@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
|
@@ -1,21 +0,0 @@
|
|
|
1
|
-
export { PREPARATION_CONFORMANCE_FIXTURES } from "./helpers/market-data-preparation/conformance-fixtures";
|
|
2
|
-
export type { BackfillJobResultV2Wire } from "./helpers/market-data-preparation/contracts";
|
|
3
|
-
export { BACKFILL_RESULT_V2_SCHEMA_ID, backfillResultV2Codec, finalizeBackfillResultV2, PREPARATION_SCHEMA_MANIFEST_V3, } from "./helpers/market-data-preparation/contracts";
|
|
4
|
-
export * from "./helpers/market-data-source-forensics";
|
|
5
|
-
export type { ArchiveQueryClient, ArchiveQueryValue, QualifiedArchiveReaderOptions, } from "./helpers/market-data-vendor-backfill/archive-reader";
|
|
6
|
-
export { createClickHouseArchiveQueryClient, QualifiedOrderBookArchiveReader, } from "./helpers/market-data-vendor-backfill/archive-reader";
|
|
7
|
-
export { BACKFILL_MAX_BATCH_BYTES, BACKFILL_MAX_BATCH_ROWS, buildForwarderBatches, } from "./helpers/market-data-vendor-backfill/batching";
|
|
8
|
-
export type { ArchiveSelectionWire, BackfillArchiveRow, BackfillRequestWire, CanonicalScopeWire, CoveragePolicyWire, FinalBackfillStatus, FixedUtcTimestamp, ForwarderBatch, LowercaseUuid, MarketDataVendorBackfillRequest, PromotionReceiptWire, ProviderCapability, ProviderObjectEvidence, RequiredClockWire, Sha256Hex, } from "./helpers/market-data-vendor-backfill/contracts";
|
|
9
|
-
export { ARCHIVE_SELECTION_SCHEMA_ID, archiveSelectionCodec, BACKFILL_REQUEST_SCHEMA_ID, backfillRequestCodec, createBackfillIdempotencyKey, decodeBackfillRunDocuments, FINAL_BACKFILL_STATUSES, finalizeArchiveSelection, finalizeRequiredClock, PROMOTION_RECEIPT_SCHEMA_ID, promotionIdentitySha256, promotionReceiptCodec, REQUIRED_CLOCK_SCHEMA_ID, requiredClockCodec, } from "./helpers/market-data-vendor-backfill/contracts";
|
|
10
|
-
export type { ArchiveClusterIdentity, ArchivePreflightResolution, BackfillDependencies, BackfillDomainOutcome, CandidateVerification, ForwarderPreflightResolution, NormalizedBackfill, ProductionForwarderAuthorization, ProviderDataset, } from "./helpers/market-data-vendor-backfill/core";
|
|
11
|
-
export { createMarketDataVendorBackfillDependencies, runMarketDataVendorBackfill, } from "./helpers/market-data-vendor-backfill/core";
|
|
12
|
-
export type { CryptoHftDataCapabilityProfile, CryptoHftDataOrderBookRow, ReconstructedCryptoHftBook, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
|
|
13
|
-
export { CRYPTOHFTDATA_ADAPTER_VERSION, CRYPTOHFTDATA_API_URL, CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE, CRYPTOHFTDATA_OKX_SPOT_ARBUSDC_PROFILE, CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE, CryptoHftDataAdapter, CryptoHftDataError, cryptoHftDataCapabilityFor, decodeCryptoHftParquetZstd, enumerateCryptoHftDataObjects, reconstructCryptoHftDataOrderBooks, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
|
|
14
|
-
export type { ArchiveForwarderClient, ArchiveForwarderClientOptions, } from "./helpers/market-data-vendor-backfill/forwarder-client";
|
|
15
|
-
export { ArchiveForwarderSubmissionError, createArchiveForwarderClient, } from "./helpers/market-data-vendor-backfill/forwarder-client";
|
|
16
|
-
export type { JsonPrimitive, JsonValue, } from "./helpers/market-data-vendor-backfill/identity";
|
|
17
|
-
export { assertDocumentSha256, documentSha256, jcsCanonicalize, jcsSha256, withoutOwnDigest, } from "./helpers/market-data-vendor-backfill/identity";
|
|
18
|
-
export type { PolicyPin } from "./helpers/market-data-vendor-backfill/manifests";
|
|
19
|
-
export { ACQUISITION_POLICY_ID, ADAPTER_POLICY_ID, assertPolicyDocumentIdentity, CAPABILITY_POLICY, CAPABILITY_POLICY_ID, EFFECTIVE_ACQUISITION_POLICY_PIN, EFFECTIVE_ADAPTER_POLICY_PIN, RESOURCE_POLICY, RESOURCE_POLICY_ID, } from "./helpers/market-data-vendor-backfill/manifests";
|
|
20
|
-
export type { ArchiveBundleEvidence, ArchiveQualificationEvidence, ArchiveSupportAnchorEvidence, } from "./helpers/market-data-vendor-backfill/selection";
|
|
21
|
-
export { archiveSelectionFromArchiveRow, archiveSelectionToArchiveRow, resolveArchiveSelection, } from "./helpers/market-data-vendor-backfill/selection";
|