@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.
- package/dist/commands/cli.js +364 -71
- package/dist/index.js +365 -72
- package/dist/index.js.map +14 -13
- package/package.json +5 -28
- package/dist/commands/cex-canonical-orderbook-export.d.ts +0 -23
- package/dist/commands/cex-canonical-orderbook-export.js +0 -34275
- package/dist/commands/cex-canonical-orderbook-export.js.map +0 -266
- package/dist/commands/market-data-vendor-backfill.d.ts +0 -24
- package/dist/commands/market-data-vendor-backfill.js +0 -34930
- package/dist/commands/market-data-vendor-backfill.js.map +0 -268
- package/dist/handlers/execute-action/context.d.ts +0 -50
- package/dist/handlers/execute-action/deposit.d.ts +0 -2
- package/dist/handlers/execute-action/handler.d.ts +0 -19
- package/dist/handlers/execute-action/index.d.ts +0 -10
- package/dist/handlers/execute-action/internal-transfer.d.ts +0 -2
- package/dist/handlers/execute-action/order-book-call.d.ts +0 -3
- package/dist/handlers/execute-action/orders.d.ts +0 -2
- package/dist/handlers/execute-action/pass-through.d.ts +0 -2
- package/dist/handlers/execute-action/perp-config.d.ts +0 -2
- package/dist/handlers/execute-action/registry.d.ts +0 -5
- package/dist/handlers/execute-action/treasury-call.d.ts +0 -2
- package/dist/handlers/execute-action/withdraw.d.ts +0 -2
- package/dist/handlers/subscribe/broker-lifecycle.d.ts +0 -13
- package/dist/handlers/subscribe/handler.d.ts +0 -20
- package/dist/handlers/subscribe/index.d.ts +0 -2
- package/dist/handlers/types.d.ts +0 -23
- package/dist/helpers/account-balance-archive-poller.d.ts +0 -19
- package/dist/helpers/auth.d.ts +0 -5
- package/dist/helpers/balance-update-archive-consumer.d.ts +0 -16
- package/dist/helpers/binance-user-data-normalization.d.ts +0 -3
- package/dist/helpers/binance-user-data-stream.d.ts +0 -58
- package/dist/helpers/broker-execution-archive/capture.d.ts +0 -41
- package/dist/helpers/broker-execution-archive/index.d.ts +0 -7
- package/dist/helpers/broker-execution-archive/journal-export.d.ts +0 -20
- package/dist/helpers/broker-execution-archive/loss-journal.d.ts +0 -36
- package/dist/helpers/broker-execution-archive/redact.d.ts +0 -7
- package/dist/helpers/broker-execution-archive/rows.d.ts +0 -134
- package/dist/helpers/broker-execution-archive/types.d.ts +0 -26
- package/dist/helpers/broker-execution-archive/withdrawal-observation-tracker.d.ts +0 -23
- package/dist/helpers/broker-execution-archive/writer.d.ts +0 -105
- package/dist/helpers/broker.d.ts +0 -38
- package/dist/helpers/canonical-orderbook-export/exact-selection.d.ts +0 -21
- package/dist/helpers/canonical-orderbook-export/exporter.d.ts +0 -26
- package/dist/helpers/canonical-orderbook-export/parquet-projection.d.ts +0 -19
- package/dist/helpers/constants.d.ts +0 -36
- package/dist/helpers/deposit-archive-poller.d.ts +0 -66
- package/dist/helpers/deposit.d.ts +0 -5
- package/dist/helpers/exchange-credentials.d.ts +0 -10
- package/dist/helpers/fill-archive-poller.d.ts +0 -42
- package/dist/helpers/grpc/broker.d.ts +0 -5
- package/dist/helpers/grpc/callbacks.d.ts +0 -9
- package/dist/helpers/grpc/payload.d.ts +0 -9
- package/dist/helpers/grpc/status.d.ts +0 -8
- package/dist/helpers/index.d.ts +0 -44
- package/dist/helpers/logger.d.ts +0 -13
- package/dist/helpers/market-data-archive/canonical-orderbook.d.ts +0 -20
- package/dist/helpers/market-data-archive/capture-context.d.ts +0 -53
- package/dist/helpers/market-data-archive/capture-contract.d.ts +0 -30
- package/dist/helpers/market-data-archive/capture.d.ts +0 -22
- package/dist/helpers/market-data-archive/index.d.ts +0 -13
- package/dist/helpers/market-data-archive/legacy-migration.d.ts +0 -37
- package/dist/helpers/market-data-archive/ohlcv-bar-tracker.d.ts +0 -11
- package/dist/helpers/market-data-archive/ohlcv-bootstrap.d.ts +0 -1
- package/dist/helpers/market-data-archive/ohlcv-history.d.ts +0 -8
- package/dist/helpers/market-data-archive/orderbook-depth.d.ts +0 -5
- package/dist/helpers/market-data-archive/orderbook-sampler.d.ts +0 -12
- package/dist/helpers/market-data-archive/parse-stream.d.ts +0 -26
- package/dist/helpers/market-data-archive/rows.d.ts +0 -14
- package/dist/helpers/market-data-archive/types.d.ts +0 -83
- package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts +0 -128
- package/dist/helpers/market-data-preparation/contracts.d.ts +0 -2970
- package/dist/helpers/market-data-preparation/file-job.d.ts +0 -38
- package/dist/helpers/market-data-preparation/required-clock-qualification.d.ts +0 -43
- package/dist/helpers/market-data-preparation/source-tape-dependencies.d.ts +0 -19
- package/dist/helpers/market-data-preparation/source-tape-operation.d.ts +0 -109
- package/dist/helpers/market-data-source-forensics.d.ts +0 -400
- package/dist/helpers/market-data-vendor-backfill/archive-reader.d.ts +0 -26
- package/dist/helpers/market-data-vendor-backfill/batching.d.ts +0 -10
- package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts +0 -78
- package/dist/helpers/market-data-vendor-backfill/contracts.d.ts +0 -358
- package/dist/helpers/market-data-vendor-backfill/core.d.ts +0 -101
- package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +0 -118
- package/dist/helpers/market-data-vendor-backfill/forwarder-client.d.ts +0 -25
- package/dist/helpers/market-data-vendor-backfill/identity.d.ts +0 -10
- package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +0 -61
- package/dist/helpers/market-data-vendor-backfill/promotion.d.ts +0 -10
- package/dist/helpers/market-data-vendor-backfill/qualification.d.ts +0 -20
- package/dist/helpers/market-data-vendor-backfill/selection.d.ts +0 -30
- package/dist/helpers/market-data-vendor-backfill/semantic-verification.d.ts +0 -25
- package/dist/helpers/market-type.d.ts +0 -16
- package/dist/helpers/order-activity-tracker.d.ts +0 -22
- package/dist/helpers/order-book.d.ts +0 -79
- package/dist/helpers/order-telemetry.d.ts +0 -50
- package/dist/helpers/otel.d.ts +0 -83
- package/dist/helpers/passive-order.d.ts +0 -8
- package/dist/helpers/public-market-data-feed/identity.d.ts +0 -12
- package/dist/helpers/public-market-data-feed/index.d.ts +0 -5
- package/dist/helpers/public-market-data-feed/orderbook-coalescing-evidence.d.ts +0 -79
- package/dist/helpers/public-market-data-feed/orderbook-profile.d.ts +0 -54
- package/dist/helpers/public-market-data-feed/subscriber-buffer.d.ts +0 -31
- package/dist/helpers/public-market-data-feed/supervisor.d.ts +0 -82
- package/dist/helpers/shared/errors.d.ts +0 -14
- package/dist/helpers/shared/guards.d.ts +0 -2
- package/dist/helpers/source-tape-sandbox.d.ts +0 -82
- package/dist/helpers/source-tape.d.ts +0 -165
- package/dist/helpers/stream-health-publisher.d.ts +0 -41
- package/dist/helpers/trace-context.d.ts +0 -8
- package/dist/helpers/transfer-network.d.ts +0 -12
- package/dist/helpers/travel-rule-deposit-reconciler.d.ts +0 -159
- package/dist/helpers/travel-rule.d.ts +0 -75
- package/dist/helpers/treasury-discovery.d.ts +0 -17
- package/dist/helpers/user-asset-archive-poller.d.ts +0 -19
- package/dist/helpers/user-data-stream-supervisor.d.ts +0 -27
- package/dist/helpers/verity.d.ts +0 -5
- package/dist/index.d.ts +0 -56
- package/dist/market-data-preparation/fixtures/conformance-v3.json +0 -621
- package/dist/market-data-preparation/policies/capability-policy.json +0 -39
- package/dist/market-data-preparation/policies/resource-policy.json +0 -16
- package/dist/market-data-preparation/policies/source-tape-capability-v1.json +0 -35
- package/dist/market-data-preparation/schema-manifest.json +0 -66
- package/dist/market-data-preparation/schemas/archive-selection-v1.schema.json +0 -224
- package/dist/market-data-preparation/schemas/backfill-request-v1.schema.json +0 -166
- package/dist/market-data-preparation/schemas/backfill-result-v2.schema.json +0 -212
- package/dist/market-data-preparation/schemas/canonical-orderbook-export-request-v1.schema.json +0 -61
- package/dist/market-data-preparation/schemas/canonical-orderbook-export-result-v2.schema.json +0 -252
- package/dist/market-data-preparation/schemas/order-book-depth-summary-parquet-projection-v1.schema.json +0 -256
- package/dist/market-data-preparation/schemas/order-book-levels-parquet-projection-v1.schema.json +0 -220
- package/dist/market-data-preparation/schemas/preparation-product-pin-v2.schema.json +0 -176
- package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json +0 -175
- package/dist/market-data-preparation/schemas/required-clock-v1.schema.json +0 -47
- package/dist/market-data-preparation/schemas/source-forensics-ledger-v1.schema.json +0 -463
- package/dist/market-data-preparation/schemas/source-qualification-record-v1.schema.json +0 -394
- package/dist/market-data-preparation.d.ts +0 -11
- package/dist/market-data-preparation.js +0 -37488
- package/dist/market-data-preparation.js.map +0 -277
- package/dist/market-data-vendor-backfill.d.ts +0 -21
- package/dist/market-data-vendor-backfill.js +0 -22463
- package/dist/market-data-vendor-backfill.js.map +0 -199
- package/dist/proto/node.descriptor.d.ts +0 -127
- package/dist/proto-loader-options.d.ts +0 -7
- package/dist/proto-package-definition.d.ts +0 -2
- package/dist/schemas/action-payloads.d.ts +0 -88
- package/dist/server.d.ts +0 -10
- package/dist/types.d.ts +0 -100
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621
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}
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@@ -1,39 +0,0 @@
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1
|
-
{
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2
|
-
"policy_id": "market-data-vendor-backfill-capabilities/v3",
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3
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"provider": "cryptohftdata",
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5
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},
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"policy_id": "cryptohftdata-hourly-acquisition/v2",
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-
"object_granularity": "utc_hour",
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|
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-
"authentication": "bearer",
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|
-
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|
-
{
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|
-
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|
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|
-
"market_type": "spot",
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|
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|
-
"feed": "ORDERBOOK",
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|
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|
-
"canonical_trading_pair": "ARB-USDT",
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|
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|
-
"provider_exchange_id": "okx_spot",
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|
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|
-
"resolved_symbol": "ARB-USDT",
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|
22
|
-
"construction_modes": ["sampled_top_n_snapshot"],
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|
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|
-
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|
24
|
-
"max_depth": 400
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|
25
|
-
},
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|
26
|
-
{
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|
27
|
-
"exchange": "okx",
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|
28
|
-
"market_type": "spot",
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|
29
|
-
"feed": "ORDERBOOK",
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|
30
|
-
"canonical_trading_pair": "ARB-USDC",
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|
31
|
-
"provider_exchange_id": "okx_spot",
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|
32
|
-
"resolved_symbol": "ARB-USDC",
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|
33
|
-
"construction_modes": ["sampled_top_n_snapshot"],
|
|
34
|
-
"source_policies": ["authoritative_window", "fill_gaps"],
|
|
35
|
-
"max_depth": 400
|
|
36
|
-
}
|
|
37
|
-
],
|
|
38
|
-
"policy_sha256": "5fc751f9823c118a9f168bb6c258cd6dfb57c2a45cdbdbf5efe8e75f54426f78"
|
|
39
|
-
}
|
|
@@ -1,16 +0,0 @@
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|
1
|
-
{
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|
2
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-
"policy_id": "market-data-vendor-backfill-resources/v2",
|
|
3
|
-
"limits": {
|
|
4
|
-
"max_files": 10000,
|
|
5
|
-
"max_bytes": 107374182400,
|
|
6
|
-
"max_rows": 1000000000,
|
|
7
|
-
"max_duration_ms": 86400000,
|
|
8
|
-
"max_boundary_lookback_ms": 604800000
|
|
9
|
-
},
|
|
10
|
-
"request_bounds": {
|
|
11
|
-
"max_depth": 500,
|
|
12
|
-
"max_window_ms": 2678400000,
|
|
13
|
-
"max_required_events": 100000
|
|
14
|
-
},
|
|
15
|
-
"policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
|
|
16
|
-
}
|