@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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{
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"canonical_snapshot_id": { "$ref": "#/$defs/sha256" },
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"sequence": { "type": "string", "pattern": "^[0-9]+$" },
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"semantic_stream_position": { "const": 0 }
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}
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},
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{
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"status",
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"reason",
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|
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"partial_evidence",
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|
-
"exporter_result"
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|
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],
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|
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"properties": {
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|
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"status": { "const": "success" },
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|
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"reason": { "const": "required_clock_qualification_completed" },
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|
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|
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"items": { "$ref": "#/$defs/evidenceDescriptor" }
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|
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},
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|
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"exporter_result": { "type": "null" }
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|
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|
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}
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|
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},
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|
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{
|
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|
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|
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|
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|
-
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|
-
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|
-
"exporter_result"
|
|
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|
-
],
|
|
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|
-
"properties": {
|
|
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|
-
"status": { "const": "failure" },
|
|
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|
-
"reason": {
|
|
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|
-
"enum": [
|
|
318
|
-
"required_clock_input_invalid",
|
|
319
|
-
"required_clock_capability_unsupported",
|
|
320
|
-
"required_clock_credentials_missing",
|
|
321
|
-
"required_clock_acquisition_failed",
|
|
322
|
-
"required_clock_reconstruction_failed",
|
|
323
|
-
"required_clock_classification_failed",
|
|
324
|
-
"required_clock_evidence_incomplete",
|
|
325
|
-
"required_clock_internal_failure"
|
|
326
|
-
]
|
|
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|
-
},
|
|
328
|
-
"partial_evidence": {
|
|
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|
-
"type": "array",
|
|
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|
-
"items": { "$ref": "#/$defs/evidenceDescriptor" }
|
|
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|
-
},
|
|
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|
-
"exporter_result": { "type": "null" }
|
|
333
|
-
}
|
|
334
|
-
}
|
|
335
|
-
]
|
|
336
|
-
},
|
|
337
|
-
"tapeOutcome": {
|
|
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|
-
"oneOf": [
|
|
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|
-
{
|
|
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|
-
"type": "object",
|
|
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|
-
"additionalProperties": false,
|
|
342
|
-
"required": [
|
|
343
|
-
"status",
|
|
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|
-
"reason",
|
|
345
|
-
"partial_evidence",
|
|
346
|
-
"exporter_result"
|
|
347
|
-
],
|
|
348
|
-
"properties": {
|
|
349
|
-
"status": { "const": "success" },
|
|
350
|
-
"reason": { "const": "source_tape_prepared" },
|
|
351
|
-
"partial_evidence": {
|
|
352
|
-
"type": "array",
|
|
353
|
-
"items": { "$ref": "#/$defs/evidenceDescriptor" }
|
|
354
|
-
},
|
|
355
|
-
"exporter_result": { "$ref": "#/$defs/exportResultDescriptor" }
|
|
356
|
-
}
|
|
357
|
-
},
|
|
358
|
-
{
|
|
359
|
-
"type": "object",
|
|
360
|
-
"additionalProperties": false,
|
|
361
|
-
"required": [
|
|
362
|
-
"status",
|
|
363
|
-
"reason",
|
|
364
|
-
"partial_evidence",
|
|
365
|
-
"exporter_result"
|
|
366
|
-
],
|
|
367
|
-
"properties": {
|
|
368
|
-
"status": { "const": "failure" },
|
|
369
|
-
"reason": {
|
|
370
|
-
"enum": [
|
|
371
|
-
"source_tape_input_invalid",
|
|
372
|
-
"source_tape_capability_unsupported",
|
|
373
|
-
"source_tape_credentials_missing",
|
|
374
|
-
"source_tape_acquisition_failed",
|
|
375
|
-
"source_tape_reconstruction_failed",
|
|
376
|
-
"source_tape_inventory_incomplete",
|
|
377
|
-
"source_tape_archive_failed",
|
|
378
|
-
"source_tape_promotion_failed",
|
|
379
|
-
"source_tape_selection_failed",
|
|
380
|
-
"source_tape_export_failed",
|
|
381
|
-
"source_tape_internal_failure"
|
|
382
|
-
]
|
|
383
|
-
},
|
|
384
|
-
"partial_evidence": {
|
|
385
|
-
"type": "array",
|
|
386
|
-
"items": { "$ref": "#/$defs/evidenceDescriptor" }
|
|
387
|
-
},
|
|
388
|
-
"exporter_result": { "type": "null" }
|
|
389
|
-
}
|
|
390
|
-
}
|
|
391
|
-
]
|
|
392
|
-
}
|
|
393
|
-
}
|
|
394
|
-
}
|
|
@@ -1,11 +0,0 @@
|
|
|
1
|
-
import { type MarketDataSourceTapeDependencyConfiguration } from "./helpers/market-data-preparation/source-tape-dependencies";
|
|
2
|
-
import type { MarketDataSourceTapeDependencies } from "./helpers/market-data-preparation/source-tape-operation";
|
|
3
|
-
export * from "./helpers/canonical-orderbook-export/exact-selection";
|
|
4
|
-
export * from "./helpers/canonical-orderbook-export/exporter";
|
|
5
|
-
export * from "./helpers/market-data-preparation/conformance-fixtures";
|
|
6
|
-
export * from "./helpers/market-data-preparation/contracts";
|
|
7
|
-
export * from "./helpers/market-data-preparation/required-clock-qualification";
|
|
8
|
-
export * from "./helpers/market-data-preparation/source-tape-operation";
|
|
9
|
-
export * from "./helpers/market-data-source-forensics";
|
|
10
|
-
export type { MarketDataSourceTapeDependencyConfiguration };
|
|
11
|
-
export declare function createMarketDataSourceTapeDependencies(configuration: MarketDataSourceTapeDependencyConfiguration): MarketDataSourceTapeDependencies;
|