Add equity print quote joins

This commit is contained in:
dirtydishes 2026-01-04 17:07:43 -05:00
parent 9908c431f0
commit 3164167bee
15 changed files with 1033 additions and 7 deletions

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import { describe, expect, it } from "bun:test";
import {
equityPrintJoinsTableDDL,
EQUITY_PRINT_JOINS_TABLE,
fromEquityPrintJoinRecord,
toEquityPrintJoinRecord
} from "../src/equity-print-joins";
const join = {
source_ts: 100,
ingest_ts: 120,
seq: 1,
trace_id: "equityjoin:trace-1",
id: "equityjoin:trace-1",
print_trace_id: "trace-1",
quote_trace_id: "quote-1",
features: {
underlying_id: "SPY",
price: 450.12,
size: 200,
off_exchange_flag: true,
quote_placement: "A"
},
join_quality: {
quote_age_ms: 15
}
};
describe("equity-print-joins storage helpers", () => {
it("includes the correct table name in the DDL", () => {
const ddl = equityPrintJoinsTableDDL();
expect(ddl).toContain(EQUITY_PRINT_JOINS_TABLE);
expect(ddl).toContain("CREATE TABLE IF NOT EXISTS");
});
it("round-trips equity print join records", () => {
const record = toEquityPrintJoinRecord(join);
const restored = fromEquityPrintJoinRecord(record);
expect(restored.features).toEqual(join.features);
expect(restored.join_quality).toEqual(join.join_quality);
});
});