@usherlabs/cex-broker 0.2.49 → 0.2.50

package/dist/market-data-vendor-backfill/policies/capability-policy-v2.json

@@ -22,7 +22,18 @@
 			"construction_modes": ["sampled_top_n_snapshot"],
 			"source_policies": ["authoritative_window", "fill_gaps"],
 			"max_depth": 400
+		},
+		{
+			"exchange": "okx",
+			"market_type": "spot",
+			"feed": "ORDERBOOK",
+			"canonical_trading_pair": "ARB-USDC",
+			"provider_exchange_id": "okx_spot",
+			"resolved_symbol": "ARB-USDC",
+			"construction_modes": ["sampled_top_n_snapshot"],
+			"source_policies": ["authoritative_window", "fill_gaps"],
+			"max_depth": 400
 		}
 	],
-	"policy_sha256": "a1bce5936b00ca6f8c8d338b57eddbaf6d48e6f9c40566c4beae76630e969c5a"
+	"policy_sha256": "1dc3f918c6de98d4f65dc1439e16e8c8e0269b5eb9063e3617a52e457fdc24d1"
 }

package/dist/market-data-vendor-backfill/policies/resource-policy-v2.json

@@ -0,0 +1,16 @@
+{
+	"policy_id": "market-data-vendor-backfill-resources/v2",
+	"limits": {
+		"max_files": 10000,
+		"max_bytes": 107374182400,
+		"max_rows": 1000000000,
+		"max_duration_ms": 86400000,
+		"max_boundary_lookback_ms": 604800000
+	},
+	"request_bounds": {
+		"max_depth": 500,
+		"max_window_ms": 2678400000,
+		"max_required_events": 100000
+	},
+	"policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
+}

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

@@ -7,12 +7,12 @@ export { ARCHIVE_SELECTION_SCHEMA_ID, archiveSelectionCodec, BACKFILL_REQUEST_SC
 export type { ArchiveClusterIdentity, ArchivePreflightResolution, BackfillDependencies, BackfillDomainOutcome, CandidateVerification, ForwarderPreflightResolution, NormalizedBackfill, ProductionForwarderAuthorization, ProviderDataset, } from "./helpers/market-data-vendor-backfill/core";
 export { createMarketDataVendorBackfillDependencies, runMarketDataVendorBackfill, } from "./helpers/market-data-vendor-backfill/core";
 export type { CryptoHftDataCapabilityProfile, CryptoHftDataOrderBookRow, ReconstructedCryptoHftBook, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
-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";
+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";
 export type { ArchiveForwarderClient, ArchiveForwarderClientOptions, } from "./helpers/market-data-vendor-backfill/forwarder-client";
 export { ArchiveForwarderSubmissionError, createArchiveForwarderClient, } from "./helpers/market-data-vendor-backfill/forwarder-client";
 export type { JsonPrimitive, JsonValue, } from "./helpers/market-data-vendor-backfill/identity";
 export { assertDocumentSha256, documentSha256, jcsCanonicalize, jcsSha256, withoutOwnDigest, } from "./helpers/market-data-vendor-backfill/identity";
 export type { PolicyPin } from "./helpers/market-data-vendor-backfill/manifests";
-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";
+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";
 export type { ArchiveBundleEvidence, ArchiveQualificationEvidence, ArchiveSupportAnchorEvidence, } from "./helpers/market-data-vendor-backfill/selection";
 export { archiveSelectionFromArchiveRow, archiveSelectionToArchiveRow, resolveArchiveSelection, } from "./helpers/market-data-vendor-backfill/selection";

package/dist/market-data-vendor-backfill.js

@@ -11754,7 +11754,8 @@ var result_schema_default = {
 // src/helpers/market-data-vendor-backfill/manifests.ts
 var LEGACY_CAPABILITY_POLICY_ID = "market-data-vendor-backfill-capabilities/v1";
 var CAPABILITY_POLICY_ID = "market-data-vendor-backfill-capabilities/v2";
-var RESOURCE_POLICY_ID = "market-data-vendor-backfill-resources/v1";
+var LEGACY_RESOURCE_POLICY_ID = "market-data-vendor-backfill-resources/v1";
+var RESOURCE_POLICY_ID = "market-data-vendor-backfill-resources/v2";
 var ADAPTER_POLICY_ID = "cryptohftdata-orderbook-adapter/v1";
 var ACQUISITION_POLICY_ID = "cryptohftdata-hourly-acquisition/v1";
 var legacyCapabilityPolicyContent = {
@@ -11791,17 +11792,30 @@ var LEGACY_CAPABILITY_POLICY = Object.freeze({
 var capabilityPolicyContent = {
   ...legacyCapabilityPolicyContent,
   policy_id: CAPABILITY_POLICY_ID,
-  profiles: legacyCapabilityPolicyContent.profiles.map((profile) => ({
-    ...profile,
-    source_policies: ["authoritative_window", "fill_gaps"]
-  }))
+  profiles: [
+    ...legacyCapabilityPolicyContent.profiles.map((profile) => ({
+      ...profile,
+      source_policies: ["authoritative_window", "fill_gaps"]
+    })),
+    {
+      exchange: "okx",
+      market_type: "spot",
+      feed: "ORDERBOOK",
+      canonical_trading_pair: "ARB-USDC",
+      provider_exchange_id: "okx_spot",
+      resolved_symbol: "ARB-USDC",
+      construction_modes: ["sampled_top_n_snapshot"],
+      source_policies: ["authoritative_window", "fill_gaps"],
+      max_depth: 400
+    }
+  ]
 };
 var CAPABILITY_POLICY = Object.freeze({
   ...capabilityPolicyContent,
   policy_sha256: jcsSha256(capabilityPolicyContent)
 });
-var resourcePolicyContent = {
-  policy_id: RESOURCE_POLICY_ID,
+var legacyResourcePolicyContent = {
+  policy_id: LEGACY_RESOURCE_POLICY_ID,
   limits: {
     max_files: 1e4,
     max_bytes: 100 * 1024 * 1024 * 1024,
@@ -11815,6 +11829,18 @@ var resourcePolicyContent = {
     max_required_events: 1e5
   }
 };
+var LEGACY_RESOURCE_POLICY = Object.freeze({
+  ...legacyResourcePolicyContent,
+  policy_sha256: jcsSha256(legacyResourcePolicyContent)
+});
+var resourcePolicyContent = {
+  ...legacyResourcePolicyContent,
+  policy_id: RESOURCE_POLICY_ID,
+  request_bounds: {
+    ...legacyResourcePolicyContent.request_bounds,
+    max_window_ms: 31 * 24 * 60 * 60 * 1000
+  }
+};
 var RESOURCE_POLICY = Object.freeze({
   ...resourcePolicyContent,
   policy_sha256: jcsSha256(resourcePolicyContent)
@@ -12009,7 +12035,11 @@ var backfillRequestCodec = {
       CAPABILITY_POLICY,
       LEGACY_CAPABILITY_POLICY
     ].some((policy) => request.product_pins.capability_policy.policy_id === policy.policy_id && request.product_pins.capability_policy.policy_sha256 === policy.policy_sha256);
-    if (!capabilityPolicyMatches || request.product_pins.resource_policy.policy_id !== RESOURCE_POLICY.policy_id || request.product_pins.resource_policy.policy_sha256 !== RESOURCE_POLICY.policy_sha256) {
+    const resourcePolicyMatches = [
+      RESOURCE_POLICY,
+      LEGACY_RESOURCE_POLICY
+    ].some((policy) => request.product_pins.resource_policy.policy_id === policy.policy_id && request.product_pins.resource_policy.policy_sha256 === policy.policy_sha256);
+    if (!capabilityPolicyMatches || !resourcePolicyMatches) {
       throw new Error("request policy pins do not match the effective package policies");
     }
     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) {
@@ -12137,6 +12167,10 @@ function decodeBackfillRunDocuments(input) {
     return targetTimeMs;
   });
   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);
+  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);
+  if (!resourcePolicy) {
+    throw new Error("request resource policy pin is unsupported");
+  }
   return {
     schemaVersion: BACKFILL_REQUEST_SCHEMA_VERSION,
     requestId: wire.request_id,
@@ -12161,11 +12195,11 @@ function decodeBackfillRunDocuments(input) {
     maxPriorAsOfLagMs: wire.coverage_policy.max_asof_lag_ms,
     sourcePolicy: wire.source_policy,
     budgets: {
-      maxFiles: RESOURCE_POLICY.limits.max_files,
-      maxBytes: RESOURCE_POLICY.limits.max_bytes,
-      maxRows: RESOURCE_POLICY.limits.max_rows,
-      maxDurationMs: RESOURCE_POLICY.limits.max_duration_ms,
-      maxBoundaryLookbackMs: Math.min(RESOURCE_POLICY.limits.max_boundary_lookback_ms, CAPABILITY_POLICY.acquisition_policy.initialization_lookback_ms)
+      maxFiles: resourcePolicy.limits.max_files,
+      maxBytes: resourcePolicy.limits.max_bytes,
+      maxRows: resourcePolicy.limits.max_rows,
+      maxDurationMs: resourcePolicy.limits.max_duration_ms,
+      maxBoundaryLookbackMs: Math.min(resourcePolicy.limits.max_boundary_lookback_ms, CAPABILITY_POLICY.acquisition_policy.initialization_lookback_ms)
     },
     expectedProduct: {
       packageName: "@usherlabs/cex-broker",
@@ -13302,8 +13336,8 @@ var requestContent = {
       policy_sha256: LEGACY_CAPABILITY_POLICY.policy_sha256
     },
     resource_policy: {
-      policy_id: RESOURCE_POLICY.policy_id,
-      policy_sha256: RESOURCE_POLICY.policy_sha256
+      policy_id: LEGACY_RESOURCE_POLICY.policy_id,
+      policy_sha256: LEGACY_RESOURCE_POLICY.policy_sha256
     }
   },
   production_authorization_id: authorizationId
@@ -13453,7 +13487,7 @@ var CONFORMANCE_FIXTURES = Object.freeze({
     receipt_id: promotionReceipt.receipt_id,
     result_sha256: result.result_sha256,
     capability_policy_sha256: LEGACY_CAPABILITY_POLICY.policy_sha256,
-    resource_policy_sha256: RESOURCE_POLICY.policy_sha256
+    resource_policy_sha256: LEGACY_RESOURCE_POLICY.policy_sha256
   },
   jcs_edge_vector: jcsEdgeVector,
   hashes: { jcs_edge_vector_sha256: jcsSha256(jcsEdgeVector) }
@@ -17460,6 +17494,22 @@ var CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE = Object.freeze({
   constructionModes: ["sampled_top_n_snapshot"],
   sourcePolicies: ["authoritative_window", "fill_gaps"]
 });
+var CRYPTOHFTDATA_OKX_SPOT_ARBUSDC_PROFILE = Object.freeze({
+  profileId: "cryptohftdata/okx_spot/ARB-USDC/v1",
+  exchange: "okx",
+  tradingPair: "ARB-USDC",
+  sourceSymbol: "ARB-USDC",
+  marketType: "spot",
+  providerExchangeId: "okx_spot",
+  historyStartMs: CRYPTOHFTDATA_HISTORY_START_MS,
+  maxDepth: 400,
+  eventTimeUnit: "milliseconds",
+  receivedTimeUnit: "nanoseconds",
+  snapshotGrouping: "event_time_final_update_id_object",
+  sequenceSemantics: "okx_seq_id_prev_seq_id",
+  constructionModes: ["sampled_top_n_snapshot"],
+  sourcePolicies: ["authoritative_window", "fill_gaps"]
+});
 
 class CryptoHftDataError extends Error {
   reason;
@@ -18234,7 +18284,10 @@ function assertForwarderPreflight(request2, resolution, nowMs) {
   }
 }
 function resourcePolicyScopeExceeded(request2) {
-  return request2.depth > RESOURCE_POLICY.request_bounds.max_depth || request2.window.endTimeMs - request2.window.startTimeMs > RESOURCE_POLICY.request_bounds.max_window_ms || request2.requiredClockTargetsMs.length > RESOURCE_POLICY.request_bounds.max_required_events;
+  const policy = [RESOURCE_POLICY, LEGACY_RESOURCE_POLICY].find((candidate) => request2.productPins?.resource_policy.policy_id === candidate.policy_id && request2.productPins.resource_policy.policy_sha256 === candidate.policy_sha256);
+  if (!policy)
+    return true;
+  return request2.depth > policy.request_bounds.max_depth || request2.window.endTimeMs - request2.window.startTimeMs > policy.request_bounds.max_window_ms || request2.requiredClockTargetsMs.length > policy.request_bounds.max_required_events;
 }
 function storedReceiptForSelection(resolution) {
   const receiptId = resolution.selection.receipt_ids[0];
@@ -18547,12 +18600,15 @@ export {
   REQUIRED_CLOCK_SCHEMA_ID,
   QualifiedOrderBookArchiveReader,
   PROMOTION_RECEIPT_SCHEMA_ID,
+  LEGACY_RESOURCE_POLICY_ID,
+  LEGACY_RESOURCE_POLICY,
   FINAL_BACKFILL_STATUSES,
   EFFECTIVE_ADAPTER_POLICY_PIN,
   EFFECTIVE_ACQUISITION_POLICY_PIN,
   CryptoHftDataError,
   CryptoHftDataAdapter,
   CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE,
+  CRYPTOHFTDATA_OKX_SPOT_ARBUSDC_PROFILE,
   CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE,
   CRYPTOHFTDATA_API_URL,
   CRYPTOHFTDATA_ADAPTER_VERSION,
@@ -18569,4 +18625,4 @@ export {
   ACQUISITION_POLICY_ID
 };
 
-//# debugId=E83C0385A80F908D64756E2164756E21
+//# debugId=352683EF086D61EB64756E2164756E21