@usherlabs/cex-broker 0.2.45 → 0.2.46

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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
@@ -0,0 +1,198 @@
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+ {
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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-result/v1",
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+ "title": "Fiet TEE market data vendor backfill file-job result v1",
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+ "type": "object",
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+ "additionalProperties": false,
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+ "required": [
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+ "schema_id",
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+ "result_sha256",
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+ "job_id",
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+ "request_file_sha256",
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+ "executable_sha256",
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+ "schema_manifest_sha256",
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+ "cex_package",
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+ "capability_policy",
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+ "resource_policy",
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+ "build",
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+ "started_at",
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+ "completed_at",
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+ "outcome"
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+ ],
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+ "properties": {
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+ "schema_id": {
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+ "const": "https://schemas.usher.so/market-data-vendor-backfill-result/v1"
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+ },
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+ "result_sha256": { "$ref": "#/$defs/sha256" },
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+ "job_id": { "$ref": "#/$defs/uuid" },
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+ "request_file_sha256": {
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+ "oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sha256" }]
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+ },
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+ "executable_sha256": { "$ref": "#/$defs/sha256" },
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+ "schema_manifest_sha256": { "$ref": "#/$defs/sha256" },
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+ "cex_package": {
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+ "type": "object",
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+ "additionalProperties": false,
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+ "required": ["name", "version", "package_sha256"],
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+ "properties": {
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+ "name": { "const": "@usherlabs/cex-broker" },
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+ "version": {
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+ "type": "string",
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+ "pattern": "^[0-9]+\\.[0-9]+\\.[0-9]+(?:-[0-9A-Za-z.-]+)?$"
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+ },
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+ "package_sha256": { "$ref": "#/$defs/sha256" }
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+ }
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+ },
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+ "capability_policy": { "$ref": "#/$defs/policyPin" },
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+ "resource_policy": { "$ref": "#/$defs/policyPin" },
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+ "build": {
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+ "type": "object",
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+ "additionalProperties": false,
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+ "required": ["fiet_tee_commit", "created_at"],
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+ "properties": {
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+ "fiet_tee_commit": { "type": "string", "pattern": "^[0-9a-f]{40}$" },
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+ "created_at": { "$ref": "#/$defs/timestamp" }
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+ }
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+ },
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+ "started_at": { "$ref": "#/$defs/timestamp" },
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+ "completed_at": { "$ref": "#/$defs/timestamp" },
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+ "outcome": {
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+ "type": "object",
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+ "additionalProperties": false,
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+ "required": [
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+ "status",
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+ "reason_code",
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+ "reason_subcode",
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+ "request_id",
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+ "idempotency_key",
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+ "target",
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+ "selection",
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+ "receipt",
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+ "diagnostics"
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+ ],
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+ "properties": {
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+ "status": {
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+ "enum": [
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+ "request_invalid",
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+ "archive_preflight_failed",
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+ "already_covered",
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+ "promoted",
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+ "capability_unsupported",
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+ "credentials_missing",
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+ "vendor_fetch_failed",
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+ "archive_ingest_failed",
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+ "promotion_verification_failed"
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+ ]
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+ },
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+ "reason_code": {
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+ "type": "string",
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+ "pattern": "^[a-z][a-z0-9_]{0,127}$"
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+ },
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+ "reason_subcode": {
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+ "oneOf": [
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+ { "type": "null" },
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+ { "type": "string", "pattern": "^[a-z][a-z0-9_]{0,127}$" }
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+ ]
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+ },
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+ "request_id": {
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+ "oneOf": [{ "type": "null" }, { "$ref": "#/$defs/uuid" }]
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+ },
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+ "idempotency_key": {
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+ "oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sha256" }]
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+ },
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+ "target": {
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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": ["environment", "cluster"],
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+ "properties": {
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+ "environment": {
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+ "type": "string",
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+ "pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
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+ },
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+ "cluster": {
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+ "type": "string",
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+ "pattern": "^[a-z0-9][a-z0-9_-]{0,127}$"
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+ }
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+ }
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+ }
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+ ]
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+ },
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+ "selection": {
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+ "oneOf": [
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+ { "type": "null" },
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+ {
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+ "$ref": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1"
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+ }
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+ ]
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+ },
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+ "receipt": {
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+ "oneOf": [
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+ { "type": "null" },
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+ {
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+ "$ref": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1"
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+ }
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+ ]
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+ },
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+ "diagnostics": {
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+ "type": "object",
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+ "maxProperties": 64,
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+ "additionalProperties": {
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+ "oneOf": [
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+ { "type": "string", "maxLength": 1024 },
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+ { "type": "integer", "minimum": 0, "maximum": 9007199254740991 },
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+ { "type": "boolean" }
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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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+ "allOf": [
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+ {
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+ "if": {
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+ "properties": {
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+ "outcome": {
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+ "type": "object",
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+ "properties": {
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+ "status": { "const": "request_invalid" },
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+ "reason_subcode": { "const": "request_file_unreadable" }
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+ },
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+ "required": ["status", "reason_subcode"]
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+ }
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+ },
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+ "required": ["outcome"]
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+ },
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+ "then": {
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+ "type": "object",
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+ "properties": { "request_file_sha256": { "type": "null" } }
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+ },
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+ "else": {
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+ "type": "object",
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+ "properties": { "request_file_sha256": { "$ref": "#/$defs/sha256" } }
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+ }
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+ }
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+ ],
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+ "$defs": {
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+ "uuid": {
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+ "type": "string",
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+ "pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
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+ },
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+ "sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
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+ "timestamp": {
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+ "type": "string",
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+ "pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
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+ },
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+ "policyPin": {
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+ "type": "object",
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+ "additionalProperties": false,
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+ "required": ["policy_id", "policy_sha256"],
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+ "properties": {
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+ "policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
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+ "policy_sha256": { "$ref": "#/$defs/sha256" }
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+ }
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+ }
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+ }
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+ }
@@ -0,0 +1,18 @@
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+ export type { ArchiveQueryClient, ArchiveQueryValue, QualifiedArchiveReaderOptions, } from "./helpers/market-data-vendor-backfill/archive-reader";
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+ export { createClickHouseArchiveQueryClient, QualifiedOrderBookArchiveReader, } from "./helpers/market-data-vendor-backfill/archive-reader";
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+ export { BACKFILL_MAX_BATCH_BYTES, BACKFILL_MAX_BATCH_ROWS, buildForwarderBatches, } from "./helpers/market-data-vendor-backfill/batching";
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+ export { CONFORMANCE_FIXTURES } from "./helpers/market-data-vendor-backfill/conformance-fixtures";
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+ export type { ArchiveSelectionWire, BackfillArchiveRow, BackfillJobResultWire, BackfillRequestWire, CanonicalScopeWire, CoveragePolicyWire, FinalBackfillStatus, FixedUtcTimestamp, ForwarderBatch, LowercaseUuid, MarketDataVendorBackfillRequest, PromotionReceiptWire, ProviderCapability, ProviderObjectEvidence, RequiredClockWire, Sha256Hex, } from "./helpers/market-data-vendor-backfill/contracts";
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+ export { ARCHIVE_SELECTION_SCHEMA_ID, archiveSelectionCodec, BACKFILL_REQUEST_SCHEMA_ID, BACKFILL_RESULT_SCHEMA_ID, backfillRequestCodec, backfillResultCodec, createBackfillIdempotencyKey, decodeBackfillRunDocuments, FINAL_BACKFILL_STATUSES, finalizeArchiveSelection, finalizeBackfillResult, finalizeRequiredClock, PROMOTION_RECEIPT_SCHEMA_ID, promotionIdentitySha256, promotionReceiptCodec, REQUIRED_CLOCK_SCHEMA_ID, requiredClockCodec, } from "./helpers/market-data-vendor-backfill/contracts";
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+ export type { ArchiveClusterIdentity, ArchivePreflightResolution, BackfillDependencies, BackfillDomainOutcome, CandidateVerification, ForwarderPreflightResolution, NormalizedBackfill, ProductionForwarderAuthorization, ProviderDataset, } from "./helpers/market-data-vendor-backfill/core";
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+ export { createMarketDataVendorBackfillDependencies, runMarketDataVendorBackfill, } from "./helpers/market-data-vendor-backfill/core";
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+ export type { CryptoHftDataCapabilityProfile, CryptoHftDataOrderBookRow, ReconstructedCryptoHftBook, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
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+ export { CRYPTOHFTDATA_ADAPTER_VERSION, CRYPTOHFTDATA_API_URL, CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE, CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE, CryptoHftDataAdapter, CryptoHftDataError, cryptoHftDataCapabilityFor, decodeCryptoHftParquetZstd, enumerateCryptoHftDataObjects, reconstructCryptoHftDataOrderBooks, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
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+ export type { ArchiveForwarderClient, ArchiveForwarderClientOptions, } from "./helpers/market-data-vendor-backfill/forwarder-client";
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+ export { ArchiveForwarderSubmissionError, createArchiveForwarderClient, } from "./helpers/market-data-vendor-backfill/forwarder-client";
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+ export type { JsonPrimitive, JsonValue, } from "./helpers/market-data-vendor-backfill/identity";
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+ export { assertDocumentSha256, documentSha256, jcsCanonicalize, jcsSha256, withoutOwnDigest, } from "./helpers/market-data-vendor-backfill/identity";
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+ export type { PolicyPin } from "./helpers/market-data-vendor-backfill/manifests";
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+ export { ACQUISITION_POLICY_ID, ADAPTER_POLICY_ID, assertPolicyDocumentIdentity, CAPABILITY_POLICY, CAPABILITY_POLICY_ID, EFFECTIVE_ACQUISITION_POLICY_PIN, EFFECTIVE_ADAPTER_POLICY_PIN, RESOURCE_POLICY, RESOURCE_POLICY_ID, SCHEMA_ARTIFACTS, SCHEMA_MANIFEST, } from "./helpers/market-data-vendor-backfill/manifests";
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+ export type { ArchiveBundleEvidence, ArchiveQualificationEvidence, ArchiveSupportAnchorEvidence, } from "./helpers/market-data-vendor-backfill/selection";
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+ export { archiveSelectionFromArchiveRow, archiveSelectionToArchiveRow, resolveArchiveSelection, } from "./helpers/market-data-vendor-backfill/selection";