@usherlabs/cex-broker 0.2.52 → 0.3.0

package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json

@@ -1,175 +0,0 @@
-{
-	"$schema": "https://json-schema.org/draft/2020-12/schema",
-	"$id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
-	"title": "Market data vendor backfill promotion receipt v1",
-	"type": "object",
-	"additionalProperties": false,
-	"required": [
-		"schema_id",
-		"receipt_id",
-		"promotion_identity_sha256",
-		"verified_at",
-		"request_id",
-		"idempotency_key",
-		"source",
-		"capture_origin",
-		"source_mode",
-		"provider",
-		"adapter_version",
-		"effective_policies",
-		"capture_bundle_id",
-		"scope",
-		"window",
-		"depth",
-		"construction_mode",
-		"canonical_schema",
-		"coverage_policy",
-		"selection_sha256",
-		"vendor_semantic_digest",
-		"canonical_semantic_digest",
-		"prefix_digest",
-		"suffix_digest",
-		"seam_verified",
-		"coverage_verified",
-		"dataset_objects"
-	],
-	"properties": {
-		"schema_id": {
-			"const": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1"
-		},
-		"receipt_id": { "$ref": "#/$defs/sha256" },
-		"promotion_identity_sha256": { "$ref": "#/$defs/sha256" },
-		"verified_at": { "$ref": "#/$defs/timestamp" },
-		"request_id": { "$ref": "#/$defs/uuid" },
-		"idempotency_key": { "$ref": "#/$defs/sha256" },
-		"source": { "const": "external_backfill" },
-		"capture_origin": { "const": "vendor_historical_backfill" },
-		"source_mode": { "const": "vendor_historical_backfill_v1" },
-		"provider": { "type": "string", "minLength": 1, "maxLength": 128 },
-		"adapter_version": { "type": "string", "minLength": 1, "maxLength": 256 },
-		"effective_policies": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"capability_policy",
-				"resource_policy",
-				"adapter_policy",
-				"acquisition_policy"
-			],
-			"properties": {
-				"capability_policy": { "$ref": "#/$defs/policyPin" },
-				"resource_policy": { "$ref": "#/$defs/policyPin" },
-				"adapter_policy": { "$ref": "#/$defs/policyPin" },
-				"acquisition_policy": { "$ref": "#/$defs/policyPin" }
-			}
-		},
-		"capture_bundle_id": { "$ref": "#/$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",
-				"policy_neutral_top_n_state_change_tape/v1"
-			]
-		},
-		"canonical_schema": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["schema_id", "schema_sha256"],
-			"properties": {
-				"schema_id": { "type": "string", "minLength": 1, "maxLength": 256 },
-				"schema_sha256": { "$ref": "#/$defs/sha256" }
-			}
-		},
-		"coverage_policy": { "$ref": "#/$defs/coveragePolicy" },
-		"selection_sha256": { "$ref": "#/$defs/sha256" },
-		"vendor_semantic_digest": { "$ref": "#/$defs/sha256" },
-		"canonical_semantic_digest": { "$ref": "#/$defs/sha256" },
-		"prefix_digest": { "$ref": "#/$defs/sha256" },
-		"suffix_digest": { "$ref": "#/$defs/sha256" },
-		"seam_verified": { "const": true },
-		"coverage_verified": { "const": true },
-		"dataset_objects": {
-			"type": "array",
-			"minItems": 1,
-			"maxItems": 10000,
-			"items": {
-				"type": "object",
-				"additionalProperties": false,
-				"required": ["identity", "checksum", "bytes", "rows"],
-				"properties": {
-					"identity": { "type": "string", "minLength": 1, "maxLength": 2048 },
-					"checksum": { "$ref": "#/$defs/sha256" },
-					"bytes": { "$ref": "#/$defs/safeInteger" },
-					"rows": { "$ref": "#/$defs/safeInteger" }
-				}
-			}
-		}
-	},
-	"$defs": {
-		"uuid": {
-			"type": "string",
-			"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
-		},
-		"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": "#/$defs/safeInteger" },
-				"future_rows": { "const": "reject" },
-				"missing_required_event": { "const": "fail" }
-			}
-		},
-		"policyPin": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["policy_id", "policy_sha256"],
-			"properties": {
-				"policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
-				"policy_sha256": { "$ref": "#/$defs/sha256" }
-			}
-		}
-	}
-}

package/dist/market-data-preparation/schemas/required-clock-v1.schema.json

@@ -1,47 +0,0 @@
-{
-	"$schema": "https://json-schema.org/draft/2020-12/schema",
-	"$id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
-	"title": "Market data vendor backfill required clock v1",
-	"type": "object",
-	"additionalProperties": false,
-	"required": [
-		"schema_id",
-		"clock_id",
-		"clock_sha256",
-		"created_at",
-		"targets"
-	],
-	"properties": {
-		"schema_id": {
-			"const": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1"
-		},
-		"clock_id": { "$ref": "#/$defs/uuid" },
-		"clock_sha256": { "$ref": "#/$defs/sha256" },
-		"created_at": { "$ref": "#/$defs/timestamp" },
-		"targets": {
-			"type": "array",
-			"minItems": 1,
-			"maxItems": 100000,
-			"items": {
-				"type": "object",
-				"additionalProperties": false,
-				"required": ["target_id", "target_at"],
-				"properties": {
-					"target_id": { "$ref": "#/$defs/uuid" },
-					"target_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}$" },
-		"timestamp": {
-			"type": "string",
-			"pattern": "^[0-9]{4}-(0[1-9]|1[0-2])-([0-2][0-9]|3[01])T([01][0-9]|2[0-3]):[0-5][0-9]:[0-5][0-9]\\.[0-9]{3}Z$"
-		}
-	}
-}

package/dist/market-data-preparation/schemas/source-forensics-ledger-v1.schema.json

@@ -1,463 +0,0 @@
-{
-	"$schema": "https://json-schema.org/draft/2020-12/schema",
-	"$id": "https://schemas.usher.so/market-data-source-forensics-ledger/v1",
-	"title": "CEX market-data source-forensics ledger v1",
-	"type": "object",
-	"additionalProperties": false,
-	"required": [
-		"schema_id",
-		"ledger_sha256",
-		"operation_kind",
-		"normalized_invocation_sha256",
-		"request_id",
-		"scope",
-		"window",
-		"effective_policies",
-		"provider_object_inventory",
-		"provider_objects",
-		"records",
-		"summary",
-		"limits",
-		"complete",
-		"incomplete_reason"
-	],
-	"properties": {
-		"schema_id": {
-			"const": "https://schemas.usher.so/market-data-source-forensics-ledger/v1"
-		},
-		"ledger_sha256": { "$ref": "#/$defs/sha256" },
-		"operation_kind": {
-			"enum": ["required_clock_qualification", "source_tape"]
-		},
-		"normalized_invocation_sha256": { "$ref": "#/$defs/sha256" },
-		"request_id": { "$ref": "#/$defs/uuid" },
-		"scope": { "$ref": "#/$defs/scope" },
-		"window": { "$ref": "#/$defs/interval" },
-		"required_clock": { "$ref": "#/$defs/clock" },
-		"source_tape": { "$ref": "#/$defs/sourceTape" },
-		"effective_policies": { "$ref": "#/$defs/policies" },
-		"provider_object_inventory": { "$ref": "#/$defs/inventory" },
-		"provider_objects": {
-			"type": "array",
-			"items": { "$ref": "#/$defs/object" }
-		},
-		"records": {
-			"type": "array",
-			"maxItems": 100000,
-			"items": { "$ref": "#/$defs/record" }
-		},
-		"target_dispositions": {
-			"type": "array",
-			"maxItems": 100000,
-			"items": { "$ref": "#/$defs/disposition" }
-		},
-		"summary": { "type": "object" },
-		"limits": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["max_records", "max_canonical_json_bytes"],
-			"properties": {
-				"max_records": { "const": 100000 },
-				"max_canonical_json_bytes": { "const": 67108864 }
-			}
-		},
-		"complete": { "type": "boolean" },
-		"incomplete_reason": {
-			"oneOf": [
-				{ "type": "null" },
-				{ "const": "forensics_evidence_bound_exceeded" }
-			]
-		}
-	},
-	"oneOf": [
-		{
-			"properties": {
-				"operation_kind": { "const": "required_clock_qualification" },
-				"summary": { "$ref": "#/$defs/clockSummary" },
-				"required_clock": { "$ref": "#/$defs/clock" },
-				"target_dispositions": {
-					"type": "array",
-					"maxItems": 100000,
-					"items": { "$ref": "#/$defs/disposition" }
-				},
-				"source_tape": {}
-			},
-			"required": ["required_clock", "target_dispositions"],
-			"not": {
-				"properties": { "source_tape": {} },
-				"required": ["source_tape"]
-			}
-		},
-		{
-			"properties": {
-				"operation_kind": { "const": "source_tape" },
-				"summary": { "$ref": "#/$defs/recordSummary" },
-				"source_tape": { "$ref": "#/$defs/sourceTape" },
-				"required_clock": {},
-				"target_dispositions": {}
-			},
-			"required": ["source_tape"],
-			"not": {
-				"anyOf": [
-					{
-						"properties": { "required_clock": {} },
-						"required": ["required_clock"]
-					},
-					{
-						"properties": { "target_dispositions": {} },
-						"required": ["target_dispositions"]
-					}
-				]
-			}
-		}
-	],
-	"$defs": {
-		"sha256": { "type": "string", "pattern": "^[0-9a-f]{64}$" },
-		"uuid": {
-			"type": "string",
-			"pattern": "^[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$"
-		},
-		"uint": { "type": "integer", "minimum": 0, "maximum": 9007199254740991 },
-		"pin": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["policy_id", "policy_sha256"],
-			"properties": {
-				"policy_id": { "type": "string", "minLength": 1, "maxLength": 256 },
-				"policy_sha256": { "$ref": "#/$defs/sha256" }
-			}
-		},
-		"scope": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["exchange", "trading_pair", "market_type", "feed"],
-			"properties": {
-				"exchange": { "type": "string", "pattern": "^[a-z0-9_-]+$" },
-				"trading_pair": {
-					"type": "string",
-					"pattern": "^[A-Z0-9]+-[A-Z0-9]+$"
-				},
-				"market_type": { "enum": ["spot", "swap", "future"] },
-				"feed": { "const": "ORDERBOOK" }
-			}
-		},
-		"interval": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["start_time_ms", "end_time_ms_exclusive"],
-			"properties": {
-				"start_time_ms": { "$ref": "#/$defs/uint" },
-				"end_time_ms_exclusive": { "$ref": "#/$defs/uint" }
-			}
-		},
-		"clock": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["clock_id", "clock_sha256", "event_count"],
-			"properties": {
-				"clock_id": { "$ref": "#/$defs/uuid" },
-				"clock_sha256": { "$ref": "#/$defs/sha256" },
-				"event_count": { "$ref": "#/$defs/uint" }
-			}
-		},
-		"sourceTape": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["product_id", "product_version", "state_count"],
-			"properties": {
-				"product_id": { "const": "market-data-source-tape" },
-				"product_version": { "const": "market-data-source-tape/v1" },
-				"state_count": { "$ref": "#/$defs/uint" }
-			}
-		},
-		"policies": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"capability_policy",
-				"resource_policy",
-				"adapter_policy",
-				"acquisition_policy"
-			],
-			"properties": {
-				"capability_policy": { "$ref": "#/$defs/pin" },
-				"resource_policy": { "$ref": "#/$defs/pin" },
-				"adapter_policy": { "$ref": "#/$defs/pin" },
-				"acquisition_policy": { "$ref": "#/$defs/pin" }
-			}
-		},
-		"inventory": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"expected_identities",
-				"observed_identities",
-				"expected_selected_intervals",
-				"observed_selected_intervals",
-				"complete"
-			],
-			"properties": {
-				"expected_identities": {
-					"type": "array",
-					"maxItems": 10000,
-					"uniqueItems": true,
-					"items": { "type": "string", "minLength": 1, "maxLength": 1024 }
-				},
-				"observed_identities": {
-					"type": "array",
-					"maxItems": 10000,
-					"uniqueItems": true,
-					"items": { "type": "string", "minLength": 1, "maxLength": 1024 }
-				},
-				"expected_selected_intervals": {
-					"type": "array",
-					"maxItems": 10000,
-					"uniqueItems": true,
-					"items": { "$ref": "#/$defs/interval" }
-				},
-				"observed_selected_intervals": {
-					"type": "array",
-					"maxItems": 10000,
-					"uniqueItems": true,
-					"items": { "$ref": "#/$defs/interval" }
-				},
-				"complete": { "type": "boolean" }
-			}
-		},
-		"object": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": ["identity", "checksums", "attempt_count", "quarantined"],
-			"properties": {
-				"identity": { "type": "string", "minLength": 1, "maxLength": 1024 },
-				"checksums": {
-					"type": "array",
-					"minItems": 1,
-					"uniqueItems": true,
-					"items": { "$ref": "#/$defs/sha256" }
-				},
-				"attempt_count": { "type": "integer", "minimum": 1, "maximum": 10 },
-				"quarantined": { "type": "boolean" }
-			}
-		},
-		"anchor": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"event_time_ms",
-				"sequence",
-				"object_identity",
-				"object_checksum"
-			],
-			"properties": {
-				"event_time_ms": { "$ref": "#/$defs/uint" },
-				"sequence": { "type": "string", "pattern": "^[0-9]+$" },
-				"object_identity": {
-					"type": "string",
-					"minLength": 1,
-					"maxLength": 1024
-				},
-				"object_checksum": { "$ref": "#/$defs/sha256" }
-			}
-		},
-		"targetInterval": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"start_target_time_ms",
-				"end_target_time_ms_exclusive",
-				"target_count"
-			],
-			"properties": {
-				"start_target_time_ms": { "$ref": "#/$defs/uint" },
-				"end_target_time_ms_exclusive": { "$ref": "#/$defs/uint" },
-				"target_count": { "$ref": "#/$defs/uint" }
-			}
-		},
-		"lagDistribution": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"lag_1000_ms",
-				"lag_2000_ms",
-				"lag_5000_ms",
-				"lag_10000_ms",
-				"lag_30000_ms",
-				"lag_60000_ms"
-			],
-			"properties": {
-				"lag_1000_ms": { "$ref": "#/$defs/uint" },
-				"lag_2000_ms": { "$ref": "#/$defs/uint" },
-				"lag_5000_ms": { "$ref": "#/$defs/uint" },
-				"lag_10000_ms": { "$ref": "#/$defs/uint" },
-				"lag_30000_ms": { "$ref": "#/$defs/uint" },
-				"lag_60000_ms": { "$ref": "#/$defs/uint" }
-			}
-		},
-		"sequence": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"expected_previous",
-				"observed_previous",
-				"observed_final",
-				"event_time_ms"
-			],
-			"properties": {
-				"expected_previous": { "type": "string", "pattern": "^[0-9]+$" },
-				"observed_previous": { "type": "string", "pattern": "^[0-9]+$" },
-				"observed_final": { "type": "string", "pattern": "^[0-9]+$" },
-				"event_time_ms": { "$ref": "#/$defs/uint" }
-			}
-		},
-		"record": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"record_sha256",
-				"kind",
-				"scope",
-				"provider_objects",
-				"previous_anchor",
-				"next_anchor",
-				"target_interval",
-				"lag_distribution",
-				"sequence",
-				"classification",
-				"adapter_version"
-			],
-			"properties": {
-				"record_sha256": { "$ref": "#/$defs/sha256" },
-				"kind": {
-					"enum": [
-						"sequence_discontinuity",
-						"unanchored_target_interval",
-						"stale_target_interval",
-						"future_state_interval",
-						"provider_object_checksum_conflict"
-					]
-				},
-				"scope": { "$ref": "#/$defs/scope" },
-				"provider_objects": {
-					"type": "array",
-					"items": { "$ref": "#/$defs/object" }
-				},
-				"previous_anchor": {
-					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/anchor" }]
-				},
-				"next_anchor": {
-					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/anchor" }]
-				},
-				"target_interval": {
-					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/targetInterval" }]
-				},
-				"lag_distribution": {
-					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/lagDistribution" }]
-				},
-				"sequence": {
-					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/sequence" }]
-				},
-				"classification": {
-					"oneOf": [
-						{ "type": "null" },
-						{
-							"enum": [
-								"stable_object_corruption",
-								"mutable_provider_bytes",
-								"provider_row_loss",
-								"object_boundary_order_defect",
-								"valid_inactive_market_state",
-								"unresolved"
-							]
-						}
-					]
-				},
-				"adapter_version": {
-					"type": "string",
-					"minLength": 1,
-					"maxLength": 256
-				}
-			}
-		},
-		"disposition": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"target_id",
-				"target_time_ms",
-				"disposition",
-				"source_time_ms",
-				"asof_age_ms",
-				"record_sha256s"
-			],
-			"properties": {
-				"target_id": { "$ref": "#/$defs/uuid" },
-				"target_time_ms": { "$ref": "#/$defs/uint" },
-				"disposition": {
-					"enum": [
-						"fresh_within_bound",
-						"valid_inactive_market_state",
-						"disqualifying"
-					]
-				},
-				"source_time_ms": {
-					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/uint" }]
-				},
-				"asof_age_ms": {
-					"oneOf": [{ "type": "null" }, { "$ref": "#/$defs/uint" }]
-				},
-				"record_sha256s": {
-					"type": "array",
-					"uniqueItems": true,
-					"items": { "$ref": "#/$defs/sha256" }
-				}
-			}
-		},
-		"recordSummary": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"retained_record_count",
-				"total_record_count",
-				"omitted_record_count",
-				"affected_target_count",
-				"unresolved_record_count"
-			],
-			"properties": {
-				"retained_record_count": { "$ref": "#/$defs/uint" },
-				"total_record_count": { "$ref": "#/$defs/uint" },
-				"omitted_record_count": { "$ref": "#/$defs/uint" },
-				"affected_target_count": { "$ref": "#/$defs/uint" },
-				"unresolved_record_count": { "$ref": "#/$defs/uint" }
-			}
-		},
-		"clockSummary": {
-			"type": "object",
-			"additionalProperties": false,
-			"required": [
-				"retained_record_count",
-				"total_record_count",
-				"omitted_record_count",
-				"affected_target_count",
-				"unresolved_record_count",
-				"disposition_complete",
-				"fresh_target_count",
-				"inactive_target_count",
-				"disqualifying_target_count",
-				"omitted_target_disposition_count"
-			],
-			"properties": {
-				"retained_record_count": { "$ref": "#/$defs/uint" },
-				"total_record_count": { "$ref": "#/$defs/uint" },
-				"omitted_record_count": { "$ref": "#/$defs/uint" },
-				"affected_target_count": { "$ref": "#/$defs/uint" },
-				"unresolved_record_count": { "$ref": "#/$defs/uint" },
-				"disposition_complete": { "type": "boolean" },
-				"fresh_target_count": { "$ref": "#/$defs/uint" },
-				"inactive_target_count": { "$ref": "#/$defs/uint" },
-				"disqualifying_target_count": { "$ref": "#/$defs/uint" },
-				"omitted_target_disposition_count": { "$ref": "#/$defs/uint" }
-			}
-		}
-	}
-}