@usherlabs/cex-broker 0.2.50 → 0.2.51

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

@@ -1,5 +1,6 @@
 import { type BackfillArchiveRow, type PromotionReceipt, type PromotionReceiptWire } from "./contracts";
 export type StablePromotionReceipt = Omit<PromotionReceipt, "receiptId" | "verificationTimeMs">;
+export declare function promotionReceiptMatchesCurrentPolicies(receipt: PromotionReceiptWire): boolean;
 export declare function promotionReceiptId(receipt: StablePromotionReceipt): string;
 type UnfinalizedPromotionReceiptWire = Omit<PromotionReceiptWire, "receipt_id" | "promotion_identity_sha256"> & Partial<Pick<PromotionReceiptWire, "receipt_id" | "promotion_identity_sha256">>;
 export declare function finalizePromotionReceipt(receipt: UnfinalizedPromotionReceiptWire): PromotionReceiptWire;

package/dist/helpers/source-tape-sandbox.d.ts

@@ -0,0 +1,82 @@
+import type { ArchiveQueryClient } from "./market-data-vendor-backfill/archive-reader";
+import type { ArchiveSelectionWire, ForwarderBatch, MarketDataVendorBackfillRequest, ProviderObjectEvidence } from "./market-data-vendor-backfill/contracts";
+import type { CandidateVerification } from "./market-data-vendor-backfill/core";
+import { SOURCE_TAPE_CONSTRUCTION_MODE, SOURCE_TAPE_SANDBOX_TARGET, type SourceTapeArchiveSinkResult } from "./source-tape";
+export declare function verifySourceTapeArchive(input: {
+    request: MarketDataVendorBackfillRequest;
+    sinkResult: SourceTapeArchiveSinkResult;
+    client: ArchiveQueryClient;
+}): Promise<CandidateVerification>;
+export type SourceTapeExportArtifact = {
+    file_name: string;
+    rows: number;
+    bytes: number;
+    sha256: string;
+    projection_schema_id: string;
+    projection_schema_sha256: string;
+};
+export type SourceTapeExportResult = {
+    promotionReceiptIds: string[];
+    levels: SourceTapeExportArtifact;
+    summary: SourceTapeExportArtifact;
+};
+export type SourceTapeSandboxEvidence = {
+    schema_id: "market-data-source-tape-sandbox-evidence/v1";
+    archive_target: typeof SOURCE_TAPE_SANDBOX_TARGET;
+    construction_mode: typeof SOURCE_TAPE_CONSTRUCTION_MODE;
+    normal_archive_path: true;
+    tape_capability: {
+        policy_id: string;
+        policy_sha256: string;
+    };
+    state_count: number;
+    promotion: {
+        receipt_id: string;
+        promotion_identity_sha256: string;
+        qualification_event_id: string;
+    };
+    selection: {
+        selection_sha256: string;
+        receipt_ids: string[];
+    };
+    export: {
+        levels: SourceTapeExportArtifact;
+        summary: SourceTapeExportArtifact;
+    };
+    projection_schema_pins: readonly {
+        schema_id: string;
+        schema_sha256: string;
+    }[];
+};
+export declare function promoteAndExportSourceTapeSandbox(input: {
+    request: MarketDataVendorBackfillRequest;
+    sinkResult: SourceTapeArchiveSinkResult;
+    verification: CandidateVerification;
+    datasetObjects: ProviderObjectEvidence[];
+    vendorSemanticDigest: string;
+    verifiedAt: string;
+    forwarder: {
+        submit(batch: ForwarderBatch): Promise<{
+            ok: boolean;
+            inserted: number;
+        }>;
+    };
+    archive: {
+        resolveSelection(request: MarketDataVendorBackfillRequest): Promise<ArchiveSelectionWire>;
+    };
+    exporter: {
+        export(request: {
+            schema_id: "https://schemas.usher.so/cex-canonical-orderbook-export-request/v1";
+            request_id: string;
+            target: {
+                environment: string;
+                cluster: string;
+            };
+            selection: ArchiveSelectionWire;
+            depth: 100;
+            construction_mode: typeof SOURCE_TAPE_CONSTRUCTION_MODE;
+            canonical_schema_version: string;
+            checksum_algorithm: "sha256-canonical-json-v1";
+        }): Promise<SourceTapeExportResult>;
+    };
+}): Promise<SourceTapeSandboxEvidence>;

package/dist/helpers/source-tape.d.ts

@@ -0,0 +1,165 @@
+import type { BackfillArchiveRow, ForwarderBatch } from "./market-data-vendor-backfill/contracts";
+import { type PolicyNeutralCryptoHftBookState, type PolicyNeutralTapeSink } from "./market-data-vendor-backfill/cryptohftdata";
+export declare const SOURCE_TAPE_CAPABILITY: Readonly<{
+    policy_id: string;
+    provider: string;
+    adapter_version: string;
+    acquisition_policy_id: string;
+    exchange: string;
+    market_type: string;
+    feed: string;
+    trading_pairs: string[];
+    construction_mode: string;
+    canonical_schema_id: string;
+    depth: number;
+    source_window_scan: string;
+    provider_object_inventory: string;
+    state_emission: string;
+    state_window: string;
+    archive_target: {
+        environment: string;
+        cluster: string;
+    };
+    archive_path: string;
+    submission_bounds: {
+        max_states_per_yield: number;
+        max_rows_per_batch: number;
+        max_bytes_per_batch: number;
+        max_in_flight: number;
+    };
+    clickhouse_image: string;
+    clickhouse_server_version: string;
+    projection_schema_ids: string[];
+    policy_sha256: string;
+}>;
+export declare const SOURCE_TAPE_CAPABILITY_ID: string;
+export declare const SOURCE_TAPE_CONSTRUCTION_MODE: "policy_neutral_top_n_state_change_tape/v1";
+export declare const SOURCE_TAPE_DEPTH: 100;
+export declare const SOURCE_TAPE_MAX_STATES_PER_YIELD: 4;
+export declare const SOURCE_TAPE_MAX_BATCH_ROWS = 1000;
+export declare const SOURCE_TAPE_MAX_BATCH_BYTES: number;
+export declare const SOURCE_TAPE_MAX_IN_FLIGHT: 1;
+export declare const SOURCE_TAPE_SANDBOX_TARGET: Readonly<{
+    environment: "sandbox";
+    cluster: "cex-archive-local";
+}>;
+export declare const SOURCE_TAPE_PROJECTION_PINS: readonly Readonly<{
+    schema_id: string;
+    schema_sha256: string;
+}>[];
+export type SourceTapeProviderObjectInventory = {
+    expected_identities: string[];
+    observed_identities: string[];
+    complete: boolean;
+};
+export declare function sourceTapeCaptureBundleId(input: {
+    idempotencyKey: string;
+    tradingPair: "ARB-USDC" | "ARB-USDT";
+    window: {
+        startTimeMs: number;
+        endTimeMs: number;
+    };
+    expectedObjectIdentities: readonly string[];
+}): string;
+/**
+ * `production` is the stable forwarder mutation-authorization class. It is not
+ * an environment assertion: source-tape qualification remains sandbox-local.
+ */
+export declare function assertSourceTapeSandboxAuthorization(input: {
+    requestAuthorizationId: string;
+    requestTarget: {
+        environment: string;
+        cluster: string;
+    };
+    preflight: {
+        authorizationId: string;
+        scope: "production";
+        environment: string;
+        cluster: string;
+        credentialValidated: boolean;
+    };
+}): void;
+export type SourceTapeArchiveSinkResult = {
+    capture_bundle_id: string;
+    state_count: number;
+    level_row_count: number;
+    summary_row_count: number;
+    forwarder_batch_count: number;
+    forwarder_batch_identity_sha256: string;
+    initializer: {
+        canonical_snapshot_id: string;
+        source_time_ms: number;
+        sequence: string;
+        semantic_stream_position: 0;
+    };
+    expected_semantic_digest: string;
+    first_state_descriptor_sha256: string;
+    last_state_descriptor_sha256: string;
+    provider_object_inventory_complete: true;
+    max_states_per_yield: typeof SOURCE_TAPE_MAX_STATES_PER_YIELD;
+    max_batch_rows: typeof SOURCE_TAPE_MAX_BATCH_ROWS;
+    max_batch_bytes: typeof SOURCE_TAPE_MAX_BATCH_BYTES;
+    max_in_flight_submissions: typeof SOURCE_TAPE_MAX_IN_FLIGHT;
+};
+export type SourceTapeSemanticStateDescriptor = {
+    state_kind: "initialization" | "change";
+    semantic_stream_position: number;
+    canonical_snapshot_id: string;
+    source_time_ms: number;
+    sequence: string;
+    canonical_rows_sha256: string;
+};
+export declare class SourceTapeSemanticDigestAccumulator {
+    private readonly hash;
+    private count;
+    constructor();
+    append(descriptor: SourceTapeSemanticStateDescriptor): void;
+    digest(): string;
+}
+export declare function sourceTapeSemanticStateDescriptor(input: {
+    stateKind: "initialization" | "change";
+    semanticStreamPosition: number;
+    rows: readonly BackfillArchiveRow[];
+}): SourceTapeSemanticStateDescriptor;
+export type SourceTapeArchiveSink = PolicyNeutralTapeSink & {
+    result(): SourceTapeArchiveSinkResult;
+};
+/**
+ * Streams canonical tape rows to the existing archive-forwarder admission
+ * tables. Promotion, selection and exporter-v2 finalization remain later
+ * gates; this sink never creates a receipt or a success manifest by itself.
+ */
+export declare function createSourceTapeArchiveSink(input: {
+    captureBundleId: string;
+    tradingPair: "ARB-USDC" | "ARB-USDT";
+    window: {
+        startTimeMs: number;
+        endTimeMs: number;
+    };
+    forwarder: {
+        submit(batch: ForwarderBatch): Promise<{
+            ok: boolean;
+            inserted: number;
+        }>;
+    };
+}): SourceTapeArchiveSink;
+export declare function providerObjectInventoryIsComplete(inventory: SourceTapeProviderObjectInventory): boolean;
+export declare function evaluateSourceTapeEligibility(input: {
+    source_enumeration_eligible: boolean;
+    provider_object_inventory: SourceTapeProviderObjectInventory;
+    tape_complete: boolean;
+    capability_id: string;
+    capability_sha256: string;
+    construction_mode: string;
+    projection_schema_pins: readonly {
+        schema_id: string;
+        schema_sha256: string;
+    }[];
+    artifact_sha256s: readonly string[];
+    tape_manifest_sha256: string;
+}): boolean;
+export declare function normalizeSourceTapeStates(input: {
+    tape: readonly PolicyNeutralCryptoHftBookState[];
+    capture_bundle_id: string;
+    trading_pair: "ARB-USDC" | "ARB-USDT";
+}): BackfillArchiveRow[];

package/dist/index.js

@@ -294125,7 +294125,7 @@ function commonEvidenceFields(context2, rawCapture, input) {
     source_time_ms: input.eventTimeMs,
     received_time_ms: input.receivedTimeMs,
     snapshot_id: input.snapshotId,
-    construction_mode: "sampled_top_n_snapshot",
+    construction_mode: input.constructionMode,
     gap_policy: "record_gap",
     depth_limit: input.depthLimit,
     sequence: input.sequence,
@@ -294179,7 +294179,8 @@ function buildCanonicalOrderBookRows(input) {
     sequence,
     depthLimit: input.depthLimit,
     eventTimeMs,
-    receivedTimeMs
+    receivedTimeMs,
+    constructionMode: input.constructionMode ?? "sampled_top_n_snapshot"
   });
   const levels = [
     ["bid", bids],
@@ -313344,4 +313345,4 @@ export {
   CEXBroker as default
 };
 
-//# debugId=B0B080620F355A6764756E2164756E21
+//# debugId=298884FD1F08284464756E2164756E21