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Proposed exchange draft; awaiting Alex's agreement

These JSON Schemas are a small W1 negotiation draft. They are not a released contract, not used by the local coordinator, and do not alter traderx.eod-bundle.v1 or traderx.mock-result.v1. The coordinator currently accepts only the local transport mock. Alex's HTTP/GCS adapter is not implemented. No fixture in this directory claims a measured engine result.

The request pins portfolio manifest bytes separately from the existing bundle-body identity, a market package, reference data, valuation time and a computation profile. Profile contents must be immutable and define the model/settings. The result echoes those identities, returns original source identities and reports NPV/rate-sensitivity coverage separately. This narrow draft fixes usableForRisk=false while the joint implementation and financial validation are unapproved.

Before release, both sides must agree:

  • Versioned normalized instrument terms, unit conversions and the Treasury/SOFR supported subsets.
  • Immutable market/reference package schemas and how their IDs relate to their bytes.
  • Signed NPV conventions and rateSensitivity.method values: AD first-order estimate versus bumped revaluation; numeric bump, curve and optional pillar must be supplied for an available sensitivity.
  • Job-level status derived from per-calculation status and the selected coverage policy. Coverage counts must sum to requested, and every source row must occur exactly once with matching identity.
  • Failure envelopes for requests rejected before rows are available; calibration diagnostics and model-specific metadata; extension to gamma, theta, vega, scenarios and aggregate results.
  • Financial acceptance gates before introducing any result eligible for risk decisions.

JSON Schema checks structure only. Cross-artifact identity, hashes, unique item mappings, arithmetic coverage, supported financial terms and calculation semantics need adapter validation. Do not infer these guarantees from a schema-valid document.

Synthetic source fixtures are in generation/runtime-overrides/eod-risk-bundles/tests/fixtures/exchange/ (relative to the state pack). They use the exported CSV shapes but were constructed locally, not captured from a running exporter. They contain an equity, zero-coupon Treasury bill and SOFR swap. The bill's coupon-schedule and accrued-interest fields are empty, matching the zero-coupon exporter contract. All three remain NOT_PRICED under the current mock. SOFR refusal and actual NPV/Greek fixtures belong to the agreed pricing adapter, not to this mock.

Validation and examples​

Run the development-only validator suite from quickstart section 8. The pinned jsonschema package includes format-checking extras. Both meta-schemas and positive/negative examples are exercised. examples/ contains hand-authored shape illustrations, not engine outputs: values are synthetic, all hashes are placeholders, paths do not resolve, and usableForRisk remains false.