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you can buy them for under $10 USD... and I guarantee you can't build your own for cheaper than that. even getting a couple of USB connectors and some wire, and a couple miscellaneous parts would probably cost more than that.
and, due to the nature of USB, I highly doubt that it consists of discrete components. it's probably a single, proprietary controller chip inside, that you probably couldn't purchase, and even if you could, it would probably cost a lot.
I've never seen a schematic or anything for one... some may exist, but I wouldn't count on it. again, since they're so inexpensive, there's little reason to build one when you can just buy a working one.