kestrel.markets
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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.
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TypeScript
/**
* # session/sim — the sim Session driver + graded report (RUNTIME §7)
*
* The one object that owns a `sim` run, wired end to end over the shipped substrate. It reads a
* recorded/synthetic bus **as its clock** (`now` = each event's `ts`, RUNTIME §0), drives the
* canonical market state and the {@link PlanEngine} trigger sweep, routes the engine's orders
* through the **Gate** into a {@link SimFillEngine} (the judge, RUNTIME §6), reassesses resting
* orders on every BOOK event (and resting SPOT orders on every SPOT tick carrying an NBBO,
* ADR-0017), feeds the resulting fills **back** into the engine's org facts and onto the emitted
* bus, cash-settles held inventory off the final spot — options at intrinsic, spot inventory
* mark-to-market (ADR-0017) — and returns a graded {@link EpisodeReport}.
*
* One code path, one gate (RUNTIME §7): swapping the gate adapter is what turns this into paper
* or live; nothing else changes. Every mode crosses the same fill model, so grades compare on
* fills, not on fill assumptions (ARCHITECTURE §4).
*
* ## The per-event pass (no look-ahead — state at event N is a function of events ≤ N)
* For each bus event, in order:
* 1. **clock** — the gate's `now` is pinned to the event's `ts` (the Gate seam is `now`-less;
* the driver owns the injected clock, RUNTIME §0).
* 2. **canonical state** — {@link CanonicalState.applyEvent} folds SPOT/HEARTBEAT into the
* signal instrument's one causal coordinate (the market-fact substrate the triggers read).
* 3. **fill reassessment (BOOK only, BEFORE the sweep)** — the market acts first: every leg of
* the book reassesses the matching resting orders through {@link SimFillEngine.onBook}; a
* strict-cross floor fill is emitted **and fed back** into the engine (`engine.onEvent(fill)`)
* so inventory, basis, and TP maintenance advance — all **before** the engine reacts to that
* book. This is the load-bearing ordering (RUNTIME §7): a plan can never cancel/reprice an
* order the same book would have filled.
* 4. **engine sweep** — {@link PlanEngine.onEvent} arms/fires/manages; its PLAN + WAKE land on
* the emitted bus, its order submits/cancels go through the {@link SimGate} into the fill
* engine (each `place`/`cancel` ORDER event drained onto the emitted bus at submission time).
* Orders placed *by this sweep* rest for the **next** book (fills are reassessed on book
* events, one book at a time).
*
* At session end the fill engines **settle** at the final exec spot: filled option inventory
* settles at intrinsic, filled spot inventory marks to the final spot (ADR-0017 — no expiry, no
* intrinsic), still-resting orders expire worthless-unfilled ($0 floor). The report carries the
* floor outcome and the E[$] under `pFill` side by side (RUNTIME §6).
*
* ## Determinism (RUNTIME §0/§7 — a test, not a hope)
* Everything on the path is pure and injected-time; the emitted stream is stamped with a
* monotonic `seq` in emission order and serialized canonically. `determinism_hash` is the
* sha256 of that serialization: two runs on the same inputs produce the identical hash, and a
* zero-documents run produces a stable pass-through hash.
*
* ## Fail-closed (RUNTIME §8, all loud)
* No META header → refuse (a well-formed bus opens with exactly one META). Unknown fill model →
* refuse to grade (never default silently). No instruments → refuse. Bus corruption surfaces
* from {@link readBus} as a loud, line-located error.
*/
import type { BookState, BusEvent, ExperimentalEnvelope, Fidelity, FillModelStamp, InstanceIdentity, MetaEvent, Mode, NewBusEvent, OrderEvent, PlanOutcome, PlanState, Right, SampledQualificationClaim } from "../bus/index.ts";
import { CanonicalState, type SeriesProvider } from "../series/index.ts";
import { PlanEngine, type Gate, type InstrumentSpec, type OrderIntent, type OrderRole } from "../engine/index.ts";
import { type FairTauProvider } from "./clock.ts";
import { requireMeta, resolveSpecs, specFromMeta } from "./specs.ts";
import { SimFillEngine, SpotFillEngine, type EpisodeSigmoidParams, type FillModel, type SettleMark, type SpotSettleReport } from "../fill/index.ts";
import { type KestrelNode, type Module, type PlanStatement } from "../lang/index.ts";
import { type Blotter } from "../blotter/index.ts";
import { type HeadlinePnl } from "../grade/headline.ts";
import type { AgentConfig } from "./agent.ts";
import type { CarriedLot } from "../fill/index.ts";
import type { SessionCarry } from "./carry.ts";
/** The two shipped, named fill models (RUNTIME §6). Any other name is refused (fail-closed). */
export type FillModelName = "strict-cross-v1" | "maker-fair-v1";
/**
* The machine-readable reason code a session de-arms under when the exec book's time-to-expiry is
* unknowable (kestrel-wcnd) — it prefixes the CONTROL `disarm` note, which the Blotter projects as
* a reason-carrying de-arm record (`disarms[].reason`, kestrel-2pl). Exported so a consumer (and
* the guard fixture) matches the CODE rather than scraping prose.
*/
export declare const FAIR_TAU_UNKNOWN_CODE: "fair-tau-unknown";
/** Options for {@link runSimSession}. Exactly one of `busPath`/`events` supplies the bus.
* `documents` are already-parsed Kestrel nodes (a bare statement or a full module — both are
* normalized to a module and armed). Instrument contract facts are not on the v1 bus META, so
* they are derived from the asset class (tick `0.01`, strike step `1`, multiplier `100` for an
* option-underlier else `1`, role carried from META) unless `instruments` overrides them.
* `fairTauYears` injects time-to-expiry so `@fair` (and the maker-fair hazard) can be built;
* **absent, it defaults to the CONTRACT-expiry tau** ({@link expiryTauYears}: `max(0, 16:00 ET on
* the book's OWN expiry − now)`, RUNTIME §4) — so `@fair` is buildable by default, decays toward
* the contract's expiry (not this session's close, kestrel-wcnd), and goes UNKNOWN (fail-closed,
* see {@link SessionCore.step}) when a book names no resolvable expiry. */
export interface RunSimOptions {
readonly busPath?: string;
readonly events?: readonly BusEvent[];
readonly documents: readonly KestrelNode[];
readonly fillModel: FillModelName;
readonly rUsd: number;
readonly out?: string;
readonly instruments?: readonly InstrumentSpec[];
readonly fairTauYears?: FairTauProvider;
/** Calibrated maker-fair fill params (the `episode-sigmoid-u-v1` form). When present with
* `fillModel: "maker-fair-v1"`, the session grades under the calibrated curve instead of the
* uncalibrated default hazard (RUNTIME §6). Ignored by `strict-cross-v1`. */
readonly makerFairParams?: EpisodeSigmoidParams;
/** An optional agent config (kestrel-5zl.6). When supplied AND it declares an authoring identity, its
* a57.14 experimental envelope is captured (`envelopeForConfig`) and stamped on the graded META. A
* config-less run (the default) stamps no envelope — byte-identical to before (backward-compatible). */
readonly config?: AgentConfig;
}
/** One transition in a plan's lifecycle trace (RUNTIME §5), reconstructed from the emitted PLAN
* stream. */
export interface PlanLifecycleStep {
readonly ts: number;
readonly state: PlanState;
readonly outcome?: PlanOutcome;
readonly reason?: string;
}
/** A plan's lifecycle trace + its terminal state (the outcome when `done`, else the last
* lifecycle state). ONE trace is one exact Plan **instance** (kestrel-22j.15): a legal same-name replacement
* is its OWN trace beside its predecessor, never collapsed into it. */
export interface PlanTrace {
/** The authored plan NAME — the Lineage aggregation key (a name may legally recur; NOT the instance id). */
readonly plan: string;
/** The exact Plan-instance identity this trace belongs to (kestrel-22j.15) — the id the engine minted,
* carried on the emitted PLAN stream. Distinct per instance, so two same-name instances are two traces. */
readonly plan_instance: string;
readonly lifecycle: readonly PlanLifecycleStep[];
readonly final_state: PlanState | PlanOutcome;
}
/** One gate order, joined across the intent (resolution annotation, role), the engine child
* (esc stage), and the fill engine outcome (`pFill`, floor fill, settle P&L). */
export interface OrderReport {
readonly ref: string;
readonly plan: string;
/** The authoring plan's exact INSTANCE identity (kestrel-22j.15) — carried from the order intent so an
* order joins its exact instance, not merely its recurring name. */
readonly plan_instance: string;
readonly role: OrderRole;
readonly instrument: string;
readonly side: "buy" | "sell";
readonly qty: number;
/** The option strike; ABSENT for a spot/equity order (ADR-0017 — no fictional strike). */
readonly strike?: number;
/** The option right; ABSENT for a spot/equity order (ADR-0017). */
readonly right?: Right;
readonly px: number;
/** The price-resolution annotation (`fair=fallback(mid)`, …) — a silent mid is forbidden,
* RUNTIME §4. */
readonly annotation: string;
/** The esc stage this resting order occupied (RUNTIME §4/§5) — the ladder rung, NOT a count of
* reprices (the honest session-wide reprice tally is `session.reprice_count`, F6). */
readonly esc_stages: number;
/** Expected fill probability `1 − survival` (`1` on a floor fill). */
readonly pFill: number;
/** Did the strict-cross floor fire? */
readonly filled: boolean;
/** The floor fill price, else `null`. */
readonly fillPx: number | null;
/** Realized $ under the floor (0 unless floor-filled). */
readonly floorPnl: number;
/** E[$] under `pFill`. */
readonly expectedPnl: number;
/** Present + `true` when the order was cancelled mid-session (esc-replaced, TTL/INVALIDATE
* pulled, or CANCEL-IF) rather than filled or settled. */
readonly cancelled?: boolean;
}
/** The graded sim report (RUNTIME §7). Stamps its judge (`fill_model`) and carries the
* determinism hash of the emitted event stream. */
export interface EpisodeReport {
readonly session: {
readonly date: string;
readonly instruments: readonly string[];
readonly mode: "sim";
readonly fill_model: string;
readonly bus_events: number;
/** sha256 of the emitted PLAN/WAKE/ORDER stream — pins the engine's OUTPUT (RUNTIME §0/§7). */
readonly determinism_hash: string;
/** sha256 of the raw INPUT bus (serialized events) — pins what the run was graded against, so
* determinism_hash (output) and bus_sha256 (input) together bind the whole computation (F6). */
readonly bus_sha256: string;
/** Count of actual cancel/replace reprice submissions across the session (peg + esc), from the
* engine — the honest reprice tally (F6; `orders[].esc_stages` is the ladder rung, not a count). */
readonly reprice_count: number;
/** The **last bus event `ts`** — the session clock's final value (settle time). Injected, never
* wall-clock (RUNTIME §0); the natural deterministic `now` for recording this run into the
* ledger (ADR-0006). Equals `firstTs` for an empty bus. */
readonly settle_ts: number;
};
readonly plans: readonly PlanTrace[];
readonly orders: readonly OrderReport[];
/** The three-channel P&L contract (kestrel-9gu.12): floor + expected always, sampled on a seeded run,
* and the HEADLINE selected by the fail-closed qualification gate (floor until 9gu.8.6 passes). */
readonly totals: {
/** Realized $ under the deterministic strict-cross floor — the honest lower bound. */
readonly realized_floor_usd: number;
/** E[$] under the survival product — the analytic bound beside the realization. */
readonly expected_usd: number;
/** The seeded causal realization (one ensemble replicate, ADR-0016). Present ONLY on a `fillSeed`
* run — an un-run channel is never conflated with a zero outcome (kestrel-9gu.12). */
readonly sampled_usd?: number;
readonly premium_spent: number;
/** The settle mark's provenance + fail-closed staleness verdict + annotated recovery
* (kestrel-xwf): the spot the book cash-settled against (`px` — the parity-recovered value when
* `source: "parity"`), WHEN the primary mark's value was last established on the input tape
* (`as_of_ts`; a frozen feed re-printing the same px does not refresh it), its age vs the settle
* instant, and the `stale` verdict under the declared threshold. `stale: true` means the totals
* above are graded against a mark the tape stopped supporting — NON-BANKABLE (a parity recovery
* annotates, it does not pardon), never a silently fresh-looking number (the taint also rides the
* Blotter's `totals.headline`). `source`/`mark_uncertain`/`note` are the recovery annotation:
* `"parity"` = recovered honestly from a two-sided closing book; `"stale"` = refused —
* `mark_uncertain: true`, the last mark retained. Explicit `null`s (never omitted keys) so the
* report's shape is fixed. */
readonly settle_mark: {
readonly px: number;
readonly as_of_ts: number | null;
readonly last_observed_ts: number | null;
readonly age_ms: number | null;
readonly stale_after_ms: number;
readonly stale: boolean;
readonly source: "market" | "parity" | "stale";
readonly mark_uncertain: boolean;
readonly note: string | null;
};
/** WHICH channel is the headline + the gate verdict that selected it + the xwf settle taint
* ({@link HeadlinePnl}, kestrel-9gu.12). `floor` today; `sampled` once the 9gu.8.6 qualification is
* on the record (never with extrapolated-support sampled realizations — bankableEv stays). The
* settle-mark staleness verdict above feeds this headline's taint (a stale mark — including a
* parity-recovered one — taints whichever channel leads). */
readonly headline: HeadlinePnl;
};
readonly emitted: Readonly<Record<string, number>>;
}
/**
* @deprecated Renamed to {@link EpisodeReport} (kestrel-markets-jcn0): the
* deterministic execution unit is an **Episode**, not a "Kestrel Session"
* ("session" is now reserved for the stateful TerminalSession seat,
* PLAT-ADR-0052). This alias keeps `engine.session.SessionReport` type-importers
* compiling across the rename; it will be removed after the 0.8.0 public cutover.
* The on-the-wire report shape (its `session` payload field, `sessionId` keys) is
* unchanged — this is a type-name-only rename, wire contract untouched.
*/
export type SessionReport = EpisodeReport;
/** The canonical parse-print text of an armed document set — the byte-stable printer projection
* (ADR-0001), documents joined by a blank line (matching the CLI's canonical plans text / the ledger's
* `plans_sha256` input). Its sha256 is {@link InstanceIdentity.version}. A `Module` is a `KestrelNode`,
* so this is the {@link canonicalPlansText} owner (canonical/plans) applied to an armed module set. */
export declare function canonicalPlansTextOf(modules: readonly Module[]): string;
/** The fill-model judge stamp for a GRADED bus's META. `name`/`version` are the model's identity;
* `calibration_sha` is a stable digest of the calibration descriptor; `self_limitation` is what the judge
* DECLARES it could not observe (a57.4) — stamped verbatim so the projector never re-guesses it from `name`
* (the mislabel of the calibrated judge, kestrel-o32) ({@link FillModelStamp}). */
export declare function fillModelStampOf(model: FillModel): FillModelStamp;
/** The Instance identity for a GRADED bus's META (ADR-0011 recommendation 1, ADR-0006 names-are-data):
* `lineage` = the authored NAME (the Pod's when the document set runs a Pod, else the first authored
* plan/book statement's), `version` = `plans_sha256`, `mode` = the session mode, `pod` present ONLY for
* an actual Pod document. A zero-document grade authors nothing ⇒ an empty `lineage`. */
export declare function instanceIdentityOf(modules: readonly Module[], mode: Mode): InstanceIdentity;
/** Fidelity level for a mode (CONTEXT: Fidelity): sim/paper are `modeled`, live is `realized`. */
export declare function fidelityOf(mode: Mode): Fidelity;
/** Stamp a GRADED bus's opening META: the input session header + the judge self-description
* (`fill_model` + `instance` + `fidelity`) and, when supplied, the author's a57.14 experimental
* `envelope` (the config's captured identity — kestrel-5zl.6) plus the FULL `config_id`
* (`sha256(canonical AgentConfig)` — the sampling-axis-complete identity the grid CellKey keys on,
* m9i.2 owner tweak). Advertises the current {@link BUS_SCHEMA} (v6 — a graded bus is the ONLY stamping
* site that follows the bump; input tapes keep their pinned literal, clock-honest wakes §1) and, for a
* verified clock-honest session, the `clock_honest: true` attestation (ADR-0040 — `true` or ABSENT,
* never `false`). Keeps the input META's `seq`/`ts`. Pure. Only a GRADED bus carries these; an INPUT
* tape's META stays judge-less (the two-bus rule, ADR-0011). The `envelope`/`config_id` keys are OMITTED
* entirely when absent — a config-less graded bus is byte-identical to before (backward-compatible;
* a57.14 leaves it `certified`). */
export declare function stampGradedMeta(inputMeta: MetaEvent, judge: {
fillModel: FillModelStamp;
instance: InstanceIdentity;
fidelity: Fidelity;
envelope?: ExperimentalEnvelope;
configId?: string;
cellConfigId?: string;
sampledQualification?: SampledQualificationClaim;
/** The clock-honest attestation (ADR-0040 / kestrel-w7la.1): pass `true` ONLY when the session ran
* clocked semantics AND the data-floor verification held. The stamp is `true` or ABSENT — never
* `false` (`false` is reserved platform-side as a revocation value; clock-honest wakes §5). */
clockHonest?: true;
}): MetaEvent;
/** Assemble the canonical GRADED bus for a session: the judge-stamped opening META (seq 0) followed by
* the engine's emitted reactions (PLAN/WAKE/ORDER/TELEMETRY, incl. the settle-outcome records),
* re-stamped `seq` 1..N so the stream is gap-free from 0 and opens with exactly one META — a well-formed
* bus {@link readBus} accepts. This is the self-describing artifact the Blotter projector (slice 2) will
* consume; slice 1 uses it to PROVE totals{floor,expected} + orders[].support re-derive from bus bytes
* with no engine-state scrape. Pure. */
export declare function assembleGradedBus(gradedMeta: MetaEvent, emitted: readonly BusEvent[]): BusEvent[];
/** The append-only emitted stream: stamps a monotonic `seq` in emission order and serializes
* canonically (the determinism substrate, RUNTIME §0/§1). */
declare class EmittedStream {
#private;
readonly events: BusEvent[];
/** Stamp the next `seq` and land the event in CANONICAL field order. The canonicalization is
* {@link canonicalEnvelope} — the SAME owner {@link import("../bus/write.ts").BusWriter} stamps
* through, never a second copy of the order — because a bare `{ seq: this.#seq++, ...ev }` would
* preserve the CALLER's key order verbatim: an emitter spreading a payload that carries
* `ts`/`stream`/`type` mid-object then serializes a non-canonical record onto the graded bus
* (`serializeEvent` is `JSON.stringify`, insertion-order-dependent). That was kestrel-pta5 —
* `theta_bleed` put `ts` after `type` — patched at the one call site with the class left open;
* kestrel-byfl closes the class here, so no present or future emitter can reintroduce it. */
emit(ev: NewBusEvent): BusEvent;
hash(): string;
}
/** The sim Gate: rests engine order intents in the {@link SimFillEngine} — or, for a SPOT/equity
* intent (no strike/right, ADR-0017 / kestrel-20f.14), in the instrument-keyed
* {@link SpotFillEngine} — and cancels them, pinning the injected clock (`now`) the driver sets
* each event. Every `place`/`cancel` drains the fill engines' fresh ORDER events onto the
* emitted bus at submission time. */
export declare class SimGate implements Gate {
private readonly fill;
private readonly spotFill;
/** Whether spot orders may grade in this session — only the strict-cross family has a spot
* judge today; a spot order under `maker-fair-v1` is REFUSED loudly (no spot hazard model
* exists — never grade under a judge that cannot assess the instrument, RUNTIME §8). */
private readonly spotAllowed;
private readonly drain;
now: number;
readonly intents: OrderIntent[];
constructor(fill: SimFillEngine, spotFill: SpotFillEngine,
/** Whether spot orders may grade in this session — only the strict-cross family has a spot
* judge today; a spot order under `maker-fair-v1` is REFUSED loudly (no spot hazard model
* exists — never grade under a judge that cannot assess the instrument, RUNTIME §8). */
spotAllowed: boolean, drain: () => void);
submit(intent: OrderIntent): string;
cancel(ref: string): boolean;
}
/**
* Derive a closing settle spot from **put-call parity** on a two-sided book: at (near-)expiry the
* forward ≈ spot, so `C − P = S − K ⇒ S = K + (C_mid − P_mid)` for the strike nearest `nearSpot` that
* quotes BOTH a two-sided call and a two-sided put. Returns the parity spot + the strike used, or
* `null` when no strike has both sides two-sided (parity not derivable → fail-closed to a taint).
*
* Mids are used ONLY as a settle-mark of last resort when the primary feed died — never as an
* execution anchor (the never-a-mid-anchor rule governs FILL prices, RUNTIME §4) — and the result is
* always flagged as recovered-from-stale, never silently banked as a live mark.
*
* The caller supplies the CLOSING legs: {@link SessionCore} feeds this only quotes whose values are
* FRESH at the settle instant (carried on a BOOK event within the declared settle-mark staleness
* threshold, {@link SETTLE_MARK_STALE_AFTER_MS}) — a two-sided pair surviving in the FOLDED book
* from hours before the option feed died is NOT a closing strike, and "recovering" from its stale
* mids would launder one dead feed through another (the DEGRADED-DATA cell's dark-to-close shape).
*/
export declare function closingParitySpot(book: Pick<BookState, "legs"> | undefined, nearSpot: number): {
spot: number;
strike: number;
} | null;
/** The wired core internals a {@link SessionCoreOptions.liveGate} factory is handed to build its Gate.
* It reads canonical state / the folded books the core already owns (never a second copy) and appends
* the venue's own ORDER events onto the session's single live bus. */
export interface LiveGateWiring {
readonly state: CanonicalState;
readonly execSpec: InstrumentSpec;
readonly signalSpec: InstrumentSpec;
/** The core's folded option books (per instrument) — the same map a Frame renders, read by a paper
* gate's price-anchor wall so the driver keeps no second book of its own. */
readonly books: ReadonlyMap<string, BookState>;
/** Append ONE venue-emitted ORDER event onto the session's single live bus (stamps `seq`, stripping
* any venue-local one), returning the stamped event. A `fill` is additionally queued to be fed back
* into the engine AFTER the sweep (the broker fills-after-sweep ordering — the venue acts, the engine
* reacts next). */
appendVenueEvent(ev: BusEvent | NewBusEvent): BusEvent;
}
/** What a {@link SessionCoreOptions.liveGate} factory returns — the injected Gate plus the two thin
* hooks the live progression needs the core's per-event pass to call. Every field but `gate` is
* optional; the sim path uses none of this. */
export interface LiveGateBinding {
/** The gate orders route through (the L0-clamped paper/live gate) — REPLACES the reference SimGate.
* Its `now` is pinned by the core each event exactly as `SimGate.now` is (RUNTIME §0). */
readonly gate: Gate & {
now: number;
};
/** Wrap the core's canonical series provider before the engine reads it — the paper path wraps it in
* the feed-death staleness gate so a plan cannot fire off a dead line. Absent ⇒ the bare provider. */
wrapSeriesProvider?(base: SeriesProvider): SeriesProvider;
/** Fold a venue fill into the driver's expected-position ledger (the reconciliation input), called
* per fill BEFORE it is fed back to the engine. */
onVenueFill?(fill: OrderEvent): void;
/** Run the engine sweep (+ the post-sweep venue-fill feedback) inside the driver's own error boundary
* — the paper path maps a wall's `ClampRefused`/`IbkrOrderRefused` throw into a typed session
* STAND_DOWN here. Absent ⇒ the sweep runs bare and any throw propagates. */
guardSweep?(apply: () => void): void;
}
/** What a {@link SessionCore} is constructed from — the pieces both the one-shot
* {@link runSimSession} and the stepped {@link import("./day.ts").runDaySession} agree on. */
export interface SessionCoreOptions {
readonly meta: MetaEvent;
readonly specs: readonly InstrumentSpec[];
readonly fillModel: FillModelName;
readonly rUsd: number;
readonly fairTauYears: FairTauProvider;
readonly makerFairParams?: EpisodeSigmoidParams;
/** The initial injected clock (the first bus event's `ts`). */
readonly firstTs: number;
/** The author's a57.14 experimental envelope, captured from the run's config (kestrel-5zl.6), stamped on
* the graded META at open. Absent for a config-less run (a NO-LLM Backtest / day session) ⇒ no envelope. */
readonly envelope?: ExperimentalEnvelope;
/** The FULL `ConfigId` of the run's config (`deriveConfigId(canonicalizeConfig(config))`, kestrel-5zl.6),
* stamped on the graded META alongside `envelope` (m9i.2 owner tweak — the seeded RUN identity feeding
* `SimRunId`). Supplied under the SAME condition as `envelope`; absent ⇒ no stamp. */
readonly configId?: string;
/** The **cell config axis** (`cellConfigId(config)` — the full ConfigId with the `fillSeed` REPLICATE axis
* stripped, kestrel-9gu.8.1 / ADR-0016 §3), stamped as `meta.cell_config_id`. Supplied ONLY when it DIVERGES
* from {@link configId} (the config carried a `fillSeed`); absent for a seedless run, whose cell axis equals
* `config_id` (so the graded bus stays byte-identical). The config axis the grid `cellOf` keys the cell on:
* seed-only replicates share it. */
readonly cellConfigId?: string;
/** The prior session's {@link SessionCarry} (the multi-session horizon design, kestrel-5zl.16). When present with non-empty
* `positions`, this session OPENS with that carried inventory seeded into the fill engine at its
* carry-mark basis (emitting an opening `place`+`fill` per lot). **Absent — or an `emptyCarry()` —
* seeds nothing, so every existing single-session caller (and a length-1 sequence) is byte-identical
* to today's flat open.** The standing-document re-arm is the driver's concern, not the core's. */
readonly openingCarry?: SessionCarry;
/** The SamplingConfig fill-realization seed (kestrel-9gu.8.1/.8.3, ADR-0016). Present ⇒ the fill engine
* draws CAUSAL sampled fills off a `fillSeed`-keyed per-episode substream; absent ⇒ the sampled channel is
* OFF (fail-closed — floor + expected only). Derived from the run's config via `fillSeedOf`. */
readonly fillSeed?: number;
/** The owner-recorded sampled-channel qualification claim (kestrel-9gu.8.6 → 9gu.12), derived from the
* run's config via `sampledQualificationOf`. Present ⇒ stamped on the graded META and judged by the
* headline gate. REFUSED LOUDLY (RUNTIME §8) when structurally contradictory: a claim on an unseeded run
* (nothing to qualify) or under an uncalibrated judge (never an uncalibrated headline). Absent — every
* run today — ⇒ the gate fails closed and strict-cross floor stays the headline (9gu.8 AC#7). */
readonly sampledQualification?: SampledQualificationClaim;
/** The complete regime-scope vocabulary of the tape (kestrel-ocyf), pre-scanned from the full bus by
* callers that hold it up front (`runSimSession` / `runSimulateSession`). Threaded to the engine so
* `armDocument` can issue the DEFINITIVE dead-on-arrival notice for a regime gate whose scope is
* never written on this tape (vs the conditional not-yet-written notice when the future is unknown). */
readonly tapeRegimeScopes?: readonly string[];
/** The clock-honest attestation input (ADR-0040 / kestrel-w7la.1): the driver passes `true` ONLY when
* the session ran clocked semantics AND the §4 data-floor verification held (it refuses at open
* otherwise, so a constructed core with this flag is an attested one). Stamped as the graded META's
* `clock_honest: true`; absent ⇒ latency-blind ⇒ no stamp, byte-identical META. */
readonly clockHonest?: true;
/** The LIVE-gate seam (OSS-ADR-0053): a factory that, given the wired core internals, returns the
* gate a NON-sim progression (paper/live) routes orders through, plus its venue-fill hooks. Present
* ONLY for the paper/live drivers; ABSENT for every sim/day/simulate caller — and when absent the
* core builds its reference SimGate over its own fill engine and its per-event pass is byte-identical
* to before (the sim corpus never sees this field). The factory is called ONCE at construction, after
* canonical state + the emitted stream exist. */
readonly liveGate?: (wiring: LiveGateWiring) => LiveGateBinding;
}
/**
* The sim runtime wired end to end — the ONE place the load-bearing per-event pass lives
* (RUNTIME §7). Owns the fill engine (the judge), the emitted stream (determinism substrate),
* the Gate, canonical market state, and the {@link PlanEngine}. Documents are armed
* incrementally ({@link SessionCore.arm}); {@link SessionCore.step} advances one bus event with
* **fills-before-sweep** ordering; {@link SessionCore.settle} cash-settles and drains. Both the
* one-shot driver and the stepped day runner drive the identical core, so their emitted streams —
* and therefore their determinism hashes — are produced by exactly the same code (no duplicated
* event loop to drift).
*/
export declare class SessionCore {
#private;
readonly meta: MetaEvent;
readonly emitted: EmittedStream;
readonly fill: SimFillEngine;
/** The instrument-keyed resting-order engine for SPOT/equity orders (ADR-0017,
* kestrel-20f.14) — the spot sibling of {@link fill}; the Gate routes an intent with no
* strike/right here. Idle (zero events, zero settle outcomes) on an options-only session. */
readonly spotFill: SpotFillEngine;
readonly gate: SimGate;
readonly engine: PlanEngine;
readonly state: CanonicalState;
readonly execSpec: InstrumentSpec;
readonly signalSpec: InstrumentSpec;
constructor(opts: SessionCoreOptions);
/** Arm one already-normalized document module (RUNTIME §5). Retained (in arm order) as the source
* of the GRADED bus's Instance identity (lineage = the authored name; version = plans_sha256). */
arm(mod: Module, opts?: {
synthesizedOrder?: boolean;
}): void;
/** Cancel a resting order by its real Gate ref on behalf of an agent `cancelOrder` (kestrel-5zl.5 / #3c).
* Pins the injected clock and routes through the engine so the engine dump (the wake snapshot's
* `resting[]` source) and the emitted bus (the ORDER `cancel`) stay consistent in the SAME snapshot —
* never one wake late. Returns whether a resting order was actually removed (fail-closed refuse on a
* ref that matches nothing currently resting). */
cancelOrder(ref: string, now: number): boolean;
/** FLATTEN an instrument on behalf of an agent `flatten` action (bd if0 / 75n). Pins the injected clock
* and routes through the engine, which — for every managing plan holding the instrument — cancels the
* plan's resting orders (neutralizing the rolling TP re-post) AND crosses a COVERED close through the
* SAME Gate a fired Plan uses (never-naked holds; SELL floored at intrinsic). The gate drains its ORDER
* cancel/place onto the emitted stream in the same step, so the wake snapshot's `resting[]` (engine dump)
* and `engineLog` (bus projection) agree within one snapshot. Returns the closed contracts + plans
* flattened (the driver's audit; a flat book returns `{0,0}` — a clean no-op). */
flatten(instrument: string, now: number): {
closedQty: number;
plansFlattened: number;
};
/** The judge-stamped opening META of this session's GRADED bus (ADR-0011 part B): the input header
* plus `fill_model` + `instance` + `fidelity`, self-describing the judge that produced these fills.
* A pure derivation of the session inputs (fill model, armed documents, mode) — known at open. */
get gradedMeta(): MetaEvent;
/** The canonical GRADED bus: the judge-stamped META (seq 0) + every emitted engine reaction (incl.
* the settle-outcome telemetry), re-stamped gap-free from 0 — the self-describing artifact a Blotter
* projector consumes, and the bus slice 1's enabling-property proof re-derives totals + support from. */
gradedBus(): BusEvent[];
/**
* Project this session's canonical GRADED bus into its {@link Blotter} (kestrel-a57.1 slice 2,
* ADR-0011). A pure projection of {@link gradedBus} — the Bus is the truth, the Blotter its
* regenerable projection (ADR-0010); no engine-state scrape. The existing {@link EpisodeReport}
* (see {@link buildReport}) and the CLI/Ledger stand UNCHANGED beside it — the report→Blotter
* unification is a later cleanup. Call at finalize (after {@link settle}), as the driver does.
*/
blotter(): Blotter;
/** Supersede the standing document set at `now` (RUNTIME §5, "document supersession"): de-arm
* un-fired plans, halt acquisition + cancel unfilled children, inventory + TP/EXIT ride. The
* caller {@link arm}s the replacement immediately after. */
supersede(now: number): void;
/** Emit a raw (seq-less) bus event onto the emitted stream — the day driver's CONTROL/WAKE
* handshake records (never ORDER; those come from the gate/fill engine). */
emit(ev: NewBusEvent): BusEvent;
/**
* Advance one bus event with the load-bearing ordering (RUNTIME §7): pin the clock, fold
* canonical state, then — on a BOOK event — reassess resting orders for fills (the market acts
* FIRST, fills fed back into the engine) BEFORE the engine sweep reacts to that same book.
*/
step(ev: BusEvent): void;
/** Cash-settle at the final exec spot (RUNTIME §6): held OPTION inventory → intrinsic; held
* SPOT inventory → mark-to-final-spot (ADR-0017 — no expiry, no intrinsic; the mark carries the
* kestrel-xwf as-of watermark, so a stale final print is flagged, never silently marked to);
* resting → $0. Threads the settle mark's provenance so the settle spot never grades without its
* as-of/staleness verdict (kestrel-xwf). Drains the expired-unfilled cancels + settle telemetry
* onto the emitted stream. Call once,
* after the last step.
*
* `opts.carry` (the multi-session horizon design, kestrel-5zl.16.3) — a NON-final session of a multi-session Instance —
* marks held OPTION inventory to close and lets it SURVIVE into {@link carriedInventory} (the emitted bus is
* byte-identical to an intrinsic settle; only the bus-silent carried hand-off differs). Absent / `false`
* — the final or a standalone session — is today's terminal intrinsic settle exactly (the position dies),
* so a length-1 sequence is byte-for-byte unchanged. SPOT inventory carry (the overnight equity swing) is
* NOT built yet (kestrel-20f.8): a carry settle that would strand a net spot position REFUSES loudly
* rather than silently terminal-marking it (fail-closed, RUNTIME §8); a flat/closed spot book carries fine.
*
* kestrel-xwf: the mark's provenance is threaded to the engine, which grades it fail-closed (stale =
* unstated as-of OR older than the declared threshold) and — when STALE — applies the closing
* put-call-parity candidate derived here from the last folded two-sided book of the exec symbol
* (the ANNOTATED recovery: `source: "parity"`, the book settles against the recovered spot) or
* honestly refuses (`source: "stale"`, mark-uncertain, the last mark retained). The unified
* `settle_mark` TELEMETRY record rides the graded bus whenever at least one order settled. */
settle(opts?: {
readonly carry?: boolean;
}): ReturnType<SimFillEngine["settle"]>;
/** The carry-mark lots a `settle({ carry: true })` marked-and-kept — this session's contribution to the
* next session's opening book (the multi-session horizon design). Empty after a final / intrinsic settle. */
carriedInventory(): readonly CarriedLot[];
/** The spot settle report (mark-to-final-spot, ADR-0017), after {@link settle}. Empty outcomes
* on an options-only session. */
get spotSettle(): SpotSettleReport | undefined;
/** The standing AUTHORED module at session end — the last authored View/Wake/Plan book (the carried
* standing document, re-armed fresh next session), or `undefined` if this session authored no book
* (synthesized one-shot orders do not count). */
get standingModule(): Module | undefined;
/** Every armed plan STATEMENT the core holds, in arm order (kestrel-wa0j.29) — the typed ASTs the sim
* driver captures the ENFORCED terms from for the `armed-plan` pane (the watcher's role-keyed percept:
* it manages plans whose document text it otherwise never sees). A read-only projection of the armed
* module set — it holds the SAME ASTs the engine armed, never a re-parse. */
get armedPlanStatements(): readonly PlanStatement[];
/** The resolved settle-mark provenance + verdict + annotated recovery (kestrel-xwf), available
* after {@link settle} (the engine's {@link SettleMark}, unchanged). */
get settleMark(): SettleMark | undefined;
/** Build the graded report (after {@link settle}). `busEventCount` and `busSha256` pin the
* input bus alongside the emitted-stream determinism hash (F6). */
buildReport(busEventCount: number, busSha256: string): EpisodeReport;
/** The latest folded option book per instrument — the chain a Frame renders. */
get books(): ReadonlyMap<string, BookState>;
/** The current injected clock (the last stepped event's `ts`, or `firstTs` before any step). */
get settleTs(): number;
}
export { requireMeta, resolveSpecs, specFromMeta };
/** The sha256 of the serialized input bus — pins WHAT a run was graded against (F6). */
export declare function busSha256Of(events: readonly BusEvent[]): string;
/** The tape's complete regime-scope vocabulary (kestrel-ocyf): every scope any REGIME event on the
* bus writes, de-duplicated. Callers holding the full bus pass this to the engine so `armDocument`
* can prove a regime gate dead on arrival (scope outside this set ⇒ it can never arm on this tape). */
export declare function tapeRegimeScopesOf(events: readonly BusEvent[]): string[];
/**
* Drive one `sim` session end to end and return its graded {@link EpisodeReport} (RUNTIME §7).
* Pure with respect to its inputs (given `events`, no I/O at all); with `busPath` it reads the
* bus once. If `out` is given, the report is also written there as pretty JSON. Fails closed on
* a missing META, an unknown fill model, or no instruments (RUNTIME §8). A thin driver over
* {@link SessionCore}: arm all documents up front, step every event, settle, build.
*/
export declare function runSimSession(opts: RunSimOptions): EpisodeReport;
/** Serialize + write a report to a path as pretty JSON (used by {@link runSimSession}'s `out`
* and the CLI). */
export declare function writeReport(path: string, report: EpisodeReport): void;
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