@usherlabs/cex-broker 0.2.27 → 0.2.28

package/dist/helpers/broker-execution-archive/capture.d.ts

@@ -3,7 +3,7 @@ import { type OrderTelemetryAction, type OrderTelemetryContext } from "../order-
 import { type TransferArchiveFields } from "./rows";
 import type { SubscribeArchiveType } from "./types";
 import type { WithdrawalObservationTracker } from "./withdrawal-observation-tracker";
-import type { BrokerExecutionArchiver } from "./writer";
+import { type BrokerExecutionArchiver } from "./writer";
 export declare function archiveOrderExecutionInBackground(archiver: BrokerExecutionArchiver | undefined, context: OrderTelemetryContext, order: unknown, error?: unknown, options?: {
     marketMetadataHash?: string;
 }): void;

package/dist/helpers/broker-execution-archive/index.d.ts

@@ -3,4 +3,4 @@ export { hashMarketMetadata, redactErrorForArchive, redactSecretLiterals, redact
 export { buildAccountBalanceSnapshotRow, buildCommonArchiveTags, buildFillEventArchiveRow, buildMarketMetadataSnapshotRow, buildOrderEventArchiveRow, buildSubscribeStreamArchiveRow, buildTransferEventArchiveRow, type FillArchiveFields, type NormalizedCcxtBalance, type NormalizedCcxtTransfer, normalizeCcxtBalanceForArchive, normalizeCcxtTradeForArchive, normalizeCcxtTransactionForArchive, type TransferArchiveFields, } from "./rows";
 export { ACCOUNT_BALANCE_PRECISION_BASIS, ACCOUNT_BALANCE_SCOPE, ARCHIVE_SCHEMA_VERSION, BROKER_WRITE_SOURCE, type BrokerArchiveCommonTags, type BrokerArchiveRow, type BrokerArchiveTable, type OrderArchiveAction, type SubscribeArchiveType, type TransferEventKind, type TransferLifecycleAction, } from "./types";
 export { DEFAULT_WITHDRAWAL_OBSERVATION_TRACKER_MAX_ENTRIES, WithdrawalObservationTracker, } from "./withdrawal-observation-tracker";
-export { BrokerExecutionArchiver, type BrokerExecutionArchiverOptions, createBrokerExecutionArchiverFromEnv, isArchiveOtelLogsEnabled, isBrokerExecutionArchiveTable, resolveArchiveForwarderUrlFromEnv, } from "./writer";
+export { BrokerExecutionArchiveDurabilityError, BrokerExecutionArchiver, type BrokerExecutionArchiverOptions, createBrokerExecutionArchiverFromEnv, isArchiveOtelLogsEnabled, isBrokerExecutionArchiveTable, resolveArchiveForwarderUrlFromEnv, rethrowArchiveDurabilityError, } from "./writer";

package/dist/helpers/broker-execution-archive/rows.d.ts

@@ -28,6 +28,7 @@ export declare function buildOrderEventArchiveRow(input: {
     tags: BrokerArchiveCommonTags;
     action: OrderArchiveAction;
     telemetry: OrderExecutionTelemetry;
+    errorDetail?: string;
     eventKind?: "execute_action" | "subscribe_stream";
     subscriptionType?: SubscribeArchiveType;
     marketMetadataHash?: string;

package/dist/helpers/broker-execution-archive/writer.d.ts

@@ -5,12 +5,17 @@ export type BrokerExecutionArchiverOptions = {
     deploymentId?: string;
     otelLogs?: OtelLogs;
     otelMetrics?: OtelMetrics;
-    forwarderUrl?: string;
+    forwarderUrl: string;
+    deadLetterPath: string;
     maxQueueSize?: number;
     batchSize?: number;
     flushIntervalMs?: number;
     forwarderTimeoutMs?: number;
 };
+export declare class BrokerExecutionArchiveDurabilityError extends Error {
+    constructor(message: string, options?: ErrorOptions);
+}
+export declare function rethrowArchiveDurabilityError(error: unknown): void;
 type ArchiverStats = {
     enqueued: number;
     shed: number;
@@ -24,6 +29,8 @@ export declare class BrokerExecutionArchiver {
     private readonly otelLogs?;
     private readonly otelMetrics?;
     private readonly forwarderUrl?;
+    private readonly deadLetterPath?;
+    private deadLetterFd?;
     private readonly maxQueueSize;
     private readonly batchSize;
     private readonly flushIntervalMs;
@@ -34,7 +41,6 @@ export declare class BrokerExecutionArchiver {
     private flushInFlight;
     private lastShedWarnAtMs;
     private closed;
-    private loggedMissingMarketForwarder;
     private readonly enabled;
     private readonly forwarderAuthToken?;
     private constructor();
@@ -50,7 +56,9 @@ export declare class BrokerExecutionArchiver {
     close(): Promise<void>;
     getStats(): Readonly<ArchiverStats>;
     getQueueDepth(): number;
+    private closeLossJournal;
     private enforceQueueBound;
+    private appendLossRecords;
     private flushBatch;
     private recordFlushHealth;
     private recordArchiveMetric;

package/dist/helpers/market-data-archive/capture.d.ts

@@ -1,5 +1,5 @@
+import { type BrokerExecutionArchiver } from "../broker-execution-archive/writer";
 import type { OtelMetrics } from "../otel";
-import type { BrokerExecutionArchiver } from "../broker-execution-archive/writer";
 import { OhlcvBarTracker } from "./ohlcv-bar-tracker";
 import { OrderbookSampler } from "./orderbook-sampler";
 import type { CexStreamArchiveInput, OhlcvArchiveInput, OrderbookArchiveInput, TickerArchiveInput, TradesArchiveInput } from "./types";

package/dist/helpers/market-data-archive/index.d.ts

@@ -1,9 +1,9 @@
 export { archiveCexStreamEventInBackground, archiveOhlcvInBackground, archiveOrderbookInBackground, archiveOrderbookSnapshotInBackground, archiveOrderbookTobInBackground, archiveTickerInBackground, archiveTradesInBackground, createOhlcvBarTracker, createOrderbookSampler, createOrderbookTobSampler, } from "./capture";
 export { extractLatestOhlcvBar, extractOhlcvBars, OhlcvBarTracker, parseOhlcvBar, } from "./ohlcv-bar-tracker";
-export { bootstrapOhlcvHistory } from "./ohlcv-history";
 export { resolveOhlcvBootstrapLimit } from "./ohlcv-bootstrap";
-export { extractTrades, parseTicker, parseTrade } from "./parse-stream";
+export { bootstrapOhlcvHistory } from "./ohlcv-history";
+export { getOrderbookArchiveDepthLimit, splitOrderBookSide, } from "./orderbook-depth";
 export { getOrderbookIntervalMs, getOrderbookTobIntervalMs, isMarketArchiveEnabled, OrderbookSampler, OrderbookTobSampler, } from "./orderbook-sampler";
+export { extractTrades, parseTicker, parseTrade } from "./parse-stream";
 export { buildCandleRow, buildCexStreamEventRow, buildCexTickerEventRow, buildCexTradeRow, buildOrderbookDepthRow, buildOrderbookSnapshotRow, buildOrderbookTobRow, } from "./rows";
-export { getOrderbookArchiveDepthLimit, splitOrderBookSide, } from "./orderbook-depth";
 export type { CexStreamArchiveInput, CexStreamType, MarketArchiveContext, OhlcvArchiveCandidate, OhlcvArchiveInput, OrderbookArchiveInput, OrderbookSnapshotArchiveInput, OrderbookTobArchiveInput, ParsedOhlcvBar, TickerArchiveInput, TradesArchiveInput, } from "./types";

package/dist/helpers/market-data-archive/ohlcv-history.d.ts

@@ -1,6 +1,6 @@
 import type { Exchange } from "@usherlabs/ccxt";
-import type { OtelMetrics } from "../otel";
 import type { BrokerExecutionArchiver } from "../broker-execution-archive/writer";
+import type { OtelMetrics } from "../otel";
 import type { OhlcvBarTracker } from "./ohlcv-bar-tracker";
 import type { OhlcvArchiveInput } from "./types";
 export declare function bootstrapOhlcvHistory(broker: Exchange, archiver: BrokerExecutionArchiver | undefined, otelMetrics: OtelMetrics | undefined, tracker: OhlcvBarTracker, input: OhlcvArchiveInput, options?: {

package/dist/helpers/market-data-archive/rows.d.ts

@@ -1,4 +1,4 @@
-import { type BrokerArchiveRow } from "../broker-execution-archive/types";
+import type { BrokerArchiveRow } from "../broker-execution-archive/types";
 import type { ParsedTicker, ParsedTrade } from "./parse-stream";
 import type { CexStreamArchiveInput, MarketArchiveContext, OrderbookArchiveInput, ParsedOhlcvBar, TickerArchiveInput, TradesArchiveInput } from "./types";
 export declare function buildOrderbookSnapshotRow(input: OrderbookArchiveInput): BrokerArchiveRow | null;

package/dist/helpers/market-data-archive/types.d.ts

@@ -1,6 +1,6 @@
+import type { BrokerArchiveRow } from "../broker-execution-archive/types";
 import type { BrokerMarketType } from "../market-type";
 import type { NormalizedOrderBookSnapshot } from "../order-book";
-import type { BrokerArchiveRow } from "../broker-execution-archive/types";
 export type MarketArchiveTable = "market_data.orderbook_snapshots" | "market_data.candles" | "market_data.cex_stream_events" | "market_data.cex_ticker_events" | "market_data.cex_trades";
 export type CexStreamType = "BALANCE" | "ORDERS" | "ORDERBOOK" | "TRADES" | "TICKER" | "OHLCV";
 export type ParsedOhlcvBar = {

package/dist/helpers/shared/errors.d.ts

@@ -1,12 +1,14 @@
+export declare const REDACTED_ERROR_MESSAGE = "redacted_error";
 export declare function getErrorMessage(error: unknown): string;
 /** Constructor/class name of a caught error (ccxt classes like InsufficientFunds,
  * BadSymbol, OrderNotFound carry the actionable signal). The generic `Error` name
  * adds nothing, so it is dropped; returns undefined for non-Error values. */
 export declare function errorClassName(error: unknown): string | undefined;
 /** Sanitized, single-line, length-capped detail for a caught error: the venue
- * error class name plus its message. Safe to return to gRPC callers — it carries
- * only the exchange's own error text (class + message), never a stack or payload,
- * so downstream consumers can distinguish e.g. InsufficientFunds from BadSymbol
- * instead of an opaque "<action> failed". */
-export declare function sanitizeErrorDetail(error: unknown): string;
+ * error class, optional primitive code, and message. It never includes a stack
+ * or attached payload. */
+export declare function sanitizeErrorDetail(error: unknown, options?: {
+    includeCode?: boolean;
+}): string;
 export declare function safeLogError(context: string, error: unknown): void;
+export declare function safeLogRedactedError(context: string, error: unknown): void;