Add multi-leg structure tagging for flow packets

services/compute/tests/structures.test.ts

@@ -0,0 +1,43 @@
+import { describe, expect, test } from "bun:test";
+import { summarizeStructure, type ContractLeg } from "../src/structures";
+
+const leg = (contractId: string, right: "C" | "P", strike: number): ContractLeg => ({
+  contractId,
+  root: "SPY",
+  expiry: "2025-01-17",
+  right,
+  strike,
+  startTs: 0,
+  endTs: 0
+});
+
+describe("structure summaries", () => {
+  test("detects verticals", () => {
+    const summary = summarizeStructure([leg("c1", "C", 100), leg("c2", "C", 105)]);
+    expect(summary?.type).toBe("vertical");
+    expect(summary?.legs).toBe(2);
+    expect(summary?.strikes).toBe(2);
+  });
+
+  test("detects ladders", () => {
+    const summary = summarizeStructure([
+      leg("c1", "C", 100),
+      leg("c2", "C", 105),
+      leg("c3", "C", 110)
+    ]);
+    expect(summary?.type).toBe("ladder");
+    expect(summary?.strikes).toBe(3);
+  });
+
+  test("detects straddles", () => {
+    const summary = summarizeStructure([leg("c1", "C", 100), leg("p1", "P", 100)]);
+    expect(summary?.type).toBe("straddle");
+    expect(summary?.rights).toBe("C/P");
+  });
+
+  test("detects strangles", () => {
+    const summary = summarizeStructure([leg("c1", "C", 105), leg("p1", "P", 95)]);
+    expect(summary?.type).toBe("strangle");
+    expect(summary?.strikes).toBe(2);
+  });
+});