Add equity print quote joins
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15 changed files with 1033 additions and 7 deletions
74
packages/storage/src/equity-print-joins.ts
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74
packages/storage/src/equity-print-joins.ts
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import type { EquityPrintJoin } from "@islandflow/types";
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export const EQUITY_PRINT_JOINS_TABLE = "equity_print_joins";
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export type EquityPrintJoinRecord = {
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source_ts: number;
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ingest_ts: number;
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seq: number;
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trace_id: string;
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id: string;
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print_trace_id: string;
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quote_trace_id: string;
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features_json: string;
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join_quality_json: string;
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};
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export const equityPrintJoinsTableDDL = (): string => {
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return `
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CREATE TABLE IF NOT EXISTS ${EQUITY_PRINT_JOINS_TABLE} (
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source_ts UInt64,
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ingest_ts UInt64,
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seq UInt64,
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trace_id String,
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id String,
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print_trace_id String,
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quote_trace_id String,
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features_json String,
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join_quality_json String
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)
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ENGINE = MergeTree
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ORDER BY (source_ts, seq)
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`;
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};
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export const toEquityPrintJoinRecord = (join: EquityPrintJoin): EquityPrintJoinRecord => {
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return {
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source_ts: join.source_ts,
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ingest_ts: join.ingest_ts,
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seq: join.seq,
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trace_id: join.trace_id,
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id: join.id,
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print_trace_id: join.print_trace_id,
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quote_trace_id: join.quote_trace_id,
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features_json: JSON.stringify(join.features),
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join_quality_json: JSON.stringify(join.join_quality)
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};
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};
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const safeJson = (value: string, fallback: Record<string, unknown>): Record<string, unknown> => {
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try {
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const parsed = JSON.parse(value);
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if (parsed && typeof parsed === "object") {
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return parsed as Record<string, unknown>;
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}
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} catch {
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// ignore
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}
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return fallback;
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};
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export const fromEquityPrintJoinRecord = (record: EquityPrintJoinRecord): EquityPrintJoin => {
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return {
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source_ts: record.source_ts,
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ingest_ts: record.ingest_ts,
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seq: record.seq,
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trace_id: record.trace_id,
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id: record.id,
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print_trace_id: record.print_trace_id,
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quote_trace_id: record.quote_trace_id,
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features: safeJson(record.features_json, {}),
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join_quality: safeJson(record.join_quality_json, {}) as Record<string, number>
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};
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};
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