@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
@@ -1,621 +0,0 @@
1
- {
2
- "fixture_id": "cex-market-data-preparation-conformance/v3",
3
- "documents": {
4
- "backfill_result": {
5
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-result/v2",
6
- "job_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f120",
7
- "request_file_sha256": "7777777777777777777777777777777777777777777777777777777777777777",
8
- "schema_manifest_sha256": "00fda4a5f67dff1e142af7cf7e37f641a3a960acd6e995530aaf99f8b2f5c7bb",
9
- "producer": {
10
- "product_id": "market-data-vendor-backfill",
11
- "product_version": "market-data-vendor-backfill/v1",
12
- "package": {
13
- "name": "@usherlabs/cex-broker",
14
- "version": "0.2.50",
15
- "git_head": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
16
- },
17
- "executable_sha256": "bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb",
18
- "runtime": {
19
- "name": "node",
20
- "version": "22.22.2"
21
- }
22
- },
23
- "capability_policy": {
24
- "policy_id": "market-data-vendor-backfill-capabilities/v3",
25
- "policy_sha256": "5fc751f9823c118a9f168bb6c258cd6dfb57c2a45cdbdbf5efe8e75f54426f78"
26
- },
27
- "resource_policy": {
28
- "policy_id": "market-data-vendor-backfill-resources/v2",
29
- "policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
30
- },
31
- "started_at": "2026-08-20T12:00:01.000Z",
32
- "completed_at": "2026-08-20T12:00:03.000Z",
33
- "outcome": {
34
- "status": "already_covered",
35
- "reason_code": "qualified_coverage_complete",
36
- "reason_subcode": null,
37
- "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
38
- "idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95",
39
- "target": {
40
- "environment": "production",
41
- "cluster": "cex-archive-primary"
42
- },
43
- "selection": {
44
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
45
- "scope": {
46
- "exchange": "okx",
47
- "trading_pair": "ARB-USDT",
48
- "market_type": "spot",
49
- "feed": "ORDERBOOK"
50
- },
51
- "required_clock": {
52
- "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
53
- "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
54
- "event_count": 1
55
- },
56
- "coverage_policy": {
57
- "policy_id": "prior-asof-strict/v1",
58
- "max_asof_lag_ms": 5000,
59
- "future_rows": "reject",
60
- "missing_required_event": "fail"
61
- },
62
- "source_policy": "authoritative_window",
63
- "coverage_class": "complete",
64
- "requested_intervals": [
65
- {
66
- "start_at": "2026-08-18T09:27:15.000Z",
67
- "end_at": "2026-08-18T09:27:17.000Z"
68
- }
69
- ],
70
- "selected_intervals": [
71
- {
72
- "start_at": "2026-08-18T09:27:15.000Z",
73
- "end_at": "2026-08-18T09:27:17.000Z",
74
- "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
75
- "capture_origin": "vendor_historical_backfill"
76
- }
77
- ],
78
- "precedence": [
79
- "vendor"
80
- ],
81
- "bundles": [
82
- {
83
- "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
84
- "capture_origin": "vendor_historical_backfill",
85
- "interval": {
86
- "start_at": "2026-08-18T09:27:15.000Z",
87
- "end_at": "2026-08-18T09:27:17.000Z"
88
- },
89
- "qualification": {
90
- "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
91
- "state": "qualified",
92
- "receipt_id": "d0f810b0695f318a4167be6b221a932e06f42c5bdb3b62ab79d7811a3892fa62",
93
- "promotion_identity_sha256": "2a33d6c70f02056d41034634b6da91dbea60fa5cd5fca7b85177ecf338001d25"
94
- }
95
- }
96
- ],
97
- "support_anchors": [
98
- {
99
- "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
100
- "raw_capture_id": "4444444444444444444444444444444444444444444444444444444444444444",
101
- "snapshot_id": "5555555555555555555555555555555555555555555555555555555555555555",
102
- "source_time": "2026-08-18T09:27:15.308Z",
103
- "normalized_summary_checksum": "6666666666666666666666666666666666666666666666666666666666666666",
104
- "metadata_ref": {
105
- "capture_origin": "vendor_historical_backfill",
106
- "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
107
- "receipt_id": "d0f810b0695f318a4167be6b221a932e06f42c5bdb3b62ab79d7811a3892fa62"
108
- }
109
- }
110
- ],
111
- "receipt_ids": [
112
- "d0f810b0695f318a4167be6b221a932e06f42c5bdb3b62ab79d7811a3892fa62"
113
- ],
114
- "qualification_event_ids": [
115
- "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104"
116
- ],
117
- "resolved_at": "2026-08-20T12:00:02.000Z",
118
- "selection_sha256": "9506a245eb2c0825490a23b630b649c0b8f2d681bf7c047865bd356e1d69dcd3"
119
- },
120
- "receipt": {
121
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
122
- "verified_at": "2026-08-20T12:00:02.000Z",
123
- "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
124
- "idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95",
125
- "source": "external_backfill",
126
- "capture_origin": "vendor_historical_backfill",
127
- "source_mode": "vendor_historical_backfill_v1",
128
- "provider": "cryptohftdata",
129
- "adapter_version": "cryptohftdata-orderbook/v2",
130
- "effective_policies": {
131
- "capability_policy": {
132
- "policy_id": "market-data-vendor-backfill-capabilities/v3",
133
- "policy_sha256": "5fc751f9823c118a9f168bb6c258cd6dfb57c2a45cdbdbf5efe8e75f54426f78"
134
- },
135
- "resource_policy": {
136
- "policy_id": "market-data-vendor-backfill-resources/v2",
137
- "policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
138
- },
139
- "adapter_policy": {
140
- "policy_id": "cryptohftdata-orderbook-adapter/v1",
141
- "policy_sha256": "b71eec2948593eb3f9f43371a23ec6a37fd186177c6e368f7f792113e907a737"
142
- },
143
- "acquisition_policy": {
144
- "policy_id": "cryptohftdata-hourly-acquisition/v2",
145
- "policy_sha256": "bc70353efd09ec49db97320f831da358191429c1eac42d053cce3ff4e61e320c"
146
- }
147
- },
148
- "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
149
- "scope": {
150
- "exchange": "okx",
151
- "trading_pair": "ARB-USDT",
152
- "market_type": "spot",
153
- "feed": "ORDERBOOK"
154
- },
155
- "window": {
156
- "start_at": "2026-08-18T09:27:15.000Z",
157
- "end_at": "2026-08-18T09:27:17.000Z"
158
- },
159
- "depth": 20,
160
- "construction_mode": "sampled_top_n_snapshot",
161
- "canonical_schema": {
162
- "schema_id": "cex-order-book-canonical/v1",
163
- "schema_sha256": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
164
- },
165
- "coverage_policy": {
166
- "policy_id": "prior-asof-strict/v1",
167
- "max_asof_lag_ms": 5000,
168
- "future_rows": "reject",
169
- "missing_required_event": "fail"
170
- },
171
- "selection_sha256": "7f9a03dbf3dd3c600ffe7a28bd2b2211a69509c26c06d5e11ad926faeb82f895",
172
- "vendor_semantic_digest": "eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
173
- "canonical_semantic_digest": "ffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff",
174
- "prefix_digest": "1111111111111111111111111111111111111111111111111111111111111111",
175
- "suffix_digest": "2222222222222222222222222222222222222222222222222222222222222222",
176
- "seam_verified": true,
177
- "coverage_verified": true,
178
- "dataset_objects": [
179
- {
180
- "identity": "okx/spot/orderbook/hour/arb-usdt/2026-08-18t09",
181
- "checksum": "3333333333333333333333333333333333333333333333333333333333333333",
182
- "bytes": 1000,
183
- "rows": 50
184
- }
185
- ],
186
- "promotion_identity_sha256": "2a33d6c70f02056d41034634b6da91dbea60fa5cd5fca7b85177ecf338001d25",
187
- "receipt_id": "d0f810b0695f318a4167be6b221a932e06f42c5bdb3b62ab79d7811a3892fa62"
188
- },
189
- "diagnostics": {}
190
- },
191
- "result_sha256": "22a07a36ed103b70676d3fa57f2ff944e25e994138fe48aee8092eadb344ab03"
192
- },
193
- "canonical_orderbook_export_request": {
194
- "schema_id": "https://schemas.usher.so/cex-canonical-orderbook-export-request/v1",
195
- "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f121",
196
- "target": {
197
- "environment": "production",
198
- "cluster": "cex-archive-primary"
199
- },
200
- "selection": {
201
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
202
- "scope": {
203
- "exchange": "okx",
204
- "trading_pair": "ARB-USDT",
205
- "market_type": "spot",
206
- "feed": "ORDERBOOK"
207
- },
208
- "required_clock": {
209
- "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
210
- "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
211
- "event_count": 1
212
- },
213
- "coverage_policy": {
214
- "policy_id": "prior-asof-strict/v1",
215
- "max_asof_lag_ms": 5000,
216
- "future_rows": "reject",
217
- "missing_required_event": "fail"
218
- },
219
- "source_policy": "authoritative_window",
220
- "coverage_class": "complete",
221
- "requested_intervals": [
222
- {
223
- "start_at": "2026-08-18T09:27:15.000Z",
224
- "end_at": "2026-08-18T09:27:17.000Z"
225
- }
226
- ],
227
- "selected_intervals": [
228
- {
229
- "start_at": "2026-08-18T09:27:15.000Z",
230
- "end_at": "2026-08-18T09:27:17.000Z",
231
- "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
232
- "capture_origin": "vendor_historical_backfill"
233
- }
234
- ],
235
- "precedence": [
236
- "vendor"
237
- ],
238
- "bundles": [
239
- {
240
- "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
241
- "capture_origin": "vendor_historical_backfill",
242
- "interval": {
243
- "start_at": "2026-08-18T09:27:15.000Z",
244
- "end_at": "2026-08-18T09:27:17.000Z"
245
- },
246
- "qualification": {
247
- "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
248
- "state": "qualified",
249
- "receipt_id": "d0f810b0695f318a4167be6b221a932e06f42c5bdb3b62ab79d7811a3892fa62",
250
- "promotion_identity_sha256": "2a33d6c70f02056d41034634b6da91dbea60fa5cd5fca7b85177ecf338001d25"
251
- }
252
- }
253
- ],
254
- "support_anchors": [
255
- {
256
- "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
257
- "raw_capture_id": "4444444444444444444444444444444444444444444444444444444444444444",
258
- "snapshot_id": "5555555555555555555555555555555555555555555555555555555555555555",
259
- "source_time": "2026-08-18T09:27:15.308Z",
260
- "normalized_summary_checksum": "6666666666666666666666666666666666666666666666666666666666666666",
261
- "metadata_ref": {
262
- "capture_origin": "vendor_historical_backfill",
263
- "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
264
- "receipt_id": "d0f810b0695f318a4167be6b221a932e06f42c5bdb3b62ab79d7811a3892fa62"
265
- }
266
- }
267
- ],
268
- "receipt_ids": [
269
- "d0f810b0695f318a4167be6b221a932e06f42c5bdb3b62ab79d7811a3892fa62"
270
- ],
271
- "qualification_event_ids": [
272
- "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104"
273
- ],
274
- "resolved_at": "2026-08-20T12:00:02.000Z",
275
- "selection_sha256": "9506a245eb2c0825490a23b630b649c0b8f2d681bf7c047865bd356e1d69dcd3"
276
- },
277
- "depth": 20,
278
- "construction_mode": "sampled_top_n_snapshot",
279
- "canonical_schema_version": "1.0.0",
280
- "checksum_algorithm": "sha256-canonical-json-v1"
281
- },
282
- "canonical_orderbook_export_result": {
283
- "schema_id": "https://schemas.usher.so/cex-canonical-orderbook-export-result/v2",
284
- "job_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f122",
285
- "request_file_sha256": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
286
- "producer": {
287
- "product_id": "cex-canonical-orderbook-export",
288
- "product_version": "cex-canonical-orderbook-export/v2",
289
- "package": {
290
- "name": "@usherlabs/cex-broker",
291
- "version": "0.2.50",
292
- "git_head": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
293
- },
294
- "executable_sha256": "cccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccc",
295
- "runtime": {
296
- "name": "node",
297
- "version": "22.22.2"
298
- }
299
- },
300
- "started_at": "2026-08-20T12:00:01.000Z",
301
- "completed_at": "2026-08-20T12:00:03.000Z",
302
- "outcome": {
303
- "status": "exported",
304
- "reason_code": "qualified_selection_exported",
305
- "reason_subcode": null,
306
- "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f121",
307
- "target": {
308
- "environment": "production",
309
- "cluster": "cex-archive-primary"
310
- },
311
- "selection_sha256": "9506a245eb2c0825490a23b630b649c0b8f2d681bf7c047865bd356e1d69dcd3",
312
- "query_sha256": "eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
313
- "query_segments": [
314
- {
315
- "start_at": "2026-08-18T09:27:15.000Z",
316
- "end_at": "2026-08-18T09:27:17.000Z",
317
- "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
318
- "capture_origin": "vendor_historical_backfill"
319
- }
320
- ],
321
- "promotion_receipt_ids": [
322
- "d0f810b0695f318a4167be6b221a932e06f42c5bdb3b62ab79d7811a3892fa62"
323
- ],
324
- "artifacts": {
325
- "levels": {
326
- "file_name": "order_book_levels.parquet",
327
- "rows": 40,
328
- "bytes": 4096,
329
- "sha256": "ffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff",
330
- "projection_schema_id": "https://schemas.usher.so/cex-order-book-levels-parquet-projection/v1",
331
- "projection_schema_sha256": "dbf98aabe22f715388d7fa8d791935a3131fe8d372cfe7041296fd3ace501ffc"
332
- },
333
- "summary": {
334
- "file_name": "order_book_depth_summary.parquet",
335
- "rows": 1,
336
- "bytes": 2048,
337
- "sha256": "1111111111111111111111111111111111111111111111111111111111111111",
338
- "projection_schema_id": "https://schemas.usher.so/cex-order-book-depth-summary-parquet-projection/v1",
339
- "projection_schema_sha256": "7fca0794401e0a8de767c4f70bd3b258e20eee94565060c0749ebcb75588e9d1"
340
- }
341
- },
342
- "diagnostics": {}
343
- },
344
- "result_sha256": "4037956a82b3727acc6e373041de30f937c874c98d90cbd5e8533c11757d33d4"
345
- },
346
- "preparation_product_pin": {
347
- "schema_id": "cex-market-data-preparation-product-pin/v2",
348
- "package": {
349
- "name": "@usherlabs/cex-broker",
350
- "version": "0.2.50",
351
- "registry_tarball_url": "https://registry.npmjs.org/@usherlabs/cex-broker/-/cex-broker-0.2.50.tgz",
352
- "integrity": "sha512-YQ==",
353
- "tarball_sha256": "2222222222222222222222222222222222222222222222222222222222222222",
354
- "npm_git_head": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
355
- },
356
- "executables": [
357
- {
358
- "product_id": "market-data-vendor-backfill",
359
- "product_version": "market-data-vendor-backfill/v1",
360
- "relative_path": "dist/commands/market-data-vendor-backfill.js",
361
- "executable_sha256": "bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb"
362
- },
363
- {
364
- "product_id": "cex-canonical-orderbook-export",
365
- "product_version": "cex-canonical-orderbook-export/v2",
366
- "relative_path": "dist/commands/cex-canonical-orderbook-export.js",
367
- "executable_sha256": "cccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccc"
368
- }
369
- ],
370
- "schema_manifest": {
371
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-schema-manifest/v3",
372
- "manifest_sha256": "00fda4a5f67dff1e142af7cf7e37f641a3a960acd6e995530aaf99f8b2f5c7bb",
373
- "relative_path": "dist/market-data-preparation/schema-manifest.json"
374
- },
375
- "schema_pins": [
376
- {
377
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-request/v1",
378
- "schema_sha256": "94eea61421e2dbbb77a583d60aa18208debee31bb7284b0a57e844d8ff34e0ad"
379
- },
380
- {
381
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-result/v2",
382
- "schema_sha256": "31d9768cc34d2b46c4e6e98428dbacb066429d412679f21fea331908db556df4"
383
- },
384
- {
385
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
386
- "schema_sha256": "9f850ddb07aaf4cd339ce60e8c54f80313a090bed1a30c82a6db5877c9b4fbf3"
387
- },
388
- {
389
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
390
- "schema_sha256": "1c76ee8579abdaa6f060a14361ed8fe1a93dcf484418b91eede9210d88f99aea"
391
- },
392
- {
393
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
394
- "schema_sha256": "95629b9d6d8544f84d42caac4e40c7995f4933836fbb974cb186d11293739438"
395
- },
396
- {
397
- "schema_id": "https://schemas.usher.so/cex-canonical-orderbook-export-request/v1",
398
- "schema_sha256": "f82096cd3e0fb8d513ad5a9dbdb817d1c6e3e56dbbde745d4d8ff3be7c1528eb"
399
- },
400
- {
401
- "schema_id": "https://schemas.usher.so/cex-canonical-orderbook-export-result/v2",
402
- "schema_sha256": "315dc2c6e00d5504c1152ddf00b1e8eabd18008293eb6aca3e696adc8b0e11d6"
403
- },
404
- {
405
- "schema_id": "cex-market-data-preparation-product-pin/v2",
406
- "schema_sha256": "03bb7b0ffc5293a6a2dbceb871ff75fc83e54a979cd22bc2c99e7751b761c833"
407
- },
408
- {
409
- "schema_id": "https://schemas.usher.so/cex-order-book-levels-parquet-projection/v1",
410
- "schema_sha256": "dbf98aabe22f715388d7fa8d791935a3131fe8d372cfe7041296fd3ace501ffc"
411
- },
412
- {
413
- "schema_id": "https://schemas.usher.so/cex-order-book-depth-summary-parquet-projection/v1",
414
- "schema_sha256": "7fca0794401e0a8de767c4f70bd3b258e20eee94565060c0749ebcb75588e9d1"
415
- },
416
- {
417
- "schema_id": "https://schemas.usher.so/market-data-source-forensics-ledger/v1",
418
- "schema_sha256": "a0fbe689cb309acaadf8ae432890fc572b4db37763e8cdcf00c06e7307d08e97"
419
- },
420
- {
421
- "schema_id": "https://schemas.usher.so/market-data-source-qualification-record/v1",
422
- "schema_sha256": "2a9fa7c0b005bcfa79bc03714e0b7dc145cde7ebf071b8ed4ce48bb2ad53abd5"
423
- }
424
- ],
425
- "capability_policy": {
426
- "policy_id": "market-data-vendor-backfill-capabilities/v3",
427
- "policy_sha256": "5fc751f9823c118a9f168bb6c258cd6dfb57c2a45cdbdbf5efe8e75f54426f78"
428
- },
429
- "source_tape_capability": {
430
- "policy_id": "market-data-source-tape-capability/v1",
431
- "policy_sha256": "203300cc7060f018de073fa96eee7ba8210bbd5a768063166c1a7c2b2adcbe05"
432
- },
433
- "resource_policy": {
434
- "policy_id": "market-data-vendor-backfill-resources/v2",
435
- "policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
436
- },
437
- "preparation_library": {
438
- "exported_subpath": "@usherlabs/cex-broker/market-data-preparation",
439
- "runtime_entry_sha256": "3333333333333333333333333333333333333333333333333333333333333333",
440
- "declaration_sha256": "4444444444444444444444444444444444444444444444444444444444444444",
441
- "operations": [
442
- {
443
- "symbol": "runMarketDataSourceTape",
444
- "operation_id": "market-data-source-tape/v1"
445
- },
446
- {
447
- "symbol": "runMarketDataRequiredClockQualification",
448
- "operation_id": "market-data-required-clock-qualification/v1"
449
- }
450
- ]
451
- }
452
- },
453
- "library_operations": {
454
- "required_clock_qualification": {
455
- "operation_id": "market-data-required-clock-qualification/v1",
456
- "attempt_id": "arb-usdt-required-clock-conformance",
457
- "request": {
458
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-request/v1",
459
- "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
460
- "attempt_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f101",
461
- "scope": {
462
- "exchange": "okx",
463
- "trading_pair": "ARB-USDT",
464
- "market_type": "spot",
465
- "feed": "ORDERBOOK"
466
- },
467
- "window": {
468
- "start_at": "2026-08-18T09:27:15.000Z",
469
- "end_at": "2026-08-18T09:27:17.000Z"
470
- },
471
- "depth": 20,
472
- "construction_mode": "sampled_top_n_snapshot",
473
- "source_policy": "authoritative_window",
474
- "target": {
475
- "environment": "production",
476
- "cluster": "cex-archive-primary"
477
- },
478
- "coverage_policy": {
479
- "policy_id": "prior-asof-strict/v1",
480
- "max_asof_lag_ms": 5000,
481
- "future_rows": "reject",
482
- "missing_required_event": "fail"
483
- },
484
- "required_clock": {
485
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
486
- "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
487
- "file_name": "required-clock.json",
488
- "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
489
- "event_count": 1
490
- },
491
- "initial_selection": {
492
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
493
- "scope": {
494
- "exchange": "okx",
495
- "trading_pair": "ARB-USDT",
496
- "market_type": "spot",
497
- "feed": "ORDERBOOK"
498
- },
499
- "required_clock": {
500
- "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
501
- "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
502
- "event_count": 1
503
- },
504
- "coverage_policy": {
505
- "policy_id": "prior-asof-strict/v1",
506
- "max_asof_lag_ms": 5000,
507
- "future_rows": "reject",
508
- "missing_required_event": "fail"
509
- },
510
- "source_policy": "authoritative_window",
511
- "coverage_class": "missing",
512
- "requested_intervals": [
513
- {
514
- "start_at": "2026-08-18T09:27:15.000Z",
515
- "end_at": "2026-08-18T09:27:17.000Z"
516
- }
517
- ],
518
- "selected_intervals": [],
519
- "precedence": [
520
- "vendor"
521
- ],
522
- "bundles": [],
523
- "support_anchors": [],
524
- "receipt_ids": [],
525
- "qualification_event_ids": [],
526
- "resolved_at": "2026-08-20T12:00:00.000Z",
527
- "selection_sha256": "7f9a03dbf3dd3c600ffe7a28bd2b2211a69509c26c06d5e11ad926faeb82f895"
528
- },
529
- "expected_canonical_schema": {
530
- "schema_id": "cex-order-book-canonical/v1",
531
- "schema_sha256": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
532
- },
533
- "product_pins": {
534
- "capability_policy": {
535
- "policy_id": "market-data-vendor-backfill-capabilities/v3",
536
- "policy_sha256": "5fc751f9823c118a9f168bb6c258cd6dfb57c2a45cdbdbf5efe8e75f54426f78"
537
- },
538
- "resource_policy": {
539
- "policy_id": "market-data-vendor-backfill-resources/v2",
540
- "policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
541
- }
542
- },
543
- "production_authorization_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f103",
544
- "idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95"
545
- },
546
- "required_clock": {
547
- "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
548
- "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
549
- "created_at": "2026-08-20T12:00:00.000Z",
550
- "targets": [
551
- {
552
- "target_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f105",
553
- "target_at": "2026-08-18T09:27:16.000Z"
554
- }
555
- ],
556
- "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600"
557
- },
558
- "artifacts": {
559
- "ledger_file_name": "required-clock-ledger.json",
560
- "qualification_record_file_name": "required-clock-qualification.json"
561
- }
562
- },
563
- "source_tape": {
564
- "operation_id": "market-data-source-tape/v1",
565
- "attempt_id": "arb-usdt-source-tape-conformance",
566
- "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
567
- "scope": {
568
- "exchange": "okx",
569
- "trading_pair": "ARB-USDT",
570
- "market_type": "spot",
571
- "feed": "ORDERBOOK"
572
- },
573
- "window": {
574
- "start_at": "2026-08-18T09:27:15.000Z",
575
- "end_at": "2026-08-18T09:27:17.000Z"
576
- },
577
- "depth": 100,
578
- "target": {
579
- "environment": "sandbox",
580
- "cluster": "cex-archive-local"
581
- },
582
- "production_authorization_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f103",
583
- "expected_canonical_schema": {
584
- "schema_id": "cex-order-book-canonical/v1",
585
- "schema_sha256": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
586
- },
587
- "product_pins": {
588
- "source_tape_capability": {
589
- "policy_id": "market-data-source-tape-capability/v1",
590
- "policy_sha256": "203300cc7060f018de073fa96eee7ba8210bbd5a768063166c1a7c2b2adcbe05"
591
- },
592
- "resource_policy": {
593
- "policy_id": "market-data-vendor-backfill-resources/v2",
594
- "policy_sha256": "5c095c9af4450a0dd110cae04215b9188c6522ab16f4524a41b6122b154160a2"
595
- },
596
- "adapter_policy": {
597
- "policy_id": "cryptohftdata-orderbook-adapter/v1",
598
- "policy_sha256": "b71eec2948593eb3f9f43371a23ec6a37fd186177c6e368f7f792113e907a737"
599
- },
600
- "acquisition_policy": {
601
- "policy_id": "cryptohftdata-hourly-acquisition/v2",
602
- "policy_sha256": "bc70353efd09ec49db97320f831da358191429c1eac42d053cce3ff4e61e320c"
603
- }
604
- },
605
- "artifacts": {
606
- "ledger_file_name": "source-tape-ledger.json",
607
- "qualification_record_file_name": "source-tape-qualification.json",
608
- "exporter_result_file_name": "source-tape-export-result.json"
609
- }
610
- }
611
- }
612
- },
613
- "identities": {
614
- "manifest_sha256": "00fda4a5f67dff1e142af7cf7e37f641a3a960acd6e995530aaf99f8b2f5c7bb",
615
- "backfill_result_sha256": "22a07a36ed103b70676d3fa57f2ff944e25e994138fe48aee8092eadb344ab03",
616
- "selection_sha256": "9506a245eb2c0825490a23b630b649c0b8f2d681bf7c047865bd356e1d69dcd3",
617
- "export_result_sha256": "4037956a82b3727acc6e373041de30f937c874c98d90cbd5e8533c11757d33d4",
618
- "product_pin_sha256": "888afea6a5748146882f2b2fad87838a4b854aad9b047296064e84f8eb0418a2",
619
- "library_operations_sha256": "2dba0231b99379a317db35e6200e0469991bc97cacce0da3a245014b491167d5"
620
- }
621
- }
@@ -1,39 +0,0 @@
1
- {
2
- "policy_id": "market-data-vendor-backfill-capabilities/v3",
3
- "provider": "cryptohftdata",
4
- "adapter_policy": {
5
- "policy_id": "cryptohftdata-orderbook-adapter/v1",
6
- "adapter_version": "cryptohftdata-orderbook/v2"
7
- },
8
- "acquisition_policy": {
9
- "policy_id": "cryptohftdata-hourly-acquisition/v2",
10
- "object_granularity": "utc_hour",
11
- "authentication": "bearer",
12
- "initialization_lookback_ms": 604800000
13
- },
14
- "profiles": [
15
- {
16
- "exchange": "okx",
17
- "market_type": "spot",
18
- "feed": "ORDERBOOK",
19
- "canonical_trading_pair": "ARB-USDT",
20
- "provider_exchange_id": "okx_spot",
21
- "resolved_symbol": "ARB-USDT",
22
- "construction_modes": ["sampled_top_n_snapshot"],
23
- "source_policies": ["authoritative_window", "fill_gaps"],
24
- "max_depth": 400
25
- },
26
- {
27
- "exchange": "okx",
28
- "market_type": "spot",
29
- "feed": "ORDERBOOK",
30
- "canonical_trading_pair": "ARB-USDC",
31
- "provider_exchange_id": "okx_spot",
32
- "resolved_symbol": "ARB-USDC",
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 @@
1
- {
2
- "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
- }