@usherlabs/cex-broker 0.2.50 → 0.2.51

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Files changed (55) hide show
  1. package/dist/commands/cex-canonical-orderbook-export.js +7750 -920
  2. package/dist/commands/cex-canonical-orderbook-export.js.map +41 -10
  3. package/dist/commands/cli.js +3 -2
  4. package/dist/commands/market-data-vendor-backfill.js +8297 -6460
  5. package/dist/commands/market-data-vendor-backfill.js.map +16 -15
  6. package/dist/helpers/canonical-orderbook-export/parquet-projection.d.ts +19 -0
  7. package/dist/helpers/market-data-archive/canonical-orderbook.d.ts +1 -1
  8. package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts +114 -2
  9. package/dist/helpers/market-data-preparation/contracts.d.ts +1298 -18
  10. package/dist/helpers/market-data-preparation/required-clock-qualification.d.ts +43 -0
  11. package/dist/helpers/market-data-preparation/source-tape-dependencies.d.ts +19 -0
  12. package/dist/helpers/market-data-preparation/source-tape-operation.d.ts +109 -0
  13. package/dist/helpers/market-data-source-forensics.d.ts +400 -0
  14. package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts +3 -5
  15. package/dist/helpers/market-data-vendor-backfill/contracts.d.ts +21 -56
  16. package/dist/helpers/market-data-vendor-backfill/core.d.ts +1 -0
  17. package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +44 -5
  18. package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +33 -1112
  19. package/dist/helpers/market-data-vendor-backfill/promotion.d.ts +1 -0
  20. package/dist/helpers/source-tape-sandbox.d.ts +82 -0
  21. package/dist/helpers/source-tape.d.ts +165 -0
  22. package/dist/index.js +4 -3
  23. package/dist/index.js.map +3 -3
  24. package/dist/market-data-preparation/fixtures/{conformance-v2.json → conformance-v3.json} +253 -56
  25. package/dist/market-data-preparation/policies/capability-policy.json +4 -4
  26. package/dist/market-data-preparation/policies/source-tape-capability-v1.json +35 -0
  27. package/dist/market-data-preparation/schema-manifest.json +30 -10
  28. package/dist/market-data-preparation/schemas/canonical-orderbook-export-request-v1.schema.json +5 -1
  29. package/dist/market-data-preparation/schemas/{canonical-orderbook-export-result-v1.schema.json → canonical-orderbook-export-result-v2.schema.json} +20 -6
  30. package/dist/market-data-preparation/schemas/order-book-depth-summary-parquet-projection-v1.schema.json +256 -0
  31. package/dist/market-data-preparation/schemas/order-book-levels-parquet-projection-v1.schema.json +220 -0
  32. package/dist/market-data-preparation/schemas/{preparation-product-pin-v1.schema.json → preparation-product-pin-v2.schema.json} +59 -9
  33. package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json +5 -1
  34. package/dist/market-data-preparation/schemas/source-forensics-ledger-v1.schema.json +463 -0
  35. package/dist/market-data-preparation/schemas/source-qualification-record-v1.schema.json +394 -0
  36. package/dist/market-data-preparation.d.ts +7 -0
  37. package/dist/market-data-preparation.js +35448 -25240
  38. package/dist/market-data-preparation.js.map +118 -78
  39. package/dist/market-data-vendor-backfill.d.ts +7 -4
  40. package/dist/market-data-vendor-backfill.js +19338 -15503
  41. package/dist/market-data-vendor-backfill.js.map +65 -60
  42. package/package.json +1 -5
  43. package/dist/market-data-preparation/policies/capability-policy-v1.json +0 -28
  44. package/dist/market-data-preparation/policies/resource-policy-v1.json +0 -16
  45. package/dist/market-data-vendor-backfill/fixtures/conformance-v1.json +0 -448
  46. package/dist/market-data-vendor-backfill/policies/capability-policy-v2.json +0 -39
  47. package/dist/market-data-vendor-backfill/policies/capability-policy.json +0 -28
  48. package/dist/market-data-vendor-backfill/policies/resource-policy-v2.json +0 -16
  49. package/dist/market-data-vendor-backfill/policies/resource-policy.json +0 -16
  50. package/dist/market-data-vendor-backfill/schema-manifest.json +0 -31
  51. package/dist/market-data-vendor-backfill/schemas/archive-selection.schema.json +0 -224
  52. package/dist/market-data-vendor-backfill/schemas/promotion-receipt.schema.json +0 -171
  53. package/dist/market-data-vendor-backfill/schemas/request.schema.json +0 -166
  54. package/dist/market-data-vendor-backfill/schemas/required-clock.schema.json +0 -47
  55. package/dist/market-data-vendor-backfill/schemas/result.schema.json +0 -198
package/dist/commands/cli.js CHANGED
@@ -318611,7 +318611,7 @@ function commonEvidenceFields(context2, rawCapture, input) {
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  source_time_ms: input.eventTimeMs,
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  received_time_ms: input.receivedTimeMs,
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  snapshot_id: input.snapshotId,
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- construction_mode: "sampled_top_n_snapshot",
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+ construction_mode: input.constructionMode,
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  gap_policy: "record_gap",
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  depth_limit: input.depthLimit,
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  sequence: input.sequence,
@@ -318665,7 +318665,8 @@ function buildCanonicalOrderBookRows(input) {
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  sequence,
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  depthLimit: input.depthLimit,
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  eventTimeMs,
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- receivedTimeMs
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+ receivedTimeMs,
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+ constructionMode: input.constructionMode ?? "sampled_top_n_snapshot"
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  });
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  const levels = [
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  ["bid", bids],