@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/server.d.ts CHANGED
@@ -4,6 +4,7 @@ import type { BrokerPoolEntry } from "./helpers";
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  import type { BrokerExecutionArchiver, WithdrawalObservationTracker } from "./helpers/broker-execution-archive";
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  import type { OrderActivityTracker } from "./helpers/order-activity-tracker";
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  import type { OtelMetrics } from "./helpers/otel";
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+ import type { PublicMarketDataFeedSupervisor } from "./helpers/public-market-data-feed";
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  import type { UserDataStreamSupervisor } from "./helpers/user-data-stream-supervisor";
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  import type { PolicyConfig } from "./types";
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- export declare function getServer(policy: PolicyConfig, brokers: Record<string, BrokerPoolEntry>, whitelistIps: string[], useVerity: boolean, verityProverUrl: string, otelMetrics?: OtelMetrics, brokerArchiver?: BrokerExecutionArchiver, orderActivityTracker?: OrderActivityTracker, withdrawalObservationTracker?: WithdrawalObservationTracker, subscribeBrokerLifecycle?: SubscribeBrokerLifecycle, userDataStreamSupervisor?: UserDataStreamSupervisor): grpc.Server;
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+ export declare function getServer(policy: PolicyConfig, brokers: Record<string, BrokerPoolEntry>, whitelistIps: string[], useVerity: boolean, verityProverUrl: string, otelMetrics?: OtelMetrics, brokerArchiver?: BrokerExecutionArchiver, orderActivityTracker?: OrderActivityTracker, withdrawalObservationTracker?: WithdrawalObservationTracker, subscribeBrokerLifecycle?: SubscribeBrokerLifecycle, userDataStreamSupervisor?: UserDataStreamSupervisor, publicMarketDataFeedSupervisor?: PublicMarketDataFeedSupervisor): grpc.Server;
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@usherlabs/cex-broker",
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- "version": "0.2.44",
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+ "version": "0.2.46",
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  "description": "Unified gRPC API to CEXs by Usher Labs.",
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  "repository": {
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  "type": "git",
@@ -13,6 +13,20 @@
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  "license": "MIT",
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  "main": "dist/index.js",
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  "types": "dist/index.d.ts",
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+ "exports": {
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+ ".": {
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+ "import": "./dist/index.js",
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+ "types": "./dist/index.d.ts"
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+ },
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+ "./market-data-vendor-backfill": {
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+ "import": "./dist/market-data-vendor-backfill.js",
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+ "types": "./dist/market-data-vendor-backfill.d.ts"
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+ },
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+ "./market-data-vendor-backfill/schema-manifest.json": "./dist/market-data-vendor-backfill/schema-manifest.json",
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+ "./market-data-vendor-backfill/schemas/*": "./dist/market-data-vendor-backfill/schemas/*",
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+ "./market-data-vendor-backfill/policies/*": "./dist/market-data-vendor-backfill/policies/*",
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+ "./market-data-vendor-backfill/fixtures/*": "./dist/market-data-vendor-backfill/fixtures/*"
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+ },
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  "devDependencies": {
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  "@biomejs/biome": "^2.4.16",
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  "@types/bun": "latest",
@@ -21,7 +35,8 @@
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  "bun-types": "latest",
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  "cpx": "^1.5.0",
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  "dotenv": "^17.2.0",
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- "husky": "^9.1.7"
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+ "husky": "^9.1.7",
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+ "hyparquet-writer": "0.16.6"
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  },
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  "files": [
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  "dist"
@@ -54,8 +69,11 @@
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  "archive:baseline:verify": "bun run scripts/archive-upgrade-baseline.ts verify",
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  "test:acceptance:archive-upgrade": "bun run scripts/archive-upgrade-acceptance.ts",
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  "archive:sidecar": "bun run scripts/archive-sidecar.ts",
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+ "archive:proof-a": "bun run scripts/archive-orderbook-coalescing-evidence.ts",
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  "archive:loss:replay": "bun run scripts/archive-loss-replay.ts",
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  "test:smoke:archive": "bun run scripts/archive-live-smoke.ts",
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+ "test:conformance:market-data-vendor-backfill": "bun run scripts/market-data-vendor-backfill-conformance.ts",
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+ "test:smoke:market-data-vendor-backfill": "bun run scripts/market-data-vendor-backfill-local-smoke.ts",
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  "format": "bunx biome format --write",
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  "lint": "bunx biome lint",
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  "lint:fix": "bunx biome lint --write",
@@ -85,7 +103,11 @@
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  "@opentelemetry/sdk-metrics": "^2.5.1",
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  "@usherlabs/ccxt": "^0.0.14",
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  "@usherlabs/verity-client": "^0.1.1",
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+ "ajv": "8.17.1",
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+ "canonicalize": "4.0.0",
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  "commander": "^14.0.0",
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+ "fzstd": "0.1.1",
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+ "hyparquet": "1.28.2",
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  "joi": "^17.13.3",
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  "loglayer": "^9.1.0",
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  "protobufjs": "^7.4.0",