@usherlabs/cex-broker 0.2.46 → 0.2.47

package/dist/helpers/canonical-orderbook-export/exact-selection.d.ts

@@ -0,0 +1,21 @@
+import { type CanonicalOrderBookExportQuerySegment, type CanonicalOrderBookExportRequestWire } from "../market-data-preparation/contracts";
+import { type Sha256Hex } from "../market-data-vendor-backfill/contracts";
+export type ExactOrderBookQueryValue = string | number | readonly string[];
+export type CompiledExactOrderBookExport = {
+    request: CanonicalOrderBookExportRequestWire;
+    segments: CanonicalOrderBookExportQuerySegment[];
+    querySha256: Sha256Hex;
+    parameters: Readonly<Record<string, ExactOrderBookQueryValue>>;
+    predicateSql: string;
+    physicalPredicateSql: string;
+    levelsSql: string;
+    summarySql: string;
+    conflictsSql: string;
+    rowCountsSql: string;
+    promotionReceiptsSql: string;
+};
+export declare class ExactOrderBookExportError extends Error {
+    readonly reason: string;
+    constructor(reason: string);
+}
+export declare function compileExactOrderBookExport(requestInput: CanonicalOrderBookExportRequestWire): CompiledExactOrderBookExport;

package/dist/helpers/canonical-orderbook-export/exporter.d.ts

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+import type { CanonicalOrderBookExportArtifact, CanonicalOrderBookExportRequestWire } from "../market-data-preparation/contracts";
+import { type CompiledExactOrderBookExport, type ExactOrderBookQueryValue } from "./exact-selection";
+export type ExactOrderBookExportFormat = "JSONEachRow" | "Parquet";
+export type ExactOrderBookExportQueryClient = {
+    execute(sql: string, parameters: Readonly<Record<string, ExactOrderBookQueryValue>>, format: ExactOrderBookExportFormat): Promise<Uint8Array>;
+};
+export type ExactCanonicalOrderBookExport = {
+    compiled: CompiledExactOrderBookExport;
+    promotionReceiptIds: string[];
+    levelsPath: string;
+    summaryPath: string;
+    levels: CanonicalOrderBookExportArtifact;
+    summary: CanonicalOrderBookExportArtifact;
+};
+export type ClickHouseExactExportClientOptions = {
+    url: string;
+    username?: string;
+    password?: string;
+    fetch?: typeof globalThis.fetch;
+};
+export declare function createClickHouseExactOrderBookExportClient(options: ClickHouseExactExportClientOptions): ExactOrderBookExportQueryClient;
+export declare function exportExactCanonicalOrderBook(input: {
+    request: CanonicalOrderBookExportRequestWire;
+    client: ExactOrderBookExportQueryClient;
+    outputDirectory: string;
+}): Promise<ExactCanonicalOrderBookExport>;

package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts

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+export declare const PREPARATION_CONFORMANCE_FIXTURES: Readonly<{
+    fixture_id: "cex-market-data-preparation-conformance/v2";
+    legacy_fixture_id: "market-data-vendor-backfill-conformance/v1";
+    documents: Readonly<{
+        backfill_result: import("./contracts").BackfillJobResultV2Wire;
+        canonical_orderbook_export_request: import("./contracts").CanonicalOrderBookExportRequestWire;
+        canonical_orderbook_export_result: import("./contracts").CanonicalOrderBookExportResultWire;
+        preparation_product_pin: import("./contracts").PreparationProductPinWire;
+    }>;
+    identities: Readonly<{
+        manifest_sha256: string;
+        backfill_result_sha256: string;
+        selection_sha256: string;
+        export_result_sha256: string;
+    }>;
+}>;