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23 changes: 5 additions & 18 deletions src/derivatives/derivativeExecutionService.ts
Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,10 @@ import { readdir } from "node:fs/promises";
import { homedir } from "node:os";
import { join } from "node:path";
import { z } from "zod";
import type { CanonicalEquityIntent } from "#src/equities/equityOrder.js";
import {
canonicalEquityIntentSchema,
type CanonicalEquityIntent,
} from "#src/equities/equityOrder.js";
import { canonicalForexIntentSchema, type CanonicalForexIntent } from "#src/forex/forexOrder.js";
import type { CanonicalSingleOptionIntent } from "#src/options/optionOrder.js";
import type { DerivativeDiscoveryClient } from "./derivativeDiscovery.js";
Expand Down Expand Up @@ -316,22 +319,6 @@ const operationSchema = z.strictObject({
createdAt: z.iso.datetime(),
latestTransitionAt: z.iso.datetime(),
}) as unknown as z.ZodType<OrderOperationView>;
const executionEquityIntentSchema = z.strictObject({
contract: z.strictObject({
conid: z.number().int().positive(),
assetClass: z.literal("STK"),
symbol: z.string().regex(/^[A-Z0-9][A-Z0-9 .-]{0,31}$/u),
exchange: z.literal("SMART"),
primaryExchange: z.string().min(1).max(32),
currency: z.literal("USD"),
}),
side: z.enum(["BUY", "SELL"]),
quantity: z.number().int().positive(),
tif: z.enum(["DAY", "GTC"]),
session: z.enum(["REGULAR", "OVERNIGHT"]),
orderType: z.literal("LMT"),
limit: z.number().positive(),
});
const executionOptionIntentSchema = z.strictObject({
contract: z.strictObject({
conid: z.number().int().positive(),
Expand Down Expand Up @@ -377,7 +364,7 @@ const submissionSchema = z.discriminatedUnion("operationKind", [
...submissionBaseSchema,
operationKind: z.literal("single"),
canonicalIntent: z.union([
executionEquityIntentSchema,
canonicalEquityIntentSchema,
canonicalForexIntentSchema,
executionOptionIntentSchema,
]),
Expand Down
33 changes: 33 additions & 0 deletions src/equities/equityOrder.ts
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
import { z } from "zod";
import type {
SingleOrderGateway,
SingleOrderPreviewResult,
Expand Down Expand Up @@ -31,3 +32,35 @@ export type EquityTradingDiagnostics = SingleOrderTradingDiagnostics;
export interface EquityGatewayClient extends SingleOrderGateway<CanonicalEquityIntent> {
resolveContract(symbol: string): Promise<EquityContract>;
}

const contractSchema = z.strictObject({
conid: z.number().int().positive(),
assetClass: z.literal("STK"),
symbol: z.string().regex(/^[A-Z0-9][A-Z0-9 .-]{0,31}$/),
exchange: z.literal("SMART"),
primaryExchange: z.string().min(1).max(32),
currency: z.literal("USD"),
});
const sharedIntentFields = {
contract: contractSchema,
side: z.enum(["BUY", "SELL"]),
quantity: z.number().int().positive(),
tif: z.enum(["DAY", "GTC"]),
session: z.enum(["REGULAR", "OVERNIGHT"]),
};
/** The one schema of a canonical equity intent: a LIMIT or a native STOP order. */
export const canonicalEquityIntentSchema: z.ZodType<CanonicalEquityIntent> = z.discriminatedUnion(
"orderType",
[
z.strictObject({
...sharedIntentFields,
orderType: z.literal("LMT"),
limit: z.number().positive(),
}),
z.strictObject({
...sharedIntentFields,
orderType: z.literal("STP"),
stopPrice: z.number().positive(),
}),
]
);
35 changes: 5 additions & 30 deletions src/equities/equityOrderService.ts
Original file line number Diff line number Diff line change
@@ -1,6 +1,5 @@
import { homedir } from "node:os";
import { join } from "node:path";
import { z } from "zod";
import type { SingleSubmissionRecord } from "#src/derivatives/derivativeExecutionService.js";
import {
FileSingleOrderPreviewStore,
Expand All @@ -16,7 +15,11 @@ import {
type SingleOrderSubmissionRecord,
type SingleOrderSubmissionStore,
} from "#src/orders/singleOrderWorkflow.js";
import type { CanonicalEquityIntent, EquityGatewayClient } from "./equityOrder.js";
import {
canonicalEquityIntentSchema,
type CanonicalEquityIntent,
type EquityGatewayClient,
} from "./equityOrder.js";

export type NormalizedEquityTerms =
| { readonly orderType: "LIMIT"; readonly limit: number }
Expand Down Expand Up @@ -88,34 +91,6 @@ export type EquitySubmissionDto = SingleOrderSubmissionDto<CanonicalEquityIntent
export type EquityPreviewStore = SingleOrderPreviewStore<CanonicalEquityIntent>;
export type EquitySubmissionStore = SingleOrderSubmissionStore<CanonicalEquityIntent>;

const contractSchema = z.strictObject({
conid: z.number().int().positive(),
assetClass: z.literal("STK"),
symbol: z.string().regex(/^[A-Z0-9][A-Z0-9 .-]{0,31}$/),
exchange: z.literal("SMART"),
primaryExchange: z.string().min(1).max(32),
currency: z.literal("USD"),
});
const sharedIntentFields = {
contract: contractSchema,
side: z.enum(["BUY", "SELL"]),
quantity: z.number().int().positive(),
tif: z.enum(["DAY", "GTC"]),
session: z.enum(["REGULAR", "OVERNIGHT"]),
};
export const canonicalEquityIntentSchema = z.discriminatedUnion("orderType", [
z.strictObject({
...sharedIntentFields,
orderType: z.literal("LMT"),
limit: z.number().positive(),
}),
z.strictObject({
...sharedIntentFields,
orderType: z.literal("STP"),
stopPrice: z.number().positive(),
}),
]);

export class InMemoryEquityPreviewStore extends InMemorySingleOrderPreviewStore<CanonicalEquityIntent> {}

export class InMemoryEquitySubmissionStore extends InMemorySingleOrderSubmissionStore<CanonicalEquityIntent> {}
Expand Down
22 changes: 22 additions & 0 deletions test/equities/equityOrderService.test.ts
Original file line number Diff line number Diff line change
Expand Up @@ -356,6 +356,28 @@ test("creating a preview prunes abandoned expired preview files", async () => {
}
});

test("the shared execution store persists an equity STOP submission", async () => {
const root = await mkdtemp(join(tmpdir(), "huskly-equity-stop-"));
try {
const gateway = new Gateway();
const submissions = new FileEquitySubmissionStore(root);
const value = service(gateway, new InMemoryEquityPreviewStore(), submissions).value;
const result = await preview(value, "STOP");
const submitted = await value.submit({
previewId: result.previewId,
operator: "operator-7",
confirm: true,
});
assert.equal(submitted.operation.operationId, "operation-1");
assert.equal(gateway.createCalls.length, 1);
const stored = await submissions.load(result.previewId);
assert.deepEqual(stored?.canonicalIntent, result.order);
assert.equal(stored.state, "operation_known");
} finally {
await rm(root, { recursive: true, force: true });
}
});

test("shared lifecycle storage indexes an equity operation for generic tools", async () => {
const root = await mkdtemp(join(tmpdir(), "huskly-equity-lifecycle-"));
try {
Expand Down
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