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

Add smart-money option signal path and tape filters

Browse source
This commit is contained in:
dirtydishes 2026-04-28 16:29:44 -04:00
parent 758f111d7e
commit 27b0a399e6
23 changed files with 1827 additions and 175 deletions
Download patch file Download diff file Expand all files Collapse all files

12
services/ingest-equities/src/index.ts
View file

@ -19,6 +19,7 @@ import {
import {
EquityPrintSchema,
EquityQuoteSchema,
resolveSyntheticMarketModes,
type EquityPrint,
type EquityQuote
} from "@islandflow/types";
@ -36,6 +37,8 @@ const envSchema = z.object({
CLICKHOUSE_DATABASE: z.string().default("default"),
EQUITIES_INGEST_ADAPTER: z.string().min(1).default("synthetic"),
EMIT_INTERVAL_MS: z.coerce.number().int().positive().default(1000),
SYNTHETIC_MARKET_MODE: z.string().default("realistic"),
SYNTHETIC_EQUITIES_MODE: z.string().default(""),
// Alpaca (equities)
ALPACA_KEY_ID: z.string().default(""),
@ -63,6 +66,10 @@ const envSchema = z.object({
});
const env = readEnv(envSchema);
const syntheticModes = resolveSyntheticMarketModes({
syntheticMarketMode: env.SYNTHETIC_MARKET_MODE,
syntheticEquitiesMode: env.SYNTHETIC_EQUITIES_MODE
});
const state = {
shuttingDown: false,
@ -153,7 +160,10 @@ const parseSymbolList = (value: string): string[] => {
const selectAdapter = (name: string): EquityIngestAdapter => {
if (name === "synthetic") {
return createSyntheticEquitiesAdapter({ emitIntervalMs: env.EMIT_INTERVAL_MS });
return createSyntheticEquitiesAdapter({
emitIntervalMs: env.EMIT_INTERVAL_MS,
mode: syntheticModes.equities
});
}
if (name === "alpaca") {