@usherlabs/cex-broker 0.2.49 → 0.2.51
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 +7747 -883
- package/dist/commands/cex-canonical-orderbook-export.js.map +41 -10
- package/dist/commands/cli.js +127 -34
- package/dist/commands/market-data-vendor-backfill.js +8284 -6391
- package/dist/commands/market-data-vendor-backfill.js.map +16 -15
- package/dist/helpers/canonical-orderbook-export/parquet-projection.d.ts +19 -0
- package/dist/helpers/market-data-archive/canonical-orderbook.d.ts +1 -1
- package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts +114 -2
- package/dist/helpers/market-data-preparation/contracts.d.ts +1298 -18
- package/dist/helpers/market-data-preparation/required-clock-qualification.d.ts +43 -0
- package/dist/helpers/market-data-preparation/source-tape-dependencies.d.ts +19 -0
- package/dist/helpers/market-data-preparation/source-tape-operation.d.ts +109 -0
- package/dist/helpers/market-data-source-forensics.d.ts +400 -0
- package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts +3 -5
- package/dist/helpers/market-data-vendor-backfill/contracts.d.ts +21 -56
- package/dist/helpers/market-data-vendor-backfill/core.d.ts +1 -0
- package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +45 -5
- package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +31 -1083
- package/dist/helpers/market-data-vendor-backfill/promotion.d.ts +1 -0
- package/dist/helpers/source-tape-sandbox.d.ts +82 -0
- package/dist/helpers/source-tape.d.ts +165 -0
- package/dist/helpers/trace-context.d.ts +8 -0
- package/dist/index.js +128 -35
- package/dist/index.js.map +7 -6
- package/dist/market-data-preparation/fixtures/{conformance-v2.json → conformance-v3.json} +257 -60
- package/dist/market-data-preparation/policies/capability-policy.json +15 -4
- package/dist/market-data-preparation/policies/resource-policy.json +3 -3
- package/dist/market-data-preparation/policies/source-tape-capability-v1.json +35 -0
- package/dist/market-data-preparation/schema-manifest.json +30 -10
- package/dist/market-data-preparation/schemas/canonical-orderbook-export-request-v1.schema.json +5 -1
- package/dist/market-data-preparation/schemas/{canonical-orderbook-export-result-v1.schema.json → canonical-orderbook-export-result-v2.schema.json} +20 -6
- package/dist/market-data-preparation/schemas/order-book-depth-summary-parquet-projection-v1.schema.json +256 -0
- package/dist/market-data-preparation/schemas/order-book-levels-parquet-projection-v1.schema.json +220 -0
- package/dist/market-data-preparation/schemas/{preparation-product-pin-v1.schema.json → preparation-product-pin-v2.schema.json} +59 -9
- package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json +5 -1
- package/dist/market-data-preparation/schemas/source-forensics-ledger-v1.schema.json +463 -0
- package/dist/market-data-preparation/schemas/source-qualification-record-v1.schema.json +394 -0
- package/dist/market-data-preparation.d.ts +7 -0
- package/dist/market-data-preparation.js +35443 -25203
- package/dist/market-data-preparation.js.map +118 -78
- package/dist/market-data-vendor-backfill.d.ts +8 -5
- package/dist/market-data-vendor-backfill.js +19444 -15553
- package/dist/market-data-vendor-backfill.js.map +65 -60
- package/package.json +1 -5
- package/dist/market-data-preparation/policies/capability-policy-v1.json +0 -28
- package/dist/market-data-vendor-backfill/fixtures/conformance-v1.json +0 -448
- package/dist/market-data-vendor-backfill/policies/capability-policy-v2.json +0 -28
- package/dist/market-data-vendor-backfill/policies/capability-policy.json +0 -28
- package/dist/market-data-vendor-backfill/policies/resource-policy.json +0 -16
- package/dist/market-data-vendor-backfill/schema-manifest.json +0 -31
- package/dist/market-data-vendor-backfill/schemas/archive-selection.schema.json +0 -224
- package/dist/market-data-vendor-backfill/schemas/promotion-receipt.schema.json +0 -171
- package/dist/market-data-vendor-backfill/schemas/request.schema.json +0 -166
- package/dist/market-data-vendor-backfill/schemas/required-clock.schema.json +0 -47
- package/dist/market-data-vendor-backfill/schemas/result.schema.json +0 -198
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{
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"$schema": "https://json-schema.org/draft/2020-12/schema",
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"$id": "https://schemas.usher.so/market-data-source-qualification-record/v1",
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"title": "CEX market-data source qualification record v1",
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"type": "object",
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"additionalProperties": false,
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"required": [
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"schema_id",
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"record_sha256",
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"created_at",
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"operation_kind",
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"normalized_invocation_sha256",
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"request_id",
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"scope",
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"ledger",
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"source_reconstruction_accepted",
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"source_event_enumeration_eligible"
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],
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"properties": {
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"schema_id": {
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"const": "https://schemas.usher.so/market-data-source-qualification-record/v1"
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},
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"record_sha256": { "$ref": "#/$defs/sha256" },
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"created_at": { "$ref": "#/$defs/timestamp" },
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"operation_kind": {
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"enum": ["required_clock_qualification", "source_tape"]
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},
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"normalized_invocation_sha256": { "$ref": "#/$defs/sha256" },
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"request_id": { "$ref": "#/$defs/uuid" },
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"scope": { "$ref": "#/$defs/scope" },
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"ledger": { "$ref": "#/$defs/ledger" },
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"source_reconstruction_accepted": { "type": "boolean" },
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"source_event_enumeration_eligible": { "type": "boolean" },
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"qualified": { "type": "boolean" },
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"source_partition_complete": { "type": "boolean" },
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"source_tape_eligible": { "type": "boolean" },
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"initializer": {
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"oneOf": [{ "$ref": "#/$defs/initializer" }, { "type": "null" }]
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"outcome": {}
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"oneOf": [
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{
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"properties": {
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"operation_kind": { "const": "required_clock_qualification" },
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"ledger": { "$ref": "#/$defs/clockLedger" },
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"qualified": { "type": "boolean" },
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"source_partition_complete": { "type": "boolean" },
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"source_tape_eligible": {},
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"initializer": {},
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"outcome": { "$ref": "#/$defs/clockOutcome" }
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"required": ["qualified", "source_partition_complete", "outcome"],
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"not": {
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"properties": { "source_tape_eligible": {} },
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"required": ["source_tape_eligible"]
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{ "properties": { "initializer": {} }, "required": ["initializer"] }
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{
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"properties": {
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"operation_kind": { "const": "source_tape" },
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"ledger": { "$ref": "#/$defs/tapeLedger" },
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"source_tape_eligible": { "type": "boolean" },
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"initializer": {
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"oneOf": [{ "$ref": "#/$defs/initializer" }, { "type": "null" }]
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"outcome": { "$ref": "#/$defs/tapeOutcome" },
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"qualified": {},
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"source_partition_complete": {}
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"required": ["source_tape_eligible", "initializer", "outcome"],
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"not": {
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"anyOf": [
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{ "properties": { "qualified": {} }, "required": ["qualified"] },
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{
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"properties": { "source_partition_complete": {} },
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"required": ["source_partition_complete"]
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}
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}
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],
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"$defs": {
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"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
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"uuid": {
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"type": "string",
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"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
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},
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"uint": { "type": "integer", "minimum": 0, "maximum": 9007199254740991 },
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"timestamp": {
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"type": "string",
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"pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
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},
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"scope": {
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"type": "object",
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"additionalProperties": false,
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"required": ["exchange", "trading_pair", "market_type", "feed"],
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"properties": {
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"exchange": { "type": "string", "pattern": "^[a-z0-9_-]+$" },
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"trading_pair": {
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"type": "string",
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"pattern": "^[A-Z0-9]+-[A-Z0-9]+$"
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},
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"market_type": { "enum": ["spot", "swap", "future"] },
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"feed": { "const": "ORDERBOOK" }
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"ledger": {
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"additionalProperties": false,
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"required": [
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"schema_id",
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"file_name",
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"sha256",
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"bytes",
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"retained_record_count",
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"total_record_count",
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"complete"
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"properties": {
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"schema_id": {
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"const": "https://schemas.usher.so/market-data-source-forensics-ledger/v1"
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"file_name": {
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"type": "string",
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"pattern": "^[A-Za-z0-9][A-Za-z0-9._-]{0,254}$"
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},
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"sha256": { "$ref": "#/$defs/sha256" },
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"bytes": { "$ref": "#/$defs/uint" },
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"retained_record_count": { "$ref": "#/$defs/uint" },
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"total_record_count": { "$ref": "#/$defs/uint" },
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"omitted_record_count": { "$ref": "#/$defs/uint" },
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"complete": { "type": "boolean" },
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"disposition_complete": { "type": "boolean" },
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"fresh_target_count": { "$ref": "#/$defs/uint" },
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"inactive_target_count": { "$ref": "#/$defs/uint" },
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"disqualifying_target_count": { "$ref": "#/$defs/uint" },
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"omitted_target_disposition_count": { "$ref": "#/$defs/uint" },
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"state_count": { "$ref": "#/$defs/uint" }
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"clockLedger": {
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"allOf": [
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{ "$ref": "#/$defs/ledger" },
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"properties": {
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"disposition_complete": {},
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"fresh_target_count": {},
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"inactive_target_count": {},
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"disqualifying_target_count": {},
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"omitted_target_disposition_count": {},
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"state_count": {}
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"required": [
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"disposition_complete",
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"fresh_target_count",
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"inactive_target_count",
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"disqualifying_target_count",
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"omitted_target_disposition_count"
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"not": {
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"properties": { "state_count": {} },
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"required": ["state_count"]
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"tapeLedger": {
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{ "$ref": "#/$defs/ledger" },
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"type": "object",
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"properties": {
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"state_count": {},
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"disposition_complete": {},
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"fresh_target_count": {},
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"inactive_target_count": {},
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"disqualifying_target_count": {},
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"omitted_target_disposition_count": {}
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"required": ["state_count"],
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"not": {
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"anyOf": [
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"properties": { "disposition_complete": {} },
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"required": ["disposition_complete"]
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"properties": { "fresh_target_count": {} },
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"properties": { "inactive_target_count": {} },
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"type": "object",
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"properties": { "disqualifying_target_count": {} },
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"required": ["disqualifying_target_count"]
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"required": ["kind", "file_name", "sha256", "bytes"],
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"properties": {
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"kind": {
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"enum": [
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"ledger",
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"provider_inventory",
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"selection",
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"promotion_receipt",
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"export_result"
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]
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"file_name": {
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"type": "string",
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"pattern": "^[A-Za-z0-9][A-Za-z0-9._-]{0,254}$"
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},
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"sha256": { "$ref": "#/$defs/sha256" },
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"bytes": { "$ref": "#/$defs/uint" }
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}
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"exportResultDescriptor": {
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"additionalProperties": false,
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"required": [
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"schema_id",
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"file_name",
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"sha256",
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"bytes",
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"result_sha256"
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],
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"properties": {
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"schema_id": {
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257
|
+
"const": "https://schemas.usher.so/cex-canonical-orderbook-export-result/v2"
|
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258
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+
},
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259
|
+
"file_name": {
|
|
260
|
+
"type": "string",
|
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261
|
+
"pattern": "^[A-Za-z0-9][A-Za-z0-9._-]{0,254}$"
|
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262
|
+
},
|
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263
|
+
"sha256": { "$ref": "#/$defs/sha256" },
|
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264
|
+
"bytes": { "$ref": "#/$defs/uint" },
|
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265
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+
"result_sha256": { "$ref": "#/$defs/sha256" }
|
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+
}
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+
},
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"initializer": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"canonical_snapshot_id",
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|
+
"source_time_ms",
|
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274
|
+
"sequence",
|
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275
|
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"semantic_stream_position"
|
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|
+
],
|
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|
+
"properties": {
|
|
278
|
+
"canonical_snapshot_id": { "$ref": "#/$defs/sha256" },
|
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279
|
+
"source_time_ms": { "$ref": "#/$defs/uint" },
|
|
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|
+
"sequence": { "type": "string", "pattern": "^[0-9]+$" },
|
|
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|
+
"semantic_stream_position": { "const": 0 }
|
|
282
|
+
}
|
|
283
|
+
},
|
|
284
|
+
"clockOutcome": {
|
|
285
|
+
"oneOf": [
|
|
286
|
+
{
|
|
287
|
+
"type": "object",
|
|
288
|
+
"additionalProperties": false,
|
|
289
|
+
"required": [
|
|
290
|
+
"status",
|
|
291
|
+
"reason",
|
|
292
|
+
"partial_evidence",
|
|
293
|
+
"exporter_result"
|
|
294
|
+
],
|
|
295
|
+
"properties": {
|
|
296
|
+
"status": { "const": "success" },
|
|
297
|
+
"reason": { "const": "required_clock_qualification_completed" },
|
|
298
|
+
"partial_evidence": {
|
|
299
|
+
"type": "array",
|
|
300
|
+
"items": { "$ref": "#/$defs/evidenceDescriptor" }
|
|
301
|
+
},
|
|
302
|
+
"exporter_result": { "type": "null" }
|
|
303
|
+
}
|
|
304
|
+
},
|
|
305
|
+
{
|
|
306
|
+
"type": "object",
|
|
307
|
+
"additionalProperties": false,
|
|
308
|
+
"required": [
|
|
309
|
+
"status",
|
|
310
|
+
"reason",
|
|
311
|
+
"partial_evidence",
|
|
312
|
+
"exporter_result"
|
|
313
|
+
],
|
|
314
|
+
"properties": {
|
|
315
|
+
"status": { "const": "failure" },
|
|
316
|
+
"reason": {
|
|
317
|
+
"enum": [
|
|
318
|
+
"required_clock_input_invalid",
|
|
319
|
+
"required_clock_capability_unsupported",
|
|
320
|
+
"required_clock_credentials_missing",
|
|
321
|
+
"required_clock_acquisition_failed",
|
|
322
|
+
"required_clock_reconstruction_failed",
|
|
323
|
+
"required_clock_classification_failed",
|
|
324
|
+
"required_clock_evidence_incomplete",
|
|
325
|
+
"required_clock_internal_failure"
|
|
326
|
+
]
|
|
327
|
+
},
|
|
328
|
+
"partial_evidence": {
|
|
329
|
+
"type": "array",
|
|
330
|
+
"items": { "$ref": "#/$defs/evidenceDescriptor" }
|
|
331
|
+
},
|
|
332
|
+
"exporter_result": { "type": "null" }
|
|
333
|
+
}
|
|
334
|
+
}
|
|
335
|
+
]
|
|
336
|
+
},
|
|
337
|
+
"tapeOutcome": {
|
|
338
|
+
"oneOf": [
|
|
339
|
+
{
|
|
340
|
+
"type": "object",
|
|
341
|
+
"additionalProperties": false,
|
|
342
|
+
"required": [
|
|
343
|
+
"status",
|
|
344
|
+
"reason",
|
|
345
|
+
"partial_evidence",
|
|
346
|
+
"exporter_result"
|
|
347
|
+
],
|
|
348
|
+
"properties": {
|
|
349
|
+
"status": { "const": "success" },
|
|
350
|
+
"reason": { "const": "source_tape_prepared" },
|
|
351
|
+
"partial_evidence": {
|
|
352
|
+
"type": "array",
|
|
353
|
+
"items": { "$ref": "#/$defs/evidenceDescriptor" }
|
|
354
|
+
},
|
|
355
|
+
"exporter_result": { "$ref": "#/$defs/exportResultDescriptor" }
|
|
356
|
+
}
|
|
357
|
+
},
|
|
358
|
+
{
|
|
359
|
+
"type": "object",
|
|
360
|
+
"additionalProperties": false,
|
|
361
|
+
"required": [
|
|
362
|
+
"status",
|
|
363
|
+
"reason",
|
|
364
|
+
"partial_evidence",
|
|
365
|
+
"exporter_result"
|
|
366
|
+
],
|
|
367
|
+
"properties": {
|
|
368
|
+
"status": { "const": "failure" },
|
|
369
|
+
"reason": {
|
|
370
|
+
"enum": [
|
|
371
|
+
"source_tape_input_invalid",
|
|
372
|
+
"source_tape_capability_unsupported",
|
|
373
|
+
"source_tape_credentials_missing",
|
|
374
|
+
"source_tape_acquisition_failed",
|
|
375
|
+
"source_tape_reconstruction_failed",
|
|
376
|
+
"source_tape_inventory_incomplete",
|
|
377
|
+
"source_tape_archive_failed",
|
|
378
|
+
"source_tape_promotion_failed",
|
|
379
|
+
"source_tape_selection_failed",
|
|
380
|
+
"source_tape_export_failed",
|
|
381
|
+
"source_tape_internal_failure"
|
|
382
|
+
]
|
|
383
|
+
},
|
|
384
|
+
"partial_evidence": {
|
|
385
|
+
"type": "array",
|
|
386
|
+
"items": { "$ref": "#/$defs/evidenceDescriptor" }
|
|
387
|
+
},
|
|
388
|
+
"exporter_result": { "type": "null" }
|
|
389
|
+
}
|
|
390
|
+
}
|
|
391
|
+
]
|
|
392
|
+
}
|
|
393
|
+
}
|
|
394
|
+
}
|
|
@@ -1,4 +1,11 @@
|
|
|
1
|
+
import { type MarketDataSourceTapeDependencyConfiguration } from "./helpers/market-data-preparation/source-tape-dependencies";
|
|
2
|
+
import type { MarketDataSourceTapeDependencies } from "./helpers/market-data-preparation/source-tape-operation";
|
|
1
3
|
export * from "./helpers/canonical-orderbook-export/exact-selection";
|
|
2
4
|
export * from "./helpers/canonical-orderbook-export/exporter";
|
|
3
5
|
export * from "./helpers/market-data-preparation/conformance-fixtures";
|
|
4
6
|
export * from "./helpers/market-data-preparation/contracts";
|
|
7
|
+
export * from "./helpers/market-data-preparation/required-clock-qualification";
|
|
8
|
+
export * from "./helpers/market-data-preparation/source-tape-operation";
|
|
9
|
+
export * from "./helpers/market-data-source-forensics";
|
|
10
|
+
export type { MarketDataSourceTapeDependencyConfiguration };
|
|
11
|
+
export declare function createMarketDataSourceTapeDependencies(configuration: MarketDataSourceTapeDependencyConfiguration): MarketDataSourceTapeDependencies;
|