@usherlabs/cex-broker 0.2.46 → 0.2.48

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Files changed (29) hide show
  1. package/dist/commands/cex-canonical-orderbook-export.d.ts +23 -0
  2. package/dist/commands/cex-canonical-orderbook-export.js +27731 -0
  3. package/dist/commands/cex-canonical-orderbook-export.js.map +247 -0
  4. package/dist/commands/market-data-vendor-backfill.d.ts +24 -0
  5. package/dist/commands/market-data-vendor-backfill.js +33316 -0
  6. package/dist/commands/market-data-vendor-backfill.js.map +279 -0
  7. package/dist/helpers/canonical-orderbook-export/exact-selection.d.ts +21 -0
  8. package/dist/helpers/canonical-orderbook-export/exporter.d.ts +26 -0
  9. package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts +16 -0
  10. package/dist/helpers/market-data-preparation/contracts.d.ts +1690 -0
  11. package/dist/helpers/market-data-preparation/file-job.d.ts +38 -0
  12. package/dist/market-data-preparation/fixtures/conformance-v2.json +424 -0
  13. package/dist/market-data-preparation/policies/capability-policy.json +28 -0
  14. package/dist/market-data-preparation/policies/resource-policy.json +16 -0
  15. package/dist/market-data-preparation/schema-manifest.json +46 -0
  16. package/dist/market-data-preparation/schemas/archive-selection-v1.schema.json +224 -0
  17. package/dist/market-data-preparation/schemas/backfill-request-v1.schema.json +166 -0
  18. package/dist/market-data-preparation/schemas/backfill-result-v2.schema.json +212 -0
  19. package/dist/market-data-preparation/schemas/canonical-orderbook-export-request-v1.schema.json +57 -0
  20. package/dist/market-data-preparation/schemas/canonical-orderbook-export-result-v1.schema.json +238 -0
  21. package/dist/market-data-preparation/schemas/preparation-product-pin-v1.schema.json +126 -0
  22. package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json +171 -0
  23. package/dist/market-data-preparation/schemas/required-clock-v1.schema.json +47 -0
  24. package/dist/market-data-preparation.d.ts +4 -0
  25. package/dist/market-data-preparation.js +27569 -0
  26. package/dist/market-data-preparation.js.map +249 -0
  27. package/dist/market-data-vendor-backfill.js +32 -1
  28. package/dist/market-data-vendor-backfill.js.map +3 -3
  29. package/package.json +15 -3
@@ -13169,6 +13169,37 @@ class QualifiedOrderBookArchiveReader {
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  environment: String(identityRows[0]?.environment ?? ""),
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  cluster: String(identityRows[0]?.cluster ?? "")
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  };
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+ const conflictRows = await archiveQuery(this.client, "archive_selection_conflict_query_failed", `SELECT count() AS conflicts
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+ FROM
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+ (
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+ SELECT conflict.capture_bundle_id, conflict.snapshot_id
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+ FROM market_data.cex_order_book_levels_conflicts AS conflict
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+ INNER JOIN
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+ (
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+ SELECT DISTINCT capture_bundle_id, snapshot_id
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+ FROM market_data.cex_order_book_depth_summary
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+ WHERE ${scopeFilter()}
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+ AND source_time_ms >= {start_time_ms:UInt64}
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+ AND source_time_ms < {end_time_ms:UInt64}
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+ ) AS selected USING (capture_bundle_id, snapshot_id)
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+ UNION ALL
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+ SELECT conflict.capture_bundle_id, conflict.snapshot_id
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+ FROM market_data.cex_order_book_depth_summary_conflicts AS conflict
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+ INNER JOIN
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+ (
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+ SELECT DISTINCT capture_bundle_id, snapshot_id
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+ FROM market_data.cex_order_book_depth_summary
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+ WHERE ${scopeFilter()}
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+ AND source_time_ms >= {start_time_ms:UInt64}
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+ AND source_time_ms < {end_time_ms:UInt64}
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+ ) AS selected USING (capture_bundle_id, snapshot_id)
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+ )`, queryParameters(request));
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+ if (conflictRows.length !== 1 || !Number.isSafeInteger(Number(conflictRows[0]?.conflicts)) || Number(conflictRows[0]?.conflicts) < 0) {
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+ throw new ArchiveReaderError("archive_selection_conflict_query_invalid");
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+ }
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+ if (Number(conflictRows[0]?.conflicts) > 0) {
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+ throw new ArchiveReaderError("archive_selection_checksum_conflict");
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+ }
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  const storedRows = await archiveQuery(this.client, "archive_stored_selection_query_failed", `SELECT selection_sha256, selection_json
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  FROM market_data.cex_order_book_archive_selections
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  WHERE idempotency_key = {idempotency_key:String}
@@ -18816,4 +18847,4 @@ export {
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  ACQUISITION_POLICY_ID
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  };
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- //# debugId=72EF0F31C364014A64756E2164756E21
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+ //# debugId=75C87110D96E1B9B64756E2164756E21