@barfinex/types/dist/trade-outcome-accounting.interface.d.ts

Core TypeScript type definitions and shared interfaces for the Barfinex ecosystem. Provides strongly-typed contracts for modules, services, and plugins.

export type TradePositionSide = 'LONG' | 'SHORT';
export interface TradeOutcome {
    strategyId: string;
    decisionId: string;
    symbol: string;
    entryPrice: number;
    exitPrice: number;
    positionSide: TradePositionSide;
    positionSize: number;
    realizedPnl: number;
    grossProfit: number;
    grossLoss: number;
    mae: number;
    mfe: number;
    tradeDuration: number;
    exitReason: string;
    regime?: string;
    timestamp: string;
}
export interface StrategyPerformanceStats {
    strategyId: string;
    windowSize: number;
    tradeCount: number;
    realizedPnl: number;
    grossProfit: number;
    grossLoss: number;
    profitFactor: number;
    expectancy: number;
    avgMae: number;
    avgMfe: number;
    avgTradeDuration: number;
    winRate: number;
    lastUpdatedAt: string;
}
export interface OutcomeAccountingSnapshot {
    decisionId: string;
    strategyId: string;
    symbol: string;
    tradeOutcome: TradeOutcome;
    strategyPerformance: StrategyPerformanceStats[];
    timestamp: string;
}
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