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economics
quantitative-finance
causal-inference
macroeconomics
housing-economics
market-microstructure
License:
| """Outcome-blind raw acquisition authority for the frozen M8 study. | |
| This module is deliberately unable to normalize an aggregate-trade row. It | |
| captures the two permitted exchangeInfo responses, authenticates the eight | |
| official daily ZIPs, and inspects ZIP directory metadata only. The CSV member | |
| is first opened later by :mod:`microstructure.m8_normalization`, after the | |
| analysis lock has become durable. | |
| """ | |
| from __future__ import annotations | |
| import hashlib | |
| import json | |
| import os | |
| import re | |
| import shutil | |
| import stat | |
| import struct | |
| import tempfile | |
| import zipfile | |
| from collections.abc import Callable, Mapping, Sequence | |
| from dataclasses import dataclass, replace | |
| from datetime import UTC, datetime | |
| from datetime import date as Date | |
| from decimal import Decimal, InvalidOperation | |
| from pathlib import Path | |
| from types import MappingProxyType | |
| from typing import Any, Literal, Protocol, cast | |
| from urllib.parse import parse_qsl, urlparse | |
| from microstructure.data.binance import ( | |
| BinanceHTTPError, | |
| BinanceMetadataContractError, | |
| BinancePublicClient, | |
| BinanceResponseSizeLimitError, | |
| SymbolMetadata, | |
| ) | |
| from microstructure.data.binance_archive import ( | |
| AcquiredDailyArchive, | |
| ArchiveDownloadLimits, | |
| BinanceArchiveClient, | |
| BinanceArchiveContractError, | |
| BinanceArchiveHTTPError, | |
| DailyArchiveRequest, | |
| RawArchiveArtifact, | |
| ) | |
| from microstructure.data.evidence_budget import EvidenceBudgetExceeded, RetainedEvidenceBudget | |
| from microstructure.m8_config import M8PeriodRole, M8StudyConfig, load_m8_config | |
| from microstructure.provenance import sha256_file | |
| M8_ACQUISITION_SCHEMA_VERSION = "1.0.0" | |
| _DIGEST = re.compile(r"^[0-9a-f]{64}$") | |
| _MANIFEST_NAME = re.compile(r"^m8-acquisition\.manifest-([0-9a-f]{20})\.json$") | |
| _SOURCE_MANIFEST_NAME = re.compile(r"^.+\.manifest-[0-9a-f]{20}\.json$") | |
| _SAFE_SYMBOL = re.compile(r"^[A-Z0-9]{2,20}$") | |
| _UTC_TIMESTAMP = re.compile( | |
| r"^(?P<second>\d{4}-\d{2}-\d{2}T\d{2}:\d{2}:\d{2})" | |
| r"(?:\.(?P<fraction>\d{1,9}))?Z$" | |
| ) | |
| _MAX_MANIFEST_BYTES = 8 * 1024 * 1024 | |
| _MAX_METADATA_BYTES = 8 * 1024 * 1024 | |
| _MAX_EOCD_BYTES = 22 + 65_535 | |
| _MAX_ZIP_DIRECTORY_BYTES = 256 * 1024 | |
| _EOCD_SIGNATURE = b"PK\x05\x06" | |
| _EOCD_STRUCT = struct.Struct("<4s4H2LH") | |
| _LOCAL_FILE_SIGNATURE = b"PK\x03\x04" | |
| _LOCAL_FILE_STRUCT = struct.Struct("<4s5H3L2H") | |
| _RAW_ROOT_NAME = "raw" | |
| _MANIFEST_DIRECTORY_NAME = "_manifests" | |
| _ATTEMPT_DIRECTORY_NAME = "_attempts" | |
| _FAILURE_MANIFEST_NAME = "failure.json" | |
| _FAILURE_CHECKSUMS_NAME = "checksums.sha256" | |
| _FAILURE_TERMINAL_NAME = "INSUFFICIENT_DATA" | |
| _FAILURE_TERMINAL_BYTES = b"terminal\n" | |
| _FAILURE_ATTEMPT_NAME = re.compile(r"^m8-acquisition-attempt-([0-9a-f]{20})$") | |
| _RAW_SIDECAR_KEYS = frozenset( | |
| { | |
| "artifact_kind", | |
| "bytes", | |
| "checksum", | |
| "downloaded_at_utc", | |
| "manifest_version", | |
| "path", | |
| "requested_range_ns", | |
| "response_headers", | |
| "source", | |
| "source_uri", | |
| "upstream_checksum_sha256", | |
| } | |
| ) | |
| RetainedArtifactKind = Literal[ | |
| "metadata_body", | |
| "archive_zip", | |
| "archive_checksum", | |
| "rejected_prefix", | |
| "source_manifest", | |
| ] | |
| M8AcquisitionReasonCode = Literal[ | |
| "DECLARED_OBJECT_UNAVAILABLE", | |
| "METADATA_CONTRACT", | |
| "CHECKSUM_CONTRACT", | |
| "ZIP_CONTRACT", | |
| "RESPONSE_SIZE_LIMIT", | |
| "TOTAL_EVIDENCE_BUDGET", | |
| ] | |
| M8AcquisitionStepKind = Literal["metadata", "archive"] | |
| class M8AcquisitionError(RuntimeError): | |
| """Raised when an M8 raw acquisition authority cannot be trusted.""" | |
| class _M8MetadataResponseContractError(M8AcquisitionError): | |
| """A deterministic contract defect in an already-retained exchangeInfo body.""" | |
| class _RegularFileSnapshot: | |
| content: bytes | |
| device: int | |
| inode: int | |
| size: int | |
| modified_ns: int | |
| changed_ns: int | |
| class _MetadataProvider(Protocol): | |
| def fetch_exchange_info(self, *, symbol: str, raw_root: str | Path) -> SymbolMetadata: ... | |
| class _ArchiveProvider(Protocol): | |
| def acquire( | |
| self, | |
| request: DailyArchiveRequest, | |
| *, | |
| raw_root: str | Path, | |
| limits: ArchiveDownloadLimits, | |
| ) -> AcquiredDailyArchive: ... | |
| class M8RetainedArtifact: | |
| """One physically retained raw-response body or source sidecar.""" | |
| path: str | |
| sha256: str | |
| bytes: int | |
| kind: RetainedArtifactKind | |
| source_uri: str | |
| paired_body_path: str | None | |
| class M8RawSymbolMetadata: | |
| """Verified exchangeInfo evidence used only for tick/lot normalization.""" | |
| venue: str | |
| symbol: str | |
| status: str | |
| base_asset: str | |
| quote_asset: str | |
| tick_size: Decimal | |
| lot_size: Decimal | |
| min_price: Decimal | |
| max_price: Decimal | |
| min_quantity: Decimal | |
| max_quantity: Decimal | |
| observed_ts_ns: int | |
| raw_path: Path | |
| raw_sha256: str | |
| raw_bytes: int | |
| source_uri: str | |
| source_manifest_path: Path | |
| source_manifest_sha256: str | |
| source_manifest_bytes: int | |
| class M8RawArchiveEntry: | |
| """Raw-only descriptor for one frozen symbol/date archive.""" | |
| root: Path | |
| symbol: str | |
| date: Date | |
| role: M8PeriodRole | |
| tick_size: Decimal | |
| lot_size: Decimal | |
| archive_path: Path | |
| archive_sha256: str | |
| archive_bytes: int | |
| archive_source_uri: str | |
| archive_source_manifest_path: Path | |
| archive_source_manifest_sha256: str | |
| archive_source_manifest_bytes: int | |
| checksum_path: Path | |
| checksum_sha256: str | |
| checksum_bytes: int | |
| checksum_source_uri: str | |
| checksum_source_manifest_path: Path | |
| checksum_source_manifest_sha256: str | |
| checksum_source_manifest_bytes: int | |
| upstream_sha256: str | |
| member_name: str | |
| declared_uncompressed_bytes: int | |
| max_compressed_bytes: int | |
| max_uncompressed_bytes: int | |
| max_checksum_bytes: int | |
| transfer_chunk_bytes: int | |
| max_csv_line_bytes: int | |
| csv_member_opened: bool = False | |
| economic_fields_inspected: bool = False | |
| class M8RawArchiveDescriptor: | |
| """A verified, reconstructable archive reference with no row-reading API.""" | |
| entry: M8RawArchiveEntry | |
| def symbol(self) -> str: | |
| return self.entry.symbol | |
| def date(self) -> Date: | |
| return self.entry.date | |
| def role(self) -> M8PeriodRole: | |
| return self.entry.role | |
| def reconstruct(self) -> AcquiredDailyArchive: | |
| """Re-hash raw bytes and reconstruct the authenticated archive handle.""" | |
| _verify_archive_entry_files(self.entry) | |
| request = DailyArchiveRequest( | |
| symbol=self.entry.symbol, | |
| date=self.entry.date, | |
| tick_size=self.entry.tick_size, | |
| lot_size=self.entry.lot_size, | |
| ) | |
| limits = ArchiveDownloadLimits( | |
| max_compressed_bytes=self.entry.max_compressed_bytes, | |
| max_uncompressed_bytes=self.entry.max_uncompressed_bytes, | |
| max_checksum_bytes=self.entry.max_checksum_bytes, | |
| transfer_chunk_bytes=self.entry.transfer_chunk_bytes, | |
| max_csv_line_bytes=self.entry.max_csv_line_bytes, | |
| ) | |
| return AcquiredDailyArchive( | |
| request=request, | |
| archive_artifact=RawArchiveArtifact( | |
| kind="archive_zip", | |
| path=self.entry.archive_path, | |
| manifest_path=self.entry.archive_source_manifest_path, | |
| sha256=self.entry.archive_sha256, | |
| manifest_sha256=self.entry.archive_source_manifest_sha256, | |
| bytes=self.entry.archive_bytes, | |
| source_uri=self.entry.archive_source_uri, | |
| ), | |
| checksum_artifact=RawArchiveArtifact( | |
| kind="archive_checksum", | |
| path=self.entry.checksum_path, | |
| manifest_path=self.entry.checksum_source_manifest_path, | |
| sha256=self.entry.checksum_sha256, | |
| manifest_sha256=self.entry.checksum_source_manifest_sha256, | |
| bytes=self.entry.checksum_bytes, | |
| source_uri=self.entry.checksum_source_uri, | |
| ), | |
| upstream_sha256=self.entry.upstream_sha256, | |
| declared_uncompressed_bytes=self.entry.declared_uncompressed_bytes, | |
| limits=limits, | |
| requires_member_open_guard=self.entry.role in {"primary_test", "replication_test"}, | |
| ) | |
| class M8AcquisitionManifest: | |
| """Verified authority for the exact raw evidence of one M8 study.""" | |
| root: Path | |
| path: Path | |
| sha256: str | |
| config_sha256: str | |
| config_source_sha256: str | |
| protocol_version: str | |
| protocol_document_sha256: str | |
| copied_from_manifest_sha256: str | None | |
| evidence_set_sha256: str | |
| symbol_metadata: tuple[M8RawSymbolMetadata, ...] | |
| archives: tuple[M8RawArchiveEntry, ...] | |
| retained_artifacts: tuple[M8RetainedArtifact, ...] | |
| total_raw_evidence_bytes: int | |
| total_accepted_zip_bytes: int | |
| config: M8StudyConfig | |
| def entries(self) -> tuple[M8RawArchiveEntry, ...]: | |
| return self.archives | |
| def metadata_count(self) -> int: | |
| return len(self.symbol_metadata) | |
| def archive_count(self) -> int: | |
| return len(self.archives) | |
| def content_identity_sha256(self) -> str: | |
| """Root-independent identity of every semantic claim and raw byte.""" | |
| return self.evidence_set_sha256 | |
| def metadata_for(self, symbol: str) -> M8RawSymbolMetadata: | |
| for metadata in self.symbol_metadata: | |
| if metadata.symbol == symbol: | |
| return metadata | |
| raise KeyError(f"no verified M8 symbol metadata for {symbol}") | |
| def archive_descriptor_for(self, symbol: str, date: Date | str) -> M8RawArchiveDescriptor: | |
| date_text = date.isoformat() if isinstance(date, Date) else date | |
| for entry in self.archives: | |
| if entry.symbol == symbol and entry.date.isoformat() == date_text: | |
| return M8RawArchiveDescriptor(entry) | |
| raise KeyError(f"no verified M8 raw archive for {symbol}/{date_text}") | |
| class M8AcquisitionResult: | |
| """Stable CLI-facing result for one completed raw-only acquisition.""" | |
| output_root: Path | |
| manifest_path: Path | |
| manifest_sha256: str | |
| metadata_count: int | |
| archive_count: int | |
| total_raw_evidence_bytes: int | |
| manifest: M8AcquisitionManifest | |
| def status(self) -> Literal["ACQUIRED"]: | |
| return "ACQUIRED" | |
| class M8AcquisitionStep: | |
| """One declared raw acquisition unit in frozen execution order.""" | |
| kind: M8AcquisitionStepKind | |
| symbol: str | |
| date: Date | None | |
| role: str | |
| class M8AcquisitionFailureManifest: | |
| """Verified immutable authority for a deterministic raw-only failure.""" | |
| root: Path | |
| attempt_dir: Path | |
| path: Path | |
| sha256: str | |
| checksums_path: Path | |
| checksums_sha256: str | |
| terminal_path: Path | |
| reason_code: M8AcquisitionReasonCode | |
| diagnostic: str | |
| failed_step: M8AcquisitionStep | |
| completed_steps: tuple[M8AcquisitionStep, ...] | |
| remaining_steps: tuple[M8AcquisitionStep, ...] | |
| retained_artifacts: tuple[M8RetainedArtifact, ...] | |
| retained_inventory_sha256: str | |
| total_raw_evidence_bytes: int | |
| config: M8StudyConfig | |
| class M8AcquisitionFailureResult: | |
| """CLI-facing result for one immutable deterministic acquisition failure.""" | |
| output_root: Path | |
| attempt_dir: Path | |
| attempt_manifest_path: Path | |
| attempt_manifest_sha256: str | |
| checksums_path: Path | |
| checksums_sha256: str | |
| terminal_path: Path | |
| reason_code: M8AcquisitionReasonCode | |
| diagnostic: str | |
| failed_symbol: str | |
| failed_date: Date | None | |
| failed_role: str | |
| completed_count: int | |
| remaining_count: int | |
| retained_inventory_sha256: str | |
| retained_artifact_count: int | |
| total_raw_evidence_bytes: int | |
| manifest: M8AcquisitionFailureManifest | |
| status: Literal["INSUFFICIENT_DATA"] = "INSUFFICIENT_DATA" | |
| M8AcquisitionOutcome = M8AcquisitionResult | M8AcquisitionFailureResult | |
| def _require_exact_keys(value: Mapping[str, Any], expected: frozenset[str], label: str) -> None: | |
| observed = frozenset(value) | |
| if observed != expected: | |
| missing = sorted(expected - observed) | |
| extra = sorted(observed - expected) | |
| raise M8AcquisitionError(f"{label} keys differ: missing={missing}, extra={extra}") | |
| def _object(value: object, label: str) -> Mapping[str, Any]: | |
| if not isinstance(value, Mapping) or not all(type(key) is str for key in value): | |
| raise M8AcquisitionError(f"{label} must be a JSON object with string keys") | |
| return cast(Mapping[str, Any], value) | |
| def _array(value: object, label: str) -> list[Any]: | |
| if not isinstance(value, list): | |
| raise M8AcquisitionError(f"{label} must be a JSON array") | |
| return value | |
| def _text(value: object, label: str) -> str: | |
| if type(value) is not str or not value: | |
| raise M8AcquisitionError(f"{label} must be a non-empty string") | |
| return value | |
| def _integer(value: object, label: str, *, minimum: int = 0) -> int: | |
| if isinstance(value, bool) or not isinstance(value, int) or value < minimum: | |
| raise M8AcquisitionError(f"{label} must be an integer >= {minimum}") | |
| return value | |
| def _boolean(value: object, label: str) -> bool: | |
| if type(value) is not bool: | |
| raise M8AcquisitionError(f"{label} must be a boolean") | |
| return value | |
| def _digest(value: object, label: str) -> str: | |
| text = _text(value, label) | |
| if _DIGEST.fullmatch(text) is None: | |
| raise M8AcquisitionError(f"{label} must be one lowercase SHA-256") | |
| return text | |
| def _decimal(value: object, label: str, *, positive: bool = False) -> Decimal: | |
| text = _text(value, label) | |
| try: | |
| parsed = Decimal(text) | |
| except InvalidOperation as exc: | |
| raise M8AcquisitionError(f"{label} must be a canonical decimal") from exc | |
| if not parsed.is_finite() or (positive and parsed <= 0) or format(parsed, "f") != text: | |
| raise M8AcquisitionError(f"{label} is not a valid canonical decimal") | |
| return parsed | |
| def _canonical_json_bytes(value: Mapping[str, Any]) -> bytes: | |
| return ( | |
| json.dumps( | |
| value, | |
| sort_keys=True, | |
| separators=(",", ":"), | |
| ensure_ascii=True, | |
| allow_nan=False, | |
| ) | |
| + "\n" | |
| ).encode("utf-8") | |
| def _read_bounded_regular_snapshot( | |
| path: Path, | |
| label: str, | |
| *, | |
| byte_limit: int, | |
| ) -> _RegularFileSnapshot: | |
| """Read one regular file from one fd and reject path/inode replacement.""" | |
| nofollow = getattr(os, "O_NOFOLLOW", 0) | |
| try: | |
| descriptor = os.open(path, os.O_RDONLY | nofollow) | |
| with os.fdopen(descriptor, "rb") as source: | |
| before = os.fstat(source.fileno()) | |
| if not stat.S_ISREG(before.st_mode): | |
| raise M8AcquisitionError(f"{label} is not a regular file") | |
| if before.st_size > byte_limit: | |
| raise M8AcquisitionError(f"{label} exceeds its byte ceiling") | |
| content = source.read(byte_limit + 1) | |
| after = os.fstat(source.fileno()) | |
| if len(content) > byte_limit: | |
| raise M8AcquisitionError(f"{label} exceeds its byte ceiling") | |
| if len(content) != before.st_size or ( | |
| before.st_dev, | |
| before.st_ino, | |
| before.st_size, | |
| before.st_mtime_ns, | |
| before.st_ctime_ns, | |
| ) != ( | |
| after.st_dev, | |
| after.st_ino, | |
| after.st_size, | |
| after.st_mtime_ns, | |
| after.st_ctime_ns, | |
| ): | |
| raise M8AcquisitionError(f"{label} changed while it was read") | |
| linked = os.stat(path, follow_symlinks=False) | |
| if not stat.S_ISREG(linked.st_mode) or (linked.st_dev, linked.st_ino) != ( | |
| before.st_dev, | |
| before.st_ino, | |
| ): | |
| raise M8AcquisitionError(f"{label} path changed while it was read") | |
| return _RegularFileSnapshot( | |
| content=content, | |
| device=before.st_dev, | |
| inode=before.st_ino, | |
| size=before.st_size, | |
| modified_ns=before.st_mtime_ns, | |
| changed_ns=before.st_ctime_ns, | |
| ) | |
| except M8AcquisitionError: | |
| raise | |
| except OSError as exc: | |
| raise M8AcquisitionError(f"cannot read {label}: {path}") from exc | |
| def _assert_snapshot_path(path: Path, snapshot: _RegularFileSnapshot, label: str) -> None: | |
| try: | |
| observed = os.stat(path, follow_symlinks=False) | |
| except OSError as exc: | |
| raise M8AcquisitionError(f"{label} path disappeared after snapshot") from exc | |
| if not stat.S_ISREG(observed.st_mode) or ( | |
| observed.st_dev, | |
| observed.st_ino, | |
| observed.st_size, | |
| observed.st_mtime_ns, | |
| observed.st_ctime_ns, | |
| ) != ( | |
| snapshot.device, | |
| snapshot.inode, | |
| snapshot.size, | |
| snapshot.modified_ns, | |
| snapshot.changed_ns, | |
| ): | |
| raise M8AcquisitionError(f"{label} path changed after snapshot") | |
| def _read_bounded_regular_bytes(path: Path, label: str, *, byte_limit: int) -> bytes: | |
| return _read_bounded_regular_snapshot(path, label, byte_limit=byte_limit).content | |
| def _parse_json_bytes(content: bytes, label: str) -> Mapping[str, Any]: | |
| try: | |
| def reject_duplicates(pairs: list[tuple[str, Any]]) -> dict[str, Any]: | |
| result: dict[str, Any] = {} | |
| for key, value in pairs: | |
| if key in result: | |
| raise M8AcquisitionError(f"{label} contains duplicate key {key!r}") | |
| result[key] = value | |
| return result | |
| def reject_constant(value: str) -> object: | |
| raise M8AcquisitionError(f"{label} contains forbidden JSON constant {value}") | |
| parsed = json.loads( | |
| content, | |
| object_pairs_hook=reject_duplicates, | |
| parse_constant=reject_constant, | |
| ) | |
| except M8AcquisitionError: | |
| raise | |
| except (UnicodeDecodeError, json.JSONDecodeError) as exc: | |
| raise M8AcquisitionError(f"cannot parse {label}") from exc | |
| return _object(parsed, label) | |
| def _read_json( | |
| path: Path, label: str, *, byte_limit: int = _MAX_MANIFEST_BYTES | |
| ) -> Mapping[str, Any]: | |
| try: | |
| content = _read_bounded_regular_bytes(path, label, byte_limit=byte_limit) | |
| if len(content) > byte_limit: | |
| raise M8AcquisitionError(f"{label} exceeds its JSON byte ceiling") | |
| return _parse_json_bytes(content, label) | |
| except M8AcquisitionError: | |
| raise | |
| except (OSError, UnicodeDecodeError, json.JSONDecodeError) as exc: | |
| raise M8AcquisitionError(f"cannot parse {label}: {path}") from exc | |
| def _protocol_path(config: M8StudyConfig) -> Path: | |
| path = config.path.parent.parent / "docs" / "M8_MULTIDATE_TRADE_PROTOCOL.md" | |
| if not path.is_file() or path.is_symlink(): | |
| raise M8AcquisitionError(f"frozen M8 protocol document is missing: {path}") | |
| return path.resolve() | |
| def _verify_config_sources(config: M8StudyConfig) -> str: | |
| if not config.path.is_file() or config.path.is_symlink(): | |
| raise M8AcquisitionError("frozen M8 machine specification is missing or symbolic") | |
| if sha256_file(config.path) != config.source_sha256: | |
| raise M8AcquisitionError("frozen M8 machine specification bytes changed") | |
| try: | |
| reloaded = load_m8_config(config.path) | |
| except Exception as exc: | |
| raise M8AcquisitionError("cannot re-validate frozen M8 machine specification") from exc | |
| if reloaded.hash != config.hash or reloaded.source_sha256 != config.source_sha256: | |
| raise M8AcquisitionError("in-memory M8 configuration differs from its frozen source") | |
| return sha256_file(_protocol_path(config)) | |
| def _relative(root: Path, path: Path, label: str) -> str: | |
| root_resolved = root.resolve() | |
| path_absolute = path.absolute() | |
| if path_absolute.is_symlink(): | |
| raise M8AcquisitionError(f"{label} must not be a symbolic link: {path}") | |
| resolved = path.resolve() | |
| if not resolved.is_relative_to(root_resolved) or not resolved.is_file(): | |
| raise M8AcquisitionError(f"{label} is missing or escapes acquisition root: {path}") | |
| relative = resolved.relative_to(root_resolved).as_posix() | |
| if relative.startswith(f"{_MANIFEST_DIRECTORY_NAME}/"): | |
| raise M8AcquisitionError(f"{label} incorrectly points into manifest storage") | |
| return relative | |
| def _declared_file(root: Path, value: object, label: str) -> Path: | |
| raw = _text(value, label) | |
| declared = Path(raw) | |
| if ( | |
| declared.is_absolute() | |
| or "\\" in raw | |
| or raw != declared.as_posix() | |
| or not declared.parts | |
| or any(part in {"", ".", ".."} for part in declared.parts) | |
| or declared.parts[0] != _RAW_ROOT_NAME | |
| ): | |
| raise M8AcquisitionError(f"{label} must be one canonical relative raw-evidence path") | |
| current = root.resolve() | |
| for component in declared.parts: | |
| current /= component | |
| if current.is_symlink(): | |
| raise M8AcquisitionError(f"{label} traverses a symbolic link: {current}") | |
| resolved = current.resolve() | |
| if not resolved.is_relative_to(root.resolve()) or not resolved.is_file(): | |
| raise M8AcquisitionError(f"{label} is missing or escapes acquisition root: {raw}") | |
| return resolved | |
| def _verify_file(path: Path, digest: str, byte_count: int, label: str) -> None: | |
| try: | |
| if path.is_symlink() or not path.is_file(): | |
| raise M8AcquisitionError(f"{label} is missing or symbolic: {path}") | |
| observed_bytes = path.stat().st_size | |
| if observed_bytes != byte_count: | |
| raise M8AcquisitionError( | |
| f"{label} byte count changed: expected {byte_count}, observed {observed_bytes}" | |
| ) | |
| observed_sha = sha256_file(path) | |
| except M8AcquisitionError: | |
| raise | |
| except OSError as exc: | |
| raise M8AcquisitionError(f"cannot verify {label}: {path}") from exc | |
| if observed_sha != digest: | |
| raise M8AcquisitionError( | |
| f"{label} SHA-256 changed: expected {digest}, observed {observed_sha}" | |
| ) | |
| def _utc_ns(value: object, label: str) -> int: | |
| text = _text(value, label) | |
| match = _UTC_TIMESTAMP.fullmatch(text) | |
| if match is None: | |
| raise M8AcquisitionError(f"{label} must be a canonical UTC timestamp") | |
| try: | |
| second = datetime.strptime(match.group("second"), "%Y-%m-%dT%H:%M:%S").replace(tzinfo=UTC) | |
| except ValueError as exc: | |
| raise M8AcquisitionError(f"{label} is not a real UTC timestamp") from exc | |
| fraction = (match.group("fraction") or "").ljust(9, "0") | |
| seconds = int(second.timestamp()) | |
| result = seconds * 1_000_000_000 + int(fraction or "0") | |
| if result < 1: | |
| raise M8AcquisitionError(f"{label} must be after the Unix epoch") | |
| return result | |
| def _day_bounds_ns(day: Date) -> tuple[int, int]: | |
| start = int(datetime(day.year, day.month, day.day, tzinfo=UTC).timestamp()) * 1_000_000_000 | |
| return start, start + 86_400 * 1_000_000_000 | |
| def _expected_archive_uri(symbol: str, day: Date, *, checksum: bool = False) -> str: | |
| name = f"{symbol}-aggTrades-{day.isoformat()}.zip" | |
| suffix = ".CHECKSUM" if checksum else "" | |
| return f"https://data.binance.vision/data/spot/daily/aggTrades/{symbol}/{name}{suffix}" | |
| def _verify_exchange_info_uri(value: str, symbol: str) -> None: | |
| try: | |
| parsed = urlparse(value) | |
| port = parsed.port | |
| query = parse_qsl( | |
| parsed.query, keep_blank_values=True, strict_parsing=True, max_num_fields=2 | |
| ) | |
| except ValueError as exc: | |
| raise M8AcquisitionError("exchangeInfo source URI is malformed") from exc | |
| if ( | |
| parsed.scheme != "https" | |
| or parsed.netloc != "data-api.binance.vision" | |
| or parsed.hostname != "data-api.binance.vision" | |
| or port is not None | |
| or parsed.username is not None | |
| or parsed.password is not None | |
| or parsed.path != "/api/v3/exchangeInfo" | |
| or parsed.params | |
| or parsed.fragment | |
| or query != [("symbol", symbol)] | |
| or any(ord(character) < 0x20 or ord(character) == 0x7F for character in value) | |
| ): | |
| raise M8AcquisitionError( | |
| f"metadata source URI is not the exact official exchangeInfo request for {symbol}" | |
| ) | |
| def _verify_official_uri(value: str, expected: str, label: str) -> None: | |
| try: | |
| parsed = urlparse(value) | |
| port = parsed.port | |
| except ValueError as exc: | |
| raise M8AcquisitionError(f"{label} is malformed") from exc | |
| expected_parsed = urlparse(expected) | |
| if ( | |
| value != expected | |
| or parsed.scheme != "https" | |
| or parsed.netloc != "data.binance.vision" | |
| or parsed.hostname != "data.binance.vision" | |
| or port is not None | |
| or parsed.username is not None | |
| or parsed.password is not None | |
| or parsed.path != expected_parsed.path | |
| or parsed.params | |
| or parsed.query | |
| or parsed.fragment | |
| ): | |
| raise M8AcquisitionError(f"{label} is not the exact official Binance archive URI") | |
| def _format_decimal(value: Decimal) -> str: | |
| if not value.is_finite(): | |
| raise M8AcquisitionError("metadata contains a non-finite decimal") | |
| return format(value, "f") | |
| def _expected_raw_path(root: Path, relative: str, observed: Path, label: str) -> None: | |
| expected = (root / relative).resolve() | |
| if observed.resolve() != expected: | |
| raise M8AcquisitionError(f"{label} is not stored at its canonical raw path") | |
| def _source_manifest_path_is_canonical(body: Path, sidecar: Path, label: str) -> None: | |
| if sidecar.parent != body.parent or _SOURCE_MANIFEST_NAME.fullmatch(sidecar.name) is None: | |
| raise M8AcquisitionError(f"{label} path is not the canonical content-addressed sidecar") | |
| if not sidecar.name.startswith(f"{body.name}.manifest-"): | |
| raise M8AcquisitionError(f"{label} does not name its paired raw body") | |
| def _verify_source_manifest_identity( | |
| body: Path, | |
| sidecar: Path, | |
| payload: Mapping[str, Any], | |
| label: str, | |
| ) -> None: | |
| try: | |
| stable = json.dumps( | |
| payload, | |
| sort_keys=True, | |
| separators=(",", ":"), | |
| allow_nan=False, | |
| ).encode("utf-8") | |
| except (TypeError, ValueError) as exc: | |
| raise M8AcquisitionError(f"{label} is not stable JSON") from exc | |
| identity = hashlib.sha256(stable).hexdigest() | |
| if sidecar.name != f"{body.name}.manifest-{identity[:20]}.json": | |
| raise M8AcquisitionError(f"{label} filename is not content-addressed by its claims") | |
| def _verify_source_sidecar( | |
| sidecar_path: Path, | |
| *, | |
| body_path: Path, | |
| body_sha256: str, | |
| body_bytes: int, | |
| expected_source: str, | |
| expected_source_uri: str, | |
| expected_range: tuple[int | None, int | None], | |
| expected_upstream: str | None, | |
| label: str, | |
| ) -> Mapping[str, Any]: | |
| _source_manifest_path_is_canonical(body_path, sidecar_path, label) | |
| sidecar = _read_json(sidecar_path, label) | |
| _verify_source_manifest_identity(body_path, sidecar_path, sidecar, label) | |
| _require_exact_keys(sidecar, _RAW_SIDECAR_KEYS, label) | |
| if sidecar["manifest_version"] != "1.0.0" or sidecar["artifact_kind"] != "raw_source": | |
| raise M8AcquisitionError(f"{label} has unsupported source-manifest identity") | |
| expected: dict[str, object] = { | |
| "source": expected_source, | |
| "source_uri": expected_source_uri, | |
| "bytes": body_bytes, | |
| "path": body_path.name, | |
| "upstream_checksum_sha256": expected_upstream, | |
| } | |
| if any(sidecar[key] != value for key, value in expected.items()): | |
| raise M8AcquisitionError(f"{label} lineage claims do not match its raw body") | |
| checksum = _object(sidecar["checksum"], f"{label}.checksum") | |
| _require_exact_keys(checksum, frozenset({"algorithm", "value"}), f"{label}.checksum") | |
| if checksum["algorithm"] != "sha256" or checksum["value"] != body_sha256: | |
| raise M8AcquisitionError(f"{label} checksum claim does not match its raw body") | |
| requested = _object(sidecar["requested_range_ns"], f"{label}.requested_range_ns") | |
| _require_exact_keys( | |
| requested, | |
| frozenset({"start", "end_exclusive"}), | |
| f"{label}.requested_range_ns", | |
| ) | |
| if (requested["start"], requested["end_exclusive"]) != expected_range: | |
| raise M8AcquisitionError(f"{label} requested range is not the frozen range") | |
| headers = _object(sidecar["response_headers"], f"{label}.response_headers") | |
| if not all(type(key) is str and type(value) is str for key, value in headers.items()): | |
| raise M8AcquisitionError(f"{label} response headers must contain only strings") | |
| _utc_ns(sidecar["downloaded_at_utc"], f"{label}.downloaded_at_utc") | |
| return sidecar | |
| def _preflight_zip_directory(path: Path) -> tuple[int, int]: | |
| """Bound EOCD and central-directory bytes before ``zipfile`` sees them.""" | |
| try: | |
| size = path.stat().st_size | |
| if size < _EOCD_STRUCT.size: | |
| raise M8AcquisitionError("M8 archive is too small for a ZIP directory") | |
| tail_size = min(size, _MAX_EOCD_BYTES) | |
| with path.open("rb") as source: | |
| source.seek(size - tail_size) | |
| tail = source.read(tail_size) | |
| offset = tail.rfind(_EOCD_SIGNATURE) | |
| if offset < 0 or len(tail) - offset < _EOCD_STRUCT.size: | |
| raise M8AcquisitionError("M8 archive ZIP end-of-directory record is missing") | |
| ( | |
| _signature, | |
| disk, | |
| central_disk, | |
| entries_disk, | |
| entries_total, | |
| central_bytes, | |
| central_offset, | |
| comment_bytes, | |
| ) = _EOCD_STRUCT.unpack_from(tail, offset) | |
| absolute_offset = size - tail_size + offset | |
| if absolute_offset + _EOCD_STRUCT.size + comment_bytes != size: | |
| raise M8AcquisitionError("M8 archive ZIP has trailing or malformed directory bytes") | |
| if disk != 0 or central_disk != 0 or entries_disk != 1 or entries_total != 1: | |
| raise M8AcquisitionError("M8 archive ZIP must contain one single-disk member") | |
| if central_bytes < 1 or central_bytes > _MAX_ZIP_DIRECTORY_BYTES: | |
| raise M8AcquisitionError("M8 archive ZIP central directory exceeds its byte ceiling") | |
| if central_offset + central_bytes != absolute_offset: | |
| raise M8AcquisitionError("M8 archive ZIP central-directory bounds are invalid") | |
| return int(central_offset), int(central_bytes) | |
| except M8AcquisitionError: | |
| raise | |
| except (OSError, struct.error) as exc: | |
| raise M8AcquisitionError("cannot preflight bounded M8 ZIP directory metadata") from exc | |
| def _verify_local_zip_header( | |
| path: Path, | |
| member: zipfile.ZipInfo, | |
| expected_member: str, | |
| central_offset: int, | |
| ) -> None: | |
| header_offset = int(member.header_offset) | |
| if header_offset < 0 or header_offset + _LOCAL_FILE_STRUCT.size > central_offset: | |
| raise M8AcquisitionError("M8 archive ZIP local-header bounds are invalid") | |
| try: | |
| with path.open("rb") as source: | |
| source.seek(header_offset) | |
| raw_header = source.read(_LOCAL_FILE_STRUCT.size) | |
| if len(raw_header) != _LOCAL_FILE_STRUCT.size: | |
| raise M8AcquisitionError("M8 archive ZIP local header is truncated") | |
| ( | |
| signature, | |
| _version, | |
| flags, | |
| compression, | |
| _modified_time, | |
| _modified_date, | |
| _crc32, | |
| _compressed_bytes, | |
| _expanded_bytes, | |
| filename_bytes, | |
| extra_bytes, | |
| ) = _LOCAL_FILE_STRUCT.unpack(raw_header) | |
| if signature != _LOCAL_FILE_SIGNATURE: | |
| raise M8AcquisitionError("M8 archive ZIP local-header signature is invalid") | |
| metadata_bytes = filename_bytes + extra_bytes | |
| if metadata_bytes > _MAX_ZIP_DIRECTORY_BYTES: | |
| raise M8AcquisitionError("M8 archive ZIP local metadata exceeds its byte ceiling") | |
| if header_offset + _LOCAL_FILE_STRUCT.size + metadata_bytes > central_offset: | |
| raise M8AcquisitionError("M8 archive ZIP local-header metadata bounds are invalid") | |
| local_name = source.read(filename_bytes) | |
| except M8AcquisitionError: | |
| raise | |
| except (OSError, struct.error) as exc: | |
| raise M8AcquisitionError("cannot inspect bounded M8 ZIP local metadata") from exc | |
| if local_name != expected_member.encode("ascii"): | |
| raise M8AcquisitionError("M8 archive ZIP local member name is unexpected") | |
| if flags != member.flag_bits or compression != member.compress_type: | |
| raise M8AcquisitionError("M8 archive ZIP local and central metadata disagree") | |
| def _zip_directory_member(path: Path, expected_member: str, limit: int) -> int: | |
| """Inspect central-directory metadata without opening the CSV member.""" | |
| central_offset, _central_bytes = _preflight_zip_directory(path) | |
| try: | |
| with zipfile.ZipFile(path) as archive: | |
| members = archive.infolist() | |
| if len(members) != 1: | |
| raise M8AcquisitionError("M8 archive ZIP must contain exactly one member") | |
| member = members[0] | |
| mode = member.external_attr >> 16 | |
| if ( | |
| member.filename != expected_member | |
| or Path(member.filename).name != member.filename | |
| or "\\" in member.filename | |
| or member.is_dir() | |
| or stat.S_ISLNK(mode) | |
| or member.flag_bits & 0x1 | |
| ): | |
| raise M8AcquisitionError("M8 archive ZIP member is unsafe or unexpected") | |
| if member.compress_type not in {zipfile.ZIP_STORED, zipfile.ZIP_DEFLATED}: | |
| raise M8AcquisitionError("M8 archive ZIP compression method is unsupported") | |
| if member.file_size < 1 or member.file_size > limit: | |
| raise M8AcquisitionError("M8 archive declared expansion exceeds its ceiling") | |
| _verify_local_zip_header(path, member, expected_member, central_offset) | |
| return int(member.file_size) | |
| except M8AcquisitionError: | |
| raise | |
| except (OSError, RuntimeError, zipfile.BadZipFile, ValueError) as exc: | |
| raise M8AcquisitionError("cannot inspect bounded M8 ZIP directory metadata") from exc | |
| def _parse_checksum_body(path: Path, archive_name: str) -> str: | |
| try: | |
| content = path.read_bytes() | |
| except OSError as exc: | |
| raise M8AcquisitionError("cannot read official M8 CHECKSUM response") from exc | |
| endings = (b"", b"\n", b"\r\n") | |
| for ending in endings: | |
| suffix = b" " + archive_name.encode("ascii") + ending | |
| if len(content) == 64 + len(suffix) and content[64:] == suffix: | |
| try: | |
| digest = content[:64].decode("ascii", errors="strict") | |
| except UnicodeDecodeError as exc: | |
| raise M8AcquisitionError( | |
| "official M8 CHECKSUM digest is not lowercase ASCII" | |
| ) from exc | |
| if _DIGEST.fullmatch(digest) is not None: | |
| return digest | |
| raise M8AcquisitionError("official M8 CHECKSUM response has malformed exact bytes") | |
| def _metadata_payload_values( | |
| path: Path, | |
| symbol: str, | |
| *, | |
| expected_sha256: str, | |
| expected_bytes: int, | |
| ) -> dict[str, object]: | |
| """Validate response semantics only after a bounded raw-file identity snapshot. | |
| I/O, path, and hash failures deliberately remain ``M8AcquisitionError``. | |
| Only parsing and semantic failures attributable to the exact retained body | |
| become ``_M8MetadataResponseContractError`` and may terminalize acquisition. | |
| """ | |
| label = f"{symbol} exchangeInfo body" | |
| snapshot = _read_bounded_regular_snapshot(path, label, byte_limit=_MAX_METADATA_BYTES) | |
| if snapshot.size != expected_bytes or hashlib.sha256(snapshot.content).hexdigest() != ( | |
| expected_sha256 | |
| ): | |
| raise M8AcquisitionError(f"{label} identity changed before semantic validation") | |
| try: | |
| payload = _parse_json_bytes(snapshot.content, label) | |
| symbols = _array(payload.get("symbols"), f"{symbol} exchangeInfo symbols") | |
| if len(symbols) != 1: | |
| raise M8AcquisitionError(f"{symbol} exchangeInfo must contain exactly one symbol") | |
| item = _object(symbols[0], f"{symbol} exchangeInfo symbol") | |
| if item.get("symbol") != symbol: | |
| raise M8AcquisitionError(f"{symbol} exchangeInfo returned another symbol") | |
| filters_raw = _array(item.get("filters"), f"{symbol} exchangeInfo filters") | |
| filters: dict[str, Mapping[str, Any]] = {} | |
| for index, raw_filter in enumerate(filters_raw): | |
| filter_item = _object(raw_filter, f"{symbol} exchangeInfo filters[{index}]") | |
| filter_type = _text( | |
| filter_item.get("filterType"), | |
| f"{symbol} exchangeInfo filters[{index}].filterType", | |
| ) | |
| if filter_type in filters: | |
| raise M8AcquisitionError(f"{symbol} exchangeInfo repeats filter {filter_type}") | |
| filters[filter_type] = filter_item | |
| price = filters["PRICE_FILTER"] | |
| lot = filters["LOT_SIZE"] | |
| result: dict[str, object] = { | |
| "venue": "binance_spot", | |
| "symbol": symbol, | |
| "status": _text(item.get("status"), f"{symbol} exchangeInfo status"), | |
| "base_asset": _text(item.get("baseAsset"), f"{symbol} exchangeInfo baseAsset"), | |
| "quote_asset": _text(item.get("quoteAsset"), f"{symbol} exchangeInfo quoteAsset"), | |
| "tick_size": _decimal(price.get("tickSize"), f"{symbol} tickSize", positive=True), | |
| "lot_size": _decimal(lot.get("stepSize"), f"{symbol} stepSize", positive=True), | |
| "min_price": _decimal(price.get("minPrice"), f"{symbol} minPrice"), | |
| "max_price": _decimal(price.get("maxPrice"), f"{symbol} maxPrice"), | |
| "min_quantity": _decimal(lot.get("minQty"), f"{symbol} minQty"), | |
| "max_quantity": _decimal(lot.get("maxQty"), f"{symbol} maxQty"), | |
| } | |
| if result["status"] != "TRADING": | |
| raise M8AcquisitionError(f"{symbol} exchangeInfo status is not TRADING") | |
| except _M8MetadataResponseContractError: | |
| raise | |
| except M8AcquisitionError as exc: | |
| raise _M8MetadataResponseContractError(str(exc)) from exc | |
| except KeyError as exc: | |
| raise _M8MetadataResponseContractError( | |
| f"{symbol} exchangeInfo lacks a frozen filter" | |
| ) from exc | |
| _assert_snapshot_path(path, snapshot, label) | |
| return result | |
| def _verify_metadata_files(root: Path, metadata: M8RawSymbolMetadata) -> None: | |
| if _SAFE_SYMBOL.fullmatch(metadata.symbol) is None: | |
| raise M8AcquisitionError("M8 metadata symbol is unsafe") | |
| if metadata.venue != "binance_spot": | |
| raise M8AcquisitionError(f"{metadata.symbol} metadata venue is not binance_spot") | |
| if metadata.observed_ts_ns < 1: | |
| raise M8AcquisitionError(f"{metadata.symbol} metadata observation time is invalid") | |
| _verify_exchange_info_uri(metadata.source_uri, metadata.symbol) | |
| expected_raw = ( | |
| f"{_RAW_ROOT_NAME}/binance_spot/exchange_info/{metadata.symbol}/{metadata.raw_sha256}.json" | |
| ) | |
| _expected_raw_path(root, expected_raw, metadata.raw_path, f"{metadata.symbol} metadata body") | |
| _verify_file( | |
| metadata.raw_path, | |
| metadata.raw_sha256, | |
| metadata.raw_bytes, | |
| f"{metadata.symbol} metadata body", | |
| ) | |
| _verify_file( | |
| metadata.source_manifest_path, | |
| metadata.source_manifest_sha256, | |
| metadata.source_manifest_bytes, | |
| f"{metadata.symbol} metadata source sidecar", | |
| ) | |
| sidecar = _verify_source_sidecar( | |
| metadata.source_manifest_path, | |
| body_path=metadata.raw_path, | |
| body_sha256=metadata.raw_sha256, | |
| body_bytes=metadata.raw_bytes, | |
| expected_source="binance_spot_public_api", | |
| expected_source_uri=metadata.source_uri, | |
| expected_range=(None, None), | |
| expected_upstream=None, | |
| label=f"{metadata.symbol} metadata source sidecar", | |
| ) | |
| if ( | |
| _utc_ns(sidecar["downloaded_at_utc"], f"{metadata.symbol} metadata timestamp") | |
| != metadata.observed_ts_ns | |
| ): | |
| raise M8AcquisitionError(f"{metadata.symbol} observed time differs from raw sidecar") | |
| observed = _metadata_payload_values( | |
| metadata.raw_path, | |
| metadata.symbol, | |
| expected_sha256=metadata.raw_sha256, | |
| expected_bytes=metadata.raw_bytes, | |
| ) | |
| expected: dict[str, object] = { | |
| "venue": metadata.venue, | |
| "symbol": metadata.symbol, | |
| "status": metadata.status, | |
| "base_asset": metadata.base_asset, | |
| "quote_asset": metadata.quote_asset, | |
| "tick_size": metadata.tick_size, | |
| "lot_size": metadata.lot_size, | |
| "min_price": metadata.min_price, | |
| "max_price": metadata.max_price, | |
| "min_quantity": metadata.min_quantity, | |
| "max_quantity": metadata.max_quantity, | |
| } | |
| if observed != expected: | |
| raise M8AcquisitionError(f"{metadata.symbol} parsed metadata differs from raw exchangeInfo") | |
| def _raw_metadata_from_symbol_metadata( | |
| root: Path, | |
| metadata: SymbolMetadata, | |
| expected_symbol: str, | |
| ) -> M8RawSymbolMetadata: | |
| if metadata.symbol != expected_symbol: | |
| raise M8AcquisitionError( | |
| f"metadata provider returned {metadata.symbol!r} for {expected_symbol}" | |
| ) | |
| raw_path = metadata.source_path.resolve() | |
| sidecar_path = metadata.source_manifest_path.resolve() | |
| raw_sha = sha256_file(raw_path) | |
| sidecar_sha = sha256_file(sidecar_path) | |
| sidecar = _read_json(sidecar_path, f"{expected_symbol} source sidecar") | |
| source_uri = _text(sidecar.get("source_uri"), f"{expected_symbol} source URI") | |
| result = M8RawSymbolMetadata( | |
| venue=metadata.venue, | |
| symbol=metadata.symbol, | |
| status=metadata.status, | |
| base_asset=metadata.base_asset, | |
| quote_asset=metadata.quote_asset, | |
| tick_size=metadata.tick_size, | |
| lot_size=metadata.lot_size, | |
| min_price=metadata.min_price, | |
| max_price=metadata.max_price, | |
| min_quantity=metadata.min_quantity, | |
| max_quantity=metadata.max_quantity, | |
| observed_ts_ns=metadata.observed_ts_ns, | |
| raw_path=raw_path, | |
| raw_sha256=raw_sha, | |
| raw_bytes=raw_path.stat().st_size, | |
| source_uri=source_uri, | |
| source_manifest_path=sidecar_path, | |
| source_manifest_sha256=sidecar_sha, | |
| source_manifest_bytes=sidecar_path.stat().st_size, | |
| ) | |
| if metadata.source_artifact_id != raw_sha: | |
| raise M8AcquisitionError(f"{expected_symbol} metadata artifact ID is not its raw SHA") | |
| _verify_metadata_files(root, result) | |
| return result | |
| def _verify_archive_entry_files(entry: M8RawArchiveEntry) -> None: | |
| label = f"{entry.symbol}/{entry.date.isoformat()}" | |
| if entry.csv_member_opened or entry.economic_fields_inspected: | |
| raise M8AcquisitionError(f"{label} raw authority claims an economic-data inspection") | |
| if entry.tick_size <= 0 or entry.lot_size <= 0: | |
| raise M8AcquisitionError(f"{label} archive scales must be positive") | |
| archive_name = f"{entry.symbol}-aggTrades-{entry.date.isoformat()}.zip" | |
| expected_member = archive_name.removesuffix(".zip") + ".csv" | |
| if entry.member_name != expected_member: | |
| raise M8AcquisitionError(f"{label} archive declares an unexpected CSV member") | |
| archive_uri = _expected_archive_uri(entry.symbol, entry.date) | |
| checksum_uri = _expected_archive_uri(entry.symbol, entry.date, checksum=True) | |
| _verify_official_uri(entry.archive_source_uri, archive_uri, f"{label} archive URI") | |
| _verify_official_uri(entry.checksum_source_uri, checksum_uri, f"{label} checksum URI") | |
| expected_archive_path = ( | |
| f"{_RAW_ROOT_NAME}/binance_spot/daily_agg_trades_archive/{entry.symbol}/" | |
| f"{entry.date.isoformat()}/{archive_name}" | |
| ) | |
| expected_checksum_path = ( | |
| f"{_RAW_ROOT_NAME}/binance_spot/daily_agg_trades_archive_checksums/{entry.symbol}/" | |
| f"{entry.date.isoformat()}/{archive_name}.CHECKSUM" | |
| ) | |
| _expected_raw_path(entry.root, expected_archive_path, entry.archive_path, f"{label} ZIP") | |
| _expected_raw_path(entry.root, expected_checksum_path, entry.checksum_path, f"{label} CHECKSUM") | |
| _verify_file(entry.archive_path, entry.archive_sha256, entry.archive_bytes, f"{label} ZIP") | |
| _verify_file( | |
| entry.archive_source_manifest_path, | |
| entry.archive_source_manifest_sha256, | |
| entry.archive_source_manifest_bytes, | |
| f"{label} ZIP source sidecar", | |
| ) | |
| _verify_file( | |
| entry.checksum_path, entry.checksum_sha256, entry.checksum_bytes, f"{label} CHECKSUM" | |
| ) | |
| _verify_file( | |
| entry.checksum_source_manifest_path, | |
| entry.checksum_source_manifest_sha256, | |
| entry.checksum_source_manifest_bytes, | |
| f"{label} CHECKSUM source sidecar", | |
| ) | |
| if entry.archive_bytes < 1 or entry.archive_bytes > entry.max_compressed_bytes: | |
| raise M8AcquisitionError(f"{label} compressed archive exceeds its hard ceiling") | |
| if entry.checksum_bytes < 1 or entry.checksum_bytes > entry.max_checksum_bytes: | |
| raise M8AcquisitionError(f"{label} checksum response exceeds its hard ceiling") | |
| upstream = _parse_checksum_body(entry.checksum_path, archive_name) | |
| if upstream != entry.upstream_sha256 or upstream != entry.archive_sha256: | |
| raise M8AcquisitionError(f"{label} official CHECKSUM does not authenticate the ZIP") | |
| observed_expanded = _zip_directory_member( | |
| entry.archive_path, | |
| expected_member, | |
| entry.max_uncompressed_bytes, | |
| ) | |
| if observed_expanded != entry.declared_uncompressed_bytes: | |
| raise M8AcquisitionError(f"{label} ZIP declared expansion changed") | |
| day_range = _day_bounds_ns(entry.date) | |
| _verify_source_sidecar( | |
| entry.archive_source_manifest_path, | |
| body_path=entry.archive_path, | |
| body_sha256=entry.archive_sha256, | |
| body_bytes=entry.archive_bytes, | |
| expected_source="binance_spot_daily_aggtrades_archive", | |
| expected_source_uri=entry.archive_source_uri, | |
| expected_range=day_range, | |
| expected_upstream=entry.archive_sha256, | |
| label=f"{label} ZIP source sidecar", | |
| ) | |
| _verify_source_sidecar( | |
| entry.checksum_source_manifest_path, | |
| body_path=entry.checksum_path, | |
| body_sha256=entry.checksum_sha256, | |
| body_bytes=entry.checksum_bytes, | |
| expected_source="binance_spot_daily_aggtrades_archive_checksum", | |
| expected_source_uri=entry.checksum_source_uri, | |
| expected_range=day_range, | |
| expected_upstream=None, | |
| label=f"{label} CHECKSUM source sidecar", | |
| ) | |
| def _raw_entry_from_acquired( | |
| root: Path, | |
| acquired: AcquiredDailyArchive, | |
| *, | |
| role: M8PeriodRole, | |
| expected_symbol: str, | |
| expected_date: Date, | |
| limits: ArchiveDownloadLimits, | |
| ) -> M8RawArchiveEntry: | |
| request = acquired.request | |
| if request.symbol != expected_symbol or request.date != expected_date: | |
| raise M8AcquisitionError("archive provider returned a different symbol/date") | |
| if acquired.limits != limits: | |
| raise M8AcquisitionError("archive provider returned different byte ceilings") | |
| archive = acquired.archive_artifact | |
| checksum = acquired.checksum_artifact | |
| entry = M8RawArchiveEntry( | |
| root=root, | |
| symbol=request.symbol, | |
| date=request.date, | |
| role=role, | |
| tick_size=request.tick_size, | |
| lot_size=request.lot_size, | |
| archive_path=archive.path.resolve(), | |
| archive_sha256=archive.sha256, | |
| archive_bytes=archive.bytes, | |
| archive_source_uri=archive.source_uri, | |
| archive_source_manifest_path=archive.manifest_path.resolve(), | |
| archive_source_manifest_sha256=archive.manifest_sha256, | |
| archive_source_manifest_bytes=archive.manifest_path.stat().st_size, | |
| checksum_path=checksum.path.resolve(), | |
| checksum_sha256=checksum.sha256, | |
| checksum_bytes=checksum.bytes, | |
| checksum_source_uri=checksum.source_uri, | |
| checksum_source_manifest_path=checksum.manifest_path.resolve(), | |
| checksum_source_manifest_sha256=checksum.manifest_sha256, | |
| checksum_source_manifest_bytes=checksum.manifest_path.stat().st_size, | |
| upstream_sha256=acquired.upstream_sha256, | |
| member_name=request.member_name, | |
| declared_uncompressed_bytes=acquired.declared_uncompressed_bytes, | |
| max_compressed_bytes=limits.max_compressed_bytes, | |
| max_uncompressed_bytes=limits.max_uncompressed_bytes, | |
| max_checksum_bytes=limits.max_checksum_bytes, | |
| transfer_chunk_bytes=limits.transfer_chunk_bytes, | |
| max_csv_line_bytes=limits.max_csv_line_bytes, | |
| ) | |
| _verify_archive_entry_files(entry) | |
| return entry | |
| _METADATA_KEYS = frozenset( | |
| { | |
| "base_asset", | |
| "lot_size", | |
| "max_price", | |
| "max_quantity", | |
| "min_price", | |
| "min_quantity", | |
| "observed_ts_ns", | |
| "quote_asset", | |
| "raw_bytes", | |
| "raw_path", | |
| "raw_sha256", | |
| "source_manifest_bytes", | |
| "source_manifest_path", | |
| "source_manifest_sha256", | |
| "source_uri", | |
| "status", | |
| "symbol", | |
| "tick_size", | |
| "venue", | |
| } | |
| ) | |
| _ARCHIVE_KEYS = frozenset( | |
| { | |
| "archive_bytes", | |
| "archive_path", | |
| "archive_sha256", | |
| "archive_source_manifest_bytes", | |
| "archive_source_manifest_path", | |
| "archive_source_manifest_sha256", | |
| "archive_source_uri", | |
| "checksum_bytes", | |
| "checksum_path", | |
| "checksum_sha256", | |
| "checksum_source_manifest_bytes", | |
| "checksum_source_manifest_path", | |
| "checksum_source_manifest_sha256", | |
| "checksum_source_uri", | |
| "csv_member_opened", | |
| "date", | |
| "declared_uncompressed_bytes", | |
| "economic_fields_inspected", | |
| "lot_size", | |
| "max_checksum_bytes", | |
| "max_compressed_bytes", | |
| "max_csv_line_bytes", | |
| "max_uncompressed_bytes", | |
| "member_name", | |
| "role", | |
| "symbol", | |
| "tick_size", | |
| "transfer_chunk_bytes", | |
| "upstream_sha256", | |
| } | |
| ) | |
| _RETAINED_KEYS = frozenset({"bytes", "kind", "paired_body_path", "path", "sha256", "source_uri"}) | |
| _TOP_LEVEL_KEYS = frozenset( | |
| { | |
| "archives", | |
| "artifact_kind", | |
| "config", | |
| "copied_from_manifest_sha256", | |
| "evidence_set_sha256", | |
| "outcome_boundary", | |
| "retained_artifacts", | |
| "schema_version", | |
| "symbol_metadata", | |
| "totals", | |
| } | |
| ) | |
| _FAILURE_TOP_LEVEL_KEYS = frozenset( | |
| { | |
| "artifact_kind", | |
| "completed", | |
| "config", | |
| "diagnostic", | |
| "failed", | |
| "outcome_boundary", | |
| "reason_code", | |
| "remaining", | |
| "retained_artifacts", | |
| "retained_inventory_sha256", | |
| "schema_version", | |
| "status", | |
| "terminal_marker", | |
| "totals", | |
| } | |
| ) | |
| _FAILURE_STEP_KEYS = frozenset({"date", "kind", "role", "symbol"}) | |
| _FAILURE_TOTAL_KEYS = frozenset( | |
| { | |
| "completed_count", | |
| "declared_step_count", | |
| "remaining_count", | |
| "retained_artifact_count", | |
| "total_raw_evidence_bytes", | |
| } | |
| ) | |
| _FAILURE_REASON_CODES: frozenset[str] = frozenset( | |
| { | |
| "DECLARED_OBJECT_UNAVAILABLE", | |
| "METADATA_CONTRACT", | |
| "CHECKSUM_CONTRACT", | |
| "ZIP_CONTRACT", | |
| "RESPONSE_SIZE_LIMIT", | |
| "TOTAL_EVIDENCE_BUDGET", | |
| } | |
| ) | |
| def _metadata_payload(root: Path, metadata: M8RawSymbolMetadata) -> dict[str, object]: | |
| return { | |
| "venue": metadata.venue, | |
| "symbol": metadata.symbol, | |
| "status": metadata.status, | |
| "base_asset": metadata.base_asset, | |
| "quote_asset": metadata.quote_asset, | |
| "tick_size": _format_decimal(metadata.tick_size), | |
| "lot_size": _format_decimal(metadata.lot_size), | |
| "min_price": _format_decimal(metadata.min_price), | |
| "max_price": _format_decimal(metadata.max_price), | |
| "min_quantity": _format_decimal(metadata.min_quantity), | |
| "max_quantity": _format_decimal(metadata.max_quantity), | |
| "observed_ts_ns": metadata.observed_ts_ns, | |
| "raw_path": _relative(root, metadata.raw_path, f"{metadata.symbol} metadata body"), | |
| "raw_sha256": metadata.raw_sha256, | |
| "raw_bytes": metadata.raw_bytes, | |
| "source_uri": metadata.source_uri, | |
| "source_manifest_path": _relative( | |
| root, | |
| metadata.source_manifest_path, | |
| f"{metadata.symbol} metadata source sidecar", | |
| ), | |
| "source_manifest_sha256": metadata.source_manifest_sha256, | |
| "source_manifest_bytes": metadata.source_manifest_bytes, | |
| } | |
| def _archive_payload(root: Path, entry: M8RawArchiveEntry) -> dict[str, object]: | |
| return { | |
| "symbol": entry.symbol, | |
| "date": entry.date.isoformat(), | |
| "role": entry.role, | |
| "tick_size": _format_decimal(entry.tick_size), | |
| "lot_size": _format_decimal(entry.lot_size), | |
| "archive_path": _relative(root, entry.archive_path, f"{entry.symbol}/{entry.date} ZIP"), | |
| "archive_sha256": entry.archive_sha256, | |
| "archive_bytes": entry.archive_bytes, | |
| "archive_source_uri": entry.archive_source_uri, | |
| "archive_source_manifest_path": _relative( | |
| root, | |
| entry.archive_source_manifest_path, | |
| f"{entry.symbol}/{entry.date} ZIP source sidecar", | |
| ), | |
| "archive_source_manifest_sha256": entry.archive_source_manifest_sha256, | |
| "archive_source_manifest_bytes": entry.archive_source_manifest_bytes, | |
| "checksum_path": _relative( | |
| root, | |
| entry.checksum_path, | |
| f"{entry.symbol}/{entry.date} CHECKSUM", | |
| ), | |
| "checksum_sha256": entry.checksum_sha256, | |
| "checksum_bytes": entry.checksum_bytes, | |
| "checksum_source_uri": entry.checksum_source_uri, | |
| "checksum_source_manifest_path": _relative( | |
| root, | |
| entry.checksum_source_manifest_path, | |
| f"{entry.symbol}/{entry.date} CHECKSUM source sidecar", | |
| ), | |
| "checksum_source_manifest_sha256": entry.checksum_source_manifest_sha256, | |
| "checksum_source_manifest_bytes": entry.checksum_source_manifest_bytes, | |
| "upstream_sha256": entry.upstream_sha256, | |
| "member_name": entry.member_name, | |
| "declared_uncompressed_bytes": entry.declared_uncompressed_bytes, | |
| "max_compressed_bytes": entry.max_compressed_bytes, | |
| "max_uncompressed_bytes": entry.max_uncompressed_bytes, | |
| "max_checksum_bytes": entry.max_checksum_bytes, | |
| "transfer_chunk_bytes": entry.transfer_chunk_bytes, | |
| "max_csv_line_bytes": entry.max_csv_line_bytes, | |
| "csv_member_opened": entry.csv_member_opened, | |
| "economic_fields_inspected": entry.economic_fields_inspected, | |
| } | |
| def _retained_payload(artifact: M8RetainedArtifact) -> dict[str, object]: | |
| return { | |
| "path": artifact.path, | |
| "sha256": artifact.sha256, | |
| "bytes": artifact.bytes, | |
| "kind": artifact.kind, | |
| "source_uri": artifact.source_uri, | |
| "paired_body_path": artifact.paired_body_path, | |
| } | |
| def _config_payload(config: M8StudyConfig, protocol_sha256: str) -> dict[str, object]: | |
| return { | |
| "study_name": config.study.name, | |
| "protocol_version": config.study.protocol_version, | |
| "protocol_document_sha256": protocol_sha256, | |
| "config_sha256": config.hash, | |
| "config_source_sha256": config.source_sha256, | |
| "evidence_tier": config.study.evidence_tier, | |
| "source": config.study.source, | |
| "symbols": list(config.study.symbols), | |
| "periods": [ | |
| {"date": period.date.isoformat(), "role": period.role} for period in config.periods | |
| ], | |
| "byte_limits": { | |
| "max_archive_compressed_bytes": config.study.max_archive_compressed_bytes, | |
| "max_archive_uncompressed_bytes": config.study.max_archive_uncompressed_bytes, | |
| "max_total_download_bytes": config.study.max_total_download_bytes, | |
| "max_checksum_bytes": 4_096, | |
| "transfer_chunk_bytes": 64 * 1_024, | |
| "max_csv_line_bytes": 16 * 1_024, | |
| "max_metadata_response_bytes": 8 * 1024 * 1024, | |
| }, | |
| } | |
| def _evidence_payload( | |
| *, | |
| config: M8StudyConfig, | |
| protocol_sha256: str, | |
| root: Path, | |
| metadata: Sequence[M8RawSymbolMetadata], | |
| archives: Sequence[M8RawArchiveEntry], | |
| retained: Sequence[M8RetainedArtifact], | |
| ) -> dict[str, object]: | |
| total_raw = sum(item.bytes for item in retained) | |
| total_zip = sum(item.archive_bytes for item in archives) | |
| return { | |
| "config": _config_payload(config, protocol_sha256), | |
| "outcome_boundary": { | |
| "acquisition_mode": "raw_only", | |
| "csv_member_opened": False, | |
| "economic_fields_inspected": False, | |
| "permitted_zip_inspection": "end_of_central_directory_and_directory_metadata_only", | |
| }, | |
| "symbol_metadata": [_metadata_payload(root, item) for item in metadata], | |
| "archives": [_archive_payload(root, item) for item in archives], | |
| "retained_artifacts": [_retained_payload(item) for item in retained], | |
| "totals": { | |
| "metadata_count": len(metadata), | |
| "archive_count": len(archives), | |
| "retained_artifact_count": len(retained), | |
| "total_raw_evidence_bytes": total_raw, | |
| "total_accepted_zip_bytes": total_zip, | |
| }, | |
| } | |
| def _manifest_payload( | |
| *, | |
| config: M8StudyConfig, | |
| protocol_sha256: str, | |
| root: Path, | |
| metadata: Sequence[M8RawSymbolMetadata], | |
| archives: Sequence[M8RawArchiveEntry], | |
| retained: Sequence[M8RetainedArtifact], | |
| copied_from_manifest_sha256: str | None, | |
| ) -> dict[str, object]: | |
| evidence = _evidence_payload( | |
| config=config, | |
| protocol_sha256=protocol_sha256, | |
| root=root, | |
| metadata=metadata, | |
| archives=archives, | |
| retained=retained, | |
| ) | |
| evidence_identity = hashlib.sha256(_canonical_json_bytes(evidence)).hexdigest() | |
| return { | |
| "schema_version": M8_ACQUISITION_SCHEMA_VERSION, | |
| "artifact_kind": "m8_raw_acquisition_manifest", | |
| "copied_from_manifest_sha256": copied_from_manifest_sha256, | |
| "evidence_set_sha256": evidence_identity, | |
| **evidence, | |
| } | |
| def _fsync_directory(path: Path) -> None: | |
| descriptor = os.open(path, os.O_RDONLY) | |
| try: | |
| os.fsync(descriptor) | |
| finally: | |
| os.close(descriptor) | |
| def _fsync_tree(root: Path) -> None: | |
| """Durably flush every regular file and directory without following links.""" | |
| if root.is_symlink() or not root.is_dir(): | |
| raise M8AcquisitionError(f"durability root is missing or symbolic: {root}") | |
| nofollow = getattr(os, "O_NOFOLLOW", 0) | |
| try: | |
| for directory_name, directory_names, file_names in os.walk( | |
| root.resolve(), | |
| topdown=False, | |
| followlinks=False, | |
| ): | |
| directory = Path(directory_name) | |
| for child_name in directory_names: | |
| child = directory / child_name | |
| if child.is_symlink() or not child.is_dir(): | |
| raise M8AcquisitionError( | |
| f"durability tree contains a non-directory or symlink: {child}" | |
| ) | |
| for file_name in file_names: | |
| path = directory / file_name | |
| if path.is_symlink() or not stat.S_ISREG(path.lstat().st_mode): | |
| raise M8AcquisitionError( | |
| f"durability tree contains a non-regular file or symlink: {path}" | |
| ) | |
| descriptor = os.open(path, os.O_RDONLY | nofollow) | |
| try: | |
| if not stat.S_ISREG(os.fstat(descriptor).st_mode): | |
| raise M8AcquisitionError( | |
| f"durability tree entry changed while opened: {path}" | |
| ) | |
| os.fsync(descriptor) | |
| finally: | |
| os.close(descriptor) | |
| _fsync_directory(directory) | |
| except M8AcquisitionError: | |
| raise | |
| except OSError as exc: | |
| raise M8AcquisitionError(f"cannot durably flush acquisition tree: {root}") from exc | |
| def _write_manifest_payload(root: Path, payload: Mapping[str, Any]) -> tuple[Path, str]: | |
| encoded = _canonical_json_bytes(payload) | |
| digest = hashlib.sha256(encoded).hexdigest() | |
| directory = root / _MANIFEST_DIRECTORY_NAME | |
| directory.mkdir(parents=True, exist_ok=True) | |
| _fsync_directory(root) | |
| destination = directory / f"m8-acquisition.manifest-{digest[:20]}.json" | |
| if destination.exists(): | |
| observed = _read_bounded_regular_bytes( | |
| destination, | |
| "existing M8 acquisition manifest", | |
| byte_limit=_MAX_MANIFEST_BYTES, | |
| ) | |
| if destination.is_symlink() or observed != encoded: | |
| raise M8AcquisitionError(f"immutable M8 acquisition manifest collision: {destination}") | |
| return destination.resolve(), digest | |
| descriptor, temporary_name = tempfile.mkstemp( | |
| dir=directory, | |
| prefix=".m8-acquisition.", | |
| suffix=".tmp", | |
| ) | |
| temporary = Path(temporary_name) | |
| try: | |
| with os.fdopen(descriptor, "wb") as sink: | |
| sink.write(encoded) | |
| sink.flush() | |
| os.fsync(sink.fileno()) | |
| os.replace(temporary, destination) | |
| _fsync_directory(directory) | |
| except BaseException: | |
| temporary.unlink(missing_ok=True) | |
| raise | |
| return destination.resolve(), digest | |
| def _parse_metadata(root: Path, value: object, expected_symbol: str) -> M8RawSymbolMetadata: | |
| raw = _object(value, f"symbol_metadata[{expected_symbol}]") | |
| _require_exact_keys(raw, _METADATA_KEYS, f"symbol_metadata[{expected_symbol}]") | |
| symbol = _text(raw["symbol"], "metadata symbol") | |
| if symbol != expected_symbol: | |
| raise M8AcquisitionError("M8 metadata is outside the frozen symbol order") | |
| metadata = M8RawSymbolMetadata( | |
| venue=_text(raw["venue"], f"{symbol}.venue"), | |
| symbol=symbol, | |
| status=_text(raw["status"], f"{symbol}.status"), | |
| base_asset=_text(raw["base_asset"], f"{symbol}.base_asset"), | |
| quote_asset=_text(raw["quote_asset"], f"{symbol}.quote_asset"), | |
| tick_size=_decimal(raw["tick_size"], f"{symbol}.tick_size", positive=True), | |
| lot_size=_decimal(raw["lot_size"], f"{symbol}.lot_size", positive=True), | |
| min_price=_decimal(raw["min_price"], f"{symbol}.min_price"), | |
| max_price=_decimal(raw["max_price"], f"{symbol}.max_price"), | |
| min_quantity=_decimal(raw["min_quantity"], f"{symbol}.min_quantity"), | |
| max_quantity=_decimal(raw["max_quantity"], f"{symbol}.max_quantity"), | |
| observed_ts_ns=_integer(raw["observed_ts_ns"], f"{symbol}.observed_ts_ns", minimum=1), | |
| raw_path=_declared_file(root, raw["raw_path"], f"{symbol} metadata body"), | |
| raw_sha256=_digest(raw["raw_sha256"], f"{symbol} metadata SHA"), | |
| raw_bytes=_integer(raw["raw_bytes"], f"{symbol} metadata bytes", minimum=1), | |
| source_uri=_text(raw["source_uri"], f"{symbol} metadata source URI"), | |
| source_manifest_path=_declared_file( | |
| root, | |
| raw["source_manifest_path"], | |
| f"{symbol} metadata source sidecar", | |
| ), | |
| source_manifest_sha256=_digest( | |
| raw["source_manifest_sha256"], | |
| f"{symbol} metadata sidecar SHA", | |
| ), | |
| source_manifest_bytes=_integer( | |
| raw["source_manifest_bytes"], | |
| f"{symbol} metadata sidecar bytes", | |
| minimum=1, | |
| ), | |
| ) | |
| _verify_metadata_files(root, metadata) | |
| return metadata | |
| def _parse_archive( | |
| root: Path, | |
| value: object, | |
| *, | |
| expected_symbol: str, | |
| expected_date: Date, | |
| expected_role: M8PeriodRole, | |
| config: M8StudyConfig, | |
| ) -> M8RawArchiveEntry: | |
| label = f"{expected_symbol}/{expected_date.isoformat()}" | |
| raw = _object(value, f"archives[{label}]") | |
| _require_exact_keys(raw, _ARCHIVE_KEYS, f"archives[{label}]") | |
| symbol = _text(raw["symbol"], f"{label}.symbol") | |
| try: | |
| day = Date.fromisoformat(_text(raw["date"], f"{label}.date")) | |
| except ValueError as exc: | |
| raise M8AcquisitionError(f"{label}.date is not canonical ISO") from exc | |
| role = _text(raw["role"], f"{label}.role") | |
| if (symbol, day, role) != (expected_symbol, expected_date, expected_role): | |
| raise M8AcquisitionError(f"{label} raw archive is outside the frozen order") | |
| if role not in {"train", "validation", "primary_test", "replication_test"}: | |
| raise M8AcquisitionError(f"{label} raw archive role is unsupported") | |
| entry = M8RawArchiveEntry( | |
| root=root, | |
| symbol=symbol, | |
| date=day, | |
| role=cast(M8PeriodRole, role), | |
| tick_size=_decimal(raw["tick_size"], f"{label}.tick_size", positive=True), | |
| lot_size=_decimal(raw["lot_size"], f"{label}.lot_size", positive=True), | |
| archive_path=_declared_file(root, raw["archive_path"], f"{label} ZIP"), | |
| archive_sha256=_digest(raw["archive_sha256"], f"{label} ZIP SHA"), | |
| archive_bytes=_integer(raw["archive_bytes"], f"{label} ZIP bytes", minimum=1), | |
| archive_source_uri=_text(raw["archive_source_uri"], f"{label} ZIP URI"), | |
| archive_source_manifest_path=_declared_file( | |
| root, | |
| raw["archive_source_manifest_path"], | |
| f"{label} ZIP source sidecar", | |
| ), | |
| archive_source_manifest_sha256=_digest( | |
| raw["archive_source_manifest_sha256"], | |
| f"{label} ZIP source sidecar SHA", | |
| ), | |
| archive_source_manifest_bytes=_integer( | |
| raw["archive_source_manifest_bytes"], | |
| f"{label} ZIP source sidecar bytes", | |
| minimum=1, | |
| ), | |
| checksum_path=_declared_file(root, raw["checksum_path"], f"{label} CHECKSUM"), | |
| checksum_sha256=_digest(raw["checksum_sha256"], f"{label} CHECKSUM SHA"), | |
| checksum_bytes=_integer(raw["checksum_bytes"], f"{label} CHECKSUM bytes", minimum=1), | |
| checksum_source_uri=_text(raw["checksum_source_uri"], f"{label} CHECKSUM URI"), | |
| checksum_source_manifest_path=_declared_file( | |
| root, | |
| raw["checksum_source_manifest_path"], | |
| f"{label} CHECKSUM source sidecar", | |
| ), | |
| checksum_source_manifest_sha256=_digest( | |
| raw["checksum_source_manifest_sha256"], | |
| f"{label} CHECKSUM source sidecar SHA", | |
| ), | |
| checksum_source_manifest_bytes=_integer( | |
| raw["checksum_source_manifest_bytes"], | |
| f"{label} CHECKSUM source sidecar bytes", | |
| minimum=1, | |
| ), | |
| upstream_sha256=_digest(raw["upstream_sha256"], f"{label} upstream SHA"), | |
| member_name=_text(raw["member_name"], f"{label} member name"), | |
| declared_uncompressed_bytes=_integer( | |
| raw["declared_uncompressed_bytes"], | |
| f"{label} expanded bytes", | |
| minimum=1, | |
| ), | |
| max_compressed_bytes=_integer( | |
| raw["max_compressed_bytes"], | |
| f"{label} max compressed bytes", | |
| minimum=1, | |
| ), | |
| max_uncompressed_bytes=_integer( | |
| raw["max_uncompressed_bytes"], | |
| f"{label} max expanded bytes", | |
| minimum=1, | |
| ), | |
| max_checksum_bytes=_integer( | |
| raw["max_checksum_bytes"], | |
| f"{label} max checksum bytes", | |
| minimum=1, | |
| ), | |
| transfer_chunk_bytes=_integer( | |
| raw["transfer_chunk_bytes"], | |
| f"{label} transfer chunk bytes", | |
| minimum=1, | |
| ), | |
| max_csv_line_bytes=_integer( | |
| raw["max_csv_line_bytes"], | |
| f"{label} max CSV line bytes", | |
| minimum=1, | |
| ), | |
| csv_member_opened=_boolean(raw["csv_member_opened"], f"{label}.csv_member_opened"), | |
| economic_fields_inspected=_boolean( | |
| raw["economic_fields_inspected"], | |
| f"{label}.economic_fields_inspected", | |
| ), | |
| ) | |
| expected_limits = ( | |
| config.study.max_archive_compressed_bytes, | |
| config.study.max_archive_uncompressed_bytes, | |
| 4_096, | |
| 64 * 1_024, | |
| 16 * 1_024, | |
| ) | |
| observed_limits = ( | |
| entry.max_compressed_bytes, | |
| entry.max_uncompressed_bytes, | |
| entry.max_checksum_bytes, | |
| entry.transfer_chunk_bytes, | |
| entry.max_csv_line_bytes, | |
| ) | |
| if observed_limits != expected_limits: | |
| raise M8AcquisitionError(f"{label} archive byte ceilings differ from frozen config") | |
| _verify_archive_entry_files(entry) | |
| return entry | |
| def _parse_retained(value: object, index: int) -> M8RetainedArtifact: | |
| label = f"retained_artifacts[{index}]" | |
| raw = _object(value, label) | |
| _require_exact_keys(raw, _RETAINED_KEYS, label) | |
| kind = _text(raw["kind"], f"{label}.kind") | |
| allowed = { | |
| "metadata_body", | |
| "archive_zip", | |
| "archive_checksum", | |
| "rejected_prefix", | |
| "source_manifest", | |
| } | |
| if kind not in allowed: | |
| raise M8AcquisitionError(f"{label}.kind is unsupported") | |
| paired_raw = raw["paired_body_path"] | |
| paired = None if paired_raw is None else _text(paired_raw, f"{label}.paired_body_path") | |
| return M8RetainedArtifact( | |
| path=_text(raw["path"], f"{label}.path"), | |
| sha256=_digest(raw["sha256"], f"{label}.sha256"), | |
| bytes=_integer(raw["bytes"], f"{label}.bytes", minimum=0), | |
| kind=cast(RetainedArtifactKind, kind), | |
| source_uri=_text(raw["source_uri"], f"{label}.source_uri"), | |
| paired_body_path=paired, | |
| ) | |
| def _walk_raw_files(root: Path) -> tuple[Path, ...]: | |
| raw_root = root / _RAW_ROOT_NAME | |
| if raw_root.is_symlink() or not raw_root.is_dir(): | |
| raise M8AcquisitionError("M8 acquisition raw root is missing or symbolic") | |
| pending = [raw_root] | |
| files: list[Path] = [] | |
| try: | |
| while pending: | |
| directory = pending.pop() | |
| with os.scandir(directory) as entries: | |
| for item in entries: | |
| path = Path(item.path) | |
| if item.is_symlink(): | |
| raise M8AcquisitionError( | |
| f"symbolic links are forbidden in raw evidence: {path}" | |
| ) | |
| if item.is_dir(follow_symlinks=False): | |
| pending.append(path) | |
| elif item.is_file(follow_symlinks=False): | |
| if ( | |
| item.name.endswith(".tmp") | |
| or item.name.startswith(".download-") | |
| or item.name.startswith(".raw-") | |
| ): | |
| raise M8AcquisitionError( | |
| f"unpaired temporary file remains in raw evidence: {path}" | |
| ) | |
| files.append(path.resolve()) | |
| else: | |
| raise M8AcquisitionError( | |
| f"non-regular raw evidence entry is forbidden: {path}" | |
| ) | |
| except M8AcquisitionError: | |
| raise | |
| except OSError as exc: | |
| raise M8AcquisitionError("cannot enumerate retained M8 raw evidence") from exc | |
| return tuple(sorted(files, key=lambda item: item.relative_to(root).as_posix())) | |
| def _is_rejected_path(root: Path, path: Path) -> bool: | |
| relative = path.relative_to(root) | |
| return any(component.endswith("_rejected") for component in relative.parts) | |
| def _historical_metadata_symbol(root: Path, path: Path, source_uri: str) -> str | None: | |
| relative = path.relative_to(root).parts | |
| if len(relative) < 5 or relative[:3] != ( | |
| _RAW_ROOT_NAME, | |
| "binance_spot", | |
| "exchange_info", | |
| ): | |
| return None | |
| symbol = relative[3] | |
| try: | |
| _verify_exchange_info_uri(source_uri, symbol) | |
| except M8AcquisitionError: | |
| return None | |
| return symbol | |
| def _common_sidecar_pair(root: Path, sidecar_path: Path) -> tuple[Path, str]: | |
| label = f"retained source sidecar {sidecar_path.relative_to(root).as_posix()}" | |
| sidecar = _read_json(sidecar_path, label) | |
| _require_exact_keys(sidecar, _RAW_SIDECAR_KEYS, label) | |
| if sidecar["manifest_version"] != "1.0.0" or sidecar["artifact_kind"] != "raw_source": | |
| raise M8AcquisitionError(f"{label} identity is unsupported") | |
| body_name = _text(sidecar["path"], f"{label}.path") | |
| if Path(body_name).name != body_name: | |
| raise M8AcquisitionError(f"{label} names a non-basename raw body") | |
| body_path = (sidecar_path.parent / body_name).resolve() | |
| if not body_path.is_relative_to((root / _RAW_ROOT_NAME).resolve()) or not body_path.is_file(): | |
| raise M8AcquisitionError(f"{label} has no contained paired raw body") | |
| checksum = _object(sidecar["checksum"], f"{label}.checksum") | |
| _require_exact_keys(checksum, frozenset({"algorithm", "value"}), f"{label}.checksum") | |
| body_sha = _digest(checksum["value"], f"{label}.checksum.value") | |
| body_bytes = _integer(sidecar["bytes"], f"{label}.bytes", minimum=0) | |
| if checksum["algorithm"] != "sha256": | |
| raise M8AcquisitionError(f"{label} uses a non-SHA-256 checksum") | |
| _verify_file(body_path, body_sha, body_bytes, f"{label} paired raw body") | |
| requested = _object(sidecar["requested_range_ns"], f"{label}.requested_range_ns") | |
| _require_exact_keys( | |
| requested, | |
| frozenset({"start", "end_exclusive"}), | |
| f"{label}.requested_range_ns", | |
| ) | |
| start = requested["start"] | |
| end = requested["end_exclusive"] | |
| if (start is None) != (end is None): | |
| raise M8AcquisitionError(f"{label} requested range is half-null") | |
| if start is not None: | |
| start_value = _integer(start, f"{label}.requested_range_ns.start") | |
| end_value = _integer(end, f"{label}.requested_range_ns.end_exclusive") | |
| if end_value <= start_value: | |
| raise M8AcquisitionError(f"{label} requested range is empty") | |
| upstream = sidecar["upstream_checksum_sha256"] | |
| if upstream is not None: | |
| _digest(upstream, f"{label}.upstream_checksum_sha256") | |
| headers = _object(sidecar["response_headers"], f"{label}.response_headers") | |
| if not all(type(key) is str and type(value) is str for key, value in headers.items()): | |
| raise M8AcquisitionError(f"{label} response headers must contain only strings") | |
| _utc_ns(sidecar["downloaded_at_utc"], f"{label}.downloaded_at_utc") | |
| _text(sidecar["source"], f"{label}.source") | |
| source_uri = _text(sidecar["source_uri"], f"{label}.source_uri") | |
| _source_manifest_path_is_canonical(body_path, sidecar_path, label) | |
| _verify_source_manifest_identity(body_path, sidecar_path, sidecar, label) | |
| return body_path, source_uri | |
| def _scan_retained_inventory( | |
| root: Path, | |
| metadata: Sequence[M8RawSymbolMetadata], | |
| archives: Sequence[M8RawArchiveEntry], | |
| ) -> tuple[M8RetainedArtifact, ...]: | |
| """Enumerate every physical raw file and reject unpaired or extra accepted data.""" | |
| files = _walk_raw_files(root) | |
| accepted_bodies: dict[Path, tuple[RetainedArtifactKind, str]] = {} | |
| accepted_sidecars: dict[Path, tuple[Path, str]] = {} | |
| for metadata_item in metadata: | |
| accepted_bodies[metadata_item.raw_path] = ("metadata_body", metadata_item.source_uri) | |
| accepted_sidecars[metadata_item.source_manifest_path] = ( | |
| metadata_item.raw_path, | |
| metadata_item.source_uri, | |
| ) | |
| for archive_item in archives: | |
| accepted_bodies[archive_item.archive_path] = ( | |
| "archive_zip", | |
| archive_item.archive_source_uri, | |
| ) | |
| accepted_bodies[archive_item.checksum_path] = ( | |
| "archive_checksum", | |
| archive_item.checksum_source_uri, | |
| ) | |
| accepted_sidecars[archive_item.archive_source_manifest_path] = ( | |
| archive_item.archive_path, | |
| archive_item.archive_source_uri, | |
| ) | |
| accepted_sidecars[archive_item.checksum_source_manifest_path] = ( | |
| archive_item.checksum_path, | |
| archive_item.checksum_source_uri, | |
| ) | |
| if len(accepted_bodies) != len(metadata) + 2 * len(archives): | |
| raise M8AcquisitionError("accepted raw bodies are not physically distinct") | |
| if len(accepted_sidecars) != len(metadata) + 2 * len(archives): | |
| raise M8AcquisitionError("accepted source sidecars are not physically distinct") | |
| sidecar_pairs: dict[Path, tuple[Path, str]] = {} | |
| references: dict[Path, list[tuple[Path, str]]] = {} | |
| for path in files: | |
| if _SOURCE_MANIFEST_NAME.fullmatch(path.name) is None: | |
| continue | |
| pair = _common_sidecar_pair(root, path) | |
| sidecar_pairs[path] = pair | |
| references.setdefault(pair[0], []).append((path, pair[1])) | |
| artifacts: list[M8RetainedArtifact] = [] | |
| for path in files: | |
| relative = path.relative_to(root).as_posix() | |
| if path in sidecar_pairs: | |
| body_path, source_uri = sidecar_pairs[path] | |
| expected = accepted_sidecars.get(path) | |
| if expected is None: | |
| accepted_body = accepted_bodies.get(body_path) | |
| historical_symbol = _historical_metadata_symbol(root, body_path, source_uri) | |
| if ( | |
| accepted_body is not None and accepted_body[1] == source_uri | |
| ) or historical_symbol in {item.symbol for item in metadata}: | |
| pass | |
| elif not _is_rejected_path(root, path) or not _is_rejected_path(root, body_path): | |
| raise M8AcquisitionError(f"unexpected accepted source sidecar: {relative}") | |
| elif expected != (body_path, source_uri): | |
| raise M8AcquisitionError(f"accepted source sidecar changed pairing: {relative}") | |
| artifacts.append( | |
| M8RetainedArtifact( | |
| path=relative, | |
| sha256=sha256_file(path), | |
| bytes=path.stat().st_size, | |
| kind="source_manifest", | |
| source_uri=source_uri, | |
| paired_body_path=body_path.relative_to(root).as_posix(), | |
| ) | |
| ) | |
| continue | |
| paired = references.get(path, []) | |
| if not paired: | |
| raise M8AcquisitionError(f"unpaired retained raw body: {relative}") | |
| source_uris = {source_uri for _, source_uri in paired} | |
| if len(source_uris) != 1: | |
| raise M8AcquisitionError(f"retained raw body has ambiguous source URIs: {relative}") | |
| source_uri = next(iter(source_uris)) | |
| accepted = accepted_bodies.get(path) | |
| kind: RetainedArtifactKind | |
| if accepted is None: | |
| if not _is_rejected_path(root, path): | |
| historical_symbol = _historical_metadata_symbol(root, path, source_uri) | |
| if historical_symbol not in {item.symbol for item in metadata}: | |
| raise M8AcquisitionError(f"unexpected extra accepted raw body: {relative}") | |
| kind = "metadata_body" | |
| else: | |
| kind = "rejected_prefix" | |
| else: | |
| kind, expected_uri = accepted | |
| if source_uri != expected_uri: | |
| raise M8AcquisitionError(f"accepted raw body changed source URI: {relative}") | |
| artifacts.append( | |
| M8RetainedArtifact( | |
| path=relative, | |
| sha256=sha256_file(path), | |
| bytes=path.stat().st_size, | |
| kind=kind, | |
| source_uri=source_uri, | |
| paired_body_path=None, | |
| ) | |
| ) | |
| if set(accepted_bodies) - set(files) or set(accepted_sidecars) - set(files): | |
| raise M8AcquisitionError("accepted M8 raw evidence is missing from retained inventory") | |
| return tuple(sorted(artifacts, key=lambda item: item.path)) | |
| def _failure_body_kind(root: Path, path: Path, source_uri: str) -> RetainedArtifactKind: | |
| """Classify a partial body without parsing metadata or opening a ZIP member.""" | |
| if _is_rejected_path(root, path): | |
| return "rejected_prefix" | |
| parts = path.relative_to(root).parts | |
| if len(parts) == 5 and parts[:3] == ( | |
| _RAW_ROOT_NAME, | |
| "binance_spot", | |
| "exchange_info", | |
| ): | |
| symbol = parts[3] | |
| if _SAFE_SYMBOL.fullmatch(symbol) is None or parts[4] != f"{sha256_file(path)}.json": | |
| raise M8AcquisitionError("partial metadata body is not content-addressed canonically") | |
| _verify_exchange_info_uri(source_uri, symbol) | |
| return "metadata_body" | |
| if len(parts) == 6 and parts[:2] == (_RAW_ROOT_NAME, "binance_spot"): | |
| dataset, symbol, date_text, filename = parts[2:] | |
| if _SAFE_SYMBOL.fullmatch(symbol) is None: | |
| raise M8AcquisitionError("partial archive body has an unsafe symbol") | |
| try: | |
| day = Date.fromisoformat(date_text) | |
| except ValueError as exc: | |
| raise M8AcquisitionError("partial archive body has a noncanonical date") from exc | |
| archive_name = f"{symbol}-aggTrades-{date_text}.zip" | |
| if dataset == "daily_agg_trades_archive" and filename == archive_name: | |
| _verify_official_uri(source_uri, _expected_archive_uri(symbol, day), "partial ZIP URI") | |
| return "archive_zip" | |
| if ( | |
| dataset == "daily_agg_trades_archive_checksums" | |
| and filename == f"{archive_name}.CHECKSUM" | |
| ): | |
| _verify_official_uri( | |
| source_uri, | |
| _expected_archive_uri(symbol, day, checksum=True), | |
| "partial CHECKSUM URI", | |
| ) | |
| return "archive_checksum" | |
| raise M8AcquisitionError( | |
| f"unexpected accepted partial raw body: {path.relative_to(root).as_posix()}" | |
| ) | |
| def _scan_failure_retained_inventory(root: Path) -> tuple[M8RetainedArtifact, ...]: | |
| """Enumerate a raw-only partial attempt without interpreting economic bytes.""" | |
| files = _walk_raw_files(root) | |
| sidecar_pairs: dict[Path, tuple[Path, str]] = {} | |
| references: dict[Path, list[tuple[Path, str]]] = {} | |
| for path in files: | |
| if _SOURCE_MANIFEST_NAME.fullmatch(path.name) is None: | |
| continue | |
| pair = _common_sidecar_pair(root, path) | |
| sidecar_pairs[path] = pair | |
| references.setdefault(pair[0], []).append((path, pair[1])) | |
| artifacts: list[M8RetainedArtifact] = [] | |
| for path in files: | |
| relative = path.relative_to(root).as_posix() | |
| if path in sidecar_pairs: | |
| body_path, source_uri = sidecar_pairs[path] | |
| _failure_body_kind(root, body_path, source_uri) | |
| artifacts.append( | |
| M8RetainedArtifact( | |
| path=relative, | |
| sha256=sha256_file(path), | |
| bytes=path.stat().st_size, | |
| kind="source_manifest", | |
| source_uri=source_uri, | |
| paired_body_path=body_path.relative_to(root).as_posix(), | |
| ) | |
| ) | |
| continue | |
| paired = references.get(path, []) | |
| if not paired: | |
| raise M8AcquisitionError(f"unpaired retained partial body: {relative}") | |
| source_uris = {source_uri for _, source_uri in paired} | |
| if len(source_uris) != 1: | |
| raise M8AcquisitionError(f"partial raw body has ambiguous source URIs: {relative}") | |
| source_uri = next(iter(source_uris)) | |
| artifacts.append( | |
| M8RetainedArtifact( | |
| path=relative, | |
| sha256=sha256_file(path), | |
| bytes=path.stat().st_size, | |
| kind=_failure_body_kind(root, path, source_uri), | |
| source_uri=source_uri, | |
| paired_body_path=None, | |
| ) | |
| ) | |
| return tuple(sorted(artifacts, key=lambda item: item.path)) | |
| def _retained_inventory_sha256(retained: Sequence[M8RetainedArtifact]) -> str: | |
| payload = {"retained_artifacts": [_retained_payload(item) for item in retained]} | |
| return hashlib.sha256(_canonical_json_bytes(payload)).hexdigest() | |
| def _verify_manifest_config( | |
| raw: object, | |
| config: M8StudyConfig, | |
| protocol_sha256: str, | |
| ) -> None: | |
| observed = _object(raw, "M8 acquisition config binding") | |
| expected = _config_payload(config, protocol_sha256) | |
| if observed != expected: | |
| raise M8AcquisitionError("M8 acquisition manifest is bound to another protocol/config") | |
| def _manifest_evidence_object(payload: Mapping[str, Any]) -> dict[str, object]: | |
| return { | |
| "config": payload["config"], | |
| "outcome_boundary": payload["outcome_boundary"], | |
| "symbol_metadata": payload["symbol_metadata"], | |
| "archives": payload["archives"], | |
| "retained_artifacts": payload["retained_artifacts"], | |
| "totals": payload["totals"], | |
| } | |
| def _acquisition_steps(config: M8StudyConfig) -> tuple[M8AcquisitionStep, ...]: | |
| metadata = tuple( | |
| M8AcquisitionStep(kind="metadata", symbol=symbol, date=None, role="metadata") | |
| for symbol in config.study.symbols | |
| ) | |
| archives = tuple( | |
| M8AcquisitionStep( | |
| kind="archive", | |
| symbol=symbol, | |
| date=period.date, | |
| role=period.role, | |
| ) | |
| for period in config.periods | |
| for symbol in config.study.symbols | |
| ) | |
| return metadata + archives | |
| def _step_payload(step: M8AcquisitionStep) -> dict[str, object]: | |
| return { | |
| "kind": step.kind, | |
| "symbol": step.symbol, | |
| "date": None if step.date is None else step.date.isoformat(), | |
| "role": step.role, | |
| } | |
| def _parse_failure_step(value: object, label: str) -> M8AcquisitionStep: | |
| raw = _object(value, label) | |
| _require_exact_keys(raw, _FAILURE_STEP_KEYS, label) | |
| kind = _text(raw["kind"], f"{label}.kind") | |
| if kind not in {"metadata", "archive"}: | |
| raise M8AcquisitionError(f"{label}.kind is unsupported") | |
| symbol = _text(raw["symbol"], f"{label}.symbol") | |
| if _SAFE_SYMBOL.fullmatch(symbol) is None: | |
| raise M8AcquisitionError(f"{label}.symbol is unsafe") | |
| role = _text(raw["role"], f"{label}.role") | |
| date_raw = raw["date"] | |
| if kind == "metadata": | |
| if date_raw is not None or role != "metadata": | |
| raise M8AcquisitionError(f"{label} metadata coordinates are invalid") | |
| day = None | |
| else: | |
| if type(date_raw) is not str: | |
| raise M8AcquisitionError(f"{label}.date must be a canonical date") | |
| try: | |
| day = Date.fromisoformat(date_raw) | |
| except ValueError as exc: | |
| raise M8AcquisitionError(f"{label}.date is invalid") from exc | |
| if day.isoformat() != date_raw: | |
| raise M8AcquisitionError(f"{label}.date is noncanonical") | |
| return M8AcquisitionStep( | |
| kind=cast(M8AcquisitionStepKind, kind), | |
| symbol=symbol, | |
| date=day, | |
| role=role, | |
| ) | |
| def _failure_payload( | |
| *, | |
| config: M8StudyConfig, | |
| protocol_sha256: str, | |
| reason_code: M8AcquisitionReasonCode, | |
| diagnostic: str, | |
| failed: M8AcquisitionStep, | |
| completed: Sequence[M8AcquisitionStep], | |
| remaining: Sequence[M8AcquisitionStep], | |
| retained: Sequence[M8RetainedArtifact], | |
| ) -> dict[str, object]: | |
| inventory_sha = _retained_inventory_sha256(retained) | |
| return { | |
| "schema_version": M8_ACQUISITION_SCHEMA_VERSION, | |
| "artifact_kind": "m8_raw_acquisition_failure", | |
| "status": "INSUFFICIENT_DATA", | |
| "terminal_marker": _FAILURE_TERMINAL_NAME, | |
| "config": _config_payload(config, protocol_sha256), | |
| "outcome_boundary": { | |
| "acquisition_mode": "raw_only", | |
| "csv_member_opened": False, | |
| "economic_fields_inspected": False, | |
| "terminal_before_csv_open": True, | |
| }, | |
| "reason_code": reason_code, | |
| "diagnostic": diagnostic, | |
| "failed": _step_payload(failed), | |
| "completed": [_step_payload(step) for step in completed], | |
| "remaining": [_step_payload(step) for step in remaining], | |
| "retained_artifacts": [_retained_payload(item) for item in retained], | |
| "retained_inventory_sha256": inventory_sha, | |
| "totals": { | |
| "completed_count": len(completed), | |
| "remaining_count": len(remaining), | |
| "declared_step_count": len(completed) + 1 + len(remaining), | |
| "retained_artifact_count": len(retained), | |
| "total_raw_evidence_bytes": sum(item.bytes for item in retained), | |
| }, | |
| } | |
| def _failure_checksums_bytes( | |
| manifest_sha256: str, | |
| retained: Sequence[M8RetainedArtifact], | |
| ) -> bytes: | |
| marker_sha = hashlib.sha256(_FAILURE_TERMINAL_BYTES).hexdigest() | |
| lines = [ | |
| f"{manifest_sha256} {_FAILURE_MANIFEST_NAME}", | |
| f"{marker_sha} {_FAILURE_TERMINAL_NAME}", | |
| ] | |
| lines.extend(f"{item.sha256} ../../{item.path}" for item in retained) | |
| return ("\n".join(lines) + "\n").encode("utf-8") | |
| def _write_new_durable_file(path: Path, content: bytes) -> None: | |
| descriptor = os.open(path, os.O_CREAT | os.O_EXCL | os.O_WRONLY, 0o644) | |
| with os.fdopen(descriptor, "wb") as sink: | |
| sink.write(content) | |
| sink.flush() | |
| os.fsync(sink.fileno()) | |
| _fsync_directory(path.parent) | |
| def _publish_failure_authority( | |
| root: Path, | |
| *, | |
| payload: Mapping[str, Any], | |
| retained: Sequence[M8RetainedArtifact], | |
| config: M8StudyConfig, | |
| ) -> M8AcquisitionFailureManifest: | |
| encoded = _canonical_json_bytes(payload) | |
| manifest_sha = hashlib.sha256(encoded).hexdigest() | |
| attempt_root = root / _ATTEMPT_DIRECTORY_NAME | |
| attempt_root.mkdir(parents=True, exist_ok=True) | |
| _fsync_directory(root) | |
| destination = attempt_root / f"m8-acquisition-attempt-{manifest_sha[:20]}" | |
| if destination.exists(): | |
| return read_m8_acquisition_failure( | |
| destination / _FAILURE_MANIFEST_NAME, | |
| expected_sha256=manifest_sha, | |
| config=config, | |
| ) | |
| stage = Path(tempfile.mkdtemp(prefix=".m8-acquisition-attempt-", dir=attempt_root)) | |
| try: | |
| _write_new_durable_file(stage / _FAILURE_MANIFEST_NAME, encoded) | |
| checksums = _failure_checksums_bytes(manifest_sha, retained) | |
| _write_new_durable_file(stage / _FAILURE_CHECKSUMS_NAME, checksums) | |
| _write_new_durable_file(stage / _FAILURE_TERMINAL_NAME, _FAILURE_TERMINAL_BYTES) | |
| _fsync_tree(stage) | |
| try: | |
| os.replace(stage, destination) | |
| except OSError: | |
| if not destination.is_dir(): | |
| raise | |
| _fsync_directory(attempt_root) | |
| _fsync_directory(root) | |
| return read_m8_acquisition_failure( | |
| destination / _FAILURE_MANIFEST_NAME, | |
| expected_sha256=manifest_sha, | |
| config=config, | |
| ) | |
| finally: | |
| if stage.exists(): | |
| shutil.rmtree(stage) | |
| def read_m8_acquisition_manifest( | |
| path: str | Path, | |
| *, | |
| expected_sha256: str, | |
| config: M8StudyConfig, | |
| ) -> M8AcquisitionManifest: | |
| """Verify one explicitly named raw manifest; never discover or open a CSV.""" | |
| expected_digest = _digest(expected_sha256, "expected acquisition manifest SHA-256") | |
| explicit = Path(path).expanduser().absolute() | |
| if explicit.is_symlink() or not explicit.is_file(): | |
| raise M8AcquisitionError("explicit M8 acquisition manifest is missing or symbolic") | |
| name_match = _MANIFEST_NAME.fullmatch(explicit.name) | |
| if name_match is None or name_match.group(1) != expected_digest[:20]: | |
| raise M8AcquisitionError("M8 acquisition manifest filename is not content-addressed") | |
| if explicit.parent.name != _MANIFEST_DIRECTORY_NAME: | |
| raise M8AcquisitionError("M8 acquisition manifest is outside canonical manifest storage") | |
| root = explicit.parent.parent | |
| if root.is_symlink() or not root.is_dir(): | |
| raise M8AcquisitionError("M8 acquisition root is missing or symbolic") | |
| _validate_root_layout(root) | |
| manifest_snapshot = _read_bounded_regular_snapshot( | |
| explicit, | |
| "M8 acquisition manifest", | |
| byte_limit=_MAX_MANIFEST_BYTES, | |
| ) | |
| manifest_bytes = manifest_snapshot.content | |
| observed_digest = hashlib.sha256(manifest_bytes).hexdigest() | |
| if observed_digest != expected_digest: | |
| raise M8AcquisitionError("M8 acquisition manifest bytes disagree with supplied SHA-256") | |
| payload = _parse_json_bytes(manifest_bytes, "M8 acquisition manifest") | |
| if manifest_bytes != _canonical_json_bytes(payload): | |
| raise M8AcquisitionError("M8 acquisition manifest is not canonical JSON") | |
| _require_exact_keys(payload, _TOP_LEVEL_KEYS, "M8 acquisition manifest") | |
| if ( | |
| payload["schema_version"] != M8_ACQUISITION_SCHEMA_VERSION | |
| or payload["artifact_kind"] != "m8_raw_acquisition_manifest" | |
| ): | |
| raise M8AcquisitionError("M8 acquisition manifest identity is unsupported") | |
| protocol_sha = _verify_config_sources(config) | |
| _verify_manifest_config(payload["config"], config, protocol_sha) | |
| boundary = _object(payload["outcome_boundary"], "M8 outcome boundary") | |
| expected_boundary = { | |
| "acquisition_mode": "raw_only", | |
| "csv_member_opened": False, | |
| "economic_fields_inspected": False, | |
| "permitted_zip_inspection": "end_of_central_directory_and_directory_metadata_only", | |
| } | |
| if boundary != expected_boundary: | |
| raise M8AcquisitionError("M8 acquisition boundary permits economic-data inspection") | |
| copied_raw = payload["copied_from_manifest_sha256"] | |
| copied_from = None if copied_raw is None else _digest(copied_raw, "copied-from manifest SHA") | |
| evidence_identity = _digest(payload["evidence_set_sha256"], "M8 evidence-set SHA") | |
| recomputed_identity = hashlib.sha256( | |
| _canonical_json_bytes(_manifest_evidence_object(payload)) | |
| ).hexdigest() | |
| if evidence_identity != recomputed_identity: | |
| raise M8AcquisitionError("M8 acquisition evidence-set identity does not match claims") | |
| raw_metadata = _array(payload["symbol_metadata"], "M8 symbol metadata") | |
| if len(raw_metadata) != 2 or len(raw_metadata) != len(config.study.symbols): | |
| raise M8AcquisitionError("M8 acquisition requires exactly two metadata responses") | |
| metadata = tuple( | |
| _parse_metadata(root, value, symbol) | |
| for value, symbol in zip(raw_metadata, config.study.symbols, strict=True) | |
| ) | |
| raw_archives = _array(payload["archives"], "M8 raw archives") | |
| expected_order = tuple( | |
| (symbol, period.date, period.role) | |
| for period in config.periods | |
| for symbol in config.study.symbols | |
| ) | |
| if len(raw_archives) != 8 or len(raw_archives) != len(expected_order): | |
| raise M8AcquisitionError("M8 acquisition requires exactly eight raw archives") | |
| archives = tuple( | |
| _parse_archive( | |
| root, | |
| value, | |
| expected_symbol=symbol, | |
| expected_date=day, | |
| expected_role=role, | |
| config=config, | |
| ) | |
| for value, (symbol, day, role) in zip(raw_archives, expected_order, strict=True) | |
| ) | |
| metadata_by_symbol = {item.symbol: item for item in metadata} | |
| if any( | |
| item.tick_size != metadata_by_symbol[item.symbol].tick_size | |
| or item.lot_size != metadata_by_symbol[item.symbol].lot_size | |
| for item in archives | |
| ): | |
| raise M8AcquisitionError("archive tick/lot scales differ from verified symbol metadata") | |
| raw_retained = _array(payload["retained_artifacts"], "M8 retained inventory") | |
| retained = tuple(_parse_retained(value, index) for index, value in enumerate(raw_retained)) | |
| if tuple(item.path for item in retained) != tuple(sorted(item.path for item in retained)): | |
| raise M8AcquisitionError("M8 retained inventory is not in canonical path order") | |
| if len({item.path for item in retained}) != len(retained): | |
| raise M8AcquisitionError("M8 retained inventory repeats a physical path") | |
| observed_inventory = _scan_retained_inventory(root, metadata, archives) | |
| if retained != observed_inventory: | |
| raise M8AcquisitionError("M8 retained inventory differs from physical raw evidence") | |
| total_raw = sum(item.bytes for item in retained) | |
| total_zip = sum(item.archive_bytes for item in archives) | |
| totals = _object(payload["totals"], "M8 acquisition totals") | |
| expected_totals = { | |
| "metadata_count": 2, | |
| "archive_count": 8, | |
| "retained_artifact_count": len(retained), | |
| "total_raw_evidence_bytes": total_raw, | |
| "total_accepted_zip_bytes": total_zip, | |
| } | |
| if totals != expected_totals: | |
| raise M8AcquisitionError("M8 acquisition totals disagree with exact retained inventory") | |
| if total_raw > config.study.max_total_download_bytes: | |
| raise M8AcquisitionError("M8 retained raw evidence exceeds frozen total-byte ceiling") | |
| _assert_snapshot_path(explicit, manifest_snapshot, "M8 acquisition manifest") | |
| return M8AcquisitionManifest( | |
| root=root.resolve(), | |
| path=explicit, | |
| sha256=expected_digest, | |
| config_sha256=config.hash, | |
| config_source_sha256=config.source_sha256, | |
| protocol_version=config.study.protocol_version, | |
| protocol_document_sha256=protocol_sha, | |
| copied_from_manifest_sha256=copied_from, | |
| evidence_set_sha256=evidence_identity, | |
| symbol_metadata=metadata, | |
| archives=archives, | |
| retained_artifacts=retained, | |
| total_raw_evidence_bytes=total_raw, | |
| total_accepted_zip_bytes=total_zip, | |
| config=config, | |
| ) | |
| def read_m8_acquisition_failure( | |
| path: str | Path, | |
| *, | |
| expected_sha256: str, | |
| config: M8StudyConfig, | |
| ) -> M8AcquisitionFailureManifest: | |
| """Verify one immutable deterministic acquisition failure without opening CSV.""" | |
| expected_digest = _digest(expected_sha256, "expected acquisition failure SHA-256") | |
| explicit = Path(path).expanduser().absolute() | |
| if ( | |
| explicit.name != _FAILURE_MANIFEST_NAME | |
| or explicit.parent.parent.name != _ATTEMPT_DIRECTORY_NAME | |
| ): | |
| raise M8AcquisitionError("M8 acquisition failure is outside canonical attempt storage") | |
| attempt_match = _FAILURE_ATTEMPT_NAME.fullmatch(explicit.parent.name) | |
| if attempt_match is None or attempt_match.group(1) != expected_digest[:20]: | |
| raise M8AcquisitionError("M8 acquisition attempt directory is not content-addressed") | |
| root = explicit.parent.parent.parent | |
| if root.is_symlink() or not root.is_dir(): | |
| raise M8AcquisitionError("M8 acquisition failure root is missing or symbolic") | |
| _validate_root_layout(root) | |
| manifest_snapshot = _read_bounded_regular_snapshot( | |
| explicit, | |
| "M8 acquisition failure manifest", | |
| byte_limit=_MAX_MANIFEST_BYTES, | |
| ) | |
| manifest_bytes = manifest_snapshot.content | |
| observed_digest = hashlib.sha256(manifest_bytes).hexdigest() | |
| if observed_digest != expected_digest: | |
| raise M8AcquisitionError("M8 acquisition failure bytes disagree with supplied SHA-256") | |
| payload = _parse_json_bytes(manifest_bytes, "M8 acquisition failure manifest") | |
| if manifest_bytes != _canonical_json_bytes(payload): | |
| raise M8AcquisitionError("M8 acquisition failure manifest is not canonical JSON") | |
| _require_exact_keys(payload, _FAILURE_TOP_LEVEL_KEYS, "M8 acquisition failure manifest") | |
| if ( | |
| payload["schema_version"] != M8_ACQUISITION_SCHEMA_VERSION | |
| or payload["artifact_kind"] != "m8_raw_acquisition_failure" | |
| or payload["status"] != "INSUFFICIENT_DATA" | |
| or payload["terminal_marker"] != _FAILURE_TERMINAL_NAME | |
| ): | |
| raise M8AcquisitionError("M8 acquisition failure identity is unsupported") | |
| protocol_sha = _verify_config_sources(config) | |
| _verify_manifest_config(payload["config"], config, protocol_sha) | |
| expected_boundary = { | |
| "acquisition_mode": "raw_only", | |
| "csv_member_opened": False, | |
| "economic_fields_inspected": False, | |
| "terminal_before_csv_open": True, | |
| } | |
| if _object(payload["outcome_boundary"], "M8 failure outcome boundary") != expected_boundary: | |
| raise M8AcquisitionError("M8 acquisition failure crosses the raw-only boundary") | |
| reason_text = _text(payload["reason_code"], "M8 acquisition failure reason code") | |
| if reason_text not in _FAILURE_REASON_CODES: | |
| raise M8AcquisitionError("M8 acquisition failure reason code is unsupported") | |
| reason_code = cast(M8AcquisitionReasonCode, reason_text) | |
| diagnostic = _text(payload["diagnostic"], "M8 acquisition failure diagnostic") | |
| if diagnostic.strip() != diagnostic or "\n" in diagnostic or "\r" in diagnostic: | |
| raise M8AcquisitionError("M8 acquisition failure diagnostic is noncanonical") | |
| failed = _parse_failure_step(payload["failed"], "M8 acquisition failed step") | |
| completed = tuple( | |
| _parse_failure_step(value, f"M8 acquisition completed[{index}]") | |
| for index, value in enumerate(_array(payload["completed"], "M8 completed steps")) | |
| ) | |
| remaining = tuple( | |
| _parse_failure_step(value, f"M8 acquisition remaining[{index}]") | |
| for index, value in enumerate(_array(payload["remaining"], "M8 remaining steps")) | |
| ) | |
| declared_steps = _acquisition_steps(config) | |
| if (*completed, failed, *remaining) != declared_steps: | |
| raise M8AcquisitionError("M8 acquisition failure steps do not partition frozen order") | |
| retained = tuple( | |
| _parse_retained(value, index) | |
| for index, value in enumerate( | |
| _array(payload["retained_artifacts"], "M8 failure retained inventory") | |
| ) | |
| ) | |
| if tuple(item.path for item in retained) != tuple(sorted(item.path for item in retained)): | |
| raise M8AcquisitionError("M8 failure retained inventory is not in canonical order") | |
| if len({item.path for item in retained}) != len(retained): | |
| raise M8AcquisitionError("M8 failure retained inventory repeats a path") | |
| observed_inventory = _scan_failure_retained_inventory(root) | |
| observed_by_path = {item.path: item for item in observed_inventory} | |
| if any(observed_by_path.get(item.path) != item for item in retained): | |
| raise M8AcquisitionError("M8 failure inventory differs from retained physical evidence") | |
| inventory_sha = _digest( | |
| payload["retained_inventory_sha256"], | |
| "M8 failure retained-inventory SHA", | |
| ) | |
| if inventory_sha != _retained_inventory_sha256(retained): | |
| raise M8AcquisitionError("M8 failure retained-inventory SHA disagrees with claims") | |
| total_raw = sum(item.bytes for item in retained) | |
| totals = _object(payload["totals"], "M8 acquisition failure totals") | |
| _require_exact_keys(totals, _FAILURE_TOTAL_KEYS, "M8 acquisition failure totals") | |
| expected_totals = { | |
| "completed_count": len(completed), | |
| "remaining_count": len(remaining), | |
| "declared_step_count": len(declared_steps), | |
| "retained_artifact_count": len(retained), | |
| "total_raw_evidence_bytes": total_raw, | |
| } | |
| if totals != expected_totals: | |
| raise M8AcquisitionError("M8 acquisition failure totals disagree with inventory") | |
| if reason_code != "TOTAL_EVIDENCE_BUDGET" and total_raw > config.study.max_total_download_bytes: | |
| raise M8AcquisitionError("M8 failure retained evidence exceeds frozen byte ceiling") | |
| terminal_path = explicit.parent / _FAILURE_TERMINAL_NAME | |
| terminal_snapshot = _read_bounded_regular_snapshot( | |
| terminal_path, | |
| "M8 acquisition failure terminal marker", | |
| byte_limit=len(_FAILURE_TERMINAL_BYTES), | |
| ) | |
| if terminal_snapshot.content != _FAILURE_TERMINAL_BYTES: | |
| raise M8AcquisitionError("M8 acquisition failure terminal marker bytes are invalid") | |
| checksums_path = explicit.parent / _FAILURE_CHECKSUMS_NAME | |
| checksums_snapshot = _read_bounded_regular_snapshot( | |
| checksums_path, | |
| "M8 acquisition failure checksums", | |
| byte_limit=_MAX_MANIFEST_BYTES, | |
| ) | |
| checksums_bytes = checksums_snapshot.content | |
| if checksums_bytes != _failure_checksums_bytes(expected_digest, retained): | |
| raise M8AcquisitionError("M8 acquisition failure checksum manifest is invalid") | |
| checksums_sha = hashlib.sha256(checksums_bytes).hexdigest() | |
| _assert_snapshot_path(explicit, manifest_snapshot, "M8 acquisition failure manifest") | |
| _assert_snapshot_path( | |
| checksums_path, | |
| checksums_snapshot, | |
| "M8 acquisition failure checksums", | |
| ) | |
| _assert_snapshot_path( | |
| terminal_path, | |
| terminal_snapshot, | |
| "M8 acquisition failure terminal marker", | |
| ) | |
| return M8AcquisitionFailureManifest( | |
| root=root, | |
| attempt_dir=explicit.parent, | |
| path=explicit, | |
| sha256=expected_digest, | |
| checksums_path=checksums_path, | |
| checksums_sha256=checksums_sha, | |
| terminal_path=terminal_path, | |
| reason_code=reason_code, | |
| diagnostic=diagnostic, | |
| failed_step=failed, | |
| completed_steps=completed, | |
| remaining_steps=remaining, | |
| retained_artifacts=retained, | |
| retained_inventory_sha256=inventory_sha, | |
| total_raw_evidence_bytes=total_raw, | |
| config=config, | |
| ) | |
| verify_m8_acquisition_manifest = read_m8_acquisition_manifest | |
| verify_m8_acquisition_failure = read_m8_acquisition_failure | |
| def _validate_root_layout(root: Path) -> None: | |
| allowed = {_RAW_ROOT_NAME, _MANIFEST_DIRECTORY_NAME, _ATTEMPT_DIRECTORY_NAME} | |
| try: | |
| for child in root.iterdir(): | |
| if child.is_symlink(): | |
| raise M8AcquisitionError(f"symbolic link is forbidden in acquisition root: {child}") | |
| if child.name not in allowed: | |
| raise M8AcquisitionError(f"unexpected acquisition-root artifact: {child}") | |
| if not child.is_dir(): | |
| raise M8AcquisitionError(f"acquisition-root component is not a directory: {child}") | |
| manifest_directory = root / _MANIFEST_DIRECTORY_NAME | |
| if manifest_directory.exists(): | |
| for child in manifest_directory.iterdir(): | |
| if ( | |
| child.is_symlink() | |
| or not child.is_file() | |
| or _MANIFEST_NAME.fullmatch(child.name) is None | |
| ): | |
| raise M8AcquisitionError( | |
| f"unpaired or noncanonical acquisition manifest artifact: {child}" | |
| ) | |
| attempt_directory = root / _ATTEMPT_DIRECTORY_NAME | |
| if attempt_directory.exists(): | |
| for attempt in attempt_directory.iterdir(): | |
| if ( | |
| attempt.is_symlink() | |
| or not attempt.is_dir() | |
| or _FAILURE_ATTEMPT_NAME.fullmatch(attempt.name) is None | |
| ): | |
| raise M8AcquisitionError( | |
| f"unpaired or noncanonical acquisition attempt artifact: {attempt}" | |
| ) | |
| observed_names: set[str] = set() | |
| for child in attempt.iterdir(): | |
| if child.is_symlink() or not child.is_file(): | |
| raise M8AcquisitionError( | |
| f"acquisition attempt contains a non-regular artifact: {child}" | |
| ) | |
| observed_names.add(child.name) | |
| expected_names = { | |
| _FAILURE_MANIFEST_NAME, | |
| _FAILURE_CHECKSUMS_NAME, | |
| _FAILURE_TERMINAL_NAME, | |
| } | |
| if observed_names != expected_names: | |
| raise M8AcquisitionError( | |
| f"acquisition attempt file set is noncanonical: {attempt}" | |
| ) | |
| except M8AcquisitionError: | |
| raise | |
| except OSError as exc: | |
| raise M8AcquisitionError("cannot validate M8 acquisition-root layout") from exc | |
| def _ordered_supplied_metadata( | |
| supplied: Mapping[str, SymbolMetadata] | Sequence[SymbolMetadata], | |
| symbols: tuple[str, ...], | |
| ) -> tuple[SymbolMetadata, ...]: | |
| if isinstance(supplied, Mapping): | |
| if set(supplied) != set(symbols): | |
| raise M8AcquisitionError("supplied M8 metadata keys differ from frozen symbols") | |
| return tuple(supplied[symbol] for symbol in symbols) | |
| ordered = tuple(supplied) | |
| if tuple(item.symbol for item in ordered) != symbols: | |
| raise M8AcquisitionError("supplied M8 metadata is outside frozen symbol order") | |
| return ordered | |
| def _fetch_provider_metadata( | |
| provider: _MetadataProvider | Callable[[str, Path], SymbolMetadata], | |
| symbol: str, | |
| raw_root: Path, | |
| ) -> SymbolMetadata: | |
| method = getattr(provider, "fetch_exchange_info", None) | |
| if callable(method): | |
| result = method(symbol=symbol, raw_root=raw_root) | |
| elif callable(provider): | |
| result = provider(symbol, raw_root) | |
| else: | |
| raise M8AcquisitionError("metadata_provider has no supported fetch boundary") | |
| if not isinstance(result, SymbolMetadata): | |
| raise M8AcquisitionError("metadata_provider returned a non-SymbolMetadata value") | |
| return result | |
| def _deterministic_failure_reason(exc: BaseException) -> M8AcquisitionReasonCode | None: | |
| if isinstance(exc, EvidenceBudgetExceeded): | |
| return "TOTAL_EVIDENCE_BUDGET" | |
| if isinstance(exc, (BinanceMetadataContractError, _M8MetadataResponseContractError)): | |
| return "METADATA_CONTRACT" | |
| if isinstance(exc, BinanceResponseSizeLimitError): | |
| return "RESPONSE_SIZE_LIMIT" | |
| if isinstance(exc, BinanceArchiveContractError): | |
| return cast(M8AcquisitionReasonCode, exc.reason_code) | |
| if ( | |
| isinstance(exc, (BinanceHTTPError, BinanceArchiveHTTPError)) | |
| and not exc.retry_exhausted | |
| and exc.status_code in {404, 410} | |
| ): | |
| return "DECLARED_OBJECT_UNAVAILABLE" | |
| return None | |
| def _failure_diagnostic(exc: BaseException) -> str: | |
| text = " ".join(str(exc).replace("\r", " ").replace("\n", " ").split()) | |
| if not text: | |
| text = type(exc).__name__ | |
| return f"{type(exc).__name__}: {text}"[:2_000].rstrip() | |
| def _finalize_deterministic_failure( | |
| *, | |
| root: Path, | |
| raw_root: Path, | |
| config: M8StudyConfig, | |
| protocol_sha256: str, | |
| reason_code: M8AcquisitionReasonCode, | |
| cause: BaseException, | |
| failed: M8AcquisitionStep, | |
| completed: Sequence[M8AcquisitionStep], | |
| remaining: Sequence[M8AcquisitionStep], | |
| budget: RetainedEvidenceBudget | None, | |
| ) -> M8AcquisitionFailureResult: | |
| if budget is not None and budget.reserved_bytes != 0: | |
| raise M8AcquisitionError( | |
| "cannot publish deterministic failure with unfinished evidence reservations" | |
| ) from cause | |
| retained = _scan_failure_retained_inventory(root) | |
| _fsync_tree(raw_root) | |
| durable_retained = _scan_failure_retained_inventory(root) | |
| if durable_retained != retained: | |
| raise M8AcquisitionError( | |
| "raw inventory changed across failure durability barrier" | |
| ) from cause | |
| total_raw = sum(item.bytes for item in retained) | |
| if reason_code != "TOTAL_EVIDENCE_BUDGET" and total_raw > config.study.max_total_download_bytes: | |
| raise M8AcquisitionError( | |
| "deterministic failure evidence exceeds frozen byte ceiling" | |
| ) from cause | |
| if budget is not None and budget.used_bytes != total_raw: | |
| raise M8AcquisitionError( | |
| "retained-evidence budget disagrees with failure inventory" | |
| ) from cause | |
| payload = _failure_payload( | |
| config=config, | |
| protocol_sha256=protocol_sha256, | |
| reason_code=reason_code, | |
| diagnostic=_failure_diagnostic(cause), | |
| failed=failed, | |
| completed=completed, | |
| remaining=remaining, | |
| retained=retained, | |
| ) | |
| authority = _publish_failure_authority( | |
| root, | |
| payload=payload, | |
| retained=retained, | |
| config=config, | |
| ) | |
| return M8AcquisitionFailureResult( | |
| output_root=root.resolve(), | |
| attempt_dir=authority.attempt_dir, | |
| attempt_manifest_path=authority.path, | |
| attempt_manifest_sha256=authority.sha256, | |
| checksums_path=authority.checksums_path, | |
| checksums_sha256=authority.checksums_sha256, | |
| terminal_path=authority.terminal_path, | |
| reason_code=authority.reason_code, | |
| diagnostic=authority.diagnostic, | |
| failed_symbol=authority.failed_step.symbol, | |
| failed_date=authority.failed_step.date, | |
| failed_role=authority.failed_step.role, | |
| completed_count=len(authority.completed_steps), | |
| remaining_count=len(authority.remaining_steps), | |
| retained_inventory_sha256=authority.retained_inventory_sha256, | |
| retained_artifact_count=len(authority.retained_artifacts), | |
| total_raw_evidence_bytes=authority.total_raw_evidence_bytes, | |
| manifest=authority, | |
| ) | |
| def acquire_m8_archives( | |
| config: M8StudyConfig, | |
| output_root: str | Path, | |
| *, | |
| archive_client: _ArchiveProvider | None = None, | |
| metadata_provider: _MetadataProvider | Callable[[str, Path], SymbolMetadata] | None = None, | |
| supplied_metadata: Mapping[str, SymbolMetadata] | Sequence[SymbolMetadata] | None = None, | |
| ) -> M8AcquisitionOutcome: | |
| """Acquire the exact 2+8 raw authorities without opening a CSV member.""" | |
| if metadata_provider is not None and supplied_metadata is not None: | |
| raise M8AcquisitionError("metadata_provider and supplied_metadata are mutually exclusive") | |
| root = Path(output_root).expanduser().absolute() | |
| if root.is_symlink(): | |
| raise M8AcquisitionError("M8 acquisition output root must not be a symbolic link") | |
| root.mkdir(parents=True, exist_ok=True) | |
| _validate_root_layout(root) | |
| raw_root = root / _RAW_ROOT_NAME | |
| raw_root.mkdir(parents=True, exist_ok=True) | |
| protocol_sha = _verify_config_sources(config) | |
| steps = _acquisition_steps(config) | |
| try: | |
| budget = RetainedEvidenceBudget(raw_root, config.study.max_total_download_bytes) | |
| except EvidenceBudgetExceeded as exc: | |
| return _finalize_deterministic_failure( | |
| root=root, | |
| raw_root=raw_root, | |
| config=config, | |
| protocol_sha256=protocol_sha, | |
| reason_code="TOTAL_EVIDENCE_BUDGET", | |
| cause=exc, | |
| failed=steps[0], | |
| completed=(), | |
| remaining=steps[1:], | |
| budget=None, | |
| ) | |
| using_default_archive = archive_client is None | |
| if archive_client is None: | |
| archive_provider: _ArchiveProvider = BinanceArchiveClient(retained_evidence_budget=budget) | |
| else: | |
| archive_provider = archive_client | |
| using_budgeted_metadata = supplied_metadata is not None or metadata_provider is None | |
| if metadata_provider is None and supplied_metadata is None: | |
| metadata_fetcher: _MetadataProvider | Callable[[str, Path], SymbolMetadata] = ( | |
| BinancePublicClient(retained_evidence_budget=budget) | |
| ) | |
| elif metadata_provider is not None: | |
| metadata_fetcher = metadata_provider | |
| else: | |
| metadata_fetcher = BinancePublicClient(retained_evidence_budget=budget) | |
| try: | |
| ordered_supplied = ( | |
| None | |
| if supplied_metadata is None | |
| else _ordered_supplied_metadata(supplied_metadata, config.study.symbols) | |
| ) | |
| completed_steps: list[M8AcquisitionStep] = [] | |
| metadata_items: list[M8RawSymbolMetadata] = [] | |
| for index, symbol in enumerate(config.study.symbols): | |
| step = steps[len(completed_steps)] | |
| try: | |
| source_item = ( | |
| _fetch_provider_metadata(metadata_fetcher, symbol, raw_root) | |
| if ordered_supplied is None | |
| else ordered_supplied[index] | |
| ) | |
| metadata_item = _raw_metadata_from_symbol_metadata(root, source_item, symbol) | |
| except Exception as exc: | |
| reason = _deterministic_failure_reason(exc) | |
| if reason is None: | |
| raise | |
| return _finalize_deterministic_failure( | |
| root=root, | |
| raw_root=raw_root, | |
| config=config, | |
| protocol_sha256=protocol_sha, | |
| reason_code=reason, | |
| cause=exc, | |
| failed=step, | |
| completed=completed_steps, | |
| remaining=steps[len(completed_steps) + 1 :], | |
| budget=(budget if using_default_archive and using_budgeted_metadata else None), | |
| ) | |
| metadata_items.append(metadata_item) | |
| completed_steps.append(step) | |
| metadata = tuple(metadata_items) | |
| metadata_by_symbol = MappingProxyType({item.symbol: item for item in metadata}) | |
| limits = ArchiveDownloadLimits( | |
| max_compressed_bytes=config.study.max_archive_compressed_bytes, | |
| max_uncompressed_bytes=config.study.max_archive_uncompressed_bytes, | |
| ) | |
| archives: list[M8RawArchiveEntry] = [] | |
| for period in config.periods: | |
| for symbol in config.study.symbols: | |
| symbol_metadata = metadata_by_symbol[symbol] | |
| request = DailyArchiveRequest( | |
| symbol=symbol, | |
| date=period.date, | |
| tick_size=symbol_metadata.tick_size, | |
| lot_size=symbol_metadata.lot_size, | |
| ) | |
| step = steps[len(completed_steps)] | |
| try: | |
| acquired = archive_provider.acquire( | |
| request, | |
| raw_root=raw_root, | |
| limits=limits, | |
| ) | |
| except Exception as exc: | |
| reason = _deterministic_failure_reason(exc) | |
| if reason is None: | |
| raise | |
| return _finalize_deterministic_failure( | |
| root=root, | |
| raw_root=raw_root, | |
| config=config, | |
| protocol_sha256=protocol_sha, | |
| reason_code=reason, | |
| cause=exc, | |
| failed=step, | |
| completed=completed_steps, | |
| remaining=steps[len(completed_steps) + 1 :], | |
| budget=( | |
| budget if using_default_archive and using_budgeted_metadata else None | |
| ), | |
| ) | |
| if not isinstance(acquired, AcquiredDailyArchive): | |
| raise M8AcquisitionError( | |
| "archive_client returned a non-AcquiredDailyArchive value" | |
| ) | |
| archives.append( | |
| _raw_entry_from_acquired( | |
| root, | |
| acquired, | |
| role=period.role, | |
| expected_symbol=symbol, | |
| expected_date=period.date, | |
| limits=limits, | |
| ) | |
| ) | |
| completed_steps.append(step) | |
| retained = _scan_retained_inventory(root, metadata, archives) | |
| total_raw = sum(item.bytes for item in retained) | |
| if total_raw > config.study.max_total_download_bytes: | |
| budget_failure = EvidenceBudgetExceeded( | |
| "retained raw evidence exceeds the frozen total-byte ceiling" | |
| ) | |
| return _finalize_deterministic_failure( | |
| root=root, | |
| raw_root=raw_root, | |
| config=config, | |
| protocol_sha256=protocol_sha, | |
| reason_code="TOTAL_EVIDENCE_BUDGET", | |
| cause=budget_failure, | |
| failed=steps[-1], | |
| completed=steps[:-1], | |
| remaining=(), | |
| budget=None, | |
| ) | |
| if budget.reserved_bytes != 0: | |
| raise M8AcquisitionError("retained-evidence budget has unfinished reservations") | |
| if using_default_archive and using_budgeted_metadata and budget.used_bytes != total_raw: | |
| raise M8AcquisitionError( | |
| "shared retained-evidence budget disagrees with the physical inventory" | |
| ) | |
| _fsync_tree(raw_root) | |
| durable_retained = _scan_retained_inventory(root, metadata, archives) | |
| if durable_retained != retained: | |
| raise M8AcquisitionError("raw inventory changed across success durability barrier") | |
| retained = durable_retained | |
| payload = _manifest_payload( | |
| config=config, | |
| protocol_sha256=protocol_sha, | |
| root=root, | |
| metadata=metadata, | |
| archives=archives, | |
| retained=retained, | |
| copied_from_manifest_sha256=None, | |
| ) | |
| manifest_path, manifest_sha = _write_manifest_payload(root, payload) | |
| if budget.used_bytes > config.study.max_total_download_bytes: | |
| raise M8AcquisitionError("manifest publication changed the raw-evidence budget") | |
| _validate_root_layout(root) | |
| manifest = read_m8_acquisition_manifest( | |
| manifest_path, | |
| expected_sha256=manifest_sha, | |
| config=config, | |
| ) | |
| except M8AcquisitionError: | |
| raise | |
| except Exception as exc: | |
| raise M8AcquisitionError(f"M8 raw-only acquisition failed closed: {exc}") from exc | |
| return M8AcquisitionResult( | |
| output_root=root.resolve(), | |
| manifest_path=manifest.path, | |
| manifest_sha256=manifest.sha256, | |
| metadata_count=manifest.metadata_count, | |
| archive_count=manifest.archive_count, | |
| total_raw_evidence_bytes=manifest.total_raw_evidence_bytes, | |
| manifest=manifest, | |
| ) | |
| def _atomic_copy_exact( | |
| source: Path, | |
| destination: Path, | |
| *, | |
| expected_sha256: str, | |
| expected_bytes: int, | |
| ) -> None: | |
| if source.is_symlink() or not source.is_file(): | |
| raise M8AcquisitionError(f"copy source is missing or symbolic: {source}") | |
| destination.parent.mkdir(parents=True, exist_ok=True) | |
| descriptor, temporary_name = tempfile.mkstemp( | |
| dir=destination.parent, | |
| prefix=f".{destination.name}.", | |
| suffix=".tmp", | |
| ) | |
| temporary = Path(temporary_name) | |
| try: | |
| with source.open("rb") as source_handle, os.fdopen(descriptor, "wb") as sink: | |
| shutil.copyfileobj(source_handle, sink, length=1024 * 1024) | |
| sink.flush() | |
| os.fsync(sink.fileno()) | |
| _verify_file(temporary, expected_sha256, expected_bytes, "staged raw-evidence copy") | |
| os.replace(temporary, destination) | |
| _fsync_directory(destination.parent) | |
| except BaseException: | |
| temporary.unlink(missing_ok=True) | |
| raise | |
| def _rebased_evidence( | |
| authority: M8AcquisitionManifest, | |
| new_root: Path, | |
| ) -> tuple[tuple[M8RawSymbolMetadata, ...], tuple[M8RawArchiveEntry, ...]]: | |
| metadata = tuple( | |
| replace( | |
| item, | |
| raw_path=(new_root / item.raw_path.relative_to(authority.root)).resolve(), | |
| source_manifest_path=( | |
| new_root / item.source_manifest_path.relative_to(authority.root) | |
| ).resolve(), | |
| ) | |
| for item in authority.symbol_metadata | |
| ) | |
| archives = tuple( | |
| replace( | |
| item, | |
| root=new_root.resolve(), | |
| archive_path=(new_root / item.archive_path.relative_to(authority.root)).resolve(), | |
| archive_source_manifest_path=( | |
| new_root / item.archive_source_manifest_path.relative_to(authority.root) | |
| ).resolve(), | |
| checksum_path=(new_root / item.checksum_path.relative_to(authority.root)).resolve(), | |
| checksum_source_manifest_path=( | |
| new_root / item.checksum_source_manifest_path.relative_to(authority.root) | |
| ).resolve(), | |
| ) | |
| for item in authority.archives | |
| ) | |
| return metadata, archives | |
| def _assert_distinct_copy_budget(total_raw_bytes: int, max_total_bytes: int) -> None: | |
| if total_raw_bytes > max_total_bytes - total_raw_bytes: | |
| raise M8AcquisitionError( | |
| "external raw evidence plus its distinct self-contained copy exceeds the frozen " | |
| "total-byte ceiling" | |
| ) | |
| def copy_m8_acquisition_into( | |
| authority: M8AcquisitionManifest, | |
| input_root: str | Path, | |
| ) -> M8AcquisitionManifest: | |
| """Atomically copy the complete raw inventory into a self-contained input root.""" | |
| verified = read_m8_acquisition_manifest( | |
| authority.path, | |
| expected_sha256=authority.sha256, | |
| config=authority.config, | |
| ) | |
| _assert_distinct_copy_budget( | |
| verified.total_raw_evidence_bytes, | |
| verified.config.study.max_total_download_bytes, | |
| ) | |
| destination = Path(input_root).expanduser().absolute() | |
| source_root = verified.root.resolve() | |
| destination_parent = destination.parent | |
| destination_parent.mkdir(parents=True, exist_ok=True) | |
| if destination.exists() or destination.is_symlink(): | |
| raise M8AcquisitionError("self-contained M8 input root must not already exist") | |
| destination_resolved = destination.resolve(strict=False) | |
| if ( | |
| destination_resolved == source_root | |
| or destination_resolved.is_relative_to(source_root) | |
| or source_root.is_relative_to(destination_resolved) | |
| ): | |
| raise M8AcquisitionError("M8 acquisition source and copy roots must not overlap") | |
| stage = Path( | |
| tempfile.mkdtemp(prefix=f".{destination.name}.copy-", dir=destination_parent) | |
| ).resolve() | |
| try: | |
| for artifact in verified.retained_artifacts: | |
| source = verified.root / artifact.path | |
| target = stage / artifact.path | |
| _atomic_copy_exact( | |
| source, | |
| target, | |
| expected_sha256=artifact.sha256, | |
| expected_bytes=artifact.bytes, | |
| ) | |
| metadata, archives = _rebased_evidence(verified, stage) | |
| retained = _scan_retained_inventory(stage, metadata, archives) | |
| if retained != verified.retained_artifacts: | |
| raise M8AcquisitionError("self-contained copy inventory differs from authority") | |
| _fsync_tree(stage / _RAW_ROOT_NAME) | |
| durable_retained = _scan_retained_inventory(stage, metadata, archives) | |
| if durable_retained != retained: | |
| raise M8AcquisitionError("copied raw inventory changed across durability barrier") | |
| retained = durable_retained | |
| payload = _manifest_payload( | |
| config=verified.config, | |
| protocol_sha256=verified.protocol_document_sha256, | |
| root=stage, | |
| metadata=metadata, | |
| archives=archives, | |
| retained=retained, | |
| copied_from_manifest_sha256=verified.sha256, | |
| ) | |
| stage_manifest_path, stage_manifest_sha = _write_manifest_payload(stage, payload) | |
| _validate_root_layout(stage) | |
| read_m8_acquisition_manifest( | |
| stage_manifest_path, | |
| expected_sha256=stage_manifest_sha, | |
| config=verified.config, | |
| ) | |
| _fsync_tree(stage) | |
| os.replace(stage, destination) | |
| _fsync_directory(destination_parent) | |
| final_manifest_path = destination / _MANIFEST_DIRECTORY_NAME / stage_manifest_path.name | |
| copied = read_m8_acquisition_manifest( | |
| final_manifest_path, | |
| expected_sha256=stage_manifest_sha, | |
| config=verified.config, | |
| ) | |
| if ( | |
| copied.copied_from_manifest_sha256 != verified.sha256 | |
| or copied.content_identity_sha256 != verified.content_identity_sha256 | |
| or copied.retained_artifacts != verified.retained_artifacts | |
| or copied.total_raw_evidence_bytes != verified.total_raw_evidence_bytes | |
| or copied.total_accepted_zip_bytes != verified.total_accepted_zip_bytes | |
| ): | |
| raise M8AcquisitionError("self-contained acquisition copy is not source-equivalent") | |
| return copied | |
| except BaseException: | |
| if stage.exists(): | |
| shutil.rmtree(stage) | |
| raise | |
| __all__ = [ | |
| "M8_ACQUISITION_SCHEMA_VERSION", | |
| "M8AcquisitionError", | |
| "M8AcquisitionFailureManifest", | |
| "M8AcquisitionFailureResult", | |
| "M8AcquisitionManifest", | |
| "M8AcquisitionOutcome", | |
| "M8AcquisitionReasonCode", | |
| "M8AcquisitionResult", | |
| "M8AcquisitionStep", | |
| "M8RawArchiveDescriptor", | |
| "M8RawArchiveEntry", | |
| "M8RawSymbolMetadata", | |
| "M8RetainedArtifact", | |
| "acquire_m8_archives", | |
| "copy_m8_acquisition_into", | |
| "read_m8_acquisition_failure", | |
| "read_m8_acquisition_manifest", | |
| "verify_m8_acquisition_failure", | |
| "verify_m8_acquisition_manifest", | |
| ] | |