@usherlabs/cex-broker 0.2.49 → 0.2.50
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.js +50 -16
- package/dist/commands/cex-canonical-orderbook-export.js.map +4 -4
- package/dist/commands/cli.js +124 -32
- package/dist/commands/market-data-vendor-backfill.js +74 -18
- package/dist/commands/market-data-vendor-backfill.js.map +7 -7
- package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +1 -0
- package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +31 -4
- package/dist/helpers/trace-context.d.ts +8 -0
- package/dist/index.js +125 -33
- package/dist/index.js.map +6 -5
- package/dist/market-data-preparation/fixtures/conformance-v2.json +7 -7
- package/dist/market-data-preparation/policies/capability-policy.json +12 -1
- package/dist/market-data-preparation/policies/resource-policy-v1.json +16 -0
- package/dist/market-data-preparation/policies/resource-policy.json +3 -3
- package/dist/market-data-preparation.js +45 -13
- package/dist/market-data-preparation.js.map +6 -6
- package/dist/market-data-vendor-backfill/policies/capability-policy-v2.json +12 -1
- package/dist/market-data-vendor-backfill/policies/resource-policy-v2.json +16 -0
- package/dist/market-data-vendor-backfill.d.ts +2 -2
- package/dist/market-data-vendor-backfill.js +74 -18
- package/dist/market-data-vendor-backfill.js.map +7 -7
- package/package.json +1 -1
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@@ -25307,7 +25307,8 @@ var result_schema_default = {
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// src/helpers/market-data-vendor-backfill/manifests.ts
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var LEGACY_CAPABILITY_POLICY_ID = "market-data-vendor-backfill-capabilities/v1";
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var CAPABILITY_POLICY_ID = "market-data-vendor-backfill-capabilities/v2";
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var
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var LEGACY_RESOURCE_POLICY_ID = "market-data-vendor-backfill-resources/v1";
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var RESOURCE_POLICY_ID = "market-data-vendor-backfill-resources/v2";
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var ADAPTER_POLICY_ID = "cryptohftdata-orderbook-adapter/v1";
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var ACQUISITION_POLICY_ID = "cryptohftdata-hourly-acquisition/v1";
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var legacyCapabilityPolicyContent = {
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@@ -25344,17 +25345,30 @@ var LEGACY_CAPABILITY_POLICY = Object.freeze({
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var capabilityPolicyContent = {
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...legacyCapabilityPolicyContent,
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policy_id: CAPABILITY_POLICY_ID,
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profiles:
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-
...profile
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-
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-
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profiles: [
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...legacyCapabilityPolicyContent.profiles.map((profile) => ({
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...profile,
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source_policies: ["authoritative_window", "fill_gaps"]
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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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};
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var CAPABILITY_POLICY = Object.freeze({
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...capabilityPolicyContent,
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policy_sha256: jcsSha256(capabilityPolicyContent)
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});
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var
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policy_id:
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var legacyResourcePolicyContent = {
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policy_id: LEGACY_RESOURCE_POLICY_ID,
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limits: {
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max_files: 1e4,
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max_bytes: 100 * 1024 * 1024 * 1024,
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@@ -25368,6 +25382,18 @@ var resourcePolicyContent = {
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max_required_events: 1e5
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}
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};
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var LEGACY_RESOURCE_POLICY = Object.freeze({
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...legacyResourcePolicyContent,
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policy_sha256: jcsSha256(legacyResourcePolicyContent)
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});
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var resourcePolicyContent = {
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...legacyResourcePolicyContent,
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policy_id: RESOURCE_POLICY_ID,
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request_bounds: {
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...legacyResourcePolicyContent.request_bounds,
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max_window_ms: 31 * 24 * 60 * 60 * 1000
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}
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};
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var RESOURCE_POLICY = Object.freeze({
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...resourcePolicyContent,
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policy_sha256: jcsSha256(resourcePolicyContent)
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@@ -25546,7 +25572,11 @@ var backfillRequestCodec = {
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CAPABILITY_POLICY,
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LEGACY_CAPABILITY_POLICY
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].some((policy) => request.product_pins.capability_policy.policy_id === policy.policy_id && request.product_pins.capability_policy.policy_sha256 === policy.policy_sha256);
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const resourcePolicyMatches = [
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RESOURCE_POLICY,
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LEGACY_RESOURCE_POLICY
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].some((policy) => request.product_pins.resource_policy.policy_id === policy.policy_id && request.product_pins.resource_policy.policy_sha256 === policy.policy_sha256);
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if (!capabilityPolicyMatches || !resourcePolicyMatches) {
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throw new Error("request policy pins do not match the effective package policies");
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}
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if (request.required_clock.clock_id !== request.initial_selection.required_clock.clock_id || request.required_clock.clock_sha256 !== request.initial_selection.required_clock.clock_sha256 || request.required_clock.event_count !== request.initial_selection.required_clock.event_count) {
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@@ -25661,6 +25691,10 @@ function decodeBackfillRunDocuments(input) {
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return targetTimeMs;
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});
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const capabilityProfile = CAPABILITY_POLICY.profiles.find((profile) => profile.exchange === wire.scope.exchange && profile.market_type === wire.scope.market_type && profile.feed === wire.scope.feed && profile.canonical_trading_pair === wire.scope.trading_pair);
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const resourcePolicy = [RESOURCE_POLICY, LEGACY_RESOURCE_POLICY].find((policy) => wire.product_pins.resource_policy.policy_id === policy.policy_id && wire.product_pins.resource_policy.policy_sha256 === policy.policy_sha256);
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if (!resourcePolicy) {
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throw new Error("request resource policy pin is unsupported");
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}
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return {
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schemaVersion: BACKFILL_REQUEST_SCHEMA_VERSION,
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requestId: wire.request_id,
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@@ -25685,11 +25719,11 @@ function decodeBackfillRunDocuments(input) {
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maxPriorAsOfLagMs: wire.coverage_policy.max_asof_lag_ms,
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sourcePolicy: wire.source_policy,
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budgets: {
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maxFiles:
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maxBytes:
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maxRows:
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maxDurationMs:
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maxBoundaryLookbackMs: Math.min(
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maxFiles: resourcePolicy.limits.max_files,
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maxBytes: resourcePolicy.limits.max_bytes,
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maxRows: resourcePolicy.limits.max_rows,
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maxDurationMs: resourcePolicy.limits.max_duration_ms,
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maxBoundaryLookbackMs: Math.min(resourcePolicy.limits.max_boundary_lookback_ms, CAPABILITY_POLICY.acquisition_policy.initialization_lookback_ms)
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},
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expectedProduct: {
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packageName: "@usherlabs/cex-broker",
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}
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function bakedReleaseIdentity() {
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return validateReleaseIdentity({
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packageVersion: "0.2.
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gitHead: "
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packageVersion: "0.2.50",
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gitHead: "41dbe7cc296da1c5a7964dca8f418800522f27e5"
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});
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}
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function optionalEnvironment(environment, name) {
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@@ -27408,4 +27442,4 @@ export {
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createCanonicalOrderBookExportClientFromEnv
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};
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//# debugId=
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//# debugId=91A35DE6AD9170B764756E2164756E21
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