@usherlabs/cex-broker 0.2.49 → 0.2.50

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

@@ -20,6 +20,7 @@ export type CryptoHftDataCapabilityProfile = Readonly<{
 }>;
 export declare const CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE: CryptoHftDataCapabilityProfile;
 export declare const CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE: CryptoHftDataCapabilityProfile;
+export declare const CRYPTOHFTDATA_OKX_SPOT_ARBUSDC_PROFILE: CryptoHftDataCapabilityProfile;
 export declare class CryptoHftDataError extends Error {
     readonly reason: string;
     constructor(reason: string);

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

@@ -1,6 +1,7 @@
 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 LEGACY_RESOURCE_POLICY_ID: "market-data-vendor-backfill-resources/v1";
+export declare const RESOURCE_POLICY_ID: "market-data-vendor-backfill-resources/v2";
 export declare const ADAPTER_POLICY_ID: "cryptohftdata-orderbook-adapter/v1";
 export declare const ACQUISITION_POLICY_ID: "cryptohftdata-hourly-acquisition/v1";
 export declare const LEGACY_CAPABILITY_POLICY: Readonly<{
@@ -32,7 +33,7 @@ export declare const LEGACY_CAPABILITY_POLICY: Readonly<{
 export declare const CAPABILITY_POLICY: Readonly<{
     policy_sha256: string;
     policy_id: "market-data-vendor-backfill-capabilities/v2";
-    profiles: {
+    profiles: readonly [...{
         source_policies: readonly ["authoritative_window", "fill_gaps"];
         exchange: "okx";
         market_type: "spot";
@@ -42,7 +43,17 @@ export declare const CAPABILITY_POLICY: Readonly<{
         resolved_symbol: "ARB-USDT";
         construction_modes: readonly ["sampled_top_n_snapshot"];
         max_depth: 400;
-    }[];
+    }[], {
+        readonly exchange: "okx";
+        readonly market_type: "spot";
+        readonly feed: "ORDERBOOK";
+        readonly canonical_trading_pair: "ARB-USDC";
+        readonly provider_exchange_id: "okx_spot";
+        readonly resolved_symbol: "ARB-USDC";
+        readonly construction_modes: readonly ["sampled_top_n_snapshot"];
+        readonly source_policies: readonly ["authoritative_window", "fill_gaps"];
+        readonly max_depth: 400;
+    }];
     provider: "cryptohftdata";
     adapter_policy: {
         readonly policy_id: "cryptohftdata-orderbook-adapter/v1";
@@ -55,7 +66,7 @@ export declare const CAPABILITY_POLICY: Readonly<{
         readonly initialization_lookback_ms: 0;
     };
 }>;
-export declare const RESOURCE_POLICY: Readonly<{
+export declare const LEGACY_RESOURCE_POLICY: Readonly<{
     policy_sha256: string;
     policy_id: "market-data-vendor-backfill-resources/v1";
     limits: {
@@ -71,6 +82,22 @@ export declare const RESOURCE_POLICY: Readonly<{
         readonly max_required_events: 100000;
     };
 }>;
+export declare const RESOURCE_POLICY: Readonly<{
+    policy_sha256: string;
+    policy_id: "market-data-vendor-backfill-resources/v2";
+    request_bounds: {
+        readonly max_window_ms: number;
+        readonly max_depth: 500;
+        readonly max_required_events: 100000;
+    };
+    limits: {
+        readonly max_files: 10000;
+        readonly max_bytes: number;
+        readonly max_rows: 1000000000;
+        readonly max_duration_ms: number;
+        readonly max_boundary_lookback_ms: number;
+    };
+}>;
 export declare const EFFECTIVE_ADAPTER_POLICY_PIN: Readonly<{
     policy_id: "cryptohftdata-orderbook-adapter/v1";
     policy_sha256: string;

package/dist/helpers/trace-context.d.ts

@@ -0,0 +1,8 @@
+import type { Metadata } from "@grpc/grpc-js";
+/** gRPC metadata key for lightweight operational correlation with callers. */
+export declare const TRACE_METADATA_KEY = "x-trace-id";
+/**
+ * Returns a validated caller correlation ID without mutating inbound metadata.
+ * Invalid values are deliberately discarded before they can reach telemetry.
+ */
+export declare function extractTraceId(metadata: Metadata): string | undefined;

package/dist/index.js

@@ -310668,6 +310668,24 @@ function selectBrokerAccountForCex(normalizedCex, brokers, metadata) {
   return selectBrokerAccount(brokers[normalizedCex], metadata) ?? undefined;
 }
 
+// src/helpers/trace-context.ts
+var TRACE_METADATA_KEY = "x-trace-id";
+var MAX_TRACE_METADATA_LENGTH = 128;
+var OTEL_TRACE_ID_PATTERN = /^[0-9a-f]{32}$/;
+var UUID_V4_PATTERN = /^[0-9a-f]{8}-[0-9a-f]{4}-4[0-9a-f]{3}-[89ab][0-9a-f]{3}-[0-9a-f]{12}$/;
+var ZERO_OTEL_TRACE_ID = "00000000000000000000000000000000";
+function extractTraceId(metadata) {
+  const raw = metadata.get(TRACE_METADATA_KEY)[0];
+  if (typeof raw !== "string" || raw.length > MAX_TRACE_METADATA_LENGTH) {
+    return;
+  }
+  const traceId = raw.trim();
+  if (OTEL_TRACE_ID_PATTERN.test(traceId) && traceId !== ZERO_OTEL_TRACE_ID || UUID_V4_PATTERN.test(traceId)) {
+    return traceId;
+  }
+  return;
+}
+
 // src/handlers/execute-action/order-book-call.ts
 import * as grpc4 from "@grpc/grpc-js";
 async function handleOrderBookCall(ctx) {
@@ -311971,6 +311989,15 @@ function isPublicMarketDataAction(action, payload) {
     return false;
   return isOrderBookCallMethod(payload?.method ?? payload?.functionName);
 }
+function grpcStatusName(error48) {
+  if (!error48) {
+    return "OK";
+  }
+  if (typeof error48.code !== "number") {
+    return "UNKNOWN";
+  }
+  return grpc12.status[error48.code] ?? "UNKNOWN";
+}
 function createExecuteActionHandler(deps) {
   const {
     policy,
@@ -311987,12 +312014,28 @@ function createExecuteActionHandler(deps) {
     const startTime = Date.now();
     const { action: rawAction, cex: cex3, symbol: symbol2 } = call.request;
     const action = resolveAction(rawAction);
+    const actionName = getActionName(action);
+    const operationalCex = cex3?.trim().toLowerCase() || "unknown";
+    const traceId = extractTraceId(call.metadata);
+    const traceFields = traceId === undefined ? {} : { trace_id: traceId };
     let actionCompleted = false;
     const wrappedCallback = (error48, value) => {
       if (!actionCompleted) {
         actionCompleted = true;
         const latency = Date.now() - startTime;
-        const actionName = getActionName(action);
+        const terminalFields = {
+          action: actionName,
+          cex: operationalCex,
+          latency_ms: latency,
+          outcome: error48 ? "error" : "success",
+          grpc_status: grpcStatusName(error48),
+          ...traceFields
+        };
+        if (error48) {
+          log.withMetadata(terminalFields).error("ExecuteAction failed");
+        } else {
+          log.withMetadata(terminalFields).info("ExecuteAction completed");
+        }
         otelMetrics?.recordHistogram("execute_action_duration_ms", latency, {
           action: actionName,
           cex: cex3 || "unknown"
@@ -312013,9 +312056,13 @@ function createExecuteActionHandler(deps) {
       callback(error48, value);
     };
     try {
-      log.info(`Request - ExecuteAction:`, { action, cex: cex3, symbol: symbol2 });
+      log.withMetadata({
+        action: actionName,
+        cex: operationalCex,
+        ...traceFields
+      }).info("ExecuteAction started");
       otelMetrics?.recordCounter("execute_action_requests_total", 1, {
-        action: getActionName(action),
+        action: actionName,
         cex: cex3 || "unknown"
       });
       if (!authenticateRequest(call, whitelistIps)) {
@@ -312253,6 +312300,9 @@ async function writeSubscribeError(call, isClosed, frame) {
     call.end();
   }
 }
+function grpcStatusName2(status14) {
+  return typeof status14 === "number" ? grpc13.status[status14] ?? "UNKNOWN" : "UNKNOWN";
+}
 function getBinanceEventMarketId(event) {
   const value = event.s;
   return typeof value === "string" ? value : null;
@@ -312385,6 +312435,24 @@ function createSubscribeHandler(deps) {
   });
   return async (call) => {
     const subscribeStartTime = Date.now();
+    const request = call.request;
+    const { cex: cex3, symbol: symbol2, type: type2 } = request;
+    const metadata = call.metadata;
+    const traceId = extractTraceId(metadata);
+    const traceFields = traceId === undefined ? {} : { trace_id: traceId };
+    const operationalCex = cex3?.trim().toLowerCase() || "unknown";
+    const operationalSymbol = symbol2?.trim() || "unknown";
+    const subscriptionType2 = resolveSubscriptionType(type2);
+    const subscriptionTypeName = getSubscriptionTypeName(subscriptionType2);
+    const operationalFields = {
+      cex: operationalCex,
+      symbol: operationalSymbol,
+      subscription_type: subscriptionTypeName,
+      ...traceFields
+    };
+    let terminalLogged = false;
+    let terminalOutcome = "completed";
+    let terminalGrpcStatus = "OK";
     let streamClosed = false;
     let ownedBroker = null;
     let ownedBrokerClosePromise;
@@ -312407,12 +312475,41 @@ function createSubscribeHandler(deps) {
     const closeOwnedBrokerOnCallEnd = () => {
       closeOwnedBroker();
     };
-    call.once("cancelled", markStreamClosed);
+    const logTerminalOutcome = (outcome) => {
+      if (terminalLogged) {
+        return;
+      }
+      terminalLogged = true;
+      const fields = {
+        ...operationalFields,
+        duration_ms: Date.now() - subscribeStartTime,
+        outcome,
+        grpc_status: outcome === "cancelled" ? "CANCELLED" : terminalGrpcStatus
+      };
+      if (outcome === "error") {
+        log.withMetadata(fields).error("Subscribe failed");
+      } else if (outcome === "cancelled") {
+        log.withMetadata(fields).info("Subscribe cancelled");
+      } else {
+        log.withMetadata(fields).info("Subscribe ended");
+      }
+    };
+    const writeTerminalError = async (frame, status14 = grpc13.status.UNKNOWN) => {
+      terminalOutcome = "error";
+      terminalGrpcStatus = grpcStatusName2(status14);
+      await writeSubscribeError(call, isStreamClosed, frame);
+    };
+    log.withMetadata(operationalFields).info("Subscribe started");
+    call.once("cancelled", () => {
+      terminalGrpcStatus = "CANCELLED";
+      markStreamClosed();
+      logTerminalOutcome("cancelled");
+    });
     call.once("cancelled", closeOwnedBrokerOnCallEnd);
     call.once("error", closeOwnedBrokerOnCallEnd);
     call.once("end", () => {
       markStreamClosed();
-      log.info("Subscribe stream ended");
+      logTerminalOutcome(terminalOutcome);
       const duration3 = Date.now() - subscribeStartTime;
       otelMetrics?.recordHistogram("subscribe_duration_ms", duration3, {
         cex: call.request?.cex || "unknown",
@@ -312421,12 +312518,16 @@ function createSubscribeHandler(deps) {
     });
     call.once("error", (error48) => {
       markStreamClosed();
-      log.error("Subscribe stream error:", error48);
+      terminalOutcome = "error";
+      terminalGrpcStatus = grpcStatusName2(typeof error48 === "object" && error48 !== null && "code" in error48 ? error48.code : undefined);
+      logTerminalOutcome(call.cancelled ? "cancelled" : "error");
       otelMetrics?.recordCounter("subscribe_errors_total", 1, {
         error_type: error48 instanceof Error ? error48.message : "unknown"
       });
     });
     if (!authenticateRequest(call, whitelistIps)) {
+      terminalOutcome = "error";
+      terminalGrpcStatus = "PERMISSION_DENIED";
       otelMetrics?.recordCounter("subscribe_errors_total", 1, {
         error_type: "permission_denied"
       });
@@ -312437,32 +312538,22 @@ function createSubscribeHandler(deps) {
       call.destroy(new Error("Access denied: Unauthorized IP"));
       return;
     }
-    const metadata = call.metadata;
-    let subscriptionType2 = SubscriptionType.ORDERBOOK;
     try {
-      const request = call.request;
-      const { cex: cex3, symbol: symbol2, type: type2, options } = request;
-      subscriptionType2 = resolveSubscriptionType(type2);
-      log.info(`Request - Subscribe:`, {
-        cex: request.cex,
-        symbol: request.symbol,
-        type: subscriptionType2
-      });
-      const subscriptionTypeName = getSubscriptionTypeName(subscriptionType2);
+      const { options } = request;
       otelMetrics?.recordCounter("subscribe_requests_total", 1, {
         cex: cex3 || "unknown",
         symbol: symbol2 || "unknown",
         type: subscriptionTypeName
       });
       if (!cex3 || !symbol2) {
-        await writeSubscribeError(call, isStreamClosed, {
+        await writeTerminalError({
           data: JSON.stringify({
             error: "cex, symbol, and type are required"
           }),
           timestamp: Date.now(),
           symbol: symbol2 || "",
           type: subscriptionType2
-        });
+        }, grpc13.status.INVALID_ARGUMENT);
         return;
       }
       if (isPublicMarketDataSubscription(subscriptionType2)) {
@@ -312491,7 +312582,7 @@ function createSubscribeHandler(deps) {
         } catch (error48) {
           const message = getErrorMessage(error48);
           if (!isStreamClosed()) {
-            await writeSubscribeError(call, isStreamClosed, {
+            await writeTerminalError({
               data: JSON.stringify({ error: message }),
               timestamp: Date.now(),
               symbol: symbol2,
@@ -312512,14 +312603,14 @@ function createSubscribeHandler(deps) {
       const selectedBroker = selectedBrokerAccount?.exchange ?? createBroker(normalizedCex, metadata);
       const broker = selectedBroker ?? createPublicBroker(normalizedCex);
       if (!broker) {
-        await writeSubscribeError(call, isStreamClosed, {
+        await writeTerminalError({
           data: JSON.stringify({
             error: "Exchange not registered and no API metadata found"
           }),
           timestamp: Date.now(),
           symbol: symbol2,
           type: subscriptionType2
-        });
+        }, grpc13.status.NOT_FOUND);
         return;
       }
       if (!selectedBrokerAccount) {
@@ -312547,28 +312638,28 @@ function createSubscribeHandler(deps) {
       if (isBinanceSpotAccountSubscription(normalizedCex, subscriptionType2, options?.marketType)) {
         const accountBroker = selectedBrokerAccount?.exchange ?? selectedBroker;
         if (!accountBroker) {
-          await writeSubscribeError(call, isStreamClosed, {
+          await writeTerminalError({
             data: JSON.stringify({
               error: "Binance account subscriptions require API credentials"
             }),
             timestamp: Date.now(),
             symbol: resolvedSymbol,
             type: subscriptionType2
-          });
+          }, grpc13.status.FAILED_PRECONDITION);
           return;
         }
         const marketId = subscriptionType2 === SubscriptionType.ORDERS ? await getBinanceMarketId(accountBroker, resolvedSymbol) : undefined;
         let userDataSource;
         if (selectedBrokerAccount) {
           if (!userDataStreamSupervisor) {
-            await writeSubscribeError(call, isStreamClosed, {
+            await writeTerminalError({
               data: JSON.stringify({
                 error: "Configured account user-data supervisor is unavailable"
               }),
               timestamp: Date.now(),
               symbol: resolvedSymbol,
               type: subscriptionType2
-            });
+            }, grpc13.status.FAILED_PRECONDITION);
             return;
           }
           userDataSource = userDataStreamSupervisor.subscribe({
@@ -312591,7 +312682,7 @@ function createSubscribeHandler(deps) {
           } catch (error48) {
             const message = getErrorMessage(error48);
             log.error(`Error fetching balance for ${cex3}:`, error48);
-            await writeSubscribeError(call, isStreamClosed, {
+            await writeTerminalError({
               data: JSON.stringify({
                 error: `Failed to fetch balance: ${message}`
               }),
@@ -312610,7 +312701,7 @@ function createSubscribeHandler(deps) {
           } catch (error48) {
             log.error(`Error fetching orders for ${resolvedSymbol} on ${cex3}:`, error48);
             const message = getErrorMessage(error48);
-            await writeSubscribeError(call, isStreamClosed, {
+            await writeTerminalError({
               data: JSON.stringify({
                 error: `Failed to fetch orders: ${message}`
               }),
@@ -312621,26 +312712,27 @@ function createSubscribeHandler(deps) {
           }
           break;
         default:
-          await writeSubscribeError(call, isStreamClosed, {
+          await writeTerminalError({
             data: JSON.stringify({ error: "Invalid subscription type" }),
             timestamp: Date.now(),
             symbol: symbol2,
             type: subscriptionType2
-          });
+          }, grpc13.status.INVALID_ARGUMENT);
       }
     } catch (error48) {
       log.error("Error in Subscribe stream:", error48);
       const message = getErrorMessage(error48);
-      await writeSubscribeError(call, isStreamClosed, {
+      await writeTerminalError({
         data: JSON.stringify({ error: `Internal server error: ${message}` }),
         timestamp: Date.now(),
         symbol: "",
         type: subscriptionType2
-      });
+      }, grpc13.status.INTERNAL);
     } finally {
       call.off("cancelled", closeOwnedBrokerOnCallEnd);
       call.off("error", closeOwnedBrokerOnCallEnd);
       await closeOwnedBroker();
+      logTerminalOutcome(call.cancelled ? "cancelled" : terminalOutcome);
     }
   };
 }
@@ -313252,4 +313344,4 @@ export {
   CEXBroker as default
 };
 
-//# debugId=D97F25782E1185C764756E2164756E21
+//# debugId=B0B080620F355A6764756E2164756E21