@usherlabs/cex-broker 0.2.52 → 0.3.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (144) hide show
  1. package/dist/commands/cli.js +364 -71
  2. package/dist/index.js +365 -72
  3. package/dist/index.js.map +14 -13
  4. package/package.json +5 -28
  5. package/dist/commands/cex-canonical-orderbook-export.d.ts +0 -23
  6. package/dist/commands/cex-canonical-orderbook-export.js +0 -34275
  7. package/dist/commands/cex-canonical-orderbook-export.js.map +0 -266
  8. package/dist/commands/market-data-vendor-backfill.d.ts +0 -24
  9. package/dist/commands/market-data-vendor-backfill.js +0 -34930
  10. package/dist/commands/market-data-vendor-backfill.js.map +0 -268
  11. package/dist/handlers/execute-action/context.d.ts +0 -50
  12. package/dist/handlers/execute-action/deposit.d.ts +0 -2
  13. package/dist/handlers/execute-action/handler.d.ts +0 -19
  14. package/dist/handlers/execute-action/index.d.ts +0 -10
  15. package/dist/handlers/execute-action/internal-transfer.d.ts +0 -2
  16. package/dist/handlers/execute-action/order-book-call.d.ts +0 -3
  17. package/dist/handlers/execute-action/orders.d.ts +0 -2
  18. package/dist/handlers/execute-action/pass-through.d.ts +0 -2
  19. package/dist/handlers/execute-action/perp-config.d.ts +0 -2
  20. package/dist/handlers/execute-action/registry.d.ts +0 -5
  21. package/dist/handlers/execute-action/treasury-call.d.ts +0 -2
  22. package/dist/handlers/execute-action/withdraw.d.ts +0 -2
  23. package/dist/handlers/subscribe/broker-lifecycle.d.ts +0 -13
  24. package/dist/handlers/subscribe/handler.d.ts +0 -20
  25. package/dist/handlers/subscribe/index.d.ts +0 -2
  26. package/dist/handlers/types.d.ts +0 -23
  27. package/dist/helpers/account-balance-archive-poller.d.ts +0 -19
  28. package/dist/helpers/auth.d.ts +0 -5
  29. package/dist/helpers/balance-update-archive-consumer.d.ts +0 -16
  30. package/dist/helpers/binance-user-data-normalization.d.ts +0 -3
  31. package/dist/helpers/binance-user-data-stream.d.ts +0 -58
  32. package/dist/helpers/broker-execution-archive/capture.d.ts +0 -41
  33. package/dist/helpers/broker-execution-archive/index.d.ts +0 -7
  34. package/dist/helpers/broker-execution-archive/journal-export.d.ts +0 -20
  35. package/dist/helpers/broker-execution-archive/loss-journal.d.ts +0 -36
  36. package/dist/helpers/broker-execution-archive/redact.d.ts +0 -7
  37. package/dist/helpers/broker-execution-archive/rows.d.ts +0 -134
  38. package/dist/helpers/broker-execution-archive/types.d.ts +0 -26
  39. package/dist/helpers/broker-execution-archive/withdrawal-observation-tracker.d.ts +0 -23
  40. package/dist/helpers/broker-execution-archive/writer.d.ts +0 -105
  41. package/dist/helpers/broker.d.ts +0 -38
  42. package/dist/helpers/canonical-orderbook-export/exact-selection.d.ts +0 -21
  43. package/dist/helpers/canonical-orderbook-export/exporter.d.ts +0 -26
  44. package/dist/helpers/canonical-orderbook-export/parquet-projection.d.ts +0 -19
  45. package/dist/helpers/constants.d.ts +0 -36
  46. package/dist/helpers/deposit-archive-poller.d.ts +0 -66
  47. package/dist/helpers/deposit.d.ts +0 -5
  48. package/dist/helpers/exchange-credentials.d.ts +0 -10
  49. package/dist/helpers/fill-archive-poller.d.ts +0 -42
  50. package/dist/helpers/grpc/broker.d.ts +0 -5
  51. package/dist/helpers/grpc/callbacks.d.ts +0 -9
  52. package/dist/helpers/grpc/payload.d.ts +0 -9
  53. package/dist/helpers/grpc/status.d.ts +0 -8
  54. package/dist/helpers/index.d.ts +0 -44
  55. package/dist/helpers/logger.d.ts +0 -13
  56. package/dist/helpers/market-data-archive/canonical-orderbook.d.ts +0 -20
  57. package/dist/helpers/market-data-archive/capture-context.d.ts +0 -53
  58. package/dist/helpers/market-data-archive/capture-contract.d.ts +0 -30
  59. package/dist/helpers/market-data-archive/capture.d.ts +0 -22
  60. package/dist/helpers/market-data-archive/index.d.ts +0 -13
  61. package/dist/helpers/market-data-archive/legacy-migration.d.ts +0 -37
  62. package/dist/helpers/market-data-archive/ohlcv-bar-tracker.d.ts +0 -11
  63. package/dist/helpers/market-data-archive/ohlcv-bootstrap.d.ts +0 -1
  64. package/dist/helpers/market-data-archive/ohlcv-history.d.ts +0 -8
  65. package/dist/helpers/market-data-archive/orderbook-depth.d.ts +0 -5
  66. package/dist/helpers/market-data-archive/orderbook-sampler.d.ts +0 -12
  67. package/dist/helpers/market-data-archive/parse-stream.d.ts +0 -26
  68. package/dist/helpers/market-data-archive/rows.d.ts +0 -14
  69. package/dist/helpers/market-data-archive/types.d.ts +0 -83
  70. package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts +0 -128
  71. package/dist/helpers/market-data-preparation/contracts.d.ts +0 -2970
  72. package/dist/helpers/market-data-preparation/file-job.d.ts +0 -38
  73. package/dist/helpers/market-data-preparation/required-clock-qualification.d.ts +0 -43
  74. package/dist/helpers/market-data-preparation/source-tape-dependencies.d.ts +0 -19
  75. package/dist/helpers/market-data-preparation/source-tape-operation.d.ts +0 -109
  76. package/dist/helpers/market-data-source-forensics.d.ts +0 -400
  77. package/dist/helpers/market-data-vendor-backfill/archive-reader.d.ts +0 -26
  78. package/dist/helpers/market-data-vendor-backfill/batching.d.ts +0 -10
  79. package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts +0 -78
  80. package/dist/helpers/market-data-vendor-backfill/contracts.d.ts +0 -358
  81. package/dist/helpers/market-data-vendor-backfill/core.d.ts +0 -101
  82. package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +0 -118
  83. package/dist/helpers/market-data-vendor-backfill/forwarder-client.d.ts +0 -25
  84. package/dist/helpers/market-data-vendor-backfill/identity.d.ts +0 -10
  85. package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +0 -61
  86. package/dist/helpers/market-data-vendor-backfill/promotion.d.ts +0 -10
  87. package/dist/helpers/market-data-vendor-backfill/qualification.d.ts +0 -20
  88. package/dist/helpers/market-data-vendor-backfill/selection.d.ts +0 -30
  89. package/dist/helpers/market-data-vendor-backfill/semantic-verification.d.ts +0 -25
  90. package/dist/helpers/market-type.d.ts +0 -16
  91. package/dist/helpers/order-activity-tracker.d.ts +0 -22
  92. package/dist/helpers/order-book.d.ts +0 -79
  93. package/dist/helpers/order-telemetry.d.ts +0 -50
  94. package/dist/helpers/otel.d.ts +0 -83
  95. package/dist/helpers/passive-order.d.ts +0 -8
  96. package/dist/helpers/public-market-data-feed/identity.d.ts +0 -12
  97. package/dist/helpers/public-market-data-feed/index.d.ts +0 -5
  98. package/dist/helpers/public-market-data-feed/orderbook-coalescing-evidence.d.ts +0 -79
  99. package/dist/helpers/public-market-data-feed/orderbook-profile.d.ts +0 -54
  100. package/dist/helpers/public-market-data-feed/subscriber-buffer.d.ts +0 -31
  101. package/dist/helpers/public-market-data-feed/supervisor.d.ts +0 -82
  102. package/dist/helpers/shared/errors.d.ts +0 -14
  103. package/dist/helpers/shared/guards.d.ts +0 -2
  104. package/dist/helpers/source-tape-sandbox.d.ts +0 -82
  105. package/dist/helpers/source-tape.d.ts +0 -165
  106. package/dist/helpers/stream-health-publisher.d.ts +0 -41
  107. package/dist/helpers/trace-context.d.ts +0 -8
  108. package/dist/helpers/transfer-network.d.ts +0 -12
  109. package/dist/helpers/travel-rule-deposit-reconciler.d.ts +0 -159
  110. package/dist/helpers/travel-rule.d.ts +0 -75
  111. package/dist/helpers/treasury-discovery.d.ts +0 -17
  112. package/dist/helpers/user-asset-archive-poller.d.ts +0 -19
  113. package/dist/helpers/user-data-stream-supervisor.d.ts +0 -27
  114. package/dist/helpers/verity.d.ts +0 -5
  115. package/dist/index.d.ts +0 -56
  116. package/dist/market-data-preparation/fixtures/conformance-v3.json +0 -621
  117. package/dist/market-data-preparation/policies/capability-policy.json +0 -39
  118. package/dist/market-data-preparation/policies/resource-policy.json +0 -16
  119. package/dist/market-data-preparation/policies/source-tape-capability-v1.json +0 -35
  120. package/dist/market-data-preparation/schema-manifest.json +0 -66
  121. package/dist/market-data-preparation/schemas/archive-selection-v1.schema.json +0 -224
  122. package/dist/market-data-preparation/schemas/backfill-request-v1.schema.json +0 -166
  123. package/dist/market-data-preparation/schemas/backfill-result-v2.schema.json +0 -212
  124. package/dist/market-data-preparation/schemas/canonical-orderbook-export-request-v1.schema.json +0 -61
  125. package/dist/market-data-preparation/schemas/canonical-orderbook-export-result-v2.schema.json +0 -252
  126. package/dist/market-data-preparation/schemas/order-book-depth-summary-parquet-projection-v1.schema.json +0 -256
  127. package/dist/market-data-preparation/schemas/order-book-levels-parquet-projection-v1.schema.json +0 -220
  128. package/dist/market-data-preparation/schemas/preparation-product-pin-v2.schema.json +0 -176
  129. package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json +0 -175
  130. package/dist/market-data-preparation/schemas/required-clock-v1.schema.json +0 -47
  131. package/dist/market-data-preparation/schemas/source-forensics-ledger-v1.schema.json +0 -463
  132. package/dist/market-data-preparation/schemas/source-qualification-record-v1.schema.json +0 -394
  133. package/dist/market-data-preparation.d.ts +0 -11
  134. package/dist/market-data-preparation.js +0 -37488
  135. package/dist/market-data-preparation.js.map +0 -277
  136. package/dist/market-data-vendor-backfill.d.ts +0 -21
  137. package/dist/market-data-vendor-backfill.js +0 -22463
  138. package/dist/market-data-vendor-backfill.js.map +0 -199
  139. package/dist/proto/node.descriptor.d.ts +0 -127
  140. package/dist/proto-loader-options.d.ts +0 -7
  141. package/dist/proto-package-definition.d.ts +0 -2
  142. package/dist/schemas/action-payloads.d.ts +0 -88
  143. package/dist/server.d.ts +0 -10
  144. package/dist/types.d.ts +0 -100
@@ -1,19 +0,0 @@
1
- import type { BrokerPoolEntry } from "./broker";
2
- import { type BrokerExecutionArchiver } from "./broker-execution-archive";
3
- import type { OtelMetrics } from "./otel";
4
- export type UserAssetArchivePollerConfig = {
5
- pollIntervalMs: number;
6
- };
7
- export declare class UserAssetArchivePoller {
8
- #private;
9
- private readonly params;
10
- constructor(params: {
11
- brokers: Record<string, BrokerPoolEntry>;
12
- archiver: BrokerExecutionArchiver;
13
- metrics?: OtelMetrics;
14
- config?: Partial<UserAssetArchivePollerConfig>;
15
- });
16
- start(): void;
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- stop(): Promise<void>;
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- pollAllOnce(): Promise<boolean>;
19
- }
@@ -1,27 +0,0 @@
1
- import { type BinanceUserDataEvent } from "./binance-user-data-stream";
2
- import type { BrokerPoolEntry } from "./broker";
3
- import type { StreamHealthPublisher } from "./stream-health-publisher";
4
- export type UserDataSubscriptionKind = "balance" | "orders";
5
- export type UserDataSubscription = AsyncIterable<BinanceUserDataEvent> & {
6
- close(): void;
7
- };
8
- export type UserDataStreamSupervisorOptions = {
9
- brokers: Record<string, BrokerPoolEntry>;
10
- publisher: StreamHealthPublisher;
11
- };
12
- type UserDataSubscriptionOptions = {
13
- exchange: string;
14
- accountSelector: string;
15
- kind: UserDataSubscriptionKind;
16
- marketId?: string;
17
- };
18
- /** Owns one physical authenticated venue stream for each configured account. */
19
- export declare class UserDataStreamSupervisor {
20
- #private;
21
- private readonly options;
22
- constructor(options: UserDataStreamSupervisorOptions);
23
- start(): void;
24
- subscribe(options: UserDataSubscriptionOptions): UserDataSubscription;
25
- close(): Promise<void>;
26
- }
27
- export {};
@@ -1,5 +0,0 @@
1
- import type { Metadata } from "@grpc/grpc-js";
2
- import type { HttpClientOverride, HttpOverridePredicate } from "@usherlabs/ccxt";
3
- export declare function createVerityHttpClientOverride(verityProverUrl: string, onProofCallback: (proof: string, notaryPubKey?: string) => void): (redact: string, proofTimeout: number) => HttpClientOverride;
4
- export declare function buildHttpClientOverrideFromMetadata(metadata: Metadata, verityProverUrl: string, onProofCallback: (proof: string, notaryPubKey?: string) => void): HttpClientOverride;
5
- export declare const verityHttpClientOverridePredicate: HttpOverridePredicate;
package/dist/index.d.ts DELETED
@@ -1,56 +0,0 @@
1
- import { type OtelConfig } from "./helpers/otel";
2
- import { type ExchangeCredentials, type PolicyConfig } from "./types";
3
- export type { PolicyConfig } from "./types";
4
- export default class CEXBroker {
5
- #private;
6
- port: number;
7
- private policy;
8
- private brokers;
9
- private whitelistIps;
10
- private server;
11
- private useVerity;
12
- private otelMetrics?;
13
- private otelLogs?;
14
- private brokerArchiver?;
15
- private depositReconciler?;
16
- private readonly orderActivityTracker;
17
- private readonly withdrawalObservationTracker;
18
- private fillArchivePoller?;
19
- private depositArchivePoller?;
20
- private accountBalanceArchivePoller?;
21
- private userAssetArchivePoller?;
22
- private balanceUpdateArchiveConsumer?;
23
- private userDataStreamSupervisor?;
24
- private publicMarketDataFeedSupervisor?;
25
- /**
26
- * Loads environment variables prefixed with CEX_BROKER_
27
- * Expected format:
28
- * CEX_BROKER_<BROKER_NAME>_API_KEY
29
- * CEX_BROKER_<BROKER_NAME>_API_SECRET
30
- */
31
- loadEnvConfig(): void;
32
- /**
33
- * Validates an exchange credential object structure.
34
- */
35
- loadExchangeCredentials(creds: unknown): asserts creds is ExchangeCredentials;
36
- constructor(apiCredentials: ExchangeCredentials, policies: string | PolicyConfig, config?: {
37
- port?: number;
38
- whitelistIps?: string[];
39
- useVerity?: boolean;
40
- verityProverUrl?: string;
41
- otelConfig?: OtelConfig;
42
- });
43
- /**
44
- * Watches the policy JSON file for changes, reloads policies, and reruns broker.
45
- * @param filePath
46
- */
47
- private watchPolicyFile;
48
- /**
49
- * Stops Server and Stop watching the policy file, if applicable.
50
- */
51
- stop(): Promise<void>;
52
- /**
53
- * Starts the broker, applying policies then running appropriate tasks.
54
- */
55
- run(): Promise<CEXBroker>;
56
- }