@usherlabs/cex-broker 0.2.52 → 0.3.0

package/dist/market-data-preparation/schemas/order-book-depth-summary-parquet-projection-v1.schema.json

@@ -1,256 +0,0 @@
-{
-	"$schema": "https://json-schema.org/draft/2020-12/schema",
-	"$id": "https://schemas.usher.so/cex-order-book-depth-summary-parquet-projection/v1",
-	"title": "CEX order-book depth-summary Parquet capture-core projection v1",
-	"canonical_schema_id": "cex-order-book-canonical/v1",
-	"file_name": "order_book_depth_summary.parquet",
-	"parquet_metadata": {
-		"key_value_metadata": []
-	},
-	"columns": [
-		{
-			"name": "source",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "deployment_id",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "capture_bundle_id",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": true
-		},
-		{
-			"name": "exchange",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "symbol",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "trading_pair",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "source_symbol",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "asset_type",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "feed",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "provider",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "source_mode",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "capture_origin",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "source_time_ms",
-			"physical_type": "INT64",
-			"logical_type": "UINT_64",
-			"nullable": false
-		},
-		{
-			"name": "received_time_ms",
-			"physical_type": "INT64",
-			"logical_type": "UINT_64",
-			"nullable": false
-		},
-		{
-			"name": "raw_capture_id",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": true
-		},
-		{
-			"name": "raw_capture_scope",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": true
-		},
-		{
-			"name": "schema_version",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "checksum_algorithm",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "raw_checksum",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": true
-		},
-		{
-			"name": "provenance_complete",
-			"physical_type": "INT32",
-			"logical_type": "UINT_8",
-			"nullable": false
-		},
-		{
-			"name": "snapshot_id",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "construction_mode",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "gap_policy",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "depth_limit",
-			"physical_type": "INT32",
-			"logical_type": "UINT_16",
-			"nullable": false
-		},
-		{
-			"name": "sequence",
-			"physical_type": "INT64",
-			"logical_type": "UINT_64",
-			"nullable": true
-		},
-		{
-			"name": "exact_l2_reconstruction_complete",
-			"physical_type": "INT32",
-			"logical_type": "UINT_8",
-			"nullable": false
-		},
-		{
-			"name": "best_bid",
-			"physical_type": "FIXED_LEN_BYTE_ARRAY",
-			"logical_type": "DECIMAL(38,18)",
-			"nullable": false
-		},
-		{
-			"name": "best_ask",
-			"physical_type": "FIXED_LEN_BYTE_ARRAY",
-			"logical_type": "DECIMAL(38,18)",
-			"nullable": false
-		},
-		{
-			"name": "best_bid_amount",
-			"physical_type": "FIXED_LEN_BYTE_ARRAY",
-			"logical_type": "DECIMAL(38,18)",
-			"nullable": false
-		},
-		{
-			"name": "best_ask_amount",
-			"physical_type": "FIXED_LEN_BYTE_ARRAY",
-			"logical_type": "DECIMAL(38,18)",
-			"nullable": false
-		},
-		{
-			"name": "mid_price",
-			"physical_type": "FIXED_LEN_BYTE_ARRAY",
-			"logical_type": "DECIMAL(38,18)",
-			"nullable": false
-		},
-		{
-			"name": "spread",
-			"physical_type": "FIXED_LEN_BYTE_ARRAY",
-			"logical_type": "DECIMAL(38,18)",
-			"nullable": false
-		},
-		{
-			"name": "spread_bps",
-			"physical_type": "DOUBLE",
-			"logical_type": null,
-			"nullable": false
-		},
-		{
-			"name": "staleness_ms",
-			"physical_type": "INT64",
-			"logical_type": "UINT_64",
-			"nullable": false
-		},
-		{
-			"name": "bid_level_count",
-			"physical_type": "INT32",
-			"logical_type": "UINT_16",
-			"nullable": false
-		},
-		{
-			"name": "ask_level_count",
-			"physical_type": "INT32",
-			"logical_type": "UINT_16",
-			"nullable": false
-		},
-		{
-			"name": "measurement_bands_bps",
-			"physical_type": "LIST",
-			"logical_type": "LIST<UINT_32>",
-			"nullable": false
-		},
-		{
-			"name": "bid_depth_by_band",
-			"physical_type": "LIST",
-			"logical_type": "LIST<DECIMAL(38,18)>",
-			"nullable": false
-		},
-		{
-			"name": "ask_depth_by_band",
-			"physical_type": "LIST",
-			"logical_type": "LIST<DECIMAL(38,18)>",
-			"nullable": false
-		},
-		{
-			"name": "normalized_row_checksum",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		}
-	],
-	"metadata": {
-		"cex.canonical_schema_id": "cex-order-book-canonical/v1",
-		"cex.projection_schema_id": "https://schemas.usher.so/cex-order-book-depth-summary-parquet-projection/v1"
-	}
-}

package/dist/market-data-preparation/schemas/order-book-levels-parquet-projection-v1.schema.json

@@ -1,220 +0,0 @@
-{
-	"$schema": "https://json-schema.org/draft/2020-12/schema",
-	"$id": "https://schemas.usher.so/cex-order-book-levels-parquet-projection/v1",
-	"title": "CEX order-book levels Parquet capture-core projection v1",
-	"canonical_schema_id": "cex-order-book-canonical/v1",
-	"file_name": "order_book_levels.parquet",
-	"parquet_metadata": {
-		"key_value_metadata": []
-	},
-	"columns": [
-		{
-			"name": "source",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "deployment_id",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "capture_bundle_id",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": true
-		},
-		{
-			"name": "exchange",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "symbol",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "trading_pair",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "source_symbol",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "asset_type",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "feed",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "provider",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "source_mode",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "capture_origin",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "source_time_ms",
-			"physical_type": "INT64",
-			"logical_type": "UINT_64",
-			"nullable": false
-		},
-		{
-			"name": "received_time_ms",
-			"physical_type": "INT64",
-			"logical_type": "UINT_64",
-			"nullable": false
-		},
-		{
-			"name": "raw_capture_id",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": true
-		},
-		{
-			"name": "raw_capture_scope",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": true
-		},
-		{
-			"name": "schema_version",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "checksum_algorithm",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "raw_checksum",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": true
-		},
-		{
-			"name": "provenance_complete",
-			"physical_type": "INT32",
-			"logical_type": "UINT_8",
-			"nullable": false
-		},
-		{
-			"name": "snapshot_id",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "construction_mode",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "gap_policy",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "depth_limit",
-			"physical_type": "INT32",
-			"logical_type": "UINT_16",
-			"nullable": false
-		},
-		{
-			"name": "sequence",
-			"physical_type": "INT64",
-			"logical_type": "UINT_64",
-			"nullable": true
-		},
-		{
-			"name": "exact_l2_reconstruction_complete",
-			"physical_type": "INT32",
-			"logical_type": "UINT_8",
-			"nullable": false
-		},
-		{
-			"name": "side",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		},
-		{
-			"name": "level_index",
-			"physical_type": "INT32",
-			"logical_type": "UINT_16",
-			"nullable": false
-		},
-		{
-			"name": "price",
-			"physical_type": "FIXED_LEN_BYTE_ARRAY",
-			"logical_type": "DECIMAL(38,18)",
-			"nullable": false
-		},
-		{
-			"name": "amount",
-			"physical_type": "FIXED_LEN_BYTE_ARRAY",
-			"logical_type": "DECIMAL(38,18)",
-			"nullable": false
-		},
-		{
-			"name": "notional",
-			"physical_type": "FIXED_LEN_BYTE_ARRAY",
-			"logical_type": "DECIMAL(38,18)",
-			"nullable": false
-		},
-		{
-			"name": "mid_price",
-			"physical_type": "FIXED_LEN_BYTE_ARRAY",
-			"logical_type": "DECIMAL(38,18)",
-			"nullable": false
-		},
-		{
-			"name": "spread_from_mid_bps",
-			"physical_type": "DOUBLE",
-			"logical_type": null,
-			"nullable": false
-		},
-		{
-			"name": "normalized_row_checksum",
-			"physical_type": "BYTE_ARRAY",
-			"logical_type": "UTF8",
-			"nullable": false
-		}
-	],
-	"metadata": {
-		"cex.canonical_schema_id": "cex-order-book-canonical/v1",
-		"cex.projection_schema_id": "https://schemas.usher.so/cex-order-book-levels-parquet-projection/v1"
-	}
-}

package/dist/market-data-preparation/schemas/preparation-product-pin-v2.schema.json

@@ -1,176 +0,0 @@
-{
-	"$schema": "https://json-schema.org/draft/2020-12/schema",
-	"$id": "cex-market-data-preparation-product-pin/v2",
-	"title": "CEX market-data preparation product pin v2",
-	"type": "object",
-	"additionalProperties": false,
-	"required": [
-		"schema_id",
-		"package",
-		"executables",
-		"schema_manifest",
-		"schema_pins",
-		"capability_policy",
-		"source_tape_capability",
-		"resource_policy",
-		"preparation_library"
-	],
-	"properties": {
-		"schema_id": { "const": "cex-market-data-preparation-product-pin/v2" },
-		"package": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"name",
-				"version",
-				"registry_tarball_url",
-				"integrity",
-				"tarball_sha256",
-				"npm_git_head"
-			],
-			"properties": {
-				"name": { "const": "@usherlabs/cex-broker" },
-				"version": { "$ref": "#/$defs/semver" },
-				"registry_tarball_url": {
-					"type": "string",
-					"pattern": "^https://registry\\.npmjs\\.org/@usherlabs/cex-broker/-/cex-broker-[0-9A-Za-z.-]+\\.tgz$"
-				},
-				"integrity": {
-					"type": "string",
-					"pattern": "^sha512-[A-Za-z0-9+/]+={0,2}$"
-				},
-				"tarball_sha256": { "$ref": "#/$defs/sha256" },
-				"npm_git_head": { "type": "string", "pattern": "^[0-9a-f]{40}$" }
-			}
-		},
-		"executables": {
-			"type": "array",
-			"minItems": 2,
-			"maxItems": 2,
-			"items": {
-				"type": "object",
-				"additionalProperties": false,
-				"required": [
-					"product_id",
-					"product_version",
-					"relative_path",
-					"executable_sha256"
-				],
-				"properties": {
-					"product_id": {
-						"enum": [
-							"market-data-vendor-backfill",
-							"cex-canonical-orderbook-export"
-						]
-					},
-					"product_version": {
-						"enum": [
-							"market-data-vendor-backfill/v1",
-							"cex-canonical-orderbook-export/v2"
-						]
-					},
-					"relative_path": {
-						"type": "string",
-						"pattern": "^dist/commands/[A-Za-z0-9._-]+\\.js$"
-					},
-					"executable_sha256": { "$ref": "#/$defs/sha256" }
-				}
-			}
-		},
-		"schema_manifest": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["schema_id", "manifest_sha256", "relative_path"],
-			"properties": {
-				"schema_id": {
-					"const": "https://schemas.usher.so/market-data-vendor-backfill-schema-manifest/v3"
-				},
-				"manifest_sha256": { "$ref": "#/$defs/sha256" },
-				"relative_path": {
-					"const": "dist/market-data-preparation/schema-manifest.json"
-				}
-			}
-		},
-		"schema_pins": {
-			"type": "array",
-			"minItems": 12,
-			"maxItems": 12,
-			"uniqueItems": true,
-			"items": {
-				"type": "object",
-				"additionalProperties": false,
-				"required": ["schema_id", "schema_sha256"],
-				"properties": {
-					"schema_id": { "type": "string", "minLength": 1, "maxLength": 256 },
-					"schema_sha256": { "$ref": "#/$defs/sha256" }
-				}
-			}
-		},
-		"capability_policy": { "$ref": "#/$defs/policyPin" },
-		"source_tape_capability": { "$ref": "#/$defs/policyPin" },
-		"resource_policy": { "$ref": "#/$defs/policyPin" },
-		"preparation_library": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"exported_subpath",
-				"runtime_entry_sha256",
-				"declaration_sha256",
-				"operations"
-			],
-			"properties": {
-				"exported_subpath": {
-					"const": "@usherlabs/cex-broker/market-data-preparation"
-				},
-				"runtime_entry_sha256": { "$ref": "#/$defs/sha256" },
-				"declaration_sha256": { "$ref": "#/$defs/sha256" },
-				"operations": {
-					"type": "array",
-					"prefixItems": [
-						{
-							"type": "object",
-							"additionalProperties": false,
-							"required": ["symbol", "operation_id"],
-							"properties": {
-								"symbol": { "const": "runMarketDataSourceTape" },
-								"operation_id": { "const": "market-data-source-tape/v1" }
-							}
-						},
-						{
-							"type": "object",
-							"additionalProperties": false,
-							"required": ["symbol", "operation_id"],
-							"properties": {
-								"symbol": {
-									"const": "runMarketDataRequiredClockQualification"
-								},
-								"operation_id": {
-									"const": "market-data-required-clock-qualification/v1"
-								}
-							}
-						}
-					],
-					"items": false,
-					"minItems": 2,
-					"maxItems": 2
-				}
-			}
-		}
-	},
-	"$defs": {
-		"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
-		"semver": {
-			"type": "string",
-			"pattern": "^[0-9]+\\.[0-9]+\\.[0-9]+(?:-[0-9A-Za-z.-]+)?$"
-		},
-		"policyPin": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["policy_id", "policy_sha256"],
-			"properties": {
-				"policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
-				"policy_sha256": { "$ref": "#/$defs/sha256" }
-			}
-		}
-	}
-}