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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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/** * # validate/unknown-series — the ONE arm-time unknown-series case-variant refusal (kestrel-h0ax) * * The single, LIGHT home of the arm-time market-vocabulary integrity check (kestrel-mte / OSS-ADR-0045): * a trigger operand that names a CASE-VARIANT of a registered market fact (`HOD` for the scalar `hod`, * `VELOCITY` for the windowed `velocity`) resolves UNKNOWN forever — the plan would arm but never fire. * Because {@link SeriesRegistry.lookup} is EXACT-MATCH (OSS-ADR-0045; the 0.4.5 case-insensitive * forgiveness is reverted), the case-variant name has NO phonebook record, so this refuses it AS DATA at * arm — naming the offending token AND the intended market series — its healthy siblings still arm. * * ## Why this file exists (the mei bug: parse ≠ arm) * This check used to live in exactly ONE place — `PlanEngine.#unknownSeriesRejection` in * `src/engine/plans.ts` — reachable only by constructing the HEAVY {@link PlanEngine} (which drags the * fill engine, the gate, the bus). A parse-only `/validate` never saw it, so `parse(HOD…)` answered * `{valid:true}` and the same document then `422`'d at `/sim` (platform bead kestrel-markets-mei). This * module lifts the check onto a LIGHT dependency set — the lang AST + the {@link SeriesRegistry} * phonebook, with NO lake/feed/fill/session/bus/native dep — so a consumer (the hosted `/validate` * route) can run the SAME semantic gate a real arm runs WITHOUT standing up a session. * `PlanEngine.#unknownSeriesRejection` now DELEGATES here, so there is ONE implementation and the * light-path verdict is byte-identical to the arm verdict (never a third drifting copy). * * Pure and deterministic: it reads only the phonebook (never a live value), so a currently-DARK * registered series is never flagged (fail-closed on a value is the runtime's concern, not a NAME's); * document-order traversal; no clock, no RNG, no IO. */ import { assertNever } from "../lang/index.js"; /** Every bare {@link SeriesRef} operand a trigger references, collected recursively — the arm-time * input to the unknown-series integrity check (kestrel-mte). Mirrors `findMarkInTrigger`'s structural * walk: only `cmp`/`cross`/`event` carry operands; the compound/decorator nodes recurse into their * sub-triggers; `phase`/`time-window`/`fill` reference no named series. */ export function collectSeriesOperands(t, out) { switch (t.kind) { case "cmp": case "cross": if (t.left.kind === "series") out.push(t.left); if (t.right.kind === "series") out.push(t.right); return; case "event": { const of = t.of; if (of?.kind === "series") out.push(of); return; } case "break-hold": case "within": case "until": case "at": collectSeriesOperands(t.inner, out); return; case "nth": collectSeriesOperands(t.event, out); return; case "not": collectSeriesOperands(t.term, out); return; case "and": case "or": for (const term of t.terms) collectSeriesOperands(term, out); return; case "phase": case "time-window": case "fill": // A 0DTE time-stop references the clock / hold-duration, never a named series — no operand to collect. case "held-stop": case "clock-stop": return; default: return assertNever(t, "collectSeriesOperands"); } } /** * Arm-time unknown-series integrity (kestrel-mte / OSS-ADR-0045) as a PURE preview (no mutation, no * throw): the coded refusal a case-variant market-series trigger raises at arm — its DISPLAY `message` * and a concrete did-you-mean `repair` (the canonical lowercase series name) — or `null` when every * trigger operand resolves. * * The failure it catches: a trigger operand names a CASE-VARIANT of a registered market fact * (`VELOCITY` for the windowed `velocity`, `VWAP` for the scalar `vwap`). Because * {@link SeriesRegistry.lookup} is now EXACT-MATCH (OSS-ADR-0045; the 0.4.5 case-insensitive * forgiveness is reverted), that name has NO phonebook record, so the org/market split routes it to the * ORG side where it reads UNKNOWN forever: the plan would arm but never fire. The platform market * vocabulary is FROZEN and known at arm time (the shared phonebook), so this is STATICALLY knowable and * refused AS DATA. * * Scoped narrowly to a case-variant near-miss of a KNOWN market name (zero false positives — a genuine * org fact like `pnl` never case-matches a market name); a truly unknown bare name with no market * near-match stays an org path (org facts register implicitly / delegate to the book). */ export function unknownSeriesRejection(st, registry) { const triggers = []; if (st.when !== undefined) triggers.push(st.when); for (const c of st.clauses) if ("when" in c && c.when !== undefined) triggers.push(c.when); const refs = []; for (const t of triggers) collectSeriesOperands(t, refs); for (const ref of refs) { // Only a bare, un-selected single-segment name can be a market fact (windowed metrics carry // their window on the ref, not a segment selector — so they are checked too). if (ref.segments.length !== 1) continue; const seg = ref.segments[0]; if (seg === undefined || seg.selector !== undefined) continue; const name = seg.name; if (registry.lookup(name)?.kind === "market") continue; // an exact market fact — fine const canon = registry.lookup(name.toLowerCase()); if (canon?.kind === "market") { return { message: `arm: unknown series ${JSON.stringify(name)} in a trigger of plan ${JSON.stringify(st.name)} — ` + `no such series is registered. Did you mean the market series ${JSON.stringify(canon.name)}? ` + `Series names are case-sensitive and the platform market facts are lowercase — fix the name ` + `(fail-closed at arm, RUNTIME §8; a plan armed on an unknown series can never fire).`, repair: canon.name, }; } } return null; } /** * The whole-document unknown-series gate: the coded {@link ArmRefusal}s for every plan statement whose * trigger names a case-variant of a known market fact, in document order. Byte-identical to the * `unknown-series` refusals `PlanEngine.armDocument` returns on its {@link import("../protocol/index.ts").ArmReport} * (both call {@link unknownSeriesRejection}). Non-plan statements carry no arm trigger and are skipped. */ export function collectUnknownSeriesRefusals(mod, registry) { const refusals = []; for (const st of mod.statements) { if (st.kind !== "plan") continue; const rejection = unknownSeriesRejection(st, registry); if (rejection !== null) { refusals.push({ statement: st.name, code: "unknown-series", message: rejection.message, repair: rejection.repair }); } } return refusals; }