@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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@@ -26,8 +26,8 @@
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"policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
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},
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"resource_policy": {
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"policy_id": "market-data-vendor-backfill-resources/
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"policy_sha256": "
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"policy_id": "market-data-vendor-backfill-resources/v2",
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"policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
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},
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"started_at": "2026-08-20T12:00:01.000Z",
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"completed_at": "2026-08-20T12:00:03.000Z",
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@@ -191,7 +191,7 @@
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"promoted_rows": 50
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}
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},
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"result_sha256": "
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"result_sha256": "3d77158ab5609eab483333810b59b38967ca399feaee6e8a8f62aa5196814cfe"
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},
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"canonical_orderbook_export_request": {
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"schema_id": "https://schemas.usher.so/cex-canonical-orderbook-export-request/v1",
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@@ -407,17 +407,17 @@
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],
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"capability_policy": {
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"policy_id": "market-data-vendor-backfill-capabilities/v2",
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"policy_sha256": "
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"policy_sha256": "1dc3f918c6de98d4f65dc1439e16e8c8e0269b5eb9063e3617a52e457fdc24d1"
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},
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"resource_policy": {
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"policy_id": "market-data-vendor-backfill-resources/
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"policy_sha256": "
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"policy_id": "market-data-vendor-backfill-resources/v2",
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"policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
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}
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}
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},
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"identities": {
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"manifest_sha256": "0e226165c78c6217a765c09be15b6305a574e69b6e05e8607f399b468ba04d5b",
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"backfill_result_sha256": "
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"backfill_result_sha256": "3d77158ab5609eab483333810b59b38967ca399feaee6e8a8f62aa5196814cfe",
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"selection_sha256": "cc4869df6d08c79d030c8407e7a55e5c534e6a96da7c1ac3f726e814c66a108e",
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"export_result_sha256": "4be9b182d1858bf4dd60da823e245f9a6ca472e99b3b50b94c17a48c71c9dc67"
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}
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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": "
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"policy_sha256": "1dc3f918c6de98d4f65dc1439e16e8c8e0269b5eb9063e3617a52e457fdc24d1"
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}
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{
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"policy_id": "market-data-vendor-backfill-resources/v1",
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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": 604800000,
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"max_required_events": 100000
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},
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"policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
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}
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{
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"policy_id": "market-data-vendor-backfill-resources/
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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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},
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"request_bounds": {
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"max_depth": 500,
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"max_window_ms":
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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": "
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"policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
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}
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@@ -25219,7 +25219,8 @@ 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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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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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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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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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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policy_sha256: LEGACY_CAPABILITY_POLICY.policy_sha256
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},
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resource_policy: {
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policy_id:
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policy_sha256:
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policy_id: LEGACY_RESOURCE_POLICY.policy_id,
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policy_sha256: LEGACY_RESOURCE_POLICY.policy_sha256
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}
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},
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production_authorization_id: authorizationId
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receipt_id: promotionReceipt.receipt_id,
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result_sha256: result.result_sha256,
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capability_policy_sha256: LEGACY_CAPABILITY_POLICY.policy_sha256,
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resource_policy_sha256:
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resource_policy_sha256: LEGACY_RESOURCE_POLICY.policy_sha256
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},
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jcs_edge_vector: jcsEdgeVector,
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hashes: { jcs_edge_vector_sha256: jcsSha256(jcsEdgeVector) }
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schema_manifest_sha256: PREPARATION_SCHEMA_MANIFEST_V2.manifest_sha256,
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producer: backfillProducer,
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capability_policy: legacyResult.capability_policy,
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resource_policy:
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resource_policy: {
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policy_id: RESOURCE_POLICY.policy_id,
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policy_sha256: RESOURCE_POLICY.policy_sha256
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},
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started_at: legacyResult.started_at,
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completed_at: legacyResult.completed_at,
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outcome: legacyResult.outcome
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policy_id: CAPABILITY_POLICY.policy_id,
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policy_sha256: CAPABILITY_POLICY.policy_sha256
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},
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resource_policy:
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resource_policy: {
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policy_id: RESOURCE_POLICY.policy_id,
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policy_sha256: RESOURCE_POLICY.policy_sha256
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}
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});
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var PREPARATION_CONFORMANCE_FIXTURES = Object.freeze({
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fixture_id: "cex-market-data-preparation-conformance/v2",
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BACKFILL_RESULT_V2_SCHEMA_ID
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};
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//# debugId=
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//# debugId=ADB22A3D53607DAD64756E2164756E21
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