@usherlabs/cex-broker 0.2.52 → 0.3.1

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Files changed (147) hide show
  1. package/README.md +116 -8
  2. package/dist/commands/cli.js +1515 -467
  3. package/dist/index.js +1516 -468
  4. package/dist/index.js.map +31 -26
  5. package/dist/proto/node.descriptor.ts +3 -1
  6. package/dist/proto/node.proto +2 -0
  7. package/package.json +5 -28
  8. package/dist/commands/cex-canonical-orderbook-export.d.ts +0 -23
  9. package/dist/commands/cex-canonical-orderbook-export.js +0 -34275
  10. package/dist/commands/cex-canonical-orderbook-export.js.map +0 -266
  11. package/dist/commands/market-data-vendor-backfill.d.ts +0 -24
  12. package/dist/commands/market-data-vendor-backfill.js +0 -34930
  13. package/dist/commands/market-data-vendor-backfill.js.map +0 -268
  14. package/dist/handlers/execute-action/context.d.ts +0 -50
  15. package/dist/handlers/execute-action/deposit.d.ts +0 -2
  16. package/dist/handlers/execute-action/handler.d.ts +0 -19
  17. package/dist/handlers/execute-action/index.d.ts +0 -10
  18. package/dist/handlers/execute-action/internal-transfer.d.ts +0 -2
  19. package/dist/handlers/execute-action/order-book-call.d.ts +0 -3
  20. package/dist/handlers/execute-action/orders.d.ts +0 -2
  21. package/dist/handlers/execute-action/pass-through.d.ts +0 -2
  22. package/dist/handlers/execute-action/perp-config.d.ts +0 -2
  23. package/dist/handlers/execute-action/registry.d.ts +0 -5
  24. package/dist/handlers/execute-action/treasury-call.d.ts +0 -2
  25. package/dist/handlers/execute-action/withdraw.d.ts +0 -2
  26. package/dist/handlers/subscribe/broker-lifecycle.d.ts +0 -13
  27. package/dist/handlers/subscribe/handler.d.ts +0 -20
  28. package/dist/handlers/subscribe/index.d.ts +0 -2
  29. package/dist/handlers/types.d.ts +0 -23
  30. package/dist/helpers/account-balance-archive-poller.d.ts +0 -19
  31. package/dist/helpers/auth.d.ts +0 -5
  32. package/dist/helpers/balance-update-archive-consumer.d.ts +0 -16
  33. package/dist/helpers/binance-user-data-normalization.d.ts +0 -3
  34. package/dist/helpers/binance-user-data-stream.d.ts +0 -58
  35. package/dist/helpers/broker-execution-archive/capture.d.ts +0 -41
  36. package/dist/helpers/broker-execution-archive/index.d.ts +0 -7
  37. package/dist/helpers/broker-execution-archive/journal-export.d.ts +0 -20
  38. package/dist/helpers/broker-execution-archive/loss-journal.d.ts +0 -36
  39. package/dist/helpers/broker-execution-archive/redact.d.ts +0 -7
  40. package/dist/helpers/broker-execution-archive/rows.d.ts +0 -134
  41. package/dist/helpers/broker-execution-archive/types.d.ts +0 -26
  42. package/dist/helpers/broker-execution-archive/withdrawal-observation-tracker.d.ts +0 -23
  43. package/dist/helpers/broker-execution-archive/writer.d.ts +0 -105
  44. package/dist/helpers/broker.d.ts +0 -38
  45. package/dist/helpers/canonical-orderbook-export/exact-selection.d.ts +0 -21
  46. package/dist/helpers/canonical-orderbook-export/exporter.d.ts +0 -26
  47. package/dist/helpers/canonical-orderbook-export/parquet-projection.d.ts +0 -19
  48. package/dist/helpers/constants.d.ts +0 -36
  49. package/dist/helpers/deposit-archive-poller.d.ts +0 -66
  50. package/dist/helpers/deposit.d.ts +0 -5
  51. package/dist/helpers/exchange-credentials.d.ts +0 -10
  52. package/dist/helpers/fill-archive-poller.d.ts +0 -42
  53. package/dist/helpers/grpc/broker.d.ts +0 -5
  54. package/dist/helpers/grpc/callbacks.d.ts +0 -9
  55. package/dist/helpers/grpc/payload.d.ts +0 -9
  56. package/dist/helpers/grpc/status.d.ts +0 -8
  57. package/dist/helpers/index.d.ts +0 -44
  58. package/dist/helpers/logger.d.ts +0 -13
  59. package/dist/helpers/market-data-archive/canonical-orderbook.d.ts +0 -20
  60. package/dist/helpers/market-data-archive/capture-context.d.ts +0 -53
  61. package/dist/helpers/market-data-archive/capture-contract.d.ts +0 -30
  62. package/dist/helpers/market-data-archive/capture.d.ts +0 -22
  63. package/dist/helpers/market-data-archive/index.d.ts +0 -13
  64. package/dist/helpers/market-data-archive/legacy-migration.d.ts +0 -37
  65. package/dist/helpers/market-data-archive/ohlcv-bar-tracker.d.ts +0 -11
  66. package/dist/helpers/market-data-archive/ohlcv-bootstrap.d.ts +0 -1
  67. package/dist/helpers/market-data-archive/ohlcv-history.d.ts +0 -8
  68. package/dist/helpers/market-data-archive/orderbook-depth.d.ts +0 -5
  69. package/dist/helpers/market-data-archive/orderbook-sampler.d.ts +0 -12
  70. package/dist/helpers/market-data-archive/parse-stream.d.ts +0 -26
  71. package/dist/helpers/market-data-archive/rows.d.ts +0 -14
  72. package/dist/helpers/market-data-archive/types.d.ts +0 -83
  73. package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts +0 -128
  74. package/dist/helpers/market-data-preparation/contracts.d.ts +0 -2970
  75. package/dist/helpers/market-data-preparation/file-job.d.ts +0 -38
  76. package/dist/helpers/market-data-preparation/required-clock-qualification.d.ts +0 -43
  77. package/dist/helpers/market-data-preparation/source-tape-dependencies.d.ts +0 -19
  78. package/dist/helpers/market-data-preparation/source-tape-operation.d.ts +0 -109
  79. package/dist/helpers/market-data-source-forensics.d.ts +0 -400
  80. package/dist/helpers/market-data-vendor-backfill/archive-reader.d.ts +0 -26
  81. package/dist/helpers/market-data-vendor-backfill/batching.d.ts +0 -10
  82. package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts +0 -78
  83. package/dist/helpers/market-data-vendor-backfill/contracts.d.ts +0 -358
  84. package/dist/helpers/market-data-vendor-backfill/core.d.ts +0 -101
  85. package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +0 -118
  86. package/dist/helpers/market-data-vendor-backfill/forwarder-client.d.ts +0 -25
  87. package/dist/helpers/market-data-vendor-backfill/identity.d.ts +0 -10
  88. package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +0 -61
  89. package/dist/helpers/market-data-vendor-backfill/promotion.d.ts +0 -10
  90. package/dist/helpers/market-data-vendor-backfill/qualification.d.ts +0 -20
  91. package/dist/helpers/market-data-vendor-backfill/selection.d.ts +0 -30
  92. package/dist/helpers/market-data-vendor-backfill/semantic-verification.d.ts +0 -25
  93. package/dist/helpers/market-type.d.ts +0 -16
  94. package/dist/helpers/order-activity-tracker.d.ts +0 -22
  95. package/dist/helpers/order-book.d.ts +0 -79
  96. package/dist/helpers/order-telemetry.d.ts +0 -50
  97. package/dist/helpers/otel.d.ts +0 -83
  98. package/dist/helpers/passive-order.d.ts +0 -8
  99. package/dist/helpers/public-market-data-feed/identity.d.ts +0 -12
  100. package/dist/helpers/public-market-data-feed/index.d.ts +0 -5
  101. package/dist/helpers/public-market-data-feed/orderbook-coalescing-evidence.d.ts +0 -79
  102. package/dist/helpers/public-market-data-feed/orderbook-profile.d.ts +0 -54
  103. package/dist/helpers/public-market-data-feed/subscriber-buffer.d.ts +0 -31
  104. package/dist/helpers/public-market-data-feed/supervisor.d.ts +0 -82
  105. package/dist/helpers/shared/errors.d.ts +0 -14
  106. package/dist/helpers/shared/guards.d.ts +0 -2
  107. package/dist/helpers/source-tape-sandbox.d.ts +0 -82
  108. package/dist/helpers/source-tape.d.ts +0 -165
  109. package/dist/helpers/stream-health-publisher.d.ts +0 -41
  110. package/dist/helpers/trace-context.d.ts +0 -8
  111. package/dist/helpers/transfer-network.d.ts +0 -12
  112. package/dist/helpers/travel-rule-deposit-reconciler.d.ts +0 -159
  113. package/dist/helpers/travel-rule.d.ts +0 -75
  114. package/dist/helpers/treasury-discovery.d.ts +0 -17
  115. package/dist/helpers/user-asset-archive-poller.d.ts +0 -19
  116. package/dist/helpers/user-data-stream-supervisor.d.ts +0 -27
  117. package/dist/helpers/verity.d.ts +0 -5
  118. package/dist/index.d.ts +0 -56
  119. package/dist/market-data-preparation/fixtures/conformance-v3.json +0 -621
  120. package/dist/market-data-preparation/policies/capability-policy.json +0 -39
  121. package/dist/market-data-preparation/policies/resource-policy.json +0 -16
  122. package/dist/market-data-preparation/policies/source-tape-capability-v1.json +0 -35
  123. package/dist/market-data-preparation/schema-manifest.json +0 -66
  124. package/dist/market-data-preparation/schemas/archive-selection-v1.schema.json +0 -224
  125. package/dist/market-data-preparation/schemas/backfill-request-v1.schema.json +0 -166
  126. package/dist/market-data-preparation/schemas/backfill-result-v2.schema.json +0 -212
  127. package/dist/market-data-preparation/schemas/canonical-orderbook-export-request-v1.schema.json +0 -61
  128. package/dist/market-data-preparation/schemas/canonical-orderbook-export-result-v2.schema.json +0 -252
  129. package/dist/market-data-preparation/schemas/order-book-depth-summary-parquet-projection-v1.schema.json +0 -256
  130. package/dist/market-data-preparation/schemas/order-book-levels-parquet-projection-v1.schema.json +0 -220
  131. package/dist/market-data-preparation/schemas/preparation-product-pin-v2.schema.json +0 -176
  132. package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json +0 -175
  133. package/dist/market-data-preparation/schemas/required-clock-v1.schema.json +0 -47
  134. package/dist/market-data-preparation/schemas/source-forensics-ledger-v1.schema.json +0 -463
  135. package/dist/market-data-preparation/schemas/source-qualification-record-v1.schema.json +0 -394
  136. package/dist/market-data-preparation.d.ts +0 -11
  137. package/dist/market-data-preparation.js +0 -37488
  138. package/dist/market-data-preparation.js.map +0 -277
  139. package/dist/market-data-vendor-backfill.d.ts +0 -21
  140. package/dist/market-data-vendor-backfill.js +0 -22463
  141. package/dist/market-data-vendor-backfill.js.map +0 -199
  142. package/dist/proto/node.descriptor.d.ts +0 -127
  143. package/dist/proto-loader-options.d.ts +0 -7
  144. package/dist/proto-package-definition.d.ts +0 -2
  145. package/dist/schemas/action-payloads.d.ts +0 -88
  146. package/dist/server.d.ts +0 -10
  147. package/dist/types.d.ts +0 -100
@@ -1,19 +0,0 @@
1
- import type { BrokerPoolEntry } from "./broker";
2
- import { type BrokerExecutionArchiver } from "./broker-execution-archive";
3
- import type { OtelMetrics } from "./otel";
4
- export type UserAssetArchivePollerConfig = {
5
- pollIntervalMs: number;
6
- };
7
- export declare class UserAssetArchivePoller {
8
- #private;
9
- private readonly params;
10
- constructor(params: {
11
- brokers: Record<string, BrokerPoolEntry>;
12
- archiver: BrokerExecutionArchiver;
13
- metrics?: OtelMetrics;
14
- config?: Partial<UserAssetArchivePollerConfig>;
15
- });
16
- start(): void;
17
- stop(): Promise<void>;
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- pollAllOnce(): Promise<boolean>;
19
- }
@@ -1,27 +0,0 @@
1
- import { type BinanceUserDataEvent } from "./binance-user-data-stream";
2
- import type { BrokerPoolEntry } from "./broker";
3
- import type { StreamHealthPublisher } from "./stream-health-publisher";
4
- export type UserDataSubscriptionKind = "balance" | "orders";
5
- export type UserDataSubscription = AsyncIterable<BinanceUserDataEvent> & {
6
- close(): void;
7
- };
8
- export type UserDataStreamSupervisorOptions = {
9
- brokers: Record<string, BrokerPoolEntry>;
10
- publisher: StreamHealthPublisher;
11
- };
12
- type UserDataSubscriptionOptions = {
13
- exchange: string;
14
- accountSelector: string;
15
- kind: UserDataSubscriptionKind;
16
- marketId?: string;
17
- };
18
- /** Owns one physical authenticated venue stream for each configured account. */
19
- export declare class UserDataStreamSupervisor {
20
- #private;
21
- private readonly options;
22
- constructor(options: UserDataStreamSupervisorOptions);
23
- start(): void;
24
- subscribe(options: UserDataSubscriptionOptions): UserDataSubscription;
25
- close(): Promise<void>;
26
- }
27
- export {};
@@ -1,5 +0,0 @@
1
- import type { Metadata } from "@grpc/grpc-js";
2
- import type { HttpClientOverride, HttpOverridePredicate } from "@usherlabs/ccxt";
3
- export declare function createVerityHttpClientOverride(verityProverUrl: string, onProofCallback: (proof: string, notaryPubKey?: string) => void): (redact: string, proofTimeout: number) => HttpClientOverride;
4
- export declare function buildHttpClientOverrideFromMetadata(metadata: Metadata, verityProverUrl: string, onProofCallback: (proof: string, notaryPubKey?: string) => void): HttpClientOverride;
5
- export declare const verityHttpClientOverridePredicate: HttpOverridePredicate;
package/dist/index.d.ts DELETED
@@ -1,56 +0,0 @@
1
- import { type OtelConfig } from "./helpers/otel";
2
- import { type ExchangeCredentials, type PolicyConfig } from "./types";
3
- export type { PolicyConfig } from "./types";
4
- export default class CEXBroker {
5
- #private;
6
- port: number;
7
- private policy;
8
- private brokers;
9
- private whitelistIps;
10
- private server;
11
- private useVerity;
12
- private otelMetrics?;
13
- private otelLogs?;
14
- private brokerArchiver?;
15
- private depositReconciler?;
16
- private readonly orderActivityTracker;
17
- private readonly withdrawalObservationTracker;
18
- private fillArchivePoller?;
19
- private depositArchivePoller?;
20
- private accountBalanceArchivePoller?;
21
- private userAssetArchivePoller?;
22
- private balanceUpdateArchiveConsumer?;
23
- private userDataStreamSupervisor?;
24
- private publicMarketDataFeedSupervisor?;
25
- /**
26
- * Loads environment variables prefixed with CEX_BROKER_
27
- * Expected format:
28
- * CEX_BROKER_<BROKER_NAME>_API_KEY
29
- * CEX_BROKER_<BROKER_NAME>_API_SECRET
30
- */
31
- loadEnvConfig(): void;
32
- /**
33
- * Validates an exchange credential object structure.
34
- */
35
- loadExchangeCredentials(creds: unknown): asserts creds is ExchangeCredentials;
36
- constructor(apiCredentials: ExchangeCredentials, policies: string | PolicyConfig, config?: {
37
- port?: number;
38
- whitelistIps?: string[];
39
- useVerity?: boolean;
40
- verityProverUrl?: string;
41
- otelConfig?: OtelConfig;
42
- });
43
- /**
44
- * Watches the policy JSON file for changes, reloads policies, and reruns broker.
45
- * @param filePath
46
- */
47
- private watchPolicyFile;
48
- /**
49
- * Stops Server and Stop watching the policy file, if applicable.
50
- */
51
- stop(): Promise<void>;
52
- /**
53
- * Starts the broker, applying policies then running appropriate tasks.
54
- */
55
- run(): Promise<CEXBroker>;
56
- }