jekins.ts

interface ObjectConstructor {
  keys<T>(o: T): ObjectKeys<T>
}

type ObjectKeys<T> =
  T extends object ? (keyof T)[] :
    T extends number ? [] :
      T extends Array<any> | string ? string[] :
        never;

const tn = <const>{
  color: {
    blue: 'blue',
    red: 'red'
  },
  size: {
    small: 'small'
  }
};

type TransformedProps<N extends string, T extends Record<string, any>> = T extends { [P in keyof T]: T[P] }
  ? { [P in keyof T]: `${N}=${T[P]}` }
  : never;

type Transformed<T extends Record<string, any>> = T extends { [P in keyof T]: T[P] }
  ? { [P in keyof T]: TransformedProps<P & string, T[P]> }
  : never;

function transform<T extends Record<string, Record<string, string>>> (params: T) {
  const props = {} as any;

  Object.keys(params).forEach(tnKey => {
    const tnValue = params[tnKey];
    const values = {} as any;

    Object.keys(tnValue).forEach(value => {
      values[value] = `${tnKey}=${value}`;
    });

    props[tnKey] = values;
  });

  return props as Transformed<T>;
}

const result = transform(tn);

console.log(result.color.blue);