Implement smart money event bridge

packages/types/src/events.ts

@@ -135,6 +135,98 @@ export const FlowPacketSchema = EventMetaSchema.merge(
 
 export type FlowPacket = z.infer<typeof FlowPacketSchema>;
 
+export const SmartMoneyProfileIdSchema = z.enum([
+  "institutional_directional",
+  "retail_whale",
+  "event_driven",
+  "vol_seller",
+  "arbitrage",
+  "hedge_reactive"
+]);
+
+export type SmartMoneyProfileId = z.infer<typeof SmartMoneyProfileIdSchema>;
+
+export const SmartMoneyDirectionSchema = z.enum(["bullish", "bearish", "neutral", "mixed", "unknown"]);
+
+export type SmartMoneyDirection = z.infer<typeof SmartMoneyDirectionSchema>;
+
+export const SmartMoneyEventKindSchema = z.enum(["single_leg_event", "multi_leg_event"]);
+
+export type SmartMoneyEventKind = z.infer<typeof SmartMoneyEventKindSchema>;
+
+export const SmartMoneyConfidenceBandSchema = z.enum(["low", "medium", "high"]);
+
+export type SmartMoneyConfidenceBand = z.infer<typeof SmartMoneyConfidenceBandSchema>;
+
+export const SmartMoneyFeaturesSchema = z.object({
+  contract_count: z.number().int().nonnegative(),
+  print_count: z.number().int().nonnegative(),
+  total_size: z.number().nonnegative(),
+  total_premium: z.number().nonnegative(),
+  total_notional: z.number().nonnegative(),
+  start_ts: z.number().int().nonnegative(),
+  end_ts: z.number().int().nonnegative(),
+  window_ms: z.number().int().nonnegative(),
+  option_contract_id: z.string().min(1).optional(),
+  option_type: z.enum(["C", "P"]).optional(),
+  dte_days: z.number().nonnegative().nullable(),
+  moneyness: z.number().nullable(),
+  atm_proximity: z.number().nullable(),
+  aggressor_buy_ratio: z.number().min(0).max(1),
+  aggressor_sell_ratio: z.number().min(0).max(1),
+  aggressor_ratio: z.number().min(0).max(1),
+  nbbo_coverage_ratio: z.number().min(0).max(1),
+  nbbo_inside_ratio: z.number().min(0).max(1),
+  nbbo_stale_ratio: z.number().min(0).max(1),
+  quote_age_ms: z.number().nonnegative().nullable(),
+  venue_count: z.number().int().nonnegative(),
+  inter_fill_ms_mean: z.number().nonnegative().nullable(),
+  strike_count: z.number().int().nonnegative(),
+  strike_concentration: z.number().min(0).max(1),
+  structure_type: z.string().optional(),
+  structure_legs: z.number().int().nonnegative(),
+  same_size_leg_symmetry: z.number().min(0).max(1),
+  net_directional_bias: z.number().min(-1).max(1),
+  synthetic_iv_shock: z.number().nullable(),
+  spread_widening: z.number().nullable(),
+  underlying_move_bps: z.number().nullable(),
+  days_to_event: z.number().nullable(),
+  expiry_after_event: z.boolean().nullable(),
+  pre_event_concentration: z.number().min(0).max(1).nullable(),
+  special_print_ratio: z.number().min(0).max(1)
+});
+
+export type SmartMoneyFeatures = z.infer<typeof SmartMoneyFeaturesSchema>;
+
+export const SmartMoneyProfileScoreSchema = z.object({
+  profile_id: SmartMoneyProfileIdSchema,
+  probability: z.number().min(0).max(1),
+  confidence_band: SmartMoneyConfidenceBandSchema,
+  direction: SmartMoneyDirectionSchema,
+  reasons: z.array(z.string().min(1))
+});
+
+export type SmartMoneyProfileScore = z.infer<typeof SmartMoneyProfileScoreSchema>;
+
+export const SmartMoneyEventSchema = EventMetaSchema.merge(
+  z.object({
+    event_id: z.string().min(1),
+    packet_ids: z.array(z.string().min(1)),
+    member_print_ids: z.array(z.string().min(1)),
+    underlying_id: z.string().min(1),
+    event_kind: SmartMoneyEventKindSchema,
+    event_window_ms: z.number().int().nonnegative(),
+    features: SmartMoneyFeaturesSchema,
+    profile_scores: z.array(SmartMoneyProfileScoreSchema),
+    primary_profile_id: SmartMoneyProfileIdSchema.nullable(),
+    primary_direction: SmartMoneyDirectionSchema,
+    abstained: z.boolean(),
+    suppressed_reasons: z.array(z.string().min(1))
+  })
+);
+
+export type SmartMoneyEvent = z.infer<typeof SmartMoneyEventSchema>;
+
 export const ClassifierHitSchema = z.object({
   classifier_id: z.string().min(1),
   confidence: z.number().min(0).max(1),
@@ -153,7 +245,9 @@ export const AlertEventSchema = EventMetaSchema.merge(
     score: z.number(),
     severity: z.string().min(1),
     hits: z.array(ClassifierHitSchema),
-    evidence_refs: z.array(z.string().min(1))
+    evidence_refs: z.array(z.string().min(1)),
+    primary_profile_id: SmartMoneyProfileIdSchema.optional(),
+    profile_scores: z.array(SmartMoneyProfileScoreSchema).optional()
   })
 );
 

packages/types/src/live.ts

@@ -9,7 +9,8 @@ import {
   FlowPacketSchema,
   InferredDarkEventSchema,
   OptionNBBOSchema,
-  OptionPrintSchema
+  OptionPrintSchema,
+  SmartMoneyEventSchema
 } from "./events";
 import {
   OptionFlowFiltersSchema,
@@ -30,6 +31,7 @@ export const LiveGenericChannelSchema = z.enum([
   "equity-quotes",
   "equity-joins",
   "flow",
+  "smart-money",
   "classifier-hits",
   "alerts",
   "inferred-dark"
@@ -42,6 +44,7 @@ export const LiveChannelSchema = z.enum([
   "equity-quotes",
   "equity-joins",
   "flow",
+  "smart-money",
   "classifier-hits",
   "alerts",
   "inferred-dark",
@@ -63,6 +66,9 @@ export const LiveSubscriptionSchema = z.discriminatedUnion("channel", [
     channel: z.literal("flow"),
     filters: OptionFlowFiltersSchema.optional()
   }),
+  z.object({
+    channel: z.literal("smart-money")
+  }),
   z.object({
     channel: z.enum(["nbbo", "equity-quotes", "equity-joins", "classifier-hits", "alerts", "inferred-dark"])
   }),
@@ -90,6 +96,7 @@ const livePayloadSchemas = {
   "equity-quotes": EquityQuoteSchema,
   "equity-joins": EquityPrintJoinSchema,
   flow: FlowPacketSchema,
+  "smart-money": SmartMoneyEventSchema,
   "classifier-hits": ClassifierHitEventSchema,
   alerts: AlertEventSchema,
   "inferred-dark": InferredDarkEventSchema,