@usherlabs/cex-broker 0.2.52 → 0.3.0

package/dist/market-data-preparation/policies/source-tape-capability-v1.json

@@ -1,35 +0,0 @@
-{
-	"policy_id": "market-data-source-tape-capability/v1",
-	"provider": "cryptohftdata",
-	"adapter_version": "cryptohftdata-orderbook/v2",
-	"acquisition_policy_id": "cryptohftdata-hourly-acquisition/v2",
-	"exchange": "okx",
-	"market_type": "spot",
-	"feed": "ORDERBOOK",
-	"trading_pairs": ["ARB-USDC", "ARB-USDT"],
-	"construction_mode": "policy_neutral_top_n_state_change_tape/v1",
-	"canonical_schema_id": "cex-order-book-canonical/v1",
-	"depth": 100,
-	"source_window_scan": "complete_independent_of_required_clock",
-	"provider_object_inventory": "positive_expected_observed_equality",
-	"state_emission": "initialization_then_every_sequence_valid_state_or_freshness_change",
-	"state_window": "one_support_state_then_changes_in_half_open_window",
-	"archive_target": {
-		"environment": "sandbox",
-		"cluster": "cex-archive-local"
-	},
-	"archive_path": "normal_forwarder_promotion_qualification_selection_exporter_v2",
-	"submission_bounds": {
-		"max_states_per_yield": 4,
-		"max_rows_per_batch": 1000,
-		"max_bytes_per_batch": 5242880,
-		"max_in_flight": 1
-	},
-	"clickhouse_image": "clickhouse/clickhouse-server:24.8.14.39@sha256:1ffa82edee000a42c09313bd9f1293d94c570aee74babc1b3ca9983a35fa597b",
-	"clickhouse_server_version": "24.8.14.39",
-	"projection_schema_ids": [
-		"https://schemas.usher.so/cex-order-book-levels-parquet-projection/v1",
-		"https://schemas.usher.so/cex-order-book-depth-summary-parquet-projection/v1"
-	],
-	"policy_sha256": "203300cc7060f018de073fa96eee7ba8210bbd5a768063166c1a7c2b2adcbe05"
-}

package/dist/market-data-preparation/schema-manifest.json

@@ -1,66 +0,0 @@
-{
-	"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-schema-manifest/v3",
-	"artifacts": [
-		{
-			"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-request/v1",
-			"path": "schemas/backfill-request-v1.schema.json",
-			"schema_sha256": "94eea61421e2dbbb77a583d60aa18208debee31bb7284b0a57e844d8ff34e0ad"
-		},
-		{
-			"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-result/v2",
-			"path": "schemas/backfill-result-v2.schema.json",
-			"schema_sha256": "31d9768cc34d2b46c4e6e98428dbacb066429d412679f21fea331908db556df4"
-		},
-		{
-			"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
-			"path": "schemas/required-clock-v1.schema.json",
-			"schema_sha256": "9f850ddb07aaf4cd339ce60e8c54f80313a090bed1a30c82a6db5877c9b4fbf3"
-		},
-		{
-			"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
-			"path": "schemas/archive-selection-v1.schema.json",
-			"schema_sha256": "1c76ee8579abdaa6f060a14361ed8fe1a93dcf484418b91eede9210d88f99aea"
-		},
-		{
-			"schema_id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
-			"path": "schemas/promotion-receipt-v1.schema.json",
-			"schema_sha256": "95629b9d6d8544f84d42caac4e40c7995f4933836fbb974cb186d11293739438"
-		},
-		{
-			"schema_id": "https://schemas.usher.so/cex-canonical-orderbook-export-request/v1",
-			"path": "schemas/canonical-orderbook-export-request-v1.schema.json",
-			"schema_sha256": "f82096cd3e0fb8d513ad5a9dbdb817d1c6e3e56dbbde745d4d8ff3be7c1528eb"
-		},
-		{
-			"schema_id": "https://schemas.usher.so/cex-canonical-orderbook-export-result/v2",
-			"path": "schemas/canonical-orderbook-export-result-v2.schema.json",
-			"schema_sha256": "315dc2c6e00d5504c1152ddf00b1e8eabd18008293eb6aca3e696adc8b0e11d6"
-		},
-		{
-			"schema_id": "cex-market-data-preparation-product-pin/v2",
-			"path": "schemas/preparation-product-pin-v2.schema.json",
-			"schema_sha256": "03bb7b0ffc5293a6a2dbceb871ff75fc83e54a979cd22bc2c99e7751b761c833"
-		},
-		{
-			"schema_id": "https://schemas.usher.so/cex-order-book-levels-parquet-projection/v1",
-			"path": "schemas/order-book-levels-parquet-projection-v1.schema.json",
-			"schema_sha256": "dbf98aabe22f715388d7fa8d791935a3131fe8d372cfe7041296fd3ace501ffc"
-		},
-		{
-			"schema_id": "https://schemas.usher.so/cex-order-book-depth-summary-parquet-projection/v1",
-			"path": "schemas/order-book-depth-summary-parquet-projection-v1.schema.json",
-			"schema_sha256": "7fca0794401e0a8de767c4f70bd3b258e20eee94565060c0749ebcb75588e9d1"
-		},
-		{
-			"schema_id": "https://schemas.usher.so/market-data-source-forensics-ledger/v1",
-			"path": "schemas/source-forensics-ledger-v1.schema.json",
-			"schema_sha256": "a0fbe689cb309acaadf8ae432890fc572b4db37763e8cdcf00c06e7307d08e97"
-		},
-		{
-			"schema_id": "https://schemas.usher.so/market-data-source-qualification-record/v1",
-			"path": "schemas/source-qualification-record-v1.schema.json",
-			"schema_sha256": "2a9fa7c0b005bcfa79bc03714e0b7dc145cde7ebf071b8ed4ce48bb2ad53abd5"
-		}
-	],
-	"manifest_sha256": "00fda4a5f67dff1e142af7cf7e37f641a3a960acd6e995530aaf99f8b2f5c7bb"
-}

package/dist/market-data-preparation/schemas/archive-selection-v1.schema.json

@@ -1,224 +0,0 @@
-{
-	"$schema": "https://json-schema.org/draft/2020-12/schema",
-	"$id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
-	"title": "Market data vendor backfill archive selection v1",
-	"type": "object",
-	"additionalProperties": false,
-	"required": [
-		"schema_id",
-		"selection_sha256",
-		"scope",
-		"required_clock",
-		"coverage_policy",
-		"source_policy",
-		"coverage_class",
-		"requested_intervals",
-		"selected_intervals",
-		"precedence",
-		"bundles",
-		"support_anchors",
-		"receipt_ids",
-		"qualification_event_ids",
-		"resolved_at"
-	],
-	"properties": {
-		"schema_id": {
-			"const": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1"
-		},
-		"selection_sha256": { "$ref": "#/$defs/sha256" },
-		"scope": { "$ref": "#/$defs/scope" },
-		"required_clock": { "$ref": "#/$defs/clockReference" },
-		"coverage_policy": { "$ref": "#/$defs/coveragePolicy" },
-		"source_policy": { "enum": ["authoritative_window", "fill_gaps"] },
-		"coverage_class": { "enum": ["complete", "partial", "missing"] },
-		"requested_intervals": {
-			"type": "array",
-			"minItems": 1,
-			"items": { "$ref": "#/$defs/interval" }
-		},
-		"selected_intervals": {
-			"type": "array",
-			"items": {
-				"type": "object",
-				"additionalProperties": false,
-				"required": [
-					"start_at",
-					"end_at",
-					"capture_bundle_id",
-					"capture_origin"
-				],
-				"properties": {
-					"start_at": { "$ref": "#/$defs/timestamp" },
-					"end_at": { "$ref": "#/$defs/timestamp" },
-					"capture_bundle_id": { "$ref": "#/$defs/sha256" },
-					"capture_origin": { "$ref": "#/$defs/captureOrigin" }
-				}
-			}
-		},
-		"precedence": {
-			"type": "array",
-			"minItems": 1,
-			"maxItems": 2,
-			"uniqueItems": true,
-			"items": { "enum": ["archive", "vendor"] }
-		},
-		"bundles": {
-			"type": "array",
-			"items": {
-				"type": "object",
-				"additionalProperties": false,
-				"required": [
-					"capture_bundle_id",
-					"capture_origin",
-					"interval",
-					"qualification"
-				],
-				"properties": {
-					"capture_bundle_id": { "$ref": "#/$defs/sha256" },
-					"capture_origin": { "$ref": "#/$defs/captureOrigin" },
-					"interval": { "$ref": "#/$defs/interval" },
-					"qualification": {
-						"oneOf": [
-							{ "type": "null" },
-							{
-								"type": "object",
-								"additionalProperties": false,
-								"required": [
-									"qualification_event_id",
-									"state",
-									"receipt_id",
-									"promotion_identity_sha256"
-								],
-								"properties": {
-									"qualification_event_id": { "$ref": "#/$defs/uuid" },
-									"state": { "const": "qualified" },
-									"receipt_id": { "$ref": "#/$defs/sha256" },
-									"promotion_identity_sha256": { "$ref": "#/$defs/sha256" }
-								}
-							}
-						]
-					}
-				}
-			}
-		},
-		"support_anchors": {
-			"type": "array",
-			"items": {
-				"type": "object",
-				"additionalProperties": false,
-				"required": [
-					"capture_bundle_id",
-					"raw_capture_id",
-					"snapshot_id",
-					"source_time",
-					"normalized_summary_checksum",
-					"metadata_ref"
-				],
-				"properties": {
-					"capture_bundle_id": { "$ref": "#/$defs/sha256" },
-					"raw_capture_id": { "$ref": "#/$defs/sha256" },
-					"snapshot_id": { "$ref": "#/$defs/sha256" },
-					"source_time": { "$ref": "#/$defs/timestamp" },
-					"normalized_summary_checksum": { "$ref": "#/$defs/sha256" },
-					"metadata_ref": {
-						"type": "object",
-						"additionalProperties": false,
-						"required": [
-							"capture_origin",
-							"qualification_event_id",
-							"receipt_id"
-						],
-						"properties": {
-							"capture_origin": { "$ref": "#/$defs/captureOrigin" },
-							"qualification_event_id": {
-								"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/uuid" }]
-							},
-							"receipt_id": {
-								"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sha256" }]
-							}
-						}
-					}
-				}
-			}
-		},
-		"receipt_ids": {
-			"type": "array",
-			"uniqueItems": true,
-			"items": { "$ref": "#/$defs/sha256" }
-		},
-		"qualification_event_ids": {
-			"type": "array",
-			"uniqueItems": true,
-			"items": { "$ref": "#/$defs/uuid" }
-		},
-		"resolved_at": { "$ref": "#/$defs/timestamp" }
-	},
-	"$defs": {
-		"uuid": {
-			"type": "string",
-			"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
-		},
-		"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
-		"timestamp": {
-			"type": "string",
-			"pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
-		},
-		"safeInteger": {
-			"type": "integer",
-			"minimum": 0,
-			"maximum": 9007199254740991
-		},
-		"captureOrigin": {
-			"enum": ["production_capture", "vendor_historical_backfill"]
-		},
-		"scope": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["exchange", "trading_pair", "market_type", "feed"],
-			"properties": {
-				"exchange": {
-					"type": "string",
-					"pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
-				},
-				"trading_pair": { "type": "string", "minLength": 3, "maxLength": 128 },
-				"market_type": { "enum": ["spot", "swap", "future"] },
-				"feed": { "const": "ORDERBOOK" }
-			}
-		},
-		"clockReference": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["clock_id", "clock_sha256", "event_count"],
-			"properties": {
-				"clock_id": { "$ref": "#/$defs/uuid" },
-				"clock_sha256": { "$ref": "#/$defs/sha256" },
-				"event_count": { "$ref": "#/$defs/safeInteger" }
-			}
-		},
-		"coveragePolicy": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"policy_id",
-				"max_asof_lag_ms",
-				"future_rows",
-				"missing_required_event"
-			],
-			"properties": {
-				"policy_id": { "const": "prior-asof-strict/v1" },
-				"max_asof_lag_ms": { "$ref": "#/$defs/safeInteger" },
-				"future_rows": { "const": "reject" },
-				"missing_required_event": { "const": "fail" }
-			}
-		},
-		"interval": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["start_at", "end_at"],
-			"properties": {
-				"start_at": { "$ref": "#/$defs/timestamp" },
-				"end_at": { "$ref": "#/$defs/timestamp" }
-			}
-		}
-	}
-}

package/dist/market-data-preparation/schemas/backfill-request-v1.schema.json

@@ -1,166 +0,0 @@
-{
-	"$schema": "https://json-schema.org/draft/2020-12/schema",
-	"$id": "https://schemas.usher.so/market-data-vendor-backfill-request/v1",
-	"title": "Market data vendor backfill request v1",
-	"type": "object",
-	"additionalProperties": false,
-	"required": [
-		"schema_id",
-		"request_id",
-		"attempt_id",
-		"idempotency_key",
-		"scope",
-		"window",
-		"depth",
-		"construction_mode",
-		"source_policy",
-		"target",
-		"coverage_policy",
-		"required_clock",
-		"initial_selection",
-		"expected_canonical_schema",
-		"product_pins",
-		"production_authorization_id"
-	],
-	"properties": {
-		"schema_id": {
-			"const": "https://schemas.usher.so/market-data-vendor-backfill-request/v1"
-		},
-		"request_id": { "$ref": "#/$defs/uuid" },
-		"attempt_id": { "$ref": "#/$defs/uuid" },
-		"idempotency_key": { "$ref": "#/$defs/sha256" },
-		"scope": { "$ref": "#/$defs/scope" },
-		"window": { "$ref": "#/$defs/interval" },
-		"depth": { "type": "integer", "minimum": 1, "maximum": 500 },
-		"construction_mode": {
-			"enum": ["sampled_top_n_snapshot", "exact_l2_reconstruction"]
-		},
-		"source_policy": { "enum": ["authoritative_window", "fill_gaps"] },
-		"target": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["environment", "cluster"],
-			"properties": {
-				"environment": {
-					"type": "string",
-					"pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
-				},
-				"cluster": {
-					"type": "string",
-					"pattern": "^[a-z0-9][a-z0-9_-]{0,127}$"
-				}
-			}
-		},
-		"coverage_policy": { "$ref": "#/$defs/coveragePolicy" },
-		"required_clock": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"schema_id",
-				"clock_id",
-				"file_name",
-				"clock_sha256",
-				"event_count"
-			],
-			"properties": {
-				"schema_id": {
-					"const": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1"
-				},
-				"clock_id": { "$ref": "#/$defs/uuid" },
-				"file_name": {
-					"type": "string",
-					"pattern": "^[A-Za-z0-9][A-Za-z0-9._-]{0,254}$"
-				},
-				"clock_sha256": { "$ref": "#/$defs/sha256" },
-				"event_count": { "$ref": "#/$defs/safeInteger" }
-			}
-		},
-		"initial_selection": {
-			"$ref": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1"
-		},
-		"expected_canonical_schema": { "$ref": "#/$defs/artifactPin" },
-		"product_pins": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["capability_policy", "resource_policy"],
-			"properties": {
-				"capability_policy": { "$ref": "#/$defs/policyPin" },
-				"resource_policy": { "$ref": "#/$defs/policyPin" }
-			}
-		},
-		"production_authorization_id": { "$ref": "#/$defs/uuid" }
-	},
-	"$defs": {
-		"uuid": {
-			"type": "string",
-			"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
-		},
-		"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
-		"timestamp": {
-			"type": "string",
-			"pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
-		},
-		"safeInteger": {
-			"type": "integer",
-			"minimum": 0,
-			"maximum": 9007199254740991
-		},
-		"scope": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["exchange", "trading_pair", "market_type", "feed"],
-			"properties": {
-				"exchange": {
-					"type": "string",
-					"pattern": "^[a-z0-9][a-z0-9_-]{0,63}$"
-				},
-				"trading_pair": { "type": "string", "minLength": 3, "maxLength": 128 },
-				"market_type": { "enum": ["spot", "swap", "future"] },
-				"feed": { "const": "ORDERBOOK" }
-			}
-		},
-		"interval": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["start_at", "end_at"],
-			"properties": {
-				"start_at": { "$ref": "#/$defs/timestamp" },
-				"end_at": { "$ref": "#/$defs/timestamp" }
-			}
-		},
-		"coveragePolicy": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"policy_id",
-				"max_asof_lag_ms",
-				"future_rows",
-				"missing_required_event"
-			],
-			"properties": {
-				"policy_id": { "const": "prior-asof-strict/v1" },
-				"max_asof_lag_ms": { "$ref": "#/$defs/safeInteger" },
-				"future_rows": { "const": "reject" },
-				"missing_required_event": { "const": "fail" }
-			}
-		},
-		"artifactPin": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["schema_id", "schema_sha256"],
-			"properties": {
-				"schema_id": { "type": "string", "minLength": 1, "maxLength": 256 },
-				"schema_sha256": { "$ref": "#/$defs/sha256" }
-			}
-		},
-		"policyPin": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["policy_id", "policy_sha256"],
-			"properties": {
-				"policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
-				"policy_sha256": { "$ref": "#/$defs/sha256" }
-			}
-		}
-	}
-}