@usherlabs/cex-broker 0.2.48 → 0.2.50

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Files changed (26) hide show
  1. package/dist/commands/cex-canonical-orderbook-export.js +72 -358
  2. package/dist/commands/cex-canonical-orderbook-export.js.map +7 -19
  3. package/dist/commands/cli.js +224 -67
  4. package/dist/commands/market-data-vendor-backfill.js +975 -1198
  5. package/dist/commands/market-data-vendor-backfill.js.map +13 -25
  6. package/dist/helpers/logger.d.ts +4 -0
  7. package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +3 -1
  8. package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +58 -4
  9. package/dist/helpers/market-data-vendor-backfill/semantic-verification.d.ts +1 -0
  10. package/dist/helpers/otel.d.ts +1 -0
  11. package/dist/helpers/trace-context.d.ts +8 -0
  12. package/dist/index.js +183 -63
  13. package/dist/index.js.map +9 -8
  14. package/dist/market-data-preparation/fixtures/conformance-v2.json +8 -8
  15. package/dist/market-data-preparation/policies/capability-policy-v1.json +28 -0
  16. package/dist/market-data-preparation/policies/capability-policy.json +14 -3
  17. package/dist/market-data-preparation/policies/resource-policy-v1.json +16 -0
  18. package/dist/market-data-preparation/policies/resource-policy.json +3 -3
  19. package/dist/market-data-preparation.js +70 -359
  20. package/dist/market-data-preparation.js.map +9 -21
  21. package/dist/market-data-vendor-backfill/policies/capability-policy-v2.json +39 -0
  22. package/dist/market-data-vendor-backfill/policies/resource-policy-v2.json +16 -0
  23. package/dist/market-data-vendor-backfill.d.ts +2 -2
  24. package/dist/market-data-vendor-backfill.js +1528 -1750
  25. package/dist/market-data-vendor-backfill.js.map +13 -25
  26. package/package.json +1 -1
@@ -0,0 +1,39 @@
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+ {
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+ "policy_id": "market-data-vendor-backfill-capabilities/v2",
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+ "provider": "cryptohftdata",
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+ "adapter_policy": {
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+ "policy_id": "cryptohftdata-orderbook-adapter/v1",
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+ "adapter_version": "cryptohftdata-orderbook/v2"
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+ },
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+ "acquisition_policy": {
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+ "policy_id": "cryptohftdata-hourly-acquisition/v1",
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+ "object_granularity": "utc_hour",
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+ "authentication": "bearer",
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+ "initialization_lookback_ms": 0
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+ },
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+ "profiles": [
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+ {
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+ "exchange": "okx",
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+ "market_type": "spot",
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+ "feed": "ORDERBOOK",
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+ "canonical_trading_pair": "ARB-USDT",
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+ "provider_exchange_id": "okx_spot",
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+ "resolved_symbol": "ARB-USDT",
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+ "construction_modes": ["sampled_top_n_snapshot"],
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+ "source_policies": ["authoritative_window", "fill_gaps"],
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+ "max_depth": 400
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+ },
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+ {
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+ "exchange": "okx",
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+ "market_type": "spot",
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+ "feed": "ORDERBOOK",
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+ "canonical_trading_pair": "ARB-USDC",
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+ "provider_exchange_id": "okx_spot",
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+ "resolved_symbol": "ARB-USDC",
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+ "construction_modes": ["sampled_top_n_snapshot"],
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+ "source_policies": ["authoritative_window", "fill_gaps"],
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+ "max_depth": 400
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+ }
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+ ],
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+ "policy_sha256": "1dc3f918c6de98d4f65dc1439e16e8c8e0269b5eb9063e3617a52e457fdc24d1"
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+ }
@@ -0,0 +1,16 @@
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+ {
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+ "policy_id": "market-data-vendor-backfill-resources/v2",
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+ "limits": {
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+ "max_files": 10000,
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+ "max_bytes": 107374182400,
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+ "max_rows": 1000000000,
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+ "max_duration_ms": 86400000,
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+ "max_boundary_lookback_ms": 604800000
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+ },
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+ "request_bounds": {
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+ "max_depth": 500,
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+ "max_window_ms": 2678400000,
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+ "max_required_events": 100000
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+ },
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+ "policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
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+ }
@@ -7,12 +7,12 @@ export { ARCHIVE_SELECTION_SCHEMA_ID, archiveSelectionCodec, BACKFILL_REQUEST_SC
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  export type { ArchiveClusterIdentity, ArchivePreflightResolution, BackfillDependencies, BackfillDomainOutcome, CandidateVerification, ForwarderPreflightResolution, NormalizedBackfill, ProductionForwarderAuthorization, ProviderDataset, } from "./helpers/market-data-vendor-backfill/core";
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  export { createMarketDataVendorBackfillDependencies, runMarketDataVendorBackfill, } from "./helpers/market-data-vendor-backfill/core";
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  export type { CryptoHftDataCapabilityProfile, CryptoHftDataOrderBookRow, ReconstructedCryptoHftBook, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
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- export { CRYPTOHFTDATA_ADAPTER_VERSION, CRYPTOHFTDATA_API_URL, CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE, CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE, CryptoHftDataAdapter, CryptoHftDataError, cryptoHftDataCapabilityFor, decodeCryptoHftParquetZstd, enumerateCryptoHftDataObjects, reconstructCryptoHftDataOrderBooks, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
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+ export { CRYPTOHFTDATA_ADAPTER_VERSION, CRYPTOHFTDATA_API_URL, CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE, CRYPTOHFTDATA_OKX_SPOT_ARBUSDC_PROFILE, CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE, CryptoHftDataAdapter, CryptoHftDataError, cryptoHftDataCapabilityFor, decodeCryptoHftParquetZstd, enumerateCryptoHftDataObjects, reconstructCryptoHftDataOrderBooks, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
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  export type { ArchiveForwarderClient, ArchiveForwarderClientOptions, } from "./helpers/market-data-vendor-backfill/forwarder-client";
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  export { ArchiveForwarderSubmissionError, createArchiveForwarderClient, } from "./helpers/market-data-vendor-backfill/forwarder-client";
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  export type { JsonPrimitive, JsonValue, } from "./helpers/market-data-vendor-backfill/identity";
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  export { assertDocumentSha256, documentSha256, jcsCanonicalize, jcsSha256, withoutOwnDigest, } from "./helpers/market-data-vendor-backfill/identity";
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  export type { PolicyPin } from "./helpers/market-data-vendor-backfill/manifests";
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- export { ACQUISITION_POLICY_ID, ADAPTER_POLICY_ID, assertPolicyDocumentIdentity, CAPABILITY_POLICY, CAPABILITY_POLICY_ID, EFFECTIVE_ACQUISITION_POLICY_PIN, EFFECTIVE_ADAPTER_POLICY_PIN, RESOURCE_POLICY, RESOURCE_POLICY_ID, SCHEMA_ARTIFACTS, SCHEMA_MANIFEST, } from "./helpers/market-data-vendor-backfill/manifests";
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+ export { ACQUISITION_POLICY_ID, ADAPTER_POLICY_ID, assertPolicyDocumentIdentity, CAPABILITY_POLICY, CAPABILITY_POLICY_ID, EFFECTIVE_ACQUISITION_POLICY_PIN, EFFECTIVE_ADAPTER_POLICY_PIN, LEGACY_RESOURCE_POLICY, LEGACY_RESOURCE_POLICY_ID, RESOURCE_POLICY, RESOURCE_POLICY_ID, SCHEMA_ARTIFACTS, SCHEMA_MANIFEST, } from "./helpers/market-data-vendor-backfill/manifests";
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  export type { ArchiveBundleEvidence, ArchiveQualificationEvidence, ArchiveSupportAnchorEvidence, } from "./helpers/market-data-vendor-backfill/selection";
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  export { archiveSelectionFromArchiveRow, archiveSelectionToArchiveRow, resolveArchiveSelection, } from "./helpers/market-data-vendor-backfill/selection";