Add multi-leg structure tagging for flow packets

services/compute/src/contracts.ts

@@ -0,0 +1,81 @@
+export type ParsedContract = {
+  root: string;
+  expiry: string;
+  strike: number;
+  right: "C" | "P";
+};
+
+const parseDashedContract = (value: string): ParsedContract | null => {
+  const parts = value.split("-");
+  if (parts.length < 6) {
+    return null;
+  }
+
+  const rightRaw = parts.at(-1) ?? "";
+  if (rightRaw !== "C" && rightRaw !== "P") {
+    return null;
+  }
+
+  const strikeRaw = parts.at(-2) ?? "";
+  const strike = Number(strikeRaw);
+  const expiryParts = parts.slice(-5, -2);
+  const expiry = expiryParts.join("-");
+  const root = parts.slice(0, -5).join("-");
+
+  if (!root || !expiry || !Number.isFinite(strike)) {
+    return null;
+  }
+
+  return {
+    root,
+    expiry,
+    strike,
+    right: rightRaw
+  };
+};
+
+const parseOccContract = (value: string): ParsedContract | null => {
+  if (value.length < 15) {
+    return null;
+  }
+
+  const tail = value.slice(-15);
+  const root = value.slice(0, -15).trim();
+  const expiryRaw = tail.slice(0, 6);
+  const right = tail.slice(6, 7);
+  const strikeRaw = tail.slice(7);
+
+  if (!/^\d{6}$/.test(expiryRaw) || !/^\d{8}$/.test(strikeRaw)) {
+    return null;
+  }
+
+  if (right !== "C" && right !== "P") {
+    return null;
+  }
+
+  const year = 2000 + Number(expiryRaw.slice(0, 2));
+  const month = Number(expiryRaw.slice(2, 4)) - 1;
+  const day = Number(expiryRaw.slice(4, 6));
+  const expiryDate = new Date(Date.UTC(year, month, day));
+  const expiry = expiryDate.toISOString().slice(0, 10);
+  const strike = Number(strikeRaw) / 1000;
+
+  if (!root || !Number.isFinite(strike)) {
+    return null;
+  }
+
+  return {
+    root,
+    expiry,
+    strike,
+    right
+  };
+};
+
+export const parseContractId = (value: string | undefined): ParsedContract | null => {
+  if (!value) {
+    return null;
+  }
+
+  return parseDashedContract(value) ?? parseOccContract(value);
+};