@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.
- package/README.md +1 -1
- package/dist/commands/cex-canonical-orderbook-export.d.ts +23 -0
- package/dist/commands/cex-canonical-orderbook-export.js +27731 -0
- package/dist/commands/cex-canonical-orderbook-export.js.map +247 -0
- package/dist/commands/cli.js +16231 -15573
- package/dist/commands/market-data-vendor-backfill.d.ts +24 -0
- package/dist/commands/market-data-vendor-backfill.js +33316 -0
- package/dist/commands/market-data-vendor-backfill.js.map +279 -0
- package/dist/handlers/subscribe/handler.d.ts +2 -0
- package/dist/helpers/canonical-orderbook-export/exact-selection.d.ts +21 -0
- package/dist/helpers/canonical-orderbook-export/exporter.d.ts +26 -0
- package/dist/helpers/market-data-archive/capture-contract.d.ts +3 -2
- package/dist/helpers/market-data-archive/types.d.ts +8 -4
- package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts +16 -0
- package/dist/helpers/market-data-preparation/contracts.d.ts +1690 -0
- package/dist/helpers/market-data-preparation/file-job.d.ts +38 -0
- package/dist/helpers/market-data-vendor-backfill/archive-reader.d.ts +26 -0
- package/dist/helpers/market-data-vendor-backfill/batching.d.ts +10 -0
- package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts +80 -0
- package/dist/helpers/market-data-vendor-backfill/contracts.d.ts +393 -0
- package/dist/helpers/market-data-vendor-backfill/core.d.ts +100 -0
- package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +77 -0
- package/dist/helpers/market-data-vendor-backfill/forwarder-client.d.ts +25 -0
- package/dist/helpers/market-data-vendor-backfill/identity.d.ts +10 -0
- package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +1086 -0
- package/dist/helpers/market-data-vendor-backfill/promotion.d.ts +9 -0
- package/dist/helpers/market-data-vendor-backfill/qualification.d.ts +20 -0
- package/dist/helpers/market-data-vendor-backfill/selection.d.ts +30 -0
- package/dist/helpers/market-data-vendor-backfill/semantic-verification.d.ts +24 -0
- package/dist/helpers/public-market-data-feed/identity.d.ts +12 -0
- package/dist/helpers/public-market-data-feed/index.d.ts +5 -0
- package/dist/helpers/public-market-data-feed/orderbook-coalescing-evidence.d.ts +79 -0
- package/dist/helpers/public-market-data-feed/orderbook-profile.d.ts +54 -0
- package/dist/helpers/public-market-data-feed/subscriber-buffer.d.ts +31 -0
- package/dist/helpers/public-market-data-feed/supervisor.d.ts +82 -0
- package/dist/index.d.ts +1 -0
- package/dist/index.js +16221 -15563
- package/dist/index.js.map +21 -18
- package/dist/market-data-preparation/fixtures/conformance-v2.json +424 -0
- package/dist/market-data-preparation/policies/capability-policy.json +28 -0
- package/dist/market-data-preparation/policies/resource-policy.json +16 -0
- package/dist/market-data-preparation/schema-manifest.json +46 -0
- package/dist/market-data-preparation/schemas/archive-selection-v1.schema.json +224 -0
- package/dist/market-data-preparation/schemas/backfill-request-v1.schema.json +166 -0
- package/dist/market-data-preparation/schemas/backfill-result-v2.schema.json +212 -0
- package/dist/market-data-preparation/schemas/canonical-orderbook-export-request-v1.schema.json +57 -0
- package/dist/market-data-preparation/schemas/canonical-orderbook-export-result-v1.schema.json +238 -0
- package/dist/market-data-preparation/schemas/preparation-product-pin-v1.schema.json +126 -0
- package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json +171 -0
- package/dist/market-data-preparation/schemas/required-clock-v1.schema.json +47 -0
- package/dist/market-data-preparation.d.ts +4 -0
- package/dist/market-data-preparation.js +27569 -0
- package/dist/market-data-preparation.js.map +249 -0
- package/dist/market-data-vendor-backfill/fixtures/conformance-v1.json +448 -0
- package/dist/market-data-vendor-backfill/policies/capability-policy.json +28 -0
- package/dist/market-data-vendor-backfill/policies/resource-policy.json +16 -0
- package/dist/market-data-vendor-backfill/schema-manifest.json +31 -0
- package/dist/market-data-vendor-backfill/schemas/archive-selection.schema.json +224 -0
- package/dist/market-data-vendor-backfill/schemas/promotion-receipt.schema.json +171 -0
- package/dist/market-data-vendor-backfill/schemas/request.schema.json +166 -0
- package/dist/market-data-vendor-backfill/schemas/required-clock.schema.json +47 -0
- package/dist/market-data-vendor-backfill/schemas/result.schema.json +198 -0
- package/dist/market-data-vendor-backfill.d.ts +18 -0
- package/dist/market-data-vendor-backfill.js +18850 -0
- package/dist/market-data-vendor-backfill.js.map +206 -0
- package/dist/server.d.ts +2 -1
- package/package.json +37 -3
package/dist/server.d.ts
CHANGED
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@@ -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;
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package/package.json
CHANGED
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{
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"name": "@usherlabs/cex-broker",
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"version": "0.2.
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"version": "0.2.47",
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"description": "Unified gRPC API to CEXs by Usher Labs.",
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"repository": {
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"type": "git",
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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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"./market-data-preparation": {
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"import": "./dist/market-data-preparation.js",
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"types": "./dist/market-data-preparation.d.ts"
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},
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"./market-data-preparation/schema-manifest.json": "./dist/market-data-preparation/schema-manifest.json",
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"./market-data-preparation/schemas/*": "./dist/market-data-preparation/schemas/*",
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"./market-data-preparation/policies/*": "./dist/market-data-preparation/policies/*",
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"./market-data-preparation/fixtures/*": "./dist/market-data-preparation/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",
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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"
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],
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"bin": {
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"cex-broker": "dist/commands/cli.js"
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"cex-broker": "dist/commands/cli.js",
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"market-data-vendor-backfill": "dist/commands/market-data-vendor-backfill.js",
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"cex-canonical-orderbook-export": "dist/commands/cex-canonical-orderbook-export.js"
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},
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"scripts": {
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"proto-gen": "./proto-gen.sh",
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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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"test:package:market-data-preparation": "node scripts/check-market-data-preparation-package.mjs",
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"release:evidence:market-data-preparation": "node scripts/generate-market-data-preparation-release-evidence.mjs",
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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",
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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",
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