@usherlabs/cex-broker 0.2.49 → 0.2.51

package/dist/market-data-preparation/schemas/source-forensics-ledger-v1.schema.json

@@ -0,0 +1,463 @@
+{
+	"$schema": "https://json-schema.org/draft/2020-12/schema",
+	"$id": "https://schemas.usher.so/market-data-source-forensics-ledger/v1",
+	"title": "CEX market-data source-forensics ledger v1",
+	"type": "object",
+	"additionalProperties": false,
+	"required": [
+		"schema_id",
+		"ledger_sha256",
+		"operation_kind",
+		"normalized_invocation_sha256",
+		"request_id",
+		"scope",
+		"window",
+		"effective_policies",
+		"provider_object_inventory",
+		"provider_objects",
+		"records",
+		"summary",
+		"limits",
+		"complete",
+		"incomplete_reason"
+	],
+	"properties": {
+		"schema_id": {
+			"const": "https://schemas.usher.so/market-data-source-forensics-ledger/v1"
+		},
+		"ledger_sha256": { "$ref": "#/$defs/sha256" },
+		"operation_kind": {
+			"enum": ["required_clock_qualification", "source_tape"]
+		},
+		"normalized_invocation_sha256": { "$ref": "#/$defs/sha256" },
+		"request_id": { "$ref": "#/$defs/uuid" },
+		"scope": { "$ref": "#/$defs/scope" },
+		"window": { "$ref": "#/$defs/interval" },
+		"required_clock": { "$ref": "#/$defs/clock" },
+		"source_tape": { "$ref": "#/$defs/sourceTape" },
+		"effective_policies": { "$ref": "#/$defs/policies" },
+		"provider_object_inventory": { "$ref": "#/$defs/inventory" },
+		"provider_objects": {
+			"type": "array",
+			"items": { "$ref": "#/$defs/object" }
+		},
+		"records": {
+			"type": "array",
+			"maxItems": 100000,
+			"items": { "$ref": "#/$defs/record" }
+		},
+		"target_dispositions": {
+			"type": "array",
+			"maxItems": 100000,
+			"items": { "$ref": "#/$defs/disposition" }
+		},
+		"summary": { "type": "object" },
+		"limits": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["max_records", "max_canonical_json_bytes"],
+			"properties": {
+				"max_records": { "const": 100000 },
+				"max_canonical_json_bytes": { "const": 67108864 }
+			}
+		},
+		"complete": { "type": "boolean" },
+		"incomplete_reason": {
+			"oneOf": [
+				{ "type": "null" },
+				{ "const": "forensics_evidence_bound_exceeded" }
+			]
+		}
+	},
+	"oneOf": [
+		{
+			"properties": {
+				"operation_kind": { "const": "required_clock_qualification" },
+				"summary": { "$ref": "#/$defs/clockSummary" },
+				"required_clock": { "$ref": "#/$defs/clock" },
+				"target_dispositions": {
+					"type": "array",
+					"maxItems": 100000,
+					"items": { "$ref": "#/$defs/disposition" }
+				},
+				"source_tape": {}
+			},
+			"required": ["required_clock", "target_dispositions"],
+			"not": {
+				"properties": { "source_tape": {} },
+				"required": ["source_tape"]
+			}
+		},
+		{
+			"properties": {
+				"operation_kind": { "const": "source_tape" },
+				"summary": { "$ref": "#/$defs/recordSummary" },
+				"source_tape": { "$ref": "#/$defs/sourceTape" },
+				"required_clock": {},
+				"target_dispositions": {}
+			},
+			"required": ["source_tape"],
+			"not": {
+				"anyOf": [
+					{
+						"properties": { "required_clock": {} },
+						"required": ["required_clock"]
+					},
+					{
+						"properties": { "target_dispositions": {} },
+						"required": ["target_dispositions"]
+					}
+				]
+			}
+		}
+	],
+	"$defs": {
+		"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
+		"uuid": {
+			"type": "string",
+			"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
+		},
+		"uint": { "type": "integer", "minimum": 0, "maximum": 9007199254740991 },
+		"pin": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["policy_id", "policy_sha256"],
+			"properties": {
+				"policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
+				"policy_sha256": { "$ref": "#/$defs/sha256" }
+			}
+		},
+		"scope": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["exchange", "trading_pair", "market_type", "feed"],
+			"properties": {
+				"exchange": { "type": "string", "pattern": "^[a-z0-9_-]+$" },
+				"trading_pair": {
+					"type": "string",
+					"pattern": "^[A-Z0-9]+-[A-Z0-9]+$"
+				},
+				"market_type": { "enum": ["spot", "swap", "future"] },
+				"feed": { "const": "ORDERBOOK" }
+			}
+		},
+		"interval": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["start_time_ms", "end_time_ms_exclusive"],
+			"properties": {
+				"start_time_ms": { "$ref": "#/$defs/uint" },
+				"end_time_ms_exclusive": { "$ref": "#/$defs/uint" }
+			}
+		},
+		"clock": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["clock_id", "clock_sha256", "event_count"],
+			"properties": {
+				"clock_id": { "$ref": "#/$defs/uuid" },
+				"clock_sha256": { "$ref": "#/$defs/sha256" },
+				"event_count": { "$ref": "#/$defs/uint" }
+			}
+		},
+		"sourceTape": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["product_id", "product_version", "state_count"],
+			"properties": {
+				"product_id": { "const": "market-data-source-tape" },
+				"product_version": { "const": "market-data-source-tape/v1" },
+				"state_count": { "$ref": "#/$defs/uint" }
+			}
+		},
+		"policies": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"capability_policy",
+				"resource_policy",
+				"adapter_policy",
+				"acquisition_policy"
+			],
+			"properties": {
+				"capability_policy": { "$ref": "#/$defs/pin" },
+				"resource_policy": { "$ref": "#/$defs/pin" },
+				"adapter_policy": { "$ref": "#/$defs/pin" },
+				"acquisition_policy": { "$ref": "#/$defs/pin" }
+			}
+		},
+		"inventory": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"expected_identities",
+				"observed_identities",
+				"expected_selected_intervals",
+				"observed_selected_intervals",
+				"complete"
+			],
+			"properties": {
+				"expected_identities": {
+					"type": "array",
+					"maxItems": 10000,
+					"uniqueItems": true,
+					"items": { "type": "string", "minLength": 1, "maxLength": 1024 }
+				},
+				"observed_identities": {
+					"type": "array",
+					"maxItems": 10000,
+					"uniqueItems": true,
+					"items": { "type": "string", "minLength": 1, "maxLength": 1024 }
+				},
+				"expected_selected_intervals": {
+					"type": "array",
+					"maxItems": 10000,
+					"uniqueItems": true,
+					"items": { "$ref": "#/$defs/interval" }
+				},
+				"observed_selected_intervals": {
+					"type": "array",
+					"maxItems": 10000,
+					"uniqueItems": true,
+					"items": { "$ref": "#/$defs/interval" }
+				},
+				"complete": { "type": "boolean" }
+			}
+		},
+		"object": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": ["identity", "checksums", "attempt_count", "quarantined"],
+			"properties": {
+				"identity": { "type": "string", "minLength": 1, "maxLength": 1024 },
+				"checksums": {
+					"type": "array",
+					"minItems": 1,
+					"uniqueItems": true,
+					"items": { "$ref": "#/$defs/sha256" }
+				},
+				"attempt_count": { "type": "integer", "minimum": 1, "maximum": 10 },
+				"quarantined": { "type": "boolean" }
+			}
+		},
+		"anchor": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"event_time_ms",
+				"sequence",
+				"object_identity",
+				"object_checksum"
+			],
+			"properties": {
+				"event_time_ms": { "$ref": "#/$defs/uint" },
+				"sequence": { "type": "string", "pattern": "^[0-9]+$" },
+				"object_identity": {
+					"type": "string",
+					"minLength": 1,
+					"maxLength": 1024
+				},
+				"object_checksum": { "$ref": "#/$defs/sha256" }
+			}
+		},
+		"targetInterval": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"start_target_time_ms",
+				"end_target_time_ms_exclusive",
+				"target_count"
+			],
+			"properties": {
+				"start_target_time_ms": { "$ref": "#/$defs/uint" },
+				"end_target_time_ms_exclusive": { "$ref": "#/$defs/uint" },
+				"target_count": { "$ref": "#/$defs/uint" }
+			}
+		},
+		"lagDistribution": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"lag_1000_ms",
+				"lag_2000_ms",
+				"lag_5000_ms",
+				"lag_10000_ms",
+				"lag_30000_ms",
+				"lag_60000_ms"
+			],
+			"properties": {
+				"lag_1000_ms": { "$ref": "#/$defs/uint" },
+				"lag_2000_ms": { "$ref": "#/$defs/uint" },
+				"lag_5000_ms": { "$ref": "#/$defs/uint" },
+				"lag_10000_ms": { "$ref": "#/$defs/uint" },
+				"lag_30000_ms": { "$ref": "#/$defs/uint" },
+				"lag_60000_ms": { "$ref": "#/$defs/uint" }
+			}
+		},
+		"sequence": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"expected_previous",
+				"observed_previous",
+				"observed_final",
+				"event_time_ms"
+			],
+			"properties": {
+				"expected_previous": { "type": "string", "pattern": "^[0-9]+$" },
+				"observed_previous": { "type": "string", "pattern": "^[0-9]+$" },
+				"observed_final": { "type": "string", "pattern": "^[0-9]+$" },
+				"event_time_ms": { "$ref": "#/$defs/uint" }
+			}
+		},
+		"record": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"record_sha256",
+				"kind",
+				"scope",
+				"provider_objects",
+				"previous_anchor",
+				"next_anchor",
+				"target_interval",
+				"lag_distribution",
+				"sequence",
+				"classification",
+				"adapter_version"
+			],
+			"properties": {
+				"record_sha256": { "$ref": "#/$defs/sha256" },
+				"kind": {
+					"enum": [
+						"sequence_discontinuity",
+						"unanchored_target_interval",
+						"stale_target_interval",
+						"future_state_interval",
+						"provider_object_checksum_conflict"
+					]
+				},
+				"scope": { "$ref": "#/$defs/scope" },
+				"provider_objects": {
+					"type": "array",
+					"items": { "$ref": "#/$defs/object" }
+				},
+				"previous_anchor": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/anchor" }]
+				},
+				"next_anchor": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/anchor" }]
+				},
+				"target_interval": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/targetInterval" }]
+				},
+				"lag_distribution": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/lagDistribution" }]
+				},
+				"sequence": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sequence" }]
+				},
+				"classification": {
+					"oneOf": [
+						{ "type": "null" },
+						{
+							"enum": [
+								"stable_object_corruption",
+								"mutable_provider_bytes",
+								"provider_row_loss",
+								"object_boundary_order_defect",
+								"valid_inactive_market_state",
+								"unresolved"
+							]
+						}
+					]
+				},
+				"adapter_version": {
+					"type": "string",
+					"minLength": 1,
+					"maxLength": 256
+				}
+			}
+		},
+		"disposition": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"target_id",
+				"target_time_ms",
+				"disposition",
+				"source_time_ms",
+				"asof_age_ms",
+				"record_sha256s"
+			],
+			"properties": {
+				"target_id": { "$ref": "#/$defs/uuid" },
+				"target_time_ms": { "$ref": "#/$defs/uint" },
+				"disposition": {
+					"enum": [
+						"fresh_within_bound",
+						"valid_inactive_market_state",
+						"disqualifying"
+					]
+				},
+				"source_time_ms": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/uint" }]
+				},
+				"asof_age_ms": {
+					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/uint" }]
+				},
+				"record_sha256s": {
+					"type": "array",
+					"uniqueItems": true,
+					"items": { "$ref": "#/$defs/sha256" }
+				}
+			}
+		},
+		"recordSummary": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"retained_record_count",
+				"total_record_count",
+				"omitted_record_count",
+				"affected_target_count",
+				"unresolved_record_count"
+			],
+			"properties": {
+				"retained_record_count": { "$ref": "#/$defs/uint" },
+				"total_record_count": { "$ref": "#/$defs/uint" },
+				"omitted_record_count": { "$ref": "#/$defs/uint" },
+				"affected_target_count": { "$ref": "#/$defs/uint" },
+				"unresolved_record_count": { "$ref": "#/$defs/uint" }
+			}
+		},
+		"clockSummary": {
+			"type": "object",
+			"additionalProperties": false,
+			"required": [
+				"retained_record_count",
+				"total_record_count",
+				"omitted_record_count",
+				"affected_target_count",
+				"unresolved_record_count",
+				"disposition_complete",
+				"fresh_target_count",
+				"inactive_target_count",
+				"disqualifying_target_count",
+				"omitted_target_disposition_count"
+			],
+			"properties": {
+				"retained_record_count": { "$ref": "#/$defs/uint" },
+				"total_record_count": { "$ref": "#/$defs/uint" },
+				"omitted_record_count": { "$ref": "#/$defs/uint" },
+				"affected_target_count": { "$ref": "#/$defs/uint" },
+				"unresolved_record_count": { "$ref": "#/$defs/uint" },
+				"disposition_complete": { "type": "boolean" },
+				"fresh_target_count": { "$ref": "#/$defs/uint" },
+				"inactive_target_count": { "$ref": "#/$defs/uint" },
+				"disqualifying_target_count": { "$ref": "#/$defs/uint" },
+				"omitted_target_disposition_count": { "$ref": "#/$defs/uint" }
+			}
+		}
+	}
+}