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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text/typescript
/**
* # frame/render-json — the `json` Rendering: a THIRD format adapter at the one-walk seam (ADR-0052 §2)
*
* The `json` Rendering materializes a {@link ./types.ts Kernel}/Frame into **typed, structural JSON**
* carrying every Field WHOLE — the machine-legible twin of the canonical text screen
* ({@link ./render.ts}) and the token-optimal ARM ({@link ./render-arm.ts}). Like both text adapters,
* the kernel goes through the ONE cockpit-kernel walk ({@link ./kernel-walk.ts walkKernel}): the
* {@link JsonKernelSink} is the third {@link ./kernel-walk.ts KernelSink}, visiting the SAME 8
* fixed-order sections in the SAME order, so a new/reordered kernel section lands in json from the
* single edit in `kernel-walk.ts`. This module NEVER touches canonical/ARM bytes — the renderer epoch
* corpus (canonical text + both ARMs) is unchanged; the json Rendering's byte contract is its own
* golden fixtures, not the epoch.
*
* ## The invariants this adapter lives inside (ADR-0052 §2, ADR-0009 — not up for grading)
* - **Fields cross WHOLE.** A {@link ./types.ts Field} (a predictor/regime {@link ./types.ts Claim})
* is emitted as `{ value, attribution, source?, modelVer?, confidence?, asOfSeq? }` — a `MODEL`
* Field keeps its receipt (`source` + `modelVer`) and `confidence`; an `OBS`/`CALC` value crosses as
* its raw typed value (it carries no receipt). Provenance is never invented: a raw kernel number
* (a health rate, a strike, an envelope) is NOT dressed up with a fabricated attribution.
* - **null Fields cross as explicit UNKNOWN.** An absent/`null`/non-finite value is carried as the
* explicit {@link UNKNOWN} marker — NEVER omitted, NEVER defaulted to `0`/`false`. This mirrors the
* canonical codebook (ADR-0041 §1: the `UNKNOWN` marker, never a bare `?`/omission); the whole
* point is that a reader can tell "unknown" from "absent" from "zero".
* - **Invents no value.** Every number/string is a field on the input; there is no layout to compute
* (json is structural), so a Rendering here never derives a value canonical draws (an axis bound, a
* column) — it carries the raw Fields, from which a consumer (the honest chart, ADR-0052 §3)
* computes its own view.
* - **Fail-closed honesty.** A dishonest `MODEL` claim (non-MODEL, or missing its receipt/confidence)
* is REFUSED at the seam ({@link ./types.ts assertClaimHonest}) exactly as the canonical adapter
* refuses it — a degraded claim is never serialized as if honest.
* - **Deterministic + byte-stable.** Serialization runs through the ONE canonical JSON module
* ({@link ../canonical/json.ts canonicalizeJson}: recursively ordered keys, kept array order, no
* trailing newline) — the SAME bytes the Bus/Blotter content-address, so the same Frame always
* yields byte-identical json. No wall clock, no RNG (RUNTIME §0).
*/
import { canonicalizeJson } from "../canonical/json.ts";
import { assertBriefHashHonest } from "./brief.ts";
import { assertClaimHonest } from "./types.ts";
import type {
Brief,
BriefingInput,
ChainRow,
Claim,
EngineAction,
Field,
InstrumentSpec,
Kernel,
LevelSet,
Mandate,
OwnerAct,
Position,
RestingOrder,
SizingHeadroom,
TapeRow,
VehicleHealth,
WakeDeltaInput,
WakeRef,
} from "./types.ts";
import {
bucketEngineLog,
walkKernel,
type BudgetEnvelopeArg,
type KernelSink,
} from "./kernel-walk.ts";
// ─────────────────────────────────────────────────────────────────────────────
// Explicit UNKNOWN — a null Field crosses the wire as an explicit marker, never omitted/defaulted
// ─────────────────────────────────────────────────────────────────────────────
/** The explicit unknown marker (ADR-0052 §2 / the ADR-0041 §1 codebook). An absent/`null`/non-finite
* value crosses the json wire as this literal — NEVER an omitted key (which reads as "absent") and
* NEVER a defaulted `0`/`false` (which reads as a real value). The one honest reading of a null Field. */
export const UNKNOWN = "UNKNOWN" as const;
export type JsonUnknown = typeof UNKNOWN;
/** A value that may be genuinely unavailable: the value, or the explicit {@link UNKNOWN} marker. */
export type Maybe<T> = T | JsonUnknown;
/** A number Field, or explicit UNKNOWN when absent/`null`/non-finite (never `0`, never omitted). */
function maybeNum(x: number | null | undefined): Maybe<number> {
return x === null || x === undefined || !Number.isFinite(x) ? UNKNOWN : x;
}
/** A string Field, or explicit UNKNOWN when absent/empty (never omitted). */
function maybeStr(s: string | null | undefined): Maybe<string> {
return s === null || s === undefined || s === "" ? UNKNOWN : s;
}
// ─────────────────────────────────────────────────────────────────────────────
// The typed json Rendering shapes (Fields carried WHOLE)
// ─────────────────────────────────────────────────────────────────────────────
/** A {@link ./types.ts Field} carried WHOLE — value + attribution, plus the `MODEL` receipt
* (`source` + `modelVer`) and `confidence` when present. A raw `OBS`/`CALC` value has no receipt. */
export interface FieldJson {
readonly value: number | string;
readonly attribution: Field["attribution"];
readonly source?: string;
readonly modelVer?: string;
readonly confidence?: number;
readonly asOfSeq?: number;
}
/** A predictor/regime claim carried WHOLE — its type + its honest `MODEL` {@link FieldJson}. */
export interface ClaimJson {
readonly claimType: Claim["claimType"];
readonly field: FieldJson;
}
export interface MandateJson {
readonly objective: string;
readonly rUsd: Maybe<number>;
readonly successCriterion: string;
readonly riskRule: string;
}
export interface BriefJson {
readonly text: string;
readonly hash: string;
readonly version?: string;
/** Labelled at the seam, exactly as the text adapters do: the Brief is directional English that can
* NEVER enter admission/narrowing (ADR-0026 hard guard) — a consumer must not read it as a constraint. */
readonly channel: "directional; NOT a constraint, NOT an admission input";
}
export interface WakeJson {
readonly reason: string;
readonly severity: WakeRef["severity"];
/** Minutes-to-close, a RELATIVE duration (date-blind); UNKNOWN when absent. Never a wall clock/date. */
readonly deadlineMinToClose: Maybe<number>;
}
export interface VehicleHealthJson {
readonly instrument: string;
readonly bidPresentRate: Maybe<number>;
readonly twoSided: boolean;
readonly staleS: Maybe<number>;
readonly dark: boolean;
}
export interface PositionJson {
readonly instrument: string;
/** An equity/spot leg carries NEITHER strike NOR right (ADR-0017) — both UNKNOWN; an option carries both. */
readonly strike: Maybe<number>;
readonly right: Maybe<Position["right"] & string>;
readonly qty: number;
readonly basis: Maybe<number>;
readonly unrealUsd: Maybe<number>;
readonly structure: Maybe<string>;
readonly claimOwner: Maybe<string>;
readonly plan: Maybe<string>;
}
export interface RestingJson {
readonly ref: string;
readonly side: RestingOrder["side"];
readonly instrument: string;
readonly strike: Maybe<number>;
readonly right: Maybe<RestingOrder["right"] & string>;
readonly qty: number;
readonly px: Maybe<number>;
readonly live: boolean;
readonly clamped: boolean;
readonly note: Maybe<string>;
}
export interface BudgetJson {
readonly remainingR: Maybe<number>;
readonly planEnvelope: Maybe<number>;
readonly bookEnvelope: Maybe<number>;
readonly ownerEnvelope: Maybe<number>;
}
export interface SizingJson {
readonly instrument: string;
readonly unit: SizingHeadroom["unit"];
readonly basisPerUnit: Maybe<number>;
readonly maxUnits: Maybe<number>;
readonly remainingUsd: Maybe<number>;
readonly note?: string;
}
export interface OwnerActJson {
readonly id: string;
readonly kind: string;
readonly asOfSeq: number;
}
/** The engine log bucketed exactly as the text adapters bucket it — the four fixed buckets in order
* plus a catch-all `other` (absent-not-hidden: a kind outside the closed union is surfaced, never dropped). */
export interface EngineActionJson {
readonly id: string;
readonly kind: string;
readonly asOfSeq: number;
readonly reason: Maybe<string>;
}
export interface EngineLogBucketJson {
readonly kind: string;
readonly count: number;
readonly actions: readonly EngineActionJson[];
}
export interface EngineLogJson {
readonly buckets: readonly EngineLogBucketJson[];
readonly other: readonly EngineActionJson[];
}
/** The cockpit kernel as typed JSON — the same 8 fixed-order sections the text adapters render, every
* section ALWAYS present (absent-not-hidden: an empty section is `[]`/explicit UNKNOWN, never omitted). */
export interface KernelJson {
readonly frame: "OPEN" | "WAKE";
readonly mandate: MandateJson | null;
readonly brief: BriefJson | null;
readonly wake: Maybe<WakeJson>;
readonly dataHealth: readonly VehicleHealthJson[];
readonly unavailable: readonly string[];
readonly positions: readonly PositionJson[];
readonly resting: readonly RestingJson[];
readonly budget: Maybe<BudgetJson>;
readonly sizing: Maybe<SizingJson>;
readonly ownerEnvelope: Maybe<number>;
readonly ownerActs: readonly OwnerActJson[];
readonly engineLog: EngineLogJson;
readonly claims: readonly ClaimJson[];
}
// ─────────────────────────────────────────────────────────────────────────────
// The json KernelSink — the THIRD adapter over the ONE walk (ADR-0052 §1/§2)
// ─────────────────────────────────────────────────────────────────────────────
const emptyEngineLog: EngineLogJson = { buckets: [], other: [] };
function fieldJson(f: Field): FieldJson {
const out: {
value: number | string;
attribution: Field["attribution"];
source?: string;
modelVer?: string;
confidence?: number;
asOfSeq?: number;
} = { value: f.value as number | string, attribution: f.attribution };
if (f.source !== undefined) out.source = f.source;
if (f.modelVer !== undefined) out.modelVer = f.modelVer;
if (f.confidence !== undefined) out.confidence = f.confidence;
if (f.asOfSeq !== undefined) out.asOfSeq = f.asOfSeq;
return out;
}
function engineActionsJson(items: readonly EngineAction[]): readonly EngineActionJson[] {
return items.map((e) => ({ id: e.id, kind: e.kind, asOfSeq: e.asofSeq, reason: maybeStr(e.reason) }));
}
/**
* The json {@link KernelSink} — {@link walkKernel}'s third adapter. It accumulates a typed
* {@link KernelJson}: the SAME 8 fixed-order sections, every section ALWAYS assigned (absent-not-hidden),
* Fields carried WHOLE, nulls as explicit {@link UNKNOWN}. Refuses a dishonest claim (fail-closed),
* exactly as the canonical sink does. PURE — no wall clock, no RNG.
*/
class JsonKernelSink implements KernelSink {
private frame: "OPEN" | "WAKE" = "OPEN";
private mandateJson: MandateJson | null = null;
private briefJson: BriefJson | null = null;
private wakeJson: Maybe<WakeJson> = UNKNOWN;
private dataHealthJson: readonly VehicleHealthJson[] = [];
private unavailableJson: readonly string[] = [];
private positionsJson: readonly PositionJson[] = [];
private restingJson: readonly RestingJson[] = [];
private budgetJson: Maybe<BudgetJson> = UNKNOWN;
private sizingJson: Maybe<SizingJson> = UNKNOWN;
private ownerEnvelopeJson: Maybe<number> = UNKNOWN;
private ownerActsJson: readonly OwnerActJson[] = [];
private engineLogJson: EngineLogJson = emptyEngineLog;
private claimsJson: readonly ClaimJson[] = [];
sentinel(frameKind: "OPEN" | "WAKE"): void {
this.frame = frameKind;
}
frameLine(): void {
// The frame kind rides {@link sentinel}; json folds it into the `frame` key (no separate line).
}
mandate(m: Mandate): void {
this.mandateJson = {
objective: m.objective,
rUsd: maybeNum(m.rUsd),
successCriterion: m.successCriterion,
riskRule: m.riskRule,
};
}
brief(b: Brief): void {
// Fail-closed (kestrel-voy9), exactly as the canonical sink does before emitting the hash: a
// supplied `{ text, hash }` whose hash disagrees with its text would attribute the WRONG thesis.
assertBriefHashHonest(b);
const out: BriefJson = {
text: b.text,
hash: b.hash,
channel: "directional; NOT a constraint, NOT an admission input",
...(b.version !== undefined ? { version: b.version } : {}),
};
this.briefJson = out;
}
// §1 WAKE — reason / severity / RELATIVE deadline (never a wall-clock/date).
wake(w: WakeRef | null | undefined): void {
this.wakeJson =
w === undefined || w === null
? UNKNOWN
: { reason: w.reason, severity: w.severity, deadlineMinToClose: maybeNum(w.deadline) };
}
// §2 DATA-HEALTH per vehicle + the NAMED unavailable capabilities (empty ⇒ [], never omitted).
dataHealth(rows: readonly VehicleHealth[], unavailable: readonly string[]): void {
this.dataHealthJson = rows.map((h) => ({
instrument: h.instrument,
bidPresentRate: maybeNum(h.bidPresentRate),
twoSided: h.twoSided === true,
staleS: maybeNum(h.staleS),
dark: h.dark === true,
}));
this.unavailableJson = [...unavailable];
}
// §3 POSITIONS / INVENTORY-CLAIMS — an equity/spot leg carries neither strike nor right (ADR-0017).
positions(positions: readonly Position[]): void {
this.positionsJson = positions.map((p) => ({
instrument: p.instrument,
strike: maybeNum(p.strike),
right: p.right === undefined || p.right === null ? UNKNOWN : p.right,
qty: p.qty,
basis: maybeNum(p.basis),
unrealUsd: maybeNum(p.unrealUsd),
structure: maybeStr(p.structure),
claimOwner: maybeStr(p.claimOwner),
plan: maybeStr(p.plan),
}));
}
// §4 RESTING ORDERS — live AND clamped as independent flags (a live flag never masks a clamp).
resting(resting: readonly RestingOrder[]): void {
this.restingJson = resting.map((o) => ({
ref: o.ref,
side: o.side,
instrument: o.instrument,
strike: maybeNum(o.strike),
right: o.right === undefined || o.right === null ? UNKNOWN : o.right,
qty: o.qty,
px: maybeNum(o.px),
live: o.live === true,
clamped: o.clamped === true,
note: maybeStr(o.note),
}));
}
// §5 BUDGET / REMAINING-R + the sizing headroom.
budget(b: BudgetEnvelopeArg): void {
if (b === undefined || b === null) {
this.budgetJson = UNKNOWN;
this.sizingJson = UNKNOWN;
return;
}
this.budgetJson = {
remainingR: maybeNum(b.remainingR),
planEnvelope: maybeNum(b.planEnvelope),
bookEnvelope: maybeNum(b.bookEnvelope),
ownerEnvelope: maybeNum(b.ownerEnvelope),
};
this.sizingJson = sizingJson(b.sizing);
}
// §6 OWNER ENVELOPE + ACTS — the envelope echo reads the same §5 budget.
ownerActs(b: BudgetEnvelopeArg, acts: readonly OwnerAct[]): void {
this.ownerEnvelopeJson = b !== undefined && b !== null ? maybeNum(b.ownerEnvelope) : UNKNOWN;
this.ownerActsJson = acts.map((a) => ({ id: a.id, kind: a.kind, asOfSeq: a.asofSeq }));
}
// §7 L0/L1 ENGINE LOG — bucketed fired | cancelled | rejected | clamped (+ catch-all `other`).
engineLog(elog: readonly EngineAction[]): void {
const { buckets, other } = bucketEngineLog(elog);
this.engineLogJson = {
buckets: buckets.map((b) => ({ kind: b.kind, count: b.items.length, actions: engineActionsJson(b.items) })),
other: engineActionsJson(other),
};
}
// §8 PREDICTOR / REGIME CLAIMS — each an HONEST MODEL Field carried WHOLE (fail-closed on a dishonest one).
claims(claims: readonly Claim[]): void {
this.claimsJson = claims.map((c) => {
assertClaimHonest(c); // fail-closed: a dishonest claim is REFUSED, never serialized as if honest.
return { claimType: c.claimType, field: fieldJson(c.field) };
});
}
result(): KernelJson {
return {
frame: this.frame,
mandate: this.mandateJson,
brief: this.briefJson,
wake: this.wakeJson,
dataHealth: this.dataHealthJson,
unavailable: this.unavailableJson,
positions: this.positionsJson,
resting: this.restingJson,
budget: this.budgetJson,
sizing: this.sizingJson,
ownerEnvelope: this.ownerEnvelopeJson,
ownerActs: this.ownerActsJson,
engineLog: this.engineLogJson,
claims: this.claimsJson,
};
}
}
function sizingJson(s: SizingHeadroom | null | undefined): Maybe<SizingJson> {
if (s === undefined || s === null) return UNKNOWN;
const out: SizingJson = {
instrument: s.instrument,
unit: s.unit,
basisPerUnit: maybeNum(s.basisPerUnit),
maxUnits: maybeNum(s.maxUnits),
remainingUsd: maybeNum(s.remainingUsd),
...(s.note !== undefined ? { note: s.note } : {}),
};
return out;
}
/**
* Materialize the cockpit kernel as typed {@link KernelJson} — the ONE walk ({@link walkKernel})
* driving the {@link JsonKernelSink}. This is the json Rendering at the walkKernel seam. PURE +
* deterministic; refuses a dishonest claim (fail-closed, {@link assertClaimHonest}).
*/
export function renderKernelJson(kernel: Kernel, frameKind: "OPEN" | "WAKE"): KernelJson {
const sink = new JsonKernelSink();
walkKernel(kernel, frameKind, sink);
return sink.result();
}
// ─────────────────────────────────────────────────────────────────────────────
// The market/instrument body — raw input Fields carried WHOLE (the honest-chart substrate, ADR-0052 §3)
// ─────────────────────────────────────────────────────────────────────────────
export interface InstrumentJson {
readonly symbol: string;
readonly assetClass: InstrumentSpec["assetClass"];
readonly role: Maybe<string>;
readonly multiplier: Maybe<number>;
readonly tick: Maybe<number>;
}
export interface LevelsJson {
readonly spot: Maybe<number>;
readonly priorClose: Maybe<number>;
readonly hod: Maybe<number>;
readonly lod: Maybe<number>;
readonly vwap: Maybe<number>;
readonly orHigh: Maybe<number>;
readonly orLow: Maybe<number>;
}
/** One tape bucket — OHLC carried WHOLE with its HH:MM ET clock (date-blind). The honest chart draws
* candles from THESE raw numbers; an UNKNOWN never becomes an interpolated candle (ADR-0052 §3). */
export interface TapeRowJson {
readonly clock: string;
readonly open: Maybe<number>;
readonly high: Maybe<number>;
readonly low: Maybe<number>;
readonly close: Maybe<number>;
readonly volume: Maybe<number>;
}
export interface ChainRowJson {
readonly strike: Maybe<number>;
readonly right: ChainRow["right"];
/** A `null` bid/ask side is DARK — carried as explicit UNKNOWN, never a fabricated price (ADR §4). */
readonly bid: Maybe<number>;
readonly ask: Maybe<number>;
readonly fair: Maybe<number>;
readonly fairNote: Maybe<string>;
}
export interface MarketJson {
readonly instrument: string;
readonly levels: LevelsJson;
readonly tapeBucketMin: Maybe<number>;
readonly tape: readonly TapeRowJson[];
readonly chainDte: Maybe<number>;
readonly chain: readonly ChainRowJson[];
}
function instrumentsJson(instruments: readonly InstrumentSpec[]): readonly InstrumentJson[] {
return instruments.map((i) => ({
symbol: i.symbol,
assetClass: i.assetClass,
role: maybeStr(i.role),
multiplier: maybeNum(i.multiplier),
tick: maybeNum(i.tick),
}));
}
function levelsJson(lv: LevelSet): LevelsJson {
return {
spot: maybeNum(lv.spot),
priorClose: maybeNum(lv.priorClose),
hod: maybeNum(lv.hod),
lod: maybeNum(lv.lod),
vwap: maybeNum(lv.vwap),
orHigh: maybeNum(lv.orHigh),
orLow: maybeNum(lv.orLow),
};
}
function tapeJson(rows: readonly TapeRow[]): readonly TapeRowJson[] {
return rows.map((r) => ({
clock: r.clock,
open: maybeNum(r.open),
high: maybeNum(r.high),
low: maybeNum(r.low),
close: maybeNum(r.close),
volume: maybeNum(r.volume),
}));
}
function chainJson(rows: readonly ChainRow[]): readonly ChainRowJson[] {
return rows.map((r) => ({
strike: maybeNum(r.strike),
right: r.right,
bid: maybeNum(r.bid),
ask: maybeNum(r.ask),
fair: maybeNum(r.fair),
fairNote: maybeStr(r.fairNote),
}));
}
function marketJson(market: BriefingInput["market"]): MarketJson {
return {
instrument: market.instrument,
levels: levelsJson(market.levels),
tapeBucketMin: maybeNum(market.tapeBucketMin),
tape: tapeJson(market.tape),
chainDte: maybeNum(market.chainDte),
chain: chainJson(market.chain),
};
}
// ─────────────────────────────────────────────────────────────────────────────
// The full Frame json Rendering — kernel (via the seam) + the raw market body + the header
// ─────────────────────────────────────────────────────────────────────────────
/** The OPEN keyframe as typed JSON. */
export interface BriefingJson {
readonly kind: "OPEN";
readonly timeToCloseMin: Maybe<number>;
readonly phase: Maybe<string>;
readonly clockET: Maybe<string>;
readonly kernel: KernelJson;
readonly instruments: readonly InstrumentJson[];
readonly market: MarketJson;
}
/** The WAKE delta frame as typed JSON. */
export interface WakeDeltaJson {
readonly kind: "WAKE";
readonly wakeIndex: number;
readonly minutesSinceLast: Maybe<number>;
readonly timeToCloseMin: Maybe<number>;
readonly phase: Maybe<string>;
readonly clockET: Maybe<string>;
readonly wakeReason: Maybe<string>;
readonly kernel: KernelJson;
readonly market: MarketJson;
}
export type FrameJson = BriefingJson | WakeDeltaJson;
/**
* Render the OPEN keyframe briefing as the typed json Rendering (ADR-0052 §2) — the kernel through
* the seam ({@link renderKernelJson}) plus the raw market/instrument Fields (the honest-chart
* substrate). Fields WHOLE, nulls explicit UNKNOWN, no value invented. Refuses a dishonest claim
* (fail-closed). PURE + deterministic.
*/
export function renderBriefingJson(input: BriefingInput): BriefingJson {
return {
kind: "OPEN",
timeToCloseMin: maybeNum(input.timeToCloseMin),
phase: maybeStr(input.phase),
clockET: maybeStr(input.clockET),
kernel: renderKernelJson(input.kernel, "OPEN"),
instruments: instrumentsJson(input.instruments),
market: marketJson(input.market),
};
}
/**
* Render a WAKE delta frame as the typed json Rendering (ADR-0052 §2). Structural, so it carries the
* full since-last kernel + market (json is NOT the KV-cache-optimized text delta path — a consumer
* diffs structurally). Fields WHOLE, nulls explicit UNKNOWN. Refuses a dishonest claim (fail-closed).
* PURE + deterministic.
*/
export function renderWakeDeltaJson(input: WakeDeltaInput): WakeDeltaJson {
return {
kind: "WAKE",
wakeIndex: input.wakeIndex,
minutesSinceLast: maybeNum(input.minutesSinceLast),
timeToCloseMin: maybeNum(input.timeToCloseMin),
phase: maybeStr(input.phase),
clockET: maybeStr(input.clockET),
wakeReason: maybeStr(input.wakeReason),
kernel: renderKernelJson(input.kernel, "WAKE"),
market: marketJson(input.market),
};
}
/**
* Serialize a json Rendering to its byte-stable canonical bytes — through the ONE canonical JSON
* module ({@link ../canonical/json.ts canonicalizeJson}: recursively ordered keys, kept array order,
* NO trailing newline), the SAME bytes the Bus/Blotter content-address. The same Frame always yields
* byte-identical text (determinism, RUNTIME §0). Deterministic + pure.
*/
export function serializeFrameJson(frame: FrameJson | KernelJson): string {
return canonicalizeJson(frame);
}