@usherlabs/cex-broker 0.2.45 → 0.2.47

package/dist/market-data-preparation/schemas/canonical-orderbook-export-result-v1.schema.json

@@ -0,0 +1,238 @@
+{
+	"$schema": "https://json-schema.org/draft/2020-12/schema",
+	"$id": "https://schemas.usher.so/cex-canonical-orderbook-export-result/v1",
+	"title": "CEX canonical order-book exact-selection export result v1",
+	"type": "object",
+	"additionalProperties": false,
+	"required": [
+		"schema_id",
+		"result_sha256",
+		"job_id",
+		"request_file_sha256",
+		"producer",
+		"started_at",
+		"completed_at",
+		"outcome"
+	],
+	"properties": {
+		"schema_id": {
+			"const": "https://schemas.usher.so/cex-canonical-orderbook-export-result/v1"
+		},
+		"result_sha256": { "$ref": "#/$defs/sha256" },
+		"job_id": { "$ref": "#/$defs/uuid" },
+		"request_file_sha256": {
+			"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sha256" }]
+		},
+		"producer": { "$ref": "#/$defs/producer" },
+		"started_at": { "$ref": "#/$defs/timestamp" },
+		"completed_at": { "$ref": "#/$defs/timestamp" },
+		"outcome": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"status",
+				"reason_code",
+				"reason_subcode",
+				"request_id",
+				"target",
+				"selection_sha256",
+				"query_sha256",
+				"query_segments",
+				"promotion_receipt_ids",
+				"artifacts",
+				"diagnostics"
+			],
+			"properties": {
+				"status": {
+					"enum": [
+						"exported",
+						"request_invalid",
+						"archive_query_failed",
+						"archive_data_invalid",
+						"artifact_write_failed"
+					]
+				},
+				"reason_code": {
+					"type": "string",
+					"pattern": "^[a-z][a-z0-9_]{0,127}$"
+				},
+				"reason_subcode": {
+					"oneOf": [
+						{ "type": "null" },
+						{ "type": "string", "pattern": "^[a-z][a-z0-9_]{0,127}$" }
+					]
+				},
+				"request_id": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/uuid" }]
+				},
+				"target": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/target" }]
+				},
+				"selection_sha256": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sha256" }]
+				},
+				"query_sha256": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sha256" }]
+				},
+				"query_segments": {
+					"type": "array",
+					"items": { "$ref": "#/$defs/segment" }
+				},
+				"promotion_receipt_ids": {
+					"type": "array",
+					"uniqueItems": true,
+					"items": { "$ref": "#/$defs/sha256" }
+				},
+				"artifacts": {
+					"oneOf": [
+						{ "type": "null" },
+						{
+							"type": "object",
+							"additionalProperties": false,
+							"required": ["levels", "summary"],
+							"properties": {
+								"levels": { "$ref": "#/$defs/artifact" },
+								"summary": { "$ref": "#/$defs/artifact" }
+							}
+						}
+					]
+				},
+				"diagnostics": {
+					"type": "object",
+					"maxProperties": 64,
+					"additionalProperties": {
+						"oneOf": [
+							{ "type": "string", "maxLength": 1024 },
+							{ "type": "integer", "minimum": 0, "maximum": 9007199254740991 },
+							{ "type": "boolean" }
+						]
+					}
+				}
+			},
+			"allOf": [
+				{
+					"if": {
+						"type": "object",
+						"properties": { "status": { "const": "exported" } },
+						"required": ["status"]
+					},
+					"then": {
+						"type": "object",
+						"properties": {
+							"request_id": { "$ref": "#/$defs/uuid" },
+							"target": { "$ref": "#/$defs/target" },
+							"selection_sha256": { "$ref": "#/$defs/sha256" },
+							"query_sha256": { "$ref": "#/$defs/sha256" },
+							"query_segments": { "type": "array", "minItems": 1 },
+							"artifacts": { "type": "object" }
+						}
+					},
+					"else": {
+						"type": "object",
+						"properties": { "artifacts": { "type": "null" } }
+					}
+				}
+			]
+		}
+	},
+	"$defs": {
+		"uuid": {
+			"type": "string",
+			"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
+		},
+		"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
+		"timestamp": {
+			"type": "string",
+			"pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
+		},
+		"semver": {
+			"type": "string",
+			"pattern": "^[0-9]+\\.[0-9]+\\.[0-9]+(?:-[0-9A-Za-z.-]+)?$"
+		},
+		"target": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["environment", "cluster"],
+			"properties": {
+				"environment": {
+					"type": "string",
+					"pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
+				},
+				"cluster": {
+					"type": "string",
+					"pattern": "^[a-z0-9][a-z0-9_-]{0,127}$"
+				}
+			}
+		},
+		"producer": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"product_id",
+				"product_version",
+				"package",
+				"executable_sha256",
+				"runtime"
+			],
+			"properties": {
+				"product_id": { "const": "cex-canonical-orderbook-export" },
+				"product_version": { "const": "cex-canonical-orderbook-export/v1" },
+				"package": {
+					"type": "object",
+					"additionalProperties": false,
+					"required": ["name", "version", "git_head"],
+					"properties": {
+						"name": { "const": "@usherlabs/cex-broker" },
+						"version": { "$ref": "#/$defs/semver" },
+						"git_head": { "type": "string", "pattern": "^[0-9a-f]{40}$" }
+					}
+				},
+				"executable_sha256": { "$ref": "#/$defs/sha256" },
+				"runtime": {
+					"type": "object",
+					"additionalProperties": false,
+					"required": ["name", "version"],
+					"properties": {
+						"name": { "const": "node" },
+						"version": { "$ref": "#/$defs/semver" }
+					}
+				}
+			}
+		},
+		"segment": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["start_at", "end_at", "capture_bundle_id", "capture_origin"],
+			"properties": {
+				"start_at": { "$ref": "#/$defs/timestamp" },
+				"end_at": { "$ref": "#/$defs/timestamp" },
+				"capture_bundle_id": { "$ref": "#/$defs/sha256" },
+				"capture_origin": {
+					"enum": ["production_capture", "vendor_historical_backfill"]
+				}
+			}
+		},
+		"artifact": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["file_name", "rows", "bytes", "sha256"],
+			"properties": {
+				"file_name": {
+					"type": "string",
+					"pattern": "^[A-Za-z0-9][A-Za-z0-9._-]{0,254}$"
+				},
+				"rows": {
+					"type": "integer",
+					"minimum": 1,
+					"maximum": 9007199254740991
+				},
+				"bytes": {
+					"type": "integer",
+					"minimum": 8,
+					"maximum": 9007199254740991
+				},
+				"sha256": { "$ref": "#/$defs/sha256" }
+			}
+		}
+	}
+}

package/dist/market-data-preparation/schemas/preparation-product-pin-v1.schema.json

@@ -0,0 +1,126 @@
+{
+	"$schema": "https://json-schema.org/draft/2020-12/schema",
+	"$id": "cex-market-data-preparation-product-pin/v1",
+	"title": "CEX market-data preparation product pin v1",
+	"type": "object",
+	"additionalProperties": false,
+	"required": [
+		"schema_id",
+		"package",
+		"executables",
+		"schema_manifest",
+		"schema_pins",
+		"capability_policy",
+		"resource_policy"
+	],
+	"properties": {
+		"schema_id": { "const": "cex-market-data-preparation-product-pin/v1" },
+		"package": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"name",
+				"version",
+				"registry_tarball_url",
+				"integrity",
+				"tarball_sha256",
+				"npm_git_head"
+			],
+			"properties": {
+				"name": { "const": "@usherlabs/cex-broker" },
+				"version": { "$ref": "#/$defs/semver" },
+				"registry_tarball_url": {
+					"type": "string",
+					"pattern": "^https://registry\\.npmjs\\.org/@usherlabs/cex-broker/-/cex-broker-[0-9A-Za-z.-]+\\.tgz$"
+				},
+				"integrity": {
+					"type": "string",
+					"pattern": "^sha512-[A-Za-z0-9+/]+={0,2}$"
+				},
+				"tarball_sha256": { "$ref": "#/$defs/sha256" },
+				"npm_git_head": { "type": "string", "pattern": "^[0-9a-f]{40}$" }
+			}
+		},
+		"executables": {
+			"type": "array",
+			"minItems": 2,
+			"maxItems": 2,
+			"items": {
+				"type": "object",
+				"additionalProperties": false,
+				"required": [
+					"product_id",
+					"product_version",
+					"relative_path",
+					"executable_sha256"
+				],
+				"properties": {
+					"product_id": {
+						"enum": [
+							"market-data-vendor-backfill",
+							"cex-canonical-orderbook-export"
+						]
+					},
+					"product_version": {
+						"enum": [
+							"market-data-vendor-backfill/v1",
+							"cex-canonical-orderbook-export/v1"
+						]
+					},
+					"relative_path": {
+						"type": "string",
+						"pattern": "^dist/commands/[A-Za-z0-9._-]+\\.js$"
+					},
+					"executable_sha256": { "$ref": "#/$defs/sha256" }
+				}
+			}
+		},
+		"schema_manifest": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["schema_id", "manifest_sha256", "relative_path"],
+			"properties": {
+				"schema_id": {
+					"const": "https://schemas.usher.so/market-data-vendor-backfill-schema-manifest/v2"
+				},
+				"manifest_sha256": { "$ref": "#/$defs/sha256" },
+				"relative_path": {
+					"const": "dist/market-data-preparation/schema-manifest.json"
+				}
+			}
+		},
+		"schema_pins": {
+			"type": "array",
+			"minItems": 8,
+			"maxItems": 8,
+			"uniqueItems": true,
+			"items": {
+				"type": "object",
+				"additionalProperties": false,
+				"required": ["schema_id", "schema_sha256"],
+				"properties": {
+					"schema_id": { "type": "string", "minLength": 1, "maxLength": 256 },
+					"schema_sha256": { "$ref": "#/$defs/sha256" }
+				}
+			}
+		},
+		"capability_policy": { "$ref": "#/$defs/policyPin" },
+		"resource_policy": { "$ref": "#/$defs/policyPin" }
+	},
+	"$defs": {
+		"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
+		"semver": {
+			"type": "string",
+			"pattern": "^[0-9]+\\.[0-9]+\\.[0-9]+(?:-[0-9A-Za-z.-]+)?$"
+		},
+		"policyPin": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["policy_id", "policy_sha256"],
+			"properties": {
+				"policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
+				"policy_sha256": { "$ref": "#/$defs/sha256" }
+			}
+		}
+	}
+}

package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json

@@ -0,0 +1,171 @@
+{
+	"$schema": "https://json-schema.org/draft/2020-12/schema",
+	"$id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
+	"title": "Market data vendor backfill promotion receipt v1",
+	"type": "object",
+	"additionalProperties": false,
+	"required": [
+		"schema_id",
+		"receipt_id",
+		"promotion_identity_sha256",
+		"verified_at",
+		"request_id",
+		"idempotency_key",
+		"source",
+		"capture_origin",
+		"source_mode",
+		"provider",
+		"adapter_version",
+		"effective_policies",
+		"capture_bundle_id",
+		"scope",
+		"window",
+		"depth",
+		"construction_mode",
+		"canonical_schema",
+		"coverage_policy",
+		"selection_sha256",
+		"vendor_semantic_digest",
+		"canonical_semantic_digest",
+		"prefix_digest",
+		"suffix_digest",
+		"seam_verified",
+		"coverage_verified",
+		"dataset_objects"
+	],
+	"properties": {
+		"schema_id": {
+			"const": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1"
+		},
+		"receipt_id": { "$ref": "#/$defs/sha256" },
+		"promotion_identity_sha256": { "$ref": "#/$defs/sha256" },
+		"verified_at": { "$ref": "#/$defs/timestamp" },
+		"request_id": { "$ref": "#/$defs/uuid" },
+		"idempotency_key": { "$ref": "#/$defs/sha256" },
+		"source": { "const": "external_backfill" },
+		"capture_origin": { "const": "vendor_historical_backfill" },
+		"source_mode": { "const": "vendor_historical_backfill_v1" },
+		"provider": { "type": "string", "minLength": 1, "maxLength": 128 },
+		"adapter_version": { "type": "string", "minLength": 1, "maxLength": 256 },
+		"effective_policies": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"capability_policy",
+				"resource_policy",
+				"adapter_policy",
+				"acquisition_policy"
+			],
+			"properties": {
+				"capability_policy": { "$ref": "#/$defs/policyPin" },
+				"resource_policy": { "$ref": "#/$defs/policyPin" },
+				"adapter_policy": { "$ref": "#/$defs/policyPin" },
+				"acquisition_policy": { "$ref": "#/$defs/policyPin" }
+			}
+		},
+		"capture_bundle_id": { "$ref": "#/$defs/sha256" },
+		"scope": { "$ref": "#/$defs/scope" },
+		"window": { "$ref": "#/$defs/interval" },
+		"depth": { "type": "integer", "minimum": 1, "maximum": 500 },
+		"construction_mode": {
+			"enum": ["sampled_top_n_snapshot", "exact_l2_reconstruction"]
+		},
+		"canonical_schema": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["schema_id", "schema_sha256"],
+			"properties": {
+				"schema_id": { "type": "string", "minLength": 1, "maxLength": 256 },
+				"schema_sha256": { "$ref": "#/$defs/sha256" }
+			}
+		},
+		"coverage_policy": { "$ref": "#/$defs/coveragePolicy" },
+		"selection_sha256": { "$ref": "#/$defs/sha256" },
+		"vendor_semantic_digest": { "$ref": "#/$defs/sha256" },
+		"canonical_semantic_digest": { "$ref": "#/$defs/sha256" },
+		"prefix_digest": { "$ref": "#/$defs/sha256" },
+		"suffix_digest": { "$ref": "#/$defs/sha256" },
+		"seam_verified": { "const": true },
+		"coverage_verified": { "const": true },
+		"dataset_objects": {
+			"type": "array",
+			"minItems": 1,
+			"maxItems": 10000,
+			"items": {
+				"type": "object",
+				"additionalProperties": false,
+				"required": ["identity", "checksum", "bytes", "rows"],
+				"properties": {
+					"identity": { "type": "string", "minLength": 1, "maxLength": 2048 },
+					"checksum": { "$ref": "#/$defs/sha256" },
+					"bytes": { "$ref": "#/$defs/safeInteger" },
+					"rows": { "$ref": "#/$defs/safeInteger" }
+				}
+			}
+		}
+	},
+	"$defs": {
+		"uuid": {
+			"type": "string",
+			"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
+		},
+		"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
+		"timestamp": {
+			"type": "string",
+			"pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
+		},
+		"safeInteger": {
+			"type": "integer",
+			"minimum": 0,
+			"maximum": 9007199254740991
+		},
+		"scope": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["exchange", "trading_pair", "market_type", "feed"],
+			"properties": {
+				"exchange": {
+					"type": "string",
+					"pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
+				},
+				"trading_pair": { "type": "string", "minLength": 3, "maxLength": 128 },
+				"market_type": { "enum": ["spot", "swap", "future"] },
+				"feed": { "const": "ORDERBOOK" }
+			}
+		},
+		"interval": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["start_at", "end_at"],
+			"properties": {
+				"start_at": { "$ref": "#/$defs/timestamp" },
+				"end_at": { "$ref": "#/$defs/timestamp" }
+			}
+		},
+		"coveragePolicy": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"policy_id",
+				"max_asof_lag_ms",
+				"future_rows",
+				"missing_required_event"
+			],
+			"properties": {
+				"policy_id": { "const": "prior-asof-strict/v1" },
+				"max_asof_lag_ms": { "$ref": "#/$defs/safeInteger" },
+				"future_rows": { "const": "reject" },
+				"missing_required_event": { "const": "fail" }
+			}
+		},
+		"policyPin": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["policy_id", "policy_sha256"],
+			"properties": {
+				"policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
+				"policy_sha256": { "$ref": "#/$defs/sha256" }
+			}
+		}
+	}
+}

package/dist/market-data-preparation/schemas/required-clock-v1.schema.json

@@ -0,0 +1,47 @@
+{
+	"$schema": "https://json-schema.org/draft/2020-12/schema",
+	"$id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
+	"title": "Market data vendor backfill required clock v1",
+	"type": "object",
+	"additionalProperties": false,
+	"required": [
+		"schema_id",
+		"clock_id",
+		"clock_sha256",
+		"created_at",
+		"targets"
+	],
+	"properties": {
+		"schema_id": {
+			"const": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1"
+		},
+		"clock_id": { "$ref": "#/$defs/uuid" },
+		"clock_sha256": { "$ref": "#/$defs/sha256" },
+		"created_at": { "$ref": "#/$defs/timestamp" },
+		"targets": {
+			"type": "array",
+			"minItems": 1,
+			"maxItems": 100000,
+			"items": {
+				"type": "object",
+				"additionalProperties": false,
+				"required": ["target_id", "target_at"],
+				"properties": {
+					"target_id": { "$ref": "#/$defs/uuid" },
+					"target_at": { "$ref": "#/$defs/timestamp" }
+				}
+			}
+		}
+	},
+	"$defs": {
+		"uuid": {
+			"type": "string",
+			"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
+		},
+		"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
+		"timestamp": {
+			"type": "string",
+			"pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
+		}
+	}
+}

package/dist/market-data-preparation.d.ts

@@ -0,0 +1,4 @@
+export * from "./helpers/canonical-orderbook-export/exact-selection";
+export * from "./helpers/canonical-orderbook-export/exporter";
+export * from "./helpers/market-data-preparation/conformance-fixtures";
+export * from "./helpers/market-data-preparation/contracts";