spb/sp-wallet

1{2  "$schema": "https://json-schema.org/draft/2020-12/schema",3  "$id": "https://sp-wallet.local/schema/signal-input-v2.schema.json",4  "title": "Input of python -m spq.signal --contract 2 (perpetual-futures strategy)",5  "description": "The version-1 input (signal-input.schema.json) plus funding, and optionally mark and index, for the perpetuals of the universe. Nothing dated after the last candle's bar-open time may be present: such a value does not exist yet at the decision and the runner refuses the input.",6  "type": "object",7  "required": [8    "candles",9    "funding"10  ],11  "properties": {12    "candles": {13      "type": "object",14      "description": "exactly the symbols of META['universe'] (spot legs '<SYMBOL>.SPOT' included); closed bars, oldest first, [ts, open, high, low, close, volume]",15      "minProperties": 1,16      "additionalProperties": {17        "type": "array",18        "minItems": 1,19        "items": {20          "type": "array",21          "prefixItems": [22            {23              "type": [24                "string",25                "number"26              ],27              "description": "bar-open time: ISO 8601 UTC or epoch seconds"28            },29            {30              "type": "number"31            },32            {33              "type": "number"34            },35            {36              "type": "number"37            },38            {39              "type": "number"40            },41            {42              "type": "number"43            }44          ],45          "minItems": 6,46          "maxItems": 647        }48      }49    },50    "funding": {51      "type": "object",52      "description": "exactly the perpetuals of META['universe']; hourly settlements, oldest first: [ts, rate] or [ts, rate, premium]. ts = settlement time (within 60 s of the hour), rate = fraction of notional that longs paid at that settlement (negative: shorts paid). A settlement is attached to the bar that opens at its hour.",53      "minProperties": 1,54      "additionalProperties": {55        "type": "array",56        "minItems": 1,57        "items": {58          "type": "array",59          "prefixItems": [60            {61              "type": [62                "string",63                "number"64              ]65            },66            {67              "type": "number"68            },69            {70              "type": "number"71            }72          ],73          "minItems": 2,74          "maxItems": 375        }76      }77    },78    "mark": {79      "$ref": "#/$defs/price_series",80      "description": "optional, perpetuals only: [ts, mark price] on bar-open times of the candles"81    },82    "index": {83      "$ref": "#/$defs/price_series",84      "description": "optional, perpetuals only: [ts, index / oracle price] on bar-open times of the candles"85    },86    "as_of": {87      "type": "string",88      "format": "date-time",89      "description": "optional; must equal the bar-open time of the last bar supplied"90    },91    "interval": {92      "type": "string",93      "description": "optional; must equal META['interval']"94    }95  },96  "additionalProperties": false,97  "$defs": {98    "price_series": {99      "type": "object",100      "minProperties": 1,101      "additionalProperties": {102        "type": "array",103        "minItems": 1,104        "items": {105          "type": "array",106          "prefixItems": [107            {108              "type": [109                "string",110                "number"111              ]112            },113            {114              "type": "number",115              "exclusiveMinimum": 0116            }117          ],118          "minItems": 2,119          "maxItems": 2120        }121      }122    }123  }124}125