@usherlabs/cex-broker 0.2.44 → 0.2.46

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Files changed (41) hide show
  1. package/README.md +1 -1
  2. package/dist/commands/cli.js +16231 -15573
  3. package/dist/handlers/subscribe/handler.d.ts +2 -0
  4. package/dist/helpers/market-data-archive/capture-contract.d.ts +3 -2
  5. package/dist/helpers/market-data-archive/types.d.ts +8 -4
  6. package/dist/helpers/market-data-vendor-backfill/archive-reader.d.ts +26 -0
  7. package/dist/helpers/market-data-vendor-backfill/batching.d.ts +10 -0
  8. package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts +80 -0
  9. package/dist/helpers/market-data-vendor-backfill/contracts.d.ts +393 -0
  10. package/dist/helpers/market-data-vendor-backfill/core.d.ts +100 -0
  11. package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +77 -0
  12. package/dist/helpers/market-data-vendor-backfill/forwarder-client.d.ts +25 -0
  13. package/dist/helpers/market-data-vendor-backfill/identity.d.ts +10 -0
  14. package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +1086 -0
  15. package/dist/helpers/market-data-vendor-backfill/promotion.d.ts +9 -0
  16. package/dist/helpers/market-data-vendor-backfill/qualification.d.ts +20 -0
  17. package/dist/helpers/market-data-vendor-backfill/selection.d.ts +30 -0
  18. package/dist/helpers/market-data-vendor-backfill/semantic-verification.d.ts +24 -0
  19. package/dist/helpers/public-market-data-feed/identity.d.ts +12 -0
  20. package/dist/helpers/public-market-data-feed/index.d.ts +5 -0
  21. package/dist/helpers/public-market-data-feed/orderbook-coalescing-evidence.d.ts +79 -0
  22. package/dist/helpers/public-market-data-feed/orderbook-profile.d.ts +54 -0
  23. package/dist/helpers/public-market-data-feed/subscriber-buffer.d.ts +31 -0
  24. package/dist/helpers/public-market-data-feed/supervisor.d.ts +82 -0
  25. package/dist/index.d.ts +1 -0
  26. package/dist/index.js +16221 -15563
  27. package/dist/index.js.map +21 -18
  28. package/dist/market-data-vendor-backfill/fixtures/conformance-v1.json +448 -0
  29. package/dist/market-data-vendor-backfill/policies/capability-policy.json +28 -0
  30. package/dist/market-data-vendor-backfill/policies/resource-policy.json +16 -0
  31. package/dist/market-data-vendor-backfill/schema-manifest.json +31 -0
  32. package/dist/market-data-vendor-backfill/schemas/archive-selection.schema.json +224 -0
  33. package/dist/market-data-vendor-backfill/schemas/promotion-receipt.schema.json +171 -0
  34. package/dist/market-data-vendor-backfill/schemas/request.schema.json +166 -0
  35. package/dist/market-data-vendor-backfill/schemas/required-clock.schema.json +47 -0
  36. package/dist/market-data-vendor-backfill/schemas/result.schema.json +198 -0
  37. package/dist/market-data-vendor-backfill.d.ts +18 -0
  38. package/dist/market-data-vendor-backfill.js +18819 -0
  39. package/dist/market-data-vendor-backfill.js.map +206 -0
  40. package/dist/server.d.ts +2 -1
  41. package/package.json +24 -2
package/dist/market-data-vendor-backfill/schemas/archive-selection.schema.json ADDED
@@ -0,0 +1,224 @@
1
+ {
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+ "$schema": "https://json-schema.org/draft/2020-12/schema",
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+ "$id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
4
+ "title": "Market data vendor backfill archive selection v1",
5
+ "type": "object",
6
+ "additionalProperties": false,
7
+ "required": [
8
+ "schema_id",
9
+ "selection_sha256",
10
+ "scope",
11
+ "required_clock",
12
+ "coverage_policy",
13
+ "source_policy",
14
+ "coverage_class",
15
+ "requested_intervals",
16
+ "selected_intervals",
17
+ "precedence",
18
+ "bundles",
19
+ "support_anchors",
20
+ "receipt_ids",
21
+ "qualification_event_ids",
22
+ "resolved_at"
23
+ ],
24
+ "properties": {
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+ "schema_id": {
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+ "const": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1"
27
+ },
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+ "selection_sha256": { "$ref": "#/$defs/sha256" },
29
+ "scope": { "$ref": "#/$defs/scope" },
30
+ "required_clock": { "$ref": "#/$defs/clockReference" },
31
+ "coverage_policy": { "$ref": "#/$defs/coveragePolicy" },
32
+ "source_policy": { "enum": ["authoritative_window", "fill_gaps"] },
33
+ "coverage_class": { "enum": ["complete", "partial", "missing"] },
34
+ "requested_intervals": {
35
+ "type": "array",
36
+ "minItems": 1,
37
+ "items": { "$ref": "#/$defs/interval" }
38
+ },
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+ "selected_intervals": {
40
+ "type": "array",
41
+ "items": {
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+ "type": "object",
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+ "additionalProperties": false,
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+ "required": [
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+ "start_at",
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+ "end_at",
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+ "capture_bundle_id",
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+ "capture_origin"
49
+ ],
50
+ "properties": {
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+ "start_at": { "$ref": "#/$defs/timestamp" },
52
+ "end_at": { "$ref": "#/$defs/timestamp" },
53
+ "capture_bundle_id": { "$ref": "#/$defs/sha256" },
54
+ "capture_origin": { "$ref": "#/$defs/captureOrigin" }
55
+ }
56
+ }
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+ },
58
+ "precedence": {
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+ "type": "array",
60
+ "minItems": 1,
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+ "maxItems": 2,
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+ "uniqueItems": true,
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+ "items": { "enum": ["archive", "vendor"] }
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+ },
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+ "bundles": {
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+ "type": "array",
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+ "items": {
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+ "type": "object",
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+ "additionalProperties": false,
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+ "required": [
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+ "capture_bundle_id",
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+ "capture_origin",
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+ "interval",
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+ "qualification"
75
+ ],
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+ "properties": {
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+ "capture_bundle_id": { "$ref": "#/$defs/sha256" },
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+ "capture_origin": { "$ref": "#/$defs/captureOrigin" },
79
+ "interval": { "$ref": "#/$defs/interval" },
80
+ "qualification": {
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+ "oneOf": [
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+ { "type": "null" },
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+ {
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+ "type": "object",
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+ "additionalProperties": false,
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+ "required": [
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+ "qualification_event_id",
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+ "state",
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+ "receipt_id",
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+ "promotion_identity_sha256"
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+ ],
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+ "properties": {
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+ "qualification_event_id": { "$ref": "#/$defs/uuid" },
94
+ "state": { "const": "qualified" },
95
+ "receipt_id": { "$ref": "#/$defs/sha256" },
96
+ "promotion_identity_sha256": { "$ref": "#/$defs/sha256" }
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+ }
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+ }
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+ ]
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+ }
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+ }
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+ }
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+ },
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+ "support_anchors": {
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+ "type": "array",
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+ "items": {
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+ "type": "object",
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+ "additionalProperties": false,
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+ "required": [
110
+ "capture_bundle_id",
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+ "raw_capture_id",
112
+ "snapshot_id",
113
+ "source_time",
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+ "normalized_summary_checksum",
115
+ "metadata_ref"
116
+ ],
117
+ "properties": {
118
+ "capture_bundle_id": { "$ref": "#/$defs/sha256" },
119
+ "raw_capture_id": { "$ref": "#/$defs/sha256" },
120
+ "snapshot_id": { "$ref": "#/$defs/sha256" },
121
+ "source_time": { "$ref": "#/$defs/timestamp" },
122
+ "normalized_summary_checksum": { "$ref": "#/$defs/sha256" },
123
+ "metadata_ref": {
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+ "type": "object",
125
+ "additionalProperties": false,
126
+ "required": [
127
+ "capture_origin",
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+ "qualification_event_id",
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+ "receipt_id"
130
+ ],
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+ "properties": {
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+ "capture_origin": { "$ref": "#/$defs/captureOrigin" },
133
+ "qualification_event_id": {
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+ "oneOf": [{ "type": "null" }, { "$ref": "#/$defs/uuid" }]
135
+ },
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+ "receipt_id": {
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+ "oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sha256" }]
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+ }
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+ }
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+ }
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+ }
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+ }
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+ },
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+ "receipt_ids": {
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+ "type": "array",
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+ "uniqueItems": true,
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+ "items": { "$ref": "#/$defs/sha256" }
148
+ },
149
+ "qualification_event_ids": {
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+ "type": "array",
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+ "uniqueItems": true,
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+ "items": { "$ref": "#/$defs/uuid" }
153
+ },
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+ "resolved_at": { "$ref": "#/$defs/timestamp" }
155
+ },
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+ "$defs": {
157
+ "uuid": {
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+ "type": "string",
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+ "pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
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+ },
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+ "sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
162
+ "timestamp": {
163
+ "type": "string",
164
+ "pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
165
+ },
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+ "safeInteger": {
167
+ "type": "integer",
168
+ "minimum": 0,
169
+ "maximum": 9007199254740991
170
+ },
171
+ "captureOrigin": {
172
+ "enum": ["production_capture", "vendor_historical_backfill"]
173
+ },
174
+ "scope": {
175
+ "type": "object",
176
+ "additionalProperties": false,
177
+ "required": ["exchange", "trading_pair", "market_type", "feed"],
178
+ "properties": {
179
+ "exchange": {
180
+ "type": "string",
181
+ "pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
182
+ },
183
+ "trading_pair": { "type": "string", "minLength": 3, "maxLength": 128 },
184
+ "market_type": { "enum": ["spot", "swap", "future"] },
185
+ "feed": { "const": "ORDERBOOK" }
186
+ }
187
+ },
188
+ "clockReference": {
189
+ "type": "object",
190
+ "additionalProperties": false,
191
+ "required": ["clock_id", "clock_sha256", "event_count"],
192
+ "properties": {
193
+ "clock_id": { "$ref": "#/$defs/uuid" },
194
+ "clock_sha256": { "$ref": "#/$defs/sha256" },
195
+ "event_count": { "$ref": "#/$defs/safeInteger" }
196
+ }
197
+ },
198
+ "coveragePolicy": {
199
+ "type": "object",
200
+ "additionalProperties": false,
201
+ "required": [
202
+ "policy_id",
203
+ "max_asof_lag_ms",
204
+ "future_rows",
205
+ "missing_required_event"
206
+ ],
207
+ "properties": {
208
+ "policy_id": { "const": "prior-asof-strict/v1" },
209
+ "max_asof_lag_ms": { "$ref": "#/$defs/safeInteger" },
210
+ "future_rows": { "const": "reject" },
211
+ "missing_required_event": { "const": "fail" }
212
+ }
213
+ },
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+ "interval": {
215
+ "type": "object",
216
+ "additionalProperties": false,
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+ "required": ["start_at", "end_at"],
218
+ "properties": {
219
+ "start_at": { "$ref": "#/$defs/timestamp" },
220
+ "end_at": { "$ref": "#/$defs/timestamp" }
221
+ }
222
+ }
223
+ }
224
+ }
package/dist/market-data-vendor-backfill/schemas/promotion-receipt.schema.json ADDED
@@ -0,0 +1,171 @@
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+ {
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+ "$schema": "https://json-schema.org/draft/2020-12/schema",
3
+ "$id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
4
+ "title": "Market data vendor backfill promotion receipt v1",
5
+ "type": "object",
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+ "additionalProperties": false,
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+ "required": [
8
+ "schema_id",
9
+ "receipt_id",
10
+ "promotion_identity_sha256",
11
+ "verified_at",
12
+ "request_id",
13
+ "idempotency_key",
14
+ "source",
15
+ "capture_origin",
16
+ "source_mode",
17
+ "provider",
18
+ "adapter_version",
19
+ "effective_policies",
20
+ "capture_bundle_id",
21
+ "scope",
22
+ "window",
23
+ "depth",
24
+ "construction_mode",
25
+ "canonical_schema",
26
+ "coverage_policy",
27
+ "selection_sha256",
28
+ "vendor_semantic_digest",
29
+ "canonical_semantic_digest",
30
+ "prefix_digest",
31
+ "suffix_digest",
32
+ "seam_verified",
33
+ "coverage_verified",
34
+ "dataset_objects"
35
+ ],
36
+ "properties": {
37
+ "schema_id": {
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+ "const": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1"
39
+ },
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+ "receipt_id": { "$ref": "#/$defs/sha256" },
41
+ "promotion_identity_sha256": { "$ref": "#/$defs/sha256" },
42
+ "verified_at": { "$ref": "#/$defs/timestamp" },
43
+ "request_id": { "$ref": "#/$defs/uuid" },
44
+ "idempotency_key": { "$ref": "#/$defs/sha256" },
45
+ "source": { "const": "external_backfill" },
46
+ "capture_origin": { "const": "vendor_historical_backfill" },
47
+ "source_mode": { "const": "vendor_historical_backfill_v1" },
48
+ "provider": { "type": "string", "minLength": 1, "maxLength": 128 },
49
+ "adapter_version": { "type": "string", "minLength": 1, "maxLength": 256 },
50
+ "effective_policies": {
51
+ "type": "object",
52
+ "additionalProperties": false,
53
+ "required": [
54
+ "capability_policy",
55
+ "resource_policy",
56
+ "adapter_policy",
57
+ "acquisition_policy"
58
+ ],
59
+ "properties": {
60
+ "capability_policy": { "$ref": "#/$defs/policyPin" },
61
+ "resource_policy": { "$ref": "#/$defs/policyPin" },
62
+ "adapter_policy": { "$ref": "#/$defs/policyPin" },
63
+ "acquisition_policy": { "$ref": "#/$defs/policyPin" }
64
+ }
65
+ },
66
+ "capture_bundle_id": { "$ref": "#/$defs/sha256" },
67
+ "scope": { "$ref": "#/$defs/scope" },
68
+ "window": { "$ref": "#/$defs/interval" },
69
+ "depth": { "type": "integer", "minimum": 1, "maximum": 500 },
70
+ "construction_mode": {
71
+ "enum": ["sampled_top_n_snapshot", "exact_l2_reconstruction"]
72
+ },
73
+ "canonical_schema": {
74
+ "type": "object",
75
+ "additionalProperties": false,
76
+ "required": ["schema_id", "schema_sha256"],
77
+ "properties": {
78
+ "schema_id": { "type": "string", "minLength": 1, "maxLength": 256 },
79
+ "schema_sha256": { "$ref": "#/$defs/sha256" }
80
+ }
81
+ },
82
+ "coverage_policy": { "$ref": "#/$defs/coveragePolicy" },
83
+ "selection_sha256": { "$ref": "#/$defs/sha256" },
84
+ "vendor_semantic_digest": { "$ref": "#/$defs/sha256" },
85
+ "canonical_semantic_digest": { "$ref": "#/$defs/sha256" },
86
+ "prefix_digest": { "$ref": "#/$defs/sha256" },
87
+ "suffix_digest": { "$ref": "#/$defs/sha256" },
88
+ "seam_verified": { "const": true },
89
+ "coverage_verified": { "const": true },
90
+ "dataset_objects": {
91
+ "type": "array",
92
+ "minItems": 1,
93
+ "maxItems": 10000,
94
+ "items": {
95
+ "type": "object",
96
+ "additionalProperties": false,
97
+ "required": ["identity", "checksum", "bytes", "rows"],
98
+ "properties": {
99
+ "identity": { "type": "string", "minLength": 1, "maxLength": 2048 },
100
+ "checksum": { "$ref": "#/$defs/sha256" },
101
+ "bytes": { "$ref": "#/$defs/safeInteger" },
102
+ "rows": { "$ref": "#/$defs/safeInteger" }
103
+ }
104
+ }
105
+ }
106
+ },
107
+ "$defs": {
108
+ "uuid": {
109
+ "type": "string",
110
+ "pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
111
+ },
112
+ "sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
113
+ "timestamp": {
114
+ "type": "string",
115
+ "pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
116
+ },
117
+ "safeInteger": {
118
+ "type": "integer",
119
+ "minimum": 0,
120
+ "maximum": 9007199254740991
121
+ },
122
+ "scope": {
123
+ "type": "object",
124
+ "additionalProperties": false,
125
+ "required": ["exchange", "trading_pair", "market_type", "feed"],
126
+ "properties": {
127
+ "exchange": {
128
+ "type": "string",
129
+ "pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
130
+ },
131
+ "trading_pair": { "type": "string", "minLength": 3, "maxLength": 128 },
132
+ "market_type": { "enum": ["spot", "swap", "future"] },
133
+ "feed": { "const": "ORDERBOOK" }
134
+ }
135
+ },
136
+ "interval": {
137
+ "type": "object",
138
+ "additionalProperties": false,
139
+ "required": ["start_at", "end_at"],
140
+ "properties": {
141
+ "start_at": { "$ref": "#/$defs/timestamp" },
142
+ "end_at": { "$ref": "#/$defs/timestamp" }
143
+ }
144
+ },
145
+ "coveragePolicy": {
146
+ "type": "object",
147
+ "additionalProperties": false,
148
+ "required": [
149
+ "policy_id",
150
+ "max_asof_lag_ms",
151
+ "future_rows",
152
+ "missing_required_event"
153
+ ],
154
+ "properties": {
155
+ "policy_id": { "const": "prior-asof-strict/v1" },
156
+ "max_asof_lag_ms": { "$ref": "#/$defs/safeInteger" },
157
+ "future_rows": { "const": "reject" },
158
+ "missing_required_event": { "const": "fail" }
159
+ }
160
+ },
161
+ "policyPin": {
162
+ "type": "object",
163
+ "additionalProperties": false,
164
+ "required": ["policy_id", "policy_sha256"],
165
+ "properties": {
166
+ "policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
167
+ "policy_sha256": { "$ref": "#/$defs/sha256" }
168
+ }
169
+ }
170
+ }
171
+ }
package/dist/market-data-vendor-backfill/schemas/request.schema.json ADDED
@@ -0,0 +1,166 @@
1
+ {
2
+ "$schema": "https://json-schema.org/draft/2020-12/schema",
3
+ "$id": "https://schemas.usher.so/market-data-vendor-backfill-request/v1",
4
+ "title": "Market data vendor backfill request v1",
5
+ "type": "object",
6
+ "additionalProperties": false,
7
+ "required": [
8
+ "schema_id",
9
+ "request_id",
10
+ "attempt_id",
11
+ "idempotency_key",
12
+ "scope",
13
+ "window",
14
+ "depth",
15
+ "construction_mode",
16
+ "source_policy",
17
+ "target",
18
+ "coverage_policy",
19
+ "required_clock",
20
+ "initial_selection",
21
+ "expected_canonical_schema",
22
+ "product_pins",
23
+ "production_authorization_id"
24
+ ],
25
+ "properties": {
26
+ "schema_id": {
27
+ "const": "https://schemas.usher.so/market-data-vendor-backfill-request/v1"
28
+ },
29
+ "request_id": { "$ref": "#/$defs/uuid" },
30
+ "attempt_id": { "$ref": "#/$defs/uuid" },
31
+ "idempotency_key": { "$ref": "#/$defs/sha256" },
32
+ "scope": { "$ref": "#/$defs/scope" },
33
+ "window": { "$ref": "#/$defs/interval" },
34
+ "depth": { "type": "integer", "minimum": 1, "maximum": 500 },
35
+ "construction_mode": {
36
+ "enum": ["sampled_top_n_snapshot", "exact_l2_reconstruction"]
37
+ },
38
+ "source_policy": { "enum": ["authoritative_window", "fill_gaps"] },
39
+ "target": {
40
+ "type": "object",
41
+ "additionalProperties": false,
42
+ "required": ["environment", "cluster"],
43
+ "properties": {
44
+ "environment": {
45
+ "type": "string",
46
+ "pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
47
+ },
48
+ "cluster": {
49
+ "type": "string",
50
+ "pattern": "^[a-z0-9][a-z0-9_-]{0,127}$"
51
+ }
52
+ }
53
+ },
54
+ "coverage_policy": { "$ref": "#/$defs/coveragePolicy" },
55
+ "required_clock": {
56
+ "type": "object",
57
+ "additionalProperties": false,
58
+ "required": [
59
+ "schema_id",
60
+ "clock_id",
61
+ "file_name",
62
+ "clock_sha256",
63
+ "event_count"
64
+ ],
65
+ "properties": {
66
+ "schema_id": {
67
+ "const": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1"
68
+ },
69
+ "clock_id": { "$ref": "#/$defs/uuid" },
70
+ "file_name": {
71
+ "type": "string",
72
+ "pattern": "^[A-Za-z0-9][A-Za-z0-9._-]{0,254}$"
73
+ },
74
+ "clock_sha256": { "$ref": "#/$defs/sha256" },
75
+ "event_count": { "$ref": "#/$defs/safeInteger" }
76
+ }
77
+ },
78
+ "initial_selection": {
79
+ "$ref": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1"
80
+ },
81
+ "expected_canonical_schema": { "$ref": "#/$defs/artifactPin" },
82
+ "product_pins": {
83
+ "type": "object",
84
+ "additionalProperties": false,
85
+ "required": ["capability_policy", "resource_policy"],
86
+ "properties": {
87
+ "capability_policy": { "$ref": "#/$defs/policyPin" },
88
+ "resource_policy": { "$ref": "#/$defs/policyPin" }
89
+ }
90
+ },
91
+ "production_authorization_id": { "$ref": "#/$defs/uuid" }
92
+ },
93
+ "$defs": {
94
+ "uuid": {
95
+ "type": "string",
96
+ "pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
97
+ },
98
+ "sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
99
+ "timestamp": {
100
+ "type": "string",
101
+ "pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
102
+ },
103
+ "safeInteger": {
104
+ "type": "integer",
105
+ "minimum": 0,
106
+ "maximum": 9007199254740991
107
+ },
108
+ "scope": {
109
+ "type": "object",
110
+ "additionalProperties": false,
111
+ "required": ["exchange", "trading_pair", "market_type", "feed"],
112
+ "properties": {
113
+ "exchange": {
114
+ "type": "string",
115
+ "pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
116
+ },
117
+ "trading_pair": { "type": "string", "minLength": 3, "maxLength": 128 },
118
+ "market_type": { "enum": ["spot", "swap", "future"] },
119
+ "feed": { "const": "ORDERBOOK" }
120
+ }
121
+ },
122
+ "interval": {
123
+ "type": "object",
124
+ "additionalProperties": false,
125
+ "required": ["start_at", "end_at"],
126
+ "properties": {
127
+ "start_at": { "$ref": "#/$defs/timestamp" },
128
+ "end_at": { "$ref": "#/$defs/timestamp" }
129
+ }
130
+ },
131
+ "coveragePolicy": {
132
+ "type": "object",
133
+ "additionalProperties": false,
134
+ "required": [
135
+ "policy_id",
136
+ "max_asof_lag_ms",
137
+ "future_rows",
138
+ "missing_required_event"
139
+ ],
140
+ "properties": {
141
+ "policy_id": { "const": "prior-asof-strict/v1" },
142
+ "max_asof_lag_ms": { "$ref": "#/$defs/safeInteger" },
143
+ "future_rows": { "const": "reject" },
144
+ "missing_required_event": { "const": "fail" }
145
+ }
146
+ },
147
+ "artifactPin": {
148
+ "type": "object",
149
+ "additionalProperties": false,
150
+ "required": ["schema_id", "schema_sha256"],
151
+ "properties": {
152
+ "schema_id": { "type": "string", "minLength": 1, "maxLength": 256 },
153
+ "schema_sha256": { "$ref": "#/$defs/sha256" }
154
+ }
155
+ },
156
+ "policyPin": {
157
+ "type": "object",
158
+ "additionalProperties": false,
159
+ "required": ["policy_id", "policy_sha256"],
160
+ "properties": {
161
+ "policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
162
+ "policy_sha256": { "$ref": "#/$defs/sha256" }
163
+ }
164
+ }
165
+ }
166
+ }
package/dist/market-data-vendor-backfill/schemas/required-clock.schema.json ADDED
@@ -0,0 +1,47 @@
1
+ {
2
+ "$schema": "https://json-schema.org/draft/2020-12/schema",
3
+ "$id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
4
+ "title": "Market data vendor backfill required clock v1",
5
+ "type": "object",
6
+ "additionalProperties": false,
7
+ "required": [
8
+ "schema_id",
9
+ "clock_id",
10
+ "clock_sha256",
11
+ "created_at",
12
+ "targets"
13
+ ],
14
+ "properties": {
15
+ "schema_id": {
16
+ "const": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1"
17
+ },
18
+ "clock_id": { "$ref": "#/$defs/uuid" },
19
+ "clock_sha256": { "$ref": "#/$defs/sha256" },
20
+ "created_at": { "$ref": "#/$defs/timestamp" },
21
+ "targets": {
22
+ "type": "array",
23
+ "minItems": 1,
24
+ "maxItems": 100000,
25
+ "items": {
26
+ "type": "object",
27
+ "additionalProperties": false,
28
+ "required": ["target_id", "target_at"],
29
+ "properties": {
30
+ "target_id": { "$ref": "#/$defs/uuid" },
31
+ "target_at": { "$ref": "#/$defs/timestamp" }
32
+ }
33
+ }
34
+ }
35
+ },
36
+ "$defs": {
37
+ "uuid": {
38
+ "type": "string",
39
+ "pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
40
+ },
41
+ "sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
42
+ "timestamp": {
43
+ "type": "string",
44
+ "pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
45
+ }
46
+ }
47
+ }