@usherlabs/cex-broker 0.2.46 → 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/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/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/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-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/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.js +32 -1
- package/dist/market-data-vendor-backfill.js.map +3 -3
- package/package.json +15 -3
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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-archive-selection/v1",
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"title": "Market data vendor backfill archive selection 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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"selection_sha256",
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"scope",
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"required_clock",
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"coverage_policy",
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"source_policy",
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"coverage_class",
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"requested_intervals",
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"selected_intervals",
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"precedence",
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"bundles",
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"support_anchors",
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"receipt_ids",
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"qualification_event_ids",
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"resolved_at"
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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-archive-selection/v1"
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},
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"selection_sha256": { "$ref": "#/$defs/sha256" },
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"scope": { "$ref": "#/$defs/scope" },
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"required_clock": { "$ref": "#/$defs/clockReference" },
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"coverage_policy": { "$ref": "#/$defs/coveragePolicy" },
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"source_policy": { "enum": ["authoritative_window", "fill_gaps"] },
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"coverage_class": { "enum": ["complete", "partial", "missing"] },
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"requested_intervals": {
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"type": "array",
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"minItems": 1,
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"items": { "$ref": "#/$defs/interval" }
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},
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"selected_intervals": {
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"type": "array",
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"items": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"start_at",
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"end_at",
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"capture_bundle_id",
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"capture_origin"
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],
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"properties": {
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"start_at": { "$ref": "#/$defs/timestamp" },
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"end_at": { "$ref": "#/$defs/timestamp" },
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"capture_bundle_id": { "$ref": "#/$defs/sha256" },
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"capture_origin": { "$ref": "#/$defs/captureOrigin" }
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}
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}
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},
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"precedence": {
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"type": "array",
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"minItems": 1,
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"maxItems": 2,
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"uniqueItems": true,
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"items": { "enum": ["archive", "vendor"] }
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},
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"bundles": {
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"type": "array",
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"items": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"capture_bundle_id",
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"capture_origin",
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"interval",
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"qualification"
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],
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"properties": {
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"capture_bundle_id": { "$ref": "#/$defs/sha256" },
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"capture_origin": { "$ref": "#/$defs/captureOrigin" },
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"interval": { "$ref": "#/$defs/interval" },
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"qualification": {
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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": [
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"qualification_event_id",
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"state",
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"receipt_id",
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"promotion_identity_sha256"
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],
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"properties": {
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"qualification_event_id": { "$ref": "#/$defs/uuid" },
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"state": { "const": "qualified" },
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"receipt_id": { "$ref": "#/$defs/sha256" },
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"promotion_identity_sha256": { "$ref": "#/$defs/sha256" }
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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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},
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"support_anchors": {
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"type": "array",
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"items": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"capture_bundle_id",
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"raw_capture_id",
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"snapshot_id",
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"source_time",
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"normalized_summary_checksum",
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"metadata_ref"
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],
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"properties": {
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"capture_bundle_id": { "$ref": "#/$defs/sha256" },
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"raw_capture_id": { "$ref": "#/$defs/sha256" },
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"snapshot_id": { "$ref": "#/$defs/sha256" },
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"source_time": { "$ref": "#/$defs/timestamp" },
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"normalized_summary_checksum": { "$ref": "#/$defs/sha256" },
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"metadata_ref": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"capture_origin",
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"qualification_event_id",
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"receipt_id"
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],
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"properties": {
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"capture_origin": { "$ref": "#/$defs/captureOrigin" },
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"qualification_event_id": {
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"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/uuid" }]
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},
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"receipt_id": {
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"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sha256" }]
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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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"receipt_ids": {
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"type": "array",
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"uniqueItems": true,
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"items": { "$ref": "#/$defs/sha256" }
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},
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"qualification_event_ids": {
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"type": "array",
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"uniqueItems": true,
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"items": { "$ref": "#/$defs/uuid" }
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},
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"resolved_at": { "$ref": "#/$defs/timestamp" }
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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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"safeInteger": {
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"type": "integer",
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"minimum": 0,
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"maximum": 9007199254740991
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},
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"captureOrigin": {
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"enum": ["production_capture", "vendor_historical_backfill"]
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},
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"scope": {
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"type": "object",
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"additionalProperties": false,
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"required": ["exchange", "trading_pair", "market_type", "feed"],
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"properties": {
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"exchange": {
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"type": "string",
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"pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
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},
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"trading_pair": { "type": "string", "minLength": 3, "maxLength": 128 },
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"market_type": { "enum": ["spot", "swap", "future"] },
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"feed": { "const": "ORDERBOOK" }
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}
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},
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"clockReference": {
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"type": "object",
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"additionalProperties": false,
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"required": ["clock_id", "clock_sha256", "event_count"],
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"properties": {
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"clock_id": { "$ref": "#/$defs/uuid" },
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"clock_sha256": { "$ref": "#/$defs/sha256" },
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"event_count": { "$ref": "#/$defs/safeInteger" }
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}
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},
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"coveragePolicy": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"policy_id",
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"max_asof_lag_ms",
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"future_rows",
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"missing_required_event"
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],
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"properties": {
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"policy_id": { "const": "prior-asof-strict/v1" },
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"max_asof_lag_ms": { "$ref": "#/$defs/safeInteger" },
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"future_rows": { "const": "reject" },
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"missing_required_event": { "const": "fail" }
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}
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},
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"interval": {
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"type": "object",
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"additionalProperties": false,
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"required": ["start_at", "end_at"],
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"properties": {
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"start_at": { "$ref": "#/$defs/timestamp" },
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"end_at": { "$ref": "#/$defs/timestamp" }
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}
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}
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}
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}
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{
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"$schema": "https://json-schema.org/draft/2020-12/schema",
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"$id": "https://schemas.usher.so/market-data-vendor-backfill-request/v1",
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"title": "Market data vendor backfill request v1",
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"type": "object",
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"additionalProperties": false,
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"required": [
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"schema_id",
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"request_id",
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"attempt_id",
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"idempotency_key",
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"scope",
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"window",
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"depth",
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"construction_mode",
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"source_policy",
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"target",
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"coverage_policy",
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"required_clock",
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"initial_selection",
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"expected_canonical_schema",
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"product_pins",
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"production_authorization_id"
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],
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"properties": {
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"schema_id": {
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"const": "https://schemas.usher.so/market-data-vendor-backfill-request/v1"
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},
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"request_id": { "$ref": "#/$defs/uuid" },
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"attempt_id": { "$ref": "#/$defs/uuid" },
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"idempotency_key": { "$ref": "#/$defs/sha256" },
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"scope": { "$ref": "#/$defs/scope" },
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"window": { "$ref": "#/$defs/interval" },
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"depth": { "type": "integer", "minimum": 1, "maximum": 500 },
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"construction_mode": {
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"enum": ["sampled_top_n_snapshot", "exact_l2_reconstruction"]
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},
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"source_policy": { "enum": ["authoritative_window", "fill_gaps"] },
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"target": {
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"type": "object",
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"additionalProperties": false,
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"required": ["environment", "cluster"],
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"properties": {
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"environment": {
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"type": "string",
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"pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
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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}$"
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}
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}
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},
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"coverage_policy": { "$ref": "#/$defs/coveragePolicy" },
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"required_clock": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"schema_id",
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"clock_id",
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"file_name",
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"clock_sha256",
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"event_count"
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],
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"properties": {
|
|
66
|
+
"schema_id": {
|
|
67
|
+
"const": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1"
|
|
68
|
+
},
|
|
69
|
+
"clock_id": { "$ref": "#/$defs/uuid" },
|
|
70
|
+
"file_name": {
|
|
71
|
+
"type": "string",
|
|
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|
+
"pattern": "^[A-Za-z0-9][A-Za-z0-9._-]{0,254}$"
|
|
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|
+
},
|
|
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|
+
"clock_sha256": { "$ref": "#/$defs/sha256" },
|
|
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+
"event_count": { "$ref": "#/$defs/safeInteger" }
|
|
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|
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}
|
|
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+
},
|
|
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|
+
"initial_selection": {
|
|
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"$ref": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1"
|
|
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|
+
},
|
|
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+
"expected_canonical_schema": { "$ref": "#/$defs/artifactPin" },
|
|
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|
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"product_pins": {
|
|
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|
+
"type": "object",
|
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"additionalProperties": false,
|
|
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"required": ["capability_policy", "resource_policy"],
|
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"properties": {
|
|
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"capability_policy": { "$ref": "#/$defs/policyPin" },
|
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"resource_policy": { "$ref": "#/$defs/policyPin" }
|
|
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|
+
}
|
|
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},
|
|
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"production_authorization_id": { "$ref": "#/$defs/uuid" }
|
|
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},
|
|
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"$defs": {
|
|
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|
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"uuid": {
|
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|
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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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|
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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$"
|
|
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|
+
},
|
|
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|
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"safeInteger": {
|
|
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|
+
"type": "integer",
|
|
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|
+
"minimum": 0,
|
|
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|
+
"maximum": 9007199254740991
|
|
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|
+
},
|
|
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|
+
"scope": {
|
|
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|
+
"type": "object",
|
|
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|
+
"additionalProperties": false,
|
|
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|
+
"required": ["exchange", "trading_pair", "market_type", "feed"],
|
|
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|
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"properties": {
|
|
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|
+
"exchange": {
|
|
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|
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"type": "string",
|
|
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|
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"pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
|
|
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|
+
},
|
|
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|
+
"trading_pair": { "type": "string", "minLength": 3, "maxLength": 128 },
|
|
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|
+
"market_type": { "enum": ["spot", "swap", "future"] },
|
|
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|
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"feed": { "const": "ORDERBOOK" }
|
|
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|
+
}
|
|
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|
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},
|
|
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"interval": {
|
|
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|
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"type": "object",
|
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"additionalProperties": false,
|
|
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"required": ["start_at", "end_at"],
|
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"properties": {
|
|
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"start_at": { "$ref": "#/$defs/timestamp" },
|
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"end_at": { "$ref": "#/$defs/timestamp" }
|
|
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}
|
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},
|
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"coveragePolicy": {
|
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"type": "object",
|
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"additionalProperties": false,
|
|
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"required": [
|
|
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|
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"policy_id",
|
|
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"max_asof_lag_ms",
|
|
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"future_rows",
|
|
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|
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"missing_required_event"
|
|
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|
+
],
|
|
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|
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"properties": {
|
|
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|
+
"policy_id": { "const": "prior-asof-strict/v1" },
|
|
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|
+
"max_asof_lag_ms": { "$ref": "#/$defs/safeInteger" },
|
|
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|
+
"future_rows": { "const": "reject" },
|
|
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|
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"missing_required_event": { "const": "fail" }
|
|
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|
+
}
|
|
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|
+
},
|
|
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"artifactPin": {
|
|
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|
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"type": "object",
|
|
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"additionalProperties": false,
|
|
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|
+
"required": ["schema_id", "schema_sha256"],
|
|
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|
+
"properties": {
|
|
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|
+
"schema_id": { "type": "string", "minLength": 1, "maxLength": 256 },
|
|
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|
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"schema_sha256": { "$ref": "#/$defs/sha256" }
|
|
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|
+
}
|
|
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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 +1,212 @@
|
|
|
1
|
+
{
|
|
2
|
+
"$schema": "https://json-schema.org/draft/2020-12/schema",
|
|
3
|
+
"$id": "https://schemas.usher.so/market-data-vendor-backfill-result/v2",
|
|
4
|
+
"title": "CEX Broker market data vendor backfill file-job result v2",
|
|
5
|
+
"type": "object",
|
|
6
|
+
"additionalProperties": false,
|
|
7
|
+
"required": [
|
|
8
|
+
"schema_id",
|
|
9
|
+
"result_sha256",
|
|
10
|
+
"job_id",
|
|
11
|
+
"request_file_sha256",
|
|
12
|
+
"schema_manifest_sha256",
|
|
13
|
+
"producer",
|
|
14
|
+
"capability_policy",
|
|
15
|
+
"resource_policy",
|
|
16
|
+
"started_at",
|
|
17
|
+
"completed_at",
|
|
18
|
+
"outcome"
|
|
19
|
+
],
|
|
20
|
+
"properties": {
|
|
21
|
+
"schema_id": {
|
|
22
|
+
"const": "https://schemas.usher.so/market-data-vendor-backfill-result/v2"
|
|
23
|
+
},
|
|
24
|
+
"result_sha256": { "$ref": "#/$defs/sha256" },
|
|
25
|
+
"job_id": { "$ref": "#/$defs/uuid" },
|
|
26
|
+
"request_file_sha256": {
|
|
27
|
+
"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sha256" }]
|
|
28
|
+
},
|
|
29
|
+
"schema_manifest_sha256": { "$ref": "#/$defs/sha256" },
|
|
30
|
+
"producer": { "$ref": "#/$defs/producer" },
|
|
31
|
+
"capability_policy": { "$ref": "#/$defs/policyPin" },
|
|
32
|
+
"resource_policy": { "$ref": "#/$defs/policyPin" },
|
|
33
|
+
"started_at": { "$ref": "#/$defs/timestamp" },
|
|
34
|
+
"completed_at": { "$ref": "#/$defs/timestamp" },
|
|
35
|
+
"outcome": {
|
|
36
|
+
"type": "object",
|
|
37
|
+
"additionalProperties": false,
|
|
38
|
+
"required": [
|
|
39
|
+
"status",
|
|
40
|
+
"reason_code",
|
|
41
|
+
"reason_subcode",
|
|
42
|
+
"request_id",
|
|
43
|
+
"idempotency_key",
|
|
44
|
+
"target",
|
|
45
|
+
"selection",
|
|
46
|
+
"receipt",
|
|
47
|
+
"diagnostics"
|
|
48
|
+
],
|
|
49
|
+
"properties": {
|
|
50
|
+
"status": {
|
|
51
|
+
"enum": [
|
|
52
|
+
"request_invalid",
|
|
53
|
+
"archive_preflight_failed",
|
|
54
|
+
"already_covered",
|
|
55
|
+
"promoted",
|
|
56
|
+
"capability_unsupported",
|
|
57
|
+
"credentials_missing",
|
|
58
|
+
"vendor_fetch_failed",
|
|
59
|
+
"archive_ingest_failed",
|
|
60
|
+
"promotion_verification_failed"
|
|
61
|
+
]
|
|
62
|
+
},
|
|
63
|
+
"reason_code": {
|
|
64
|
+
"type": "string",
|
|
65
|
+
"pattern": "^[a-z][a-z0-9_]{0,127}$"
|
|
66
|
+
},
|
|
67
|
+
"reason_subcode": {
|
|
68
|
+
"oneOf": [
|
|
69
|
+
{ "type": "null" },
|
|
70
|
+
{ "type": "string", "pattern": "^[a-z][a-z0-9_]{0,127}$" }
|
|
71
|
+
]
|
|
72
|
+
},
|
|
73
|
+
"request_id": {
|
|
74
|
+
"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/uuid" }]
|
|
75
|
+
},
|
|
76
|
+
"idempotency_key": {
|
|
77
|
+
"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sha256" }]
|
|
78
|
+
},
|
|
79
|
+
"target": {
|
|
80
|
+
"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/target" }]
|
|
81
|
+
},
|
|
82
|
+
"selection": {
|
|
83
|
+
"oneOf": [
|
|
84
|
+
{ "type": "null" },
|
|
85
|
+
{
|
|
86
|
+
"$ref": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1"
|
|
87
|
+
}
|
|
88
|
+
]
|
|
89
|
+
},
|
|
90
|
+
"receipt": {
|
|
91
|
+
"oneOf": [
|
|
92
|
+
{ "type": "null" },
|
|
93
|
+
{
|
|
94
|
+
"$ref": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1"
|
|
95
|
+
}
|
|
96
|
+
]
|
|
97
|
+
},
|
|
98
|
+
"diagnostics": {
|
|
99
|
+
"type": "object",
|
|
100
|
+
"maxProperties": 64,
|
|
101
|
+
"additionalProperties": {
|
|
102
|
+
"oneOf": [
|
|
103
|
+
{ "type": "string", "maxLength": 1024 },
|
|
104
|
+
{ "type": "integer", "minimum": 0, "maximum": 9007199254740991 },
|
|
105
|
+
{ "type": "boolean" }
|
|
106
|
+
]
|
|
107
|
+
}
|
|
108
|
+
}
|
|
109
|
+
}
|
|
110
|
+
}
|
|
111
|
+
},
|
|
112
|
+
"allOf": [
|
|
113
|
+
{
|
|
114
|
+
"if": {
|
|
115
|
+
"type": "object",
|
|
116
|
+
"properties": {
|
|
117
|
+
"outcome": {
|
|
118
|
+
"type": "object",
|
|
119
|
+
"properties": {
|
|
120
|
+
"status": { "const": "request_invalid" },
|
|
121
|
+
"reason_subcode": { "const": "request_file_unreadable" }
|
|
122
|
+
},
|
|
123
|
+
"required": ["status", "reason_subcode"]
|
|
124
|
+
}
|
|
125
|
+
},
|
|
126
|
+
"required": ["outcome"]
|
|
127
|
+
},
|
|
128
|
+
"then": {
|
|
129
|
+
"type": "object",
|
|
130
|
+
"properties": { "request_file_sha256": { "type": "null" } }
|
|
131
|
+
},
|
|
132
|
+
"else": {
|
|
133
|
+
"type": "object",
|
|
134
|
+
"properties": { "request_file_sha256": { "$ref": "#/$defs/sha256" } }
|
|
135
|
+
}
|
|
136
|
+
}
|
|
137
|
+
],
|
|
138
|
+
"$defs": {
|
|
139
|
+
"uuid": {
|
|
140
|
+
"type": "string",
|
|
141
|
+
"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
|
|
142
|
+
},
|
|
143
|
+
"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
|
|
144
|
+
"timestamp": {
|
|
145
|
+
"type": "string",
|
|
146
|
+
"pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
|
|
147
|
+
},
|
|
148
|
+
"semver": {
|
|
149
|
+
"type": "string",
|
|
150
|
+
"pattern": "^[0-9]+\\.[0-9]+\\.[0-9]+(?:-[0-9A-Za-z.-]+)?$"
|
|
151
|
+
},
|
|
152
|
+
"target": {
|
|
153
|
+
"type": "object",
|
|
154
|
+
"additionalProperties": false,
|
|
155
|
+
"required": ["environment", "cluster"],
|
|
156
|
+
"properties": {
|
|
157
|
+
"environment": {
|
|
158
|
+
"type": "string",
|
|
159
|
+
"pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
|
|
160
|
+
},
|
|
161
|
+
"cluster": {
|
|
162
|
+
"type": "string",
|
|
163
|
+
"pattern": "^[a-z0-9][a-z0-9_-]{0,127}$"
|
|
164
|
+
}
|
|
165
|
+
}
|
|
166
|
+
},
|
|
167
|
+
"policyPin": {
|
|
168
|
+
"type": "object",
|
|
169
|
+
"additionalProperties": false,
|
|
170
|
+
"required": ["policy_id", "policy_sha256"],
|
|
171
|
+
"properties": {
|
|
172
|
+
"policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
|
|
173
|
+
"policy_sha256": { "$ref": "#/$defs/sha256" }
|
|
174
|
+
}
|
|
175
|
+
},
|
|
176
|
+
"producer": {
|
|
177
|
+
"type": "object",
|
|
178
|
+
"additionalProperties": false,
|
|
179
|
+
"required": [
|
|
180
|
+
"product_id",
|
|
181
|
+
"product_version",
|
|
182
|
+
"package",
|
|
183
|
+
"executable_sha256",
|
|
184
|
+
"runtime"
|
|
185
|
+
],
|
|
186
|
+
"properties": {
|
|
187
|
+
"product_id": { "const": "market-data-vendor-backfill" },
|
|
188
|
+
"product_version": { "const": "market-data-vendor-backfill/v1" },
|
|
189
|
+
"package": {
|
|
190
|
+
"type": "object",
|
|
191
|
+
"additionalProperties": false,
|
|
192
|
+
"required": ["name", "version", "git_head"],
|
|
193
|
+
"properties": {
|
|
194
|
+
"name": { "const": "@usherlabs/cex-broker" },
|
|
195
|
+
"version": { "$ref": "#/$defs/semver" },
|
|
196
|
+
"git_head": { "type": "string", "pattern": "^[0-9a-f]{40}$" }
|
|
197
|
+
}
|
|
198
|
+
},
|
|
199
|
+
"executable_sha256": { "$ref": "#/$defs/sha256" },
|
|
200
|
+
"runtime": {
|
|
201
|
+
"type": "object",
|
|
202
|
+
"additionalProperties": false,
|
|
203
|
+
"required": ["name", "version"],
|
|
204
|
+
"properties": {
|
|
205
|
+
"name": { "const": "node" },
|
|
206
|
+
"version": { "$ref": "#/$defs/semver" }
|
|
207
|
+
}
|
|
208
|
+
}
|
|
209
|
+
}
|
|
210
|
+
}
|
|
211
|
+
}
|
|
212
|
+
}
|
package/dist/market-data-preparation/schemas/canonical-orderbook-export-request-v1.schema.json
ADDED
|
@@ -0,0 +1,57 @@
|
|
|
1
|
+
{
|
|
2
|
+
"$schema": "https://json-schema.org/draft/2020-12/schema",
|
|
3
|
+
"$id": "https://schemas.usher.so/cex-canonical-orderbook-export-request/v1",
|
|
4
|
+
"title": "CEX canonical order-book exact-selection export request v1",
|
|
5
|
+
"type": "object",
|
|
6
|
+
"additionalProperties": false,
|
|
7
|
+
"required": [
|
|
8
|
+
"schema_id",
|
|
9
|
+
"request_id",
|
|
10
|
+
"target",
|
|
11
|
+
"selection",
|
|
12
|
+
"depth",
|
|
13
|
+
"construction_mode",
|
|
14
|
+
"canonical_schema_version",
|
|
15
|
+
"checksum_algorithm"
|
|
16
|
+
],
|
|
17
|
+
"properties": {
|
|
18
|
+
"schema_id": {
|
|
19
|
+
"const": "https://schemas.usher.so/cex-canonical-orderbook-export-request/v1"
|
|
20
|
+
},
|
|
21
|
+
"request_id": { "$ref": "#/$defs/uuid" },
|
|
22
|
+
"target": { "$ref": "#/$defs/target" },
|
|
23
|
+
"selection": {
|
|
24
|
+
"$ref": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1"
|
|
25
|
+
},
|
|
26
|
+
"depth": { "type": "integer", "minimum": 1, "maximum": 500 },
|
|
27
|
+
"construction_mode": {
|
|
28
|
+
"enum": ["sampled_top_n_snapshot", "exact_l2_reconstruction"]
|
|
29
|
+
},
|
|
30
|
+
"canonical_schema_version": {
|
|
31
|
+
"type": "string",
|
|
32
|
+
"pattern": "^[0-9]+\\.[0-9]+\\.[0-9]+$"
|
|
33
|
+
},
|
|
34
|
+
"checksum_algorithm": { "const": "sha256-canonical-json-v1" }
|
|
35
|
+
},
|
|
36
|
+
"$defs": {
|
|
37
|
+
"uuid": {
|
|
38
|
+
"type": "string",
|
|
39
|
+
"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
|
|
40
|
+
},
|
|
41
|
+
"target": {
|
|
42
|
+
"type": "object",
|
|
43
|
+
"additionalProperties": false,
|
|
44
|
+
"required": ["environment", "cluster"],
|
|
45
|
+
"properties": {
|
|
46
|
+
"environment": {
|
|
47
|
+
"type": "string",
|
|
48
|
+
"pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
|
|
49
|
+
},
|
|
50
|
+
"cluster": {
|
|
51
|
+
"type": "string",
|
|
52
|
+
"pattern": "^[a-z0-9][a-z0-9_-]{0,127}$"
|
|
53
|
+
}
|
|
54
|
+
}
|
|
55
|
+
}
|
|
56
|
+
}
|
|
57
|
+
}
|