{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://github.com/fallblu/trading-engine/contracts/v16/journal.schema.json",
  "title": "Trading Engine v16 audit journal record",
  "type": "object",
  "additionalProperties": false,
  "required": [
    "contract_version",
    "engine_sequence",
    "event_id",
    "causation_ids",
    "run_id",
    "recorded_at",
    "event_type",
    "payload"
  ],
  "properties": {
    "contract_version": {
      "const": "16"
    },
    "engine_sequence": {
      "$ref": "#/$defs/sequence"
    },
    "event_id": {
      "$ref": "#/$defs/identifier"
    },
    "causation_ids": {
      "type": "array",
      "uniqueItems": true,
      "items": {
        "$ref": "#/$defs/identifier"
      }
    },
    "run_id": {
      "$ref": "#/$defs/identifier"
    },
    "recorded_at": {
      "$ref": "#/$defs/timestamp"
    },
    "event_type": {
      "enum": [
        "run_started",
        "initial_state",
        "market_slice_received",
        "target_portfolio_requested",
        "order_accepted",
        "order_rejected",
        "order_triggered",
        "order_cancelled",
        "split_applied",
        "cash_dividend_applied",
        "distribution_applied",
        "lifecycle_applied",
        "order_adjusted",
        "execution_price_selected",
        "fill_applied",
        "settlement_instruction_created",
        "settlement_completed",
        "settlement_failed",
        "fill_clipped",
        "borrow_fee_applied",
        "borrow_charge_applied",
        "borrow_recall_received",
        "cash_interest_applied",
        "margin_call",
        "margin_restored",
        "intent_rejected",
        "metric_emitted",
        "valuation",
        "run_completed"
      ]
    },
    "payload": {
      "type": "object"
    }
  },
  "allOf": [
    {
      "if": { "properties": { "event_type": { "const": "execution_price_selected" } } },
      "then": { "properties": { "payload": { "$ref": "#/$defs/executionPriceSelected" } } }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "run_started"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/runStarted"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "initial_state"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/initialState"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "market_slice_received"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/marketSlice"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "target_portfolio_requested"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/targetPortfolio"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "enum": [
              "order_accepted",
              "order_rejected",
              "order_triggered"
            ]
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/order"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "order_cancelled"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/orderCancelled"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "split_applied"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/splitApplied"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "cash_dividend_applied"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/dividendApplied"
          }
        }
      }
    },
    {
      "if": { "properties": { "event_type": { "const": "distribution_applied" } } },
      "then": { "properties": { "payload": { "$ref": "#/$defs/distributionApplied" } } }
    },
    {
      "if": { "properties": { "event_type": { "const": "lifecycle_applied" } } },
      "then": { "properties": { "payload": { "$ref": "#/$defs/lifecycleApplied" } } }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "order_adjusted"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/orderAdjusted"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "fill_applied"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/fill"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "enum": [
              "settlement_instruction_created",
              "settlement_completed",
              "settlement_failed"
            ]
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/settlementInstruction"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "fill_clipped"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/fillClipped"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "borrow_fee_applied"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/borrowFee"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "borrow_charge_applied"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/borrowCharge"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "borrow_recall_received"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/borrowRecall"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "cash_interest_applied"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/cashInterest"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "enum": [
              "margin_call",
              "margin_restored",
              "valuation"
            ]
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/valuation"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "intent_rejected"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/intentRejected"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "metric_emitted"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/metric"
          }
        }
      }
    },
    {
      "if": {
        "properties": {
          "event_type": {
            "const": "run_completed"
          }
        }
      },
      "then": {
        "properties": {
          "payload": {
            "$ref": "#/$defs/runCompleted"
          }
        }
      }
    }
  ],
  "$defs": {
    "identifier": {
      "type": "string",
      "minLength": 1,
      "pattern": "^[^\\s\\u0000-\\u001f\\u007f]+$"
    },
    "signedDecimal": {
      "type": "string",
      "pattern": "^(?:0|-?(?:0[.][0-9]{0,5}[1-9]|[1-9][0-9]*(?:[.][0-9]{0,5}[1-9])?))$"
    },
    "unsignedDecimal": {
      "type": "string",
      "pattern": "^(?:0|0[.][0-9]{0,5}[1-9]|[1-9][0-9]*(?:[.][0-9]{0,5}[1-9])?)$"
    },
    "positiveDecimal": {
      "type": "string",
      "pattern": "^(?:0[.][0-9]{0,5}[1-9]|[1-9][0-9]*(?:[.][0-9]{0,5}[1-9])?)$"
    },
    "sequence": {
      "type": "string",
      "pattern": "^[1-9][0-9]*$"
    },
    "nonnegativeSequence": {
      "type": "string",
      "pattern": "^(?:0|[1-9][0-9]*)$"
    },
    "timestamp": {
      "type": "string",
      "format": "date-time",
      "pattern": "^[0-9]{4}-[0-9]{2}-[0-9]{2}[Tt][0-9]{2}:[0-9]{2}:[0-5][0-9](?:[.][0-9]{1,6})?(?:[zZ]|[+-][0-9]{2}:[0-9]{2})$"
    },
    "runStarted": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "scenario_sha256",
        "execution_model"
      ],
      "properties": {
        "scenario_sha256": {
          "type": "string",
          "pattern": "^[0-9a-f]{64}$"
        },
        "execution_model": {
          "enum": ["completed_bar_v1", "completed_bar_next_open_v1", "completed_bar_adverse_touch_v1", "quote_trade_v1", "order_book_v1"]
        }
      }
    },
    "initialState": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "portfolio",
        "valuation"
      ],
      "properties": {
        "portfolio": {
          "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/initialPortfolio"
        },
        "valuation": {
          "$ref": "#/$defs/valuation"
        }
      }
    },
    "bar": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "instrument_id",
        "open",
        "high",
        "low",
        "close",
        "volume"
      ],
      "properties": {
        "instrument_id": {
          "$ref": "#/$defs/identifier"
        },
        "open": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "high": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "low": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "close": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "volume": {
          "oneOf": [
            {
              "type": "null"
            },
            {
              "$ref": "#/$defs/unsignedDecimal"
            }
          ]
        }
      }
    },
    "fxRate": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "currency",
        "rate"
      ],
      "properties": {
        "currency": {
          "$ref": "#/$defs/identifier"
        },
        "rate": {
          "$ref": "#/$defs/positiveDecimal"
        }
      }
    },
    "corporateAction": {
      "oneOf": [
        {
          "type": "object",
          "additionalProperties": false,
          "required": [
            "type",
            "action_id",
            "instrument_id",
            "numerator",
            "denominator"
          ],
          "properties": {
            "type": {
              "const": "split"
            },
            "action_id": {
              "$ref": "#/$defs/identifier"
            },
            "instrument_id": {
              "$ref": "#/$defs/identifier"
            },
            "numerator": {
              "$ref": "#/$defs/sequence"
            },
            "denominator": {
              "$ref": "#/$defs/sequence"
            }
          }
        },
        {
          "type": "object",
          "additionalProperties": false,
          "required": [
            "type",
            "action_id",
            "instrument_id",
            "amount_per_unit"
          ],
          "properties": {
            "type": {
              "const": "cash_dividend"
            },
            "action_id": {
              "$ref": "#/$defs/identifier"
            },
            "instrument_id": {
              "$ref": "#/$defs/identifier"
            },
            "amount_per_unit": {
              "$ref": "#/$defs/positiveDecimal"
            }
          }
        },
        {
          "type": "object",
          "additionalProperties": false,
          "required": ["type", "action_id", "instrument_id", "destination_instrument_id", "numerator", "denominator", "basis_allocation_bps", "fractional_policy"],
          "properties": {
            "type": { "enum": ["stock_dividend", "rights", "spin_off"] },
            "action_id": { "$ref": "#/$defs/identifier" },
            "instrument_id": { "$ref": "#/$defs/identifier" },
            "destination_instrument_id": { "$ref": "#/$defs/identifier" },
            "numerator": { "$ref": "#/$defs/sequence" },
            "denominator": { "$ref": "#/$defs/sequence" },
            "basis_allocation_bps": { "type": "integer", "minimum": 0, "maximum": 10000 },
            "fractional_policy": { "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/fractionalPolicy" }
          }
        }
      ]
    },
    "marketSlice": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "slice_sequence",
        "start_at",
        "end_at",
        "available_at",
        "received_at",
        "bars",
        "fx_rates",
        "corporate_actions",
        "borrow_observations",
        "cash_rate_observations",
        "settlement_failures",
        "lifecycle_events",
        "market_events",
        "order_book_events"
      ],
      "properties": {
        "slice_sequence": {
          "$ref": "#/$defs/sequence"
        },
        "start_at": {
          "$ref": "#/$defs/timestamp"
        },
        "end_at": {
          "$ref": "#/$defs/timestamp"
        },
        "available_at": {
          "$ref": "#/$defs/timestamp"
        },
        "received_at": {
          "$ref": "#/$defs/timestamp"
        },
        "bars": {
          "type": "array",
          "minItems": 1,
          "items": {
            "$ref": "#/$defs/bar"
          }
        },
        "fx_rates": {
          "type": "array",
          "minItems": 1,
          "items": {
            "$ref": "#/$defs/fxRate"
          }
        },
        "corporate_actions": {
          "type": "array",
          "items": {
            "$ref": "#/$defs/corporateAction"
          }
        },
        "borrow_observations": {
          "type": "array",
          "items": {
            "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/borrowObservation"
          }
        },
        "cash_rate_observations": {
          "type": "array",
          "items": {
            "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/cashRateObservation"
          }
        },
        "settlement_failures": {
          "type": "array",
          "items": {
            "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/settlementFailure"
          }
        },
        "lifecycle_events": {
          "type": "array",
          "items": {
            "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/lifecycleEvent"
          }
        },
        "market_events": {
          "type": "array",
          "items": {
            "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/marketEvent"
          }
        },
        "order_book_events": {
          "type": "array",
          "items": {
            "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/orderBookEvent"
          }
        }
      }
    },
    "settlementInstruction": {
      "type": "object",
      "additionalProperties": false,
      "required": ["instruction_id", "fill_id", "instrument_id", "currency", "cash_movement", "position_movement", "trade_date", "due_date", "status", "settled_at", "failed_at", "failure_reason"],
      "properties": {
        "instruction_id": { "$ref": "#/$defs/identifier" },
        "fill_id": { "$ref": "#/$defs/identifier" },
        "instrument_id": { "$ref": "#/$defs/identifier" },
        "currency": { "$ref": "#/$defs/identifier" },
        "cash_movement": { "$ref": "#/$defs/signedDecimal" },
        "position_movement": { "$ref": "#/$defs/signedDecimal" },
        "trade_date": { "type": "string", "format": "date", "pattern": "^[0-9]{4}-[0-9]{2}-[0-9]{2}$" },
        "due_date": { "type": "string", "format": "date", "pattern": "^[0-9]{4}-[0-9]{2}-[0-9]{2}$" },
        "status": { "enum": ["pending", "settled", "failed"] },
        "settled_at": { "oneOf": [{ "type": "null" }, { "$ref": "#/$defs/timestamp" }] },
        "failed_at": { "oneOf": [{ "type": "null" }, { "$ref": "#/$defs/timestamp" }] },
        "failure_reason": { "oneOf": [{ "type": "null" }, { "type": "string", "minLength": 1, "pattern": "^\\S(?:.*\\S)?$" }] }
      }
    },
    "targetPortfolio": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "basis",
        "targets"
      ],
      "properties": {
        "basis": {
          "enum": [
            "weights",
            "quantities"
          ]
        },
        "targets": {
          "type": "array",
          "minItems": 1,
          "items": {
            "type": "object",
            "additionalProperties": false,
            "required": [
              "instrument_id",
              "weight",
              "quantity",
              "reference_price"
            ],
            "properties": {
              "instrument_id": {
                "$ref": "#/$defs/identifier"
              },
              "weight": {
                "oneOf": [
                  {
                    "type": "null"
                  },
                  {
                    "$ref": "#/$defs/signedDecimal"
                  }
                ]
              },
              "quantity": {
                "$ref": "#/$defs/signedDecimal"
              },
              "reference_price": {
                "oneOf": [
                  {
                    "type": "null"
                  },
                  {
                    "$ref": "#/$defs/positiveDecimal"
                  }
                ]
              }
            }
          }
        }
      }
    },
    "order": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "order_id",
        "instrument_id",
        "side",
        "quantity",
        "order_kind",
        "trigger_price",
        "limit_price",
        "time_in_force",
        "venue_id",
        "calendar_id",
        "expires_at",
        "origin",
        "created_event_id",
        "updated_event_id",
        "created_sequence",
        "created_at",
        "eligible_after_slice_sequence",
        "triggered_at",
        "triggered_slice_sequence",
        "filled_quantity",
        "filled_notional",
        "status",
        "rejection_reason"
      ],
      "properties": {
        "order_id": {
          "$ref": "#/$defs/identifier"
        },
        "instrument_id": {
          "$ref": "#/$defs/identifier"
        },
        "side": {
          "enum": [
            "buy",
            "sell"
          ]
        },
        "quantity": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "order_kind": {
          "enum": [
            "market",
            "limit",
            "stop",
            "stop_limit"
          ]
        },
        "trigger_price": {
          "oneOf": [
            {
              "type": "null"
            },
            {
              "$ref": "#/$defs/positiveDecimal"
            }
          ]
        },
        "limit_price": {
          "oneOf": [
            {
              "type": "null"
            },
            {
              "$ref": "#/$defs/positiveDecimal"
            }
          ]
        },
        "time_in_force": {
          "enum": [
            "gtc",
            "ioc",
            "fok",
            "day",
            "gtd"
          ]
        },
        "venue_id": {
          "oneOf": [
            {
              "type": "null"
            },
            {
              "$ref": "#/$defs/identifier"
            }
          ]
        },
        "calendar_id": {
          "oneOf": [
            {
              "type": "null"
            },
            {
              "$ref": "#/$defs/identifier"
            }
          ]
        },
        "expires_at": {
          "oneOf": [
            {
              "type": "null"
            },
            {
              "$ref": "#/$defs/timestamp"
            }
          ]
        },
        "origin": {
          "enum": [
            "direct",
            "target_rebalance",
            "margin_liquidation",
            "borrow_recall",
            "instrument_halt",
            "instrument_terminal"
          ]
        },
        "created_event_id": {
          "$ref": "#/$defs/identifier"
        },
        "updated_event_id": {
          "$ref": "#/$defs/identifier"
        },
        "created_sequence": {
          "$ref": "#/$defs/sequence"
        },
        "created_at": {
          "$ref": "#/$defs/timestamp"
        },
        "eligible_after_slice_sequence": {
          "$ref": "#/$defs/nonnegativeSequence"
        },
        "triggered_at": {
          "oneOf": [
            {
              "type": "null"
            },
            {
              "$ref": "#/$defs/timestamp"
            }
          ]
        },
        "triggered_slice_sequence": {
          "oneOf": [
            {
              "type": "null"
            },
            {
              "$ref": "#/$defs/sequence"
            }
          ]
        },
        "filled_quantity": {
          "$ref": "#/$defs/unsignedDecimal"
        },
        "filled_notional": {
          "$ref": "#/$defs/unsignedDecimal"
        },
        "status": {
          "enum": [
            "working",
            "partially_filled",
            "filled",
            "cancelled",
            "rejected"
          ]
        },
        "rejection_reason": {
          "oneOf": [
            {
              "type": "null"
            },
            {
              "type": "string",
              "minLength": 1
            }
          ]
        }
      }
    },
    "orderCancelled": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "order",
        "reason"
      ],
      "properties": {
        "order": {
          "$ref": "#/$defs/order"
        },
        "reason": {
          "enum": [
            "strategy_requested",
            "target_replaced",
            "market_ioc",
            "immediate_or_cancel",
            "fill_or_kill",
            "day_expired",
            "gtd_expired",
            "margin_call",
            "borrow_recall"
          ]
        }
      }
    },
    "splitApplied": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "action",
        "previous_quantity",
        "adjusted_quantity"
      ],
      "properties": {
        "action": {
          "$ref": "#/$defs/corporateAction"
        },
        "previous_quantity": {
          "$ref": "#/$defs/signedDecimal"
        },
        "adjusted_quantity": {
          "$ref": "#/$defs/signedDecimal"
        }
      }
    },
    "dividendApplied": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "action",
        "quantity",
        "cash_amount"
      ],
      "properties": {
        "action": {
          "$ref": "#/$defs/corporateAction"
        },
        "quantity": {
          "$ref": "#/$defs/signedDecimal"
        },
        "cash_amount": {
          "$ref": "#/$defs/signedDecimal"
        }
      }
    },
    "distributionApplied": {
      "type": "object",
      "additionalProperties": false,
      "required": ["action", "source_quantity", "destination_quantity", "fractional_quantity", "allocated_basis", "fractional_basis", "cash_in_lieu"],
      "properties": {
        "action": { "$ref": "#/$defs/corporateAction" },
        "source_quantity": { "$ref": "#/$defs/signedDecimal" },
        "destination_quantity": { "$ref": "#/$defs/signedDecimal" },
        "fractional_quantity": { "$ref": "#/$defs/signedDecimal" },
        "allocated_basis": { "$ref": "#/$defs/signedDecimal" },
        "fractional_basis": { "$ref": "#/$defs/signedDecimal" },
        "cash_in_lieu": { "$ref": "#/$defs/signedDecimal" }
      }
    },
    "lifecycleApplied": {
      "type": "object",
      "additionalProperties": false,
      "required": ["lifecycle_event", "listing", "liquidated_quantity", "cash_amount"],
      "properties": {
        "lifecycle_event": { "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/lifecycleEvent" },
        "listing": {
          "type": "object",
          "additionalProperties": false,
          "required": ["instrument_id", "symbol", "status", "provider_mappings"],
          "properties": {
            "instrument_id": { "$ref": "#/$defs/identifier" },
            "symbol": { "$ref": "#/$defs/identifier" },
            "status": { "enum": ["tradable", "halted", "expired", "delisted"] },
            "provider_mappings": {
              "type": "array",
              "items": {
                "type": "object",
                "additionalProperties": false,
                "required": ["provider", "provider_instrument_id"],
                "properties": {
                  "provider": { "$ref": "#/$defs/identifier" },
                  "provider_instrument_id": { "$ref": "#/$defs/identifier" }
                }
              }
            }
          }
        },
        "liquidated_quantity": { "$ref": "#/$defs/signedDecimal" },
        "cash_amount": { "$ref": "#/$defs/signedDecimal" }
      }
    },
    "orderAdjusted": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "order",
        "action_id"
      ],
      "properties": {
        "order": {
          "$ref": "#/$defs/order"
        },
        "action_id": {
          "$ref": "#/$defs/identifier"
        }
      }
    },
    "executionPriceSelected": {
      "type": "object",
      "additionalProperties": false,
      "required": ["order_id", "instrument_id", "side", "reference_price", "spread_adjustment", "impact_adjustment", "final_price"],
      "properties": {
        "order_id": { "$ref": "#/$defs/identifier" },
        "instrument_id": { "$ref": "#/$defs/identifier" },
        "side": { "enum": ["buy", "sell"] },
        "reference_price": { "$ref": "#/$defs/positiveDecimal" },
        "spread_adjustment": { "$ref": "#/$defs/unsignedDecimal" },
        "impact_adjustment": { "$ref": "#/$defs/unsignedDecimal" },
        "final_price": { "$ref": "#/$defs/positiveDecimal" }
      }
    },
    "fill": {
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      "additionalProperties": false,
      "required": [
        "fill_id",
        "order_id",
        "instrument_id",
        "quote_currency",
        "side",
        "quantity",
        "price",
        "notional",
        "fee",
        "executed_at",
        "slice_sequence",
        "fee_components"
      ],
      "properties": {
        "fill_id": {
          "$ref": "#/$defs/identifier"
        },
        "order_id": {
          "$ref": "#/$defs/identifier"
        },
        "instrument_id": {
          "$ref": "#/$defs/identifier"
        },
        "quote_currency": {
          "$ref": "#/$defs/identifier"
        },
        "side": {
          "enum": [
            "buy",
            "sell"
          ]
        },
        "quantity": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "price": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "notional": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "fee": {
          "$ref": "#/$defs/signedDecimal"
        },
        "fee_components": {
          "type": "array",
          "items": {
            "$ref": "#/$defs/calculatedFeeComponent"
          }
        },
        "executed_at": {
          "$ref": "#/$defs/timestamp"
        },
        "slice_sequence": {
          "$ref": "#/$defs/sequence"
        }
      }
    },
    "calculatedFeeComponent": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "name",
        "kind",
        "currency",
        "amount",
        "quote_amount"
      ],
      "properties": {
        "name": {
          "$ref": "#/$defs/identifier"
        },
        "kind": {
          "enum": [
            "fixed",
            "notional_bps",
            "per_unit",
            "minimum_adjustment",
            "maximum_adjustment"
          ]
        },
        "currency": {
          "$ref": "#/$defs/identifier"
        },
        "amount": {
          "$ref": "#/$defs/signedDecimal"
        },
        "quote_amount": {
          "$ref": "#/$defs/signedDecimal"
        }
      }
    },
    "feeComponentAttribution": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "name",
        "kind",
        "currency",
        "amount",
        "quote_currency",
        "quote_amount",
        "base_amount"
      ],
      "properties": {
        "name": {
          "$ref": "#/$defs/identifier"
        },
        "kind": {
          "enum": [
            "fixed",
            "notional_bps",
            "per_unit",
            "minimum_adjustment",
            "maximum_adjustment"
          ]
        },
        "currency": {
          "$ref": "#/$defs/identifier"
        },
        "amount": {
          "$ref": "#/$defs/signedDecimal"
        },
        "quote_currency": {
          "$ref": "#/$defs/identifier"
        },
        "quote_amount": {
          "$ref": "#/$defs/signedDecimal"
        },
        "base_amount": {
          "$ref": "#/$defs/signedDecimal"
        }
      }
    },
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      "type": "object",
      "additionalProperties": false,
      "required": [
        "unit",
        "value"
      ],
      "properties": {
        "unit": {
          "const": "quantity"
        },
        "value": {
          "$ref": "#/$defs/positiveDecimal"
        }
      }
    },
    "moneyThreshold": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "unit",
        "value"
      ],
      "properties": {
        "unit": {
          "const": "money"
        },
        "value": {
          "$ref": "#/$defs/positiveDecimal"
        }
      }
    },
    "ratioThreshold": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "unit",
        "value"
      ],
      "properties": {
        "unit": {
          "const": "ratio"
        },
        "value": {
          "$ref": "#/$defs/positiveDecimal"
        }
      }
    },
    "basisPointsThreshold": {
      "type": "object",
      "additionalProperties": false,
      "required": [
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        "value"
      ],
      "properties": {
        "unit": {
          "const": "basis_points"
        },
        "value": {
          "type": "integer",
          "minimum": 1,
          "maximum": 10000
        }
      }
    },
    "instrumentQuantityThreshold": {
      "type": "object",
      "additionalProperties": false,
      "required": [
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        "unit",
        "value"
      ],
      "properties": {
        "instrument_id": {
          "$ref": "#/$defs/identifier"
        },
        "unit": {
          "const": "quantity"
        },
        "value": {
          "$ref": "#/$defs/positiveDecimal"
        }
      }
    },
    "instrumentMoneyThreshold": {
      "type": "object",
      "additionalProperties": false,
      "required": [
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        "unit",
        "value"
      ],
      "properties": {
        "instrument_id": {
          "$ref": "#/$defs/identifier"
        },
        "unit": {
          "const": "money"
        },
        "value": {
          "$ref": "#/$defs/positiveDecimal"
        }
      }
    },
    "currencyMoneyThreshold": {
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      "additionalProperties": false,
      "required": ["currency", "unit", "value"],
      "properties": {
        "currency": { "$ref": "#/$defs/identifier" },
        "unit": { "const": "money" },
        "value": { "$ref": "#/$defs/unsignedDecimal" }
      }
    },
    "settlementPositionThreshold": {
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      "additionalProperties": false,
      "required": ["instrument_id", "unit", "value"],
      "properties": {
        "instrument_id": { "$ref": "#/$defs/identifier" },
        "unit": { "const": "quantity" },
        "value": { "$ref": "#/$defs/unsignedDecimal" }
      }
    },
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      "additionalProperties": false,
      "required": [
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        "unit",
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          "$ref": "#/$defs/identifier"
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        "unit": {
          "const": "basis_points"
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          "type": "integer",
          "minimum": 1,
          "maximum": 10000
        }
      }
    },
    "instrumentShortingThreshold": {
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      "additionalProperties": false,
      "required": [
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      ],
      "properties": {
        "instrument_id": {
          "$ref": "#/$defs/identifier"
        },
        "value": {
          "const": false
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      }
    },
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      "additionalProperties": false,
      "required": [
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        "unit",
        "value"
      ],
      "properties": {
        "group_id": {
          "$ref": "#/$defs/identifier"
        },
        "unit": {
          "const": "money"
        },
        "value": {
          "$ref": "#/$defs/positiveDecimal"
        }
      }
    },
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      "additionalProperties": false,
      "required": [
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        "unit",
        "value"
      ],
      "properties": {
        "group_id": {
          "$ref": "#/$defs/identifier"
        },
        "unit": {
          "const": "ratio"
        },
        "value": {
          "$ref": "#/$defs/positiveDecimal"
        }
      }
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          "type": "object",
          "additionalProperties": false,
          "required": [
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            "policy",
            "threshold"
          ],
          "properties": {
            "version": {
              "const": "1"
            },
            "policy": {
              "const": "max_order_quantity"
            },
            "threshold": {
              "$ref": "#/$defs/quantityThreshold"
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          }
        },
        {
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          "additionalProperties": false,
          "required": [
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            "policy",
            "threshold"
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              "const": "1"
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            "policy": {
              "const": "max_long_position"
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              "$ref": "#/$defs/quantityThreshold"
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          }
        },
        {
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          "additionalProperties": false,
          "required": [
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            "policy",
            "threshold"
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              "const": "1"
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              "const": "max_short_position"
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              "$ref": "#/$defs/quantityThreshold"
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        },
        {
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          "additionalProperties": false,
          "required": [
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            "policy",
            "threshold"
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              "const": "1"
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              "const": "max_gross_exposure"
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              "$ref": "#/$defs/moneyThreshold"
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        },
        {
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            "policy",
            "threshold"
          ],
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              "const": "1"
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            "policy": {
              "const": "max_leverage"
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              "$ref": "#/$defs/ratioThreshold"
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        },
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          "additionalProperties": false,
          "required": [
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            "policy",
            "threshold"
          ],
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              "const": "1"
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            "policy": {
              "const": "initial_margin"
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            "threshold": {
              "$ref": "#/$defs/basisPointsThreshold"
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          }
        },
        {
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          "additionalProperties": false,
          "required": [
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              "const": "instrument_max_long_position"
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            "threshold": {
              "$ref": "#/$defs/instrumentQuantityThreshold"
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          }
        },
        {
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          "required": ["version", "policy", "threshold"],
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            "policy": { "const": "settlement_cash_buying_power" },
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          }
        },
        {
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          "additionalProperties": false,
          "required": ["version", "policy", "threshold"],
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            "policy": { "const": "settlement_position_availability" },
            "threshold": { "$ref": "#/$defs/settlementPositionThreshold" }
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        },
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            "policy",
            "threshold"
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              "const": "1"
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              "const": "instrument_max_short_position"
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              "$ref": "#/$defs/instrumentQuantityThreshold"
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          }
        },
        {
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            "policy",
            "threshold"
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              "const": "1"
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              "const": "instrument_max_notional_exposure"
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              "$ref": "#/$defs/instrumentMoneyThreshold"
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          }
        },
        {
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          "required": [
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            "policy",
            "threshold"
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              "const": "1"
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            "policy": {
              "const": "instrument_shorting_disabled"
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              "$ref": "#/$defs/instrumentShortingThreshold"
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        },
        {
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            "policy",
            "threshold"
          ],
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              "const": "1"
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            "policy": {
              "const": "instrument_borrow_availability"
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              "$ref": "#/$defs/instrumentQuantityThreshold"
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          }
        },
        {
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          "additionalProperties": false,
          "required": [
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            "policy",
            "threshold"
          ],
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              "const": "1"
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            "policy": {
              "const": "instrument_initial_margin"
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              "$ref": "#/$defs/instrumentBasisPointsThreshold"
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          }
        },
        {
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            "policy",
            "threshold"
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              "const": "1"
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              "const": "group_max_gross_exposure"
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              "$ref": "#/$defs/groupMoneyThreshold"
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          }
        },
        {
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            "policy",
            "threshold"
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              "const": "1"
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              "const": "group_max_long_exposure"
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              "$ref": "#/$defs/groupMoneyThreshold"
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        },
        {
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          "required": [
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            "policy",
            "threshold"
          ],
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              "const": "1"
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              "$ref": "#/$defs/groupMoneyThreshold"
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          }
        },
        {
          "type": "object",
          "additionalProperties": false,
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            "policy",
            "threshold"
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              "const": "1"
            },
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              "$ref": "#/$defs/groupMoneyThreshold"
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          }
        },
        {
          "type": "object",
          "additionalProperties": false,
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            "policy",
            "threshold"
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              "const": "1"
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            "policy": {
              "const": "group_max_concentration"
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              "$ref": "#/$defs/groupRatioThreshold"
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          }
        }
      ]
    },
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      "required": [
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        "order_id",
        "instrument_id",
        "proposed_quantity",
        "permitted_quantity",
        "price"
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        "order_id": {
          "$ref": "#/$defs/identifier"
        },
        "instrument_id": {
          "$ref": "#/$defs/identifier"
        },
        "proposed_quantity": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "permitted_quantity": {
          "$ref": "#/$defs/unsignedDecimal"
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        "price": {
          "$ref": "#/$defs/positiveDecimal"
        }
      }
    },
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        "quote_currency",
        "short_quantity",
        "reference_price",
        "borrow_bps",
        "period_start",
        "period_end",
        "fee"
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      "properties": {
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          "$ref": "#/$defs/identifier"
        },
        "quote_currency": {
          "$ref": "#/$defs/identifier"
        },
        "short_quantity": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "reference_price": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "borrow_bps": {
          "type": "integer",
          "minimum": 1,
          "maximum": 10000
        },
        "period_start": {
          "$ref": "#/$defs/timestamp"
        },
        "period_end": {
          "$ref": "#/$defs/timestamp"
        },
        "fee": {
          "$ref": "#/$defs/positiveDecimal"
        }
      }
    },
    "borrowCharge": {
      "type": "object",
      "additionalProperties": false,
      "required": [
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        "quote_currency",
        "short_quantity",
        "reference_price",
        "day_count",
        "compounding",
        "period_start",
        "period_end",
        "amount"
      ],
      "properties": {
        "observation": {
          "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/borrowObservation"
        },
        "quote_currency": {
          "$ref": "#/$defs/identifier"
        },
        "short_quantity": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "reference_price": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "day_count": {
          "enum": [
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            "actual_360"
          ]
        },
        "compounding": {
          "enum": [
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            "daily"
          ]
        },
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          "$ref": "#/$defs/timestamp"
        },
        "period_end": {
          "$ref": "#/$defs/timestamp"
        },
        "amount": {
          "$ref": "#/$defs/signedDecimal"
        }
      }
    },
    "borrowRecall": {
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      "additionalProperties": false,
      "required": [
        "observation",
        "short_quantity",
        "close_out_quantity"
      ],
      "properties": {
        "observation": {
          "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/borrowObservation"
        },
        "short_quantity": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "close_out_quantity": {
          "$ref": "#/$defs/unsignedDecimal"
        }
      }
    },
    "cashInterest": {
      "type": "object",
      "additionalProperties": false,
      "required": [
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        "opening_balance",
        "applied_rate_bps",
        "day_count",
        "compounding",
        "period_start",
        "period_end",
        "amount",
        "closing_balance"
      ],
      "properties": {
        "observation": {
          "$ref": "https://github.com/fallblu/trading-engine/contracts/v16/scenario.schema.json#/$defs/cashRateObservation"
        },
        "opening_balance": {
          "$ref": "#/$defs/signedDecimal"
        },
        "applied_rate_bps": {
          "type": "integer",
          "minimum": -1000000,
          "maximum": 1000000
        },
        "day_count": {
          "enum": [
            "actual_365",
            "actual_360"
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        },
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            "daily"
          ]
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        },
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          "$ref": "#/$defs/timestamp"
        },
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          "$ref": "#/$defs/signedDecimal"
        },
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          "$ref": "#/$defs/signedDecimal"
        }
      }
    },
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        "amount",
        "fx_rate",
        "base_value",
        "interest",
        "base_interest",
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        "unsettled_amount",
        "base_settled_value",
        "base_unsettled_value"
      ],
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        },
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        },
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        },
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          "$ref": "#/$defs/signedDecimal"
        },
        "interest": {
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        },
        "base_interest": {
          "$ref": "#/$defs/signedDecimal"
        },
        "settled_amount": {
          "$ref": "#/$defs/signedDecimal"
        },
        "unsettled_amount": {
          "$ref": "#/$defs/signedDecimal"
        },
        "base_settled_value": {
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        },
        "base_unsettled_value": {
          "$ref": "#/$defs/signedDecimal"
        }
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    },
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        "quantity",
        "settled_quantity",
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        "mark",
        "fx_rate",
        "market_value",
        "base_market_value",
        "cost_basis",
        "base_cost_basis",
        "realized_pnl",
        "base_realized_pnl",
        "unrealized_pnl",
        "base_unrealized_pnl",
        "dividend_pnl",
        "base_dividend_pnl",
        "execution_fees",
        "base_execution_fees",
        "borrow_fees",
        "base_borrow_fees",
        "total_fees",
        "base_total_fees",
        "execution_fee_components"
      ],
      "properties": {
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          "$ref": "#/$defs/identifier"
        },
        "quote_currency": {
          "$ref": "#/$defs/identifier"
        },
        "quantity": {
          "$ref": "#/$defs/signedDecimal"
        },
        "settled_quantity": {
          "$ref": "#/$defs/signedDecimal"
        },
        "unsettled_quantity": {
          "$ref": "#/$defs/signedDecimal"
        },
        "mark": {
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        },
        "fx_rate": {
          "$ref": "#/$defs/positiveDecimal"
        },
        "market_value": {
          "$ref": "#/$defs/signedDecimal"
        },
        "base_market_value": {
          "$ref": "#/$defs/signedDecimal"
        },
        "cost_basis": {
          "$ref": "#/$defs/signedDecimal"
        },
        "base_cost_basis": {
          "$ref": "#/$defs/signedDecimal"
        },
        "realized_pnl": {
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        },
        "base_realized_pnl": {
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        },
        "unrealized_pnl": {
          "$ref": "#/$defs/signedDecimal"
        },
        "base_unrealized_pnl": {
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        },
        "dividend_pnl": {
          "$ref": "#/$defs/signedDecimal"
        },
        "base_dividend_pnl": {
          "$ref": "#/$defs/signedDecimal"
        },
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          "$ref": "#/$defs/signedDecimal"
        },
        "base_execution_fees": {
          "$ref": "#/$defs/signedDecimal"
        },
        "borrow_fees": {
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        },
        "base_borrow_fees": {
          "$ref": "#/$defs/signedDecimal"
        },
        "total_fees": {
          "$ref": "#/$defs/signedDecimal"
        },
        "base_total_fees": {
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        },
        "execution_fee_components": {
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            "$ref": "#/$defs/feeComponentAttribution"
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        }
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    },
    "margin": {
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      "additionalProperties": false,
      "required": [
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        "maintenance_requirement",
        "initial_excess",
        "maintenance_excess",
        "margin_call"
      ],
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          "$ref": "#/$defs/unsignedDecimal"
        },
        "maintenance_requirement": {
          "$ref": "#/$defs/unsignedDecimal"
        },
        "initial_excess": {
          "$ref": "#/$defs/signedDecimal"
        },
        "maintenance_excess": {
          "$ref": "#/$defs/signedDecimal"
        },
        "margin_call": {
          "type": "boolean"
        }
      }
    },
    "groupExposure": {
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      "additionalProperties": false,
      "required": [
        "group_id",
        "gross_exposure",
        "net_exposure",
        "long_exposure",
        "short_exposure",
        "concentration"
      ],
      "properties": {
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        },
        "gross_exposure": {
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        },
        "net_exposure": {
          "$ref": "#/$defs/signedDecimal"
        },
        "long_exposure": {
          "$ref": "#/$defs/unsignedDecimal"
        },
        "short_exposure": {
          "$ref": "#/$defs/unsignedDecimal"
        },
        "concentration": {
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              "type": "null"
            },
            {
              "$ref": "#/$defs/signedDecimal"
            }
          ]
        }
      }
    },
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      "additionalProperties": false,
      "required": [
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        "cash",
        "settled_cash",
        "unsettled_cash",
        "net_market_value",
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        "short_market_value",
        "gross_exposure",
        "cost_basis",
        "realized_pnl",
        "unrealized_pnl",
        "equity",
        "dividend_pnl",
        "execution_fees",
        "borrow_fees",
        "cash_interest",
        "total_fees",
        "cash_balances",
        "positions",
        "margin",
        "group_exposures",
        "execution_fee_components"
      ],
      "properties": {
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          "$ref": "#/$defs/identifier"
        },
        "cash": {
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        },
        "settled_cash": {
          "$ref": "#/$defs/signedDecimal"
        },
        "unsettled_cash": {
          "$ref": "#/$defs/signedDecimal"
        },
        "net_market_value": {
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        },
        "long_market_value": {
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        },
        "short_market_value": {
          "$ref": "#/$defs/unsignedDecimal"
        },
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        },
        "cost_basis": {
          "$ref": "#/$defs/signedDecimal"
        },
        "realized_pnl": {
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        },
        "unrealized_pnl": {
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        },
        "equity": {
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        },
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        },
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          "$ref": "#/$defs/signedDecimal"
        },
        "borrow_fees": {
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        },
        "total_fees": {
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        },
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            "$ref": "#/$defs/cashAttribution"
          }
        },
        "positions": {
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          "items": {
            "$ref": "#/$defs/positionAttribution"
          }
        },
        "margin": {
          "$ref": "#/$defs/margin"
        },
        "group_exposures": {
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            "$ref": "#/$defs/groupExposure"
          }
        },
        "execution_fee_components": {
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        },
        "cash_interest": {
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        }
      }
    },
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      "additionalProperties": false,
      "required": [
        "reason"
      ],
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          "minLength": 1
        }
      }
    },
    "metric": {
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      "required": [
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        "value"
      ],
      "properties": {
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        "value": { "$ref": "#/$defs/metricValue" },
        "unit": { "type": "string", "minLength": 1, "maxLength": 64, "pattern": "^\\S(?:.*\\S)?$" },
        "dimensions": {
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          "maxProperties": 16,
          "propertyNames": { "minLength": 1, "maxLength": 64, "pattern": "^\\S(?:.*\\S)?$" },
          "additionalProperties": { "type": "string", "maxLength": 128 }
        },
        "aggregation": { "enum": ["last", "sum", "minimum", "maximum", "mean"] }
      },
      "allOf": [
        { "if": { "properties": { "value": { "properties": { "type": { "enum": ["string", "boolean"] } } } } }, "then": { "properties": { "aggregation": { "enum": ["last"] } } } }
      ]
    },
    "metricValue": {
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        { "type": "object", "additionalProperties": false, "required": ["type", "value"], "properties": { "type": { "const": "numeric" }, "value": { "type": "string", "pattern": "^(0|[1-9][0-9]*|-[1-9][0-9]*)(\\.[0-9]*[1-9])?$|^-0\\.[0-9]*[1-9]$" } } },
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        { "type": "object", "additionalProperties": false, "required": ["type", "value"], "properties": { "type": { "const": "boolean" }, "value": { "type": "boolean" } } }
      ]
    },
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        "valuation",
        "order_counts"
      ],
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        },
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        },
        "order_counts": {
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            "filled",
            "rejected",
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            },
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            },
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            },
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            }
          }
        }
      }
    }
  }
}