Add equity print quote joins
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15 changed files with 1033 additions and 7 deletions
42
packages/storage/tests/equity-print-joins.test.ts
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42
packages/storage/tests/equity-print-joins.test.ts
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import { describe, expect, it } from "bun:test";
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import {
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equityPrintJoinsTableDDL,
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EQUITY_PRINT_JOINS_TABLE,
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fromEquityPrintJoinRecord,
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toEquityPrintJoinRecord
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} from "../src/equity-print-joins";
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const join = {
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source_ts: 100,
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ingest_ts: 120,
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seq: 1,
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trace_id: "equityjoin:trace-1",
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id: "equityjoin:trace-1",
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print_trace_id: "trace-1",
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quote_trace_id: "quote-1",
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features: {
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underlying_id: "SPY",
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price: 450.12,
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size: 200,
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off_exchange_flag: true,
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quote_placement: "A"
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},
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join_quality: {
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quote_age_ms: 15
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}
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};
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describe("equity-print-joins storage helpers", () => {
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it("includes the correct table name in the DDL", () => {
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const ddl = equityPrintJoinsTableDDL();
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expect(ddl).toContain(EQUITY_PRINT_JOINS_TABLE);
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expect(ddl).toContain("CREATE TABLE IF NOT EXISTS");
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});
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it("round-trips equity print join records", () => {
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const record = toEquityPrintJoinRecord(join);
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const restored = fromEquityPrintJoinRecord(record);
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expect(restored.features).toEqual(join.features);
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expect(restored.join_quality).toEqual(join.join_quality);
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});
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});
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