref": "#/$defs/FixedIncomeRedemption" }, { "$ref": "#/$defs/CorporateSymbolChange" }, { "$ref": "#/$defs/CorporateMerger" }, { "$ref": "#/$defs/CorporateSpinOff" }, { "$ref": "#/$defs/CorporateReturnOfCapital" }, { "$ref": "#/$defs/CorporateCashInLieu" }, { "$ref": "#/$defs/PositionTransfer" } ] }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "original", "replacement" ] } }, "required": [ "reversesEventId" ] }, { "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "fromAccountId", "toAccountId" ] } } } ] } ] }, "Provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "receivedAt": { "type": "number", "description": "Epoch milliseconds" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } } }, "additionalProperties": false }, "Contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number" }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "type", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "CashDeposit": { "type": "object", "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashWithdrawal": { "type": "object", "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashTransfer": { "type": "object", "properties": { "eventType": { "const": "cash.transfer", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency", "fromAccountId", "toAccountId" ] }, "CashConversion": { "type": "object", "properties": { "eventType": { "const": "cash.conversion", "type": "string" }, "fromCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "toCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAmount": { "type": "number", "exclusiveMinimum": 0 }, "toAmount": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "fromCurrency", "toCurrency", "fromAmount", "toAmount" ] }, "TradeFill": { "type": "object", "properties": { "eventType": { "const": "trade.fill", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "accruedInterest": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "side", "quantity", "pricePerUnit", "currency" ] }, "LotSelections": { "type": "array", "items": { "type": "object", "properties": { "lotId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "lotId", "quantity" ] }, "minItems": 1 }, "CostCharge": { "type": "object", "properties": { "eventType": { "const": "cost.charge", "type": "string" }, "costType": { "type": "string", "enum": [ "commission", "exchange-fee", "regulatory-fee", "slippage-adjustment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "relatesToEventId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "costType", "amount", "currency" ] }, "IncomeReceived": { "type": "object", "properties": { "eventType": { "const": "income.received", "type": "string" }, "incomeType": { "type": "string", "enum": [ "dividend", "coupon", "interest", "staking-reward", "funding-receipt" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "incomeType", "amount", "currency" ] }, "FinancingCharge": { "type": "object", "properties": { "eventType": { "const": "financing.charge", "type": "string" }, "financingType": { "type": "string", "enum": [ "margin-interest", "borrow-charge", "funding-payment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "financingType", "amount", "currency" ] }, "CorporateSplit": { "type": "object", "properties": { "eventType": { "const": "corporate.split", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "sharesAfterSplit": { "type": "number", "exclusiveMinimum": 0 }, "sharesBeforeSplit": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "sharesAfterSplit", "sharesBeforeSplit" ] }, "DerivativeExercise": { "type": "object", "properties": { "eventType": { "const": "derivative.exercise", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "Settlement": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "physical", "type": "string" } }, "additionalProperties": false, "required": [ "kind" ] }, { "type": "object", "properties": { "kind": { "const": "cash", "type": "string" }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "settlementPricePerUnit" ] } ] }, "DerivativeAssignment": { "type": "object", "properties": { "eventType": { "const": "derivative.assignment", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "DerivativeExpiration": { "type": "object", "properties": { "eventType": { "const": "derivative.expiration", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity" ] }, "DerivativeMultiplierChange": { "type": "object", "properties": { "eventType": { "const": "derivative.multiplier-change", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "contractMultiplierAfter": { "type": "number", "exclusiveMinimum": 0 }, "strikePricePerUnitAfter": { "type": "number", "exclusiveMinimum": 0 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "contractMultiplierAfter" ] }, "DerivativeVariationMargin": { "type": "object", "properties": { "eventType": { "const": "derivative.variation-margin", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "settlementPricePerUnit" ] }, "DerivativeRoll": { "type": "object", "properties": { "eventType": { "const": "derivative.roll", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "closePricePerUnit": { "type": "number" }, "openPricePerUnit": { "type": "number" }, "contract": { "$ref": "#/$defs/Contract" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId", "quantity", "closePricePerUnit", "openPricePerUnit" ] }, "FixedIncomeRedemption": { "type": "object", "properties": { "eventType": { "const": "fixed-income.redemption", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "redemptionType": { "type": "string", "enum": [ "maturity", "call", "principal-paydown", "sinking-fund" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "redemptionType", "quantity", "pricePerUnit", "currency" ] }, "CorporateSymbolChange": { "type": "object", "properties": { "eventType": { "const": "corporate.symbol-change", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId" ] }, "CorporateMerger": { "type": "object", "properties": { "eventType": { "const": "corporate.merger", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "sharesPerShare": { "type": "number", "exclusiveMinimum": 0 }, "cashPerShare": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId" ] }, "CorporateSpinOff": { "type": "object", "properties": { "eventType": { "const": "corporate.spin-off", "type": "string" }, "parentInstrumentId": { "type": "string", "minLength": 1 }, "childInstrumentId": { "type": "string", "minLength": 1 }, "sharesPerParentShare": { "type": "number", "exclusiveMinimum": 0 }, "basisAllocationFraction": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "parentInstrumentId", "childInstrumentId", "sharesPerParentShare", "basisAllocationFraction" ] }, "CorporateReturnOfCapital": { "type": "object", "properties": { "eventType": { "const": "corporate.return-of-capital", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "amountPerShare": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "amountPerShare", "currency" ] }, "CorporateCashInLieu": { "type": "object", "properties": { "eventType": { "const": "corporate.cash-in-lieu", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "relatesToEventId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "amount", "currency" ] }, "PositionTransfer": { "type": "object", "properties": { "eventType": { "const": "position.transfer", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "fromAccountId", "toAccountId" ] } } }, "totalfinance.portfolio.record_events.output": { "type": "object", "properties": { "handle": { "type": "object", "properties": { "uri": { "type": "string", "minLength": 1 }, "kind": { "type": "string", "enum": [ "report", "job", "portfolio", "scenario", "market", "authorization", "journal" ] }, "schema": { "type": "string", "minLength": 1 }, "version": { "type": "string" }, "contentHash": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "createdTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "expiresTimestampMs": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "receivedAt": { "type": "number", "description": "Epoch milliseconds" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "uri", "kind", "schema", "version", "contentHash", "createdTimestampMs", "expiresTimestampMs", "provenance" ] }, "applied": { "type": "integer", "minimum": 0 }, "eventCount": { "type": "integer", "minimum": 0 }, "baseCurrency": { "type": "string" }, "lastEffectiveTimestampMs": { "anyOf": [ { "type": "number" }, { "type": "null" } ] } }, "additionalProperties": false, "required": [ "handle", "applied", "eventCount", "baseCurrency", "lastEffectiveTimestampMs" ], "$id": "https://totalfinance.dev/schemas/portfolio.record_events.output" }, "totalfinance.portfolio.record_events.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.portfolio.record_events.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.portfolio.snapshot.input": { "type": "object", "properties": { "portfolio": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "totalfinance.portfolio-ledger", "type": "string" }, "schemaVersion": { "type": "integer" }, "portfolioId": { "type": "string" }, "baseCurrency": { "type": "string" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "events": { "type": "array", "items": { "type": "object", "additionalProperties": {} }, "description": "Portfolio event envelopes (each re-validated by readPortfolioLedgerSnapshot)" }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number" }, "receivedAt": { "type": "number" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "baseCurrency", "lotRelief", "events" ], "description": "A serialized portfolio ledger (totalfinance.portfolio-ledger, the FC7 JSON form)" }, { "type": "object", "properties": { "schemaVersion": { "type": "integer" }, "portfolioId": { "type": "string" }, "baseCurrency": { "type": "string" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "accounts": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "appliedEvents": { "type": "object", "additionalProperties": { "type": "string" } }, "eventCount": { "type": "integer", "minimum": 0 }, "lastEffectiveTimestampMs": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "lotSequence": { "type": "integer", "minimum": 0 }, "fillEffects": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "reversals": { "type": "object", "additionalProperties": { "type": "string" } }, "accountMigrations": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false, "required": [ "schemaVersion", "baseCurrency", "lotRelief", "accounts", "appliedEvents", "eventCount", "lastEffectiveTimestampMs", "lotSequence", "fillEffects", "reversals", "accountMigrations" ], "description": "A derived PortfolioState (from applyPortfolioEvents or ledger.state)" } ], "description": "A serialized ledger envelope (re-hydrated through readPortfolioLedgerSnapshot) or a PortfolioState" }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "The valuation instant" }, "market": { "type": "object", "properties": { "kind": { "const": "totalfinance.market-snapshot", "type": "string" }, "schemaVersion": { "type": "integer" }, "asOf": { "type": "number", "description": "Epoch ms (resolved on the artifact)" }, "conventions": { "type": "object", "properties": { "conventionsVersion": { "type": "string" }, "asOfConvention": { "type": "string", "enum": [ "explicit-instant", "date-midnight-utc" ], "description": "How asOf was expressed at create time (a bare date is refused by option pricing)" }, "dayCount": { "type": "string" }, "compounding": { "type": "string" }, "calendar": { "type": "string" } }, "additionalProperties": false, "required": [ "conventionsVersion", "asOfConvention" ] }, "observations": { "type": "object", "properties": { "spots": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "riskFreeRates": { "type": "object", "additionalProperties": { "type": "number" } }, "dividendYields": { "type": "object", "additionalProperties": { "type": "number" } }, "volatilities": { "type": "object", "additionalProperties": { "type": "number" } }, "curves": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "surfaces": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "chains": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number" }, "receivedAt": { "type": "number" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "asOf", "conventions", "observations" ], "description": "A Gate B market snapshot (totalfinance.market-snapshot); its interior is re-validated by the read door" }, "currencyConversions": { "type": "array", "items": { "type": "object", "properties": { "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quoteCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quotePerBase": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "baseCurrency", "quoteCurrency", "quotePerBase" ] }, "description": "Quotes to the base currency — required exactly when the portfolio holds non-base currency" } }, "additionalProperties": false, "required": [ "portfolio", "asOf", "market" ] }, "totalfinance.portfolio.snapshot.output": { "type": "object", "properties": { "asOf": { "type": "number" }, "baseCurrency": { "type": "string" }, "netAssetValue": { "type": "number" }, "cash": { "type": "array", "items": { "type": "object" } }, "totalCashBaseCurrencyValue": { "type": "number" }, "positions": { "type": "array", "items": { "type": "object" } }, "totalPositionsBaseCurrencyValue": { "type": "number" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "asOf", "baseCurrency", "netAssetValue", "cash", "totalCashBaseCurrencyValue", "positions", "totalPositionsBaseCurrencyValue", "assumptions", "diagnostics" ] }, "totalfinance.portfolio.snapshot.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.portfolio.snapshot.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.research.event_study.input": { "type": "object", "properties": { "events": { "type": "array", "items": { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "eventType": { "type": "string" }, "announcedTimestampMs": { "type": "number" }, "effectiveTimestampMs": { "type": "number" }, "metadata": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "eventId", "instrumentId", "eventType", "announcedTimestampMs" ] } }, "returnObservations": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "tradingSessionDate": { "type": "string", "format": "date" }, "simpleReturn": { "type": "number" } }, "additionalProperties": false, "required": [ "instrumentId", "tradingSessionDate", "simpleReturn" ] } }, "marketReturns": { "type": "array", "items": { "type": "object", "properties": { "tradingSessionDate": { "type": "string", "format": "date" }, "simpleReturn": { "type": "number" } }, "additionalProperties": false, "required": [ "tradingSessionDate", "simpleReturn" ] }, "description": "Required by the 'market-adjusted' and 'market' models" }, "eventWindow": { "type": "object", "properties": { "startTradingSessionOffset": { "type": "integer" }, "endTradingSessionOffset": { "type": "integer" } }, "additionalProperties": false, "required": [ "startTradingSessionOffset", "endTradingSessionOffset" ] }, "estimationWindow": { "type": "object", "properties": { "startTradingSessionOffset": { "type": "integer" }, "endTradingSessionOffset": { "type": "integer" } }, "additionalProperties": false, "required": [ "startTradingSessionOffset", "endTradingSessionOffset" ], "description": "Required by 'mean-adjusted' and 'market'; must end strictly before the event window starts" }, "expectedReturnModel": { "anyOf": [ { "type": "object", "properties": { "model": { "const": "mean-adjusted", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "market-adjusted", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] }, { "type": "object", "properties": { "model": { "const": "market", "type": "string" } }, "additionalProperties": false, "required": [ "model" ] } ], "description": "The serializable models; a 'custom' expected-return function is SDK-only" }, "sessionPolicy": { "type": "string", "enum": [ "announcement-session", "next-session" ] }, "overlappingEventPolicy": { "type": "string", "enum": [ "reject", "allow-contaminated" ] }, "cumulativeConvention": { "type": "string", "enum": [ "sum", "compound" ] } }, "additionalProperties": false, "required": [ "events", "returnObservations", "eventWindow", "expectedReturnModel", "overlappingEventPolicy" ] }, "totalfinance.research.event_study.output": { "type": "object", "properties": { "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" }, "events": { "type": "array", "items": { "type": "object" } }, "averageAbnormalReturns": { "type": "array", "items": { "type": "object" } } }, "required": [ "assumptions", "diagnostics", "events", "averageAbnormalReturns" ] }, "totalfinance.research.event_study.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.research.event_study.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.research.rank.input": { "type": "object", "properties": { "universeId": { "type": "string", "minLength": 1 }, "asOf": { "type": "number", "description": "Epoch ms; the latest observation at or before it is used per instrument" }, "observations": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "availableTimestampMs": { "type": "number" }, "fields": { "type": "object", "additionalProperties": { "anyOf": [ { "type": "number" }, { "type": "string" }, { "type": "boolean" }, { "type": "null" } ] }, "description": "Declared fields only; null is a stated missing value" } }, "additionalProperties": false, "required": [ "instrumentId", "availableTimestampMs", "fields" ] } }, "fieldDefinitions": { "type": "array", "items": { "type": "object", "properties": { "fieldName": { "type": "string", "minLength": 1 }, "kind": { "type": "string", "enum": [ "numeric", "category", "text", "boolean" ] }, "unit": { "type": "string" }, "description": { "type": "string" } }, "additionalProperties": false, "required": [ "fieldName", "kind" ] }, "minItems": 1 }, "rankBy": { "type": "object", "properties": { "field": { "type": "string" }, "direction": { "type": "string", "enum": [ "ascending", "descending" ] } }, "additionalProperties": false, "required": [ "field", "direction" ] }, "tiePolicy": { "type": "string", "enum": [ "competition", "dense", "ordinal" ] }, "missingValuePolicy": { "type": "string", "enum": [ "exclude", "evaluate-as-false" ] } }, "additionalProperties": false, "required": [ "universeId", "asOf", "observations", "fieldDefinitions", "rankBy", "tiePolicy", "missingValuePolicy" ] }, "totalfinance.research.rank.output": { "type": "object", "properties": { "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" }, "rows": { "type": "array", "items": { "type": "object" }, "description": "{ instrumentId, value, rank }" } }, "required": [ "assumptions", "diagnostics", "rows" ] }, "totalfinance.research.rank.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": 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"type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.research.score.input": { "type": "object", "properties": { "universeId": { "type": "string", "minLength": 1 }, "asOf": { "type": "number", "description": "Epoch ms; the latest observation at or before it is used per instrument" }, "observations": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "availableTimestampMs": { "type": "number" }, "fields": { "type": "object", "additionalProperties": { "anyOf": [ { "type": "number" }, { "type": "string" }, { "type": "boolean" }, { "type": "null" } ] }, "description": "Declared fields only; null is a stated missing value" } }, "additionalProperties": false, "required": [ "instrumentId", "availableTimestampMs", "fields" ] } }, "fieldDefinitions": { "type": "array", "items": { "type": "object", "properties": { "fieldName": { "type": "string", "minLength": 1 }, "kind": { "type": "string", "enum": [ "numeric", "category", "text", "boolean" ] }, "unit": { "type": "string" }, "description": { "type": "string" } }, "additionalProperties": false, "required": [ "fieldName", "kind" ] }, "minItems": 1 }, "components": { "type": "array", "items": { "type": "object", "properties": { "field": { "type": "string" }, "weight": { "type": "number", "exclusiveMinimum": 0 }, "direction": { "type": "string", "enum": [ "higher-is-better", "lower-is-better" ] }, "standardization": { "type": "string", "enum": [ "z-score", "percentile-rank" ] } }, "additionalProperties": false, "required": [ "field", "weight", "direction", "standardization" ] }, "minItems": 1 }, "missingValuePolicy": { "type": "string", "enum": [ "exclude", "renormalize-weights" ] } }, "additionalProperties": false, "required": [ "universeId", "asOf", "observations", "fieldDefinitions", "components", "missingValuePolicy" ] }, "totalfinance.research.score.output": { "type": "object", "properties": { "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" }, "rows": { "type": "array", "items": { "type": "object" }, "description": "{ instrumentId, score, componentsUsed }" } }, "required": [ "assumptions", "diagnostics", "rows" ] }, "totalfinance.research.score.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.research.score.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.research.screen.input": { "type": "object", "properties": { "universeId": { "type": "string", "minLength": 1 }, "asOf": { "type": "number", "description": "Epoch ms; the latest observation at or before it is used per instrument" }, "observations": { "type": "array", "items": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "availableTimestampMs": { "type": "number" }, "fields": { "type": "object", "additionalProperties": { "anyOf": [ { "type": "number" }, { "type": "string" }, { "type": "boolean" }, { "type": "null" } ] }, "description": "Declared fields only; null is a stated missing value" } }, "additionalProperties": false, "required": [ "instrumentId", "availableTimestampMs", "fields" ] } }, "fieldDefinitions": { "type": "array", "items": { "type": "object", "properties": { "fieldName": { "type": "string", "minLength": 1 }, "kind": { "type": "string", "enum": [ "numeric", "category", "text", "boolean" ] }, "unit": { "type": "string" }, "description": { "type": "string" } }, "additionalProperties": false, "required": [ "fieldName", "kind" ] }, "minItems": 1 }, "filter": { "$id": "https://totalfinance.dev/schemas/research/screen-filter", "oneOf": [ { "type": "object", "properties": { "all": { "type": "array", "minItems": 1, "items": { "$ref": "https://totalfinance.dev/schemas/research/screen-filter" } } }, "required": [ "all" ], "additionalProperties": false }, { "type": "object", "properties": { "any": { "type": "array", "minItems": 1, "items": { "$ref": "https://totalfinance.dev/schemas/research/screen-filter" } } }, "required": [ "any" ], "additionalProperties": false }, { "type": "object", "properties": { "not": { "$ref": "https://totalfinance.dev/schemas/research/screen-filter" } }, "required": [ "not" ], "additionalProperties": false }, { "type": "object", "properties": { "field": { "type": "string" }, "operator": { "type": "string", "enum": [ "greaterThan", "greaterThanOrEqual", "lessThan", "lessThanOrEqual" ] }, "value": { "type": "number" } }, "required": [ "field", "operator", "value" ], "additionalProperties": false }, { "type": "object", "properties": { "field": { "type": "string" }, "operator": { "type": "string", "enum": [ "equals", "notEquals" ] }, "value": { "type": [ "number", "string", "boolean" ] } }, "required": [ "field", "operator", "value" ], "additionalProperties": false }, { "type": "object", "properties": { "field": { "type": "string" }, "operator": { "type": "string", "enum": [ "between" ] }, "from": { "type": "number" }, "to": { "type": "number" } }, "required": [ "field", "operator", "from", "to" ], "additionalProperties": false }, { "type": "object", "properties": { "field": { "type": "string" }, "operator": { "type": "string", "enum": [ "in", "notIn" ] }, "values": { "type": "array", "minItems": 1, "items": { "type": [ "number", "string" ] } } }, "required": [ "field", "operator", "values" ], "additionalProperties": false }, { "type": "object", "properties": { "field": { "type": "string" }, "operator": { "type": "string", "enum": [ "isPresent", "isMissing" ] } }, "required": [ "field", "operator" ], "additionalProperties": false } ], "description": "Complete ScreenFilter grammar (executable examples: docs/guides/dogfood-journeys.md): ordering operators greaterThan | greaterThanOrEqual | lessThan | lessThanOrEqual require numeric value; equals | notEquals use a number/string/boolean value. No gt/gte aliases. A ScreenFilter tree — { all: [...] } | { any: [...] } | { not: ... } | { field, operator, value } | { field, operator: 'between', from, to } | { field, operator: 'in' | 'notIn', values } | { field, operator: 'isPresent' | 'isMissing' } — validated node by node by screenUniverse; omitted = every eligible row passes" }, "missingValuePolicy": { "type": "string", "enum": [ "exclude", "evaluate-as-false" ] }, "orderBy": { "type": "array", "items": { "type": "object", "properties": { "field": { "type": "string" }, "direction": { "type": "string", "enum": [ "ascending", "descending" ] } }, "additionalProperties": false, "required": [ "field", "direction" ] } }, "limit": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "universeId", "asOf", "observations", "fieldDefinitions", "missingValuePolicy", "orderBy" ] }, "totalfinance.research.screen.output": { "type": "object", "properties": { "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" }, "rows": { "type": "array", "items": { "type": "object" }, "description": "{ instrumentId, availableTimestampMs, fields }" } }, "required": [ "assumptions", "diagnostics", "rows" ] }, "totalfinance.research.screen.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.research.screen.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.risk.optimize.input": { "type": "object", "properties": { "objective": { "type": "string", "enum": [ "minVariance", "maxSharpe", "meanVariance", "riskParity", "hrp", "kelly" ], "description": "Which portfolio to solve for" }, "covariance": { "type": "array", "items": { "type": "array", "items": { "type": "number" } }, "description": "Asset covariance matrix (per-period, decimal² units), square" }, "mean": { "type": "array", "items": { "type": "number" }, "description": "Per-asset expected returns (decimals) — required for maxSharpe/meanVariance/kelly" }, "riskFreeRatePerPeriod": { "type": "number", "description": "PER-PERIOD risk-free rate (decimal; maxSharpe only) — the same period as the covariance matrix, NOT annualized. Renamed from `riskFreeRate` because every other risk-free rate in the library is annual, and the two were silently interchangeable here" }, "riskAversion": { "type": "number", "exclusiveMinimum": 0, "description": "λ for meanVariance (default 1)" }, "fraction": { "type": "number", "exclusiveMinimum": 0, "description": "Kelly fraction (default 1 = full Kelly)" }, "longOnly": { "type": "boolean", "description": "Forbid short positions" }, "budget": { "type": "number", "description": "Σw target (default 1 = fully invested)" } }, "additionalProperties": false, "required": [ "objective", "covariance" ] }, "totalfinance.risk.optimize.output": { "type": "object", "properties": { "value": { "description": "The computed result" }, "assumptions": { "type": "object", "description": "Every applied convention, echoed" }, "diagnostics": { "type": "object", "description": "Engine/method/warnings (+ convergence where iterative)" } }, "required": [ "value", "assumptions", "diagnostics" ] }, "totalfinance.risk.optimize.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.risk.optimize.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.risk.value_at_risk.input": { "type": "object", "properties": { "returns": { "type": "array", "items": { "type": "number" }, "description": "Periodic returns as decimals (e.g. 0.01 = +1%)" }, "confidence": { "type": "number", "exclusiveMinimum": 0, "description": "Confidence level in (0, 1); default 0.95" }, "method": { "type": "string", "enum": [ "historical", "parametric", "monteCarlo" ], "description": "Estimation method; default historical" }, "horizonPeriods": { "type": "number", "exclusiveMinimum": 0, "description": "Holding-period horizon in periods; scales by √-time; default 1" }, "cornishFisher": { "type": "boolean", "description": "Parametric only: Cornish-Fisher adjustment for skew/excess-kurtosis" }, "samples": { "type": "integer", "maximum": 1000000, "exclusiveMinimum": 0, "description": "Monte-Carlo only: number of simulated paths; default 10000, capped at 1,000,000 (compute is bounded BEFORE the work starts, not just by the deadline)." }, "seed": { "type": "integer", "description": "Monte-Carlo only: PRNG seed; default 0" } }, "additionalProperties": false, "required": [ "returns" ] }, "totalfinance.risk.value_at_risk.output": { "type": "object", "properties": { "value": { "type": "object", "properties": { "valueAtRisk": { "type": "number", "description": "Positive loss magnitude at `confidence`" }, "conditionalValueAtRisk": { "type": "number", "description": "Conditional VaR / expected shortfall (≥ valueAtRisk)" } }, "required": [ "valueAtRisk", "conditionalValueAtRisk" ] }, "assumptions": { "type": "object", "description": "confidence, method, horizonPeriods, cornishFisher, conventionsVersion (+ seed/samples when method is monteCarlo)" }, "diagnostics": { "type": "object", "description": "method + warnings" } }, "required": [ "value", "assumptions", "diagnostics" ] }, "totalfinance.risk.value_at_risk.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.risk.value_at_risk.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.scenario.run.input": { "type": "object", "properties": { "scenarioSet": { "type": "object", "properties": { "kind": { "const": "totalfinance.scenario-set", "type": "string" }, "schemaVersion": { "type": "integer" }, "name": { "type": "string", "minLength": 1 }, "scenarios": { "type": "array", "items": { "type": "object", "properties": { "name": { "type": "string", "minLength": 1 }, "shocks": { "type": "array", "items": { "type": "object", "properties": { "factor": { "type": "string" }, "kind": { "type": "string", "enum": [ "percent", "absolute" ] }, "value": { "type": "number" }, "target": { "type": "string" } }, "additionalProperties": false, "required": [ "factor", "kind", "value" ] } }, "overrides": { "type": "array", "items": { "type": "object", "properties": { "factor": { "type": "string" }, "value": { "type": "number" }, "target": { "type": "string" } }, "additionalProperties": false, "required": [ "factor", "value" ] } } }, "additionalProperties": false, "required": [ "name", "shocks" ] }, "minItems": 1 }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number" }, "receivedAt": { "type": "number" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "name", "scenarios" ], "description": "A Gate B scenario set (totalfinance.scenario-set)" }, "market": { "type": "object", "properties": { "kind": { "const": "totalfinance.market-snapshot", "type": "string" }, "schemaVersion": { "type": "integer" }, "asOf": { "type": "number", "description": "Epoch ms (resolved on the artifact)" }, "conventions": { "type": "object", "properties": { "conventionsVersion": { "type": "string" }, "asOfConvention": { "type": "string", "enum": [ "explicit-instant", "date-midnight-utc" ], "description": "How asOf was expressed at create time (a bare date is refused by option pricing)" }, "dayCount": { "type": "string" }, "compounding": { "type": "string" }, "calendar": { "type": "string" } }, "additionalProperties": false, "required": [ "conventionsVersion", "asOfConvention" ] }, "observations": { "type": "object", "properties": { "spots": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "riskFreeRates": { "type": "object", "additionalProperties": { "type": "number" } }, "dividendYields": { "type": "object", "additionalProperties": { "type": "number" } }, "volatilities": { "type": "object", "additionalProperties": { "type": "number" } }, "curves": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "surfaces": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "chains": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number" }, "receivedAt": { "type": "number" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "asOf", "conventions", "observations" ], "description": "A Gate B market snapshot (totalfinance.market-snapshot); its interior is re-validated by the read door" }, "targets": { "type": "array", "items": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "spot", "type": "string" }, "id": { "type": "string", "minLength": 1 }, "symbol": { "type": "string", "minLength": 1 }, "quantity": { "type": "number" }, "currency": { "type": "string" }, "strategy": { "type": "string" }, "account": { "type": "string" }, "book": { "type": "string" }, "tags": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false, "required": [ "kind", "id", "symbol", "quantity", "currency" ] }, { "type": "object", "properties": { "kind": { "const": "taylor", "type": "string" }, "id": { "type": "string", "minLength": 1 }, "quantity": { "type": "number" }, "contractMultiplier": { "type": "number" }, "currency": { "type": "string" }, "underlying": { "type": "string" }, "strategy": { "type": "string" }, "account": { "type": "string" }, "book": { "type": "string" }, "tags": { "type": "array", "items": { "type": "string" } }, "baseValuePerUnit": { "type": "number" }, "greeks": { "type": "object", "properties": { "delta": { "type": "number", "description": "∂V/∂S per $1 of spot" }, "gamma": { "type": "number", "description": "∂²V/∂S² per $1²" }, "vega": { "type": "number", "description": "∂V/∂σ per 1 volatility POINT (0.01), as option.greeks reports it" }, "theta": { "type": "number", "description": "∂V/∂t per CALENDAR DAY, as option.greeks reports it" }, "rho": { "type": "number", "description": "∂V/∂r per 1% rate (0.01), as option.greeks reports it" }, "vanna": { "type": "number", "description": "∂Δ/∂σ per 1.00 σ per $" }, "vomma": { "type": "number", "description": "∂²V/∂σ² per 1.00 σ²" }, "charm": { "type": "number", "description": "∂Δ/∂T per year of time-to-expiry (options-package sign)" }, "veta": { "type": "number", "description": "∂vega/∂T per year, vega per 1.00 σ" }, "vera": { "type": "number", "description": "∂²V/∂σ∂r per 1.00 σ per 1.00 rate" }, "deltaRate": { "type": "number", "description": "∂Δ/∂r per $ per 1% rate" }, "thetaRate": { "type": "number", "description": "∂Θ/∂r per calendar day per 1% rate" }, "rhoConvexity": { "type": "number", "description": "∂²V/∂r² per (1%)²" }, "thetaConvexity": { "type": "number", "description": "∂²V/∂t² per calendar day²" }, "phi": { "type": "number", "description": "∂V/∂q per 1% dividend yield (dividend rho)" } }, "additionalProperties": false }, "factors": { "type": "object", "properties": { "spot": { "type": "object", "properties": { "subject": { "type": "string" }, "level": { "type": "number" } }, "additionalProperties": false, "required": [ "subject", "level" ] }, "volatility": { "type": "object", "properties": { "subject": { "type": "string" }, "level": { "type": "number" } }, "additionalProperties": false, "required": [ "subject", "level" ] }, "riskFreeRate": { "type": "object", "properties": { "subject": { "type": "string" }, "level": { "type": "number" } }, "additionalProperties": false, "required": [ "subject", "level" ] }, "dividend": { "type": "object", "properties": { "subject": { "type": "string" }, "level": { "type": "number" } }, "additionalProperties": false, "required": [ "subject", "level" ] }, "valuationInstant": { "type": "object", "properties": { "level": { "type": "number" } }, "additionalProperties": false, "required": [ "level" ] } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "id", "quantity", "contractMultiplier", "currency", "baseValuePerUnit", "greeks", "factors" ] }, { "type": "object", "properties": { "kind": { "const": "portfolio", "type": "string" }, "portfolio": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "totalfinance.portfolio-ledger", "type": "string" }, "schemaVersion": { "type": "integer" }, "portfolioId": { "type": "string" }, "baseCurrency": { "type": "string" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "events": { "type": "array", "items": { "type": "object", "additionalProperties": {} }, "description": "Portfolio event envelopes (each re-validated by readPortfolioLedgerSnapshot)" }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number" }, "receivedAt": { "type": "number" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "baseCurrency", "lotRelief", "events" ], "description": "A serialized portfolio ledger (totalfinance.portfolio-ledger, the FC7 JSON form)" }, { "type": "object", "properties": { "schemaVersion": { "type": "integer" }, "portfolioId": { "type": "string" }, "baseCurrency": { "type": "string" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "accounts": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "appliedEvents": { "type": "object", "additionalProperties": { "type": "string" } }, "eventCount": { "type": "integer", "minimum": 0 }, "lastEffectiveTimestampMs": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "lotSequence": { "type": "integer", "minimum": 0 }, "fillEffects": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": {} } }, "reversals": { "type": "object", "additionalProperties": { "type": "string" } }, "accountMigrations": { "type": "array", "items": { "type": "object", "additionalProperties": {} } } }, "additionalProperties": false, "required": [ "schemaVersion", "baseCurrency", "lotRelief", "accounts", "appliedEvents", "eventCount", "lastEffectiveTimestampMs", "lotSequence", "fillEffects", "reversals", "accountMigrations" ], "description": "A derived PortfolioState (from applyPortfolioEvents or ledger.state)" } ], "description": "The ledger envelope or PortfolioState whose open positions become targets" }, "bindings": { "type": "array", "items": { "type": "object", "properties": { "id": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "strategy": { "type": "string" }, "book": { "type": "string" }, "tags": { "type": "array", "items": { "type": "string" } }, "baseValuePerUnit": { "type": "number" }, "greeks": { "type": "object", "properties": { "delta": { "type": "number", "description": "∂V/∂S per $1 of spot" }, "gamma": { "type": "number", "description": "∂²V/∂S² per $1²" }, "vega": { "type": "number", "description": "∂V/∂σ per 1 volatility POINT (0.01), as option.greeks reports it" }, "theta": { "type": "number", "description": "∂V/∂t per CALENDAR DAY, as option.greeks reports it" }, "rho": { "type": "number", "description": "∂V/∂r per 1% rate (0.01), as option.greeks reports it" }, "vanna": { "type": "number", "description": "∂Δ/∂σ per 1.00 σ per $" }, "vomma": { "type": "number", "description": "∂²V/∂σ² per 1.00 σ²" }, "charm": { "type": "number", "description": "∂Δ/∂T per year of time-to-expiry (options-package sign)" }, "veta": { "type": "number", "description": "∂vega/∂T per year, vega per 1.00 σ" }, "vera": { "type": "number", "description": "∂²V/∂σ∂r per 1.00 σ per 1.00 rate" }, "deltaRate": { "type": "number", "description": "∂Δ/∂r per $ per 1% rate" }, "thetaRate": { "type": "number", "description": "∂Θ/∂r per calendar day per 1% rate" }, "rhoConvexity": { "type": "number", "description": "∂²V/∂r² per (1%)²" }, "thetaConvexity": { "type": "number", "description": "∂²V/∂t² per calendar day²" }, "phi": { "type": "number", "description": "∂V/∂q per 1% dividend yield (dividend rho)" } }, "additionalProperties": false }, "factors": { "type": "object", "properties": { "spot": { "type": "object", "properties": { "subject": { "type": "string" }, "level": { "type": "number" } }, "additionalProperties": false, "required": [ "subject", "level" ] }, "volatility": { "type": "object", "properties": { "subject": { "type": "string" }, "level": { "type": "number" } }, "additionalProperties": false, "required": [ "subject", "level" ] }, "riskFreeRate": { "type": "object", "properties": { "subject": { "type": "string" }, "level": { "type": "number" } }, "additionalProperties": false, "required": [ "subject", "level" ] }, "dividend": { "type": "object", "properties": { "subject": { "type": "string" }, "level": { "type": "number" } }, "additionalProperties": false, "required": [ "subject", "level" ] }, "valuationInstant": { "type": "object", "properties": { "level": { "type": "number" } }, "additionalProperties": false, "required": [ "level" ] } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "id", "accountId", "instrumentId", "baseValuePerUnit", "greeks", "factors" ] }, "minItems": 1, "description": "Exactly one Taylor binding per open (accountId, instrumentId) position — the serializable binding kind" } }, "additionalProperties": false, "required": [ "kind", "portfolio", "bindings" ] } ] }, "minItems": 1, "description": "Wire targets: kind 'spot' (scenarioTarget.spot), 'taylor' (scenarioTarget.taylor), or 'portfolio' (scenarioTargetsFromPortfolio with Taylor bindings). A custom pricer target is SDK-only." }, "reportingCurrency": { "type": "string" }, "currencyConversions": { "type": "array", "items": { "type": "object", "properties": { "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quoteCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quotePerBase": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "baseCurrency", "quoteCurrency", "quotePerBase" ] } }, "options": { "type": "object", "properties": { "failureMode": { "type": "string", "enum": [ "fail-fast", "collect" ] }, "seed": { "type": "integer", "minimum": 0 }, "maximumValuationCells": { "type": "integer", "exclusiveMinimum": 0 }, "maximumWorkUnits": { "type": "integer", "exclusiveMinimum": 0 } }, "additionalProperties": false, "description": "Execution options; market resolvers and factor handlers are SDK-only callbacks" } }, "additionalProperties": false, "required": [ "scenarioSet", "market", "targets" ] }, "totalfinance.scenario.run.output": { "type": "object", "properties": { "layout": { "type": "object", "description": "scenario-major cell layout and the index formula" }, "scenarioAxis": { "type": "array", "items": { "type": "object" } }, "targetAxis": { "type": "array", "items": { "type": "object" } }, "base": { "type": "array", "items": { "type": "object" } }, "cells": { "type": "array", "items": { "type": "object" } }, "aggregates": { "type": "object" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "layout", "scenarioAxis", "targetAxis", "base", "cells", "aggregates", "assumptions", "diagnostics" ] }, "totalfinance.scenario.run.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.scenario.run.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.strategy.analyze.input": { "type": "object", "properties": { "legs": { "type": "array", "items": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "stock", "type": "string" }, "quantity": { "type": "number", "description": "Signed shares: positive = long, negative = short" }, "price": { "type": "number", "description": "Entry price per share; omit to model-price the leg at `market.spot`" } }, "additionalProperties": false, "required": [ "kind", "quantity" ] }, { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "call", "put" ] }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "quantity": { "type": "number", "description": "Signed contracts: positive = long, negative = short" }, "premium": { "type": "number", "description": "Entry premium per share; omit to model-price the leg from `market`" }, "expiry": { "type": "string", "description": "Per-leg expiry (YYYY-MM-DD or datetime) for calendars/diagonals" }, "impliedVolatility": { "type": "number", "exclusiveMinimum": 0, "description": "Per-leg implied volatility (decimal)" } }, "additionalProperties": false, "required": [ "kind", "strike", "quantity" ] } ] }, "description": "The option/stock legs of the position — supply legs OR strategy+input" }, "strategy": { "type": "string", "description": "A named builder from totalfinance.strategy.list (e.g. ironCondor); pair with `input`" }, "input": { "type": "object", "additionalProperties": {}, "description": "The named builder's input (shape per totalfinance.strategy.list examples)" }, "premiums": { "type": "string", "enum": [ "user", "model" ], "description": "Entry-premium source: 'user' (from the leg premiums, default) or 'model' (price unpriced legs from `market`)" }, "market": { "type": "object", "properties": { "spot": { "type": "number", "exclusiveMinimum": 0 }, "volatility": { "type": "number", "exclusiveMinimum": 0, "description": "Annualized implied volatility (decimal, e.g. 0.18)" }, "riskFreeRate": { "type": "number", "description": "Continuously-compounded risk-free rate (decimal)" }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Entry/valuation instant — epoch ms or a zoned ISO datetime (a bare date is refused)" }, "expiry": { "type": "string", "description": "Default expiry for legs without their own (YYYY-MM-DD → the US close, 16:00 ET or 13:00 ET on early-close days; or a zoned datetime)" }, "dividendYield": { "type": "number" } }, "additionalProperties": false, "required": [ "spot", "volatility", "riskFreeRate", "asOf" ], "description": "Market snapshot; required for `premiums: model` and for `probability`" }, "probability": { "type": "boolean", "description": "Also compute probability-of-profit, expected value, risk/reward, and probability-of-touch (needs `market`)" }, "multiplier": { "type": "number", "exclusiveMinimum": 0, "description": "Contract multiplier for option legs (default 100)" } }, "additionalProperties": false }, "totalfinance.strategy.analyze.output": { "type": "object", "properties": { "premiumSource": { "type": "string", "enum": [ "user", "model" ] }, "classification": { "type": "array", "items": { "type": "string" }, "description": "Named strategies these legs structurally match (derived via classifyStrategy; empty = custom)" }, "metrics": { "type": "object", "properties": { "netDebit": { "type": "number" }, "netCredit": { "type": "number" }, "maxProfit": { "type": [ "number", "null" ], "description": "Maximum profit at expiration; null when unbounded (see bounded.profit)" }, "maxLoss": { "type": [ "number", "null" ], "description": "Maximum loss at expiration (negative); null when unbounded (see bounded.loss)" }, "bounded": { "type": "object", "properties": { "profit": { "type": "boolean" }, "loss": { "type": "boolean" } }, "required": [ "profit", "loss" ] }, "breakevens": { "type": "array", "items": { "type": "number" } } }, "required": [ "netDebit", "netCredit", "maxProfit", "maxLoss", "bounded", "breakevens" ] }, "legs": { "type": "array", "items": { "type": "object" } }, "assumptions": { "type": "object", "description": "Position-construction assumptions (premium source, multiplier, provenance)" }, "diagnostics": { "type": "object", "description": "Warnings from the metric/probability computations (empty array when none)" }, "probability": { "type": "object", "description": "Present when `probability: true` was supplied (requires `market`)", "properties": { "probabilityOfProfit": { "type": "number" }, "expectedValue": { "type": "number" }, "riskReward": { "type": [ "number", "null" ], "description": "|maxProfit / maxLoss|; null when undefined (an unbounded side or a zero max loss) — see diagnostics" }, "probabilityOfTouch": { "type": "array" }, "model": { "type": "object" }, "assumptions": { "type": "object", "description": "Probability-model conventions, including `marketSource` (construction | call | merged)" } } } }, "required": [ "premiumSource", "metrics", "legs", "classification", "assumptions", "diagnostics" ] }, "totalfinance.strategy.analyze.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.strategy.analyze.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.strategy.list.input": { "type": "object", "properties": { "multiExpiry": { "type": "boolean", "description": "Filter: only multi-expiry (true) or single (false)" } }, "additionalProperties": false }, "totalfinance.strategy.list.output": { "type": "object", "properties": { "count": { "type": "integer" }, "strategies": { "type": "array", "items": { "type": "object", "properties": { "name": { "type": "string" }, "description": { "type": "string" }, "multiExpiry": { "type": "boolean" }, "example": { "type": "object", "description": "A canonical, buildable input for this builder" } }, "required": [ "name", "description", "multiExpiry", "example" ] } } }, "required": [ "count", "strategies" ] }, "totalfinance.strategy.list.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.strategy.list.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.structure.exposures.input": { "type": "object", "properties": { "chain": { "type": "array", "items": { "type": "object", "properties": { "strike": { "type": "number", "exclusiveMinimum": 0 }, "expiry": { "type": "string", "description": "ISO date YYYY-MM-DD" }, "type": { "type": "string", "enum": [ "call", "put" ] }, "openInterest": { "type": "number", "description": "Open interest (contracts)" }, "impliedVolatility": { "type": "number", "exclusiveMinimum": 0, "description": "Implied volatility (decimal); when omitted, implied from `price`" }, "price": { "type": "number", "exclusiveMinimum": 0, "description": "Option mid price; used to imply IV when `impliedVolatility` is omitted" }, "multiplier": { "type": "number", "exclusiveMinimum": 0, "description": "Contract multiplier (default 100)" } }, "additionalProperties": false, "required": [ "strike", "expiry", "type", "openInterest" ] }, "description": "The option chain: one row per contract" }, "spot": { "type": "number", "exclusiveMinimum": 0 }, "riskFreeRate": { "type": "number", "description": "Continuously-compounded risk-free rate (decimal)" }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Valuation instant — epoch ms or a zoned ISO datetime such as \"2026-07-20T10:30:00-04:00\". A bare YYYY-MM-DD is refused: a same-day option's value depends on the time of day. For an end-of-day mark use the 16:00 ET close (13:00 ET on early-close days)." }, "dividendYield": { "type": "number" }, "convention": { "type": "string", "enum": [ "callsPositivePutsNegative", "dealerShortGamma" ], "description": "Dealer sign convention — REQUIRED, it decides the sign of every exposure number; echoed back with its limitations" }, "style": { "type": "string", "enum": [ "american", "european" ], "description": "Exercise style of every contract in the chain — REQUIRED (listed US equity options are 'american'); the library never defaults it" }, "gammaUnit": { "type": "string", "enum": [ "per1PercentMove", "perPoint" ], "description": "GEX units: per1PercentMove (default, the specification formula) or perPoint" }, "underlying": { "type": "string", "description": "Ticker symbol of the chain — REQUIRED, it names every contract" }, "topStrikes": { "type": "integer", "exclusiveMinimum": 0, "description": "How many top-|GEX| strikes to return (default 10)" } }, "additionalProperties": false, "required": [ "chain", "spot", "riskFreeRate", "asOf", "convention", "style", "underlying" ] }, "totalfinance.structure.exposures.output": { "type": "object", "properties": { "spot": { "type": "number" }, "atSpot": { "type": "object", "description": "Net dealer exposure at spot", "properties": { "gex": { "type": "number" }, "dex": { "type": "number" } }, "required": [ "gex", "dex" ] }, "levels": { "type": "object", "description": "Walls, zero-gamma, max pain, pin risk, and OPEX walls" }, "netDrift": { "type": "object", "description": "Gamma regime + pin/trend bias + charm/vanna flow" }, "topStrikes": { "type": "array", "description": "Highest-|GEX| strikes, most concentrated first", "items": { "type": "object" } }, "assumptions": { "type": "object", "description": "Every applied convention: the sign `convention`, gammaUnit, priceSource, minTimeToExpiry, defaultMultiplier, …" }, "diagnostics": { "type": "object", "description": "Warnings, including the model limitations as `model.limitation` entries (positioning is estimated from OI + a sign convention, not true dealer books)" } }, "required": [ "spot", "atSpot", "levels", "netDrift", "topStrikes", "assumptions", "diagnostics" ] }, "totalfinance.structure.exposures.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.structure.exposures.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.structure.flow.input": { "type": "object", "properties": { "trades": { "type": "array", "items": { "type": "object", "properties": { "timestampMs": { "type": "number", "description": "Print timestamp (epoch ms)" }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "expiry": { "type": "string", "description": "ISO date YYYY-MM-DD" }, "price": { "type": "number", "exclusiveMinimum": 0, "description": "Print price per share" }, "size": { "type": "number", "exclusiveMinimum": 0, "description": "Print size (contracts)" }, "bid": { "type": "number", "description": "NBBO bid at print time (enables aggressor-side classification)" }, "ask": { "type": "number", "description": "NBBO ask at print time" }, "exchange": { "type": "string", "description": "Venue code (enables venue-verified sweep detection)" }, "openInterest": { "type": "number", "description": "Prior open interest (enables opening detection)" } }, "additionalProperties": false, "required": [ "timestampMs", "type", "strike", "expiry", "price", "size" ] }, "description": "Option prints, any order (sorted internally)" }, "underlying": { "type": "string", "description": "Ticker of the prints — REQUIRED, it names every contract" }, "style": { "type": "string", "enum": [ "american", "european" ], "description": "Exercise style of the printed contracts — REQUIRED (listed US equity options are 'american'); the library never defaults it" }, "multiplier": { "type": "number", "exclusiveMinimum": 0, "description": "Contract multiplier (default 100)" }, "blockMinSize": { "type": "number", "description": "Min contracts for a block (default 100)" }, "blockMinPremium": { "type": "number", "description": "Min premium $ for a block (default 100,000)" }, "maxDetails": { "type": "integer", "exclusiveMinimum": 0, "description": "Max sweeps/spreads returned in detail (default 25 each)" } }, "additionalProperties": false, "required": [ "trades", "underlying", "style" ] }, "totalfinance.structure.flow.output": { "type": "object", "properties": { "counts": { "type": "object", "description": "trades/sweeps/spreads/buy/sell/unknown totals" }, "sweeps": { "type": "array", "description": "Detected sweeps (capped by maxDetails)" }, "spreads": { "type": "array", "description": "Detected multi-leg spreads (capped)" }, "assumptions": { "type": "object", "description": "The rules/windows the analysis ran under" }, "diagnostics": { "type": "object", "description": "Warnings, including the heuristic caveats as `model.limitation` entries" }, "limitations": { "type": "array", "items": { "type": "string" }, "description": "Convenience view: the `model.limitation` messages from diagnostics.warnings (diagnostics is the source of truth)" } }, "required": [ "counts", "sweeps", "spreads", "assumptions", "diagnostics", "limitations" ] }, "totalfinance.structure.flow.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.structure.flow.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, 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"array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.technical_analysis.describe.input": { "type": "object", "properties": { "name": { "type": "string", "description": "Indicator name or a TA-Lib/pandas/TradingView alias (e.g. \"rsi\", \"RSI\", \"STOCH\")" } }, "additionalProperties": false, "required": [ "name" ] }, "totalfinance.technical_analysis.describe.output": { "type": "object", "properties": { "name": { "type": "string", "description": "Canonical indicator name" }, "category": { "type": "string" }, "inputs": { "type": "string", "enum": [ "series", "bars", "pair" ] }, "parameters": { "type": "array", "items": { "type": "string" } }, "defaults": { "type": "object", "description": "Default per optional parameter ('(derived)' when computed from another parameter)" }, "required": { "type": "array", "items": { "type": "string" } }, "warmup": { "type": [ "integer", "null" ], "description": "Leading bars before the first real value (null = warmup exceeds the probe window)" }, "conventions": { "type": "object", "description": "The choices this indicator made that its parameters do not reveal — smoothing method, what a flat/degenerate window resolves to, how the first value is seeded. Present only where such a choice exists, and the field to read when this indicator disagrees with another library (e.g. RSI on a flat series: TotalFinance 100, TA-Lib 0, pandas-ta NaN)." }, "aliases": { "type": "object", "description": "Cross-library names (TA-Lib / pandas-ta / TradingView), when known" } }, "required": [ "name", "category", "inputs", "parameters", "defaults", "required", "warmup" ] }, "totalfinance.technical_analysis.describe.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": 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"items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.technical_analysis.list.input": { "type": "object", "properties": { "search": { "type": "string", "description": "Case-insensitive substring of an indicator name OR a TA-Lib/pandas/TradingView alias" }, "category": { "type": "string", "enum": [ "transform", "moving-average", "momentum", "trend", "volatility", "volume", "cycle", "statistic", "math", "performance", "candlestick", "price-action" ], "description": "Browse a category here, e.g. momentum; search matches indicator names/aliases and does not expand category words" }, "limit": { "type": "integer", "exclusiveMinimum": 0, "description": "Page size (default 50; `total` is the full match count) — narrow with `search` before paging" }, "offset": { "type": "integer", "minimum": 0, "description": "Page offset (default 0)" } }, "additionalProperties": false }, "totalfinance.technical_analysis.list.output": { "type": "object", "properties": { "count": { "type": "integer", "description": "Number of indicators returned in this page" }, "total": { "type": "integer", "description": "Total matches before pagination" }, "offset": { "type": "integer" }, "indicators": { "type": "array", "items": { "type": "object", "properties": { "name": { "type": "string" }, "category": { "type": "string" }, "inputs": { "type": "string", "enum": [ "series", "bars", "pair" ] }, "parameters": { "type": "array", "items": { "type": "string" } }, "defaults": { "type": "object", "description": "Default per optional parameter ('(derived)' when computed from another parameter)" }, "required": { "type": "array", "items": { "type": "string" }, "description": "Parameters with no default (must be supplied)" } }, "required": [ "name", "category", "inputs", "parameters", "defaults", "required" ] } } }, "required": [ "count", "indicators" ] }, "totalfinance.technical_analysis.list.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.technical_analysis.list.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.trade.authorize.input": { "type": "object", "properties": { "plan": { "type": "object", "properties": { "kind": { "const": "totalfinance.execution-plan", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "accountId": { "type": "string", "minLength": 1 }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "portfolioId": { "type": "string", "minLength": 1 }, "orders": { "type": "array", "items": { "allOf": [ { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "timeInForce": { "type": "string", "enum": [ "day", "gtc" ], "description": "Default: the paper execution policy’s day time-in-force" }, "comboId": { "type": "string", "minLength": 1, "description": "The multi-leg order this is a leg of (B5)" }, "orderId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0, "description": "Units/contracts, strictly positive; side carries direction" }, "plannedTimestampMs": { "type": "number", "description": "When the plan was made — never when a broker saw the order" }, "submittedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "type": {}, "limitPrice": {}, "stopPrice": {} }, "additionalProperties": false, "required": [ "instrumentId", "side", "orderId", "quantity", "plannedTimestampMs", "type" ] }, { "anyOf": [ { "properties": { "type": { "const": "market", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "market-on-open", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "market-on-close", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "limit", "type": "string" }, "limitPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "limitPrice" ], "not": { "anyOf": [ { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "stop", "type": "string" }, "stopPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "stopPrice" ], "not": { "anyOf": [ { "required": [ "limitPrice" ] } ] } }, { "properties": { "type": { "const": "stop-limit", "type": "string" }, "limitPrice": { "type": "number", "exclusiveMinimum": 0 }, "stopPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "limitPrice", "stopPrice" ] } ] } ] }, "minItems": 1, "maxItems": 1000 }, "combos": { "type": "array", "items": { "type": "object", "properties": { "comboId": { "type": "string", "minLength": 1 }, "orderIds": { 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"const": "derivative.roll", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeRoll" } } }, { "properties": { "eventType": { "const": "fixed-income.redemption", "type": "string" }, "event": { "$ref": "#/$defs/FixedIncomeRedemption" } } }, { "properties": { "eventType": { "const": "corporate.symbol-change", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSymbolChange" } } }, { "properties": { "eventType": { "const": "corporate.merger", "type": "string" }, "event": { "$ref": "#/$defs/CorporateMerger" } } }, { "properties": { "eventType": { "const": "corporate.spin-off", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSpinOff" } } }, { "properties": { "eventType": { "const": "corporate.return-of-capital", "type": "string" }, "event": { "$ref": "#/$defs/CorporateReturnOfCapital" } } }, { "properties": { "eventType": { "const": "corporate.cash-in-lieu", "type": "string" }, "event": { "$ref": "#/$defs/CorporateCashInLieu" } } }, { "properties": { "eventType": { "const": "position.transfer", "type": "string" }, "event": { "$ref": "#/$defs/PositionTransfer" } } }, { "properties": { "eventType": { "const": "admin.reversal", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.reversal", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "original" ] } }, "required": [ "reversesEventId" ] }, { "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "replacement": { "anyOf": [ { "$ref": "#/$defs/CashDeposit" }, { "$ref": "#/$defs/CashWithdrawal" }, { "$ref": "#/$defs/CashTransfer" }, { "$ref": "#/$defs/CashConversion" }, { "$ref": "#/$defs/TradeFill" }, { "$ref": "#/$defs/CostCharge" }, { "$ref": 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"admin.account-migration", "type": "string" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "fromAccountId", "toAccountId" ] } } } ] } ] }, "Before": { "type": "object", "properties": { "asOf": { "type": "number", "description": "Epoch milliseconds" }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "netAssetValue": { "type": "number" }, "cash": { "type": "array", "items": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "totalAmount": { "type": "number" }, "settledAmount": { "type": "number" }, "unsettledReceivable": { "type": "number" }, "unsettledPayable": { "type": "number" }, "baseCurrencyValue": { "type": "number" } }, "additionalProperties": false, "required": [ "accountId", "currency", "totalAmount", "settledAmount", "unsettledReceivable", "unsettledPayable", "baseCurrencyValue" ] } }, "totalCashBaseCurrencyValue": { "type": "number" }, "positions": { "type": "array", "items": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quantity": { "type": "number" }, "markPricePerUnit": { "type": "number" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "marketValue": { "type": "number" }, "baseCurrencyMarketValue": { "type": "number" }, "notionalValue": { "type": "number" }, "baseCurrencyNotionalValue": { "type": "number" }, "costBasis": { "type": "number" }, "unrealizedPnl": { "type": "number" }, "baseCurrencyUnrealizedPnl": { "type": "number" }, "lotCount": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "accountId", "instrumentId", "currency", "quantity", "markPricePerUnit", "contractMultiplier", "settlementStyle", "marketValue", "baseCurrencyMarketValue", "notionalValue", "baseCurrencyNotionalValue", "costBasis", "unrealizedPnl", "baseCurrencyUnrealizedPnl", "lotCount" ] } }, "totalPositionsBaseCurrencyValue": { "type": "number" }, "assumptions": { "type": "object", "properties": { "conventionsVersion": { "type": "string" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "marketAsOf": { "type": "number", "description": "Epoch milliseconds" }, "currencyConversionsUsed": { "type": "array", "items": { "type": "object", "properties": { "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quoteCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quotePerBase": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "baseCurrency", "quoteCurrency", "quotePerBase" ] } }, "valuationConvention": { "type": "string" } }, "additionalProperties": false, "required": [ "conventionsVersion", "lotRelief", "marketAsOf", "currencyConversionsUsed", "valuationConvention" ] }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "string" } }, "accountCount": { "type": "integer", "minimum": 0 }, "positionCount": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "warnings", "accountCount", "positionCount" ] } }, "additionalProperties": false, "required": [ "asOf", "baseCurrency", "netAssetValue", "cash", "totalCashBaseCurrencyValue", "positions", "totalPositionsBaseCurrencyValue", "assumptions", "diagnostics" ] }, "Contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number" }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "type", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "Checks": { "type": "array", "items": { "type": "object", "properties": { "name": { "type": "string" }, "verdict": { "type": "string", "enum": [ "pass", "fail", "unverifiable", "require-approval" ] }, "value": { "anyOf": [ { "type": "number" }, { "type": "string" }, { "type": "null" } ] }, "limit": { "anyOf": [ { "type": "number" }, { "type": "string" }, { "type": "null" } ] }, "detail": { "type": "string" } }, "additionalProperties": false, "required": [ "name", "verdict", "value", "limit", "detail" ] } }, "Warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } }, "CashDeposit": { "type": "object", "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashWithdrawal": { "type": "object", "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashTransfer": { "type": "object", "properties": { "eventType": { "const": "cash.transfer", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency", "fromAccountId", "toAccountId" ] }, "CashConversion": { "type": "object", "properties": { "eventType": { "const": "cash.conversion", "type": "string" }, "fromCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "toCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAmount": { "type": "number", "exclusiveMinimum": 0 }, "toAmount": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "fromCurrency", "toCurrency", "fromAmount", "toAmount" ] }, "TradeFill": { "type": "object", "properties": { "eventType": { "const": "trade.fill", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "accruedInterest": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "side", "quantity", "pricePerUnit", "currency" ] }, "LotSelections": { "type": "array", "items": { "type": "object", "properties": { "lotId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "lotId", "quantity" ] }, "minItems": 1 }, "CostCharge": { "type": "object", "properties": { "eventType": { "const": "cost.charge", "type": "string" }, "costType": { "type": "string", "enum": [ "commission", "exchange-fee", "regulatory-fee", "slippage-adjustment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "relatesToEventId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "costType", "amount", "currency" ] }, "IncomeReceived": { "type": "object", "properties": { "eventType": { "const": "income.received", "type": "string" }, "incomeType": { "type": "string", "enum": [ "dividend", "coupon", "interest", "staking-reward", "funding-receipt" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "incomeType", "amount", "currency" ] }, "FinancingCharge": { "type": "object", "properties": { "eventType": { "const": "financing.charge", "type": "string" }, "financingType": { "type": "string", "enum": [ "margin-interest", "borrow-charge", "funding-payment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "financingType", "amount", "currency" ] }, "CorporateSplit": { "type": "object", "properties": { "eventType": { "const": "corporate.split", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "sharesAfterSplit": { "type": "number", "exclusiveMinimum": 0 }, "sharesBeforeSplit": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "sharesAfterSplit", "sharesBeforeSplit" ] }, "DerivativeExercise": { "type": "object", "properties": { "eventType": { "const": "derivative.exercise", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "Settlement": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "physical", "type": "string" } }, "additionalProperties": false, "required": [ "kind" ] }, { "type": "object", "properties": { "kind": { "const": "cash", "type": "string" }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "settlementPricePerUnit" ] } ] }, "DerivativeAssignment": { "type": "object", "properties": { "eventType": { "const": "derivative.assignment", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "DerivativeExpiration": { "type": "object", "properties": { "eventType": { "const": "derivative.expiration", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity" ] }, "DerivativeMultiplierChange": { "type": "object", "properties": { "eventType": { "const": "derivative.multiplier-change", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "contractMultiplierAfter": { "type": "number", "exclusiveMinimum": 0 }, "strikePricePerUnitAfter": { "type": "number", "exclusiveMinimum": 0 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "contractMultiplierAfter" ] }, "DerivativeVariationMargin": { "type": "object", "properties": { "eventType": { "const": "derivative.variation-margin", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "settlementPricePerUnit" ] }, "DerivativeRoll": { "type": "object", "properties": { "eventType": { "const": "derivative.roll", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "closePricePerUnit": { "type": "number" }, "openPricePerUnit": { "type": "number" }, "contract": { "$ref": "#/$defs/Contract" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId", "quantity", "closePricePerUnit", "openPricePerUnit" ] }, "FixedIncomeRedemption": { "type": "object", "properties": { "eventType": { "const": "fixed-income.redemption", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "redemptionType": { "type": "string", "enum": [ "maturity", "call", "principal-paydown", "sinking-fund" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "redemptionType", "quantity", "pricePerUnit", "currency" ] }, "CorporateSymbolChange": { "type": "object", "properties": { "eventType": { "const": "corporate.symbol-change", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId" ] }, "CorporateMerger": { "type": "object", "properties": { "eventType": { "const": "corporate.merger", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "sharesPerShare": { "type": "number", "exclusiveMinimum": 0 }, "cashPerShare": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId" ] }, "CorporateSpinOff": { "type": "object", "properties": { "eventType": { "const": "corporate.spin-off", "type": "string" }, "parentInstrumentId": { "type": "string", "minLength": 1 }, "childInstrumentId": { "type": "string", "minLength": 1 }, "sharesPerParentShare": { "type": "number", "exclusiveMinimum": 0 }, "basisAllocationFraction": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "parentInstrumentId", "childInstrumentId", "sharesPerParentShare", "basisAllocationFraction" ] }, "CorporateReturnOfCapital": { "type": "object", "properties": { "eventType": { "const": "corporate.return-of-capital", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "amountPerShare": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "amountPerShare", "currency" ] }, "CorporateCashInLieu": { "type": "object", "properties": { "eventType": { "const": "corporate.cash-in-lieu", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "relatesToEventId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "amount", "currency" ] }, "PositionTransfer": { "type": "object", "properties": { "eventType": { "const": "position.transfer", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "fromAccountId", "toAccountId" ] } } }, "totalfinance.trade.authorize.output": { "type": "object", "properties": { "grant": { "type": "object", "properties": { "kind": { "const": "totalfinance.authorization-grant", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "grantId": { "type": "string", "minLength": 1 }, "planHash": { "type": "string", "minLength": 1 }, "preflightHash": { "type": "string", "minLength": 1 }, "portfolioHash": { "type": "string", "minLength": 1 }, "marketHash": { "type": "string", "minLength": 1 }, "marketAsOf": { "type": "number", "description": "Epoch milliseconds" }, "marketMaximumAgeMs": { "type": "number", "exclusiveMinimum": 0 }, "mode": { "const": "paper", "type": "string" }, "accountId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "orderIds": { "type": "array", "items": { "type": "string" } }, "comboIds": { "type": "array", "items": { "type": "string" } }, "variance": { "type": "object", "properties": { "maximumQuantityRatio": { "type": "number", "minimum": 0 }, "maximumNotionalRatio": { "type": "number", "minimum": 0 }, "maximumSlippageBps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "maximumQuantityRatio", "maximumNotionalRatio", "maximumSlippageBps" ] }, "issuedAt": { "type": "number", "description": "Epoch milliseconds" }, "expiresAt": { "type": "number", "description": "Epoch milliseconds" }, "approvedBy": { "type": "string", "minLength": 1 }, "requiredScope": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "idempotencyKeys": { "type": "array", "items": { "type": "string", "minLength": 1 }, "minItems": 1, "maxItems": 1000 }, "contentHash": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "grantId", "planHash", "preflightHash", "portfolioHash", "marketHash", "marketAsOf", "marketMaximumAgeMs", "mode", "accountId", "baseCurrency", "orderIds", "comboIds", "variance", "issuedAt", "expiresAt", "approvedBy", "requiredScope", "idempotencyKeys", "contentHash" ] }, "handle": { "type": "object", "properties": { "uri": { "type": "string", "minLength": 1 }, "kind": { "type": "string", "enum": [ "report", "job", "portfolio", "scenario", "market", "authorization", "journal" ] }, "schema": { "type": "string", "minLength": 1 }, "version": { "type": "string" }, "contentHash": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "createdTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "expiresTimestampMs": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "receivedAt": { "type": "number", "description": "Epoch milliseconds" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "uri", "kind", "schema", "version", "contentHash", "createdTimestampMs", "expiresTimestampMs", "provenance" ] }, "requiredScope": { "anyOf": [ { "type": "string" }, { "type": "null" } ] } }, "additionalProperties": false, "required": [ "grant", "handle", "requiredScope" ], "$id": "https://totalfinance.dev/schemas/trade.authorize.output" }, "totalfinance.trade.authorize.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.trade.authorize.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.trade.cancel.input": { "type": "object", "properties": { "orderId": { "type": "string", "minLength": 1 }, "now": { "type": "number" }, "sourceId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "idempotencyKey": { "type": "string", "minLength": 1 }, "journal": { "type": "array", "items": { "allOf": [ { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "journalId": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number", "description": "Epoch milliseconds" }, "orderId": { "type": "string", "minLength": 1 }, "planHash": { "type": "string", "minLength": 1 }, "idempotencyKey": { "type": "string", "minLength": 1 }, "sourceId": { "type": "string", "minLength": 1 }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "receivedAt": { "type": "number", "description": "Epoch milliseconds" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } } }, "additionalProperties": false }, "eventType": {}, "detail": {} }, "additionalProperties": false, "required": [ "eventId", "journalId", "timestampMs", "orderId", "planHash", "sourceId", "provenance", "eventType", "detail" ] }, { "anyOf": [ { "properties": { "eventType": { "const": "proposed", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "preflighted", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "authorized", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "submitted", "type": "string" }, "detail": { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fillId": { "type": "string" }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string" }, "artifactHash": { "type": "string" }, "note": { "type": "string" }, "order": { "allOf": [ { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "timeInForce": { "type": "string", "enum": [ "day", "gtc" ], "description": "Default: the paper execution policy’s day time-in-force" }, "comboId": { "type": "string", "minLength": 1, "description": "The multi-leg order this is a leg of (B5)" }, "orderId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0, "description": "Units/contracts, strictly positive; side carries direction" }, "plannedTimestampMs": { "type": "number", "description": "When the plan was made — never when a broker saw the order" }, "submittedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "type": {}, "limitPrice": {}, "stopPrice": {} }, "additionalProperties": false, "required": [ "instrumentId", "side", "orderId", "quantity", "plannedTimestampMs", "type" ] }, { "anyOf": [ { "properties": { "type": { "const": "market", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "market-on-open", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "market-on-close", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "limit", "type": "string" }, "limitPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "limitPrice" ], "not": { "anyOf": [ { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "stop", "type": "string" }, "stopPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "stopPrice" ], "not": { "anyOf": [ { "required": [ "limitPrice" ] } ] } }, { "properties": { "type": { "const": "stop-limit", "type": "string" }, "limitPrice": { "type": "number", "exclusiveMinimum": 0 }, "stopPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "limitPrice", "stopPrice" ] } ] } ] }, "instrument": { "type": "object", "properties": { "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "contract": { "$ref": "#/$defs/Contract" }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "settlementLag": { "anyOf": [ { "const": 0, "type": "number" }, { "const": 1, "type": "number" }, { "const": 2, "type": "number" } ], "description": "T+n 24-hour days in the paper broker; default 0" } }, "additionalProperties": false, "required": [ "currency" ] }, "accountId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "executionPolicyHash": { "type": "string", "minLength": 1 }, "comboId": { "type": "string", "minLength": 1 }, "netLimitPrice": { "type": "number" } }, "additionalProperties": false, "required": [ "quantity" ] } } }, { "properties": { "eventType": { "const": "acknowledged", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "partially-filled", "type": "string" }, "detail": { "$ref": "#/$defs/Detail2" } } }, { "properties": { "eventType": { "const": "filled", "type": "string" }, "detail": { "$ref": "#/$defs/Detail2" } } }, { "properties": { "eventType": { "const": "rejected", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "cancel-requested", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "cancelled", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "replaced", "type": "string" }, "detail": { "type": "object", "properties": { "quantity": { "type": "number" }, "fillId": { "type": "string" }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string", "minLength": 1 }, "artifactHash": { "type": "string" }, "note": { "type": "string" } }, "additionalProperties": false, "required": [ "replacementOrderId" ] } } }, { "properties": { "eventType": { "const": "expired", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "reconciled", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "unresolved", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } } ] } ] }, "description": "Optional exact canonical snapshot of the persisted journal; checked inside the transaction. Never imports or replaces history. An execution-journal store is required." } }, "additionalProperties": false, "required": [ "orderId", "now", "sourceId", "accountId", "baseCurrency" ], "$id": "https://totalfinance.dev/schemas/trade.cancel.input", "$defs": { "Detail": { "type": "object", "properties": { "quantity": { "type": "number" }, "fillId": { "type": "string" }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string" }, "artifactHash": { "type": "string" }, "note": { "type": "string" } }, "additionalProperties": false }, "Contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number" }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "type", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "Detail2": { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fillId": { "type": "string", "minLength": 1 }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string" }, "artifactHash": { "type": "string" }, "note": { "type": "string" }, "observationTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "fill": { "type": "object", "properties": { "fillId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "filledTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "accruedInterest": { "type": "number" }, "executionPriceAdjustment": { "type": "number", "minimum": 0 }, "costs": { "type": "object", "properties": { "commission": { "type": "number", "minimum": 0 }, "exchangeFees": { "type": "number", "minimum": 0 }, "regulatoryFees": { "type": "number", "minimum": 0 }, "slippageAdjustment": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, "orderId": { "type": "string", "minLength": 1 }, "venue": { "type": "string" }, "liquidity": { "type": "string", "enum": [ "maker", "taker", "unknown" ] } }, "additionalProperties": false, "required": [ "fillId", "accountId", "instrumentId", "side", "quantity", "pricePerUnit", "currency", "filledTimestampMs" ] } }, "additionalProperties": false, "required": [ "quantity", "fillId" ] } } }, "totalfinance.trade.cancel.output": { "type": "object", "properties": { "orderId": { "type": "string" }, "accepted": { "type": "boolean" }, "state": { "type": "object", "properties": { "orderId": { "type": "string", "minLength": 1 }, "planHash": { "type": "string", "minLength": 1 }, "state": { "type": "string", "enum": [ "submitted", "acknowledged", "partially-filled", "filled", "cancelled", "rejected", "expired", "unresolved" ] }, "submittedQuantity": { "type": "number", "minimum": 0 }, "filledQuantity": { "type": "number", "minimum": 0 }, "remainingQuantity": { "type": "number", "minimum": 0 }, "averageFillPrice": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "fillIds": { "type": "array", "items": { "type": "string" } }, "lateFillIds": { "type": "array", "items": { "type": "string" } }, "lastEventId": { "type": "string", "minLength": 1 }, "lastTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "terminal": { "type": "boolean" }, "cancelRequested": { "type": "boolean" }, "reason": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "replacedBy": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "reconciledEventId": { "anyOf": [ { "type": "string" }, { "type": "null" } ] } }, "additionalProperties": false, "required": [ "orderId", "planHash", "state", "submittedQuantity", "filledQuantity", "remainingQuantity", "averageFillPrice", "fillIds", "lateFillIds", "lastEventId", "lastTimestampMs", "terminal", "cancelRequested", "reason", "replacedBy", "reconciledEventId" ] }, "journal": { "type": "object", "properties": { "journalId": { "type": "string", "minLength": 1 }, "appended": { "type": "integer", "minimum": 0 }, "total": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "journalId", "appended", "total" ] } }, "additionalProperties": false, "required": [ "orderId", "accepted", "state", "journal" ], "$id": "https://totalfinance.dev/schemas/trade.cancel.output" }, "totalfinance.trade.cancel.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.trade.cancel.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.trade.preflight.input": { "type": "object", "properties": { "plan": { "type": "object", "properties": { "kind": { "const": "totalfinance.execution-plan", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "accountId": { "type": "string", "minLength": 1 }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "portfolioId": { "type": "string", "minLength": 1 }, "orders": { "type": "array", "items": { "$ref": "#/$defs/Orders" }, "minItems": 1, "maxItems": 1000 }, "combos": { "type": "array", "items": { "type": "object", "properties": { "comboId": { "type": "string", "minLength": 1 }, "orderIds": { "type": "array", "items": { "type": "string", "minLength": 1 }, "minItems": 2, "description": "The legs, in plan order (at least two)" }, "netLimitPrice": { "type": "number" } }, "additionalProperties": false, "required": [ "comboId", "orderIds" ] } }, "trades": { "type": "array", "items": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "referencePricePerUnit": { "type": "number" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "estimatedNotional": { "type": "number" } }, "additionalProperties": false, "required": [ "accountId", "instrumentId", "side", "quantity", "currency", "referencePricePerUnit", "contractMultiplier", "estimatedNotional" ] } }, "source": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "intent", "type": "string" }, "intentHash": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "intentHash" ] }, { "type": "object", "properties": { "kind": { "const": "rebalance-proposal", "type": "string" }, "planHash": { "type": "string", "minLength": 1 }, "policyContentHash": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "planHash", "policyContentHash" ] } ] }, "rationale": { "type": "string" }, "evidence": { "type": "array", "items": { "type": "string" } }, "contentHash": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "accountId", "asOf", "baseCurrency", "orders", "combos", "trades", "source", "evidence", "contentHash" ] }, "intent": { "type": "object", "properties": { "kind": { "const": "totalfinance.trade-intent", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "accountId": { "type": "string", "minLength": 1 }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "orders": { "type": "array", "items": { "anyOf": [ { "allOf": [ { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "timeInForce": { "type": "string", "enum": [ "day", "gtc" ], "description": "Default: the paper execution policy’s day time-in-force" }, "comboId": { "type": "string", "minLength": 1, "description": "The multi-leg order this is a leg of (B5)" }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "type": {}, "limitPrice": {}, "stopPrice": {} }, "additionalProperties": false, "required": [ "instrumentId", "side", "quantity", "type" ] }, { "$ref": "#/$defs/Orders3" } ] }, { "allOf": [ { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "timeInForce": { "type": "string", "enum": [ "day", "gtc" ], "description": "Default: the paper execution policy’s day time-in-force" }, "comboId": { "type": "string", "minLength": 1, "description": "The multi-leg order this is a leg of (B5)" }, "notionalWeight": { "type": "number", "maximum": 1, "exclusiveMinimum": 0, "description": "Notional as a fraction of NAV at the mark, (0, 1]; mutually exclusive with quantity" }, "type": {}, "limitPrice": {}, "stopPrice": {} }, "additionalProperties": false, "required": [ "instrumentId", "side", "notionalWeight", "type" ] }, { "$ref": "#/$defs/Orders3" } ] } ] }, "minItems": 1, "maxItems": 1000 }, "combos": { "type": "array", "items": { "type": "object", "properties": { "comboId": { "type": "string", "minLength": 1 }, "netLimitPrice": { "type": "number", "description": "Net limit per combo unit: debit positive (pay at most), credit negative" } }, "additionalProperties": false, "required": [ "comboId" ] } }, "rationale": { "type": "string" }, "evidence": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "accountId", "asOf", "orders" ] }, "portfolio": { "anyOf": [ { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "totalfinance.portfolio-ledger", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "portfolioId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "events": { "type": "array", "items": { "$ref": "#/$defs/PortfolioEventEnvelope" } }, "provenance": { "$ref": "#/$defs/Provenance" } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "baseCurrency", "lotRelief", "events" ] }, { "type": "object", "properties": { "schemaVersion": { "const": 1, "type": "number" }, "portfolioId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "accounts": { "type": "object", "additionalProperties": { "type": "object", "properties": { "cashBalances": { "type": "object", "additionalProperties": { "type": "object", "properties": { "totalAmount": { "type": "number" }, "settlementSchedule": { "type": "array", "items": { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "amount": { "type": "number" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventId", "amount", "settleTimestampMs" ] } } }, "additionalProperties": false, "required": [ "totalAmount", "settlementSchedule" ] } }, "positions": { "type": "object", "additionalProperties": { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "quantity": { "type": "number" }, "lots": { "type": "array", "items": { "type": "object", "properties": { "lotId": { "type": "string", "minLength": 1 }, "openedByEventId": { "type": "string", "minLength": 1 }, "openedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "quantity": { "type": "number" }, "costBasisPerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "lotId", "openedByEventId", "openedTimestampMs", "quantity", "costBasisPerUnit" ] } } }, "additionalProperties": false, "required": [ "instrumentId", "currency", "contractMultiplier", "settlementStyle", "quantity", "lots" ] } }, "realizedPnl": { "type": "object", "additionalProperties": { "type": "number" } }, "incomeReceived": { "type": "object", "additionalProperties": { "type": "number" } }, "transactionCosts": { "type": "object", "additionalProperties": { "type": "number" } }, "financingCosts": { "type": "object", "additionalProperties": { "type": "number" } }, "realizedPnlByInstrument": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": { "type": "number" } } }, "incomeByInstrument": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": { "type": "number" } } }, "transactionCostsByInstrument": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": { "type": "number" } } } }, "additionalProperties": false, "required": [ "cashBalances", "positions", "realizedPnl", "incomeReceived", "transactionCosts", "financingCosts", "realizedPnlByInstrument", "incomeByInstrument", "transactionCostsByInstrument" ] } }, "appliedEvents": { "type": "object", "additionalProperties": { "type": "string" } }, "eventCount": { "type": "integer", "minimum": 0 }, "lastEffectiveTimestampMs": { "anyOf": [ { "type": "number", "description": "Epoch milliseconds" }, { "type": "null" } ] }, "lotSequence": { "type": "integer", "minimum": 0 }, "fillEffects": { "type": "object", "additionalProperties": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "openedLotIds": { "type": "array", "items": { "type": "string", "minLength": 1 } }, "relievedQuantity": { "type": "number" }, "realizedPnl": { "type": "number" }, "cashDelta": { "type": "number" }, "accruedInterest": { "type": "number" } }, "additionalProperties": false, "required": [ "accountId", "instrumentId", "currency", "openedLotIds", "relievedQuantity", "realizedPnl", "cashDelta", "accruedInterest" ] } }, "reversals": { "type": "object", "additionalProperties": { "type": "string" } }, "accountMigrations": { "type": "array", "items": { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "effectiveTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventId", "fromAccountId", "toAccountId", "effectiveTimestampMs" ] } } }, "additionalProperties": false, "required": [ "schemaVersion", "baseCurrency", "lotRelief", "accounts", "appliedEvents", "eventCount", "lastEffectiveTimestampMs", "lotSequence", "fillEffects", "reversals", "accountMigrations" ] } ] }, { "type": "string", "pattern": "^totalfinance:\\/\\/portfolios\\/" } ] }, "market": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "totalfinance.market-snapshot", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "conventions": { "type": "object", "properties": { "conventionsVersion": { "type": "string" }, "asOfConvention": { "type": "string", "enum": [ "explicit-instant", "date-midnight-utc" ], "description": "How asOf was expressed at create time: an instant, or a bare date (00:00 UTC of that date — refused by option pricing)" }, "dayCount": { "type": "string", "enum": [ "ACT/365F", "ACT/360", "30/360" ] }, "compounding": { "anyOf": [ { "type": "string", "enum": [ "simple", "continuous", "annual", "semiannual", "quarterly", "monthly" ] }, { "$ref": "#/$defs/Compounding" } ] }, "calendar": { "type": "string" } }, "additionalProperties": false, "required": [ "conventionsVersion", "asOfConvention" ] }, "observations": { "type": "object", "properties": { "spots": { "type": "object", "additionalProperties": { "type": "object", "properties": { "price": { "type": "number" }, "currency": { "type": "string" }, "timestampMs": { "type": "number" } }, "additionalProperties": true, "required": [ "price" ] } }, "riskFreeRates": { "type": "object", "additionalProperties": { "type": "number" } }, "dividendYields": { "type": "object", "additionalProperties": { "type": "number" } }, "volatilities": { "type": "object", "additionalProperties": { "type": "number", "minimum": 0 } }, "curves": { "type": "object", "additionalProperties": { "type": "object", "properties": { "currency": { "type": "string", "minLength": 1, "description": "Currency the curve discounts in (e.g. 'USD') — the curve states its own" }, "asOf": { "type": "number", "description": "Curve valuation instant (epoch ms); every pillar is at or after it" }, "dayCount": { "type": "string", "enum": [ "ACT/365F", "ACT/360", "30/360" ], "description": "Day-count convention the zero rates are quoted under" }, "compounding": { "anyOf": [ { "type": "string", "enum": [ "simple", "continuous", "annual", "semiannual", "quarterly", "monthly" ] }, { "$ref": "#/$defs/Compounding" } ], "description": "Interest compounding convention: 'simple' | 'continuous' | 'annual' | 'semiannual' | 'quarterly' | 'monthly' or { type: 'periodic', periodsPerYear }" }, "points": { "type": "array", "items": { "type": "object", "properties": { "date": { "type": "string", "format": "date", "description": "Pillar date, 'YYYY-MM-DD'" }, "zeroRate": { "type": "number", "description": "Decimal zero rate quoted under the curve's own compounding/dayCount" } }, "additionalProperties": true, "required": [ "date", "zeroRate" ] }, "description": "Pillar points — nonempty and strictly ascending by date (refused with teaching by the semantic validator)" }, "interpolation": { "type": "string", "description": "Interpolation-name string when present (e.g. 'linearZero')" } }, "additionalProperties": true, "required": [ "currency", "asOf", "dayCount", "compounding", "points" ], "description": "A stored RateCurve as plain data: { currency, asOf, dayCount, compounding, points: [{ date: 'YYYY-MM-DD', zeroRate }...], interpolation? } — structural shape above, semantics by core requireRateCurveData (nonempty strictly-ascending pillars at/after asOf, representable discount factors, open to vendor decoration)" } }, "surfaces": { "type": "object", "additionalProperties": { "type": "object", "properties": { "timeToExpiryYears": { "type": "array", "items": { "type": "number", "minimum": 0 } }, "strikes": { "type": "array", "items": { "type": "number", "exclusiveMinimum": 0 } }, "impliedVolatilities": { "type": "array", "items": { "type": "array", "items": { "type": "number", "minimum": 0 } } } }, "additionalProperties": false, "required": [ "timeToExpiryYears", "strikes", "impliedVolatilities" ] } }, "chains": { "type": "object", "additionalProperties": { "anyOf": [ { "type": "object", "properties": { "quotes": { "type": "array", "items": { "type": "object", "properties": { "bid": { "type": "number" }, "ask": { "type": "number" }, "bidSize": { "type": "number" }, "askSize": { "type": "number" }, "mid": { "type": "number" }, "last": { "type": "number" }, "mark": { "type": "number" }, "price": { "type": "number" }, "size": { "type": "number" }, "volume": { "type": "number" }, "openInterest": { "type": "number" }, "underlyingPrice": { "type": "number" }, "impliedVolatility": { "type": "number" }, "timestampMs": { "type": "number" }, "sequence": { "type": "number" }, "premium": { "type": "number" }, "notional": { "type": "number" } }, "additionalProperties": true } } }, "additionalProperties": false, "required": [ "quotes" ] }, { "type": "object", "properties": { "table": { "type": "object", "properties": { "kind": { "const": "totalfinance.table-handle", "type": "string" }, "contentHash": { "type": "string" }, "rowCount": { "type": "integer", "minimum": 0 }, "columnCount": { "type": "integer", "minimum": 0 }, "columns": { "type": "array", "items": { "type": "string" } }, "locator": { "type": "string" }, "mediaType": { "type": "string" } }, "additionalProperties": false, "required": [ "kind", "contentHash", "rowCount", "columnCount" ] } }, "additionalProperties": false, "required": [ "table" ] } ] } } }, "additionalProperties": false }, "provenance": { "$ref": "#/$defs/Provenance" } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "asOf", "conventions", "observations" ] }, { "type": "string", "pattern": "^totalfinance:\\/\\/markets\\/" } ] }, "asOf": { "type": "number", "description": "Epoch ms — the instant the plan is judged at" }, "policy": { "type": "object", "properties": { "mode": { "const": "paper", "type": "string" }, "limits": { "type": "object", "properties": { "maximumPositionWeight": { "type": "number", "minimum": 0 }, "maximumGroupWeights": { "type": "array", "items": { "type": "object", "properties": { "group": { "anyOf": [ { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "instrumentId" ] }, { "type": "object", "properties": { "sleeveId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "sleeveId" ] }, { "type": "object", "properties": { "assetClass": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "assetClass" ] }, { "type": "object", "properties": { "currency": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "currency" ] }, { "type": "object", "properties": { "tag": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "tag" ] }, { "type": "object", "properties": { "underlying": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "underlying" ] }, { "type": "object", "properties": { "strategy": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "strategy" ] } ] }, "maximumWeight": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "group", "maximumWeight" ] } }, "maximumGrossLeverage": { "type": "number", "exclusiveMinimum": 0 }, "maximumDrawdown": { "type": "number", "minimum": 0, "maximum": 1 }, "maximumDailyLoss": { "type": "number", "minimum": 0, "maximum": 1 }, "maximumDaysToLiquidate": { "type": "number", "exclusiveMinimum": 0 }, "minimumSettledCash": { "type": "number" } }, "additionalProperties": false }, "allowedAccounts": { "type": "array", "items": { "type": "string" } }, "allowedAssetClasses": { "type": "array", "items": { "type": "string" } }, "allowedInstruments": { "type": "array", "items": { "type": "string" } }, "allowedOrderTypes": { "type": "array", "items": { "type": "string", "enum": [ "market", "limit", "stop", "stop-limit", "market-on-open", "market-on-close" ] } }, "maximumOrderQuantity": { "type": "number", "exclusiveMinimum": 0 }, "maximumOrderNotional": { "type": "number", "exclusiveMinimum": 0 }, "maximumEstimatedCost": { "type": "number", "minimum": 0, "description": "Absolute base-currency estimated-cost ceiling; zero is a binding zero ceiling" }, "maximumSlippageBps": { "type": "number", "minimum": 0, "description": "Slippage ceiling in basis points; zero permits no positive estimated slippage" }, "maximumParticipation": { "type": "number", "maximum": 1, "exclusiveMinimum": 0 }, "allowUndefinedRiskOptions": { "type": "boolean", "description": "Default false: undefined-risk options are denied" }, "marketMaximumAgeMs": { "type": "number", "exclusiveMinimum": 0 }, "maximumTurnover": { "type": "number", "exclusiveMinimum": 0 }, "requireApprovalAbove": { "type": "object", "properties": { "notional": { "type": "number", "minimum": 0 }, "quantity": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, "onUnverifiable": { "type": "string", "enum": [ "require-approval", "deny" ], "description": "Default require-approval; missing evidence never implies allow" } }, "additionalProperties": false, "required": [ "mode" ] }, "costs": { "type": "object", "properties": { "commissionBps": { "type": "number", "minimum": 0 }, "commissionPerOrder": { "type": "number", "minimum": 0 }, "spreadBps": { "type": "number", "minimum": 0 }, "slippageBps": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, "instruments": { "type": "object", "additionalProperties": { "type": "object", "properties": { "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "contract": { "$ref": "#/$defs/Contract" }, "assetClass": { "type": "string" } }, "additionalProperties": false, "required": [ "currency" ] } }, "session": { "type": "object", "properties": { "open": { "type": "boolean" }, "halted": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false, "required": [ "open" ] }, "openOrders": { "type": "array", "items": { "$ref": "#/$defs/Orders" } }, "volumes": { "type": "object", "additionalProperties": { "type": "number", "minimum": 0 } } }, "additionalProperties": false, "required": [ "portfolio", "market", "asOf", "policy" ], "oneOf": [ { "required": [ "plan" ], "not": { "required": [ "intent" ] } }, { "required": [ "intent" ], "not": { "required": [ "plan" ] } } ], "$id": "https://totalfinance.dev/schemas/trade.preflight.input", "$defs": { "PortfolioEventEnvelope": { "allOf": [ { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "schemaVersion": { "const": 1, "type": "number" }, "sourceId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "effectiveTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "recordedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "correlationId": { "type": "string", "minLength": 1 }, "causationId": { "type": "string", "minLength": 1 }, "reversesEventId": { "type": "string", "minLength": 1 }, "provenance": { "$ref": "#/$defs/Provenance" }, "eventType": {}, "event": {} }, "additionalProperties": false, "required": [ "eventId", "schemaVersion", "sourceId", "accountId", "effectiveTimestampMs", "recordedTimestampMs", "provenance", "eventType", "event" ] }, { "anyOf": [ { "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "event": { "$ref": "#/$defs/CashDeposit" } } }, { "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "event": { "$ref": "#/$defs/CashWithdrawal" } } }, { "properties": { "eventType": { "const": "cash.transfer", "type": "string" }, "event": { "$ref": "#/$defs/CashTransfer" } } }, { "properties": { "eventType": { "const": "cash.conversion", "type": "string" }, "event": { "$ref": "#/$defs/CashConversion" } } }, { "properties": { "eventType": { "const": "trade.fill", "type": "string" }, "event": { "$ref": "#/$defs/TradeFill" } } }, { "properties": { "eventType": { "const": "cost.charge", "type": "string" }, "event": { "$ref": "#/$defs/CostCharge" } } }, { "properties": { "eventType": { "const": "income.received", "type": "string" }, "event": { "$ref": "#/$defs/IncomeReceived" } } }, { "properties": { "eventType": { "const": "financing.charge", "type": "string" }, "event": { "$ref": "#/$defs/FinancingCharge" } } }, { "properties": { "eventType": { "const": "corporate.split", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSplit" } } }, { "properties": { "eventType": { "const": "derivative.exercise", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeExercise" } } }, { "properties": { "eventType": { "const": "derivative.assignment", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeAssignment" } } }, { "properties": { "eventType": { "const": "derivative.expiration", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeExpiration" } } }, { "properties": { "eventType": { "const": "derivative.multiplier-change", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeMultiplierChange" } } }, { "properties": { "eventType": { "const": "derivative.variation-margin", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeVariationMargin" } } }, { "properties": { "eventType": { "const": "derivative.roll", "type": "string" }, "event": { "$ref": "#/$defs/DerivativeRoll" } } }, { "properties": { "eventType": { "const": "fixed-income.redemption", "type": "string" }, "event": { "$ref": "#/$defs/FixedIncomeRedemption" } } }, { "properties": { "eventType": { "const": "corporate.symbol-change", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSymbolChange" } } }, { "properties": { "eventType": { "const": "corporate.merger", "type": "string" }, "event": { "$ref": "#/$defs/CorporateMerger" } } }, { "properties": { "eventType": { "const": "corporate.spin-off", "type": "string" }, "event": { "$ref": "#/$defs/CorporateSpinOff" } } }, { "properties": { "eventType": { "const": "corporate.return-of-capital", "type": "string" }, "event": { "$ref": "#/$defs/CorporateReturnOfCapital" } } }, { "properties": { "eventType": { "const": "corporate.cash-in-lieu", "type": "string" }, "event": { "$ref": "#/$defs/CorporateCashInLieu" } } }, { "properties": { "eventType": { "const": "position.transfer", "type": "string" }, "event": { "$ref": "#/$defs/PositionTransfer" } } }, { "properties": { "eventType": { "const": "admin.reversal", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.reversal", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "original" ] } }, "required": [ "reversesEventId" ] }, { "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "replacement": { "anyOf": [ { "$ref": "#/$defs/CashDeposit" }, { "$ref": "#/$defs/CashWithdrawal" }, { "$ref": "#/$defs/CashTransfer" }, { "$ref": "#/$defs/CashConversion" }, { "$ref": "#/$defs/TradeFill" }, { "$ref": "#/$defs/CostCharge" }, { "$ref": "#/$defs/IncomeReceived" }, { "$ref": "#/$defs/FinancingCharge" }, { "$ref": "#/$defs/CorporateSplit" }, { "$ref": "#/$defs/DerivativeExercise" }, { "$ref": "#/$defs/DerivativeAssignment" }, { "$ref": "#/$defs/DerivativeExpiration" }, { "$ref": "#/$defs/DerivativeMultiplierChange" }, { "$ref": "#/$defs/DerivativeVariationMargin" }, { "$ref": "#/$defs/DerivativeRoll" }, { "$ref": "#/$defs/FixedIncomeRedemption" }, { "$ref": "#/$defs/CorporateSymbolChange" }, { "$ref": "#/$defs/CorporateMerger" }, { "$ref": "#/$defs/CorporateSpinOff" }, { "$ref": "#/$defs/CorporateReturnOfCapital" }, { "$ref": "#/$defs/CorporateCashInLieu" }, { "$ref": "#/$defs/PositionTransfer" } ] }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "original", "replacement" ] } }, "required": [ "reversesEventId" ] }, { "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "fromAccountId", "toAccountId" ] } } } ] } ] }, "Orders": { "allOf": [ { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "timeInForce": { "type": "string", "enum": [ "day", "gtc" ], "description": "Default: the paper execution policy’s day time-in-force" }, "comboId": { "type": "string", "minLength": 1, "description": "The multi-leg order this is a leg of (B5)" }, "orderId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0, "description": "Units/contracts, strictly positive; side carries direction" }, "plannedTimestampMs": { "type": "number", "description": "When the plan was made — never when a broker saw the order" }, "submittedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "type": {}, "limitPrice": {}, "stopPrice": {} }, "additionalProperties": false, "required": [ "instrumentId", "side", "orderId", "quantity", "plannedTimestampMs", "type" ] }, { "$ref": "#/$defs/Orders3" } ] }, "Orders3": { "anyOf": [ { "properties": { "type": { "const": "market", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "market-on-open", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "market-on-close", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "limit", "type": "string" }, "limitPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "limitPrice" ], "not": { "anyOf": [ { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "stop", "type": "string" }, "stopPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "stopPrice" ], "not": { "anyOf": [ { "required": [ "limitPrice" ] } ] } }, { "properties": { "type": { "const": "stop-limit", "type": "string" }, "limitPrice": { "type": "number", "exclusiveMinimum": 0 }, "stopPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "limitPrice", "stopPrice" ] } ] }, "Provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "receivedAt": { "type": "number", "description": "Epoch milliseconds" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } } }, "additionalProperties": false }, "Contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number" }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "type", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "Compounding": { "type": "object", "properties": { "type": { "const": "periodic", "type": "string" }, "periodsPerYear": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": true, "required": [ "type", "periodsPerYear" ] }, "CashDeposit": { "type": "object", "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashWithdrawal": { "type": "object", "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashTransfer": { "type": "object", "properties": { "eventType": { "const": "cash.transfer", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency", "fromAccountId", "toAccountId" ] }, "CashConversion": { "type": "object", "properties": { "eventType": { "const": "cash.conversion", "type": "string" }, "fromCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "toCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAmount": { "type": "number", "exclusiveMinimum": 0 }, "toAmount": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "fromCurrency", "toCurrency", "fromAmount", "toAmount" ] }, "TradeFill": { "type": "object", "properties": { "eventType": { "const": "trade.fill", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "accruedInterest": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "side", "quantity", "pricePerUnit", "currency" ] }, "LotSelections": { "type": "array", "items": { "type": "object", "properties": { "lotId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "lotId", "quantity" ] }, "minItems": 1 }, "CostCharge": { "type": "object", "properties": { "eventType": { "const": "cost.charge", "type": "string" }, "costType": { "type": "string", "enum": [ "commission", "exchange-fee", "regulatory-fee", "slippage-adjustment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "relatesToEventId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "costType", "amount", "currency" ] }, "IncomeReceived": { "type": "object", "properties": { "eventType": { "const": "income.received", "type": "string" }, "incomeType": { "type": "string", "enum": [ "dividend", "coupon", "interest", "staking-reward", "funding-receipt" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "incomeType", "amount", "currency" ] }, "FinancingCharge": { "type": "object", "properties": { "eventType": { "const": "financing.charge", "type": "string" }, "financingType": { "type": "string", "enum": [ "margin-interest", "borrow-charge", "funding-payment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "financingType", "amount", "currency" ] }, "CorporateSplit": { "type": "object", "properties": { "eventType": { "const": "corporate.split", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "sharesAfterSplit": { "type": "number", "exclusiveMinimum": 0 }, "sharesBeforeSplit": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "sharesAfterSplit", "sharesBeforeSplit" ] }, "DerivativeExercise": { "type": "object", "properties": { "eventType": { "const": "derivative.exercise", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "Settlement": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "physical", "type": "string" } }, "additionalProperties": false, "required": [ "kind" ] }, { "type": "object", "properties": { "kind": { "const": "cash", "type": "string" }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "settlementPricePerUnit" ] } ] }, "DerivativeAssignment": { "type": "object", "properties": { "eventType": { "const": "derivative.assignment", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "DerivativeExpiration": { "type": "object", "properties": { "eventType": { "const": "derivative.expiration", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity" ] }, "DerivativeMultiplierChange": { "type": "object", "properties": { "eventType": { "const": "derivative.multiplier-change", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "contractMultiplierAfter": { "type": "number", "exclusiveMinimum": 0 }, "strikePricePerUnitAfter": { "type": "number", "exclusiveMinimum": 0 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "contractMultiplierAfter" ] }, "DerivativeVariationMargin": { "type": "object", "properties": { "eventType": { "const": "derivative.variation-margin", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "settlementPricePerUnit" ] }, "DerivativeRoll": { "type": "object", "properties": { "eventType": { "const": "derivative.roll", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "closePricePerUnit": { "type": "number" }, "openPricePerUnit": { "type": "number" }, "contract": { "$ref": "#/$defs/Contract" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId", "quantity", "closePricePerUnit", "openPricePerUnit" ] }, "FixedIncomeRedemption": { "type": "object", "properties": { "eventType": { "const": "fixed-income.redemption", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "redemptionType": { "type": "string", "enum": [ "maturity", "call", "principal-paydown", "sinking-fund" ] }, "quantity": { 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"$ref": "#/$defs/DerivativeExpiration" }, { "$ref": "#/$defs/DerivativeMultiplierChange" }, { "$ref": "#/$defs/DerivativeVariationMargin" }, { "$ref": "#/$defs/DerivativeRoll" }, { "$ref": "#/$defs/FixedIncomeRedemption" }, { "$ref": "#/$defs/CorporateSymbolChange" }, { "$ref": "#/$defs/CorporateMerger" }, { "$ref": "#/$defs/CorporateSpinOff" }, { "$ref": "#/$defs/CorporateReturnOfCapital" }, { "$ref": "#/$defs/CorporateCashInLieu" }, { "$ref": "#/$defs/PositionTransfer" } ] }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "original", "replacement" ] } }, "required": [ "reversesEventId" ] }, { "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "fromAccountId", "toAccountId" ] } } } ] } ] }, "Before": { "type": "object", "properties": { "asOf": { "type": "number", "description": "Epoch milliseconds" }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "netAssetValue": { "type": "number" }, "cash": { "type": "array", "items": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "totalAmount": { "type": "number" }, "settledAmount": { "type": "number" }, "unsettledReceivable": { "type": "number" }, "unsettledPayable": { "type": "number" }, "baseCurrencyValue": { "type": "number" } }, "additionalProperties": false, "required": [ "accountId", "currency", "totalAmount", "settledAmount", "unsettledReceivable", "unsettledPayable", "baseCurrencyValue" ] } }, "totalCashBaseCurrencyValue": { "type": "number" }, "positions": { "type": "array", "items": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quantity": { "type": "number" }, "markPricePerUnit": { "type": "number" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "marketValue": { "type": "number" }, "baseCurrencyMarketValue": { "type": "number" }, "notionalValue": { "type": "number" }, "baseCurrencyNotionalValue": { "type": "number" }, "costBasis": { "type": "number" }, "unrealizedPnl": { "type": "number" }, "baseCurrencyUnrealizedPnl": { "type": "number" }, "lotCount": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "accountId", "instrumentId", "currency", "quantity", "markPricePerUnit", "contractMultiplier", "settlementStyle", "marketValue", "baseCurrencyMarketValue", "notionalValue", "baseCurrencyNotionalValue", "costBasis", "unrealizedPnl", "baseCurrencyUnrealizedPnl", "lotCount" ] } }, "totalPositionsBaseCurrencyValue": { "type": "number" }, "assumptions": { "type": "object", "properties": { "conventionsVersion": { "type": "string" }, "lotRelief": { "type": "string", "enum": [ "fifo", "lifo", "highest-cost", "specific-lot" ] }, "marketAsOf": { "type": "number", "description": "Epoch milliseconds" }, "currencyConversionsUsed": { "type": "array", "items": { "type": "object", "properties": { "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quoteCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "quotePerBase": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "baseCurrency", "quoteCurrency", "quotePerBase" ] } }, "valuationConvention": { "type": "string" } }, "additionalProperties": false, "required": [ "conventionsVersion", "lotRelief", "marketAsOf", "currencyConversionsUsed", "valuationConvention" ] }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "string" } }, "accountCount": { "type": "integer", "minimum": 0 }, "positionCount": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "warnings", "accountCount", "positionCount" ] } }, "additionalProperties": false, "required": [ "asOf", "baseCurrency", "netAssetValue", "cash", "totalCashBaseCurrencyValue", "positions", "totalPositionsBaseCurrencyValue", "assumptions", "diagnostics" ] }, "Contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number" }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "type", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "Checks": { "type": "array", "items": { "type": "object", "properties": { "name": { "type": "string" }, "verdict": { "type": "string", "enum": [ "pass", "fail", "unverifiable", "require-approval" ] }, "value": { "anyOf": [ { "type": "number" }, { "type": "string" }, { "type": "null" } ] }, "limit": { "anyOf": [ { "type": "number" }, { "type": "string" }, { "type": "null" } ] }, "detail": { "type": "string" } }, "additionalProperties": false, "required": [ "name", "verdict", "value", "limit", "detail" ] } }, "Warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } }, "CashDeposit": { "type": "object", "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashWithdrawal": { "type": "object", "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashTransfer": { "type": "object", "properties": { "eventType": { "const": "cash.transfer", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency", "fromAccountId", "toAccountId" ] }, "CashConversion": { "type": "object", "properties": { "eventType": { "const": "cash.conversion", "type": "string" }, "fromCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "toCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAmount": { "type": "number", "exclusiveMinimum": 0 }, "toAmount": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "fromCurrency", "toCurrency", "fromAmount", "toAmount" ] }, "TradeFill": { "type": "object", "properties": { "eventType": { "const": "trade.fill", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "accruedInterest": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "side", "quantity", "pricePerUnit", "currency" ] }, "LotSelections": { "type": "array", "items": { "type": "object", "properties": { "lotId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "lotId", "quantity" ] }, "minItems": 1 }, "CostCharge": { "type": "object", "properties": { "eventType": { "const": "cost.charge", "type": "string" }, "costType": { "type": "string", "enum": [ "commission", "exchange-fee", "regulatory-fee", "slippage-adjustment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "relatesToEventId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "costType", "amount", "currency" ] }, "IncomeReceived": { "type": "object", "properties": { "eventType": { "const": "income.received", "type": "string" }, "incomeType": { "type": "string", "enum": [ "dividend", "coupon", "interest", "staking-reward", "funding-receipt" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "incomeType", "amount", "currency" ] }, "FinancingCharge": { "type": "object", "properties": { "eventType": { "const": "financing.charge", "type": "string" }, "financingType": { "type": "string", "enum": [ "margin-interest", "borrow-charge", "funding-payment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "financingType", "amount", "currency" ] }, "CorporateSplit": { "type": "object", "properties": { "eventType": { "const": "corporate.split", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "sharesAfterSplit": { "type": "number", "exclusiveMinimum": 0 }, "sharesBeforeSplit": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "sharesAfterSplit", "sharesBeforeSplit" ] }, "DerivativeExercise": { "type": "object", "properties": { "eventType": { "const": "derivative.exercise", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "Settlement": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "physical", "type": "string" } }, "additionalProperties": false, "required": [ "kind" ] }, { "type": "object", "properties": { "kind": { "const": "cash", "type": "string" }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "settlementPricePerUnit" ] } ] }, "DerivativeAssignment": { "type": "object", "properties": { "eventType": { "const": "derivative.assignment", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "DerivativeExpiration": { "type": "object", "properties": { "eventType": { "const": "derivative.expiration", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity" ] }, "DerivativeMultiplierChange": { "type": "object", "properties": { "eventType": { "const": "derivative.multiplier-change", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "contractMultiplierAfter": { "type": "number", "exclusiveMinimum": 0 }, "strikePricePerUnitAfter": { "type": "number", "exclusiveMinimum": 0 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "contractMultiplierAfter" ] }, "DerivativeVariationMargin": { "type": "object", "properties": { "eventType": { "const": "derivative.variation-margin", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "settlementPricePerUnit" ] }, "DerivativeRoll": { "type": "object", "properties": { "eventType": { "const": "derivative.roll", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "closePricePerUnit": { "type": "number" }, "openPricePerUnit": { "type": "number" }, "contract": { "$ref": "#/$defs/Contract" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId", "quantity", "closePricePerUnit", "openPricePerUnit" ] }, "FixedIncomeRedemption": { "type": "object", "properties": { "eventType": { "const": "fixed-income.redemption", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "redemptionType": { "type": "string", "enum": [ "maturity", "call", "principal-paydown", "sinking-fund" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "redemptionType", "quantity", "pricePerUnit", "currency" ] }, "CorporateSymbolChange": { "type": "object", "properties": { "eventType": { "const": "corporate.symbol-change", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId" ] }, "CorporateMerger": { "type": "object", "properties": { "eventType": { "const": "corporate.merger", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "sharesPerShare": { "type": "number", "exclusiveMinimum": 0 }, "cashPerShare": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId" ] }, "CorporateSpinOff": { "type": "object", "properties": { "eventType": { "const": "corporate.spin-off", "type": "string" }, "parentInstrumentId": { "type": "string", "minLength": 1 }, "childInstrumentId": { "type": "string", "minLength": 1 }, "sharesPerParentShare": { "type": "number", "exclusiveMinimum": 0 }, "basisAllocationFraction": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "parentInstrumentId", "childInstrumentId", "sharesPerParentShare", "basisAllocationFraction" ] }, "CorporateReturnOfCapital": { "type": "object", "properties": { "eventType": { "const": "corporate.return-of-capital", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "amountPerShare": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "amountPerShare", "currency" ] }, "CorporateCashInLieu": { "type": "object", "properties": { "eventType": { "const": "corporate.cash-in-lieu", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "relatesToEventId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "amount", "currency" ] }, "PositionTransfer": { "type": "object", "properties": { "eventType": { "const": "position.transfer", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "fromAccountId", "toAccountId" ] } } }, "totalfinance.trade.preflight.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.trade.preflight.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.trade.reconcile.input": { "type": "object", "properties": { "journalId": { "type": "string", "minLength": 1 }, "journal": { "type": "array", "items": { "allOf": [ { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "journalId": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number", "description": "Epoch milliseconds" }, "orderId": { "type": "string", "minLength": 1 }, "planHash": { "type": "string", "minLength": 1 }, "idempotencyKey": { "type": "string", "minLength": 1 }, "sourceId": { "type": "string", "minLength": 1 }, "provenance": { "$ref": "#/$defs/Provenance" }, "eventType": {}, "detail": {} }, "additionalProperties": false, "required": [ "eventId", "journalId", "timestampMs", "orderId", "planHash", "sourceId", "provenance", "eventType", "detail" ] }, { "anyOf": [ { "properties": { "eventType": { "const": "proposed", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "preflighted", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "authorized", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "submitted", "type": "string" }, "detail": { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fillId": { "type": "string" }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string" }, "artifactHash": { "type": "string" }, "note": { "type": "string" }, "order": { "allOf": [ { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "timeInForce": { "type": "string", "enum": [ "day", "gtc" ], "description": "Default: the paper execution policy’s day time-in-force" }, "comboId": { "type": "string", "minLength": 1, "description": "The multi-leg order this is a leg of (B5)" }, "orderId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0, "description": "Units/contracts, strictly positive; side carries direction" }, "plannedTimestampMs": { "type": "number", "description": "When the plan was made — never when a broker saw the order" }, "submittedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "type": {}, "limitPrice": {}, "stopPrice": {} }, "additionalProperties": false, "required": [ "instrumentId", "side", "orderId", "quantity", "plannedTimestampMs", "type" ] }, { "anyOf": [ { "properties": { "type": { "const": "market", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "market-on-open", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "market-on-close", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "limit", "type": "string" }, "limitPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "limitPrice" ], "not": { "anyOf": [ { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "stop", "type": "string" }, "stopPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "stopPrice" ], "not": { "anyOf": [ { "required": [ "limitPrice" ] } ] } }, { "properties": { "type": { "const": "stop-limit", "type": "string" }, "limitPrice": { "type": "number", "exclusiveMinimum": 0 }, "stopPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "limitPrice", "stopPrice" ] } ] } ] }, "instrument": { "type": "object", "properties": { "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "contractMultiplier": { "type": "number", 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}, "event": { "type": "object", "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "replacement": { "anyOf": [ { "$ref": "#/$defs/CashDeposit" }, { "$ref": "#/$defs/CashWithdrawal" }, { "$ref": "#/$defs/CashTransfer" }, { "$ref": "#/$defs/CashConversion" }, { "$ref": "#/$defs/TradeFill" }, { "$ref": "#/$defs/CostCharge" }, { "$ref": "#/$defs/IncomeReceived" }, { "$ref": "#/$defs/FinancingCharge" }, { "$ref": "#/$defs/CorporateSplit" }, { "$ref": "#/$defs/DerivativeExercise" }, { "$ref": "#/$defs/DerivativeAssignment" }, { "$ref": "#/$defs/DerivativeExpiration" }, { "$ref": "#/$defs/DerivativeMultiplierChange" }, { "$ref": "#/$defs/DerivativeVariationMargin" }, { "$ref": "#/$defs/DerivativeRoll" }, { "$ref": "#/$defs/FixedIncomeRedemption" }, { "$ref": "#/$defs/CorporateSymbolChange" }, { "$ref": "#/$defs/CorporateMerger" }, { "$ref": "#/$defs/CorporateSpinOff" }, { "$ref": 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"sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } } }, "additionalProperties": false }, "Detail": { "type": "object", "properties": { "quantity": { "type": "number" }, "fillId": { "type": "string" }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string" }, "artifactHash": { "type": "string" }, "note": { "type": "string" } }, "additionalProperties": false }, "Contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number" }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "type", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "Detail2": { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fillId": { "type": "string", "minLength": 1 }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string" }, "artifactHash": { "type": "string" }, "note": { "type": "string" }, "observationTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "fill": { "$ref": "#/$defs/Fill" } }, "additionalProperties": false, "required": [ "quantity", "fillId" ] }, "Fill": { "type": "object", "properties": { "fillId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "filledTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "accruedInterest": { "type": "number" }, "executionPriceAdjustment": { "type": "number", "minimum": 0 }, "costs": { "type": "object", "properties": { "commission": { "type": "number", "minimum": 0 }, "exchangeFees": { "type": "number", "minimum": 0 }, "regulatoryFees": { "type": "number", "minimum": 0 }, "slippageAdjustment": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, "orderId": { "type": "string", "minLength": 1 }, "venue": { "type": "string" }, "liquidity": { "type": "string", "enum": [ "maker", "taker", "unknown" ] } }, "additionalProperties": false, "required": [ "fillId", "accountId", "instrumentId", "side", "quantity", "pricePerUnit", "currency", "filledTimestampMs" ] }, "CashDeposit": { "type": "object", "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashWithdrawal": { "type": "object", "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashTransfer": { "type": "object", "properties": { "eventType": { "const": "cash.transfer", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", 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"admin.correction", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.correction", "type": "string" }, "original": { "$ref": "#/$defs/PortfolioEventEnvelope" }, "replacement": { "anyOf": [ { "$ref": "#/$defs/CashDeposit" }, { "$ref": "#/$defs/CashWithdrawal" }, { "$ref": "#/$defs/CashTransfer" }, { "$ref": "#/$defs/CashConversion" }, { "$ref": "#/$defs/TradeFill" }, { "$ref": "#/$defs/CostCharge" }, { "$ref": "#/$defs/IncomeReceived" }, { "$ref": "#/$defs/FinancingCharge" }, { "$ref": "#/$defs/CorporateSplit" }, { "$ref": "#/$defs/DerivativeExercise" }, { "$ref": "#/$defs/DerivativeAssignment" }, { "$ref": "#/$defs/DerivativeExpiration" }, { "$ref": "#/$defs/DerivativeMultiplierChange" }, { "$ref": "#/$defs/DerivativeVariationMargin" }, { "$ref": "#/$defs/DerivativeRoll" }, { "$ref": "#/$defs/FixedIncomeRedemption" }, { "$ref": "#/$defs/CorporateSymbolChange" }, { "$ref": "#/$defs/CorporateMerger" }, { "$ref": "#/$defs/CorporateSpinOff" }, { "$ref": "#/$defs/CorporateReturnOfCapital" }, { "$ref": "#/$defs/CorporateCashInLieu" }, { "$ref": "#/$defs/PositionTransfer" } ] }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "original", "replacement" ] } }, "required": [ "reversesEventId" ] }, { "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "event": { "type": "object", "properties": { "eventType": { "const": "admin.account-migration", "type": "string" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "fromAccountId", "toAccountId" ] } } } ] } ] }, "Explanation": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "pending-settlement", "type": "string" }, "detail": { "type": "string" } }, "additionalProperties": false, "required": [ "kind", "detail" ] }, { "type": "object", "properties": { "kind": { "const": "corporate-action-candidate", "type": "string" }, "detail": { "type": "string" }, "ratio": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "detail", "ratio" ] } ] }, "Tolerance": { "type": "object", "properties": { "quantity": { "type": "number", "minimum": 0 }, "cashAmount": { "type": "number", "minimum": 0 }, "costBasis": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "quantity", "cashAmount", "costBasis" ] }, "CashDeposit": { "type": "object", "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashWithdrawal": { "type": "object", "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency" ] }, "CashTransfer": { "type": "object", "properties": { "eventType": { "const": "cash.transfer", "type": "string" }, "amount": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "amount", "currency", "fromAccountId", "toAccountId" ] }, "CashConversion": { "type": "object", "properties": { "eventType": { "const": "cash.conversion", "type": "string" }, "fromCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "toCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "fromAmount": { "type": "number", "exclusiveMinimum": 0 }, "toAmount": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "fromCurrency", "toCurrency", "fromAmount", "toAmount" ] }, "TradeFill": { "type": "object", "properties": { "eventType": { "const": "trade.fill", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "accruedInterest": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "side", "quantity", "pricePerUnit", "currency" ] }, "LotSelections": { "type": "array", "items": { "type": "object", "properties": { "lotId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "lotId", "quantity" ] }, "minItems": 1 }, "Contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number" }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "type", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "CostCharge": { "type": "object", "properties": { "eventType": { "const": "cost.charge", "type": "string" }, "costType": { "type": "string", "enum": [ "commission", "exchange-fee", "regulatory-fee", "slippage-adjustment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "relatesToEventId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "costType", "amount", "currency" ] }, "IncomeReceived": { "type": "object", "properties": { "eventType": { "const": "income.received", "type": "string" }, "incomeType": { "type": "string", "enum": [ "dividend", "coupon", "interest", "staking-reward", "funding-receipt" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "incomeType", "amount", "currency" ] }, "FinancingCharge": { "type": "object", "properties": { "eventType": { "const": "financing.charge", "type": "string" }, "financingType": { "type": "string", "enum": [ "margin-interest", "borrow-charge", "funding-payment" ] }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "financingType", "amount", "currency" ] }, "CorporateSplit": { "type": "object", "properties": { "eventType": { "const": "corporate.split", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "sharesAfterSplit": { "type": "number", "exclusiveMinimum": 0 }, "sharesBeforeSplit": { "type": "number", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "sharesAfterSplit", "sharesBeforeSplit" ] }, "DerivativeExercise": { "type": "object", "properties": { "eventType": { "const": "derivative.exercise", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "Settlement": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "physical", "type": "string" } }, "additionalProperties": false, "required": [ "kind" ] }, { "type": "object", "properties": { "kind": { "const": "cash", "type": "string" }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "kind", "settlementPricePerUnit" ] } ] }, "DerivativeAssignment": { "type": "object", "properties": { "eventType": { "const": "derivative.assignment", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "settlement": { "$ref": "#/$defs/Settlement" }, "premiumTreatment": { "type": "string", "enum": [ "fold-into-underlying-basis", "realize" ] }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "settlement", "premiumTreatment" ] }, "DerivativeExpiration": { "type": "object", "properties": { "eventType": { "const": "derivative.expiration", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity" ] }, "DerivativeMultiplierChange": { "type": "object", "properties": { "eventType": { "const": "derivative.multiplier-change", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "contractMultiplierAfter": { "type": "number", "exclusiveMinimum": 0 }, "strikePricePerUnitAfter": { "type": "number", "exclusiveMinimum": 0 }, "reason": { "type": "string" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "contractMultiplierAfter" ] }, "DerivativeVariationMargin": { "type": "object", "properties": { "eventType": { "const": "derivative.variation-margin", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "settlementPricePerUnit": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "settlementPricePerUnit" ] }, "DerivativeRoll": { "type": "object", "properties": { "eventType": { "const": "derivative.roll", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "closePricePerUnit": { "type": "number" }, "openPricePerUnit": { "type": "number" }, "contract": { "$ref": "#/$defs/Contract" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId", "quantity", "closePricePerUnit", "openPricePerUnit" ] }, "FixedIncomeRedemption": { "type": "object", "properties": { "eventType": { "const": "fixed-income.redemption", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "redemptionType": { "type": "string", "enum": [ "maturity", "call", "principal-paydown", "sinking-fund" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "redemptionType", "quantity", "pricePerUnit", "currency" ] }, "CorporateSymbolChange": { "type": "object", "properties": { "eventType": { "const": "corporate.symbol-change", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId", "toInstrumentId" ] }, "CorporateMerger": { "type": "object", "properties": { "eventType": { "const": "corporate.merger", "type": "string" }, "fromInstrumentId": { "type": "string", "minLength": 1 }, "toInstrumentId": { "type": "string", "minLength": 1 }, "sharesPerShare": { "type": "number", "exclusiveMinimum": 0 }, "cashPerShare": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "fromInstrumentId" ] }, "CorporateSpinOff": { "type": "object", "properties": { "eventType": { "const": "corporate.spin-off", "type": "string" }, "parentInstrumentId": { "type": "string", "minLength": 1 }, "childInstrumentId": { "type": "string", "minLength": 1 }, "sharesPerParentShare": { "type": "number", "exclusiveMinimum": 0 }, "basisAllocationFraction": { "type": "number" } }, "additionalProperties": false, "required": [ "eventType", "parentInstrumentId", "childInstrumentId", "sharesPerParentShare", "basisAllocationFraction" ] }, "CorporateReturnOfCapital": { "type": "object", "properties": { "eventType": { "const": "corporate.return-of-capital", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "amountPerShare": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "amountPerShare", "currency" ] }, "CorporateCashInLieu": { "type": "object", "properties": { "eventType": { "const": "corporate.cash-in-lieu", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "amount": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "relatesToEventId": { "type": "string", "minLength": 1 }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "amount", "currency" ] }, "PositionTransfer": { "type": "object", "properties": { "eventType": { "const": "position.transfer", "type": "string" }, "instrumentId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fromAccountId": { "type": "string", "minLength": 1 }, "toAccountId": { "type": "string", "minLength": 1 }, "lotSelections": { "$ref": "#/$defs/LotSelections" } }, "additionalProperties": false, "required": [ "eventType", "instrumentId", "quantity", "fromAccountId", "toAccountId" ] } } }, "totalfinance.trade.reconcile.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.trade.reconcile.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.trade.submit.input": { "type": "object", "properties": { "plan": { "type": "object", "properties": { "kind": { "const": "totalfinance.execution-plan", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "accountId": { "type": "string", "minLength": 1 }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "portfolioId": { "type": "string", "minLength": 1 }, "orders": { "type": "array", "items": { "$ref": "#/$defs/Orders" }, "minItems": 1, "maxItems": 1000 }, "combos": { "type": "array", "items": { "type": "object", "properties": { "comboId": { "type": "string", "minLength": 1 }, "orderIds": { "type": "array", "items": { "type": "string", "minLength": 1 }, "minItems": 2, "description": "The legs, in plan order (at least two)" }, "netLimitPrice": { "type": "number" } }, "additionalProperties": false, "required": [ "comboId", "orderIds" ] } }, "trades": { "type": "array", "items": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "referencePricePerUnit": { "type": "number" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "estimatedNotional": { "type": "number" } }, "additionalProperties": false, "required": [ "accountId", "instrumentId", "side", "quantity", "currency", "referencePricePerUnit", "contractMultiplier", "estimatedNotional" ] } }, "source": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "intent", "type": "string" }, "intentHash": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "intentHash" ] }, { "type": "object", "properties": { "kind": { "const": "rebalance-proposal", "type": "string" }, "planHash": { "type": "string", "minLength": 1 }, "policyContentHash": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "planHash", "policyContentHash" ] } ] }, "rationale": { "type": "string" }, "evidence": { "type": "array", "items": { "type": "string" } }, "contentHash": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "accountId", "asOf", "baseCurrency", "orders", "combos", "trades", "source", "evidence", "contentHash" ] }, "grant": { "type": "object", "properties": { "kind": { "const": "totalfinance.authorization-grant", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "grantId": { "type": "string", "minLength": 1 }, "planHash": { "type": "string", "minLength": 1 }, "preflightHash": { "type": "string", "minLength": 1 }, "portfolioHash": { "type": "string", "minLength": 1 }, "marketHash": { "type": "string", "minLength": 1 }, "marketAsOf": { "type": "number", "description": "Epoch milliseconds" }, "marketMaximumAgeMs": { "type": "number", "exclusiveMinimum": 0 }, "mode": { "const": "paper", "type": "string" }, "accountId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "orderIds": { "type": "array", "items": { "type": "string" } }, "comboIds": { "type": "array", "items": { "type": "string" } }, "variance": { "type": "object", "properties": { "maximumQuantityRatio": { "type": "number", "minimum": 0 }, "maximumNotionalRatio": { "type": "number", "minimum": 0 }, "maximumSlippageBps": { "type": "number", "minimum": 0 } }, "additionalProperties": false, "required": [ "maximumQuantityRatio", "maximumNotionalRatio", "maximumSlippageBps" ] }, "issuedAt": { "type": "number", "description": "Epoch milliseconds" }, "expiresAt": { "type": "number", "description": "Epoch milliseconds" }, "approvedBy": { "type": "string", "minLength": 1 }, "requiredScope": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "idempotencyKeys": { "type": "array", "items": { "type": "string", "minLength": 1 }, "minItems": 1, "maxItems": 1000 }, "contentHash": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "grantId", "planHash", "preflightHash", "portfolioHash", "marketHash", "marketAsOf", "marketMaximumAgeMs", "mode", "accountId", "baseCurrency", "orderIds", "comboIds", "variance", "issuedAt", "expiresAt", "approvedBy", "requiredScope", "idempotencyKeys", "contentHash" ] }, "grantHash": { "type": "string" }, "idempotencyKey": { "type": "string", "minLength": 1 }, "now": { "type": "number", "description": "Epoch ms — the submission instant" }, "portfolioHash": { "type": "string" }, "marketHash": { "type": "string" }, "marketAsOf": { "type": "number" }, "sourceId": { "type": "string", "minLength": 1, "description": "The execution source (`paper:` by convention); the journal id derives from it" }, "accountId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "instruments": { "type": "object", "additionalProperties": { "$ref": "#/$defs/Instruments" } }, "orders": { "type": "array", "items": { "$ref": "#/$defs/Orders" } }, "journal": { "type": "array", "items": { "allOf": [ { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "journalId": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number", "description": "Epoch milliseconds" }, "orderId": { "type": "string", "minLength": 1 }, "planHash": { "type": "string", "minLength": 1 }, "idempotencyKey": { "type": "string", "minLength": 1 }, "sourceId": { "type": "string", "minLength": 1 }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "receivedAt": { "type": "number", "description": "Epoch milliseconds" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } } }, "additionalProperties": false }, "eventType": {}, "detail": {} }, "additionalProperties": false, "required": [ "eventId", "journalId", "timestampMs", "orderId", "planHash", "sourceId", "provenance", "eventType", "detail" ] }, { "anyOf": [ { "properties": { "eventType": { "const": "proposed", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "preflighted", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "authorized", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "submitted", "type": "string" }, "detail": { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fillId": { "type": "string" }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string" }, "artifactHash": { "type": "string" }, "note": { "type": "string" }, "order": { "$ref": "#/$defs/Orders" }, "instrument": { "$ref": "#/$defs/Instruments" }, "accountId": { "type": "string", "minLength": 1 }, "baseCurrency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "executionPolicyHash": { "type": "string", "minLength": 1 }, "comboId": { "type": "string", "minLength": 1 }, "netLimitPrice": { "type": "number" } }, "additionalProperties": false, "required": [ "quantity" ] } } }, { "properties": { "eventType": { "const": "acknowledged", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "partially-filled", "type": "string" }, "detail": { "$ref": "#/$defs/Detail2" } } }, { "properties": { "eventType": { "const": "filled", "type": "string" }, "detail": { "$ref": "#/$defs/Detail2" } } }, { "properties": { "eventType": { "const": "rejected", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "cancel-requested", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "cancelled", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "replaced", "type": "string" }, "detail": { "type": "object", "properties": { "quantity": { "type": "number" }, "fillId": { "type": "string" }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string", "minLength": 1 }, "artifactHash": { "type": "string" }, "note": { "type": "string" } }, "additionalProperties": false, "required": [ "replacementOrderId" ] } } }, { "properties": { "eventType": { "const": "expired", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "reconciled", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } }, { "properties": { "eventType": { "const": "unresolved", "type": "string" }, "detail": { "$ref": "#/$defs/Detail" } } } ] } ] }, "description": "Optional exact canonical snapshot of the persisted journal; checked inside the transaction. Never imports or replaces history. An execution-journal store is required." }, "observations": { "type": "object", "additionalProperties": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "bar", "type": "string" }, "bar": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "open": { "type": "number" }, "high": { "type": "number" }, "low": { "type": "number" }, "close": { "type": "number" }, "volume": { "type": "number", "minimum": 0 }, "vwap": { "type": "number" }, "adjusted": { "type": "boolean" } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "open", "high", "low", "close" ] } }, "additionalProperties": false, "required": [ "kind", "bar" ] }, { "type": "object", "properties": { "kind": { "const": "quote", "type": "string" }, "quote": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "bid": { "type": "number" }, "ask": { "type": "number" }, "bidSize": { "type": "number", "minimum": 0 }, "askSize": { "type": "number", "minimum": 0 }, "exchange": { "type": "string" }, "conditions": { "type": "array", "items": { "type": "string" } } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "bid", "ask" ] } }, "additionalProperties": false, "required": [ "kind", "quote" ] }, { "type": "object", "properties": { "kind": { "const": "trade", "type": "string" }, "trade": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "price": { "type": "number" }, "size": { "type": "number" }, "exchange": { "type": "string" }, "conditions": { "type": "array", "items": { "type": "string" } }, "sequence": { "type": "number" } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "price", "size" ] } }, "additionalProperties": false, "required": [ "kind", "trade" ] }, { "type": "object", "properties": { "kind": { "const": "order-book", "type": "string" }, "book": { "type": "object", "properties": { "symbol": { "type": "string", "minLength": 1 }, "timestampMs": { "type": "number" }, "bids": { "$ref": "#/$defs/Bids" }, "asks": { "$ref": "#/$defs/Bids" } }, "additionalProperties": false, "required": [ "symbol", "timestampMs", "bids", "asks" ] } }, "additionalProperties": false, "required": [ "kind", "book" ] } ] } }, "asOf": { "type": "number", "description": "Epoch ms — the instant the open orders meet the observations (default `now`)" } }, "additionalProperties": false, "required": [ "plan", "idempotencyKey", "now", "portfolioHash", "marketHash", "marketAsOf", "sourceId", "accountId", "baseCurrency" ], "anyOf": [ { "required": [ "grant" ] }, { "required": [ "grantHash" ] } ], "$id": "https://totalfinance.dev/schemas/trade.submit.input", "$defs": { "Orders": { "allOf": [ { "type": "object", "properties": { "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "timeInForce": { "type": "string", "enum": [ "day", "gtc" ], "description": "Default: the paper execution policy’s day time-in-force" }, "comboId": { "type": "string", "minLength": 1, "description": "The multi-leg order this is a leg of (B5)" }, "orderId": { "type": "string", "minLength": 1 }, "quantity": { "type": "number", "exclusiveMinimum": 0, "description": "Units/contracts, strictly positive; side carries direction" }, "plannedTimestampMs": { "type": "number", "description": "When the plan was made — never when a broker saw the order" }, "submittedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "type": {}, "limitPrice": {}, "stopPrice": {} }, "additionalProperties": false, "required": [ "instrumentId", "side", "orderId", "quantity", "plannedTimestampMs", "type" ] }, { "anyOf": [ { "properties": { "type": { "const": "market", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "market-on-open", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "market-on-close", "type": "string" } }, "not": { "anyOf": [ { "required": [ "limitPrice" ] }, { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "limit", "type": "string" }, "limitPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "limitPrice" ], "not": { "anyOf": [ { "required": [ "stopPrice" ] } ] } }, { "properties": { "type": { "const": "stop", "type": "string" }, "stopPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "stopPrice" ], "not": { "anyOf": [ { "required": [ "limitPrice" ] } ] } }, { "properties": { "type": { "const": "stop-limit", "type": "string" }, "limitPrice": { "type": "number", "exclusiveMinimum": 0 }, "stopPrice": { "type": "number", "exclusiveMinimum": 0 } }, "required": [ "limitPrice", "stopPrice" ] } ] } ] }, "Instruments": { "type": "object", "properties": { "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "contract": { "$ref": "#/$defs/Contract" }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "settlementLag": { "anyOf": [ { "const": 0, "type": "number" }, { "const": 1, "type": "number" }, { "const": 2, "type": "number" } ], "description": "T+n 24-hour days in the paper broker; default 0" } }, "additionalProperties": false, "required": [ "currency" ] }, "Contract": { "anyOf": [ { "type": "object", "properties": { "kind": { "const": "option", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "enum": [ "call", "put" ] }, "strikePricePerUnit": { "type": "number" }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "type", "strikePricePerUnit", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "future", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 }, "expiryTimestampMs": { "type": "number", "description": "Epoch milliseconds" } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId", "expiryTimestampMs" ] }, { "type": "object", "properties": { "kind": { "const": "perpetual", "type": "string" }, "underlyingInstrumentId": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "underlyingInstrumentId" ] } ] }, "Detail": { "type": "object", "properties": { "quantity": { "type": "number" }, "fillId": { "type": "string" }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string" }, "artifactHash": { "type": "string" }, "note": { "type": "string" } }, "additionalProperties": false }, "Detail2": { "type": "object", "properties": { "quantity": { "type": "number", "exclusiveMinimum": 0 }, "fillId": { "type": "string", "minLength": 1 }, "pricePerUnit": { "type": "number" }, "reason": { "type": "string" }, "replacementOrderId": { "type": "string" }, "artifactHash": { "type": "string" }, "note": { "type": "string" }, "observationTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "fill": { "type": "object", "properties": { "fillId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "instrumentId": { "type": "string", "minLength": 1 }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "quantity": { "type": "number", "exclusiveMinimum": 0 }, "pricePerUnit": { "type": "number" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$" }, "filledTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "settleTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "contractMultiplier": { "type": "number", "exclusiveMinimum": 0 }, "settlementStyle": { "type": "string", "enum": [ "cash-on-trade", "variation-margin" ] }, "contract": { "$ref": "#/$defs/Contract" }, "accruedInterest": { "type": "number" }, "executionPriceAdjustment": { "type": "number", "minimum": 0 }, "costs": { "type": "object", "properties": { "commission": { "type": "number", "minimum": 0 }, "exchangeFees": { "type": "number", "minimum": 0 }, "regulatoryFees": { "type": "number", "minimum": 0 }, "slippageAdjustment": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, "orderId": { "type": "string", "minLength": 1 }, "venue": { "type": "string" }, "liquidity": { "type": "string", "enum": [ "maker", "taker", "unknown" ] } }, "additionalProperties": false, "required": [ "fillId", "accountId", "instrumentId", "side", "quantity", "pricePerUnit", "currency", "filledTimestampMs" ] } }, "additionalProperties": false, "required": [ "quantity", "fillId" ] }, "Bids": { "type": "array", "items": { "type": "object", "properties": { "price": { "type": "number" }, "size": { "type": "number", "minimum": 0 }, "exchange": { "type": "string" } }, "additionalProperties": false, "required": [ "price", "size" ] } } } }, "totalfinance.trade.submit.output": { "type": "object", "properties": { "receipt": { "type": "object", "properties": { "kind": { "const": "totalfinance.execution-receipt", "type": "string" }, "schemaVersion": { "const": 1, "type": "number" }, "receiptId": { "type": "string", "minLength": 1 }, "planHash": { "type": "string", "minLength": 1 }, "grantHash": { "type": "string", "minLength": 1 }, "idempotencyKey": { "type": "string", "minLength": 1 }, "adapter": { "const": "paper", "type": "string" }, "accountId": { "type": "string", "minLength": 1 }, "sourceId": { "type": "string", "minLength": 1 }, "submittedAt": { "type": "number", "description": "Epoch milliseconds" }, "orders": { "type": "array", "items": { "$ref": "#/$defs/Orders" } }, "fills": { "$ref": "#/$defs/Fills" }, "journalEventIds": { "type": "array", "items": { "type": "string" } }, "assumptions": { "type": "object", "properties": { "conventionsVersion": { "type": "string" }, "mode": { "const": "paper", "type": "string" }, "execution": { "type": "object", "properties": { "label": { "type": "string" }, "realism": { "type": "string", "enum": [ "simplified", "declared" ] }, "observation": { "type": "string", "enum": [ "bar", "quote", "trade", "order-book" ] }, "fill": { "type": "object", "properties": { "label": { "type": "string" }, "version": { "type": "string" } }, "additionalProperties": false, "required": [ "label", "version" ] }, "ambiguity": { "type": "string", "enum": [ "optimistic", "pessimistic", "deterministic-path", "reject" ] }, "costs": { "type": "object", "properties": { "commission": { "type": "string" }, "slippage": { "type": "string" }, "spread": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "marketImpact": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "latencySessions": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "participation": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "borrow": { "anyOf": [ { "type": "string" }, { "type": "null" } ] } }, "additionalProperties": false, "required": [ "commission", "slippage", "spread", "marketImpact", "latencySessions", "participation", "borrow" ] }, "staleQuotes": { "type": "object", "properties": { "maximumAgeMs": { "anyOf": [ { "type": "number" }, { "type": "null" } ] }, "behavior": { "type": "string", "enum": [ "reject", "fill-at-last" ] } }, "additionalProperties": false, "required": [ "maximumAgeMs", "behavior" ] }, "lockedCrossed": { "type": "string", "enum": [ "reject", "fill-at-mid" ] }, "sessions": { "type": "object", "properties": { "halts": { "type": "integer", "minimum": 0 }, "priceLimits": { "type": "integer", "minimum": 0 }, "auction": { "anyOf": [ { "type": "string", "enum": [ "ignore", "open-close-only" ] }, { "type": "null" } ] } }, "additionalProperties": false, "required": [ "halts", "priceLimits", "auction" ] }, "partialFills": { "type": "string", "enum": [ "allow", "reject" ] }, "queue": { "type": "string", "enum": [ "none", "depth-approximation" ] }, "timeInForce": { "type": "object", "properties": { "default": { "type": "string", "enum": [ "day", "gtc" ], "description": "Default: the paper execution policy’s day time-in-force" }, "expireAtSessionClose": { "type": "boolean" } }, "additionalProperties": false, "required": [ "default", "expireAtSessionClose" ] }, "margin": { "type": "object", "properties": { "buyingPowerMultiplier": { "type": "number" }, "initialMarginRate": { "type": "number" }, "maintenanceMarginRate": { "type": "number" }, "forcedLiquidation": { "type": "string", "enum": [ "none", "close-largest-loss", "pro-rata" ] } }, "additionalProperties": false, "required": [ "buyingPowerMultiplier", "initialMarginRate", "maintenanceMarginRate", "forcedLiquidation" ] } }, "additionalProperties": false, "required": [ "label", "realism", "observation", "fill", "ambiguity", "costs", "staleQuotes", "lockedCrossed", "sessions", "partialFills", "queue", "timeInForce", "margin" ] }, "idempotencyConvention": { "type": "string" } }, "additionalProperties": false, "required": [ "conventionsVersion", "mode", "execution", "idempotencyConvention" ] }, "diagnostics": { "type": "object", "properties": { "engine": { "const": "paper-broker", "type": "string" }, "warnings": { "type": "array", "items": { "type": "string" } }, "orderCount": { "type": "integer", "minimum": 0 }, "retried": { "type": "boolean" } }, "additionalProperties": false, "required": [ "engine", "warnings", "orderCount", "retried" ] }, "contentHash": { "type": "string", "minLength": 1 } }, "additionalProperties": false, "required": [ "kind", "schemaVersion", "receiptId", "planHash", "grantHash", "idempotencyKey", "adapter", "accountId", "sourceId", "submittedAt", "orders", "fills", "journalEventIds", "assumptions", "diagnostics", "contentHash" ] }, "currentOrders": { "type": "array", "items": { "$ref": "#/$defs/Orders" }, "description": "Authoritative journal-derived state and cumulative fills for this receipt, distinct from the immutable submission receipt" }, "retried": { "type": "boolean" }, "fills": { "$ref": "#/$defs/Fills" }, "events": { "type": "array", "items": { "$ref": "#/$defs/PortfolioEventEnvelope" } }, "recovery": { "type": "object", "properties": { "fills": { "$ref": "#/$defs/Fills" }, "events": { "type": "array", "items": { "$ref": "#/$defs/PortfolioEventEnvelope" } } }, "additionalProperties": false, "required": [ "fills", "events" ], "description": "Cumulative persisted fills and reproducible ledger events for this receipt; safe to apply idempotently after a lost response. Top-level fills/events remain new deltas." }, "journal": { "type": "object", "properties": { "journalId": { "type": "string", "minLength": 1 }, "appended": { "type": "integer", "minimum": 0 }, "total": { "type": "integer", "minimum": 0 } }, "additionalProperties": false, "required": [ "journalId", "appended", "total" ] }, "open": { "type": "array", "items": { "type": "string" } }, "expired": { "type": "array", "items": { "type": "string" } }, "unfilled": { "type": "array", "items": { "type": "object", "properties": { "orderId": { "type": "string", "minLength": 1 }, "reason": { "type": "string", "enum": [ "not-triggered", "no-observation", "wrong-observation-kind", "stale-quote", "locked-crossed", "halted", "zero-quantity", "insufficient-depth", "already-observed" ] }, "detail": { "type": "string" } }, "additionalProperties": false, "required": [ "orderId", "reason", "detail" ] } } }, "additionalProperties": false, "required": [ "receipt", "currentOrders", "retried", "fills", "events", "recovery", "journal", "open", "expired", "unfilled" ], "$id": "https://totalfinance.dev/schemas/trade.submit.output", "$defs": { "PortfolioEventEnvelope": { "allOf": [ { "type": "object", "properties": { "eventId": { "type": "string", "minLength": 1 }, "schemaVersion": { "const": 1, "type": "number" }, "sourceId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "effectiveTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "recordedTimestampMs": { "type": "number", "description": "Epoch milliseconds" }, "correlationId": { "type": "string", "minLength": 1 }, "causationId": { "type": "string", "minLength": 1 }, "reversesEventId": { "type": "string", "minLength": 1 }, "provenance": { "type": "object", "properties": { "provider": { "type": "string" }, "dataset": { "type": "string" }, "asOf": { "type": "number", "description": "Epoch milliseconds" }, "receivedAt": { "type": "number", "description": "Epoch milliseconds" }, "sourceVersion": { "type": "string" }, "requestId": { "type": "string" }, "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "code", "message", "severity" ] } } }, "additionalProperties": false }, "eventType": {}, "event": {} }, "additionalProperties": false, "required": [ "eventId", "schemaVersion", "sourceId", "accountId", "effectiveTimestampMs", "recordedTimestampMs", "provenance", "eventType", "event" ] }, { "anyOf": [ { "properties": { "eventType": { "const": "cash.deposit", "type": "string" }, "event": { "$ref": "#/$defs/CashDeposit" } } }, { "properties": { "eventType": { "const": "cash.withdrawal", "type": "string" }, "event": { "$ref": "#/$defs/CashWithdrawal" } } }, { "properties": { "eventType": { 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"required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.valuation.company.input": { "type": "object", "properties": { "projection": { "type": "object", "properties": { "baseStatements": { "type": "object", "properties": { "income": { "type": "object", "properties": { "period": { "type": "object", "properties": { "periodStartDate": { "type": "string", "format": "date" }, "periodEndDate": { "type": "string", "format": "date" }, "fiscalYear": { "type": "integer" }, "fiscalQuarter": { "anyOf": [ { "const": 1, "type": "number" }, { "const": 2, "type": "number" }, { "const": 3, "type": "number" }, { "const": 4, "type": "number" } ] }, "periodType": { "type": "string", "enum": [ "quarter", "year", "trailing-twelve-months" ] }, "filedTimestampMs": { "type": "number" }, "availableTimestampMs": { "type": "number" }, "currency": { "type": "string", "minLength": 1 }, "monetaryScale": { "anyOf": [ { "const": 1, "type": "number" }, { "const": 1000, "type": "number" }, { "const": 1000000, "type": "number" } ] }, "form": { "type": "string" } }, "additionalProperties": false, "required": [ "periodEndDate", "fiscalYear", "periodType", "availableTimestampMs", "currency", "monetaryScale" ] }, "revenue": { "type": "number" }, "costOfRevenue": { "type": "number" }, "grossProfit": { "type": "number" }, "operatingExpenses": { "type": "number" }, "operatingIncome": { "type": "number" }, "interestExpense": { "type": "number" }, "incomeTaxExpense": { "type": "number" }, "netIncome": { "type": "number" }, "incomeFromContinuingOperations": { "type": "number" }, "sellingGeneralAdministrativeExpense": { "type": "number" }, "dilutedSharesOutstanding": { "type": "number" }, "metadata": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "period", "revenue", "operatingIncome", "netIncome" ] }, "balance": { "type": "object", "properties": { "period": { "type": "object", "properties": { "periodStartDate": { "type": "string", "format": "date" }, "periodEndDate": { "type": "string", "format": "date" }, "fiscalYear": { "type": "integer" }, "fiscalQuarter": { "anyOf": [ { "const": 1, "type": "number" }, { "const": 2, "type": "number" }, { "const": 3, "type": "number" }, { "const": 4, "type": "number" } ] }, "periodType": { "type": "string", "enum": [ "quarter", "year", "trailing-twelve-months" ] }, "filedTimestampMs": { "type": "number" }, "availableTimestampMs": { "type": "number" }, "currency": { "type": "string", "minLength": 1 }, "monetaryScale": { "anyOf": [ { "const": 1, "type": "number" }, { "const": 1000, "type": "number" }, { "const": 1000000, "type": "number" } ] }, "form": { "type": "string" } }, "additionalProperties": false, "required": [ "periodEndDate", "fiscalYear", "periodType", "availableTimestampMs", "currency", "monetaryScale" ] }, "cashAndCashEquivalents": { "type": "number" }, "shortTermInvestments": { "type": "number" }, "accountsReceivable": { "type": "number" }, "inventory": { "type": "number" }, "currentAssets": { "type": "number" }, "propertyPlantEquipmentNet": { "type": "number" }, "otherAssets": { "type": "number" }, "totalAssets": { "type": "number" }, "currentLiabilities": { "type": "number" }, "accountsPayable": { "type": "number" }, "shortTermDebt": { "type": "number" }, "longTermDebt": { "type": "number" }, "otherLiabilities": { "type": "number" }, "totalDebt": { "type": "number" }, "totalLiabilities": { "type": "number" }, "preferredEquity": { "type": "number" }, "minorityInterest": { "type": "number" }, "totalEquity": { "type": "number" }, "metadata": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "period", "cashAndCashEquivalents", "totalAssets", "totalLiabilities", "totalEquity" ] }, "cashFlow": { "type": "object", "properties": { "period": { "type": "object", "properties": { "periodStartDate": { "type": "string", "format": "date" }, "periodEndDate": { "type": "string", "format": "date" }, "fiscalYear": { "type": "integer" }, "fiscalQuarter": { "anyOf": [ { "const": 1, "type": "number" }, { "const": 2, "type": "number" }, { "const": 3, "type": "number" }, { "const": 4, "type": "number" } ] }, "periodType": { "type": "string", "enum": [ "quarter", "year", "trailing-twelve-months" ] }, "filedTimestampMs": { "type": "number" }, "availableTimestampMs": { "type": "number" }, "currency": { "type": "string", "minLength": 1 }, "monetaryScale": { "anyOf": [ { "const": 1, "type": "number" }, { "const": 1000, "type": "number" }, { "const": 1000000, "type": "number" } ] }, "form": { "type": "string" } }, "additionalProperties": false, "required": [ "periodEndDate", "fiscalYear", "periodType", "availableTimestampMs", "currency", "monetaryScale" ] }, "operatingCashFlow": { "type": "number" }, "investingCashFlow": { "type": "number" }, "financingCashFlow": { "type": "number" }, "capitalExpenditure": { "type": "number" }, "depreciationAndAmortization": { "type": "number" }, "stockBasedCompensation": { "type": "number" }, "acquisitions": { "type": "number" }, "dividendsPaid": { "type": "number" }, "shareRepurchases": { "type": "number" }, "increaseInNetWorkingCapital": { "type": "number" }, "netChangeInCash": { "type": "number" }, "metadata": { "type": "object", "additionalProperties": {} } }, "additionalProperties": false, "required": [ "period", "operatingCashFlow", "investingCashFlow", "financingCashFlow" ] } }, "additionalProperties": false, "required": [ "income", "balance", "cashFlow" ], "description": "The typed historical base (one period of the three statements) the projection rolls forward" }, "periods": { "type": "array", "items": { "type": "object", "properties": { "periodLabel": { "type": "string", "minLength": 1 }, "revenue": { "anyOf": [ { "type": "object", "properties": { "amount": { "type": "number" } }, "additionalProperties": false, "required": [ "amount" ] }, { "type": "object", "properties": { "growthRate": { "type": "number" } }, "additionalProperties": false, "required": [ "growthRate" ] } ] }, "operatingMargin": { "type": "number" }, "taxRate": { "type": "number" }, "interestExpense": { "type": "number" }, "depreciationAndAmortization": { "anyOf": [ { "type": "object", "properties": { "amount": { "type": "number" } }, "additionalProperties": false, "required": [ "amount" ] }, { "type": "object", "properties": { "fractionOfRevenue": { "type": "number" } }, "additionalProperties": false, "required": [ "fractionOfRevenue" ] } ] }, "capitalExpenditure": { "anyOf": [ { "type": "object", "properties": { "amount": { "type": "number" } }, "additionalProperties": false, "required": [ "amount" ] }, { "type": "object", "properties": { "fractionOfRevenue": { "type": "number" } }, "additionalProperties": false, "required": [ "fractionOfRevenue" ] } ] }, "accountsReceivable": { "anyOf": [ { "type": "object", "properties": { "amount": { "type": "number" } }, "additionalProperties": false, "required": [ "amount" ] }, { "type": "object", "properties": { "fractionOfRevenue": { "type": "number" } }, "additionalProperties": false, "required": [ "fractionOfRevenue" ] } ] }, "inventory": { "anyOf": [ { "type": "object", "properties": { "amount": { "type": "number" } }, "additionalProperties": false, "required": [ "amount" ] }, { "type": "object", "properties": { "fractionOfRevenue": { "type": "number" } }, "additionalProperties": false, "required": [ "fractionOfRevenue" ] } ] }, "accountsPayable": { "anyOf": [ { "type": "object", "properties": { "amount": { "type": "number" } }, "additionalProperties": false, "required": [ "amount" ] }, { "type": "object", "properties": { "fractionOfRevenue": { "type": "number" } }, "additionalProperties": false, "required": [ "fractionOfRevenue" ] } ] }, "netBorrowing": { "type": "number" }, "dividendsPaid": { "type": "number" } }, "additionalProperties": false, "required": [ "periodLabel", "revenue", "operatingMargin", "taxRate", "interestExpense", "depreciationAndAmortization", "capitalExpenditure", "accountsReceivable", "inventory", "accountsPayable", "netBorrowing", "dividendsPaid" ] }, "minItems": 1 } }, "additionalProperties": false, "required": [ "baseStatements", "periods" ] }, "valuation": { "type": "object", "properties": { "valuationBasis": { "type": "string", "enum": [ "firm", "equity" ] }, "valuationDate": { "type": "string", "format": "date" }, "currency": { "type": "string", "minLength": 1 }, "annualDiscountRate": { "type": "number", "description": "REQUIRED and explicit — a discount rate is a goal, never a default (FC0)" }, "compounding": { "anyOf": [ { "type": "string", "enum": [ "simple", "continuous", "annual", "semiannual", "quarterly", "monthly" ] }, { "type": "object", "properties": { "type": { "const": "periodic", "type": "string" }, "periodsPerYear": { "type": "integer", "exclusiveMinimum": 0 } }, "additionalProperties": false, "required": [ "type", "periodsPerYear" ] } ] }, "dayCount": { "type": "string", "enum": [ "ACT/365F", "ACT/360", "30/360" ] }, "terminalValueMethod": { "anyOf": [ { "type": "object", "properties": { "method": { "const": "perpetual-growth", "type": "string" }, "terminalCashFlow": { "type": "number" }, "perpetualGrowthRate": { "type": "number" } }, "additionalProperties": false, "required": [ "method", "terminalCashFlow", "perpetualGrowthRate" ] }, { "type": "object", "properties": { "method": { "const": "exit-multiple", "type": "string" }, "terminalMetricAmount": { "type": "number" }, "exitMultiple": { "type": "number" } }, "additionalProperties": false, "required": [ "method", "terminalMetricAmount", "exitMultiple" ] } ] }, "enterpriseToEquityBridge": { "type": "object", "properties": { "cashAndCashEquivalents": { "type": "number" }, "totalDebt": { "type": "number" }, "preferredEquity": { "type": "number" }, "minorityInterest": { "type": "number" }, "nonOperatingAssets": { "type": "number" } }, "additionalProperties": false, "required": [ "cashAndCashEquivalents", "totalDebt", "preferredEquity", "minorityInterest", "nonOperatingAssets" ] }, "dilutedSharesOutstanding": { "type": "number", "exclusiveMinimum": 0 }, "provenance": { "type": "object", "properties": { "forecastIdentity": { "type": "string" }, "statementIdentity": { "type": "string" }, "restatementIdentity": { "type": "string" }, "source": { "type": "string" } }, "additionalProperties": false } }, "additionalProperties": false, "required": [ "valuationBasis", "valuationDate", "currency", "annualDiscountRate", "compounding", "terminalValueMethod" ], "description": "discountedCashFlow's conventions, minus the projected flows the projection supplies" }, "sensitivity": { "type": "object", "properties": { "rowAxis": { "type": "object", "properties": { "variable": { "type": "string", "enum": [ "annual-discount-rate", "perpetual-growth-rate", "exit-multiple" ] }, "values": { "type": "array", "items": { "type": "number" }, "minItems": 1 } }, "additionalProperties": false, "required": [ "variable", "values" ] }, "columnAxis": { "type": "object", "properties": { "variable": { "type": "string", "enum": [ "annual-discount-rate", "perpetual-growth-rate", "exit-multiple" ] }, "values": { "type": "array", "items": { "type": "number" }, "minItems": 1 } }, "additionalProperties": false, "required": [ "variable", "values" ] } }, "additionalProperties": false, "required": [ "rowAxis", "columnAxis" ], "description": "Adds discountedCashFlowSensitivityTable over the same flows when supplied" } }, "additionalProperties": false, "required": [ "projection", "valuation" ] }, "totalfinance.valuation.company.output": { "type": "object", "properties": { "projection": { "type": "object", "description": "projectFinancialStatements(...) verbatim" }, "cashFlowsUsed": { "type": "string", "enum": [ "freeCashFlowToFirm", "freeCashFlowToEquity" ] }, "valuation": { "type": "object", "description": "discountedCashFlow(...) verbatim" }, "sensitivity": { "type": [ "object", "null" ], "description": "discountedCashFlowSensitivityTable(...) verbatim, or null when not requested" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "projection", "cashFlowsUsed", "valuation", "sensitivity", "assumptions", "diagnostics" ] }, "totalfinance.valuation.company.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.valuation.company.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.volatility.event.input": { "type": "object", "properties": { "atmVolatility": { "type": "number", "exclusiveMinimum": 0, "description": "Total ATM implied volatility into the event (decimal)" }, "baseVolatility": { "type": "number", "description": "Baseline (non-event) vol, e.g. post-event or far-month IV (decimal, ≥ 0)" }, "timeToExpiryYears": { "type": "number", "exclusiveMinimum": 0, "description": "Time to expiry in years, e.g. 5/365" }, "realizedVolatility": { "type": "number", "exclusiveMinimum": 0, "description": "ANNUALIZED realized volatility (decimal, e.g. 0.18 — a per-bar σ × √252 on daily bars) — adds the variance risk premium" } }, "additionalProperties": false, "required": [ "atmVolatility", "baseVolatility", "timeToExpiryYears" ] }, "totalfinance.volatility.event.output": { "type": "object", "properties": { "value": { "description": "The computed result" }, "assumptions": { "type": "object", "description": "Every applied convention, echoed" }, "diagnostics": { "type": "object", "description": "Engine/method/warnings (+ convergence where iterative)" } }, "required": [ "value", "assumptions", "diagnostics" ] }, "totalfinance.volatility.event.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.volatility.event.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.volatility.expected_move.input": { "type": "object", "properties": { "spot": { "type": "number", "exclusiveMinimum": 0 }, "impliedVolatility": { "type": "number", "exclusiveMinimum": 0, "description": "Implied volatility (annualized decimal); with `timeToExpiryYears`, the 1σ move is spot·σ·√timeToExpiryYears" }, "timeToExpiryYears": { "type": "number", "exclusiveMinimum": 0, "description": "Time to expiry in years (required with `impliedVolatility`)" }, "straddlePrice": { "type": "number", "exclusiveMinimum": 0, "description": "ATM straddle mid-price; when given, the move is implied from the straddle instead of IV" } }, "additionalProperties": false, "required": [ "spot" ] }, "totalfinance.volatility.expected_move.output": { "type": "object", "properties": { "value": { "type": "object", "properties": { "oneSigma": { "type": "number" }, "oneSigmaFraction": { "type": "number" }, "expectedAbsolute": { "type": "number" }, "lower": { "type": "number" }, "upper": { "type": "number" } }, "required": [ "oneSigma", "oneSigmaFraction", "expectedAbsolute", "lower", "upper" ] }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "value" ] }, "totalfinance.volatility.expected_move.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.volatility.expected_move.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.volatility.metrics.input": { "type": "object", "properties": { "current": { "type": "number", "exclusiveMinimum": 0, "description": "Current implied volatility (decimal, e.g. 0.22)" }, "history": { "type": "array", "items": { "type": "number", "exclusiveMinimum": 0 }, "description": "Historical IV series (decimals), e.g. 252 daily ATM IVs" } }, "additionalProperties": false, "required": [ "current", "history" ] }, "totalfinance.volatility.metrics.output": { "type": "object", "properties": { "value": { "description": "The computed result" }, "assumptions": { "type": "object", "description": "Every applied convention, echoed" }, "diagnostics": { "type": "object", "description": "Engine/method/warnings (+ convergence where iterative)" } }, "required": [ "value", "assumptions", "diagnostics" ] }, "totalfinance.volatility.metrics.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.volatility.metrics.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.volatility.probability_in_the_money.input": { "type": "object", "properties": { "type": { "type": "string", "enum": [ "call", "put" ] }, "spot": { "type": "number", "exclusiveMinimum": 0 }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "timeToExpiryYears": { "type": "number", "exclusiveMinimum": 0, "description": "Time to expiry in years" }, "riskFreeRate": { "type": "number", "description": "Continuously-compounded risk-free rate (decimal)" }, "volatility": { "type": "number", "exclusiveMinimum": 0, "description": "Implied volatility (annualized decimal)" }, "dividendYield": { "type": "number" } }, "additionalProperties": false, "required": [ "type", "spot", "strike", "timeToExpiryYears", "riskFreeRate", "volatility" ] }, "totalfinance.volatility.probability_in_the_money.output": { "type": "object", "properties": { "value": { "type": "number", "description": "Risk-neutral probability in [0, 1]" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "value" ] }, "totalfinance.volatility.probability_in_the_money.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.volatility.probability_in_the_money.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.volatility.probability_of_touch.input": { "type": "object", "properties": { "spot": { "type": "number", "exclusiveMinimum": 0 }, "barrier": { "type": "number", "exclusiveMinimum": 0, "description": "The price level to touch" }, "timeToExpiryYears": { "type": "number", "exclusiveMinimum": 0, "description": "Time to expiry in years" }, "riskFreeRate": { "type": "number", "description": "Continuously-compounded risk-free rate (decimal)" }, "volatility": { "type": "number", "exclusiveMinimum": 0, "description": "Implied volatility (annualized decimal)" }, "dividendYield": { "type": "number" } }, "additionalProperties": false, "required": [ "spot", "barrier", "timeToExpiryYears", "riskFreeRate", "volatility" ] }, "totalfinance.volatility.probability_of_touch.output": { "type": "object", "properties": { "value": { "type": "number", "description": "Risk-neutral probability in [0, 1]" }, "assumptions": { "type": "object", "description": "Applied conventions" }, "diagnostics": { "type": "object", "description": "Engine, method, warnings" } }, "required": [ "value" ] }, "totalfinance.volatility.probability_of_touch.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.volatility.probability_of_touch.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] }, "totalfinance.volatility.surface.input": { "type": "object", "properties": { "chain": { "type": "array", "items": { "type": "object", "properties": { "strike": { "type": "number", "exclusiveMinimum": 0 }, "expiry": { "type": "string", "description": "ISO date YYYY-MM-DD" }, "type": { "type": "string", "enum": [ "call", "put" ] }, "impliedVolatility": { "type": "number", "exclusiveMinimum": 0, "description": "Implied volatility (decimal, e.g. 0.22)" }, "price": { "type": "number", "exclusiveMinimum": 0, "description": "Option mid price (used to imply IV when `impliedVolatility` omitted)" } }, "additionalProperties": false, "required": [ "strike", "expiry", "type" ] }, "description": "Chain quotes: one row per contract" }, "spot": { "type": "number", "exclusiveMinimum": 0 }, "riskFreeRate": { "type": "number", "description": "Continuously-compounded risk-free rate (decimal)" }, "asOf": { "anyOf": [ { "type": "number" }, { "type": "string" } ], "description": "Valuation instant — epoch ms or a zoned ISO datetime such as \"2026-07-20T10:30:00-04:00\". A bare YYYY-MM-DD is refused: a same-day option's value depends on the time of day. For an end-of-day mark use the 16:00 ET close (13:00 ET on early-close days)." }, "dividendYield": { "type": "number", "description": "Continuous dividend yield (decimal)" }, "model": { "type": "string", "enum": [ "interpolated", "raw", "smoothed", "svi", "sabr" ], "description": "Surface model (default interpolated PCHIP; svi/sabr fit parametric smiles)" }, "underlying": { "type": "string", "description": "Ticker of the chain — REQUIRED, it names every contract" }, "style": { "type": "string", "enum": [ "american", "european" ], "description": "Exercise style of every contract in the chain — REQUIRED (listed US equity options are 'american'); the library never defaults it" } }, "additionalProperties": false, "required": [ "chain", "spot", "riskFreeRate", "asOf", "underlying", "style" ] }, "totalfinance.volatility.surface.output": { "type": "object", "properties": { "rows": { "type": "array", "description": "Surface grid rows (expiry × strike × impliedVolatility)" }, "expiries": { "type": "array", "items": { "type": "string" } }, "arbitrage": { "type": "object", "description": "Static-arbitrage report (violations list)" }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object" } }, "required": [ "rows", "expiries", "arbitrage", "assumptions", "diagnostics" ] }, "totalfinance.volatility.surface.result": { "type": "object", "description": "runOperation(...) — identity, the structured output (or its spilled handle), assumptions, diagnostics, usage.", "properties": { "operation": { "type": "object", "properties": { "id": { "type": "string" }, "version": { "type": "string" } }, "required": [ "id", "version" ] }, "library": { "type": "object", "properties": { "version": { "type": "string" } }, "required": [ "version" ] }, "summary": { "type": "string" }, "structured": { "anyOf": [ { "$ref": "#/components/schemas/totalfinance.volatility.surface.output" }, { "type": "object", "description": "The structured output exceeded the inline byte budget and was stored as a report; read `handle.uri` for the full result.", "properties": { "spilled": { "const": true }, "handle": { "$ref": "#/components/schemas/ResourceHandle" }, "preview": { "type": "object", "description": "Top-level keys with scalars inline and containers summarized by size." } }, "required": [ "spilled", "handle", "preview" ] } ] }, "assumptions": { "type": "object" }, "diagnostics": { "type": "object", "properties": { "warnings": { "type": "array", "items": { "type": "object", "properties": { "code": { "type": "string" }, "message": { "type": "string" }, "severity": { "type": "string", "enum": [ "info", "warn", "error" ] }, "context": { "type": "object" } }, "required": [ "code", "message", "severity" ] } }, "status": { "type": "string", "enum": [ "complete", "partial" ] }, "incomplete": { "type": "array", "items": { "type": "string" } } }, "required": [ "warnings", "status", "incomplete" ] }, "identity": { "type": "object", "properties": { "inputsHash": { "type": "string" }, "artifactIds": { "type": "array", "items": { "type": "string" } }, "snapshotHash": { "type": [ "string", "null" ] } }, "required": [ "inputsHash", "artifactIds", "snapshotHash" ] }, "artifacts": { "type": "array", "items": { "$ref": "#/components/schemas/ResourceHandle" } }, "usage": { "type": "object", "properties": { "inputBytes": { "type": "integer" }, "elapsedMs": { "type": [ "number", "null" ] } }, "required": [ "inputBytes", "elapsedMs" ] }, "trace": { "type": "object", "properties": { "requestId": { "type": [ "string", "null" ] } }, "required": [ "requestId" ] } }, "required": [ "operation", "library", "summary", "structured", "assumptions", "diagnostics", "identity", "artifacts", "usage", "trace" ] } }, "securitySchemes": { "localBearer": { "type": "http", "scheme": "bearer", "description": "Server-owned authenticationToken, at least 32 cryptographically random characters. Configure via --token-file or TOTALFINANCE_HTTP_TOKEN; send Authorization: Bearer . Required for enabled writes (including approval), job creation and cancellation. Absent configuration disables job mutations. Read-only analytics remain public. No token is published in this document." } } } }