@usherlabs/cex-broker 0.2.48 → 0.2.49

package/dist/helpers/logger.d.ts

@@ -1,3 +1,6 @@
+import { LogLayer } from "loglayer";
+export declare function attachOtelLogTransport(): void;
+export declare function detachOtelLogTransport(): void;
 declare const log: {
     trace: (...args: unknown[]) => void;
     debug: (...args: unknown[]) => void;
@@ -5,5 +8,6 @@ declare const log: {
     warn: (...args: unknown[]) => void;
     error: (...args: unknown[]) => void;
     fatal: (...args: unknown[]) => void;
+    withMetadata: LogLayer["withMetadata"];
 };
 export { log };

package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts

@@ -16,7 +16,7 @@ export type CryptoHftDataCapabilityProfile = Readonly<{
     snapshotGrouping: "event_time_last_update_id_object" | "event_time_final_update_id_object";
     sequenceSemantics: "binance_u_U_pu" | "okx_seq_id_prev_seq_id";
     constructionModes: readonly ["sampled_top_n_snapshot"];
-    sourcePolicies: readonly ["authoritative_window"];
+    sourcePolicies: readonly ("authoritative_window" | "fill_gaps")[];
 }>;
 export declare const CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE: CryptoHftDataCapabilityProfile;
 export declare const CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE: CryptoHftDataCapabilityProfile;
@@ -53,6 +53,7 @@ export type ReconstructedCryptoHftBook = {
 };
 export declare function cryptoHftDataCapabilityFor(request: MarketDataVendorBackfillRequest, profiles?: readonly CryptoHftDataCapabilityProfile[]): ProviderCapability | undefined;
 export declare function enumerateCryptoHftDataObjects(request: MarketDataVendorBackfillRequest, providerExchangeId: string, resolvedSymbol: string): string[];
+export declare function providerAcquisitionRequest(request: MarketDataVendorBackfillRequest): MarketDataVendorBackfillRequest;
 export declare function reconstructCryptoHftDataOrderBooks(request: MarketDataVendorBackfillRequest, inputRows: readonly CryptoHftDataOrderBookRow[], profile?: CryptoHftDataCapabilityProfile): ReconstructedCryptoHftBook[];
 export declare function decodeCryptoHftParquetZstd(bytes: Uint8Array): Promise<Record<string, unknown>[]>;
 type CryptoHftDataAdapterOptions = {

package/dist/helpers/market-data-vendor-backfill/manifests.d.ts

@@ -1,8 +1,9 @@
-export declare const CAPABILITY_POLICY_ID: "market-data-vendor-backfill-capabilities/v1";
+export declare const LEGACY_CAPABILITY_POLICY_ID: "market-data-vendor-backfill-capabilities/v1";
+export declare const CAPABILITY_POLICY_ID: "market-data-vendor-backfill-capabilities/v2";
 export declare const RESOURCE_POLICY_ID: "market-data-vendor-backfill-resources/v1";
 export declare const ADAPTER_POLICY_ID: "cryptohftdata-orderbook-adapter/v1";
 export declare const ACQUISITION_POLICY_ID: "cryptohftdata-hourly-acquisition/v1";
-export declare const CAPABILITY_POLICY: Readonly<{
+export declare const LEGACY_CAPABILITY_POLICY: Readonly<{
     policy_sha256: string;
     policy_id: "market-data-vendor-backfill-capabilities/v1";
     provider: "cryptohftdata";
@@ -28,6 +29,32 @@ export declare const CAPABILITY_POLICY: Readonly<{
         readonly max_depth: 400;
     }];
 }>;
+export declare const CAPABILITY_POLICY: Readonly<{
+    policy_sha256: string;
+    policy_id: "market-data-vendor-backfill-capabilities/v2";
+    profiles: {
+        source_policies: readonly ["authoritative_window", "fill_gaps"];
+        exchange: "okx";
+        market_type: "spot";
+        feed: "ORDERBOOK";
+        canonical_trading_pair: "ARB-USDT";
+        provider_exchange_id: "okx_spot";
+        resolved_symbol: "ARB-USDT";
+        construction_modes: readonly ["sampled_top_n_snapshot"];
+        max_depth: 400;
+    }[];
+    provider: "cryptohftdata";
+    adapter_policy: {
+        readonly policy_id: "cryptohftdata-orderbook-adapter/v1";
+        readonly adapter_version: "cryptohftdata-orderbook/v2";
+    };
+    acquisition_policy: {
+        readonly policy_id: "cryptohftdata-hourly-acquisition/v1";
+        readonly object_granularity: "utc_hour";
+        readonly authentication: "bearer";
+        readonly initialization_lookback_ms: 0;
+    };
+}>;
 export declare const RESOURCE_POLICY: Readonly<{
     policy_sha256: string;
     policy_id: "market-data-vendor-backfill-resources/v1";

package/dist/helpers/market-data-vendor-backfill/semantic-verification.d.ts

@@ -11,6 +11,7 @@ export type SemanticPromotionEvidence = {
     suffixDigestAfter: string;
     seamVerified: boolean;
     exporterCompatible: boolean;
+    coverageSourceTimesMs?: readonly number[];
 };
 export type SemanticPromotionResult = {
     passed: boolean;

package/dist/helpers/otel.d.ts

@@ -37,6 +37,7 @@ declare abstract class BaseOtelSignal<TProvider> {
     private readonly signal;
     private provider;
     private isEnabled;
+    private closePromise;
     private readonly serviceName;
     protected constructor(config: OtelConfig | undefined, signal: "metrics" | "logs");
     protected abstract createProvider(endpoint: string, serviceName: string, appendSignalPath: boolean): TProvider;

package/dist/index.js

@@ -289048,16 +289048,20 @@ var tslogLogger = new Logger({
   minLevel: process.env.LOG_LEVEL === "debug" ? 0 : 3
 });
 var baseLogger = new LogLayer({
-  transport: [
-    new TsLogTransport({ id: "tslog", logger: tslogLogger }),
-    new OpenTelemetryTransport({
-      id: "otel",
-      enabled: true
-    })
-  ],
+  transport: [new TsLogTransport({ id: "tslog", logger: tslogLogger })],
   plugins: [openTelemetryPlugin()],
   errorSerializer: serializeError
 });
+var OTEL_TRANSPORT_ID = "otel";
+function attachOtelLogTransport() {
+  baseLogger.addTransport(new OpenTelemetryTransport({
+    id: OTEL_TRANSPORT_ID,
+    enabled: true
+  }));
+}
+function detachOtelLogTransport() {
+  baseLogger.removeTransport(OTEL_TRANSPORT_ID);
+}
 if (process.env.LOG_LEVEL !== "debug") {
   baseLogger.setLevel("info");
 }
@@ -293484,11 +293488,14 @@ var import_sdk_metrics = __toESM(require_src9(), 1);
 var DEFAULT_SERVICE = "cex-broker";
 var DEFAULT_OTLP_PORT = 4318;
 var EXPORT_INTERVAL_MS = 5000;
+var EXPORT_TIMEOUT_MS = 2000;
+var SHUTDOWN_TIMEOUT_MS = 3000;
 
 class BaseOtelSignal {
   signal;
   provider = null;
   isEnabled = false;
+  closePromise = null;
   serviceName;
   constructor(config, signal) {
     this.signal = signal;
@@ -293520,19 +293527,35 @@ class BaseOtelSignal {
   isOtelEnabled() {
     return this.isEnabled && this.provider !== null;
   }
-  async close() {
-    if (!this.provider) {
-      return;
-    }
-    try {
-      await this.shutdownProvider(this.provider);
-      log.info(`OTel ${this.signal} provider shut down`);
-    } catch (error) {
-      log.error(`Error shutting down OTel ${this.signal} provider:`, error);
-    }
+  close() {
+    if (this.closePromise)
+      return this.closePromise;
+    const provider = this.provider;
     this.provider = null;
     this.isEnabled = false;
     this.onProviderClosed();
+    if (!provider) {
+      this.closePromise = Promise.resolve();
+      return this.closePromise;
+    }
+    const shutdown = Promise.resolve().then(() => this.shutdownProvider(provider)).then(() => {
+      log.info(`OTel ${this.signal} provider shut down`);
+    }, (error) => {
+      log.error(`Error shutting down OTel ${this.signal} provider:`, error);
+    });
+    let deadlineTimer;
+    const deadline = new Promise((resolve) => {
+      deadlineTimer = setTimeout(() => {
+        deadlineTimer = undefined;
+        log.warn(`OTel ${this.signal} provider shutdown exceeded ${SHUTDOWN_TIMEOUT_MS}ms; continuing shutdown`);
+        resolve();
+      }, SHUTDOWN_TIMEOUT_MS);
+    });
+    this.closePromise = Promise.race([shutdown, deadline]).finally(() => {
+      if (deadlineTimer !== undefined)
+        clearTimeout(deadlineTimer);
+    });
+    return this.closePromise;
   }
 }
 function toAttributes(labels, service) {
@@ -293555,11 +293578,13 @@ class OtelMetrics extends BaseOtelSignal {
   }
   createProvider(endpoint, serviceName, appendSignalPath) {
     const exporter = new import_exporter_metrics_otlp_http.OTLPMetricExporter({
-      url: appendOtlpPath(endpoint, "metrics", appendSignalPath)
+      url: appendOtlpPath(endpoint, "metrics", appendSignalPath),
+      timeoutMillis: EXPORT_TIMEOUT_MS
     });
     const reader = new import_sdk_metrics.PeriodicExportingMetricReader({
       exporter,
-      exportIntervalMillis: EXPORT_INTERVAL_MS
+      exportIntervalMillis: EXPORT_INTERVAL_MS,
+      exportTimeoutMillis: EXPORT_TIMEOUT_MS
     });
     const resource = import_resources.resourceFromAttributes({
       "service.name": serviceName
@@ -293680,15 +293705,23 @@ class OtelMetrics extends BaseOtelSignal {
 }
 
 class OtelLogs extends BaseOtelSignal {
-  logger = null;
+  logger;
   constructor(config) {
     super(config, "logs");
+    const provider = this.getProvider();
+    this.logger = provider?.getLogger("cex-broker-logs", "1.0.0") ?? null;
+    if (provider) {
+      attachOtelLogTransport();
+    }
   }
   createProvider(endpoint, serviceName, appendSignalPath) {
     const exporter = new import_exporter_logs_otlp_http.OTLPLogExporter({
-      url: appendOtlpPath(endpoint, "logs", appendSignalPath)
+      url: appendOtlpPath(endpoint, "logs", appendSignalPath),
+      timeoutMillis: EXPORT_TIMEOUT_MS
+    });
+    const processor = new import_sdk_logs.BatchLogRecordProcessor(exporter, {
+      exportTimeoutMillis: EXPORT_TIMEOUT_MS
     });
-    const processor = new import_sdk_logs.BatchLogRecordProcessor(exporter);
     const resource = import_resources.resourceFromAttributes({
       "service.name": serviceName
     });
@@ -293699,12 +293732,12 @@ class OtelLogs extends BaseOtelSignal {
   }
   onProviderCreated(provider) {
     import_api_logs3.logs.setGlobalLoggerProvider(provider);
-    this.logger = provider.getLogger("cex-broker-logs", "1.0.0");
   }
   shutdownProvider(provider) {
-    return provider.forceFlush().then(() => provider.shutdown());
+    return provider.shutdown();
   }
   onProviderClosed() {
+    detachOtelLogTransport();
     this.logger = null;
   }
   emit(record) {
@@ -313101,12 +313134,7 @@ class CEXBroker {
     if (this.brokerArchiver) {
       await this.brokerArchiver.close();
     }
-    if (this.otelMetrics) {
-      await this.otelMetrics.close();
-    }
-    if (this.otelLogs) {
-      await this.otelLogs.close();
-    }
+    await Promise.all([this.otelMetrics?.close(), this.otelLogs?.close()]);
   }
   async run() {
     const marketArchiveState = resolveMarketCaptureArchiveState({
@@ -313224,4 +313252,4 @@ export {
   CEXBroker as default
 };
 
-//# debugId=6D2AB1C4F731307F64756E2164756E21
+//# debugId=D97F25782E1185C764756E2164756E21