@usherlabs/cex-broker 0.2.52 → 0.3.0

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

@@ -1,10 +0,0 @@
-export type JsonPrimitive = string | number | boolean | null;
-export type JsonValue = JsonPrimitive | JsonValue[] | {
-    [key: string]: JsonValue;
-};
-export declare function jcsCanonicalize(value: unknown): string;
-export declare function jcsSha256(value: unknown): string;
-export declare function withoutOwnDigest<T extends Record<string, unknown>>(document: T, digestField: keyof T | string): Omit<T, keyof T> & Record<string, unknown>;
-/** Hashes a wire document while excluding only its own top-level digest field. */
-export declare function documentSha256<T extends Record<string, unknown>>(document: T, digestField: keyof T | string): string;
-export declare function assertDocumentSha256<T extends Record<string, unknown>>(document: T, digestField: keyof T | string): void;

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

@@ -1,61 +0,0 @@
-export declare const CAPABILITY_POLICY_ID: "market-data-vendor-backfill-capabilities/v3";
-export declare const RESOURCE_POLICY_ID: "market-data-vendor-backfill-resources/v2";
-export declare const ADAPTER_POLICY_ID: "cryptohftdata-orderbook-adapter/v1";
-export declare const ACQUISITION_POLICY_ID: "cryptohftdata-hourly-acquisition/v2";
-export declare const CAPABILITY_POLICY: Readonly<{
-    policy_id: "market-data-vendor-backfill-capabilities/v3";
-    policy_sha256: string;
-    provider: string;
-    adapter_policy: {
-        policy_id: string;
-        adapter_version: string;
-    };
-    acquisition_policy: {
-        policy_id: string;
-        object_granularity: string;
-        authentication: string;
-        initialization_lookback_ms: number;
-    };
-    profiles: {
-        exchange: string;
-        market_type: string;
-        feed: string;
-        canonical_trading_pair: string;
-        provider_exchange_id: string;
-        resolved_symbol: string;
-        construction_modes: string[];
-        source_policies: string[];
-        max_depth: number;
-    }[];
-}>;
-export declare const RESOURCE_POLICY: Readonly<{
-    policy_id: "market-data-vendor-backfill-resources/v2";
-    policy_sha256: string;
-    limits: {
-        max_files: number;
-        max_bytes: number;
-        max_rows: number;
-        max_duration_ms: number;
-        max_boundary_lookback_ms: number;
-    };
-    request_bounds: {
-        max_depth: number;
-        max_window_ms: number;
-        max_required_events: number;
-    };
-}>;
-export declare const EFFECTIVE_ADAPTER_POLICY_PIN: Readonly<{
-    policy_id: "cryptohftdata-orderbook-adapter/v1";
-    policy_sha256: string;
-}>;
-export declare const EFFECTIVE_ACQUISITION_POLICY_PIN: Readonly<{
-    policy_id: "cryptohftdata-hourly-acquisition/v2";
-    policy_sha256: string;
-}>;
-export type PolicyPin = {
-    policy_id: string;
-    policy_sha256: string;
-};
-export declare function assertPolicyDocumentIdentity(policy: Record<string, unknown> & {
-    policy_sha256: string;
-}): void;

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

@@ -1,10 +0,0 @@
-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;
-export declare function finalizePromotionReceipt(receipt: StablePromotionReceipt, verificationTimeMs: number): PromotionReceipt;
-export declare function promotionReceiptToArchiveRow(receiptInput: PromotionReceipt | PromotionReceiptWire): BackfillArchiveRow;
-export declare function promotionReceiptFromArchiveRow(row: Record<string, unknown>): PromotionReceipt | PromotionReceiptWire;
-export {};

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

@@ -1,20 +0,0 @@
-import type { BackfillArchiveRow, FixedUtcTimestamp, Sha256Hex } from "./contracts";
-export type QualificationEvent = {
-    qualification_event_id: string;
-    capture_bundle_id: Sha256Hex;
-    state: "qualified" | "quarantined" | "revoked";
-    receipt_id: Sha256Hex;
-    promotion_identity_sha256: Sha256Hex;
-    window: {
-        start_at: FixedUtcTimestamp;
-        end_at: FixedUtcTimestamp;
-    };
-    event_at: FixedUtcTimestamp;
-    reason_code: string;
-};
-type UnfinalizedQualificationEvent = Omit<QualificationEvent, "qualification_event_id"> & Partial<Pick<QualificationEvent, "qualification_event_id">>;
-export declare function parseQualificationEvent(value: unknown): QualificationEvent;
-export declare function finalizeQualificationEvent(event: UnfinalizedQualificationEvent): QualificationEvent;
-export declare function qualificationEventToArchiveRow(eventInput: QualificationEvent): BackfillArchiveRow;
-export declare function qualificationEventFromArchiveRow(row: Record<string, unknown>): QualificationEvent;
-export {};

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

@@ -1,30 +0,0 @@
-import { type ArchiveSelectionWire, type BackfillArchiveRow, type BackfillRequestWire, type MarketDataVendorBackfillRequest } from "./contracts";
-export type ArchiveQualificationEvidence = {
-    qualificationEventId: string;
-    state: "qualified" | "quarantined" | "revoked";
-    receiptId: string;
-    promotionIdentitySha256: string;
-};
-export type ArchiveSupportAnchorEvidence = {
-    captureBundleId: string;
-    rawCaptureId: string;
-    snapshotId: string;
-    sourceTimeMs: number;
-    normalizedSummaryChecksum: string;
-};
-export type ArchiveBundleEvidence = {
-    captureBundleId: string;
-    captureOrigin: "production_capture" | "vendor_historical_backfill";
-    startTimeMs: number;
-    endTimeMs: number;
-    qualification: ArchiveQualificationEvidence | null;
-    supportAnchors: ArchiveSupportAnchorEvidence[];
-};
-export declare function resolveArchiveSelection(input: {
-    request: MarketDataVendorBackfillRequest;
-    bundles: readonly ArchiveBundleEvidence[];
-    resolvedAtMs: number;
-    storedSelection?: unknown;
-}): ArchiveSelectionWire;
-export declare function archiveSelectionToArchiveRow(request: BackfillRequestWire, selectionInput: ArchiveSelectionWire): BackfillArchiveRow;
-export declare function archiveSelectionFromArchiveRow(row: Record<string, unknown>): ArchiveSelectionWire;

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

@@ -1,25 +0,0 @@
-import type { BackfillArchiveRow, MarketDataVendorBackfillRequest } from "./contracts";
-export declare function semanticDigest(rows: readonly BackfillArchiveRow[]): string;
-export type SemanticPromotionEvidence = {
-    request: MarketDataVendorBackfillRequest;
-    normalizedRows: readonly BackfillArchiveRow[];
-    candidateRows: readonly BackfillArchiveRow[];
-    conflictCount: number;
-    prefixDigestBefore: string;
-    prefixDigestAfter: string;
-    suffixDigestBefore: string;
-    suffixDigestAfter: string;
-    seamVerified: boolean;
-    exporterCompatible: boolean;
-    coverageSourceTimesMs?: readonly number[];
-};
-export type SemanticPromotionResult = {
-    passed: boolean;
-    reasonCode: string;
-    canonicalSemanticDigest: string;
-    prefixDigest: string;
-    suffixDigest: string;
-    seamVerified: boolean;
-    coverageVerified: boolean;
-};
-export declare function verifySemanticPromotion(evidence: SemanticPromotionEvidence): SemanticPromotionResult;

package/dist/helpers/market-type.d.ts

@@ -1,16 +0,0 @@
-import type { Exchange } from "@usherlabs/ccxt";
-export type BrokerMarketType = "spot" | "swap" | "future";
-export type TradableSymbolMatch = {
-    symbol: string;
-    side: "buy" | "sell";
-    marketType: BrokerMarketType;
-};
-export declare function parseMarketType(value: unknown): BrokerMarketType;
-export declare function marketTypeToCcxtType(marketType: BrokerMarketType): "spot" | "swap" | "future";
-export declare function findTradableSymbol(broker: Exchange, fromToken: string, toToken: string, marketType?: BrokerMarketType): Promise<TradableSymbolMatch | null>;
-export declare function resolveSubscriptionSymbol(broker: Exchange, symbol: string, marketTypeInput: unknown): Promise<string>;
-export type ParsedMarketPattern = {
-    symbolPattern: string;
-    requiredMarketType?: BrokerMarketType;
-};
-export declare function parseMarketPattern(symbolPattern: string): ParsedMarketPattern;

package/dist/helpers/order-activity-tracker.d.ts

@@ -1,22 +0,0 @@
-export type OrderActivityEntry = {
-    exchangeId: string;
-    accountLabel: string;
-    symbol: string;
-    lastActivityAt: number;
-};
-/**
- * Records the (exchange, account, symbol) tuples that saw order activity through
- * the execute-action path, so the fill poller scans only those markets instead of
- * the whole exchange. Process-lifetime, in-memory only (no persistence needed: on
- * restart the poller re-derives the set from fresh order activity and read-time
- * dedup absorbs the lookback re-scan).
- */
-export declare class OrderActivityTracker {
-    #private;
-    constructor(options?: {
-        maxAgeMs?: number;
-    });
-    record(exchangeId: string, accountLabel: string, symbol: string, now?: number): void;
-    /** Active entries (seen within maxAge). Prunes stale entries as a side effect. */
-    list(now?: number): OrderActivityEntry[];
-}

package/dist/helpers/order-book.d.ts

@@ -1,79 +0,0 @@
-import type { Exchange } from "@usherlabs/ccxt";
-export declare const ORDER_BOOK_CALL_METHODS: {
-    readonly FETCH_CAPABILITY: "fetch_order_book_capability";
-    readonly FETCH_SNAPSHOT: "fetch_order_book_snapshot";
-    readonly FETCH_HISTORICAL_SNAPSHOTS: "fetch_historical_order_book_snapshots";
-};
-export type OrderBookCallMethod = (typeof ORDER_BOOK_CALL_METHODS)[keyof typeof ORDER_BOOK_CALL_METHODS];
-export declare const ORDER_BOOK_CONSTRUCTION_MODES: {
-    readonly SAMPLED_TOP_N_SNAPSHOT: "sampled_top_n_snapshot";
-    readonly EXACT_L2_RECONSTRUCTION: "exact_l2_reconstruction";
-};
-export type OrderBookConstructionMode = (typeof ORDER_BOOK_CONSTRUCTION_MODES)[keyof typeof ORDER_BOOK_CONSTRUCTION_MODES];
-export declare const HISTORICAL_ORDER_BOOK_PROVIDER_UNSUPPORTED = "historical_order_book_provider_unsupported";
-export type OrderBookCallPayload = {
-    method: OrderBookCallMethod;
-    exchange: string;
-    symbol: string;
-    depthLimit: number;
-    constructionMode: OrderBookConstructionMode;
-    start?: string;
-    end?: string;
-    cadence?: string;
-};
-export type OrderBookCallParseResult = {
-    kind: "not_order_book";
-} | {
-    kind: "error";
-    message: string;
-} | {
-    kind: "order_book";
-    payload: OrderBookCallPayload;
-};
-export type NormalizedOrderBookSnapshot = {
-    bids: number[][];
-    asks: number[][];
-    timestamp: number | string | boolean | null;
-    receivedTimestamp: number;
-    exchange: string;
-    symbol: string;
-    depthLimit: number;
-    sequence?: number | string | boolean;
-};
-export declare function isOrderBookCallMethod(value: unknown): value is OrderBookCallMethod;
-export declare function parseOrderBookCallPayload(payload: Record<string, string> | undefined, request: {
-    exchange?: string;
-    symbol?: string;
-}): OrderBookCallParseResult;
-export declare function parseOptionalDepthLimit(value: string | undefined): number | undefined;
-export declare function normalizeOrderBookSnapshot(orderBook: unknown, options: {
-    exchange: string;
-    symbol: string;
-    depthLimit: number;
-    receivedTimestamp?: number;
-}): NormalizedOrderBookSnapshot;
-export declare function buildOrderBookCapability(broker: Exchange, payload: Pick<OrderBookCallPayload, "exchange" | "symbol" | "depthLimit" | "constructionMode">): {
-    exchange: string;
-    symbol: string;
-    provider: string;
-    maxDepth: number;
-    timestampPrecision: string;
-    constructionMode: OrderBookConstructionMode;
-    supportsCurrentSnapshot: boolean;
-    supportsLiveStream: boolean;
-    supportsHistoricalSnapshots: boolean;
-    supportsSampledTopN: boolean;
-    supportsExactL2Reconstruction: boolean;
-};
-export declare function buildHistoricalOrderBookUnsupported(payload: OrderBookCallPayload): {
-    exchange: string;
-    symbol: string;
-    provider: string;
-    constructionMode: OrderBookConstructionMode;
-    depthLimit: number;
-    start: string | undefined;
-    end: string | undefined;
-    cadence: string | undefined;
-    unsupported: boolean;
-    unsupportedReason: string;
-};

package/dist/helpers/order-telemetry.d.ts

@@ -1,50 +0,0 @@
-import type { OtelMetrics } from "./otel";
-export type OrderTelemetryAction = "CreateOrder" | "CancelOrder" | "GetOrderDetails";
-export type OrderTelemetryContext = {
-    action: OrderTelemetryAction;
-    cex: string;
-    accountLabel?: string;
-    symbol?: string;
-    side?: string;
-    orderType?: string;
-    requestedQuantity?: number;
-    requestedNotional?: number;
-    orderAuthor?: string;
-    clientOrderId?: string;
-    idempotencyId?: string;
-    makerActionId?: string;
-    brokerObservedTimestamp?: string;
-};
-export type OrderExecutionTelemetry = {
-    event: "cex_market_action_execution";
-    action: OrderTelemetryAction;
-    cex: string;
-    accountLabel: string;
-    symbol: string;
-    side: string;
-    orderType: string;
-    orderId?: string;
-    orderAuthor?: string;
-    clientOrderId?: string;
-    idempotencyId?: string;
-    makerActionId?: string;
-    status: string;
-    requestedQuantity?: number;
-    requestedNotional?: number;
-    executedBaseQuantity?: number;
-    executedQuoteQuantity?: number;
-    averageExecutionPrice?: number;
-    filledAmount?: number;
-    remainingAmount?: number;
-    feeAmount?: number;
-    feeCurrency?: string;
-    feeRate?: number;
-    exchangeTimestamp?: string;
-    brokerObservedTimestamp: string;
-    errorType?: string;
-    errorMessage?: string;
-};
-export declare function emitOrderExecutionTelemetry(otelMetrics: OtelMetrics | undefined, context: OrderTelemetryContext, order: unknown, error?: unknown): Promise<OrderExecutionTelemetry | undefined>;
-export declare function buildOrderExecutionTelemetry(context: OrderTelemetryContext, order: unknown, error?: unknown): OrderExecutionTelemetry;
-export declare function emitOrderExecutionTelemetryInBackground(otelMetrics: OtelMetrics | undefined, context: OrderTelemetryContext, order: unknown, error?: unknown): void;
-export declare function extractOrderTelemetryIds(params: Record<string, unknown> | undefined): Pick<OrderTelemetryContext, "clientOrderId" | "idempotencyId" | "makerActionId">;

package/dist/helpers/otel.d.ts

@@ -1,83 +0,0 @@
-import { type LogRecord } from "@opentelemetry/api-logs";
-import { LoggerProvider } from "@opentelemetry/sdk-logs";
-import { type MeterProvider as MeterProviderType } from "@opentelemetry/sdk-metrics";
-/** OTLP/OpenTelemetry metrics config. Metrics are sent to an OTel Collector. */
-export interface OtelConfig {
-    /** OTLP HTTP endpoint (e.g. http://localhost:4318). Takes precedence over host/port. */
-    otlpEndpoint?: string;
-    /** Collector host (legacy). Used with port to build otlpEndpoint when otlpEndpoint is not set. */
-    host?: string;
-    /** Collector port (legacy). Default 4318 for OTLP HTTP. */
-    port?: number;
-    protocol?: "http" | "https";
-    /** Service name for metrics. */
-    serviceName?: string;
-    /** @deprecated Unused when using OTLP; kept for config compatibility. */
-    username?: string;
-    /** @deprecated Unused when using OTLP; kept for config compatibility. */
-    password?: string;
-    /** @deprecated Unused when using OTLP; kept for config compatibility. */
-    database?: string;
-}
-export interface MetricData {
-    timestamp: Date;
-    metric_name: string;
-    metric_type: "counter" | "gauge" | "histogram";
-    value: number;
-    labels: string;
-    service: string;
-}
-export interface OtelMetricsEnvOptions {
-    /** Service name used when OTEL_SERVICE_NAME is not configured. */
-    defaultServiceName?: string;
-    /** Whether broker-specific legacy collector host variables are accepted. */
-    allowLegacyBrokerConfig?: boolean;
-}
-declare abstract class BaseOtelSignal<TProvider> {
-    private readonly signal;
-    private provider;
-    private isEnabled;
-    private closePromise;
-    private readonly serviceName;
-    protected constructor(config: OtelConfig | undefined, signal: "metrics" | "logs");
-    protected abstract createProvider(endpoint: string, serviceName: string, appendSignalPath: boolean): TProvider;
-    protected onProviderCreated(_provider: TProvider): void;
-    protected abstract shutdownProvider(provider: TProvider): Promise<void>;
-    protected onProviderClosed(): void;
-    protected getProvider(): TProvider | null;
-    protected getServiceName(): string;
-    isOtelEnabled(): boolean;
-    close(): Promise<void>;
-}
-export declare class OtelMetrics extends BaseOtelSignal<MeterProviderType> {
-    private readonly counters;
-    private readonly histograms;
-    private readonly observableGauges;
-    constructor(config?: OtelConfig);
-    protected createProvider(endpoint: string, serviceName: string, appendSignalPath: boolean): MeterProviderType;
-    protected onProviderCreated(provider: MeterProviderType): void;
-    protected shutdownProvider(provider: MeterProviderType): Promise<void>;
-    initialize(): Promise<void>;
-    insertMetric(metric: MetricData): Promise<void>;
-    insertMetrics(metricsList: MetricData[]): Promise<void>;
-    recordCounter(metricName: string, value: number, labels: Record<string, string | number>, service?: string): Promise<void>;
-    recordGauge(metricName: string, value: number, labels: Record<string, string | number>, service?: string): Promise<void>;
-    /**
-     * Set a gauge value that is observed on every export. This is suitable for
-     * staleness signals where a quiet live process must keep exporting its last value.
-     */
-    setObservableGauge(metricName: string, value: number, labels: Record<string, string | number>, service?: string): Promise<void>;
-    recordHistogram(metricName: string, value: number, labels: Record<string, string | number>, service?: string): Promise<void>;
-}
-export declare class OtelLogs extends BaseOtelSignal<LoggerProvider> {
-    private logger;
-    constructor(config?: OtelConfig);
-    protected createProvider(endpoint: string, serviceName: string, appendSignalPath: boolean): LoggerProvider;
-    protected onProviderCreated(provider: LoggerProvider): void;
-    protected shutdownProvider(provider: LoggerProvider): Promise<void>;
-    protected onProviderClosed(): void;
-    emit(record: LogRecord): void;
-}
-export declare function createOtelMetricsFromEnv(options?: OtelMetricsEnvOptions): OtelMetrics;
-export declare function createOtelLogsFromEnv(): OtelLogs;
-export {};

package/dist/helpers/passive-order.d.ts

@@ -1,8 +0,0 @@
-export declare const PASSIVE_ORDER_ERROR_CODES: {
-    readonly unsupported: "passive_order_unsupported";
-    readonly rejected: "passive_order_rejected";
-    readonly wouldCross: "passive_order_would_cross";
-};
-export type PassiveOrderErrorCode = (typeof PASSIVE_ORDER_ERROR_CODES)[keyof typeof PASSIVE_ORDER_ERROR_CODES];
-export type PassiveOrderSubmissionErrorCode = PassiveOrderErrorCode | "AuthenticationError" | "InsufficientFunds";
-export declare function classifyPassiveOrderError(error: unknown): PassiveOrderSubmissionErrorCode;

package/dist/helpers/public-market-data-feed/identity.d.ts

@@ -1,12 +0,0 @@
-export type PublicFeedName = "ORDERBOOK" | "TICKER" | "TRADES" | "OHLCV";
-export type PublicFeedKeyInput = {
-    exchange: string;
-    symbol: string;
-    marketType: string;
-    feed: PublicFeedName;
-    acquisitionProfileId?: string;
-    timeframe?: string;
-};
-export declare function normalizePublicExchange(exchange: string): string;
-export declare function resolvePublicOhlcvTimeframe(timeframe: string | undefined): string;
-export declare function buildPublicFeedKey(input: PublicFeedKeyInput): string;

package/dist/helpers/public-market-data-feed/index.d.ts

@@ -1,5 +0,0 @@
-export * from "./identity";
-export * from "./orderbook-coalescing-evidence";
-export * from "./orderbook-profile";
-export * from "./subscriber-buffer";
-export * from "./supervisor";

package/dist/helpers/public-market-data-feed/orderbook-coalescing-evidence.d.ts

@@ -1,79 +0,0 @@
-import type { OrderBookBandCoverage } from "./orderbook-profile";
-export declare const CEX_ORDERBOOK_COALESCING_EVIDENCE_SCHEMA: "cex-orderbook-coalescing-evidence/v1";
-export type CexOrderBookEvidenceVenue = "binance" | "mexc";
-export type CexPolicyVisibleOrderBookSnapshot = {
-    bids: number[][];
-    asks: number[][];
-    timestamp: number;
-    exchange: CexOrderBookEvidenceVenue;
-    symbol: string;
-    depthLimit: number;
-};
-export type CexOrderBookObservationEvidence = {
-    index: number;
-    conservative: {
-        live: CexPolicyVisibleOrderBookSnapshot;
-        rehydrated: CexPolicyVisibleOrderBookSnapshot;
-    };
-    coalesced: {
-        live: CexPolicyVisibleOrderBookSnapshot;
-        rehydrated: CexPolicyVisibleOrderBookSnapshot;
-    };
-    coverage: {
-        conservativeLive: OrderBookBandCoverage[];
-        conservativeRehydrated: OrderBookBandCoverage[];
-        coalescedLive: OrderBookBandCoverage[];
-        coalescedRehydrated: OrderBookBandCoverage[];
-    };
-    snapshotHashes: {
-        conservativeLive: string;
-        conservativeRehydrated: string;
-        coalescedLive: string;
-        coalescedRehydrated: string;
-    };
-};
-export type CexOrderBookPhysicalWorkEvidence = {
-    workers: number;
-    watchIterations: number;
-    frames: number;
-    archiveDecisions: number;
-};
-export type CexOrderBookCoalescingCaseEvidence = {
-    venue: CexOrderBookEvidenceVenue;
-    profileId: string;
-    observations: CexOrderBookObservationEvidence[];
-    cexVerdicts: {
-        logicalPayloadsEqual: true;
-        canonicalArchiveEqual: true;
-        liveReplayInputsEqual: true;
-        bandCoverageComplete: true;
-        reducedPhysicalWork: true;
-        physicalWork: {
-            conservative: CexOrderBookPhysicalWorkEvidence;
-            coalesced: CexOrderBookPhysicalWorkEvidence;
-        };
-    };
-    insufficientReplayCase: {
-        archiveDepth: number;
-        policyDepth: number;
-        rejected: true;
-        observations: Array<{
-            index: number;
-            coverage: OrderBookBandCoverage[];
-            diagnostics: string[];
-        }>;
-    };
-};
-export type CexOrderBookCoalescingEvidence = {
-    schemaVersion: typeof CEX_ORDERBOOK_COALESCING_EVIDENCE_SCHEMA;
-    policyDepth: number;
-    archiveDepth: number;
-    bandsBps: number[];
-    cases: [
-        CexOrderBookCoalescingCaseEvidence,
-        CexOrderBookCoalescingCaseEvidence
-    ];
-};
-export declare function validateCexOrderBookCoalescingEvidence(value: unknown): CexOrderBookCoalescingEvidence;
-export declare function serializeCexOrderBookCoalescingEvidence(value: unknown): Uint8Array;
-export declare function sha256CexOrderBookCoalescingEvidence(value: unknown): string;

package/dist/helpers/public-market-data-feed/orderbook-profile.d.ts

@@ -1,54 +0,0 @@
-import type { NormalizedOrderBookSnapshot } from "../order-book";
-export type OrderBookAcquisitionProfile = {
-    id: string;
-    upstreamLimit?: number;
-    upstreamOptions?: Record<string, unknown>;
-    guaranteedRetainedDepth?: number;
-    coalescingSupported: boolean;
-};
-export type OrderBookAcquisitionProfileInput = {
-    exchange: string;
-    requestedDepth: number | undefined;
-    archiveDepth: number;
-    enabledProfileIds?: ReadonlySet<string>;
-};
-export declare function resolveConservativeOrderBookAcquisitionProfile(input: OrderBookAcquisitionProfileInput): OrderBookAcquisitionProfile;
-export declare function resolveOrderBookAcquisitionProfile(input: OrderBookAcquisitionProfileInput): OrderBookAcquisitionProfile;
-export declare function projectOrderBookSnapshot(snapshot: NormalizedOrderBookSnapshot, requestedDepth: number | undefined): NormalizedOrderBookSnapshot;
-type SideCoverage = {
-    covered: boolean;
-    boundaryPrice: number;
-    farthestPrice?: number;
-    retainedCount: number;
-    exhausted: boolean;
-};
-export type OrderBookBandCoverage = {
-    covered: boolean;
-    mid: number;
-    bandBps: number;
-    bid: SideCoverage;
-    ask: SideCoverage;
-    diagnostics: string[];
-};
-export type ImmediateHedgeabilityEvidence = OrderBookBandCoverage & {
-    /** Base quantity that can be sold immediately into displayed bids. */
-    bidDepth: number;
-    /** Base quantity that can be bought immediately from displayed asks. */
-    askDepth: number;
-    limitingSide: "bid" | "ask" | "balanced";
-    liquidityCap: number;
-};
-export declare function evaluateOrderBookBandCoverage(snapshot: Pick<NormalizedOrderBookSnapshot, "bids" | "asks">, bandBps: number, options?: {
-    bidExhausted?: boolean;
-    askExhausted?: boolean;
-}): OrderBookBandCoverage;
-/**
- * Derives the L2 inputs used to cap immediately hedgeable counterpart liquidity.
- * A result is exact only when `covered` is true; otherwise the two depth values
- * are conservative lower bounds because the retained book ends inside the band.
- */
-export declare function evaluateImmediateHedgeability(snapshot: Pick<NormalizedOrderBookSnapshot, "bids" | "asks">, bandBps: number, options?: {
-    bidExhausted?: boolean;
-    askExhausted?: boolean;
-}): ImmediateHedgeabilityEvidence;
-export {};

package/dist/helpers/public-market-data-feed/subscriber-buffer.d.ts

@@ -1,31 +0,0 @@
-import type { SubscriptionType } from "../constants";
-export type PublicFeedFrame = {
-    data: string;
-    timestamp: number;
-    symbol: string;
-    type: SubscriptionType;
-};
-export declare const PUBLIC_FEED_SUBSCRIBER_FRAME_LIMIT = 16;
-export declare const PUBLIC_FEED_SUBSCRIBER_BYTE_LIMIT: number;
-export declare const PUBLIC_FEED_SUBSCRIBER_OVERFLOW_ERROR = "Public market-data subscriber fell behind";
-/** Returns the proto3 wire size of the complete SubscribeResponse message. */
-export declare function encodeSubscribeResponseWireSize(response: PublicFeedFrame): number;
-export type PublicFeedSubscriberBufferOptions = {
-    /** Test-only override. Production callers omit this value. */
-    frameLimit?: number;
-    /** Test-only override. Production callers omit this value. */
-    byteLimit?: number;
-};
-/** Fixed-capacity O(1) FIFO for disposable public gRPC subscriber frames. */
-export declare class PublicFeedSubscriberBuffer implements AsyncIterable<PublicFeedFrame> {
-    #private;
-    readonly frameLimit: number;
-    readonly byteLimit: number;
-    constructor(options?: PublicFeedSubscriberBufferOptions);
-    get queuedFrames(): number;
-    get queuedBytes(): number;
-    enqueue(frame: PublicFeedFrame): boolean;
-    close(): void;
-    fail(error: Error): void;
-    [Symbol.asyncIterator](): AsyncIterator<PublicFeedFrame>;
-}