dirtydishes/islandflow
1
0
Fork 0
Code Issues 2 Pull requests 4 Projects Releases Packages Wiki Activity Actions 1

Add multi-leg structure tagging for flow packets

Browse source
This commit is contained in:
dirtydishes 2025-12-30 13:33:50 -05:00
parent 163ab1039e
commit 0b0ffa651e
8 changed files with 291 additions and 93 deletions
Download patch file Download diff file Expand all files Collapse all files

6
apps/web/app/globals.css
View file

@ -426,6 +426,12 @@ h1 {
background: rgba(111, 91, 57, 0.12);
}
.structure-tag {
border-color: rgba(39, 84, 138, 0.45);
color: #27548a;
background: rgba(39, 84, 138, 0.12);
}
.nbbo-meta {
font-size: 0.72rem;
color: #6f5b39;

34
apps/web/app/page.tsx
View file

@ -1778,16 +1778,22 @@ export default function HomePage() {
const features = packet.features ?? {};
const contract = String(features.option_contract_id ?? packet.id ?? "unknown");
const count = parseNumber(features.count, packet.members.length);
const totalSize = parseNumber(features.total_size, 0);
const totalPremium = parseNumber(features.total_premium, 0);
const notional = totalPremium * 100;
const startTs = parseNumber(features.start_ts, packet.source_ts);
const endTs = parseNumber(features.end_ts, startTs);
const windowMs = parseNumber(features.window_ms, 0);
const nbboBid = parseNumber(features.nbbo_bid, Number.NaN);
const nbboAsk = parseNumber(features.nbbo_ask, Number.NaN);
const nbboMid = parseNumber(features.nbbo_mid, Number.NaN);
const nbboSpread = parseNumber(features.nbbo_spread, Number.NaN);
const totalSize = parseNumber(features.total_size, 0);
const totalPremium = parseNumber(features.total_premium, 0);
const notional = totalPremium * 100;
const startTs = parseNumber(features.start_ts, packet.source_ts);
const endTs = parseNumber(features.end_ts, startTs);
const windowMs = parseNumber(features.window_ms, 0);
const structureType =
typeof features.structure_type === "string" ? features.structure_type : "";
const structureLegs = parseNumber(features.structure_legs, 0);
const structureRights =
typeof features.structure_rights === "string" ? features.structure_rights : "";
const structureStrikes = parseNumber(features.structure_strikes, 0);
const nbboBid = parseNumber(features.nbbo_bid, Number.NaN);
const nbboAsk = parseNumber(features.nbbo_ask, Number.NaN);
const nbboMid = parseNumber(features.nbbo_mid, Number.NaN);
const nbboSpread = parseNumber(features.nbbo_spread, Number.NaN);
const nbboAge = parseNumber(packet.join_quality.nbbo_age_ms, Number.NaN);
const nbboStale = parseNumber(packet.join_quality.nbbo_stale, 0) > 0;
const nbboMissing = parseNumber(packet.join_quality.nbbo_missing, 0) > 0;
@ -1804,6 +1810,14 @@ export default function HomePage() {
{windowMs > 0 ? (
<span>{formatFlowMetric(windowMs, "ms")}</span>
) : null}
{structureType ? (
<span className="pill structure-tag">
{structureType.replace(/_/g, " ")}
{structureRights ? ` ${structureRights}` : ""}
{structureLegs > 0 ? ` ${structureLegs}L` : ""}
{structureStrikes > 0 ? ` ${structureStrikes}K` : ""}
</span>
) : null}
{Number.isFinite(nbboBid) && Number.isFinite(nbboAsk) ? (
<span>
NBBO ${formatPrice(nbboBid)} x ${formatPrice(nbboAsk)}