Add equity print quote joins

services/compute/tests/equity-joins.test.ts

@@ -0,0 +1,72 @@
+import { describe, expect, it } from "bun:test";
+import { buildEquityPrintJoin, classifyQuotePlacement } from "../src/equity-joins";
+
+const basePrint = {
+  source_ts: 100,
+  ingest_ts: 110,
+  seq: 1,
+  trace_id: "print-1",
+  ts: 100,
+  underlying_id: "SPY",
+  price: 100,
+  size: 50,
+  exchange: "TEST",
+  offExchangeFlag: false
+};
+
+const baseQuote = {
+  source_ts: 95,
+  ingest_ts: 105,
+  seq: 2,
+  trace_id: "quote-1",
+  ts: 98,
+  underlying_id: "SPY",
+  bid: 99.9,
+  ask: 100.1
+};
+
+describe("equity join helpers", () => {
+  it("classifies placements with stale and missing quotes", () => {
+    const missing = classifyQuotePlacement(basePrint.price, {
+      quote: null,
+      ageMs: 1500,
+      stale: true
+    });
+    const stale = classifyQuotePlacement(basePrint.price, {
+      quote: baseQuote,
+      ageMs: 1500,
+      stale: true
+    });
+
+    expect(missing).toBe("MISSING");
+    expect(stale).toBe("STALE");
+  });
+
+  it("builds join payloads with quote features when fresh", () => {
+    const join = buildEquityPrintJoin(basePrint, {
+      quote: baseQuote,
+      ageMs: 5,
+      stale: false
+    });
+
+    expect(join.id).toBe("equityjoin:print-1");
+    expect(join.quote_trace_id).toBe("quote-1");
+    expect(join.join_quality.quote_age_ms).toBe(5);
+    expect(join.features.quote_bid).toBe(99.9);
+    expect(join.features.quote_ask).toBe(100.1);
+    expect(join.features.quote_mid).toBeCloseTo(100, 2);
+    expect(join.features.quote_spread).toBeCloseTo(0.2, 2);
+  });
+
+  it("marks missing quotes in join quality", () => {
+    const join = buildEquityPrintJoin(basePrint, {
+      quote: null,
+      ageMs: 2000,
+      stale: true
+    });
+
+    expect(join.quote_trace_id).toBe("");
+    expect(join.join_quality.quote_missing).toBe(1);
+    expect(join.features.quote_placement).toBe("MISSING");
+  });
+});