@usherlabs/cex-broker 0.2.52 → 0.3.0

package/dist/helpers/broker-execution-archive/writer.d.ts

@@ -1,105 +0,0 @@
-import type { OtelLogs, OtelMetrics } from "../otel";
-import { type BrokerArchiveRow, type BrokerArchiveSource, type BrokerArchiveTable } from "./types";
-export declare function isBrokerExecutionArchiveTable(table: BrokerArchiveTable): boolean;
-export type BrokerExecutionArchiverOptions = {
-    source?: BrokerArchiveSource;
-    deploymentId?: string;
-    otelLogs?: OtelLogs;
-    otelMetrics?: OtelMetrics;
-    forwarderUrl: string;
-    deadLetterPath: string;
-    maxQueueSize?: number;
-    batchSize?: number;
-    flushIntervalMs?: number;
-    forwarderTimeoutMs?: number;
-};
-export declare class BrokerExecutionArchiveDurabilityError extends Error {
-    constructor(message: string, options?: ErrorOptions);
-}
-export declare function rethrowArchiveDurabilityError(error: unknown): void;
-type ArchiverStats = {
-    enqueued: number;
-    shed: number;
-    flushed: number;
-    forwarderFailures: number;
-};
-export type BrokerExecutionArchiveHealthSnapshot = {
-    healthy: boolean;
-    queue_depth: number;
-    oldest_pending_age_ms: number;
-    shed_total: number;
-    last_failure_at: number | null;
-    last_shed_at: number | null;
-    last_success_at: number | null;
-    sink_latency_ms: number | null;
-    sink_errors_total: number;
-    in_flight: boolean;
-    in_flight_age_ms: number;
-};
-export declare function isArchiveOtelLogsEnabled(): boolean;
-export declare function resolveArchiveForwarderUrlFromEnv(): string | undefined;
-export declare function resolveArchiveSourceFromEnv(value?: string | undefined): BrokerArchiveSource;
-export declare class BrokerExecutionArchiver {
-    private readonly source;
-    private readonly deploymentId;
-    private readonly otelLogs?;
-    private readonly otelMetrics?;
-    private readonly forwarderUrl?;
-    private readonly deadLetterPath?;
-    private deadLetterFd?;
-    private readonly maxQueueSize;
-    private readonly batchSize;
-    private readonly flushIntervalMs;
-    private readonly forwarderTimeoutMs;
-    private readonly queue;
-    private readonly enqueueTimes;
-    private readonly stats;
-    private pendingRetry;
-    private flushTimer;
-    private flushInFlight;
-    private inFlightBatch;
-    private inFlightStartedAtMs;
-    private lastFailureAtMs;
-    private lastShedAtMs;
-    private lastSuccessAtMs;
-    private lastFailureEventSequence;
-    private lastShedEventSequence;
-    private lastSuccessEventSequence;
-    private lastSinkLatencyMs;
-    private healthEventSequence;
-    private lastShedWarnAtMs;
-    private closing;
-    private closed;
-    private readonly enabled;
-    private readonly forwarderAuthToken?;
-    private constructor();
-    static disabled(): BrokerExecutionArchiver;
-    static create(options: BrokerExecutionArchiverOptions): BrokerExecutionArchiver;
-    getDeploymentId(): string;
-    getSource(): BrokerArchiveSource;
-    isEnabled(): boolean;
-    canPersistMarketMetadataSnapshot(): boolean;
-    canPersistAccountBalanceSnapshots(): boolean;
-    enqueue(row: BrokerArchiveRow): void;
-    enqueueInBackground(row: BrokerArchiveRow): void;
-    flush(): Promise<void>;
-    close(): Promise<void>;
-    getStats(): Readonly<ArchiverStats>;
-    getQueueDepth(): number;
-    getHealthSnapshot(): Readonly<BrokerExecutionArchiveHealthSnapshot>;
-    private oldestPendingEnqueueAtMs;
-    private recordHealthEvent;
-    private emitArchiveHealthMetrics;
-    private closeLossJournal;
-    private appendLossRecords;
-    private flushBatch;
-    private clearInFlightBatch;
-    private recordFlushHealth;
-    private recordArchiveMetric;
-    private recordArchiveGauge;
-    private recordArchiveObservableGauge;
-    private emitOtelLog;
-    private postToForwarder;
-}
-export declare function createBrokerExecutionArchiverFromEnv(otelLogs?: OtelLogs, otelMetrics?: OtelMetrics): BrokerExecutionArchiver;
-export {};

package/dist/helpers/broker.d.ts

@@ -1,38 +0,0 @@
-import type { Metadata } from "@grpc/grpc-js";
-import type { Exchange } from "@usherlabs/ccxt";
-import type { BrokerAccountRole, BrokerCredentials } from "../types";
-export type BrokerAccount = {
-    exchange: Exchange;
-    label: "primary" | `secondary:${number}`;
-    index?: number;
-    role?: BrokerAccountRole;
-    email?: string;
-    subAccountId?: string;
-    uid?: string;
-};
-export type BrokerPoolEntry = {
-    primary: BrokerAccount;
-    secondaryBrokers: BrokerAccount[];
-};
-export declare class BrokerAccountPreconditionError extends Error {
-    constructor(message: string);
-}
-export declare function requireDestinationEmail(dest: BrokerAccount, transferType: "sub-to-sub" | "primary-to-sub"): string;
-export declare function applyCommonExchangeConfig(exchange: Exchange): void;
-export declare function createBroker(cex: string, credsOrMetadata: {
-    apiKey: string;
-    apiSecret: string;
-} | Metadata): Exchange | null;
-export declare function createPublicBroker(cex: string): Exchange | null;
-type EnvConfigMap = Record<string, Partial<BrokerCredentials> & {
-    _secondaryMap?: Record<number, Partial<BrokerCredentials>>;
-}>;
-type ValidatedCredentialsMap = Record<string, BrokerCredentials & {
-    secondaryKeys: BrokerCredentials[];
-}>;
-export declare function createBrokerPool(cfg: EnvConfigMap | ValidatedCredentialsMap): Record<string, BrokerPoolEntry>;
-export declare function selectBroker(brokers: BrokerPoolEntry | undefined, metadata: Metadata): Exchange | null;
-export declare function getCurrentBrokerSelector(metadata: Metadata): string;
-export declare function resolveBrokerAccount(brokers: BrokerPoolEntry | undefined, selector: string): BrokerAccount | null;
-export declare function selectBrokerAccount(brokers: BrokerPoolEntry | undefined, metadata: Metadata): BrokerAccount | null;
-export {};

package/dist/helpers/canonical-orderbook-export/exact-selection.d.ts

@@ -1,21 +0,0 @@
-import { type CanonicalOrderBookExportQuerySegment, type CanonicalOrderBookExportRequestWire } from "../market-data-preparation/contracts";
-import { type Sha256Hex } from "../market-data-vendor-backfill/contracts";
-export type ExactOrderBookQueryValue = string | number | readonly string[];
-export type CompiledExactOrderBookExport = {
-    request: CanonicalOrderBookExportRequestWire;
-    segments: CanonicalOrderBookExportQuerySegment[];
-    querySha256: Sha256Hex;
-    parameters: Readonly<Record<string, ExactOrderBookQueryValue>>;
-    predicateSql: string;
-    physicalPredicateSql: string;
-    levelsSql: string;
-    summarySql: string;
-    conflictsSql: string;
-    rowCountsSql: string;
-    promotionReceiptsSql: string;
-};
-export declare class ExactOrderBookExportError extends Error {
-    readonly reason: string;
-    constructor(reason: string);
-}
-export declare function compileExactOrderBookExport(requestInput: CanonicalOrderBookExportRequestWire): CompiledExactOrderBookExport;

package/dist/helpers/canonical-orderbook-export/exporter.d.ts

@@ -1,26 +0,0 @@
-import type { CanonicalOrderBookExportArtifact, CanonicalOrderBookExportRequestWire } from "../market-data-preparation/contracts";
-import { type CompiledExactOrderBookExport, type ExactOrderBookQueryValue } from "./exact-selection";
-export type ExactOrderBookExportFormat = "JSONEachRow" | "Parquet";
-export type ExactOrderBookExportQueryClient = {
-    execute(sql: string, parameters: Readonly<Record<string, ExactOrderBookQueryValue>>, format: ExactOrderBookExportFormat): Promise<Uint8Array>;
-};
-export type ExactCanonicalOrderBookExport = {
-    compiled: CompiledExactOrderBookExport;
-    promotionReceiptIds: string[];
-    levelsPath: string;
-    summaryPath: string;
-    levels: CanonicalOrderBookExportArtifact;
-    summary: CanonicalOrderBookExportArtifact;
-};
-export type ClickHouseExactExportClientOptions = {
-    url: string;
-    username?: string;
-    password?: string;
-    fetch?: typeof globalThis.fetch;
-};
-export declare function createClickHouseExactOrderBookExportClient(options: ClickHouseExactExportClientOptions): ExactOrderBookExportQueryClient;
-export declare function exportExactCanonicalOrderBook(input: {
-    request: CanonicalOrderBookExportRequestWire;
-    client: ExactOrderBookExportQueryClient;
-    outputDirectory: string;
-}): Promise<ExactCanonicalOrderBookExport>;

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

@@ -1,19 +0,0 @@
-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/constants.d.ts

@@ -1,36 +0,0 @@
-export declare const CCXT_METHODS_WITH_VERITY: string[];
-export declare const Action: {
-    readonly NoAction: 0;
-    readonly Deposit: 1;
-    readonly Withdraw: 2;
-    readonly CreateOrder: 3;
-    readonly GetOrderDetails: 4;
-    readonly CancelOrder: 5;
-    readonly FetchBalances: 6;
-    readonly FetchDepositAddresses: 7;
-    readonly FetchTicker: 8;
-    readonly FetchCurrency: 9;
-    readonly Call: 10;
-    readonly FetchAccountId: 11;
-    readonly FetchFees: 12;
-    readonly InternalTransfer: 13;
-    readonly GetPerpConfigState: 14;
-    readonly SetPerpConfigState: 15;
-};
-export declare const SubscriptionType: {
-    readonly NO_ACTION: 0;
-    readonly ORDERBOOK: 1;
-    readonly TRADES: 2;
-    readonly TICKER: 3;
-    readonly OHLCV: 4;
-    readonly BALANCE: 5;
-    readonly ORDERS: 6;
-};
-export type Action = (typeof Action)[keyof typeof Action];
-export type ActionName = keyof typeof Action;
-export type SubscriptionType = (typeof SubscriptionType)[keyof typeof SubscriptionType];
-export type SubscriptionTypeName = keyof typeof SubscriptionType;
-export declare function getActionName(action: unknown): string;
-export declare function getSubscriptionTypeName(subscriptionType: unknown): string;
-export declare function resolveAction(action: Action | ActionName | undefined): Action | undefined;
-export declare function resolveSubscriptionType(type: SubscriptionType | SubscriptionTypeName | undefined): SubscriptionType;

package/dist/helpers/deposit-archive-poller.d.ts

@@ -1,66 +0,0 @@
-import type { BrokerPoolEntry } from "./broker";
-import { type BrokerExecutionArchiver } from "./broker-execution-archive";
-import type { OtelMetrics } from "./otel";
-export type DepositArchivePollerConfig = {
-    pollIntervalMs: number;
-    fetchTimeoutMs: number;
-    lookbackMs: number;
-    depositsLimit: number;
-};
-type BinanceUnlockProgressState = "pending" | "credited_not_withdrawable" | "ok" | "failed" | "unknown";
-type BinanceUnlockProgressQuality = "valid" | "unknown" | "contradictory";
-declare const BINANCE_UNLOCK_PROGRESS_SOURCE: {
-    readonly venue: "binance";
-    readonly endpoint: "GET /sapi/v1/capital/deposit/hisrec";
-    readonly fields: {
-        readonly status: "info.status";
-        readonly confirmTimes: "info.confirmTimes";
-        readonly unlockConfirm: "info.unlockConfirm";
-        readonly completeTime: "info.completeTime";
-    };
-};
-export type BinanceUnlockProgress = {
-    version: 1;
-    state: BinanceUnlockProgressState;
-    progress_state: BinanceUnlockProgressQuality;
-    reason: string | null;
-    native_status: number | null;
-    current: number | null;
-    credit_required: number | null;
-    unlock_required: number | null;
-    complete_time: number | null;
-    observed_at: string;
-    source: typeof BINANCE_UNLOCK_PROGRESS_SOURCE;
-};
-/**
- * Extracts Binance's native deposit confirmation fields without trusting
- * ccxt's normalized status. `confirmTimes` is normally the venue string
- * `"current/credit_required"`; the object form is accepted only for callers
- * that already decoded that exact field.
- */
-export declare function parseBinanceUnlockProgress(record: Record<string, unknown>): BinanceUnlockProgress;
-/**
- * Advances the inclusive since-watermark only across a fully observed,
- * terminal prefix of deposit history.
- */
-export declare function nextDepositCursor(deposits: unknown[], currentSince: number, depositsLimit: number, exchangeId?: string): number;
-/**
- * Broker-internal periodic capture of venue deposit history. It polls every
- * configured account sequentially, using ccxt's unfiltered deposit-history
- * surface so newly funded currencies do not depend on balance or market
- * discovery.
- */
-export declare class DepositArchivePoller {
-    #private;
-    private readonly params;
-    constructor(params: {
-        brokers: Record<string, BrokerPoolEntry>;
-        archiver: BrokerExecutionArchiver;
-        metrics?: OtelMetrics;
-        config?: Partial<DepositArchivePollerConfig>;
-    });
-    start(): void;
-    stop(): Promise<void>;
-    pollAllOnce(): Promise<boolean>;
-}
-export {};

package/dist/helpers/deposit.d.ts

@@ -1,5 +0,0 @@
-export declare function depositField(deposit: Record<string, unknown>, fields: string[]): {} | undefined;
-export declare function normalizeDepositStatus(status: unknown): "unsupported" | "not_found" | "pending" | "credited" | "failed" | "timed_out";
-export declare function depositMatchesTransaction(deposit: Record<string, unknown>, transactionHash: string): boolean;
-export declare function stringAmountEquals(left: unknown, right: unknown): boolean;
-export declare function normalizeAddress(value: unknown): string | undefined;

package/dist/helpers/exchange-credentials.d.ts

@@ -1,10 +0,0 @@
-import type { Exchange } from "@usherlabs/ccxt";
-export type BrokerKeyPair = {
-    apiKey: string;
-    apiSecret: string;
-};
-type RequiredCredentials = Exchange["requiredCredentials"];
-export declare function getExchangeRequiredCredentials(cex: string): RequiredCredentials | null;
-export declare function isWalletBasedExchange(cex: string): boolean;
-export declare function buildCcxtConfig(cex: string, creds: BrokerKeyPair): Record<string, string> | null;
-export {};

package/dist/helpers/fill-archive-poller.d.ts

@@ -1,42 +0,0 @@
-import type { BrokerPoolEntry } from "./broker";
-import { type BrokerExecutionArchiver } from "./broker-execution-archive";
-import type { OrderActivityTracker } from "./order-activity-tracker";
-import type { OtelMetrics } from "./otel";
-export type FillArchivePollerConfig = {
-    pollIntervalMs: number;
-    lookbackMs: number;
-    tradesLimit: number;
-};
-/**
- * Advances a since-cursor past the newest trade in a batch. The next poll asks for
- * trades strictly after the last one seen (+1ms) so the same trade is not refetched
- * every tick, while still tolerating out-of-order timestamps within a batch.
- */
-export declare function nextFillCursor(trades: unknown[], currentSince: number): number;
-/**
- * Broker-internal periodic capture of per-fill facts. For each (account, symbol)
- * that saw recent order activity it calls the venue trade-history endpoint
- * (fetchMyTrades) with a since-cursor and archives each trade to
- * broker_execution.fill_events. Started at bootstrap only when archiving is
- * enabled; symbols are staggered by sequential awaits so one tick never bursts the
- * venue rate limit. Mirrors the TravelRuleDepositReconciler lifecycle.
- */
-export declare class FillArchivePoller {
-    #private;
-    private readonly params;
-    constructor(params: {
-        brokers: Record<string, BrokerPoolEntry>;
-        archiver: BrokerExecutionArchiver;
-        tracker: OrderActivityTracker;
-        metrics?: OtelMetrics;
-        config?: Partial<FillArchivePollerConfig>;
-    });
-    start(): void;
-    stop(): void;
-    /**
-     * Runs one poll pass over every tracked (account, symbol), sequentially so the
-     * per-symbol awaits stagger venue calls. Exposed for tests (the timer loop calls
-     * it every tick).
-     */
-    pollTrackedOnce(): Promise<void>;
-}

package/dist/helpers/grpc/broker.d.ts

@@ -1,5 +0,0 @@
-import type { Metadata } from "@grpc/grpc-js";
-import type { Exchange } from "@usherlabs/ccxt";
-import { type BrokerAccount, type BrokerPoolEntry } from "../broker";
-export declare function resolveActionBroker(normalizedCex: string, brokers: Record<string, BrokerPoolEntry>, metadata: Metadata, selectedBrokerAccount?: BrokerAccount): Exchange | null;
-export declare function selectBrokerAccountForCex(normalizedCex: string, brokers: Record<string, BrokerPoolEntry>, metadata: Metadata): BrokerAccount | undefined;

package/dist/helpers/grpc/callbacks.d.ts

@@ -1,9 +0,0 @@
-import * as grpc from "@grpc/grpc-js";
-import type { z } from "zod";
-import { type ParsePayloadResult } from "./payload";
-export declare function invalidArgumentError(message: string): grpc.ServiceError;
-export declare function rejectInvalidPayload<T>(parsed: ParsePayloadResult<T>, callback: (error: grpc.ServiceError | null, value: null) => void): parsed is {
-    success: true;
-    data: T;
-};
-export declare function parseActionPayload<T>(schema: z.ZodType<T>, rawPayload: Record<string, string> | undefined, callback: (error: grpc.ServiceError | null, value: null) => void): T | null;

package/dist/helpers/grpc/payload.d.ts

@@ -1,9 +0,0 @@
-import type { z } from "zod";
-export type ParsePayloadResult<T> = {
-    success: true;
-    data: T;
-} | {
-    success: false;
-    message: string;
-};
-export declare function parsePayload<T>(schema: z.ZodType<T>, rawPayload: Record<string, string> | undefined): ParsePayloadResult<T>;

package/dist/helpers/grpc/status.d.ts

@@ -1,8 +0,0 @@
-import * as grpc from "@grpc/grpc-js";
-export declare function stableGrpcErrorCode(message: string): grpc.status | undefined;
-/** Maps CCXT typed errors to appropriate gRPC status codes. Returns undefined for unrecognized errors. */
-export declare function mapCcxtErrorToGrpcStatus(error: unknown): grpc.status | undefined;
-export declare function resolveGrpcError(error: unknown, message?: string): {
-    code: grpc.status;
-    message: string;
-};

package/dist/helpers/index.d.ts

@@ -1,44 +0,0 @@
-import type { Exchange } from "@usherlabs/ccxt";
-import type { PolicyConfig } from "../types";
-import { type BrokerAccount } from "./broker";
-export { authenticateRequest } from "./auth";
-export { applyCommonExchangeConfig, type BrokerAccount, BrokerAccountPreconditionError, type BrokerPoolEntry, createBroker, createBrokerPool, createPublicBroker, getCurrentBrokerSelector, resolveBrokerAccount, selectBroker, selectBrokerAccount, } from "./broker";
-export { australiaDepositQuestionnaireSchema, australiaQuestionnaireSchema, getEnabledTravelRuleDepositConfig, registerBinanceTravelRuleDepositEndpoints, registerBinanceTravelRuleWithdrawEndpoint, resolveDepositOriginatorQuestionnaire, resolveTravelRuleDecision, type TravelRuleDecision, withdrawViaLocalEntity, } from "./travel-rule";
-export { loadTravelRuleDepositReconcilerConfigFromEnv, resolveOnChainSender, TravelRuleDepositReconciler, } from "./travel-rule-deposit-reconciler";
-export { buildHttpClientOverrideFromMetadata, createVerityHttpClientOverride, verityHttpClientOverridePredicate, } from "./verity";
-/**
- * Loads and validates policy configuration
- */
-export declare function loadPolicy(policyPath: string): PolicyConfig;
-export declare function normalizePolicyConfig(policy: PolicyConfig): PolicyConfig;
-export declare function normalizeBrokerNetworkId(network: string): string;
-export declare function validateWithdraw(policy: PolicyConfig, exchange: string, network: string, recipientAddress: string, _amount: number, ticker: string): {
-    valid: boolean;
-    error?: string;
-};
-/**
- * Routes an internal transfer to the correct Binance SAPI endpoint
- * based on source and destination account types.
- */
-export declare function transferBinanceInternal(source: BrokerAccount, dest: BrokerAccount, code: string, amount: number): Promise<unknown>;
-/**
- * Validates order request against policy rules
- */
-export declare function validateOrder(policy: PolicyConfig, fromToken: string, toToken: string, amount: number, broker: string): {
-    valid: boolean;
-    error?: string;
-};
-type OrderExecutionResolution = {
-    valid: boolean;
-    error?: string;
-    symbol?: string;
-    side?: "buy" | "sell";
-    amountBase?: number;
-    limitsApplied?: boolean;
-    matchedPatterns?: string[];
-};
-export declare function resolveOrderExecution(policy: PolicyConfig, broker: Exchange, cex: string, fromToken: string, toToken: string, amount: number, price: number, marketTypeInput?: unknown): Promise<OrderExecutionResolution>;
-export declare function validateDeposit(policy: PolicyConfig, exchange: string, network: string, ticker: string): {
-    valid: boolean;
-    error?: string;
-};

package/dist/helpers/logger.d.ts

@@ -1,13 +0,0 @@
-import { LogLayer } from "loglayer";
-export declare function attachOtelLogTransport(): void;
-export declare function detachOtelLogTransport(): void;
-declare const log: {
-    trace: (...args: unknown[]) => void;
-    debug: (...args: unknown[]) => void;
-    info: (...args: unknown[]) => void;
-    warn: (...args: unknown[]) => void;
-    error: (...args: unknown[]) => void;
-    fatal: (...args: unknown[]) => void;
-    withMetadata: LogLayer["withMetadata"];
-};
-export { log };

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

@@ -1,20 +0,0 @@
-import type { BrokerArchiveRow } from "../broker-execution-archive/types";
-import type { NormalizedOrderBookSnapshot, OrderBookConstructionMode } from "../order-book";
-import type { MarketCaptureContext, RawCapture } from "./types";
-export declare class OrderBookValidationError extends Error {
-    readonly reason: string;
-    constructor(reason: string);
-}
-export type CanonicalOrderBookRows = {
-    snapshotId: string;
-    levels: BrokerArchiveRow[];
-    summary: BrokerArchiveRow;
-};
-export declare function buildCanonicalOrderBookRows(input: {
-    context: MarketCaptureContext;
-    snapshot: NormalizedOrderBookSnapshot;
-    rawCapture: RawCapture;
-    depthLimit: number;
-    measurementBandsBps?: readonly number[];
-    constructionMode?: OrderBookConstructionMode | "policy_neutral_top_n_state_change_tape/v1";
-}): CanonicalOrderBookRows;

package/dist/helpers/market-data-archive/capture-context.d.ts

@@ -1,53 +0,0 @@
-import type { BrokerArchiveSource } from "../broker-execution-archive/types";
-import type { BrokerMarketType } from "../market-type";
-import type { CaptureFeed, CaptureSourceMode, MarketCaptureContext } from "./types";
-export type CaptureEnvironment = "development" | "production";
-export declare function createMarketCaptureContext(input: {
-    source: BrokerArchiveSource;
-    deploymentId: string;
-    captureBundleId?: string;
-    exchange: string;
-    symbol: string;
-    assetType: BrokerMarketType;
-    feed: CaptureFeed;
-    provider?: string;
-    sourceMode: CaptureSourceMode;
-    timeframe?: string;
-    accountSelector?: string;
-    environment?: CaptureEnvironment;
-}): MarketCaptureContext;
-export type MarketCaptureArchiveDisabledReason = "archive_disabled" | "market_archive_disabled" | "invalid_capture_environment" | "missing_deployment_id" | "missing_capture_bundle_id";
-export type MarketCaptureArchiveState = {
-    enabled: true;
-} | {
-    enabled: false;
-    reason: MarketCaptureArchiveDisabledReason;
-};
-export declare function resolveMarketCaptureArchiveState(input: {
-    archiveEnabled: boolean;
-    marketArchiveEnabled: boolean;
-    environment?: string;
-    deploymentId?: string;
-    captureBundleId?: string;
-}): MarketCaptureArchiveState;
-/**
- * Throws when archival was requested but its capture identity is incomplete.
- *
- * `archive_disabled` and `market_archive_disabled` are deliberate opt-outs and
- * must keep the broker available — that is the whole point of resolving to a
- * typed state instead of throwing. Every other disabled reason means archival
- * was asked for and cannot be honoured, which is a misconfiguration: a broker
- * started in that state serves RPC and passes health while writing no
- * market-data row at all, and the only trace is one line at boot.
- */
-export declare function assertMarketCaptureArchiveStartable(state: MarketCaptureArchiveState): void;
-export declare function validateExternalFallbackContext(input: {
-    configuredExchange: string;
-    configuredSymbol: string;
-    rowExchange: string;
-    rowSymbol: string;
-    provider: string;
-    sourceMode: "external_ccxt_fallback_v1" | "external_hummingbot_fallback_v1";
-    fallbackReason: string;
-}): void;
-export declare function captureEnvironmentFromEnv(value?: string | undefined): CaptureEnvironment;

package/dist/helpers/market-data-archive/capture-contract.d.ts

@@ -1,30 +0,0 @@
-import type { MarketCaptureContext, RawCapture, RawCaptureScope } from "./types";
-export declare const MARKET_CAPTURE_SCHEMA_VERSION: "1.0.0";
-export declare const CHECKSUM_ALGORITHM: "sha256-canonical-json-v1";
-export declare const ARCHIVE_SOURCES: readonly ["broker_read", "broker_write"];
-export declare const MARKET_ARCHIVE_SOURCES: readonly ["broker_read", "broker_write", "external_backfill"];
-export declare const CAPTURE_FEEDS: readonly ["ORDERBOOK", "TICKER", "TRADES", "OHLCV"];
-export declare const SOURCE_MODES: readonly ["broker_live_stream_v1", "broker_live_sampling_v1", "broker_current_snapshot_v1", "broker_bootstrap_fetch_v1", "external_ccxt_fallback_v1", "external_hummingbot_fallback_v1", "legacy_migration_v1", "historical_vendor_orderbook_v1", "vendor_historical_backfill_v1"];
-export declare const CONSTRUCTION_MODES: readonly ["sampled_top_n_snapshot", "exact_l2_reconstruction"];
-export declare const GAP_POLICIES: readonly ["record_gap", "ohlcv_catch_up", "fail_fast"];
-export declare const RAW_CAPTURE_SCOPES: readonly ["ccxt_normalized_object", "broker_visible_payload", "exchange_wire_frame", "vendor_normalized_dataset_file"];
-export type CaptureFeed = (typeof CAPTURE_FEEDS)[number];
-export type SourceMode = (typeof SOURCE_MODES)[number];
-export type ConstructionMode = (typeof CONSTRUCTION_MODES)[number];
-export type GapPolicy = (typeof GAP_POLICIES)[number];
-/**
- * Renders a finite JavaScript number as a plain decimal. Exponent expansion and
- * negative-zero normalization are part of checksum algorithm v1 and are mirrored
- * by the Python fixture verifier.
- */
-export declare function canonicalDecimal(value: number): string;
-export declare function canonicalSerialize(value: unknown): string;
-export declare function sha256Canonical(value: unknown): string;
-export declare function normalizeTimestampMs(value: unknown, field: string): number;
-export declare function createRawCapture(context: MarketCaptureContext, input: {
-    payload: unknown;
-    eventTimeMs: unknown;
-    receivedTimeMs: unknown;
-    scope: RawCaptureScope;
-}): RawCapture;
-export declare function captureCoreFields(context: MarketCaptureContext, rawCapture: RawCapture): Record<string, unknown>;

package/dist/helpers/market-data-archive/capture.d.ts

@@ -1,22 +0,0 @@
-import { type BrokerExecutionArchiver } from "../broker-execution-archive/writer";
-import type { OtelMetrics } from "../otel";
-import { OhlcvBarTracker } from "./ohlcv-bar-tracker";
-import { OrderbookSampler } from "./orderbook-sampler";
-import type { CexStreamArchiveInput, OhlcvArchiveInput, OrderbookArchiveInput, TickerArchiveInput, TradesArchiveInput } from "./types";
-export declare function archiveOrderbookInBackground(archiver: BrokerExecutionArchiver | undefined, otelMetrics: OtelMetrics | undefined, input: OrderbookArchiveInput, options?: {
-    sampledOut?: boolean;
-    sourceMode?: "broker_live_sampling_v1" | "broker_current_snapshot_v1";
-    depthLimit?: number;
-}): void;
-/** @deprecated Use archiveOrderbookInBackground */
-export declare const archiveOrderbookSnapshotInBackground: typeof archiveOrderbookInBackground;
-/** @deprecated Use archiveOrderbookInBackground */
-export declare const archiveOrderbookTobInBackground: typeof archiveOrderbookInBackground;
-export declare function archiveOhlcvInBackground(archiver: BrokerExecutionArchiver | undefined, otelMetrics: OtelMetrics | undefined, tracker: OhlcvBarTracker, input: OhlcvArchiveInput): void;
-export declare function createOrderbookSampler(): OrderbookSampler;
-/** @deprecated Use createOrderbookSampler */
-export declare const createOrderbookTobSampler: typeof createOrderbookSampler;
-export declare function createOhlcvBarTracker(): OhlcvBarTracker;
-export declare function archiveTradesInBackground(archiver: BrokerExecutionArchiver | undefined, otelMetrics: OtelMetrics | undefined, input: TradesArchiveInput): void;
-export declare function archiveTickerInBackground(archiver: BrokerExecutionArchiver | undefined, otelMetrics: OtelMetrics | undefined, input: TickerArchiveInput): void;
-export declare function archiveCexStreamEventInBackground(archiver: BrokerExecutionArchiver | undefined, otelMetrics: OtelMetrics | undefined, input: CexStreamArchiveInput): void;

package/dist/helpers/market-data-archive/index.d.ts

@@ -1,13 +0,0 @@
-export { buildCanonicalOrderBookRows, OrderBookValidationError, } from "./canonical-orderbook";
-export { archiveCexStreamEventInBackground, archiveOhlcvInBackground, archiveOrderbookInBackground, archiveOrderbookSnapshotInBackground, archiveOrderbookTobInBackground, archiveTickerInBackground, archiveTradesInBackground, createOhlcvBarTracker, createOrderbookSampler, createOrderbookTobSampler, } from "./capture";
-export { assertMarketCaptureArchiveStartable, captureEnvironmentFromEnv, createMarketCaptureContext, type MarketCaptureArchiveDisabledReason, type MarketCaptureArchiveState, resolveMarketCaptureArchiveState, validateExternalFallbackContext, } from "./capture-context";
-export { ARCHIVE_SOURCES, CAPTURE_FEEDS, CHECKSUM_ALGORITHM, CONSTRUCTION_MODES, canonicalDecimal, canonicalSerialize, createRawCapture, GAP_POLICIES, MARKET_CAPTURE_SCHEMA_VERSION, RAW_CAPTURE_SCOPES, SOURCE_MODES, sha256Canonical, } from "./capture-contract";
-export { buildLegacyOhlcvMigrationRow, buildLegacyOrderBookMigrationRows, type LegacyCandle, type LegacyOrderBookSnapshot, } from "./legacy-migration";
-export { extractLatestOhlcvBar, extractOhlcvBars, OhlcvBarTracker, parseOhlcvBar, } from "./ohlcv-bar-tracker";
-export { resolveOhlcvBootstrapLimit } from "./ohlcv-bootstrap";
-export { bootstrapOhlcvHistory } from "./ohlcv-history";
-export { getOrderbookArchiveDepthLimit, splitOrderBookSide, } from "./orderbook-depth";
-export { getOrderbookIntervalMs, getOrderbookTobIntervalMs, isMarketArchiveEnabled, OrderbookSampler, OrderbookTobSampler, } from "./orderbook-sampler";
-export { extractTrades, parseTicker, parseTrade } from "./parse-stream";
-export { buildCanonicalCexStreamEventRow, buildCanonicalOhlcvRow, buildCanonicalTickerEventRow, buildCanonicalTradeRow, buildCexStreamEventRow, } from "./rows";
-export type { CaptureFeed, CaptureSourceMode, CexStreamArchiveInput, CexStreamType, MarketArchiveContext, MarketCaptureContext, OhlcvArchiveCandidate, OhlcvArchiveInput, OrderbookArchiveInput, OrderbookSnapshotArchiveInput, OrderbookTobArchiveInput, ParsedOhlcvBar, RawCapture, RawCaptureScope, TickerArchiveInput, TradesArchiveInput, } from "./types";