kestrel.markets/dist/bus/synthetic.d.ts

A typed, token-efficient language + runtime for agentic trading: agents author bounded plans, the runtime fires them at the tick. CLI + typed library + MCP server.

/**
 * # bus/synthetic — a seeded, deterministic synthetic session generator (public test substrate)
 *
 * A publication-safe substrate for grading, replay, and engine tests: given a seed and a few
 * session parameters, it emits a **full bus** — `META`, `SPOT` ticks along a seeded random
 * walk with **regime segments** (trend / chop / spike), an option `BOOK` around spot whose
 * spreads widen on velocity and that occasionally goes one-sided or dark, and `HEARTBEAT`
 * cadence events. It reveals no strategy and no real market data (ARCHITECTURE §7): tickers
 * are generic and the tape is pure PRNG.
 *
 * **Determinism (RUNTIME §0):** all randomness is a single {@link mulberry32} stream seeded
 * from the config; all time is derived from `date` + bar index (no wall clock). The same
 * config therefore yields a byte-identical bus — the same events in the same order with the
 * same `seq`. Feed the result through {@link ../bus/write.ts serializeBus} to get the bytes.
 */
import type { BusEvent } from "./types.ts";
import { type Mode } from "./types.ts";
export interface SyntheticConfig {
    /** Seeds the single PRNG stream — the sole source of randomness. */
    readonly seed: number;
    /** Session calendar date, `YYYY-MM-DD`. Anchors every timestamp deterministically. */
    readonly date: string;
    /** The underlier symbol (generic only: `SPX` / `SPY` / `QQQ` / `AAPL`). */
    readonly instrument: string;
    /** Opening spot. */
    readonly spot0: number;
    /** Per-bar volatility as a return fraction (e.g. `0.0008`). Scaled by the active regime. */
    readonly vol: number;
    /** Session length in minutes. */
    readonly sessionMinutes: number;
    /** Bar cadence in seconds — one SPOT (and one BOOK, if options) per bar. */
    readonly barSeconds: number;
    /** Order mode stamped on META. Default `sim`. */
    readonly mode?: Mode;
    /** Emit an option BOOK each bar. `false` ⇒ an equity-only session (SPOT tape, no legs).
     * Default `true`. */
    readonly withOptions?: boolean;
    /** Strikes each side of the money (total legs = `(2·strikes + 1)·2` C+P). Default 3. */
    readonly strikes?: number;
    /** Strike grid step. Default 1. */
    readonly strikeStep?: number;
    /** The expiry tag stamped on each BOOK (e.g. `0dte`). Default `0dte`. */
    readonly expiry?: string;
    /** Heartbeat cadence in seconds. Default 60. */
    readonly heartbeatEverySeconds?: number;
}
/** A mulberry32 PRNG: 32-bit-seeded, uniform in [0,1). Pure, fast, fully reproducible —
 * the one randomness source on this deterministic path (no unseeded RNG, RUNTIME §0). */
export declare function mulberry32(seed: number): () => number;
/**
 * Generate a full synthetic session as an in-order, `seq`-stamped {@link BusEvent} array.
 * Serialize with {@link ../bus/write.ts serializeBus} (or {@link ../bus/write.ts writeBusFile}).
 * Same config ⇒ byte-identical output.
 */
export declare function generateSession(cfg: SyntheticConfig): readonly BusEvent[];
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