"""Streaming, content-addressed Parquet storage and immutable data manifests.""" from __future__ import annotations import hashlib import json import os import re import tempfile from collections import defaultdict from collections.abc import Iterable, Mapping, Sequence from contextlib import nullcontext, suppress from dataclasses import dataclass from datetime import UTC, datetime from pathlib import Path from typing import Any import pyarrow as pa # type: ignore[import-untyped] import pyarrow.compute as pc # type: ignore[import-untyped] import pyarrow.parquet as pq # type: ignore[import-untyped] from microstructure.data.evidence_budget import RetainedEvidenceBudget from microstructure.data.schemas import SCHEMA_VERSION, ensure_schema, get_schema from microstructure.provenance import read_json, sha256_file, utc_now_iso, write_json MANIFEST_VERSION = "1.0.0" _SAFE_COMPONENT = re.compile(r"^[A-Za-z0-9_.-]+$") _NS_PER_SECOND = 1_000_000_000 class StorageError(RuntimeError): """Raised for an unsafe path or inconsistent immutable artifact.""" @dataclass(frozen=True, slots=True) class PartitionArtifact: dataset: str venue: str symbol: str partition_date: str rows: int write_ordinal: int observed_start_ns: int observed_end_inclusive_ns: int data_path: Path manifest_path: Path data_sha256: str manifest_sha256: str @dataclass(frozen=True, slots=True) class DatasetWriteResult: dataset: str schema_version: str rows: int artifacts: tuple[PartitionArtifact, ...] manifest_path: Path manifest_sha256: str @dataclass(frozen=True, slots=True) class CaptureDatasetWriteResult: """Constant-descriptor result for one bounded-memory live capture.""" dataset: str schema_version: str rows: int data_path: Path | None data_sha256: str | None manifest_path: Path manifest_sha256: str def _safe(value: str, label: str) -> str: if not value or _SAFE_COMPONENT.fullmatch(value) is None: raise StorageError(f"unsafe {label} path component: {value!r}") return value def _stable_sha(payload: Mapping[str, Any]) -> str: encoded = json.dumps(payload, sort_keys=True, separators=(",", ":"), allow_nan=False) return hashlib.sha256(encoded.encode()).hexdigest() def _partition_date(timestamp_ns: int) -> str: seconds = timestamp_ns // _NS_PER_SECOND return datetime.fromtimestamp(seconds, tz=UTC).date().isoformat() def _immutable_json( directory: Path, stem: str, payload: Mapping[str, Any], *, retained_evidence_budget: RetainedEvidenceBudget | None = None, ) -> tuple[Path, str]: identity = _stable_sha(payload) destination = directory / f"{stem}-{identity[:20]}.json" if retained_evidence_budget is not None: retained_evidence_budget.assert_contains(destination) transaction = ( retained_evidence_budget.write_transaction() if retained_evidence_budget is not None else nullcontext() ) with transaction: if destination.exists(): existing = read_json(destination) if existing != dict(payload): raise StorageError(f"immutable manifest collision at {destination}") else: encoded = ( json.dumps(payload, indent=2, sort_keys=True, allow_nan=False) + "\n" ).encode() reservation = ( retained_evidence_budget.reserve( len(encoded), label=f"raw source manifest {destination.name}", ) if retained_evidence_budget is not None else None ) try: write_json(destination, payload) if destination.stat().st_size != len(encoded): raise StorageError( f"source manifest byte count changed while writing {destination}" ) if reservation is not None: reservation.commit() except BaseException: destination.unlink(missing_ok=True) if reservation is not None and reservation.active: reservation.release() raise return destination, sha256_file(destination) def write_source_manifest( raw_path: str | Path, *, source: str, source_uri: str, downloaded_at_utc: str, requested_start_ns: int | None, requested_end_ns: int | None, upstream_checksum_sha256: str | None = None, response_headers: Mapping[str, str] | None = None, retained_evidence_budget: RetainedEvidenceBudget | None = None, ) -> tuple[Path, str]: """Write an immutable sidecar for an untouched raw response or archive.""" path = Path(raw_path) if not path.is_file(): raise StorageError(f"raw artifact does not exist: {path}") checksum = sha256_file(path) payload: dict[str, Any] = { "manifest_version": MANIFEST_VERSION, "artifact_kind": "raw_source", "source": source, "source_uri": source_uri, "downloaded_at_utc": downloaded_at_utc, "requested_range_ns": {"start": requested_start_ns, "end_exclusive": requested_end_ns}, "checksum": {"algorithm": "sha256", "value": checksum}, "upstream_checksum_sha256": upstream_checksum_sha256, "bytes": path.stat().st_size, "path": path.name, "response_headers": dict(sorted((response_headers or {}).items())), } manifest_path, manifest_sha = _immutable_json( path.parent, f"{path.name}.manifest", payload, retained_evidence_budget=retained_evidence_budget, ) return manifest_path, manifest_sha def _write_parquet_part( *, table: pa.Table, root: Path, dataset: str, schema_name: str, venue: str, symbol: str, date: str, source: str, source_uri: str, downloaded_at_utc: str, source_checksum_sha256: str | None, requested_start_ns: int | None, requested_end_ns: int | None, time_column: str, compression: str, write_ordinal: int, ) -> PartitionArtifact: partition = ( root / _safe(dataset, "dataset") / f"schema-{_safe(SCHEMA_VERSION, 'schema version')}" / f"venue-{_safe(venue, 'venue')}" / f"symbol-{_safe(symbol, 'symbol')}" / f"date-{_safe(date, 'date')}" ) partition.mkdir(parents=True, exist_ok=True) handle, temporary_name = tempfile.mkstemp(dir=partition, prefix=".part-", suffix=".parquet.tmp") os.close(handle) temporary = Path(temporary_name) try: table = table.replace_schema_metadata(get_schema(schema_name).metadata) pq.write_table( table, temporary, compression=compression, use_dictionary=True, write_statistics=True, ) checksum = sha256_file(temporary) destination = partition / f"part-{checksum[:20]}.parquet" if destination.exists(): if sha256_file(destination) != checksum: raise StorageError(f"content-address collision at {destination}") temporary.unlink() else: os.replace(temporary, destination) except BaseException: temporary.unlink(missing_ok=True) raise time_bounds = pc.min_max(table.column(time_column)).as_py() if time_bounds is None or time_bounds["min"] is None or time_bounds["max"] is None: raise StorageError("cannot manifest a Parquet part without a timestamp range") manifest_payload: dict[str, Any] = { "manifest_version": MANIFEST_VERSION, "artifact_kind": "normalized_parquet", "dataset": dataset, "schema_name": schema_name, "schema_version": SCHEMA_VERSION, "venue": venue, "symbol": symbol, "partition_date": date, "write_ordinal": write_ordinal, "source": source, "source_uri": source_uri, "downloaded_at_utc": downloaded_at_utc, "requested_range_ns": {"start": requested_start_ns, "end_exclusive": requested_end_ns}, "observed_range_ns": { "start": int(time_bounds["min"]), "end_inclusive": int(time_bounds["max"]), }, "source_checksum_sha256": source_checksum_sha256, "checksum": {"algorithm": "sha256", "value": checksum}, "rows": table.num_rows, "bytes": destination.stat().st_size, "path": str(destination.relative_to(root)), "transformations": [ "normalized field names and types", "UTC epoch-nanosecond timestamp conversion", "exact integer tick/lot conversion where scale supplied", ], } manifest_path, manifest_sha = _immutable_json( partition, f"part-{checksum[:20]}.manifest", manifest_payload ) return PartitionArtifact( dataset=dataset, venue=venue, symbol=symbol, partition_date=date, rows=table.num_rows, write_ordinal=write_ordinal, observed_start_ns=int(time_bounds["min"]), observed_end_inclusive_ns=int(time_bounds["max"]), data_path=destination, manifest_path=manifest_path, data_sha256=checksum, manifest_sha256=manifest_sha, ) def _as_table(batch: pa.RecordBatch | pa.Table) -> pa.Table: return batch if isinstance(batch, pa.Table) else pa.Table.from_batches([batch]) def write_partitioned_parquet( batches: Iterable[pa.RecordBatch | pa.Table], *, root: str | Path, dataset: str, schema_name: str, source: str, source_uri: str = "synthetic://local", downloaded_at_utc: str | None = None, source_checksum_sha256: str | None = None, requested_start_ns: int | None = None, requested_end_ns: int | None = None, time_column: str = "event_ts_ns", max_rows_per_file: int = 250_000, max_input_batch_rows: int = 250_000, compression: str = "zstd", ) -> DatasetWriteResult: """Stream batches into immutable Parquet parts partitioned by venue/symbol/day. Each input batch is split only within that bounded batch, so this function never requires the complete data set in memory. Existing content-addressed parts are reused rather than overwritten. """ if max_rows_per_file < 1: raise ValueError("max_rows_per_file must be positive") if max_input_batch_rows < 1: raise ValueError("max_input_batch_rows must be positive") destination_root = Path(root) destination_root.mkdir(parents=True, exist_ok=True) download_time = downloaded_at_utc or utc_now_iso() artifacts: list[PartitionArtifact] = [] for raw_batch in batches: table = _as_table(raw_batch) if table.num_rows > max_input_batch_rows: raise StorageError( f"input batch has {table.num_rows} rows, above the bounded-memory limit " f"{max_input_batch_rows}" ) ensure_schema(table, schema_name) if time_column not in table.column_names: raise StorageError(f"partition time column is missing: {time_column}") groups: dict[tuple[str, str, str], list[int]] = defaultdict(list) venues = table.column("venue").to_pylist() symbols = table.column("symbol").to_pylist() timestamps = table.column(time_column).to_pylist() for row_index, (venue, symbol, timestamp_ns) in enumerate( zip(venues, symbols, timestamps, strict=True) ): groups[(str(venue), str(symbol), _partition_date(int(timestamp_ns)))].append(row_index) for (venue, symbol, date), indices in groups.items(): for offset in range(0, len(indices), max_rows_per_file): selected = indices[offset : offset + max_rows_per_file] part = table.take(pa.array(selected, type=pa.int64())) artifacts.append( _write_parquet_part( table=part, root=destination_root, dataset=dataset, schema_name=schema_name, venue=venue, symbol=symbol, date=date, source=source, source_uri=source_uri, downloaded_at_utc=download_time, source_checksum_sha256=source_checksum_sha256, requested_start_ns=requested_start_ns, requested_end_ns=requested_end_ns, time_column=time_column, compression=compression, write_ordinal=len(artifacts), ) ) artifact_entries = [ { "data_path": str(item.data_path.relative_to(destination_root)), "manifest_path": str(item.manifest_path.relative_to(destination_root)), "data_sha256": item.data_sha256, "manifest_sha256": item.manifest_sha256, "rows": item.rows, "write_ordinal": item.write_ordinal, "observed_range_ns": { "start": item.observed_start_ns, "end_inclusive": item.observed_end_inclusive_ns, }, } for item in artifacts ] stable_identity: dict[str, Any] = { "manifest_version": MANIFEST_VERSION, "dataset": dataset, "schema_version": SCHEMA_VERSION, "source": source, "source_uri": source_uri, "downloaded_at_utc": download_time, "requested_range_ns": {"start": requested_start_ns, "end_exclusive": requested_end_ns}, "artifacts": artifact_entries, "rows": sum(item.rows for item in artifacts), } manifest_directory = destination_root / "_manifests" manifest_directory.mkdir(parents=True, exist_ok=True) manifest_path, manifest_sha = _immutable_json( manifest_directory, f"{_safe(dataset, 'dataset')}.manifest", stable_identity ) return DatasetWriteResult( dataset=dataset, schema_version=SCHEMA_VERSION, rows=sum(item.rows for item in artifacts), artifacts=tuple(artifacts), manifest_path=manifest_path, manifest_sha256=manifest_sha, ) def write_capture_parquet( batches: Iterable[pa.RecordBatch | pa.Table], *, root: str | Path, dataset: str, schema_name: str, venue: str, symbol: str, capture_id: str, source: str, source_uri: str, downloaded_at_utc: str | None = None, source_checksum_sha256: str | None = None, requested_start_ns: int | None = None, requested_end_ns: int | None = None, time_column: str = "event_ts_ns", max_input_batch_rows: int = 16_384, compression: str = "zstd", ) -> CaptureDatasetWriteResult: """Write one live-capture Parquet artifact from a bounded batch iterator. The Parquet writer emits one bounded row group per input batch and retains exactly one output descriptor, independent of capture length. Live capture data is partitioned by immutable ``capture_id`` rather than UTC day because capture-order quality evidence must not be reordered to satisfy a partition. """ if max_input_batch_rows < 1: raise ValueError("max_input_batch_rows must be positive") safe_dataset = _safe(dataset, "dataset") safe_schema = _safe(SCHEMA_VERSION, "schema version") safe_venue = _safe(venue, "venue") safe_symbol = _safe(symbol, "symbol") safe_capture_id = _safe(capture_id, "capture ID") schema = get_schema(schema_name) if time_column not in schema.names: raise StorageError(f"partition time column is missing: {time_column}") destination_root = Path(root) partition = ( destination_root / safe_dataset / f"schema-{safe_schema}" / f"venue-{safe_venue}" / f"symbol-{safe_symbol}" / f"capture-{safe_capture_id}" ) partition.mkdir(parents=True, exist_ok=True) descriptor, temporary_name = tempfile.mkstemp( dir=partition, prefix=".capture-", suffix=".parquet.tmp", ) os.close(descriptor) temporary = Path(temporary_name) writer: pq.ParquetWriter | None = None rows = 0 observed_start_ns: int | None = None observed_end_ns: int | None = None destination: Path | None = None checksum: str | None = None try: writer = pq.ParquetWriter( temporary, schema, compression=compression, use_dictionary=True, write_statistics=True, ) for raw_batch in batches: table = _as_table(raw_batch) if table.num_rows > max_input_batch_rows: raise StorageError( f"input batch has {table.num_rows} rows, above the bounded-memory " f"limit {max_input_batch_rows}" ) ensure_schema(table, schema_name) if table.num_rows == 0: continue if set(table.column("venue").to_pylist()) != {venue}: raise StorageError("live capture batch contains an unexpected venue") if set(table.column("symbol").to_pylist()) != {symbol}: raise StorageError("live capture batch contains an unexpected symbol") bounds = pc.min_max(table.column(time_column)).as_py() if bounds is None or bounds["min"] is None or bounds["max"] is None: raise StorageError("cannot write a live capture batch without timestamps") batch_start = int(bounds["min"]) batch_end = int(bounds["max"]) observed_start_ns = ( batch_start if observed_start_ns is None else min(observed_start_ns, batch_start) ) observed_end_ns = ( batch_end if observed_end_ns is None else max(observed_end_ns, batch_end) ) writer.write_table(table, row_group_size=max_input_batch_rows) rows += table.num_rows writer.close() writer = None if rows == 0: temporary.unlink() else: with temporary.open("rb") as handle: os.fsync(handle.fileno()) checksum = sha256_file(temporary) destination = partition / f"capture-{checksum[:20]}.parquet" if destination.exists(): if sha256_file(destination) != checksum: raise StorageError(f"content-address collision at {destination}") temporary.unlink() else: os.replace(temporary, destination) except BaseException: if writer is not None: with suppress(BaseException): writer.close() temporary.unlink(missing_ok=True) raise download_time = downloaded_at_utc or utc_now_iso() data_path = destination data_sha256 = checksum artifact_entry: dict[str, Any] | None = None if data_path is not None and data_sha256 is not None: artifact_payload: dict[str, Any] = { "manifest_version": MANIFEST_VERSION, "artifact_kind": "normalized_live_capture_parquet", "dataset": dataset, "schema_name": schema_name, "schema_version": SCHEMA_VERSION, "venue": venue, "symbol": symbol, "capture_id": capture_id, "source": source, "source_uri": source_uri, "downloaded_at_utc": download_time, "requested_range_ns": { "start": requested_start_ns, "end_exclusive": requested_end_ns, }, "observed_range_ns": { "start": observed_start_ns, "end_inclusive": observed_end_ns, }, "source_checksum_sha256": source_checksum_sha256, "checksum": {"algorithm": "sha256", "value": data_sha256}, "rows": rows, "bytes": data_path.stat().st_size, "path": str(data_path.relative_to(destination_root)), "transformations": [ "normalized field names and types", "UTC epoch-nanosecond timestamp conversion", "exact integer tick/lot conversion where scale supplied", ], } artifact_manifest_path, artifact_manifest_sha = _immutable_json( partition, f"capture-{data_sha256[:20]}.manifest", artifact_payload, ) artifact_entry = { "data_path": str(data_path.relative_to(destination_root)), "manifest_path": str(artifact_manifest_path.relative_to(destination_root)), "data_sha256": data_sha256, "manifest_sha256": artifact_manifest_sha, "rows": rows, "write_ordinal": 0, "observed_range_ns": artifact_payload["observed_range_ns"], } dataset_payload: dict[str, Any] = { "manifest_version": MANIFEST_VERSION, "dataset": dataset, "schema_version": SCHEMA_VERSION, "source": source, "source_uri": source_uri, "downloaded_at_utc": download_time, "requested_range_ns": { "start": requested_start_ns, "end_exclusive": requested_end_ns, }, "partitioning": {"kind": "capture_id", "value": capture_id}, "artifacts": [artifact_entry] if artifact_entry is not None else [], "rows": rows, } manifest_directory = destination_root / "_manifests" manifest_directory.mkdir(parents=True, exist_ok=True) manifest_path, manifest_sha = _immutable_json( manifest_directory, f"{safe_dataset}.capture-{safe_capture_id}.manifest", dataset_payload, ) return CaptureDatasetWriteResult( dataset=dataset, schema_version=SCHEMA_VERSION, rows=rows, data_path=data_path, data_sha256=data_sha256, manifest_path=manifest_path, manifest_sha256=manifest_sha, ) def parquet_paths(result: DatasetWriteResult) -> Sequence[Path]: """Return concrete parts in manifest order for Polars/DuckDB consumers.""" return tuple(item.data_path for item in result.artifacts)