@usherlabs/cex-broker 0.2.45 → 0.2.47

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 (67) hide show
  1. package/README.md +1 -1
  2. package/dist/commands/cex-canonical-orderbook-export.d.ts +23 -0
  3. package/dist/commands/cex-canonical-orderbook-export.js +27731 -0
  4. package/dist/commands/cex-canonical-orderbook-export.js.map +247 -0
  5. package/dist/commands/cli.js +16231 -15573
  6. package/dist/commands/market-data-vendor-backfill.d.ts +24 -0
  7. package/dist/commands/market-data-vendor-backfill.js +33316 -0
  8. package/dist/commands/market-data-vendor-backfill.js.map +279 -0
  9. package/dist/handlers/subscribe/handler.d.ts +2 -0
  10. package/dist/helpers/canonical-orderbook-export/exact-selection.d.ts +21 -0
  11. package/dist/helpers/canonical-orderbook-export/exporter.d.ts +26 -0
  12. package/dist/helpers/market-data-archive/capture-contract.d.ts +3 -2
  13. package/dist/helpers/market-data-archive/types.d.ts +8 -4
  14. package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts +16 -0
  15. package/dist/helpers/market-data-preparation/contracts.d.ts +1690 -0
  16. package/dist/helpers/market-data-preparation/file-job.d.ts +38 -0
  17. package/dist/helpers/market-data-vendor-backfill/archive-reader.d.ts +26 -0
  18. package/dist/helpers/market-data-vendor-backfill/batching.d.ts +10 -0
  19. package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts +80 -0
  20. package/dist/helpers/market-data-vendor-backfill/contracts.d.ts +393 -0
  21. package/dist/helpers/market-data-vendor-backfill/core.d.ts +100 -0
  22. package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +77 -0
  23. package/dist/helpers/market-data-vendor-backfill/forwarder-client.d.ts +25 -0
  24. package/dist/helpers/market-data-vendor-backfill/identity.d.ts +10 -0
  25. package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +1086 -0
  26. package/dist/helpers/market-data-vendor-backfill/promotion.d.ts +9 -0
  27. package/dist/helpers/market-data-vendor-backfill/qualification.d.ts +20 -0
  28. package/dist/helpers/market-data-vendor-backfill/selection.d.ts +30 -0
  29. package/dist/helpers/market-data-vendor-backfill/semantic-verification.d.ts +24 -0
  30. package/dist/helpers/public-market-data-feed/identity.d.ts +12 -0
  31. package/dist/helpers/public-market-data-feed/index.d.ts +5 -0
  32. package/dist/helpers/public-market-data-feed/orderbook-coalescing-evidence.d.ts +79 -0
  33. package/dist/helpers/public-market-data-feed/orderbook-profile.d.ts +54 -0
  34. package/dist/helpers/public-market-data-feed/subscriber-buffer.d.ts +31 -0
  35. package/dist/helpers/public-market-data-feed/supervisor.d.ts +82 -0
  36. package/dist/index.d.ts +1 -0
  37. package/dist/index.js +16221 -15563
  38. package/dist/index.js.map +21 -18
  39. package/dist/market-data-preparation/fixtures/conformance-v2.json +424 -0
  40. package/dist/market-data-preparation/policies/capability-policy.json +28 -0
  41. package/dist/market-data-preparation/policies/resource-policy.json +16 -0
  42. package/dist/market-data-preparation/schema-manifest.json +46 -0
  43. package/dist/market-data-preparation/schemas/archive-selection-v1.schema.json +224 -0
  44. package/dist/market-data-preparation/schemas/backfill-request-v1.schema.json +166 -0
  45. package/dist/market-data-preparation/schemas/backfill-result-v2.schema.json +212 -0
  46. package/dist/market-data-preparation/schemas/canonical-orderbook-export-request-v1.schema.json +57 -0
  47. package/dist/market-data-preparation/schemas/canonical-orderbook-export-result-v1.schema.json +238 -0
  48. package/dist/market-data-preparation/schemas/preparation-product-pin-v1.schema.json +126 -0
  49. package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json +171 -0
  50. package/dist/market-data-preparation/schemas/required-clock-v1.schema.json +47 -0
  51. package/dist/market-data-preparation.d.ts +4 -0
  52. package/dist/market-data-preparation.js +27569 -0
  53. package/dist/market-data-preparation.js.map +249 -0
  54. package/dist/market-data-vendor-backfill/fixtures/conformance-v1.json +448 -0
  55. package/dist/market-data-vendor-backfill/policies/capability-policy.json +28 -0
  56. package/dist/market-data-vendor-backfill/policies/resource-policy.json +16 -0
  57. package/dist/market-data-vendor-backfill/schema-manifest.json +31 -0
  58. package/dist/market-data-vendor-backfill/schemas/archive-selection.schema.json +224 -0
  59. package/dist/market-data-vendor-backfill/schemas/promotion-receipt.schema.json +171 -0
  60. package/dist/market-data-vendor-backfill/schemas/request.schema.json +166 -0
  61. package/dist/market-data-vendor-backfill/schemas/required-clock.schema.json +47 -0
  62. package/dist/market-data-vendor-backfill/schemas/result.schema.json +198 -0
  63. package/dist/market-data-vendor-backfill.d.ts +18 -0
  64. package/dist/market-data-vendor-backfill.js +18850 -0
  65. package/dist/market-data-vendor-backfill.js.map +206 -0
  66. package/dist/server.d.ts +2 -1
  67. package/package.json +37 -3
@@ -0,0 +1,424 @@
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+ {
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+ "fixture_id": "cex-market-data-preparation-conformance/v2",
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+ "legacy_fixture_id": "market-data-vendor-backfill-conformance/v1",
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+ "documents": {
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+ "backfill_result": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-result/v2",
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+ "job_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f120",
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+ "request_file_sha256": "7777777777777777777777777777777777777777777777777777777777777777",
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+ "schema_manifest_sha256": "0e226165c78c6217a765c09be15b6305a574e69b6e05e8607f399b468ba04d5b",
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+ "producer": {
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+ "product_id": "market-data-vendor-backfill",
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+ "product_version": "market-data-vendor-backfill/v1",
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+ "package": {
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+ "name": "@usherlabs/cex-broker",
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+ "version": "0.2.47",
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+ "git_head": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
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+ },
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+ "executable_sha256": "bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb",
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+ "runtime": {
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+ "name": "node",
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+ "version": "22.22.2"
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+ }
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+ },
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+ "capability_policy": {
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+ "policy_id": "market-data-vendor-backfill-capabilities/v1",
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+ "policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
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+ },
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+ "resource_policy": {
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+ "policy_id": "market-data-vendor-backfill-resources/v1",
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+ "policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
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+ },
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+ "started_at": "2026-08-20T12:00:01.000Z",
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+ "completed_at": "2026-08-20T12:00:03.000Z",
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+ "outcome": {
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+ "status": "promoted",
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+ "reason_code": "promotion_qualified",
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+ "reason_subcode": null,
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+ "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
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+ "idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95",
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+ "target": {
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+ "environment": "production",
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+ "cluster": "cex-archive-primary"
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+ },
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+ "selection": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
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+ "scope": {
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+ "exchange": "okx",
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+ "trading_pair": "ARB-USDT",
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+ "market_type": "spot",
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+ "feed": "ORDERBOOK"
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+ },
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+ "required_clock": {
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+ "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
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+ "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
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+ "event_count": 1
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+ },
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+ "coverage_policy": {
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+ "policy_id": "prior-asof-strict/v1",
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+ "max_asof_lag_ms": 5000,
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+ "future_rows": "reject",
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+ "missing_required_event": "fail"
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+ },
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+ "source_policy": "authoritative_window",
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+ "coverage_class": "complete",
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+ "requested_intervals": [
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+ {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z"
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+ }
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+ ],
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+ "selected_intervals": [
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+ {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z",
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+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "capture_origin": "vendor_historical_backfill"
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+ }
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+ ],
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+ "precedence": [
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+ "vendor"
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+ ],
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+ "bundles": [
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+ {
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+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "capture_origin": "vendor_historical_backfill",
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+ "interval": {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z"
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+ },
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+ "qualification": {
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+ "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
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+ "state": "qualified",
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+ "receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663",
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+ "promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5"
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+ }
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+ }
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+ ],
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+ "support_anchors": [
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+ {
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+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "raw_capture_id": "4444444444444444444444444444444444444444444444444444444444444444",
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+ "snapshot_id": "5555555555555555555555555555555555555555555555555555555555555555",
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+ "source_time": "2026-08-18T09:27:15.308Z",
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+ "normalized_summary_checksum": "6666666666666666666666666666666666666666666666666666666666666666",
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+ "metadata_ref": {
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+ "capture_origin": "vendor_historical_backfill",
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+ "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
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+ "receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
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+ }
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+ }
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+ ],
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+ "receipt_ids": [
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+ "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
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+ ],
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+ "qualification_event_ids": [
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+ "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104"
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+ ],
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+ "resolved_at": "2026-08-20T12:00:02.000Z",
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+ "selection_sha256": "cc4869df6d08c79d030c8407e7a55e5c534e6a96da7c1ac3f726e814c66a108e"
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+ },
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+ "receipt": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
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+ "verified_at": "2026-08-20T12:00:02.000Z",
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+ "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
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+ "idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95",
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+ "source": "external_backfill",
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+ "capture_origin": "vendor_historical_backfill",
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+ "source_mode": "vendor_historical_backfill_v1",
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+ "provider": "cryptohftdata",
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+ "adapter_version": "cryptohftdata-orderbook/v2",
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+ "effective_policies": {
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+ "capability_policy": {
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+ "policy_id": "market-data-vendor-backfill-capabilities/v1",
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+ "policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
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+ },
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+ "resource_policy": {
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+ "policy_id": "market-data-vendor-backfill-resources/v1",
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+ "policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
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+ },
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+ "adapter_policy": {
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+ "policy_id": "cryptohftdata-orderbook-adapter/v1",
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+ "policy_sha256": "b71eec2948593eb3f9f43371a23ec6a37fd186177c6e368f7f792113e907a737"
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+ },
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+ "acquisition_policy": {
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+ "policy_id": "cryptohftdata-hourly-acquisition/v1",
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+ "policy_sha256": "dd3b94d6fdeed161580735673913e3483dada4725ee4fb7add461b74e20713d5"
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+ }
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+ },
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+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "scope": {
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+ "exchange": "okx",
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+ "trading_pair": "ARB-USDT",
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+ "market_type": "spot",
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+ "feed": "ORDERBOOK"
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+ },
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+ "window": {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z"
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+ },
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+ "depth": 20,
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+ "construction_mode": "sampled_top_n_snapshot",
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+ "canonical_schema": {
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+ "schema_id": "cex-order-book-canonical/v1",
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+ "schema_sha256": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
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+ },
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+ "coverage_policy": {
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+ "policy_id": "prior-asof-strict/v1",
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+ "max_asof_lag_ms": 5000,
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+ "future_rows": "reject",
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+ "missing_required_event": "fail"
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+ },
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+ "selection_sha256": "7f9a03dbf3dd3c600ffe7a28bd2b2211a69509c26c06d5e11ad926faeb82f895",
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+ "vendor_semantic_digest": "eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
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+ "canonical_semantic_digest": "ffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff",
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+ "prefix_digest": "1111111111111111111111111111111111111111111111111111111111111111",
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+ "suffix_digest": "2222222222222222222222222222222222222222222222222222222222222222",
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+ "seam_verified": true,
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+ "coverage_verified": true,
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+ "dataset_objects": [
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+ {
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+ "identity": "okx/spot/orderbook/hour/arb-usdt/2026-08-18t09",
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+ "checksum": "3333333333333333333333333333333333333333333333333333333333333333",
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+ "bytes": 1000,
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+ "rows": 50
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+ }
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+ ],
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+ "promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5",
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+ "receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
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+ },
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+ "diagnostics": {
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+ "promoted_rows": 50
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+ }
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+ },
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+ "result_sha256": "a436b2f916fb2b2885a2694016227385a01e2d4cea8eda01417a8c8992d3317a"
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+ },
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+ "canonical_orderbook_export_request": {
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+ "schema_id": "https://schemas.usher.so/cex-canonical-orderbook-export-request/v1",
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+ "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f121",
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+ "target": {
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+ "environment": "production",
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+ "cluster": "cex-archive-primary"
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+ },
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+ "selection": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
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+ "scope": {
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+ "exchange": "okx",
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+ "trading_pair": "ARB-USDT",
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+ "market_type": "spot",
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+ "feed": "ORDERBOOK"
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+ },
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+ "required_clock": {
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+ "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
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+ "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
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+ "event_count": 1
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+ },
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+ "coverage_policy": {
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+ "policy_id": "prior-asof-strict/v1",
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+ "max_asof_lag_ms": 5000,
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+ "future_rows": "reject",
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+ "missing_required_event": "fail"
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+ },
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+ "source_policy": "authoritative_window",
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+ "coverage_class": "complete",
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+ "requested_intervals": [
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+ {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z"
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+ }
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+ ],
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+ "selected_intervals": [
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+ {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z",
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+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "capture_origin": "vendor_historical_backfill"
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+ }
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+ ],
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+ "precedence": [
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+ "vendor"
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+ ],
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+ "bundles": [
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+ {
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+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "capture_origin": "vendor_historical_backfill",
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+ "interval": {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z"
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+ },
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+ "qualification": {
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+ "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
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+ "state": "qualified",
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+ "receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663",
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+ "promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5"
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+ }
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+ }
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+ ],
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+ "support_anchors": [
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+ {
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+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "raw_capture_id": "4444444444444444444444444444444444444444444444444444444444444444",
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+ "snapshot_id": "5555555555555555555555555555555555555555555555555555555555555555",
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+ "source_time": "2026-08-18T09:27:15.308Z",
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+ "normalized_summary_checksum": "6666666666666666666666666666666666666666666666666666666666666666",
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+ "metadata_ref": {
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+ "capture_origin": "vendor_historical_backfill",
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+ "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
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+ "receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
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+ }
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+ }
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+ ],
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+ "receipt_ids": [
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+ "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
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+ ],
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+ "qualification_event_ids": [
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+ "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104"
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+ ],
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+ "resolved_at": "2026-08-20T12:00:02.000Z",
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+ "selection_sha256": "cc4869df6d08c79d030c8407e7a55e5c534e6a96da7c1ac3f726e814c66a108e"
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+ },
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+ "depth": 20,
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+ "construction_mode": "sampled_top_n_snapshot",
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+ "canonical_schema_version": "1.0.0",
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+ "checksum_algorithm": "sha256-canonical-json-v1"
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+ },
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+ "canonical_orderbook_export_result": {
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+ "schema_id": "https://schemas.usher.so/cex-canonical-orderbook-export-result/v1",
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+ "job_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f122",
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+ "request_file_sha256": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "producer": {
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+ "product_id": "cex-canonical-orderbook-export",
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+ "product_version": "cex-canonical-orderbook-export/v1",
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+ "package": {
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+ "name": "@usherlabs/cex-broker",
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+ "version": "0.2.47",
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+ "git_head": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
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+ },
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+ "executable_sha256": "cccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccc",
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+ "runtime": {
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