@usherlabs/cex-broker 0.2.49 → 0.2.51

package/dist/helpers/canonical-orderbook-export/parquet-projection.d.ts

@@ -0,0 +1,19 @@
+type ProjectionColumn = {
+    name: string;
+    physical_type: string;
+    logical_type: string | null;
+    nullable: boolean;
+};
+type ProjectionDocument = {
+    $id: string;
+    canonical_schema_id: string;
+    file_name: string;
+    parquet_metadata: {
+        key_value_metadata: unknown[];
+    };
+    columns: ProjectionColumn[];
+};
+export declare function assertParquetProjection(bytes: Uint8Array, projection: ProjectionDocument): void;
+export declare function assertLevelsParquetProjection(bytes: Uint8Array): void;
+export declare function assertDepthSummaryParquetProjection(bytes: Uint8Array): void;
+export {};

package/dist/helpers/market-data-archive/canonical-orderbook.d.ts

@@ -16,5 +16,5 @@ export declare function buildCanonicalOrderBookRows(input: {
     rawCapture: RawCapture;
     depthLimit: number;
     measurementBandsBps?: readonly number[];
-    constructionMode?: OrderBookConstructionMode;
+    constructionMode?: OrderBookConstructionMode | "policy_neutral_top_n_state_change_tape/v1";
 }): CanonicalOrderBookRows;

package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts

@@ -1,16 +1,128 @@
 export declare const PREPARATION_CONFORMANCE_FIXTURES: Readonly<{
-    fixture_id: "cex-market-data-preparation-conformance/v2";
-    legacy_fixture_id: "market-data-vendor-backfill-conformance/v1";
+    fixture_id: "cex-market-data-preparation-conformance/v3";
     documents: Readonly<{
         backfill_result: import("./contracts").BackfillJobResultV2Wire;
         canonical_orderbook_export_request: import("./contracts").CanonicalOrderBookExportRequestWire;
         canonical_orderbook_export_result: import("./contracts").CanonicalOrderBookExportResultWire;
         preparation_product_pin: import("./contracts").PreparationProductPinWire;
+        library_operations: Readonly<{
+            required_clock_qualification: Readonly<{
+                operation_id: "market-data-required-clock-qualification/v1";
+                attempt_id: "arb-usdt-required-clock-conformance";
+                request: {
+                    idempotency_key: string;
+                    schema_id: string;
+                    request_id: string;
+                    attempt_id: string;
+                    scope: {
+                        exchange: string;
+                        trading_pair: string;
+                        market_type: "spot";
+                        feed: "ORDERBOOK";
+                    };
+                    window: {
+                        start_at: string;
+                        end_at: string;
+                    };
+                    depth: number;
+                    construction_mode: "sampled_top_n_snapshot";
+                    source_policy: "authoritative_window";
+                    target: {
+                        environment: string;
+                        cluster: string;
+                    };
+                    coverage_policy: {
+                        policy_id: "prior-asof-strict/v1";
+                        max_asof_lag_ms: number;
+                        future_rows: "reject";
+                        missing_required_event: "fail";
+                    };
+                    required_clock: {
+                        schema_id: string;
+                        clock_id: string;
+                        file_name: string;
+                        clock_sha256: string;
+                        event_count: number;
+                    };
+                    initial_selection: import("../market-data-vendor-backfill/contracts").ArchiveSelectionWire;
+                    expected_canonical_schema: {
+                        schema_id: string;
+                        schema_sha256: string;
+                    };
+                    product_pins: {
+                        capability_policy: {
+                            policy_id: "market-data-vendor-backfill-capabilities/v3";
+                            policy_sha256: string;
+                        };
+                        resource_policy: {
+                            policy_id: "market-data-vendor-backfill-resources/v2";
+                            policy_sha256: string;
+                        };
+                    };
+                    production_authorization_id: string;
+                };
+                required_clock: import("../market-data-vendor-backfill/contracts").RequiredClockWire;
+                artifacts: Readonly<{
+                    ledger_file_name: "required-clock-ledger.json";
+                    qualification_record_file_name: "required-clock-qualification.json";
+                }>;
+            }>;
+            source_tape: Readonly<{
+                operation_id: "market-data-source-tape/v1";
+                attempt_id: "arb-usdt-source-tape-conformance";
+                request_id: string;
+                scope: {
+                    exchange: string;
+                    trading_pair: string;
+                    market_type: "spot";
+                    feed: "ORDERBOOK";
+                };
+                window: {
+                    start_at: string;
+                    end_at: string;
+                };
+                depth: 100;
+                target: Readonly<{
+                    environment: "sandbox";
+                    cluster: "cex-archive-local";
+                }>;
+                production_authorization_id: string;
+                expected_canonical_schema: {
+                    schema_id: string;
+                    schema_sha256: string;
+                };
+                product_pins: Readonly<{
+                    source_tape_capability: Readonly<{
+                        policy_id: string;
+                        policy_sha256: string;
+                    }>;
+                    resource_policy: Readonly<{
+                        policy_id: "market-data-vendor-backfill-resources/v2";
+                        policy_sha256: string;
+                    }>;
+                    adapter_policy: Readonly<{
+                        policy_id: "cryptohftdata-orderbook-adapter/v1";
+                        policy_sha256: string;
+                    }>;
+                    acquisition_policy: Readonly<{
+                        policy_id: "cryptohftdata-hourly-acquisition/v2";
+                        policy_sha256: string;
+                    }>;
+                }>;
+                artifacts: Readonly<{
+                    ledger_file_name: "source-tape-ledger.json";
+                    qualification_record_file_name: "source-tape-qualification.json";
+                    exporter_result_file_name: "source-tape-export-result.json";
+                }>;
+            }>;
+        }>;
     }>;
     identities: Readonly<{
         manifest_sha256: string;
         backfill_result_sha256: string;
         selection_sha256: string;
         export_result_sha256: string;
+        product_pin_sha256: string;
+        library_operations_sha256: string;
     }>;
 }>;