@usherlabs/cex-broker 0.2.52 → 0.3.1

package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts

@@ -1,78 +0,0 @@
-export declare const CONFORMANCE_FIXTURES: Readonly<{
-    fixture_id: "market-data-vendor-backfill-conformance/v2";
-    documents: {
-        required_clock: import("./contracts").RequiredClockWire;
-        archive_selection: import("./contracts").ArchiveSelectionWire;
-        request: {
-            idempotency_key: string;
-            schema_id: string;
-            request_id: string;
-            attempt_id: string;
-            scope: {
-                exchange: string;
-                trading_pair: string;
-                market_type: "spot";
-                feed: "ORDERBOOK";
-            };
-            window: {
-                start_at: string;
-                end_at: string;
-            };
-            depth: number;
-            construction_mode: "sampled_top_n_snapshot";
-            source_policy: "authoritative_window";
-            target: {
-                environment: string;
-                cluster: string;
-            };
-            coverage_policy: {
-                policy_id: "prior-asof-strict/v1";
-                max_asof_lag_ms: number;
-                future_rows: "reject";
-                missing_required_event: "fail";
-            };
-            required_clock: {
-                schema_id: string;
-                clock_id: string;
-                file_name: string;
-                clock_sha256: string;
-                event_count: number;
-            };
-            initial_selection: import("./contracts").ArchiveSelectionWire;
-            expected_canonical_schema: {
-                schema_id: string;
-                schema_sha256: string;
-            };
-            product_pins: {
-                capability_policy: {
-                    policy_id: "market-data-vendor-backfill-capabilities/v3";
-                    policy_sha256: string;
-                };
-                resource_policy: {
-                    policy_id: "market-data-vendor-backfill-resources/v2";
-                    policy_sha256: string;
-                };
-            };
-            production_authorization_id: string;
-        };
-        promotion_receipt: import("./contracts").PromotionReceiptWire;
-    };
-    identities: {
-        idempotency_key: string;
-        clock_sha256: string;
-        initial_selection_sha256: string;
-        selection_sha256: string;
-        promotion_identity_sha256: string;
-        receipt_id: string;
-        capability_policy_sha256: string;
-        resource_policy_sha256: string;
-    };
-    jcs_edge_vector: {
-        literals: (boolean | null)[];
-        numbers: number[];
-        string: string;
-    };
-    hashes: {
-        jcs_edge_vector_sha256: string;
-    };
-}>;

package/dist/helpers/market-data-vendor-backfill/contracts.d.ts

@@ -1,358 +0,0 @@
-import { z } from "zod";
-export declare const BACKFILL_REQUEST_SCHEMA_ID: string;
-export declare const REQUIRED_CLOCK_SCHEMA_ID: string;
-export declare const ARCHIVE_SELECTION_SCHEMA_ID: string;
-export declare const PROMOTION_RECEIPT_SCHEMA_ID: string;
-export type FixedUtcTimestamp = string;
-export type Sha256Hex = string;
-export type LowercaseUuid = string;
-export type CanonicalScopeWire = {
-    exchange: string;
-    trading_pair: string;
-    market_type: "spot" | "swap" | "future";
-    feed: "ORDERBOOK";
-};
-export type CoveragePolicyWire = {
-    policy_id: "prior-asof-strict/v1";
-    max_asof_lag_ms: number;
-    future_rows: "reject";
-    missing_required_event: "fail";
-};
-export type RequiredClockWire = {
-    schema_id: typeof REQUIRED_CLOCK_SCHEMA_ID;
-    clock_id: LowercaseUuid;
-    clock_sha256: Sha256Hex;
-    created_at: FixedUtcTimestamp;
-    targets: Array<{
-        target_id: LowercaseUuid;
-        target_at: FixedUtcTimestamp;
-    }>;
-};
-export type ArchiveSelectionWire = {
-    schema_id: typeof ARCHIVE_SELECTION_SCHEMA_ID;
-    selection_sha256: Sha256Hex;
-    scope: CanonicalScopeWire;
-    required_clock: {
-        clock_id: LowercaseUuid;
-        clock_sha256: Sha256Hex;
-        event_count: number;
-    };
-    coverage_policy: CoveragePolicyWire;
-    source_policy: "authoritative_window" | "fill_gaps";
-    coverage_class: "complete" | "partial" | "missing";
-    requested_intervals: Array<{
-        start_at: FixedUtcTimestamp;
-        end_at: FixedUtcTimestamp;
-    }>;
-    selected_intervals: Array<{
-        start_at: FixedUtcTimestamp;
-        end_at: FixedUtcTimestamp;
-        capture_bundle_id: Sha256Hex;
-        capture_origin: "production_capture" | "vendor_historical_backfill";
-    }>;
-    precedence: Array<"archive" | "vendor">;
-    bundles: Array<{
-        capture_bundle_id: Sha256Hex;
-        capture_origin: "production_capture" | "vendor_historical_backfill";
-        interval: {
-            start_at: FixedUtcTimestamp;
-            end_at: FixedUtcTimestamp;
-        };
-        qualification: null | {
-            qualification_event_id: LowercaseUuid;
-            state: "qualified";
-            receipt_id: Sha256Hex;
-            promotion_identity_sha256: Sha256Hex;
-        };
-    }>;
-    support_anchors: Array<{
-        capture_bundle_id: Sha256Hex;
-        raw_capture_id: Sha256Hex;
-        snapshot_id: Sha256Hex;
-        source_time: FixedUtcTimestamp;
-        normalized_summary_checksum: Sha256Hex;
-        metadata_ref: {
-            capture_origin: "production_capture" | "vendor_historical_backfill";
-            qualification_event_id: LowercaseUuid | null;
-            receipt_id: Sha256Hex | null;
-        };
-    }>;
-    receipt_ids: Sha256Hex[];
-    qualification_event_ids: LowercaseUuid[];
-    resolved_at: FixedUtcTimestamp;
-};
-export type BackfillRequestWire = {
-    schema_id: typeof BACKFILL_REQUEST_SCHEMA_ID;
-    request_id: LowercaseUuid;
-    attempt_id: LowercaseUuid;
-    idempotency_key: Sha256Hex;
-    scope: CanonicalScopeWire;
-    window: {
-        start_at: FixedUtcTimestamp;
-        end_at: FixedUtcTimestamp;
-    };
-    depth: number;
-    construction_mode: "sampled_top_n_snapshot" | "exact_l2_reconstruction";
-    source_policy: "authoritative_window" | "fill_gaps";
-    target: {
-        environment: string;
-        cluster: string;
-    };
-    coverage_policy: CoveragePolicyWire;
-    required_clock: {
-        schema_id: typeof REQUIRED_CLOCK_SCHEMA_ID;
-        clock_id: LowercaseUuid;
-        file_name: string;
-        clock_sha256: Sha256Hex;
-        event_count: number;
-    };
-    initial_selection: ArchiveSelectionWire;
-    expected_canonical_schema: {
-        schema_id: string;
-        schema_sha256: Sha256Hex;
-    };
-    product_pins: {
-        capability_policy: {
-            policy_id: string;
-            policy_sha256: Sha256Hex;
-        };
-        resource_policy: {
-            policy_id: string;
-            policy_sha256: Sha256Hex;
-        };
-    };
-    production_authorization_id: LowercaseUuid;
-};
-export type PromotionReceiptWire = {
-    schema_id: typeof PROMOTION_RECEIPT_SCHEMA_ID;
-    receipt_id: Sha256Hex;
-    promotion_identity_sha256: Sha256Hex;
-    verified_at: FixedUtcTimestamp;
-    request_id: LowercaseUuid;
-    idempotency_key: Sha256Hex;
-    source: "external_backfill";
-    capture_origin: "vendor_historical_backfill";
-    source_mode: "vendor_historical_backfill_v1";
-    provider: string;
-    adapter_version: string;
-    effective_policies: {
-        capability_policy: {
-            policy_id: string;
-            policy_sha256: Sha256Hex;
-        };
-        resource_policy: {
-            policy_id: string;
-            policy_sha256: Sha256Hex;
-        };
-        adapter_policy: {
-            policy_id: string;
-            policy_sha256: Sha256Hex;
-        };
-        acquisition_policy: {
-            policy_id: string;
-            policy_sha256: Sha256Hex;
-        };
-    };
-    capture_bundle_id: Sha256Hex;
-    scope: CanonicalScopeWire;
-    window: {
-        start_at: FixedUtcTimestamp;
-        end_at: FixedUtcTimestamp;
-    };
-    depth: number;
-    construction_mode: "sampled_top_n_snapshot" | "exact_l2_reconstruction" | "policy_neutral_top_n_state_change_tape/v1";
-    canonical_schema: {
-        schema_id: string;
-        schema_sha256: Sha256Hex;
-    };
-    coverage_policy: CoveragePolicyWire;
-    selection_sha256: Sha256Hex;
-    vendor_semantic_digest: Sha256Hex;
-    canonical_semantic_digest: Sha256Hex;
-    prefix_digest: Sha256Hex;
-    suffix_digest: Sha256Hex;
-    seam_verified: true;
-    coverage_verified: true;
-    dataset_objects: Array<{
-        identity: string;
-        checksum: Sha256Hex;
-        bytes: number;
-        rows: number;
-    }>;
-};
-export declare const FINAL_BACKFILL_STATUSES: readonly ["request_invalid", "archive_preflight_failed", "already_covered", "promoted", "capability_unsupported", "credentials_missing", "vendor_fetch_failed", "archive_ingest_failed", "promotion_verification_failed"];
-export type FinalBackfillStatus = (typeof FINAL_BACKFILL_STATUSES)[number];
-export type BackfillOutcomeWire = {
-    status: FinalBackfillStatus;
-    reason_code: string;
-    reason_subcode: string | null;
-    request_id: LowercaseUuid | null;
-    idempotency_key: Sha256Hex | null;
-    target: {
-        environment: string;
-        cluster: string;
-    } | null;
-    selection: ArchiveSelectionWire | null;
-    receipt: PromotionReceiptWire | null;
-    diagnostics: Record<string, string | number | boolean>;
-};
-type Codec<T> = {
-    decode(value: unknown): T;
-    is(value: unknown): value is T;
-};
-export declare class BackfillRequestValidationError extends Error {
-    readonly reasonSubcode: string;
-    constructor(reasonSubcode: string, message: string);
-}
-export declare const requiredClockCodec: Codec<RequiredClockWire>;
-export declare const archiveSelectionCodec: Codec<ArchiveSelectionWire>;
-export declare function promotionIdentitySha256(receipt: Omit<PromotionReceiptWire, "receipt_id" | "promotion_identity_sha256"> & Partial<Pick<PromotionReceiptWire, "receipt_id" | "promotion_identity_sha256">>): string;
-export declare const promotionReceiptCodec: Codec<PromotionReceiptWire>;
-export declare const backfillRequestCodec: {
-    decode(value: unknown): {
-        wire: BackfillRequestWire;
-    };
-    is(value: unknown): value is BackfillRequestWire;
-};
-export declare function finalizeRequiredClock(clock: Omit<RequiredClockWire, "clock_sha256">): RequiredClockWire;
-export declare function finalizeArchiveSelection(selection: Omit<ArchiveSelectionWire, "selection_sha256">): ArchiveSelectionWire;
-export declare const BACKFILL_REQUEST_SCHEMA_VERSION: "market-data-vendor-backfill-request/v1";
-export declare const BACKFILL_PROMOTION_SCHEMA_VERSION: "market-data-vendor-backfill-promotion-receipt/v1";
-export declare const EXTERNAL_BACKFILL_SOURCE: "external_backfill";
-export declare const HISTORICAL_VENDOR_SOURCE_MODE: "vendor_historical_backfill_v1";
-export declare const VENDOR_DATASET_RAW_CAPTURE_SCOPE: "vendor_normalized_dataset_file";
-export declare const backfillRequestSchema: z.ZodObject<{
-    schemaVersion: z.ZodLiteral<"market-data-vendor-backfill-request/v1">;
-    requestId: z.ZodString;
-    idempotencyKey: z.ZodString;
-    providerPolicy: z.ZodObject<{
-        provider: z.ZodLiteral<"cryptohftdata">;
-        allowedAdapterVersions: z.ZodArray<z.ZodString>;
-    }, z.core.$strict>;
-    scope: z.ZodObject<{
-        exchange: z.ZodString;
-        tradingPair: z.ZodString;
-        sourceSymbol: z.ZodString;
-        marketType: z.ZodEnum<{
-            spot: "spot";
-            swap: "swap";
-            future: "future";
-        }>;
-        feed: z.ZodLiteral<"ORDERBOOK">;
-    }, z.core.$strict>;
-    window: z.ZodObject<{
-        startTimeMs: z.ZodNumber;
-        endTimeMs: z.ZodNumber;
-    }, z.core.$strict>;
-    depth: z.ZodNumber;
-    constructionMode: z.ZodEnum<{
-        sampled_top_n_snapshot: "sampled_top_n_snapshot";
-        exact_l2_reconstruction: "exact_l2_reconstruction";
-    }>;
-    requiredClockTargetsMs: z.ZodArray<z.ZodNumber>;
-    maxPriorAsOfLagMs: z.ZodNumber;
-    sourcePolicy: z.ZodEnum<{
-        authoritative_window: "authoritative_window";
-        fill_gaps: "fill_gaps";
-    }>;
-    budgets: z.ZodObject<{
-        maxFiles: z.ZodNumber;
-        maxBytes: z.ZodNumber;
-        maxRows: z.ZodNumber;
-        maxDurationMs: z.ZodNumber;
-        maxBoundaryLookbackMs: z.ZodNumber;
-    }, z.core.$strict>;
-    expectedProduct: z.ZodObject<{
-        packageName: z.ZodLiteral<"@usherlabs/cex-broker">;
-        packageVersion: z.ZodOptional<z.ZodString>;
-        canonicalSchemaVersion: z.ZodString;
-        checksumAlgorithm: z.ZodLiteral<"sha256-canonical-json-v1">;
-    }, z.core.$strict>;
-}, z.core.$strict>;
-type ProvisionalBackfillDomainRequest = z.infer<typeof backfillRequestSchema>;
-export type MarketDataVendorBackfillRequest = Omit<ProvisionalBackfillDomainRequest, "constructionMode"> & {
-    constructionMode: ProvisionalBackfillDomainRequest["constructionMode"] | "policy_neutral_top_n_state_change_tape/v1";
-    attemptId?: string;
-    target?: {
-        environment: string;
-        cluster: string;
-    };
-    coveragePolicy?: CoveragePolicyWire;
-    requiredClock?: RequiredClockWire;
-    initialSelection?: ArchiveSelectionWire;
-    expectedCanonicalSchema?: BackfillRequestWire["expected_canonical_schema"];
-    productPins?: BackfillRequestWire["product_pins"];
-    productionAuthorizationId?: string;
-    wire?: BackfillRequestWire;
-};
-export declare function decodeBackfillRunDocuments(input: {
-    request: unknown;
-    requiredClock: unknown;
-}): MarketDataVendorBackfillRequest;
-type IdempotencyBusinessFields = Omit<MarketDataVendorBackfillRequest, "requestId" | "idempotencyKey">;
-export declare function backfillBusinessFields(request: Omit<MarketDataVendorBackfillRequest, "idempotencyKey"> & {
-    idempotencyKey?: string;
-}): IdempotencyBusinessFields;
-export declare function createBackfillIdempotencyKey(request: Omit<MarketDataVendorBackfillRequest, "idempotencyKey"> & {
-    idempotencyKey?: string;
-}): string;
-export declare function createBackfillIdempotencyKey(request: Omit<BackfillRequestWire, "idempotency_key"> & {
-    idempotency_key?: string;
-}): string;
-export declare function createBackfillIdempotencyKey(request: Record<string, unknown>): string;
-export declare function parseBackfillRequest(value: unknown): MarketDataVendorBackfillRequest;
-export declare const BACKFILL_STATUSES: readonly ["already_covered", "promoted", "capability_unsupported", "credentials_missing", "vendor_fetch_failed", "archive_ingest_failed", "promotion_verification_failed", "post_backfill_coverage_insufficient"];
-export type BackfillStatus = (typeof BACKFILL_STATUSES)[number];
-export type ProviderCapability = {
-    provider: "cryptohftdata";
-    adapterVersion: string;
-    providerExchangeId: string;
-    resolvedSymbol: string;
-};
-export type ProviderObjectEvidence = {
-    identity: string;
-    checksum: string;
-    bytes: number;
-    rows: number;
-};
-export type BackfillArchiveRow = {
-    table: "market_data.cex_order_book_levels" | "market_data.cex_order_book_depth_summary" | "market_data.cex_order_book_capture_promotions" | "market_data.cex_order_book_capture_qualifications" | "market_data.cex_order_book_archive_selections";
-    row: Record<string, unknown>;
-};
-export type ForwarderBatch = {
-    source: typeof EXTERNAL_BACKFILL_SOURCE;
-    deployment_id: string;
-    batch_id: string;
-    rows: BackfillArchiveRow[];
-};
-export type PromotionReceipt = {
-    schemaVersion: typeof BACKFILL_PROMOTION_SCHEMA_VERSION;
-    receiptId: string;
-    requestId: string;
-    idempotencyKey: string;
-    status: "passing";
-    source: typeof EXTERNAL_BACKFILL_SOURCE;
-    provider: "cryptohftdata";
-    adapterVersion: string;
-    captureBundleId: string;
-    exchange: string;
-    tradingPair: string;
-    marketType: "spot" | "swap" | "future";
-    feed: "ORDERBOOK";
-    startTimeMs: number;
-    endTimeMs: number;
-    depth: number;
-    constructionMode: "sampled_top_n_snapshot" | "exact_l2_reconstruction" | "policy_neutral_top_n_state_change_tape/v1";
-    canonicalSchemaVersion: string;
-    checksumAlgorithm: "sha256-canonical-json-v1";
-    vendorSemanticDigest: string;
-    canonicalSemanticDigest: string;
-    prefixDigest: string;
-    suffixDigest: string;
-    seamVerified: true;
-    coverageVerified: true;
-    datasetObjects: ProviderObjectEvidence[];
-    verificationTimeMs: number;
-};
-export declare const promotionReceiptSchema: z.ZodType<PromotionReceipt>;
-export {};

package/dist/helpers/market-data-vendor-backfill/core.d.ts

@@ -1,101 +0,0 @@
-import { type ArchiveSelectionWire, type BackfillArchiveRow, type FinalBackfillStatus, type ForwarderBatch, type MarketDataVendorBackfillRequest, type PromotionReceiptWire, type ProviderCapability, type ProviderObjectEvidence } from "./contracts";
-export type ProviderDataset<Row = unknown> = {
-    objects: ProviderObjectEvidence[];
-    vendorSemanticDigest: string;
-    rows: Row[];
-    reconstructedBooks?: unknown[];
-};
-export type NormalizedBackfill = {
-    captureBundleId: string;
-    objects: ProviderObjectEvidence[];
-    rows: BackfillArchiveRow[];
-    vendorSemanticDigest: string;
-    canonicalSemanticDigest: string;
-};
-export type CandidateVerification = {
-    passed: boolean;
-    captureBundleId: string;
-    canonicalSemanticDigest: string;
-    prefixDigest: string;
-    suffixDigest: string;
-    seamVerified: boolean;
-    coverageVerified: boolean;
-    reasonCode?: string;
-};
-export type ArchiveClusterIdentity = {
-    environment: string;
-    cluster: string;
-};
-export type ProductionForwarderAuthorization = {
-    authorizationId: string;
-    scope: "production";
-    environment: string;
-    cluster: string;
-    expiresAt: string;
-    credentialValidated: true;
-};
-export type ArchivePreflightResolution = {
-    selection: ArchiveSelectionWire;
-    receipts: PromotionReceiptWire[];
-    readerIdentity: ArchiveClusterIdentity;
-    verificationBaseline?: {
-        prefixDigest: string;
-        suffixDigest: string;
-    };
-};
-export type ForwarderPreflightResolution = {
-    forwarderIdentity: ArchiveClusterIdentity;
-    authorization: ProductionForwarderAuthorization;
-};
-/** @deprecated Use ArchivePreflightResolution and its exact selection. */
-export type QualifiedCoverage = {
-    complete: boolean;
-    coverageDigest: string;
-    prefixDigest?: string;
-    suffixDigest?: string;
-};
-export type BackfillDomainOutcome = {
-    status: FinalBackfillStatus;
-    reasonCode: string;
-    reasonSubcode?: string;
-    requestId?: string;
-    idempotencyKey?: string;
-    target?: ArchiveClusterIdentity;
-    selection?: ArchiveSelectionWire;
-    receipt?: PromotionReceiptWire;
-    diagnostics?: Record<string, string | number | boolean>;
-};
-export type BackfillDependencies = {
-    archive: {
-        resolveSelection(request: MarketDataVendorBackfillRequest): Promise<ArchivePreflightResolution>;
-        verifyCandidate(request: MarketDataVendorBackfillRequest, normalized: NormalizedBackfill, captureBundleId: string, baseline: ArchivePreflightResolution): Promise<CandidateVerification>;
-    };
-    providers: {
-        capabilityFor(request: MarketDataVendorBackfillRequest): ProviderCapability | undefined;
-        acquire(request: MarketDataVendorBackfillRequest, capability: ProviderCapability, credential: unknown): Promise<ProviderDataset>;
-        normalize(request: MarketDataVendorBackfillRequest, capability: ProviderCapability, dataset: ProviderDataset, captureBundleId: string): Promise<NormalizedBackfill>;
-    };
-    credentials: {
-        resolve(provider: "cryptohftdata"): Promise<unknown | undefined>;
-    };
-    forwarder: {
-        preflight(input: {
-            authorizationId: string;
-            target: ArchiveClusterIdentity;
-        }): Promise<ForwarderPreflightResolution>;
-        submit(batch: ForwarderBatch): Promise<{
-            ok: boolean;
-            inserted: number;
-        }>;
-    };
-    clock: {
-        nowMs(): number;
-    };
-    retry?: {
-        maxAttempts: number;
-        wait?: (completedAttempt: number) => Promise<void>;
-    };
-    log?: (event: string, fields: Record<string, unknown>) => void;
-};
-export declare function createMarketDataVendorBackfillDependencies(dependencies: BackfillDependencies): BackfillDependencies;
-export declare function runMarketDataVendorBackfill(input: unknown, dependencies: BackfillDependencies): Promise<BackfillDomainOutcome>;

package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts

@@ -1,118 +0,0 @@
-import type { ReconstructionObservationSink } from "../market-data-source-forensics";
-import { type MarketDataVendorBackfillRequest, type ProviderCapability, type ProviderObjectEvidence } from "./contracts";
-import type { NormalizedBackfill, ProviderDataset } from "./core";
-export declare const CRYPTOHFTDATA_ADAPTER_VERSION: "cryptohftdata-orderbook/v2";
-export declare const CRYPTOHFTDATA_API_URL: "https://api.cryptohftdata.com";
-export declare const DIAGNOSTIC_LAG_THRESHOLDS_MS: readonly [1000, 2000, 5000, 10000, 30000, 60000];
-export declare const SOURCE_TAPE_MAX_STATES_PER_YIELD: 4;
-export declare const SOURCE_TAPE_MAX_BATCH_BYTES: 5242880;
-export declare const SOURCE_TAPE_MAX_IN_FLIGHT: 1;
-export declare const BACKFILL_CLOCK_DIAGNOSTIC_KEYS: readonly ["target_time_ms", "source_time_ms", "asof_lag_ms", "max_prior_asof_lag_ms", "missing_target_count", "covered_target_count", "first_missing_target_time_ms", "last_missing_target_time_ms", "max_observed_asof_lag_ms", "missing_target_dates_utc", "total_target_count", "unanchored_target_count", "future_state_target_count", ...("covered_target_count_lag_1000_ms" | "covered_target_count_lag_60000_ms" | "covered_target_count_lag_5000_ms" | "covered_target_count_lag_2000_ms" | "covered_target_count_lag_10000_ms" | "covered_target_count_lag_30000_ms")[]];
-export declare const BACKFILL_SEQUENCE_DIAGNOSTIC_KEYS: readonly ["event_time_ms", "expected_previous_sequence", "observed_previous_sequence", "observed_final_sequence", "sequence_gap_count", "first_sequence_gap_event_time_ms", "last_sequence_gap_event_time_ms"];
-export type CryptoHftDataCapabilityProfile = Readonly<{
-    profileId: string;
-    exchange: string;
-    tradingPair: string;
-    sourceSymbol: string;
-    marketType: "spot" | "swap" | "future";
-    providerExchangeId: string;
-    historyStartMs: number;
-    maxDepth: number;
-    eventTimeUnit: "milliseconds";
-    receivedTimeUnit: "nanoseconds";
-    snapshotGrouping: "event_time_last_update_id_object" | "event_time_final_update_id_object";
-    sequenceSemantics: "binance_u_U_pu" | "okx_seq_id_prev_seq_id";
-    constructionModes: readonly ["sampled_top_n_snapshot"];
-    sourcePolicies: readonly ("authoritative_window" | "fill_gaps")[];
-}>;
-export declare const CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE: CryptoHftDataCapabilityProfile;
-export declare const CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE: CryptoHftDataCapabilityProfile;
-export declare const CRYPTOHFTDATA_OKX_SPOT_ARBUSDC_PROFILE: CryptoHftDataCapabilityProfile;
-export declare class CryptoHftDataError extends Error {
-    readonly reason: string;
-    readonly diagnostics: Readonly<Record<string, string | number | boolean>>;
-    constructor(reason: string, diagnostics?: Readonly<Record<string, string | number | boolean>>);
-}
-export type CryptoHftDataOrderBookRow = {
-    received_time: string | number | bigint;
-    event_time: string | number | bigint;
-    transaction_time?: string | number | bigint | null;
-    symbol: string;
-    event_type: "snapshot" | "update";
-    first_update_id?: string | number | bigint | null;
-    final_update_id?: string | number | bigint | null;
-    prev_final_update_id?: string | number | bigint | null;
-    last_update_id?: string | number | bigint | null;
-    side: "bid" | "ask";
-    price: string;
-    quantity: string;
-    order_count?: string | number | bigint | null;
-    dataset_object_identity: string;
-    dataset_object_checksum: string;
-};
-export type ReconstructedCryptoHftBook = {
-    targetTimeMs: number;
-    sourceTimeMs: number;
-    receivedTimeMs: number;
-    sequence: string;
-    bids: number[][];
-    asks: number[][];
-    datasetObjectIdentity: string;
-    datasetObjectChecksum: string;
-};
-export type PolicyNeutralCryptoHftBookState = ReconstructedCryptoHftBook & {
-    tapeState: "initialization" | "change";
-};
-export type PolicyNeutralTapeSink = {
-    writeBatch(states: readonly PolicyNeutralCryptoHftBookState[]): Promise<void>;
-    complete(input: {
-        expectedObjectIdentities: readonly string[];
-        observedObjects: readonly ProviderObjectEvidence[];
-        stateCount: number;
-    }): Promise<void>;
-    abort(input: {
-        reason: string;
-        retainedStateCount: number;
-    }): Promise<void>;
-};
-export declare function cryptoHftDataCapabilityFor(request: MarketDataVendorBackfillRequest, profiles?: readonly CryptoHftDataCapabilityProfile[]): ProviderCapability | undefined;
-export declare function enumerateCryptoHftDataObjects(request: MarketDataVendorBackfillRequest, providerExchangeId: string, resolvedSymbol: string): string[];
-export declare function enumerateCryptoHftDataWindowObjects(request: MarketDataVendorBackfillRequest, providerExchangeId: string, resolvedSymbol: string): string[];
-export declare function providerAcquisitionRequest(request: MarketDataVendorBackfillRequest): MarketDataVendorBackfillRequest;
-export declare function reconstructCryptoHftDataOrderBooks(request: MarketDataVendorBackfillRequest, inputRows: readonly CryptoHftDataOrderBookRow[], profile?: CryptoHftDataCapabilityProfile, observer?: ReconstructionObservationSink): ReconstructedCryptoHftBook[];
-/**
- * Qualification-only full-window policy-neutral source projection.
- * It uses the production OKX grouping, validation, sequence and mutation path,
- * but continues after the submitted clock is exhausted and emits no Maker
- * policy decisions.
- */
-export declare function reconstructCryptoHftDataPolicyNeutralTape(request: MarketDataVendorBackfillRequest, inputRows: readonly CryptoHftDataOrderBookRow[], profile: CryptoHftDataCapabilityProfile, observer?: ReconstructionObservationSink): PolicyNeutralCryptoHftBookState[];
-export declare function decodeCryptoHftParquetZstd(bytes: Uint8Array): Promise<Record<string, unknown>[]>;
-export type CryptoHftDataAdapterOptions = {
-    baseUrl?: string;
-    fetch?: typeof fetch;
-    nowMs?: () => number;
-    decode?: (bytes: Uint8Array) => Promise<Record<string, unknown>[]>;
-    profiles?: readonly CryptoHftDataCapabilityProfile[];
-    observer?: ReconstructionObservationSink;
-    policyNeutralTapeSink?: PolicyNeutralTapeSink;
-};
-export declare class CryptoHftDataAdapter {
-    private readonly baseUrl;
-    private readonly request;
-    private readonly nowMs;
-    private readonly decode;
-    private readonly profiles;
-    private readonly observer?;
-    private readonly collectPolicyNeutralTape;
-    private readonly policyNeutralTapeSink?;
-    constructor(options?: CryptoHftDataAdapterOptions);
-    private observe;
-    capabilityFor(request: MarketDataVendorBackfillRequest): ProviderCapability | undefined;
-    private findProfile;
-    private profileFor;
-    discoverSymbols(providerExchangeId: string): Promise<string[]>;
-    acquire(request: MarketDataVendorBackfillRequest, capability: ProviderCapability, credential: unknown): Promise<ProviderDataset<CryptoHftDataOrderBookRow>>;
-    private acquireInternal;
-    normalize(request: MarketDataVendorBackfillRequest, capability: ProviderCapability, dataset: ProviderDataset, captureBundleId: string): Promise<NormalizedBackfill>;
-}

package/dist/helpers/market-data-vendor-backfill/forwarder-client.d.ts

@@ -1,25 +0,0 @@
-import type { ForwarderBatch } from "./contracts";
-import type { ArchiveClusterIdentity, ProductionForwarderAuthorization } from "./core";
-export type ArchiveForwarderClient = {
-    preflight(input: {
-        authorizationId: string;
-        target: ArchiveClusterIdentity;
-    }): Promise<{
-        forwarderIdentity: ArchiveClusterIdentity;
-        authorization: ProductionForwarderAuthorization;
-    }>;
-    submit(batch: ForwarderBatch): Promise<{
-        ok: boolean;
-        inserted: number;
-    }>;
-};
-export type ArchiveForwarderClientOptions = {
-    url: string;
-    authToken?: string;
-    fetch?: typeof globalThis.fetch;
-};
-export declare class ArchiveForwarderSubmissionError extends Error {
-    readonly reason: string;
-    constructor(reason: string, status?: number);
-}
-export declare function createArchiveForwarderClient(options: ArchiveForwarderClientOptions): ArchiveForwarderClient;