@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
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@usherlabs/cex-broker",
|
|
3
|
-
"version": "0.2.
|
|
3
|
+
"version": "0.2.51",
|
|
4
4
|
"description": "Unified gRPC API to CEXs by Usher Labs.",
|
|
5
5
|
"repository": {
|
|
6
6
|
"type": "git",
|
|
@@ -22,10 +22,6 @@
|
|
|
22
22
|
"import": "./dist/market-data-vendor-backfill.js",
|
|
23
23
|
"types": "./dist/market-data-vendor-backfill.d.ts"
|
|
24
24
|
},
|
|
25
|
-
"./market-data-vendor-backfill/schema-manifest.json": "./dist/market-data-vendor-backfill/schema-manifest.json",
|
|
26
|
-
"./market-data-vendor-backfill/schemas/*": "./dist/market-data-vendor-backfill/schemas/*",
|
|
27
|
-
"./market-data-vendor-backfill/policies/*": "./dist/market-data-vendor-backfill/policies/*",
|
|
28
|
-
"./market-data-vendor-backfill/fixtures/*": "./dist/market-data-vendor-backfill/fixtures/*",
|
|
29
25
|
"./market-data-preparation": {
|
|
30
26
|
"import": "./dist/market-data-preparation.js",
|
|
31
27
|
"types": "./dist/market-data-preparation.d.ts"
|
|
@@ -1,28 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"policy_id": "market-data-vendor-backfill-capabilities/v1",
|
|
3
|
-
"provider": "cryptohftdata",
|
|
4
|
-
"adapter_policy": {
|
|
5
|
-
"policy_id": "cryptohftdata-orderbook-adapter/v1",
|
|
6
|
-
"adapter_version": "cryptohftdata-orderbook/v2"
|
|
7
|
-
},
|
|
8
|
-
"acquisition_policy": {
|
|
9
|
-
"policy_id": "cryptohftdata-hourly-acquisition/v1",
|
|
10
|
-
"object_granularity": "utc_hour",
|
|
11
|
-
"authentication": "bearer",
|
|
12
|
-
"initialization_lookback_ms": 0
|
|
13
|
-
},
|
|
14
|
-
"profiles": [
|
|
15
|
-
{
|
|
16
|
-
"exchange": "okx",
|
|
17
|
-
"market_type": "spot",
|
|
18
|
-
"feed": "ORDERBOOK",
|
|
19
|
-
"canonical_trading_pair": "ARB-USDT",
|
|
20
|
-
"provider_exchange_id": "okx_spot",
|
|
21
|
-
"resolved_symbol": "ARB-USDT",
|
|
22
|
-
"construction_modes": ["sampled_top_n_snapshot"],
|
|
23
|
-
"source_policies": ["authoritative_window"],
|
|
24
|
-
"max_depth": 400
|
|
25
|
-
}
|
|
26
|
-
],
|
|
27
|
-
"policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
|
|
28
|
-
}
|
|
@@ -1,448 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"fixture_id": "market-data-vendor-backfill-conformance/v1",
|
|
3
|
-
"documents": {
|
|
4
|
-
"required_clock": {
|
|
5
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
|
|
6
|
-
"clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
|
|
7
|
-
"created_at": "2026-08-20T12:00:00.000Z",
|
|
8
|
-
"targets": [
|
|
9
|
-
{
|
|
10
|
-
"target_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f105",
|
|
11
|
-
"target_at": "2026-08-18T09:27:16.000Z"
|
|
12
|
-
}
|
|
13
|
-
],
|
|
14
|
-
"clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600"
|
|
15
|
-
},
|
|
16
|
-
"archive_selection": {
|
|
17
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
|
|
18
|
-
"scope": {
|
|
19
|
-
"exchange": "okx",
|
|
20
|
-
"trading_pair": "ARB-USDT",
|
|
21
|
-
"market_type": "spot",
|
|
22
|
-
"feed": "ORDERBOOK"
|
|
23
|
-
},
|
|
24
|
-
"required_clock": {
|
|
25
|
-
"clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
|
|
26
|
-
"clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
|
|
27
|
-
"event_count": 1
|
|
28
|
-
},
|
|
29
|
-
"coverage_policy": {
|
|
30
|
-
"policy_id": "prior-asof-strict/v1",
|
|
31
|
-
"max_asof_lag_ms": 5000,
|
|
32
|
-
"future_rows": "reject",
|
|
33
|
-
"missing_required_event": "fail"
|
|
34
|
-
},
|
|
35
|
-
"source_policy": "authoritative_window",
|
|
36
|
-
"coverage_class": "complete",
|
|
37
|
-
"requested_intervals": [
|
|
38
|
-
{
|
|
39
|
-
"start_at": "2026-08-18T09:27:15.000Z",
|
|
40
|
-
"end_at": "2026-08-18T09:27:17.000Z"
|
|
41
|
-
}
|
|
42
|
-
],
|
|
43
|
-
"selected_intervals": [
|
|
44
|
-
{
|
|
45
|
-
"start_at": "2026-08-18T09:27:15.000Z",
|
|
46
|
-
"end_at": "2026-08-18T09:27:17.000Z",
|
|
47
|
-
"capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
|
|
48
|
-
"capture_origin": "vendor_historical_backfill"
|
|
49
|
-
}
|
|
50
|
-
],
|
|
51
|
-
"precedence": ["vendor"],
|
|
52
|
-
"bundles": [
|
|
53
|
-
{
|
|
54
|
-
"capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
|
|
55
|
-
"capture_origin": "vendor_historical_backfill",
|
|
56
|
-
"interval": {
|
|
57
|
-
"start_at": "2026-08-18T09:27:15.000Z",
|
|
58
|
-
"end_at": "2026-08-18T09:27:17.000Z"
|
|
59
|
-
},
|
|
60
|
-
"qualification": {
|
|
61
|
-
"qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
|
|
62
|
-
"state": "qualified",
|
|
63
|
-
"receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663",
|
|
64
|
-
"promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5"
|
|
65
|
-
}
|
|
66
|
-
}
|
|
67
|
-
],
|
|
68
|
-
"support_anchors": [
|
|
69
|
-
{
|
|
70
|
-
"capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
|
|
71
|
-
"raw_capture_id": "4444444444444444444444444444444444444444444444444444444444444444",
|
|
72
|
-
"snapshot_id": "5555555555555555555555555555555555555555555555555555555555555555",
|
|
73
|
-
"source_time": "2026-08-18T09:27:15.308Z",
|
|
74
|
-
"normalized_summary_checksum": "6666666666666666666666666666666666666666666666666666666666666666",
|
|
75
|
-
"metadata_ref": {
|
|
76
|
-
"capture_origin": "vendor_historical_backfill",
|
|
77
|
-
"qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
|
|
78
|
-
"receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
|
|
79
|
-
}
|
|
80
|
-
}
|
|
81
|
-
],
|
|
82
|
-
"receipt_ids": [
|
|
83
|
-
"69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
|
|
84
|
-
],
|
|
85
|
-
"qualification_event_ids": ["018f0f4d-7b32-7a30-8f4d-1d2a6e40f104"],
|
|
86
|
-
"resolved_at": "2026-08-20T12:00:02.000Z",
|
|
87
|
-
"selection_sha256": "cc4869df6d08c79d030c8407e7a55e5c534e6a96da7c1ac3f726e814c66a108e"
|
|
88
|
-
},
|
|
89
|
-
"request": {
|
|
90
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-request/v1",
|
|
91
|
-
"request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
|
|
92
|
-
"attempt_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f101",
|
|
93
|
-
"scope": {
|
|
94
|
-
"exchange": "okx",
|
|
95
|
-
"trading_pair": "ARB-USDT",
|
|
96
|
-
"market_type": "spot",
|
|
97
|
-
"feed": "ORDERBOOK"
|
|
98
|
-
},
|
|
99
|
-
"window": {
|
|
100
|
-
"start_at": "2026-08-18T09:27:15.000Z",
|
|
101
|
-
"end_at": "2026-08-18T09:27:17.000Z"
|
|
102
|
-
},
|
|
103
|
-
"depth": 20,
|
|
104
|
-
"construction_mode": "sampled_top_n_snapshot",
|
|
105
|
-
"source_policy": "authoritative_window",
|
|
106
|
-
"target": {
|
|
107
|
-
"environment": "production",
|
|
108
|
-
"cluster": "cex-archive-primary"
|
|
109
|
-
},
|
|
110
|
-
"coverage_policy": {
|
|
111
|
-
"policy_id": "prior-asof-strict/v1",
|
|
112
|
-
"max_asof_lag_ms": 5000,
|
|
113
|
-
"future_rows": "reject",
|
|
114
|
-
"missing_required_event": "fail"
|
|
115
|
-
},
|
|
116
|
-
"required_clock": {
|
|
117
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
|
|
118
|
-
"clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
|
|
119
|
-
"file_name": "required-clock.json",
|
|
120
|
-
"clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
|
|
121
|
-
"event_count": 1
|
|
122
|
-
},
|
|
123
|
-
"initial_selection": {
|
|
124
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
|
|
125
|
-
"scope": {
|
|
126
|
-
"exchange": "okx",
|
|
127
|
-
"trading_pair": "ARB-USDT",
|
|
128
|
-
"market_type": "spot",
|
|
129
|
-
"feed": "ORDERBOOK"
|
|
130
|
-
},
|
|
131
|
-
"required_clock": {
|
|
132
|
-
"clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
|
|
133
|
-
"clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
|
|
134
|
-
"event_count": 1
|
|
135
|
-
},
|
|
136
|
-
"coverage_policy": {
|
|
137
|
-
"policy_id": "prior-asof-strict/v1",
|
|
138
|
-
"max_asof_lag_ms": 5000,
|
|
139
|
-
"future_rows": "reject",
|
|
140
|
-
"missing_required_event": "fail"
|
|
141
|
-
},
|
|
142
|
-
"source_policy": "authoritative_window",
|
|
143
|
-
"coverage_class": "missing",
|
|
144
|
-
"requested_intervals": [
|
|
145
|
-
{
|
|
146
|
-
"start_at": "2026-08-18T09:27:15.000Z",
|
|
147
|
-
"end_at": "2026-08-18T09:27:17.000Z"
|
|
148
|
-
}
|
|
149
|
-
],
|
|
150
|
-
"selected_intervals": [],
|
|
151
|
-
"precedence": ["vendor"],
|
|
152
|
-
"bundles": [],
|
|
153
|
-
"support_anchors": [],
|
|
154
|
-
"receipt_ids": [],
|
|
155
|
-
"qualification_event_ids": [],
|
|
156
|
-
"resolved_at": "2026-08-20T12:00:00.000Z",
|
|
157
|
-
"selection_sha256": "7f9a03dbf3dd3c600ffe7a28bd2b2211a69509c26c06d5e11ad926faeb82f895"
|
|
158
|
-
},
|
|
159
|
-
"expected_canonical_schema": {
|
|
160
|
-
"schema_id": "cex-order-book-canonical/v1",
|
|
161
|
-
"schema_sha256": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
|
|
162
|
-
},
|
|
163
|
-
"product_pins": {
|
|
164
|
-
"capability_policy": {
|
|
165
|
-
"policy_id": "market-data-vendor-backfill-capabilities/v1",
|
|
166
|
-
"policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
|
|
167
|
-
},
|
|
168
|
-
"resource_policy": {
|
|
169
|
-
"policy_id": "market-data-vendor-backfill-resources/v1",
|
|
170
|
-
"policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
|
|
171
|
-
}
|
|
172
|
-
},
|
|
173
|
-
"production_authorization_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f103",
|
|
174
|
-
"idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95"
|
|
175
|
-
},
|
|
176
|
-
"promotion_receipt": {
|
|
177
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
|
|
178
|
-
"verified_at": "2026-08-20T12:00:02.000Z",
|
|
179
|
-
"request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
|
|
180
|
-
"idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95",
|
|
181
|
-
"source": "external_backfill",
|
|
182
|
-
"capture_origin": "vendor_historical_backfill",
|
|
183
|
-
"source_mode": "vendor_historical_backfill_v1",
|
|
184
|
-
"provider": "cryptohftdata",
|
|
185
|
-
"adapter_version": "cryptohftdata-orderbook/v2",
|
|
186
|
-
"effective_policies": {
|
|
187
|
-
"capability_policy": {
|
|
188
|
-
"policy_id": "market-data-vendor-backfill-capabilities/v1",
|
|
189
|
-
"policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
|
|
190
|
-
},
|
|
191
|
-
"resource_policy": {
|
|
192
|
-
"policy_id": "market-data-vendor-backfill-resources/v1",
|
|
193
|
-
"policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
|
|
194
|
-
},
|
|
195
|
-
"adapter_policy": {
|
|
196
|
-
"policy_id": "cryptohftdata-orderbook-adapter/v1",
|
|
197
|
-
"policy_sha256": "b71eec2948593eb3f9f43371a23ec6a37fd186177c6e368f7f792113e907a737"
|
|
198
|
-
},
|
|
199
|
-
"acquisition_policy": {
|
|
200
|
-
"policy_id": "cryptohftdata-hourly-acquisition/v1",
|
|
201
|
-
"policy_sha256": "dd3b94d6fdeed161580735673913e3483dada4725ee4fb7add461b74e20713d5"
|
|
202
|
-
}
|
|
203
|
-
},
|
|
204
|
-
"capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
|
|
205
|
-
"scope": {
|
|
206
|
-
"exchange": "okx",
|
|
207
|
-
"trading_pair": "ARB-USDT",
|
|
208
|
-
"market_type": "spot",
|
|
209
|
-
"feed": "ORDERBOOK"
|
|
210
|
-
},
|
|
211
|
-
"window": {
|
|
212
|
-
"start_at": "2026-08-18T09:27:15.000Z",
|
|
213
|
-
"end_at": "2026-08-18T09:27:17.000Z"
|
|
214
|
-
},
|
|
215
|
-
"depth": 20,
|
|
216
|
-
"construction_mode": "sampled_top_n_snapshot",
|
|
217
|
-
"canonical_schema": {
|
|
218
|
-
"schema_id": "cex-order-book-canonical/v1",
|
|
219
|
-
"schema_sha256": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
|
|
220
|
-
},
|
|
221
|
-
"coverage_policy": {
|
|
222
|
-
"policy_id": "prior-asof-strict/v1",
|
|
223
|
-
"max_asof_lag_ms": 5000,
|
|
224
|
-
"future_rows": "reject",
|
|
225
|
-
"missing_required_event": "fail"
|
|
226
|
-
},
|
|
227
|
-
"selection_sha256": "7f9a03dbf3dd3c600ffe7a28bd2b2211a69509c26c06d5e11ad926faeb82f895",
|
|
228
|
-
"vendor_semantic_digest": "eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
|
|
229
|
-
"canonical_semantic_digest": "ffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff",
|
|
230
|
-
"prefix_digest": "1111111111111111111111111111111111111111111111111111111111111111",
|
|
231
|
-
"suffix_digest": "2222222222222222222222222222222222222222222222222222222222222222",
|
|
232
|
-
"seam_verified": true,
|
|
233
|
-
"coverage_verified": true,
|
|
234
|
-
"dataset_objects": [
|
|
235
|
-
{
|
|
236
|
-
"identity": "okx/spot/orderbook/hour/arb-usdt/2026-08-18t09",
|
|
237
|
-
"checksum": "3333333333333333333333333333333333333333333333333333333333333333",
|
|
238
|
-
"bytes": 1000,
|
|
239
|
-
"rows": 50
|
|
240
|
-
}
|
|
241
|
-
],
|
|
242
|
-
"promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5",
|
|
243
|
-
"receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
|
|
244
|
-
},
|
|
245
|
-
"result": {
|
|
246
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-result/v1",
|
|
247
|
-
"job_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f120",
|
|
248
|
-
"request_file_sha256": "7777777777777777777777777777777777777777777777777777777777777777",
|
|
249
|
-
"executable_sha256": "8888888888888888888888888888888888888888888888888888888888888888",
|
|
250
|
-
"schema_manifest_sha256": "48e5e91d33caafd930b45552c799a9fb0c2ccd9a676106fbab2543f231dba1b7",
|
|
251
|
-
"cex_package": {
|
|
252
|
-
"name": "@usherlabs/cex-broker",
|
|
253
|
-
"version": "0.2.46",
|
|
254
|
-
"package_sha256": "9999999999999999999999999999999999999999999999999999999999999999"
|
|
255
|
-
},
|
|
256
|
-
"capability_policy": {
|
|
257
|
-
"policy_id": "market-data-vendor-backfill-capabilities/v1",
|
|
258
|
-
"policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
|
|
259
|
-
},
|
|
260
|
-
"resource_policy": {
|
|
261
|
-
"policy_id": "market-data-vendor-backfill-resources/v1",
|
|
262
|
-
"policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
|
|
263
|
-
},
|
|
264
|
-
"build": {
|
|
265
|
-
"fiet_tee_commit": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa",
|
|
266
|
-
"created_at": "2026-08-20T12:00:00.000Z"
|
|
267
|
-
},
|
|
268
|
-
"started_at": "2026-08-20T12:00:01.000Z",
|
|
269
|
-
"completed_at": "2026-08-20T12:00:03.000Z",
|
|
270
|
-
"outcome": {
|
|
271
|
-
"status": "promoted",
|
|
272
|
-
"reason_code": "promotion_qualified",
|
|
273
|
-
"reason_subcode": null,
|
|
274
|
-
"request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
|
|
275
|
-
"idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95",
|
|
276
|
-
"target": {
|
|
277
|
-
"environment": "production",
|
|
278
|
-
"cluster": "cex-archive-primary"
|
|
279
|
-
},
|
|
280
|
-
"selection": {
|
|
281
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
|
|
282
|
-
"scope": {
|
|
283
|
-
"exchange": "okx",
|
|
284
|
-
"trading_pair": "ARB-USDT",
|
|
285
|
-
"market_type": "spot",
|
|
286
|
-
"feed": "ORDERBOOK"
|
|
287
|
-
},
|
|
288
|
-
"required_clock": {
|
|
289
|
-
"clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
|
|
290
|
-
"clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
|
|
291
|
-
"event_count": 1
|
|
292
|
-
},
|
|
293
|
-
"coverage_policy": {
|
|
294
|
-
"policy_id": "prior-asof-strict/v1",
|
|
295
|
-
"max_asof_lag_ms": 5000,
|
|
296
|
-
"future_rows": "reject",
|
|
297
|
-
"missing_required_event": "fail"
|
|
298
|
-
},
|
|
299
|
-
"source_policy": "authoritative_window",
|
|
300
|
-
"coverage_class": "complete",
|
|
301
|
-
"requested_intervals": [
|
|
302
|
-
{
|
|
303
|
-
"start_at": "2026-08-18T09:27:15.000Z",
|
|
304
|
-
"end_at": "2026-08-18T09:27:17.000Z"
|
|
305
|
-
}
|
|
306
|
-
],
|
|
307
|
-
"selected_intervals": [
|
|
308
|
-
{
|
|
309
|
-
"start_at": "2026-08-18T09:27:15.000Z",
|
|
310
|
-
"end_at": "2026-08-18T09:27:17.000Z",
|
|
311
|
-
"capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
|
|
312
|
-
"capture_origin": "vendor_historical_backfill"
|
|
313
|
-
}
|
|
314
|
-
],
|
|
315
|
-
"precedence": ["vendor"],
|
|
316
|
-
"bundles": [
|
|
317
|
-
{
|
|
318
|
-
"capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
|
|
319
|
-
"capture_origin": "vendor_historical_backfill",
|
|
320
|
-
"interval": {
|
|
321
|
-
"start_at": "2026-08-18T09:27:15.000Z",
|
|
322
|
-
"end_at": "2026-08-18T09:27:17.000Z"
|
|
323
|
-
},
|
|
324
|
-
"qualification": {
|
|
325
|
-
"qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
|
|
326
|
-
"state": "qualified",
|
|
327
|
-
"receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663",
|
|
328
|
-
"promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5"
|
|
329
|
-
}
|
|
330
|
-
}
|
|
331
|
-
],
|
|
332
|
-
"support_anchors": [
|
|
333
|
-
{
|
|
334
|
-
"capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
|
|
335
|
-
"raw_capture_id": "4444444444444444444444444444444444444444444444444444444444444444",
|
|
336
|
-
"snapshot_id": "5555555555555555555555555555555555555555555555555555555555555555",
|
|
337
|
-
"source_time": "2026-08-18T09:27:15.308Z",
|
|
338
|
-
"normalized_summary_checksum": "6666666666666666666666666666666666666666666666666666666666666666",
|
|
339
|
-
"metadata_ref": {
|
|
340
|
-
"capture_origin": "vendor_historical_backfill",
|
|
341
|
-
"qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
|
|
342
|
-
"receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
|
|
343
|
-
}
|
|
344
|
-
}
|
|
345
|
-
],
|
|
346
|
-
"receipt_ids": [
|
|
347
|
-
"69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
|
|
348
|
-
],
|
|
349
|
-
"qualification_event_ids": ["018f0f4d-7b32-7a30-8f4d-1d2a6e40f104"],
|
|
350
|
-
"resolved_at": "2026-08-20T12:00:02.000Z",
|
|
351
|
-
"selection_sha256": "cc4869df6d08c79d030c8407e7a55e5c534e6a96da7c1ac3f726e814c66a108e"
|
|
352
|
-
},
|
|
353
|
-
"receipt": {
|
|
354
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
|
|
355
|
-
"verified_at": "2026-08-20T12:00:02.000Z",
|
|
356
|
-
"request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
|
|
357
|
-
"idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95",
|
|
358
|
-
"source": "external_backfill",
|
|
359
|
-
"capture_origin": "vendor_historical_backfill",
|
|
360
|
-
"source_mode": "vendor_historical_backfill_v1",
|
|
361
|
-
"provider": "cryptohftdata",
|
|
362
|
-
"adapter_version": "cryptohftdata-orderbook/v2",
|
|
363
|
-
"effective_policies": {
|
|
364
|
-
"capability_policy": {
|
|
365
|
-
"policy_id": "market-data-vendor-backfill-capabilities/v1",
|
|
366
|
-
"policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
|
|
367
|
-
},
|
|
368
|
-
"resource_policy": {
|
|
369
|
-
"policy_id": "market-data-vendor-backfill-resources/v1",
|
|
370
|
-
"policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
|
|
371
|
-
},
|
|
372
|
-
"adapter_policy": {
|
|
373
|
-
"policy_id": "cryptohftdata-orderbook-adapter/v1",
|
|
374
|
-
"policy_sha256": "b71eec2948593eb3f9f43371a23ec6a37fd186177c6e368f7f792113e907a737"
|
|
375
|
-
},
|
|
376
|
-
"acquisition_policy": {
|
|
377
|
-
"policy_id": "cryptohftdata-hourly-acquisition/v1",
|
|
378
|
-
"policy_sha256": "dd3b94d6fdeed161580735673913e3483dada4725ee4fb7add461b74e20713d5"
|
|
379
|
-
}
|
|
380
|
-
},
|
|
381
|
-
"capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
|
|
382
|
-
"scope": {
|
|
383
|
-
"exchange": "okx",
|
|
384
|
-
"trading_pair": "ARB-USDT",
|
|
385
|
-
"market_type": "spot",
|
|
386
|
-
"feed": "ORDERBOOK"
|
|
387
|
-
},
|
|
388
|
-
"window": {
|
|
389
|
-
"start_at": "2026-08-18T09:27:15.000Z",
|
|
390
|
-
"end_at": "2026-08-18T09:27:17.000Z"
|
|
391
|
-
},
|
|
392
|
-
"depth": 20,
|
|
393
|
-
"construction_mode": "sampled_top_n_snapshot",
|
|
394
|
-
"canonical_schema": {
|
|
395
|
-
"schema_id": "cex-order-book-canonical/v1",
|
|
396
|
-
"schema_sha256": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
|
|
397
|
-
},
|
|
398
|
-
"coverage_policy": {
|
|
399
|
-
"policy_id": "prior-asof-strict/v1",
|
|
400
|
-
"max_asof_lag_ms": 5000,
|
|
401
|
-
"future_rows": "reject",
|
|
402
|
-
"missing_required_event": "fail"
|
|
403
|
-
},
|
|
404
|
-
"selection_sha256": "7f9a03dbf3dd3c600ffe7a28bd2b2211a69509c26c06d5e11ad926faeb82f895",
|
|
405
|
-
"vendor_semantic_digest": "eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
|
|
406
|
-
"canonical_semantic_digest": "ffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff",
|
|
407
|
-
"prefix_digest": "1111111111111111111111111111111111111111111111111111111111111111",
|
|
408
|
-
"suffix_digest": "2222222222222222222222222222222222222222222222222222222222222222",
|
|
409
|
-
"seam_verified": true,
|
|
410
|
-
"coverage_verified": true,
|
|
411
|
-
"dataset_objects": [
|
|
412
|
-
{
|
|
413
|
-
"identity": "okx/spot/orderbook/hour/arb-usdt/2026-08-18t09",
|
|
414
|
-
"checksum": "3333333333333333333333333333333333333333333333333333333333333333",
|
|
415
|
-
"bytes": 1000,
|
|
416
|
-
"rows": 50
|
|
417
|
-
}
|
|
418
|
-
],
|
|
419
|
-
"promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5",
|
|
420
|
-
"receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
|
|
421
|
-
},
|
|
422
|
-
"diagnostics": {
|
|
423
|
-
"promoted_rows": 50
|
|
424
|
-
}
|
|
425
|
-
},
|
|
426
|
-
"result_sha256": "ce95e09d3eda84efa28506b386798a71171ca0de1a426664ebf3a7c610bf7c21"
|
|
427
|
-
}
|
|
428
|
-
},
|
|
429
|
-
"identities": {
|
|
430
|
-
"idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95",
|
|
431
|
-
"clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
|
|
432
|
-
"initial_selection_sha256": "7f9a03dbf3dd3c600ffe7a28bd2b2211a69509c26c06d5e11ad926faeb82f895",
|
|
433
|
-
"selection_sha256": "cc4869df6d08c79d030c8407e7a55e5c534e6a96da7c1ac3f726e814c66a108e",
|
|
434
|
-
"promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5",
|
|
435
|
-
"receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663",
|
|
436
|
-
"result_sha256": "ce95e09d3eda84efa28506b386798a71171ca0de1a426664ebf3a7c610bf7c21",
|
|
437
|
-
"capability_policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf",
|
|
438
|
-
"resource_policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
|
|
439
|
-
},
|
|
440
|
-
"jcs_edge_vector": {
|
|
441
|
-
"literals": [null, true, false],
|
|
442
|
-
"numbers": [333333333.3333333, 1e30, 4.5, 0.002],
|
|
443
|
-
"string": "€$\u000f\nA'B\"\\\"/"
|
|
444
|
-
},
|
|
445
|
-
"hashes": {
|
|
446
|
-
"jcs_edge_vector_sha256": "f5785b468bc849d9db1fa473d3b15863460850a1723b38e5fd4468399c32021f"
|
|
447
|
-
}
|
|
448
|
-
}
|
|
@@ -1,28 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"policy_id": "market-data-vendor-backfill-capabilities/v2",
|
|
3
|
-
"provider": "cryptohftdata",
|
|
4
|
-
"adapter_policy": {
|
|
5
|
-
"policy_id": "cryptohftdata-orderbook-adapter/v1",
|
|
6
|
-
"adapter_version": "cryptohftdata-orderbook/v2"
|
|
7
|
-
},
|
|
8
|
-
"acquisition_policy": {
|
|
9
|
-
"policy_id": "cryptohftdata-hourly-acquisition/v1",
|
|
10
|
-
"object_granularity": "utc_hour",
|
|
11
|
-
"authentication": "bearer",
|
|
12
|
-
"initialization_lookback_ms": 0
|
|
13
|
-
},
|
|
14
|
-
"profiles": [
|
|
15
|
-
{
|
|
16
|
-
"exchange": "okx",
|
|
17
|
-
"market_type": "spot",
|
|
18
|
-
"feed": "ORDERBOOK",
|
|
19
|
-
"canonical_trading_pair": "ARB-USDT",
|
|
20
|
-
"provider_exchange_id": "okx_spot",
|
|
21
|
-
"resolved_symbol": "ARB-USDT",
|
|
22
|
-
"construction_modes": ["sampled_top_n_snapshot"],
|
|
23
|
-
"source_policies": ["authoritative_window", "fill_gaps"],
|
|
24
|
-
"max_depth": 400
|
|
25
|
-
}
|
|
26
|
-
],
|
|
27
|
-
"policy_sha256": "a1bce5936b00ca6f8c8d338b57eddbaf6d48e6f9c40566c4beae76630e969c5a"
|
|
28
|
-
}
|
|
@@ -1,28 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"policy_id": "market-data-vendor-backfill-capabilities/v1",
|
|
3
|
-
"provider": "cryptohftdata",
|
|
4
|
-
"adapter_policy": {
|
|
5
|
-
"policy_id": "cryptohftdata-orderbook-adapter/v1",
|
|
6
|
-
"adapter_version": "cryptohftdata-orderbook/v2"
|
|
7
|
-
},
|
|
8
|
-
"acquisition_policy": {
|
|
9
|
-
"policy_id": "cryptohftdata-hourly-acquisition/v1",
|
|
10
|
-
"object_granularity": "utc_hour",
|
|
11
|
-
"authentication": "bearer",
|
|
12
|
-
"initialization_lookback_ms": 0
|
|
13
|
-
},
|
|
14
|
-
"profiles": [
|
|
15
|
-
{
|
|
16
|
-
"exchange": "okx",
|
|
17
|
-
"market_type": "spot",
|
|
18
|
-
"feed": "ORDERBOOK",
|
|
19
|
-
"canonical_trading_pair": "ARB-USDT",
|
|
20
|
-
"provider_exchange_id": "okx_spot",
|
|
21
|
-
"resolved_symbol": "ARB-USDT",
|
|
22
|
-
"construction_modes": ["sampled_top_n_snapshot"],
|
|
23
|
-
"source_policies": ["authoritative_window"],
|
|
24
|
-
"max_depth": 400
|
|
25
|
-
}
|
|
26
|
-
],
|
|
27
|
-
"policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
|
|
28
|
-
}
|
|
@@ -1,16 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"policy_id": "market-data-vendor-backfill-resources/v1",
|
|
3
|
-
"limits": {
|
|
4
|
-
"max_files": 10000,
|
|
5
|
-
"max_bytes": 107374182400,
|
|
6
|
-
"max_rows": 1000000000,
|
|
7
|
-
"max_duration_ms": 86400000,
|
|
8
|
-
"max_boundary_lookback_ms": 604800000
|
|
9
|
-
},
|
|
10
|
-
"request_bounds": {
|
|
11
|
-
"max_depth": 500,
|
|
12
|
-
"max_window_ms": 604800000,
|
|
13
|
-
"max_required_events": 100000
|
|
14
|
-
},
|
|
15
|
-
"policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
|
|
16
|
-
}
|
|
@@ -1,31 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-schema-manifest/v1",
|
|
3
|
-
"artifacts": [
|
|
4
|
-
{
|
|
5
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-request/v1",
|
|
6
|
-
"path": "schemas/request.schema.json",
|
|
7
|
-
"schema_sha256": "94eea61421e2dbbb77a583d60aa18208debee31bb7284b0a57e844d8ff34e0ad"
|
|
8
|
-
},
|
|
9
|
-
{
|
|
10
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-result/v1",
|
|
11
|
-
"path": "schemas/result.schema.json",
|
|
12
|
-
"schema_sha256": "65b5b3cf3b876159e8bc5f28978f3fcf08e9e91653eade463a1136e7b71c41fa"
|
|
13
|
-
},
|
|
14
|
-
{
|
|
15
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
|
|
16
|
-
"path": "schemas/required-clock.schema.json",
|
|
17
|
-
"schema_sha256": "9f850ddb07aaf4cd339ce60e8c54f80313a090bed1a30c82a6db5877c9b4fbf3"
|
|
18
|
-
},
|
|
19
|
-
{
|
|
20
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
|
|
21
|
-
"path": "schemas/archive-selection.schema.json",
|
|
22
|
-
"schema_sha256": "1c76ee8579abdaa6f060a14361ed8fe1a93dcf484418b91eede9210d88f99aea"
|
|
23
|
-
},
|
|
24
|
-
{
|
|
25
|
-
"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
|
|
26
|
-
"path": "schemas/promotion-receipt.schema.json",
|
|
27
|
-
"schema_sha256": "00c42aba3e4a26d4692ef5554273ed762c21fce8c07624bc970ff0b28884b099"
|
|
28
|
-
}
|
|
29
|
-
],
|
|
30
|
-
"manifest_sha256": "48e5e91d33caafd930b45552c799a9fb0c2ccd9a676106fbab2543f231dba1b7"
|
|
31
|
-
}
|