@polyester/sdk 0.4.0 → 0.4.2

package/dist/services/market-data/market-data.js

@@ -1,4 +1,4 @@
-import { parse, validation_exports } from "../../shared/validation.js";
+import { parse } from "../../shared/validation.js";
 import { toConnectCallOptions } from "../../shared/request-options.js";
 import { publicationHandlerErrorContext } from "../../shared/subscription-errors.js";
 import { MarketDataService as MarketDataService$1, MarketTradeSchema } from "../../gen/marketdata/v1/marketdata_pb.js";
@@ -6,6 +6,7 @@ import { createReadyGate } from "../../shared/decimal-surface.js";
 import { GetMarketTradesInputSchema, SpotConfigSchema, createMarketTradeSchema } from "./market-data.schemas.js";
 import { isDev } from "../../utils/is-dev.js";
 import { createClient } from "@connectrpc/connect";
+import * as v from "valibot";
 //#region src/services/market-data/market-data.ts
 /**
 * Exposes public spot trades, spot configuration, and live trade streams.
@@ -29,7 +30,7 @@ var MarketDataService = class {
 		const validatedInput = parse(GetMarketTradesInputSchema, input);
 		const res = await this.#client.getTrades(validatedInput, toConnectCallOptions(options));
 		return {
-			trades: parse(validation_exports.array(this.#marketTradeSchema), res.trades),
+			trades: parse(v.array(this.#marketTradeSchema), res.trades),
 			nextPageToken: res.nextPageToken
 		};
 	}
@@ -48,7 +49,7 @@ var MarketDataService = class {
 	* Subscribes to public trade prints on public:spot:market:trades:{symbolId}:proto for the requested symbol and emits parsed market trades.
 	*/
 	subscribeTrades(input) {
-		const channel = `public:spot:market:trades:${parse(validation_exports.pipe(validation_exports.number(), validation_exports.integer(), validation_exports.gtValue(0)), input.symbolId)}:proto`;
+		const channel = `public:spot:market:trades:${parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId)}:proto`;
 		const notifyError = (error) => {
 			if (isDev()) console.error("Market trades subscription error", error);
 			input.onError?.(error);

package/dist/services/market-data/market-data.js.map

@@ -1 +1 @@
-{"version":3,"file":"market-data.js","names":["#client","Proto.MarketDataService","#realtime","#scales","#marketTradeSchema","v.parse","v","Proto.MarketTradeSchema"],"sources":["../../../src/services/market-data/market-data.ts"],"sourcesContent":["import * as Proto from \"../../gen/marketdata/v1/marketdata_pb.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport {\n    publicationHandlerErrorContext,\n    type SdkSubscriptionErrorContext,\n} from \"../../shared/subscription-errors.js\";\nimport * as v from \"../../shared/validation.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport {\n    toConnectCallOptions,\n    type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport { createReadyGate, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport {\n    GetMarketTradesInputSchema,\n    createMarketTradeSchema,\n    type GetMarketTradesInput,\n    type SpotConfig,\n    SpotConfigSchema,\n    type MarketTrade,\n} from \"./market-data.schemas.js\";\nimport { isDev } from \"../../utils/is-dev.js\";\n\ninterface SubscribeTradesInput extends BaseSubscribeInput<MarketTrade> {\n    symbolId: number;\n}\n\n/**\n * Exposes public spot trades, spot configuration, and live trade streams.\n */\nexport class MarketDataService {\n    #client: Client<typeof Proto.MarketDataService>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n    #marketTradeSchema: ReturnType<typeof createMarketTradeSchema>;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(Proto.MarketDataService, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n        this.#marketTradeSchema = createMarketTradeSchema(scales);\n    }\n\n    /**\n     * Returns recent public trades for one spot market, ordered newest-first by execution timestamp with match id as a tie-breaker. Supports limit, time bounds, side filtering, and match-id pagination.\n     */\n    async listTrades(\n        input: GetMarketTradesInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<{ trades: MarketTrade[]; nextPageToken: string }> {\n        await this.#scales.ready();\n        const validatedInput = v.parse(GetMarketTradesInputSchema, input);\n        const res = await this.#client.getTrades(validatedInput, toConnectCallOptions(options));\n        return {\n            trades: v.parse(v.array(this.#marketTradeSchema), res.trades),\n            nextPageToken: res.nextPageToken,\n        };\n    }\n\n    /**\n     * Returns the cacheable spot reference-data snapshot, including asset metadata, pair trading constraints, display scales, statuses, and market slippage defaults.\n     *\n     * This is the catalog's own data source, so it must never wait on catalog\n     * readiness (that would deadlock the initial catalog refresh) and carries\n     * no decimal conversion.\n     */\n    async getSpotConfig(options?: PolyesterRequestOptions): Promise<SpotConfig> {\n        const res = await this.#client.getSpotConfig({}, toConnectCallOptions(options));\n        return v.parse(SpotConfigSchema, res);\n    }\n\n    /**\n     * Subscribes to public trade prints on public:spot:market:trades:{symbolId}:proto for the requested symbol and emits parsed market trades.\n     */\n    subscribeTrades(input: SubscribeTradesInput): () => void {\n        const symbolId = v.parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId);\n        const channel = `public:spot:market:trades:${symbolId}:proto`;\n        const notifyError = (error: SdkSubscriptionErrorContext) => {\n            if (isDev()) {\n                console.error(\"Market trades subscription error\", error);\n            }\n            input.onError?.(error);\n        };\n        const gate = createReadyGate(\n            () => this.#scales.ready(),\n            (error) => notifyError(publicationHandlerErrorContext(channel, error)),\n        );\n        return this.#realtime.connectProtoChannel({\n            channel,\n            schema: Proto.MarketTradeSchema,\n            onPublication: (data) => {\n                gate.run(() => {\n                    const trade = v.parse(this.#marketTradeSchema, data);\n                    input.onEvent(trade);\n                });\n            },\n            onConnected: () => input.onOpen?.(),\n            onDisconnected: () => input.onClose?.(),\n            onError: notifyError,\n        });\n    }\n}\n"],"mappings":";;;;;;;;;;;;AA+BA,IAAa,oBAAb,MAA+B;CAC3B;CACA;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,qBAAyB,SAAS;EAC9D,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,qBAAqB,wBAAwB,MAAM;CAC5D;;;;CAKA,MAAM,WACF,OACA,SACyD;EACzD,MAAM,KAAKD,QAAQ,MAAM;EACzB,MAAM,iBAAiBE,MAAQ,4BAA4B,KAAK;EAChE,MAAM,MAAM,MAAM,KAAKL,QAAQ,UAAU,gBAAgB,qBAAqB,OAAO,CAAC;EACtF,OAAO;GACH,QAAQK,MAAQC,mBAAE,MAAM,KAAKF,kBAAkB,GAAG,IAAI,MAAM;GAC5D,eAAe,IAAI;EACvB;CACJ;;;;;;;;CASA,MAAM,cAAc,SAAwD;EACxE,MAAM,MAAM,MAAM,KAAKJ,QAAQ,cAAc,CAAC,GAAG,qBAAqB,OAAO,CAAC;EAC9E,OAAOK,MAAQ,kBAAkB,GAAG;CACxC;;;;CAKA,gBAAgB,OAAyC;EAErD,MAAM,UAAU,6BADCA,MAAQC,mBAAE,KAAKA,mBAAE,OAAO,GAAGA,mBAAE,QAAQ,GAAGA,mBAAE,QAAQ,CAAC,CAAC,GAAG,MAAM,QAC1B,EAAE;EACtD,MAAM,eAAe,UAAuC;GACxD,IAAI,MAAM,GACN,QAAQ,MAAM,oCAAoC,KAAK;GAE3D,MAAM,UAAU,KAAK;EACzB;EACA,MAAM,OAAO,sBACH,KAAKH,QAAQ,MAAM,IACxB,UAAU,YAAY,+BAA+B,SAAS,KAAK,CAAC,CACzE;EACA,OAAO,KAAKD,UAAU,oBAAoB;GACtC;GACA,QAAQK;GACR,gBAAgB,SAAS;IACrB,KAAK,UAAU;KACX,MAAM,QAAQF,MAAQ,KAAKD,oBAAoB,IAAI;KACnD,MAAM,QAAQ,KAAK;IACvB,CAAC;GACL;GACA,mBAAmB,MAAM,SAAS;GAClC,sBAAsB,MAAM,UAAU;GACtC,SAAS;EACb,CAAC;CACL;AACJ"}
+{"version":3,"file":"market-data.js","names":["#client","Proto.MarketDataService","#realtime","#scales","#marketTradeSchema","Proto.MarketTradeSchema"],"sources":["../../../src/services/market-data/market-data.ts"],"sourcesContent":["import * as Proto from \"../../gen/marketdata/v1/marketdata_pb.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport {\n    publicationHandlerErrorContext,\n    type SdkSubscriptionErrorContext,\n} from \"../../shared/subscription-errors.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport {\n    toConnectCallOptions,\n    type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport { createReadyGate, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport {\n    GetMarketTradesInputSchema,\n    createMarketTradeSchema,\n    type GetMarketTradesInput,\n    type SpotConfig,\n    SpotConfigSchema,\n    type MarketTrade,\n} from \"./market-data.schemas.js\";\nimport { isDev } from \"../../utils/is-dev.js\";\n\ninterface SubscribeTradesInput extends BaseSubscribeInput<MarketTrade> {\n    symbolId: number;\n}\n\n/**\n * Exposes public spot trades, spot configuration, and live trade streams.\n */\nexport class MarketDataService {\n    #client: Client<typeof Proto.MarketDataService>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n    #marketTradeSchema: ReturnType<typeof createMarketTradeSchema>;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(Proto.MarketDataService, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n        this.#marketTradeSchema = createMarketTradeSchema(scales);\n    }\n\n    /**\n     * Returns recent public trades for one spot market, ordered newest-first by execution timestamp with match id as a tie-breaker. Supports limit, time bounds, side filtering, and match-id pagination.\n     */\n    async listTrades(\n        input: GetMarketTradesInput,\n        options?: PolyesterRequestOptions,\n    ): Promise<{ trades: MarketTrade[]; nextPageToken: string }> {\n        await this.#scales.ready();\n        const validatedInput = parse(GetMarketTradesInputSchema, input);\n        const res = await this.#client.getTrades(validatedInput, toConnectCallOptions(options));\n        return {\n            trades: parse(v.array(this.#marketTradeSchema), res.trades),\n            nextPageToken: res.nextPageToken,\n        };\n    }\n\n    /**\n     * Returns the cacheable spot reference-data snapshot, including asset metadata, pair trading constraints, display scales, statuses, and market slippage defaults.\n     *\n     * This is the catalog's own data source, so it must never wait on catalog\n     * readiness (that would deadlock the initial catalog refresh) and carries\n     * no decimal conversion.\n     */\n    async getSpotConfig(options?: PolyesterRequestOptions): Promise<SpotConfig> {\n        const res = await this.#client.getSpotConfig({}, toConnectCallOptions(options));\n        return parse(SpotConfigSchema, res);\n    }\n\n    /**\n     * Subscribes to public trade prints on public:spot:market:trades:{symbolId}:proto for the requested symbol and emits parsed market trades.\n     */\n    subscribeTrades(input: SubscribeTradesInput): () => void {\n        const symbolId = parse(v.pipe(v.number(), v.integer(), v.gtValue(0)), input.symbolId);\n        const channel = `public:spot:market:trades:${symbolId}:proto`;\n        const notifyError = (error: SdkSubscriptionErrorContext) => {\n            if (isDev()) {\n                console.error(\"Market trades subscription error\", error);\n            }\n            input.onError?.(error);\n        };\n        const gate = createReadyGate(\n            () => this.#scales.ready(),\n            (error) => notifyError(publicationHandlerErrorContext(channel, error)),\n        );\n        return this.#realtime.connectProtoChannel({\n            channel,\n            schema: Proto.MarketTradeSchema,\n            onPublication: (data) => {\n                gate.run(() => {\n                    const trade = parse(this.#marketTradeSchema, data);\n                    input.onEvent(trade);\n                });\n            },\n            onConnected: () => input.onOpen?.(),\n            onDisconnected: () => input.onClose?.(),\n            onError: notifyError,\n        });\n    }\n}\n"],"mappings":";;;;;;;;;;;;;AAgCA,IAAa,oBAAb,MAA+B;CAC3B;CACA;CACA;CACA;CAEA,YAAY,WAAsB,UAA6B,QAAmB;EAC9E,KAAKA,UAAU,aAAaC,qBAAyB,SAAS;EAC9D,KAAKC,YAAY;EACjB,KAAKC,UAAU;EACf,KAAKC,qBAAqB,wBAAwB,MAAM;CAC5D;;;;CAKA,MAAM,WACF,OACA,SACyD;EACzD,MAAM,KAAKD,QAAQ,MAAM;EACzB,MAAM,iBAAiB,MAAM,4BAA4B,KAAK;EAC9D,MAAM,MAAM,MAAM,KAAKH,QAAQ,UAAU,gBAAgB,qBAAqB,OAAO,CAAC;EACtF,OAAO;GACH,QAAQ,MAAM,EAAE,MAAM,KAAKI,kBAAkB,GAAG,IAAI,MAAM;GAC1D,eAAe,IAAI;EACvB;CACJ;;;;;;;;CASA,MAAM,cAAc,SAAwD;EACxE,MAAM,MAAM,MAAM,KAAKJ,QAAQ,cAAc,CAAC,GAAG,qBAAqB,OAAO,CAAC;EAC9E,OAAO,MAAM,kBAAkB,GAAG;CACtC;;;;CAKA,gBAAgB,OAAyC;EAErD,MAAM,UAAU,6BADC,MAAM,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC,GAAG,MAAM,QACxB,EAAE;EACtD,MAAM,eAAe,UAAuC;GACxD,IAAI,MAAM,GACN,QAAQ,MAAM,oCAAoC,KAAK;GAE3D,MAAM,UAAU,KAAK;EACzB;EACA,MAAM,OAAO,sBACH,KAAKG,QAAQ,MAAM,IACxB,UAAU,YAAY,+BAA+B,SAAS,KAAK,CAAC,CACzE;EACA,OAAO,KAAKD,UAAU,oBAAoB;GACtC;GACA,QAAQG;GACR,gBAAgB,SAAS;IACrB,KAAK,UAAU;KACX,MAAM,QAAQ,MAAM,KAAKD,oBAAoB,IAAI;KACjD,MAAM,QAAQ,KAAK;IACvB,CAAC;GACL;GACA,mBAAmB,MAAM,SAAS;GAClC,sBAAsB,MAAM,UAAU;GACtC,SAAS;EACb,CAAC;CACL;AACJ"}

package/dist/services/market-data/market-data.schemas.d.ts

@@ -1,16 +1,16 @@
 import { AssetConfig, PAIR_STATUSES, PairConfig, PairMarketDataConfig, PairStatus, SpotConfig } from "../../shared/catalog-config.js";
-import { validation_d_exports } from "../../shared/validation.js";
 import { SideFilter } from "../../gen/marketdata/v1/marketdata_pb.js";
 import { SdkScales } from "../../shared/decimal-surface.js";
+import * as v from "valibot";
 //#region src/services/market-data/market-data.schemas.d.ts
-declare function createMarketTradeSchema(scales: SdkScales): validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.ObjectSchema<{
-  readonly symbolId: validation_d_exports.NumberSchema<undefined>;
-  readonly matchId: validation_d_exports.BigintSchema<undefined>;
-  readonly isBuy: validation_d_exports.BooleanSchema<undefined>;
-  readonly priceTicks: validation_d_exports.BigintSchema<undefined>;
-  readonly qtyScaled: validation_d_exports.BigintSchema<undefined>;
-  readonly tsNs: validation_d_exports.OptionalSchema<validation_d_exports.BigintSchema<undefined>, 0n>;
-}, undefined>, validation_d_exports.TransformAction<{
+declare function createMarketTradeSchema(scales: SdkScales): v.SchemaWithPipe<readonly [v.ObjectSchema<{
+  readonly symbolId: v.NumberSchema<undefined>;
+  readonly matchId: v.BigintSchema<undefined>;
+  readonly isBuy: v.BooleanSchema<undefined>;
+  readonly priceTicks: v.BigintSchema<undefined>;
+  readonly qtyScaled: v.BigintSchema<undefined>;
+  readonly tsNs: v.OptionalSchema<v.BigintSchema<undefined>, 0n>;
+}, undefined>, v.TransformAction<{
   symbolId: number;
   matchId: bigint;
   isBuy: boolean;
@@ -27,15 +27,15 @@ declare function createMarketTradeSchema(scales: SdkScales): validation_d_export
   tsNs: string;
   tsMs: number;
 }>]>;
-type MarketTrade = validation_d_exports.InferOutput<ReturnType<typeof createMarketTradeSchema>>;
-declare function createGetMarketTradesInputSchema(): validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.ObjectSchema<{
-  readonly symbolId: validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.NumberSchema<undefined>, validation_d_exports.IntegerAction<number, undefined>, validation_d_exports.GtValueAction<number, 0, undefined>]>;
-  readonly side: validation_d_exports.OptionalSchema<validation_d_exports.PicklistSchema<["buy", "sell"], undefined>, undefined>;
-  readonly startTsNs: validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.OptionalSchema<validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.StringSchema<undefined>, validation_d_exports.TrimAction]>, undefined>, validation_d_exports.TransformAction<string | undefined, bigint | undefined>]>;
-  readonly endTsNs: validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.OptionalSchema<validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.StringSchema<undefined>, validation_d_exports.TrimAction]>, undefined>, validation_d_exports.TransformAction<string | undefined, bigint | undefined>]>;
-  readonly limit: validation_d_exports.OptionalSchema<validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.NumberSchema<undefined>, validation_d_exports.IntegerAction<number, undefined>, validation_d_exports.GtValueAction<number, 0, undefined>, validation_d_exports.MaxValueAction<number, 1000, undefined>]>, undefined>;
-  readonly pageToken: validation_d_exports.OptionalSchema<validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.StringSchema<undefined>, validation_d_exports.TrimAction]>, "">;
-}, undefined>, validation_d_exports.TransformAction<{
+type MarketTrade = v.InferOutput<ReturnType<typeof createMarketTradeSchema>>;
+declare function createGetMarketTradesInputSchema(): v.SchemaWithPipe<readonly [v.ObjectSchema<{
+  readonly symbolId: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>]>;
+  readonly side: v.OptionalSchema<v.PicklistSchema<["buy", "sell"], undefined>, undefined>;
+  readonly startTsNs: v.SchemaWithPipe<readonly [v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, undefined>, v.TransformAction<string | undefined, bigint | undefined>]>;
+  readonly endTsNs: v.SchemaWithPipe<readonly [v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, undefined>, v.TransformAction<string | undefined, bigint | undefined>]>;
+  readonly limit: v.OptionalSchema<v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>, v.MaxValueAction<number, 1000, undefined>]>, undefined>;
+  readonly pageToken: v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, "">;
+}, undefined>, v.TransformAction<{
   symbolId: number;
   side?: "buy" | "sell" | undefined;
   startTsNs?: bigint | undefined;
@@ -50,7 +50,7 @@ declare function createGetMarketTradesInputSchema(): validation_d_exports.Schema
   limit: number | undefined;
   pageToken: string;
 }>]>;
-type GetMarketTradesInput = validation_d_exports.InferInput<ReturnType<typeof createGetMarketTradesInputSchema>>;
+type GetMarketTradesInput = v.InferInput<ReturnType<typeof createGetMarketTradesInputSchema>>;
 //#endregion
 export { type AssetConfig, GetMarketTradesInput, MarketTrade, type PairConfig, type PairStatus, type SpotConfig, createGetMarketTradesInputSchema, createMarketTradeSchema };
 //# sourceMappingURL=market-data.schemas.d.ts.map

package/dist/services/market-data/market-data.schemas.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"market-data.schemas.d.ts","names":[],"sources":["../../../src/services/market-data/market-data.schemas.ts"],"mappings":";;;;;iBAkBgB,wBAAwB,QAAQ,YAAS,qBAAA,yBAAA,qBAAA;;;;;;;;;;;;;;;;;;;;;;;;KA0B7C,cAAc,qBAAE,YAAY,kBAAkB;iBA2B1C,oCAAgC,qBAAA,yBAAA,qBAAA;;;;;;;;;;;;;;;;;;;;;;KAIpC,uBAAuB,qBAAE,WACjC,kBAAkB"}
+{"version":3,"file":"market-data.schemas.d.ts","names":[],"sources":["../../../src/services/market-data/market-data.schemas.ts"],"mappings":";;;;;iBAkBgB,wBAAwB,QAAQ,YAAS,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;KA0B7C,cAAc,EAAE,YAAY,kBAAkB;iBA2B1C,oCAAgC,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;KAIpC,uBAAuB,EAAE,WACjC,kBAAkB"}

package/dist/services/market-data/market-data.schemas.js

@@ -1,20 +1,20 @@
-import { validation_exports } from "../../shared/validation.js";
 import { tsNsToMs } from "../../utils/time.js";
 import { timestampToMs, tsNsToTimestamp } from "../../utils/timestamp.js";
 import "../../shared/catalog-config.js";
 import { scaledToDecimalOutput } from "../../shared/decimal-surface.js";
 import { SideSchema } from "../shared.js";
 import { PairStatusCodec, SideFilterCodec } from "./market-data.codecs.js";
+import * as v from "valibot";
 //#region src/services/market-data/market-data.schemas.ts
 function createMarketTradeSchema(scales) {
-	return validation_exports.pipe(validation_exports.object({
-		symbolId: validation_exports.number(),
-		matchId: validation_exports.bigint(),
-		isBuy: validation_exports.boolean(),
-		priceTicks: validation_exports.bigint(),
-		qtyScaled: validation_exports.bigint(),
-		tsNs: validation_exports.optional(validation_exports.bigint(), 0n)
-	}), validation_exports.transform((t) => {
+	return v.pipe(v.object({
+		symbolId: v.number(),
+		matchId: v.bigint(),
+		isBuy: v.boolean(),
+		priceTicks: v.bigint(),
+		qtyScaled: v.bigint(),
+		tsNs: v.optional(v.bigint(), 0n)
+	}), v.transform((t) => {
 		const sideLabel = t.isBuy ? "buy" : "sell";
 		return {
 			symbolId: t.symbolId,
@@ -28,14 +28,14 @@ function createMarketTradeSchema(scales) {
 		};
 	}));
 }
-const GetMarketTradesInputSchema = validation_exports.pipe(validation_exports.object({
-	symbolId: validation_exports.pipe(validation_exports.number(), validation_exports.integer(), validation_exports.gtValue(0)),
-	side: validation_exports.optional(SideSchema),
-	startTsNs: validation_exports.pipe(validation_exports.optional(validation_exports.pipe(validation_exports.string(), validation_exports.trim())), validation_exports.transform((v) => v ? BigInt(v) : void 0)),
-	endTsNs: validation_exports.pipe(validation_exports.optional(validation_exports.pipe(validation_exports.string(), validation_exports.trim())), validation_exports.transform((v) => v ? BigInt(v) : void 0)),
-	limit: validation_exports.optional(validation_exports.pipe(validation_exports.number(), validation_exports.integer(), validation_exports.gtValue(0), validation_exports.maxValue(1e3))),
-	pageToken: validation_exports.optional(validation_exports.pipe(validation_exports.string(), validation_exports.trim()), "")
-}), validation_exports.transform((input) => ({
+const GetMarketTradesInputSchema = v.pipe(v.object({
+	symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),
+	side: v.optional(SideSchema),
+	startTsNs: v.pipe(v.optional(v.pipe(v.string(), v.trim())), v.transform((v) => v ? BigInt(v) : void 0)),
+	endTsNs: v.pipe(v.optional(v.pipe(v.string(), v.trim())), v.transform((v) => v ? BigInt(v) : void 0)),
+	limit: v.optional(v.pipe(v.number(), v.integer(), v.gtValue(0), v.maxValue(1e3))),
+	pageToken: v.optional(v.pipe(v.string(), v.trim()), "")
+}), v.transform((input) => ({
 	symbolId: input.symbolId,
 	side: input.side ? SideFilterCodec.inputToProto[input.side] : void 0,
 	startTime: tsNsToTimestamp(input.startTsNs),
@@ -43,76 +43,76 @@ const GetMarketTradesInputSchema = validation_exports.pipe(validation_exports.ob
 	limit: input.limit,
 	pageToken: input.pageToken
 })));
-const AssetConfigSchema = validation_exports.pipe(validation_exports.object({
+const AssetConfigSchema = v.pipe(v.object({
 	/**
 	* Asset identifier/symbol, e.g. 'USDT', 'BTC'.
 	*/
-	asset: validation_exports.string(),
+	asset: v.string(),
 	/**
 	* Internal ledger identifier for settlement systems.
 	*/
-	ledgerId: validation_exports.number(),
+	ledgerId: v.number(),
 	/**
 	* The friendly display name for the asset (e.g. 'Bitcoin').
 	*/
-	name: validation_exports.string(),
+	name: v.string(),
 	/**
 	* UI-only display precision for asset amounts/balances.
 	*/
-	quantityDisplayDecimals: validation_exports.number(),
+	quantityDisplayDecimals: v.number(),
 	/**
 	* Fixed integer scaling for quantities/amounts in this asset (0..18).
 	*/
-	quantityScale: validation_exports.number()
-}), validation_exports.transform((a) => ({
+	quantityScale: v.number()
+}), v.transform((a) => ({
 	symbol: a.asset,
 	ledgerId: a.ledgerId,
 	name: a.name,
 	quantityDisplayDecimals: a.quantityDisplayDecimals,
 	quantityScale: a.quantityScale
 })));
-const PairMarketDataConfigSchema = validation_exports.optional(validation_exports.object({ 
+const PairMarketDataConfigSchema = v.optional(v.object({ 
 /**
 * Available price grouping sizes for the orderbook in quote units.
 * Allows viewing orders bucketed by larger increments (e.g., [0.01, 0.1, 1, 10]).
 */
-orderbookPriceBuckets: validation_exports.array(validation_exports.number()) }), { orderbookPriceBuckets: [] });
+orderbookPriceBuckets: v.array(v.number()) }), { orderbookPriceBuckets: [] });
 function bpsToPercent(bps) {
 	return bps / 100;
 }
-const PairConfigSchema = validation_exports.pipe(validation_exports.object({
+const PairConfigSchema = v.pipe(v.object({
 	/**
 	* Internal engine symbol id for the pair.
 	*/
-	symbolId: validation_exports.number(),
+	symbolId: v.number(),
 	/**
 	* Pair symbol string, e.g. 'BTC-USDT'
 	*/
-	symbol: validation_exports.string(),
+	symbol: v.string(),
 	/**
 	* Base asset symbol, e.g. 'BTC'
 	*/
-	baseAsset: validation_exports.string(),
+	baseAsset: v.string(),
 	/**
 	* Quote asset symbol, e.g. 'USDT'
 	*/
-	quoteAsset: validation_exports.string(),
+	quoteAsset: v.string(),
 	/**
 	* (e.g., "0.01") - The smallest price increment allowed. If tick size is 0.01, you can price at $100.00, $100.01, $100.02... but NOT $100.005.
 	*/
-	tickSize: validation_exports.string(),
+	tickSize: v.string(),
 	/**
 	* (e.g., "0.0001") - The smallest quantity increment allowed. If step size is 0.0001, you can order 100.0000, 100.0001, 100.0002... but NOT 100.00005.
 	*/
-	stepSize: validation_exports.string(),
+	stepSize: v.string(),
 	/**
 	* (e.g., "1") - Minimum order value in quote currency. If it's "1" and quote is USD, your order must be worth at least $1. So you can't buy $0.50 worth of something.
 	*/
-	minNotionalQuote: validation_exports.string(),
+	minNotionalQuote: v.string(),
 	/**
 	* Minimum quantity you can order in base currency terms. If it's "0.001" for BTC, smallest order is 0.001 BTC.
 	*/
-	minQtyBase: validation_exports.string(),
+	minQtyBase: v.string(),
 	/**
 	* Controls whether trading fee can be deducted from what you receive when buying.
 	* Example
@@ -120,53 +120,53 @@ const PairConfigSchema = validation_exports.pipe(validation_exports.object({
 	* - if `true`, you receive 0.999 ETH (fee taken from ETH you're getting)
 	* - if `false`, you receive 1 ETH, but you pay the fee separately in the quote currency (e.g., extra USDT)
 	*/
-	allowBuyFeeFromBase: validation_exports.boolean(),
+	allowBuyFeeFromBase: v.boolean(),
 	/**
 	* Default market slippage for buy orders in basis points from proto.
 	*/
-	defaultMarketSlippageBpsBuy: validation_exports.optional(validation_exports.number(), 0),
+	defaultMarketSlippageBpsBuy: v.optional(v.number(), 0),
 	/**
 	* Default market slippage for sell orders in basis points from proto.
 	*/
-	defaultMarketSlippageBpsSell: validation_exports.optional(validation_exports.number(), 0),
+	defaultMarketSlippageBpsSell: v.optional(v.number(), 0),
 	/**
 	* Maximum server/client reference-price drift in basis points from proto.
 	*/
-	maxClientRefDriftBps: validation_exports.optional(validation_exports.number(), 0),
+	maxClientRefDriftBps: v.optional(v.number(), 0),
 	/**
 	* Market-data configuration for this pair (orderbook bucket sizes, depths).
 	*/
-	marketdata: validation_exports.optional(PairMarketDataConfigSchema),
+	marketdata: v.optional(PairMarketDataConfigSchema),
 	/**
 	* Base asset quantity scale copied from AssetConfig.quantityScale.
 	*/
-	baseQuantityScale: validation_exports.number(),
+	baseQuantityScale: v.number(),
 	/**
 	* Quote asset quantity scale copied from AssetConfig.quantityScale.
 	*/
-	quoteQuantityScale: validation_exports.number(),
+	quoteQuantityScale: v.number(),
 	/**
 	* Optional scheduled listing timestamp (UTC).
 	*/
-	listingAt: validation_exports.pipe(validation_exports.optional(validation_exports.unknown()), validation_exports.transform(timestampToMs)),
+	listingAt: v.pipe(v.optional(v.unknown()), v.transform(timestampToMs)),
 	/**
 	* Optional scheduled delisting timestamp (UTC).
 	*/
-	delistingAt: validation_exports.pipe(validation_exports.optional(validation_exports.unknown()), validation_exports.transform(timestampToMs)),
+	delistingAt: v.pipe(v.optional(v.unknown()), v.transform(timestampToMs)),
 	/**
 	* Operational status of the pair.
 	*/
-	status: validation_exports.pipe(validation_exports.number(), validation_exports.transform((status) => PairStatusCodec.protoToOutput[status] ?? "unknown"))
-}), validation_exports.transform(({ defaultMarketSlippageBpsBuy, defaultMarketSlippageBpsSell, maxClientRefDriftBps, ...pair }) => ({
+	status: v.pipe(v.number(), v.transform((status) => PairStatusCodec.protoToOutput[status] ?? "unknown"))
+}), v.transform(({ defaultMarketSlippageBpsBuy, defaultMarketSlippageBpsSell, maxClientRefDriftBps, ...pair }) => ({
 	...pair,
 	defaultMarketSlippagePctBuy: bpsToPercent(defaultMarketSlippageBpsBuy),
 	defaultMarketSlippagePctSell: bpsToPercent(defaultMarketSlippageBpsSell),
 	maxClientRefDriftPct: bpsToPercent(maxClientRefDriftBps)
 })));
-const SpotConfigSchema = validation_exports.object({
-	assets: validation_exports.array(AssetConfigSchema),
-	pairs: validation_exports.array(PairConfigSchema),
-	tsSec: validation_exports.pipe(validation_exports.bigint(), validation_exports.transform((v) => Number(v) * 1e3))
+const SpotConfigSchema = v.object({
+	assets: v.array(AssetConfigSchema),
+	pairs: v.array(PairConfigSchema),
+	tsSec: v.pipe(v.bigint(), v.transform((v) => Number(v) * 1e3))
 });
 //#endregion
 export { AssetConfigSchema, GetMarketTradesInputSchema, PairConfigSchema, PairMarketDataConfigSchema, SpotConfigSchema, createMarketTradeSchema };

package/dist/services/market-data/market-data.schemas.js.map

@@ -1 +1 @@
-{"version":3,"file":"market-data.schemas.js","names":["v"],"sources":["../../../src/services/market-data/market-data.schemas.ts"],"sourcesContent":["import * as v from \"../../shared/validation.js\";\nimport { SideSchema } from \"../shared.js\";\nimport {\n    PAIR_STATUSES,\n    type AssetConfig,\n    type PairConfig,\n    type PairMarketDataConfig,\n    type PairStatus,\n    type SpotConfig,\n} from \"../../shared/catalog-config.js\";\nimport { tsNsToMs } from \"../../utils/time.js\";\nimport { timestampToMs, tsNsToTimestamp } from \"../../utils/timestamp.js\";\nimport { scaledToDecimalOutput, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport { PairStatusCodec, SideFilterCodec } from \"./market-data.codecs.js\";\n\nexport type { AssetConfig, PairConfig, PairMarketDataConfig, PairStatus, SpotConfig };\nexport { PAIR_STATUSES };\n\nexport function createMarketTradeSchema(scales: SdkScales) {\n    return v.pipe(\n        v.object({\n            symbolId: v.number(),\n            matchId: v.bigint(),\n            isBuy: v.boolean(),\n            priceTicks: v.bigint(),\n            qtyScaled: v.bigint(),\n            tsNs: v.optional(v.bigint(), 0n),\n        }),\n        v.transform((t) => {\n            const sideLabel: v.InferOutput<typeof SideSchema> = t.isBuy ? \"buy\" : \"sell\";\n            return {\n                symbolId: t.symbolId,\n                matchId: t.matchId.toString(),\n                isBuy: t.isBuy,\n                sideLabel,\n                qty: scaledToDecimalOutput(t.qtyScaled, scales.baseQty(t.symbolId)),\n                price: scaledToDecimalOutput(t.priceTicks, scales.price()),\n                tsNs: t.tsNs.toString(),\n                tsMs: tsNsToMs(t.tsNs),\n            };\n        }),\n    );\n}\n\nexport type MarketTrade = v.InferOutput<ReturnType<typeof createMarketTradeSchema>>;\n\nexport const GetMarketTradesInputSchema = v.pipe(\n    v.object({\n        symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),\n        side: v.optional(SideSchema),\n        startTsNs: v.pipe(\n            v.optional(v.pipe(v.string(), v.trim())),\n            v.transform((v) => (v ? BigInt(v) : undefined)),\n        ),\n        endTsNs: v.pipe(\n            v.optional(v.pipe(v.string(), v.trim())),\n            v.transform((v) => (v ? BigInt(v) : undefined)),\n        ),\n        limit: v.optional(v.pipe(v.number(), v.integer(), v.gtValue(0), v.maxValue(1_000))),\n        pageToken: v.optional(v.pipe(v.string(), v.trim()), \"\"),\n    }),\n    v.transform((input) => ({\n        symbolId: input.symbolId,\n        side: input.side ? SideFilterCodec.inputToProto[input.side] : undefined,\n        startTime: tsNsToTimestamp(input.startTsNs),\n        endTime: tsNsToTimestamp(input.endTsNs),\n        limit: input.limit,\n        pageToken: input.pageToken,\n    })),\n);\n\nexport function createGetMarketTradesInputSchema() {\n    return GetMarketTradesInputSchema;\n}\n\nexport type GetMarketTradesInput = v.InferInput<\n    ReturnType<typeof createGetMarketTradesInputSchema>\n>;\nexport type GetMarketTradesRequest = v.InferOutput<\n    ReturnType<typeof createGetMarketTradesInputSchema>\n>;\n\nexport const AssetConfigSchema = v.pipe(\n    v.object({\n        /**\n         * Asset identifier/symbol, e.g. 'USDT', 'BTC'.\n         */\n        asset: v.string(),\n        /**\n         * Internal ledger identifier for settlement systems.\n         */\n        ledgerId: v.number(),\n        /**\n         * The friendly display name for the asset (e.g. 'Bitcoin').\n         */\n        name: v.string(),\n        /**\n         * UI-only display precision for asset amounts/balances.\n         */\n        quantityDisplayDecimals: v.number(),\n        /**\n         * Fixed integer scaling for quantities/amounts in this asset (0..18).\n         */\n        quantityScale: v.number(),\n    }),\n    v.transform((a) => ({\n        symbol: a.asset,\n        ledgerId: a.ledgerId,\n        name: a.name,\n        quantityDisplayDecimals: a.quantityDisplayDecimals,\n        quantityScale: a.quantityScale,\n    })),\n);\n\nexport const PairMarketDataConfigSchema = v.optional(\n    v.object({\n        /**\n         * Available price grouping sizes for the orderbook in quote units.\n         * Allows viewing orders bucketed by larger increments (e.g., [0.01, 0.1, 1, 10]).\n         */\n        orderbookPriceBuckets: v.array(v.number()),\n    }),\n    {\n        orderbookPriceBuckets: [] as number[],\n    },\n);\n\nfunction bpsToPercent(bps: number): number {\n    return bps / 100;\n}\n\nexport const PairConfigSchema = v.pipe(\n    v.object({\n        /**\n         * Internal engine symbol id for the pair.\n         */\n        symbolId: v.number(),\n        /**\n         * Pair symbol string, e.g. 'BTC-USDT'\n         */\n        symbol: v.string(),\n        /**\n         * Base asset symbol, e.g. 'BTC'\n         */\n        baseAsset: v.string(),\n        /**\n         * Quote asset symbol, e.g. 'USDT'\n         */\n        quoteAsset: v.string(),\n        /**\n         * (e.g., \"0.01\") - The smallest price increment allowed. If tick size is 0.01, you can price at $100.00, $100.01, $100.02... but NOT $100.005.\n         */\n        tickSize: v.string(),\n        /**\n         * (e.g., \"0.0001\") - The smallest quantity increment allowed. If step size is 0.0001, you can order 100.0000, 100.0001, 100.0002... but NOT 100.00005.\n         */\n        stepSize: v.string(),\n        /**\n         * (e.g., \"1\") - Minimum order value in quote currency. If it's \"1\" and quote is USD, your order must be worth at least $1. So you can't buy $0.50 worth of something.\n         */\n        minNotionalQuote: v.string(),\n        /**\n         * Minimum quantity you can order in base currency terms. If it's \"0.001\" for BTC, smallest order is 0.001 BTC.\n         */\n        minQtyBase: v.string(),\n\n        /**\n         * Controls whether trading fee can be deducted from what you receive when buying.\n         * Example\n         * - You buy 1 ETH, fee is 0.1%\n         * - if `true`, you receive 0.999 ETH (fee taken from ETH you're getting)\n         * - if `false`, you receive 1 ETH, but you pay the fee separately in the quote currency (e.g., extra USDT)\n         */\n        allowBuyFeeFromBase: v.boolean(),\n        /**\n         * Default market slippage for buy orders in basis points from proto.\n         */\n        defaultMarketSlippageBpsBuy: v.optional(v.number(), 0),\n        /**\n         * Default market slippage for sell orders in basis points from proto.\n         */\n        defaultMarketSlippageBpsSell: v.optional(v.number(), 0),\n        /**\n         * Maximum server/client reference-price drift in basis points from proto.\n         */\n        maxClientRefDriftBps: v.optional(v.number(), 0),\n\n        /**\n         * Market-data configuration for this pair (orderbook bucket sizes, depths).\n         */\n        marketdata: v.optional(PairMarketDataConfigSchema),\n        /**\n         * Base asset quantity scale copied from AssetConfig.quantityScale.\n         */\n        baseQuantityScale: v.number(),\n        /**\n         * Quote asset quantity scale copied from AssetConfig.quantityScale.\n         */\n        quoteQuantityScale: v.number(),\n        /**\n         * Optional scheduled listing timestamp (UTC).\n         */\n        listingAt: v.pipe(v.optional(v.unknown()), v.transform(timestampToMs)),\n        /**\n         * Optional scheduled delisting timestamp (UTC).\n         */\n        delistingAt: v.pipe(v.optional(v.unknown()), v.transform(timestampToMs)),\n        /**\n         * Operational status of the pair.\n         */\n        status: v.pipe(\n            v.number(),\n            v.transform(\n                (status): PairStatus =>\n                    PairStatusCodec.protoToOutput[\n                        status as keyof typeof PairStatusCodec.protoToOutput\n                    ] ?? \"unknown\",\n            ),\n        ),\n    }),\n    v.transform(\n        ({\n            defaultMarketSlippageBpsBuy,\n            defaultMarketSlippageBpsSell,\n            maxClientRefDriftBps,\n            ...pair\n        }) => ({\n            ...pair,\n            defaultMarketSlippagePctBuy: bpsToPercent(defaultMarketSlippageBpsBuy),\n            defaultMarketSlippagePctSell: bpsToPercent(defaultMarketSlippageBpsSell),\n            maxClientRefDriftPct: bpsToPercent(maxClientRefDriftBps),\n        }),\n    ),\n);\n\nexport const SpotConfigSchema = v.object({\n    assets: v.array(AssetConfigSchema),\n    pairs: v.array(PairConfigSchema),\n    tsSec: v.pipe(\n        v.bigint(),\n        v.transform((v) => Number(v) * 1000),\n    ),\n});\n"],"mappings":";;;;;;;;AAkBA,SAAgB,wBAAwB,QAAmB;CACvD,OAAOA,mBAAE,KACLA,mBAAE,OAAO;EACL,UAAUA,mBAAE,OAAO;EACnB,SAASA,mBAAE,OAAO;EAClB,OAAOA,mBAAE,QAAQ;EACjB,YAAYA,mBAAE,OAAO;EACrB,WAAWA,mBAAE,OAAO;EACpB,MAAMA,mBAAE,SAASA,mBAAE,OAAO,GAAG,EAAE;CACnC,CAAC,GACDA,mBAAE,WAAW,MAAM;EACf,MAAM,YAA8C,EAAE,QAAQ,QAAQ;EACtE,OAAO;GACH,UAAU,EAAE;GACZ,SAAS,EAAE,QAAQ,SAAS;GAC5B,OAAO,EAAE;GACT;GACA,KAAK,sBAAsB,EAAE,WAAW,OAAO,QAAQ,EAAE,QAAQ,CAAC;GAClE,OAAO,sBAAsB,EAAE,YAAY,OAAO,MAAM,CAAC;GACzD,MAAM,EAAE,KAAK,SAAS;GACtB,MAAM,SAAS,EAAE,IAAI;EACzB;CACJ,CAAC,CACL;AACJ;AAIA,MAAa,6BAA6BA,mBAAE,KACxCA,mBAAE,OAAO;CACL,UAAUA,mBAAE,KAAKA,mBAAE,OAAO,GAAGA,mBAAE,QAAQ,GAAGA,mBAAE,QAAQ,CAAC,CAAC;CACtD,MAAMA,mBAAE,SAAS,UAAU;CAC3B,WAAWA,mBAAE,KACTA,mBAAE,SAASA,mBAAE,KAAKA,mBAAE,OAAO,GAAGA,mBAAE,KAAK,CAAC,CAAC,GACvCA,mBAAE,WAAW,MAAO,IAAI,OAAO,CAAC,IAAI,KAAA,CAAU,CAClD;CACA,SAASA,mBAAE,KACPA,mBAAE,SAASA,mBAAE,KAAKA,mBAAE,OAAO,GAAGA,mBAAE,KAAK,CAAC,CAAC,GACvCA,mBAAE,WAAW,MAAO,IAAI,OAAO,CAAC,IAAI,KAAA,CAAU,CAClD;CACA,OAAOA,mBAAE,SAASA,mBAAE,KAAKA,mBAAE,OAAO,GAAGA,mBAAE,QAAQ,GAAGA,mBAAE,QAAQ,CAAC,GAAGA,mBAAE,SAAS,GAAK,CAAC,CAAC;CAClF,WAAWA,mBAAE,SAASA,mBAAE,KAAKA,mBAAE,OAAO,GAAGA,mBAAE,KAAK,CAAC,GAAG,EAAE;AAC1D,CAAC,GACDA,mBAAE,WAAW,WAAW;CACpB,UAAU,MAAM;CAChB,MAAM,MAAM,OAAO,gBAAgB,aAAa,MAAM,QAAQ,KAAA;CAC9D,WAAW,gBAAgB,MAAM,SAAS;CAC1C,SAAS,gBAAgB,MAAM,OAAO;CACtC,OAAO,MAAM;CACb,WAAW,MAAM;AACrB,EAAE,CACN;AAaA,MAAa,oBAAoBA,mBAAE,KAC/BA,mBAAE,OAAO;;;;CAIL,OAAOA,mBAAE,OAAO;;;;CAIhB,UAAUA,mBAAE,OAAO;;;;CAInB,MAAMA,mBAAE,OAAO;;;;CAIf,yBAAyBA,mBAAE,OAAO;;;;CAIlC,eAAeA,mBAAE,OAAO;AAC5B,CAAC,GACDA,mBAAE,WAAW,OAAO;CAChB,QAAQ,EAAE;CACV,UAAU,EAAE;CACZ,MAAM,EAAE;CACR,yBAAyB,EAAE;CAC3B,eAAe,EAAE;AACrB,EAAE,CACN;AAEA,MAAa,6BAA6BA,mBAAE,SACxCA,mBAAE,OAAO;;;;;AAKL,uBAAuBA,mBAAE,MAAMA,mBAAE,OAAO,CAAC,EAC7C,CAAC,GACD,EACI,uBAAuB,CAAC,EAC5B,CACJ;AAEA,SAAS,aAAa,KAAqB;CACvC,OAAO,MAAM;AACjB;AAEA,MAAa,mBAAmBA,mBAAE,KAC9BA,mBAAE,OAAO;;;;CAIL,UAAUA,mBAAE,OAAO;;;;CAInB,QAAQA,mBAAE,OAAO;;;;CAIjB,WAAWA,mBAAE,OAAO;;;;CAIpB,YAAYA,mBAAE,OAAO;;;;CAIrB,UAAUA,mBAAE,OAAO;;;;CAInB,UAAUA,mBAAE,OAAO;;;;CAInB,kBAAkBA,mBAAE,OAAO;;;;CAI3B,YAAYA,mBAAE,OAAO;;;;;;;;CASrB,qBAAqBA,mBAAE,QAAQ;;;;CAI/B,6BAA6BA,mBAAE,SAASA,mBAAE,OAAO,GAAG,CAAC;;;;CAIrD,8BAA8BA,mBAAE,SAASA,mBAAE,OAAO,GAAG,CAAC;;;;CAItD,sBAAsBA,mBAAE,SAASA,mBAAE,OAAO,GAAG,CAAC;;;;CAK9C,YAAYA,mBAAE,SAAS,0BAA0B;;;;CAIjD,mBAAmBA,mBAAE,OAAO;;;;CAI5B,oBAAoBA,mBAAE,OAAO;;;;CAI7B,WAAWA,mBAAE,KAAKA,mBAAE,SAASA,mBAAE,QAAQ,CAAC,GAAGA,mBAAE,UAAU,aAAa,CAAC;;;;CAIrE,aAAaA,mBAAE,KAAKA,mBAAE,SAASA,mBAAE,QAAQ,CAAC,GAAGA,mBAAE,UAAU,aAAa,CAAC;;;;CAIvE,QAAQA,mBAAE,KACNA,mBAAE,OAAO,GACTA,mBAAE,WACG,WACG,gBAAgB,cACZ,WACC,SACb,CACJ;AACJ,CAAC,GACDA,mBAAE,WACG,EACG,6BACA,8BACA,sBACA,GAAG,YACA;CACH,GAAG;CACH,6BAA6B,aAAa,2BAA2B;CACrE,8BAA8B,aAAa,4BAA4B;CACvE,sBAAsB,aAAa,oBAAoB;AAC3D,EACJ,CACJ;AAEA,MAAa,mBAAmBA,mBAAE,OAAO;CACrC,QAAQA,mBAAE,MAAM,iBAAiB;CACjC,OAAOA,mBAAE,MAAM,gBAAgB;CAC/B,OAAOA,mBAAE,KACLA,mBAAE,OAAO,GACTA,mBAAE,WAAW,MAAM,OAAO,CAAC,IAAI,GAAI,CACvC;AACJ,CAAC"}
+{"version":3,"file":"market-data.schemas.js","names":[],"sources":["../../../src/services/market-data/market-data.schemas.ts"],"sourcesContent":["import * as v from \"valibot\";\nimport { SideSchema } from \"../shared.js\";\nimport {\n    PAIR_STATUSES,\n    type AssetConfig,\n    type PairConfig,\n    type PairMarketDataConfig,\n    type PairStatus,\n    type SpotConfig,\n} from \"../../shared/catalog-config.js\";\nimport { tsNsToMs } from \"../../utils/time.js\";\nimport { timestampToMs, tsNsToTimestamp } from \"../../utils/timestamp.js\";\nimport { scaledToDecimalOutput, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport { PairStatusCodec, SideFilterCodec } from \"./market-data.codecs.js\";\n\nexport type { AssetConfig, PairConfig, PairMarketDataConfig, PairStatus, SpotConfig };\nexport { PAIR_STATUSES };\n\nexport function createMarketTradeSchema(scales: SdkScales) {\n    return v.pipe(\n        v.object({\n            symbolId: v.number(),\n            matchId: v.bigint(),\n            isBuy: v.boolean(),\n            priceTicks: v.bigint(),\n            qtyScaled: v.bigint(),\n            tsNs: v.optional(v.bigint(), 0n),\n        }),\n        v.transform((t) => {\n            const sideLabel: v.InferOutput<typeof SideSchema> = t.isBuy ? \"buy\" : \"sell\";\n            return {\n                symbolId: t.symbolId,\n                matchId: t.matchId.toString(),\n                isBuy: t.isBuy,\n                sideLabel,\n                qty: scaledToDecimalOutput(t.qtyScaled, scales.baseQty(t.symbolId)),\n                price: scaledToDecimalOutput(t.priceTicks, scales.price()),\n                tsNs: t.tsNs.toString(),\n                tsMs: tsNsToMs(t.tsNs),\n            };\n        }),\n    );\n}\n\nexport type MarketTrade = v.InferOutput<ReturnType<typeof createMarketTradeSchema>>;\n\nexport const GetMarketTradesInputSchema = v.pipe(\n    v.object({\n        symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),\n        side: v.optional(SideSchema),\n        startTsNs: v.pipe(\n            v.optional(v.pipe(v.string(), v.trim())),\n            v.transform((v) => (v ? BigInt(v) : undefined)),\n        ),\n        endTsNs: v.pipe(\n            v.optional(v.pipe(v.string(), v.trim())),\n            v.transform((v) => (v ? BigInt(v) : undefined)),\n        ),\n        limit: v.optional(v.pipe(v.number(), v.integer(), v.gtValue(0), v.maxValue(1_000))),\n        pageToken: v.optional(v.pipe(v.string(), v.trim()), \"\"),\n    }),\n    v.transform((input) => ({\n        symbolId: input.symbolId,\n        side: input.side ? SideFilterCodec.inputToProto[input.side] : undefined,\n        startTime: tsNsToTimestamp(input.startTsNs),\n        endTime: tsNsToTimestamp(input.endTsNs),\n        limit: input.limit,\n        pageToken: input.pageToken,\n    })),\n);\n\nexport function createGetMarketTradesInputSchema() {\n    return GetMarketTradesInputSchema;\n}\n\nexport type GetMarketTradesInput = v.InferInput<\n    ReturnType<typeof createGetMarketTradesInputSchema>\n>;\nexport type GetMarketTradesRequest = v.InferOutput<\n    ReturnType<typeof createGetMarketTradesInputSchema>\n>;\n\nexport const AssetConfigSchema = v.pipe(\n    v.object({\n        /**\n         * Asset identifier/symbol, e.g. 'USDT', 'BTC'.\n         */\n        asset: v.string(),\n        /**\n         * Internal ledger identifier for settlement systems.\n         */\n        ledgerId: v.number(),\n        /**\n         * The friendly display name for the asset (e.g. 'Bitcoin').\n         */\n        name: v.string(),\n        /**\n         * UI-only display precision for asset amounts/balances.\n         */\n        quantityDisplayDecimals: v.number(),\n        /**\n         * Fixed integer scaling for quantities/amounts in this asset (0..18).\n         */\n        quantityScale: v.number(),\n    }),\n    v.transform((a) => ({\n        symbol: a.asset,\n        ledgerId: a.ledgerId,\n        name: a.name,\n        quantityDisplayDecimals: a.quantityDisplayDecimals,\n        quantityScale: a.quantityScale,\n    })),\n);\n\nexport const PairMarketDataConfigSchema = v.optional(\n    v.object({\n        /**\n         * Available price grouping sizes for the orderbook in quote units.\n         * Allows viewing orders bucketed by larger increments (e.g., [0.01, 0.1, 1, 10]).\n         */\n        orderbookPriceBuckets: v.array(v.number()),\n    }),\n    {\n        orderbookPriceBuckets: [] as number[],\n    },\n);\n\nfunction bpsToPercent(bps: number): number {\n    return bps / 100;\n}\n\nexport const PairConfigSchema = v.pipe(\n    v.object({\n        /**\n         * Internal engine symbol id for the pair.\n         */\n        symbolId: v.number(),\n        /**\n         * Pair symbol string, e.g. 'BTC-USDT'\n         */\n        symbol: v.string(),\n        /**\n         * Base asset symbol, e.g. 'BTC'\n         */\n        baseAsset: v.string(),\n        /**\n         * Quote asset symbol, e.g. 'USDT'\n         */\n        quoteAsset: v.string(),\n        /**\n         * (e.g., \"0.01\") - The smallest price increment allowed. If tick size is 0.01, you can price at $100.00, $100.01, $100.02... but NOT $100.005.\n         */\n        tickSize: v.string(),\n        /**\n         * (e.g., \"0.0001\") - The smallest quantity increment allowed. If step size is 0.0001, you can order 100.0000, 100.0001, 100.0002... but NOT 100.00005.\n         */\n        stepSize: v.string(),\n        /**\n         * (e.g., \"1\") - Minimum order value in quote currency. If it's \"1\" and quote is USD, your order must be worth at least $1. So you can't buy $0.50 worth of something.\n         */\n        minNotionalQuote: v.string(),\n        /**\n         * Minimum quantity you can order in base currency terms. If it's \"0.001\" for BTC, smallest order is 0.001 BTC.\n         */\n        minQtyBase: v.string(),\n\n        /**\n         * Controls whether trading fee can be deducted from what you receive when buying.\n         * Example\n         * - You buy 1 ETH, fee is 0.1%\n         * - if `true`, you receive 0.999 ETH (fee taken from ETH you're getting)\n         * - if `false`, you receive 1 ETH, but you pay the fee separately in the quote currency (e.g., extra USDT)\n         */\n        allowBuyFeeFromBase: v.boolean(),\n        /**\n         * Default market slippage for buy orders in basis points from proto.\n         */\n        defaultMarketSlippageBpsBuy: v.optional(v.number(), 0),\n        /**\n         * Default market slippage for sell orders in basis points from proto.\n         */\n        defaultMarketSlippageBpsSell: v.optional(v.number(), 0),\n        /**\n         * Maximum server/client reference-price drift in basis points from proto.\n         */\n        maxClientRefDriftBps: v.optional(v.number(), 0),\n\n        /**\n         * Market-data configuration for this pair (orderbook bucket sizes, depths).\n         */\n        marketdata: v.optional(PairMarketDataConfigSchema),\n        /**\n         * Base asset quantity scale copied from AssetConfig.quantityScale.\n         */\n        baseQuantityScale: v.number(),\n        /**\n         * Quote asset quantity scale copied from AssetConfig.quantityScale.\n         */\n        quoteQuantityScale: v.number(),\n        /**\n         * Optional scheduled listing timestamp (UTC).\n         */\n        listingAt: v.pipe(v.optional(v.unknown()), v.transform(timestampToMs)),\n        /**\n         * Optional scheduled delisting timestamp (UTC).\n         */\n        delistingAt: v.pipe(v.optional(v.unknown()), v.transform(timestampToMs)),\n        /**\n         * Operational status of the pair.\n         */\n        status: v.pipe(\n            v.number(),\n            v.transform(\n                (status): PairStatus =>\n                    PairStatusCodec.protoToOutput[\n                        status as keyof typeof PairStatusCodec.protoToOutput\n                    ] ?? \"unknown\",\n            ),\n        ),\n    }),\n    v.transform(\n        ({\n            defaultMarketSlippageBpsBuy,\n            defaultMarketSlippageBpsSell,\n            maxClientRefDriftBps,\n            ...pair\n        }) => ({\n            ...pair,\n            defaultMarketSlippagePctBuy: bpsToPercent(defaultMarketSlippageBpsBuy),\n            defaultMarketSlippagePctSell: bpsToPercent(defaultMarketSlippageBpsSell),\n            maxClientRefDriftPct: bpsToPercent(maxClientRefDriftBps),\n        }),\n    ),\n);\n\nexport const SpotConfigSchema = v.object({\n    assets: v.array(AssetConfigSchema),\n    pairs: v.array(PairConfigSchema),\n    tsSec: v.pipe(\n        v.bigint(),\n        v.transform((v) => Number(v) * 1000),\n    ),\n});\n"],"mappings":";;;;;;;;AAkBA,SAAgB,wBAAwB,QAAmB;CACvD,OAAO,EAAE,KACL,EAAE,OAAO;EACL,UAAU,EAAE,OAAO;EACnB,SAAS,EAAE,OAAO;EAClB,OAAO,EAAE,QAAQ;EACjB,YAAY,EAAE,OAAO;EACrB,WAAW,EAAE,OAAO;EACpB,MAAM,EAAE,SAAS,EAAE,OAAO,GAAG,EAAE;CACnC,CAAC,GACD,EAAE,WAAW,MAAM;EACf,MAAM,YAA8C,EAAE,QAAQ,QAAQ;EACtE,OAAO;GACH,UAAU,EAAE;GACZ,SAAS,EAAE,QAAQ,SAAS;GAC5B,OAAO,EAAE;GACT;GACA,KAAK,sBAAsB,EAAE,WAAW,OAAO,QAAQ,EAAE,QAAQ,CAAC;GAClE,OAAO,sBAAsB,EAAE,YAAY,OAAO,MAAM,CAAC;GACzD,MAAM,EAAE,KAAK,SAAS;GACtB,MAAM,SAAS,EAAE,IAAI;EACzB;CACJ,CAAC,CACL;AACJ;AAIA,MAAa,6BAA6B,EAAE,KACxC,EAAE,OAAO;CACL,UAAU,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,CAAC;CACtD,MAAM,EAAE,SAAS,UAAU;CAC3B,WAAW,EAAE,KACT,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,CAAC,CAAC,GACvC,EAAE,WAAW,MAAO,IAAI,OAAO,CAAC,IAAI,KAAA,CAAU,CAClD;CACA,SAAS,EAAE,KACP,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,CAAC,CAAC,GACvC,EAAE,WAAW,MAAO,IAAI,OAAO,CAAC,IAAI,KAAA,CAAU,CAClD;CACA,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,QAAQ,GAAG,EAAE,QAAQ,CAAC,GAAG,EAAE,SAAS,GAAK,CAAC,CAAC;CAClF,WAAW,EAAE,SAAS,EAAE,KAAK,EAAE,OAAO,GAAG,EAAE,KAAK,CAAC,GAAG,EAAE;AAC1D,CAAC,GACD,EAAE,WAAW,WAAW;CACpB,UAAU,MAAM;CAChB,MAAM,MAAM,OAAO,gBAAgB,aAAa,MAAM,QAAQ,KAAA;CAC9D,WAAW,gBAAgB,MAAM,SAAS;CAC1C,SAAS,gBAAgB,MAAM,OAAO;CACtC,OAAO,MAAM;CACb,WAAW,MAAM;AACrB,EAAE,CACN;AAaA,MAAa,oBAAoB,EAAE,KAC/B,EAAE,OAAO;;;;CAIL,OAAO,EAAE,OAAO;;;;CAIhB,UAAU,EAAE,OAAO;;;;CAInB,MAAM,EAAE,OAAO;;;;CAIf,yBAAyB,EAAE,OAAO;;;;CAIlC,eAAe,EAAE,OAAO;AAC5B,CAAC,GACD,EAAE,WAAW,OAAO;CAChB,QAAQ,EAAE;CACV,UAAU,EAAE;CACZ,MAAM,EAAE;CACR,yBAAyB,EAAE;CAC3B,eAAe,EAAE;AACrB,EAAE,CACN;AAEA,MAAa,6BAA6B,EAAE,SACxC,EAAE,OAAO;;;;;AAKL,uBAAuB,EAAE,MAAM,EAAE,OAAO,CAAC,EAC7C,CAAC,GACD,EACI,uBAAuB,CAAC,EAC5B,CACJ;AAEA,SAAS,aAAa,KAAqB;CACvC,OAAO,MAAM;AACjB;AAEA,MAAa,mBAAmB,EAAE,KAC9B,EAAE,OAAO;;;;CAIL,UAAU,EAAE,OAAO;;;;CAInB,QAAQ,EAAE,OAAO;;;;CAIjB,WAAW,EAAE,OAAO;;;;CAIpB,YAAY,EAAE,OAAO;;;;CAIrB,UAAU,EAAE,OAAO;;;;CAInB,UAAU,EAAE,OAAO;;;;CAInB,kBAAkB,EAAE,OAAO;;;;CAI3B,YAAY,EAAE,OAAO;;;;;;;;CASrB,qBAAqB,EAAE,QAAQ;;;;CAI/B,6BAA6B,EAAE,SAAS,EAAE,OAAO,GAAG,CAAC;;;;CAIrD,8BAA8B,EAAE,SAAS,EAAE,OAAO,GAAG,CAAC;;;;CAItD,sBAAsB,EAAE,SAAS,EAAE,OAAO,GAAG,CAAC;;;;CAK9C,YAAY,EAAE,SAAS,0BAA0B;;;;CAIjD,mBAAmB,EAAE,OAAO;;;;CAI5B,oBAAoB,EAAE,OAAO;;;;CAI7B,WAAW,EAAE,KAAK,EAAE,SAAS,EAAE,QAAQ,CAAC,GAAG,EAAE,UAAU,aAAa,CAAC;;;;CAIrE,aAAa,EAAE,KAAK,EAAE,SAAS,EAAE,QAAQ,CAAC,GAAG,EAAE,UAAU,aAAa,CAAC;;;;CAIvE,QAAQ,EAAE,KACN,EAAE,OAAO,GACT,EAAE,WACG,WACG,gBAAgB,cACZ,WACC,SACb,CACJ;AACJ,CAAC,GACD,EAAE,WACG,EACG,6BACA,8BACA,sBACA,GAAG,YACA;CACH,GAAG;CACH,6BAA6B,aAAa,2BAA2B;CACrE,8BAA8B,aAAa,4BAA4B;CACvE,sBAAsB,aAAa,oBAAoB;AAC3D,EACJ,CACJ;AAEA,MAAa,mBAAmB,EAAE,OAAO;CACrC,QAAQ,EAAE,MAAM,iBAAiB;CACjC,OAAO,EAAE,MAAM,gBAAgB;CAC/B,OAAO,EAAE,KACL,EAAE,OAAO,GACT,EAAE,WAAW,MAAM,OAAO,CAAC,IAAI,GAAI,CACvC;AACJ,CAAC"}

package/dist/services/market-overview/market-overview.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"market-overview.d.ts","names":[],"sources":["../../../src/services/market-overview/market-overview.ts"],"mappings":";;;;;;;UAqBU,qCAAqC,mBAAmB;EAC9D;EACA,qBAAqB;;;;;cAMZ;;EAMG,YAAA,WAAW,WAAW,UAAU,mBAAmB,QAAQ;;;;EAUjE,KACF,QAAO,yBACP,UAAU,0BACX;IAAU,SAAS;IAAkB;;;;;EAgBxC,UAAU,OAAO"}

package/dist/services/market-overview/market-overview.js

@@ -1,4 +1,4 @@
-import { parse, validation_exports } from "../../shared/validation.js";
+import { parse } from "../../shared/validation.js";
 import { toConnectCallOptions } from "../../shared/request-options.js";
 import { publicationHandlerErrorContext } from "../../shared/subscription-errors.js";
 import { createReadyGate } from "../../shared/decimal-surface.js";
@@ -6,6 +6,7 @@ import { MarketOverviewBatchSchema, MarketOverviewService as MarketOverviewServi
 import { snapshotThenStream } from "../../realtime/snapshot-then-stream.js";
 import { ListMarketOverviewInputSchema, createMarketOverviewSchema } from "./market-overview.schemas.js";
 import { createClient } from "@connectrpc/connect";
+import * as v from "valibot";
 //#region src/services/market-overview/market-overview.ts
 /**
 * Provides ticker-style per-market stats and a live merged overview stream.
@@ -29,7 +30,7 @@ var MarketOverviewService = class {
 		await this.#scales.ready();
 		const res = await this.#client.listMarketOverview(validatedInput, toConnectCallOptions(options));
 		return {
-			markets: parse(validation_exports.array(this.#marketOverviewSchema), res.markets),
+			markets: parse(v.array(this.#marketOverviewSchema), res.markets),
 			nextPageToken: res.nextPageToken
 		};
 	}

package/dist/services/market-overview/market-overview.js.map

@@ -1 +1 @@
-{"version":3,"file":"market-overview.js","names":["#client","Proto.MarketOverviewService","#realtime","#scales","#marketOverviewSchema","v.parse","v","Proto.MarketOverviewBatchSchema"],"sources":["../../../src/services/market-overview/market-overview.ts"],"sourcesContent":["import * as Proto from \"../../gen/marketoverview/v1/marketoverview_pb.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport { publicationHandlerErrorContext } from \"../../shared/subscription-errors.js\";\nimport * as v from \"../../shared/validation.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport { snapshotThenStream } from \"../../realtime/snapshot-then-stream.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport {\n    toConnectCallOptions,\n    type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport { createReadyGate, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport {\n    ListMarketOverviewInputSchema,\n    createMarketOverviewSchema,\n    type SparklineIntervalName,\n    type ListMarketOverviewInput,\n    type MarketOverview,\n} from \"./market-overview.schemas.js\";\n\ninterface SubscribeMarketOverviewInput extends BaseSubscribeInput<MarketOverview[]> {\n    includeSparklines?: boolean;\n    sparklineIntervals?: SparklineIntervalName[];\n}\n\n/**\n * Provides ticker-style per-market stats and a live merged overview stream.\n */\nexport class MarketOverviewService {\n    #client: Client<typeof Proto.MarketOverviewService>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n    #marketOverviewSchema: ReturnType<typeof createMarketOverviewSchema>;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(Proto.MarketOverviewService, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n        this.#marketOverviewSchema = createMarketOverviewSchema(scales);\n    }\n\n    /**\n     * Returns market overview rows with last and index prices, 24h stats, top-of-book values, listing timestamp, and optional sparklines. Supports symbol filtering, sorting, pagination, and sparkline interval selection.\n     */\n    async list(\n        input: ListMarketOverviewInput = {},\n        options?: PolyesterRequestOptions,\n    ): Promise<{ markets: MarketOverview[]; nextPageToken: string }> {\n        const validatedInput = v.parse(ListMarketOverviewInputSchema, input);\n        await this.#scales.ready();\n        const res = await this.#client.listMarketOverview(\n            validatedInput,\n            toConnectCallOptions(options),\n        );\n        return {\n            markets: v.parse(v.array(this.#marketOverviewSchema), res.markets),\n            nextPageToken: res.nextPageToken,\n        };\n    }\n\n    /**\n     * Subscribes to public:spot:market_overview:updates:proto, fetches an initial snapshot, buffers updates until ready, and emits the merged set of latest market rows. On reconnect it refetches the snapshot before resuming updates.\n     */\n    subscribe(input: SubscribeMarketOverviewInput): () => void {\n        const channel = \"public:spot:market_overview:updates:proto\";\n        const bySymbolId = new Map<number, MarketOverview>();\n        const includeSparklines = input.includeSparklines ?? true;\n        const sparklineIntervals = input.sparklineIntervals ?? [\"24h\"];\n        const listMarketOverview = this.list.bind(this);\n        const schema = this.#marketOverviewSchema;\n        const gate = createReadyGate(\n            () => this.#scales.ready(),\n            (error) => input.onError?.(publicationHandlerErrorContext(channel, error)),\n        );\n\n        function emit(): void {\n            input.onEvent(Array.from(bySymbolId.values()));\n        }\n\n        function handleMarketUpdate(m: MarketOverview): void {\n            bySymbolId.set(m.symbolId, m);\n        }\n\n        function applyMarkets(markets: readonly MarketOverview[]): void {\n            for (const market of markets) {\n                handleMarketUpdate(market);\n            }\n        }\n\n        function parseMarkets(markets: readonly Proto.MarketOverview[]): MarketOverview[] {\n            return markets.map((m) => v.parse(schema, m));\n        }\n\n        async function fetchSnapshot(): Promise<MarketOverview[]> {\n            const result = await listMarketOverview({\n                includeSparklines,\n                sparklineIntervals,\n            });\n            return result.markets;\n        }\n\n        const stream = snapshotThenStream({\n            realtime: this.#realtime,\n            channel,\n            schema: Proto.MarketOverviewBatchSchema,\n            maxBufferedPublications: 2000,\n            snapshotErrorLog: \"Failed to fetch market overview\",\n            fetchSnapshot,\n            readPublication: (batch) => batch.markets ?? 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+{"version":3,"file":"market-overview.js","names":["#client","Proto.MarketOverviewService","#realtime","#scales","#marketOverviewSchema","Proto.MarketOverviewBatchSchema"],"sources":["../../../src/services/market-overview/market-overview.ts"],"sourcesContent":["import * as Proto from \"../../gen/marketoverview/v1/marketoverview_pb.js\";\nimport { createClient, type Client, type Transport } from \"@connectrpc/connect\";\nimport { publicationHandlerErrorContext } from \"../../shared/subscription-errors.js\";\nimport * as v from \"valibot\";\nimport { parse } from \"../../shared/validation.js\";\nimport type { PolyesterRealtime } from \"../../realtime/types.js\";\nimport { snapshotThenStream } from \"../../realtime/snapshot-then-stream.js\";\nimport type { BaseSubscribeInput } from \"../../shared/types.js\";\nimport {\n    toConnectCallOptions,\n    type PolyesterRequestOptions,\n} from \"../../shared/request-options.js\";\nimport { createReadyGate, type SdkScales } from \"../../shared/decimal-surface.js\";\nimport {\n    ListMarketOverviewInputSchema,\n    createMarketOverviewSchema,\n    type SparklineIntervalName,\n    type ListMarketOverviewInput,\n    type MarketOverview,\n} from \"./market-overview.schemas.js\";\n\ninterface SubscribeMarketOverviewInput extends BaseSubscribeInput<MarketOverview[]> {\n    includeSparklines?: boolean;\n    sparklineIntervals?: SparklineIntervalName[];\n}\n\n/**\n * Provides ticker-style per-market stats and a live merged overview stream.\n */\nexport class MarketOverviewService {\n    #client: Client<typeof Proto.MarketOverviewService>;\n    #realtime: PolyesterRealtime;\n    #scales: SdkScales;\n    #marketOverviewSchema: ReturnType<typeof createMarketOverviewSchema>;\n\n    constructor(transport: Transport, realtime: PolyesterRealtime, scales: SdkScales) {\n        this.#client = createClient(Proto.MarketOverviewService, transport);\n        this.#realtime = realtime;\n        this.#scales = scales;\n        this.#marketOverviewSchema = createMarketOverviewSchema(scales);\n    }\n\n    /**\n     * Returns market overview rows with last and index prices, 24h stats, top-of-book values, listing timestamp, and optional sparklines. Supports symbol filtering, sorting, pagination, and sparkline interval selection.\n     */\n    async list(\n        input: ListMarketOverviewInput = {},\n        options?: PolyesterRequestOptions,\n    ): Promise<{ markets: MarketOverview[]; nextPageToken: string }> {\n        const validatedInput = parse(ListMarketOverviewInputSchema, input);\n        await this.#scales.ready();\n        const res = await this.#client.listMarketOverview(\n            validatedInput,\n            toConnectCallOptions(options),\n        );\n        return {\n            markets: parse(v.array(this.#marketOverviewSchema), res.markets),\n            nextPageToken: res.nextPageToken,\n        };\n    }\n\n    /**\n     * Subscribes to public:spot:market_overview:updates:proto, fetches an initial snapshot, buffers updates until ready, and emits the merged set of latest market rows. On reconnect it refetches the snapshot before resuming updates.\n     */\n    subscribe(input: SubscribeMarketOverviewInput): () => void {\n        const channel = \"public:spot:market_overview:updates:proto\";\n        const bySymbolId = new Map<number, MarketOverview>();\n        const includeSparklines = input.includeSparklines ?? true;\n        const sparklineIntervals = input.sparklineIntervals ?? [\"24h\"];\n        const listMarketOverview = this.list.bind(this);\n        const schema = this.#marketOverviewSchema;\n        const gate = createReadyGate(\n            () => this.#scales.ready(),\n            (error) => input.onError?.(publicationHandlerErrorContext(channel, error)),\n        );\n\n        function emit(): void {\n            input.onEvent(Array.from(bySymbolId.values()));\n        }\n\n        function handleMarketUpdate(m: MarketOverview): void {\n            bySymbolId.set(m.symbolId, m);\n        }\n\n        function applyMarkets(markets: readonly MarketOverview[]): void {\n            for (const market of markets) {\n                handleMarketUpdate(market);\n            }\n        }\n\n        function parseMarkets(markets: readonly Proto.MarketOverview[]): MarketOverview[] {\n            return markets.map((m) => parse(schema, m));\n        }\n\n        async function fetchSnapshot(): Promise<MarketOverview[]> {\n            const result = await listMarketOverview({\n                includeSparklines,\n                sparklineIntervals,\n            });\n            return result.markets;\n        }\n\n        const stream = snapshotThenStream({\n            realtime: this.#realtime,\n            channel,\n            schema: Proto.MarketOverviewBatchSchema,\n            maxBufferedPublications: 2000,\n            snapshotErrorLog: \"Failed to fetch market overview\",\n            fetchSnapshot,\n            readPublication: (batch) => batch.markets ?? 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package/dist/services/market-overview/market-overview.schemas.d.ts

@@ -1,40 +1,40 @@
-import { validation_d_exports } from "../../shared/validation.js";
 import { MarketOrderBy, SortDirection, SparklineInterval } from "../../gen/marketoverview/v1/marketoverview_pb.js";
 import { DecodedEnum } from "../../utils/types.js";
 import { SdkScales } from "../../shared/decimal-surface.js";
 import "./market-overview.codecs.js";
+import * as v from "valibot";
 //#region src/services/market-overview/market-overview.schemas.d.ts
-declare const SparklineIntervalSchema: validation_d_exports.PicklistSchema<readonly ["1h", "24h", "1w", "1m"], undefined>;
-type SparklineIntervalName = validation_d_exports.InferOutput<typeof SparklineIntervalSchema>;
+declare const SparklineIntervalSchema: v.PicklistSchema<readonly ["1h", "24h", "1w", "1m"], undefined>;
+type SparklineIntervalName = v.InferOutput<typeof SparklineIntervalSchema>;
 type MarketOverviewSparkline = {
   interval: DecodedEnum<SparklineIntervalName>;
   close: string[];
 };
-declare const MarketOverviewOrderBySchema: validation_d_exports.PicklistSchema<readonly ["change_24h_bps", "volume_24h_quote", "last_price", "date_added"], undefined>;
-type MarketOverviewOrderBy = validation_d_exports.InferOutput<typeof MarketOverviewOrderBySchema>;
-declare const MarketOverviewSortSchema: validation_d_exports.PicklistSchema<readonly ["asc", "desc"], undefined>;
-type MarketOverviewSort = validation_d_exports.InferOutput<typeof MarketOverviewSortSchema>;
-declare function createMarketOverviewSchema(scales: SdkScales): validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.ObjectSchema<{
-  readonly symbolId: validation_d_exports.NumberSchema<undefined>;
-  readonly symbol: validation_d_exports.StringSchema<undefined>;
-  readonly lastPriceTicks: validation_d_exports.BigintSchema<undefined>;
-  readonly lastTradeTsNs: validation_d_exports.OptionalSchema<validation_d_exports.BigintSchema<undefined>, 0n>;
-  readonly change24hBps: validation_d_exports.NumberSchema<undefined>;
-  readonly high24hTicks: validation_d_exports.BigintSchema<undefined>;
-  readonly low24hTicks: validation_d_exports.BigintSchema<undefined>;
-  readonly volume24hBaseScaled: validation_d_exports.BigintSchema<undefined>;
-  readonly volume24hQuoteScaled: validation_d_exports.BigintSchema<undefined>;
-  readonly listedTsNs: validation_d_exports.OptionalSchema<validation_d_exports.BigintSchema<undefined>, 0n>;
-  readonly bestBidTicks: validation_d_exports.BigintSchema<undefined>;
-  readonly bestBidQtyScaled: validation_d_exports.BigintSchema<undefined>;
-  readonly bestAskTicks: validation_d_exports.BigintSchema<undefined>;
-  readonly bestAskQtyScaled: validation_d_exports.BigintSchema<undefined>;
-  readonly sparklines: validation_d_exports.OptionalSchema<validation_d_exports.ArraySchema<validation_d_exports.ObjectSchema<{
-    readonly interval: validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.EnumSchema<typeof SparklineInterval, undefined>, validation_d_exports.TransformAction<SparklineInterval, "unspecified" | "1h" | "24h" | "1w" | "1m">]>;
-    readonly closeTicks: validation_d_exports.ArraySchema<validation_d_exports.BigintSchema<undefined>, undefined>;
+declare const MarketOverviewOrderBySchema: v.PicklistSchema<readonly ["change_24h_bps", "volume_24h_quote", "last_price", "date_added"], undefined>;
+type MarketOverviewOrderBy = v.InferOutput<typeof MarketOverviewOrderBySchema>;
+declare const MarketOverviewSortSchema: v.PicklistSchema<readonly ["asc", "desc"], undefined>;
+type MarketOverviewSort = v.InferOutput<typeof MarketOverviewSortSchema>;
+declare function createMarketOverviewSchema(scales: SdkScales): v.SchemaWithPipe<readonly [v.ObjectSchema<{
+  readonly symbolId: v.NumberSchema<undefined>;
+  readonly symbol: v.StringSchema<undefined>;
+  readonly lastPriceTicks: v.BigintSchema<undefined>;
+  readonly lastTradeTsNs: v.OptionalSchema<v.BigintSchema<undefined>, 0n>;
+  readonly change24hBps: v.NumberSchema<undefined>;
+  readonly high24hTicks: v.BigintSchema<undefined>;
+  readonly low24hTicks: v.BigintSchema<undefined>;
+  readonly volume24hBaseScaled: v.BigintSchema<undefined>;
+  readonly volume24hQuoteScaled: v.BigintSchema<undefined>;
+  readonly listedTsNs: v.OptionalSchema<v.BigintSchema<undefined>, 0n>;
+  readonly bestBidTicks: v.BigintSchema<undefined>;
+  readonly bestBidQtyScaled: v.BigintSchema<undefined>;
+  readonly bestAskTicks: v.BigintSchema<undefined>;
+  readonly bestAskQtyScaled: v.BigintSchema<undefined>;
+  readonly sparklines: v.OptionalSchema<v.ArraySchema<v.ObjectSchema<{
+    readonly interval: v.SchemaWithPipe<readonly [v.EnumSchema<typeof SparklineInterval, undefined>, v.TransformAction<SparklineInterval, "unspecified" | "1h" | "24h" | "1w" | "1m">]>;
+    readonly closeTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
   }, undefined>, undefined>, readonly []>;
-  readonly indexPriceTicks: validation_d_exports.BigintSchema<undefined>;
-}, undefined>, validation_d_exports.TransformAction<{
+  readonly indexPriceTicks: v.BigintSchema<undefined>;
+}, undefined>, v.TransformAction<{
   symbolId: number;
   symbol: string;
   lastPriceTicks: bigint;
@@ -72,17 +72,17 @@ declare function createMarketOverviewSchema(scales: SdkScales): validation_d_exp
   indexPrice: string | undefined;
   sparklines: MarketOverviewSparkline[];
 }>]>;
-type MarketOverview = validation_d_exports.InferOutput<ReturnType<typeof createMarketOverviewSchema>>;
-declare const ListMarketOverviewInputSchema: validation_d_exports.ObjectSchema<{
-  readonly symbols: validation_d_exports.OptionalSchema<validation_d_exports.ArraySchema<validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.StringSchema<undefined>, validation_d_exports.TrimAction, validation_d_exports.MinLengthAction<string, 1, undefined>]>, undefined>, readonly []>;
-  readonly limit: validation_d_exports.OptionalSchema<validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.NumberSchema<undefined>, validation_d_exports.IntegerAction<number, undefined>, validation_d_exports.GtValueAction<number, 0, undefined>]>, 500>;
-  readonly pageToken: validation_d_exports.OptionalSchema<validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.StringSchema<undefined>, validation_d_exports.TrimAction]>, "">;
-  readonly orderBy: validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.OptionalSchema<validation_d_exports.PicklistSchema<readonly ["change_24h_bps", "volume_24h_quote", "last_price", "date_added"], undefined>, "volume_24h_quote">, validation_d_exports.TransformAction<"change_24h_bps" | "volume_24h_quote" | "last_price" | "date_added", MarketOrderBy.ORDER_BY_CHANGE_24H_BPS | MarketOrderBy.ORDER_BY_VOLUME_24H_QUOTE | MarketOrderBy.ORDER_BY_LAST_PRICE | MarketOrderBy.ORDER_BY_DATE_ADDED>]>;
-  readonly sort: validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.OptionalSchema<validation_d_exports.PicklistSchema<readonly ["asc", "desc"], undefined>, "desc">, validation_d_exports.TransformAction<"asc" | "desc", SortDirection.SORT_ASC | SortDirection.SORT_DESC>]>;
-  readonly includeSparklines: validation_d_exports.OptionalSchema<validation_d_exports.BooleanSchema<undefined>, true>;
-  readonly sparklineIntervals: validation_d_exports.SchemaWithPipe<readonly [validation_d_exports.OptionalSchema<validation_d_exports.ArraySchema<validation_d_exports.PicklistSchema<readonly ["1h", "24h", "1w", "1m"], undefined>, undefined>, readonly ["24h"]>, validation_d_exports.TransformAction<("1h" | "24h" | "1w" | "1m")[], (SparklineInterval.SPARKLINE_1H | SparklineInterval.SPARKLINE_24H | SparklineInterval.SPARKLINE_1W | SparklineInterval.SPARKLINE_1M)[]>]>;
+type MarketOverview = v.InferOutput<ReturnType<typeof createMarketOverviewSchema>>;
+declare const ListMarketOverviewInputSchema: v.ObjectSchema<{
+  readonly symbols: v.OptionalSchema<v.ArraySchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction, v.MinLengthAction<string, 1, undefined>]>, undefined>, readonly []>;
+  readonly limit: v.OptionalSchema<v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>]>, 500>;
+  readonly pageToken: v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, "">;
+  readonly orderBy: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["change_24h_bps", "volume_24h_quote", "last_price", "date_added"], undefined>, "volume_24h_quote">, v.TransformAction<"change_24h_bps" | "volume_24h_quote" | "last_price" | "date_added", MarketOrderBy.ORDER_BY_CHANGE_24H_BPS | MarketOrderBy.ORDER_BY_VOLUME_24H_QUOTE | MarketOrderBy.ORDER_BY_LAST_PRICE | MarketOrderBy.ORDER_BY_DATE_ADDED>]>;
+  readonly sort: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["asc", "desc"], undefined>, "desc">, v.TransformAction<"asc" | "desc", SortDirection.SORT_ASC | SortDirection.SORT_DESC>]>;
+  readonly includeSparklines: v.OptionalSchema<v.BooleanSchema<undefined>, true>;
+  readonly sparklineIntervals: v.SchemaWithPipe<readonly [v.OptionalSchema<v.ArraySchema<v.PicklistSchema<readonly ["1h", "24h", "1w", "1m"], undefined>, undefined>, readonly ["24h"]>, v.TransformAction<("1h" | "24h" | "1w" | "1m")[], (SparklineInterval.SPARKLINE_1H | SparklineInterval.SPARKLINE_24H | SparklineInterval.SPARKLINE_1W | SparklineInterval.SPARKLINE_1M)[]>]>;
 }, undefined>;
-type ListMarketOverviewInput = validation_d_exports.InferInput<typeof ListMarketOverviewInputSchema>;
+type ListMarketOverviewInput = v.InferInput<typeof ListMarketOverviewInputSchema>;
 //#endregion
 export { ListMarketOverviewInput, ListMarketOverviewInputSchema, MarketOverview, MarketOverviewOrderBy, MarketOverviewOrderBySchema, MarketOverviewSort, MarketOverviewSortSchema, MarketOverviewSparkline, SparklineIntervalName, SparklineIntervalSchema, createMarketOverviewSchema };
 //# sourceMappingURL=market-overview.schemas.d.ts.map

package/dist/services/market-overview/market-overview.schemas.d.ts.map

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