@usherlabs/cex-broker 0.2.44 → 0.2.46

package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts

@@ -0,0 +1,77 @@
+import { type MarketDataVendorBackfillRequest, type ProviderCapability } from "./contracts";
+import type { NormalizedBackfill, ProviderDataset } from "./core";
+export declare const CRYPTOHFTDATA_ADAPTER_VERSION: "cryptohftdata-orderbook/v2";
+export declare const CRYPTOHFTDATA_API_URL: "https://api.cryptohftdata.com";
+export type CryptoHftDataCapabilityProfile = Readonly<{
+    profileId: string;
+    exchange: string;
+    tradingPair: string;
+    sourceSymbol: string;
+    marketType: "spot" | "swap" | "future";
+    providerExchangeId: string;
+    historyStartMs: number;
+    maxDepth: number;
+    eventTimeUnit: "milliseconds";
+    receivedTimeUnit: "nanoseconds";
+    snapshotGrouping: "event_time_last_update_id_object" | "event_time_final_update_id_object";
+    sequenceSemantics: "binance_u_U_pu" | "okx_seq_id_prev_seq_id";
+    constructionModes: readonly ["sampled_top_n_snapshot"];
+    sourcePolicies: readonly ["authoritative_window"];
+}>;
+export declare const CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE: CryptoHftDataCapabilityProfile;
+export declare const CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE: CryptoHftDataCapabilityProfile;
+export declare class CryptoHftDataError extends Error {
+    readonly reason: string;
+    constructor(reason: string);
+}
+export type CryptoHftDataOrderBookRow = {
+    received_time: string | number | bigint;
+    event_time: string | number | bigint;
+    transaction_time?: string | number | bigint | null;
+    symbol: string;
+    event_type: "snapshot" | "update";
+    first_update_id?: string | number | bigint | null;
+    final_update_id?: string | number | bigint | null;
+    prev_final_update_id?: string | number | bigint | null;
+    last_update_id?: string | number | bigint | null;
+    side: "bid" | "ask";
+    price: string;
+    quantity: string;
+    order_count?: string | number | bigint | null;
+    dataset_object_identity: string;
+    dataset_object_checksum: string;
+};
+export type ReconstructedCryptoHftBook = {
+    targetTimeMs: number;
+    sourceTimeMs: number;
+    receivedTimeMs: number;
+    sequence: string;
+    bids: number[][];
+    asks: number[][];
+    datasetObjectIdentity: string;
+    datasetObjectChecksum: string;
+};
+export declare function cryptoHftDataCapabilityFor(request: MarketDataVendorBackfillRequest, profiles?: readonly CryptoHftDataCapabilityProfile[]): ProviderCapability | undefined;
+export declare function enumerateCryptoHftDataObjects(request: MarketDataVendorBackfillRequest, providerExchangeId: string, resolvedSymbol: string): string[];
+export declare function reconstructCryptoHftDataOrderBooks(request: MarketDataVendorBackfillRequest, inputRows: readonly CryptoHftDataOrderBookRow[], profile?: CryptoHftDataCapabilityProfile): ReconstructedCryptoHftBook[];
+export declare function decodeCryptoHftParquetZstd(bytes: Uint8Array): Promise<Record<string, unknown>[]>;
+type CryptoHftDataAdapterOptions = {
+    baseUrl?: string;
+    fetch?: typeof fetch;
+    nowMs?: () => number;
+    decode?: (bytes: Uint8Array) => Promise<Record<string, unknown>[]>;
+    profiles?: readonly CryptoHftDataCapabilityProfile[];
+};
+export declare class CryptoHftDataAdapter {
+    private readonly baseUrl;
+    private readonly request;
+    private readonly nowMs;
+    private readonly decode;
+    private readonly profiles;
+    constructor(options?: CryptoHftDataAdapterOptions);
+    capabilityFor(request: MarketDataVendorBackfillRequest): ProviderCapability | undefined;
+    discoverSymbols(providerExchangeId: string): Promise<string[]>;
+    acquire(request: MarketDataVendorBackfillRequest, capability: ProviderCapability, credential: unknown): Promise<ProviderDataset<CryptoHftDataOrderBookRow>>;
+    normalize(request: MarketDataVendorBackfillRequest, capability: ProviderCapability, dataset: ProviderDataset, captureBundleId: string): Promise<NormalizedBackfill>;
+}
+export {};

package/dist/helpers/market-data-vendor-backfill/forwarder-client.d.ts

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+import type { ForwarderBatch } from "./contracts";
+import type { ArchiveClusterIdentity, ProductionForwarderAuthorization } from "./core";
+export type ArchiveForwarderClient = {
+    preflight(input: {
+        authorizationId: string;
+        target: ArchiveClusterIdentity;
+    }): Promise<{
+        forwarderIdentity: ArchiveClusterIdentity;
+        authorization: ProductionForwarderAuthorization;
+    }>;
+    submit(batch: ForwarderBatch): Promise<{
+        ok: boolean;
+        inserted: number;
+    }>;
+};
+export type ArchiveForwarderClientOptions = {
+    url: string;
+    authToken?: string;
+    fetch?: typeof globalThis.fetch;
+};
+export declare class ArchiveForwarderSubmissionError extends Error {
+    readonly reason: string;
+    constructor(reason: string, status?: number);
+}
+export declare function createArchiveForwarderClient(options: ArchiveForwarderClientOptions): ArchiveForwarderClient;

package/dist/helpers/market-data-vendor-backfill/identity.d.ts

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+export type JsonPrimitive = string | number | boolean | null;
+export type JsonValue = JsonPrimitive | JsonValue[] | {
+    [key: string]: JsonValue;
+};
+export declare function jcsCanonicalize(value: unknown): string;
+export declare function jcsSha256(value: unknown): string;
+export declare function withoutOwnDigest<T extends Record<string, unknown>>(document: T, digestField: keyof T | string): Omit<T, keyof T> & Record<string, unknown>;
+/** Hashes a wire document while excluding only its own top-level digest field. */
+export declare function documentSha256<T extends Record<string, unknown>>(document: T, digestField: keyof T | string): string;
+export declare function assertDocumentSha256<T extends Record<string, unknown>>(document: T, digestField: keyof T | string): void;