dirtydishes/islandflow
1
0
Fork 0
Code Issues 3 Pull requests 5 Projects Releases Packages Wiki Activity Actions

document research basis for phase plans

Browse source
This commit is contained in:
dirtydishes 2026-06-16 13:53:54 -04:00
parent eaa22de302
commit 412c8b8af9
19 changed files with 332 additions and 4 deletions
Download patch file Download diff file Expand all files Collapse all files

7
docs/plans/synthetic-market-data-architecture-review.md
View file

@ -5,6 +5,13 @@
- Recommendation: **Option B — Refactor**. Conservative work would trap determinism inside ingest adapters; full redesign is premature. Refactor makes synthetic generation first-class while keeping the useful NATS, ClickHouse, compute, API, and web stack.
- Core direction: build a no-history, seeded, manifest-driven synthetic event engine with canonical real event types, separate labels/manifests, deterministic replay, fixture generation, load profiles, and demo scenarios.
## Source Documents
- Research report: [`docs/research-docs/synthetic-market-data-generation.md`](../research-docs/synthetic-market-data-generation.md)
- Research architecture review copy: [`docs/research-docs/synthetic-data-architecture-review.md`](../research-docs/synthetic-data-architecture-review.md)
These research documents explain the rationale. They are background, not implementation scope; execution scope lives in the Beads issue and the relevant phase document.
## Direct Answers
1. Synthetic generation should be a **combination**: a reusable `@islandflow/synthetic-market` package, a CLI for fixture/run generation, replay-source integration, test fixture helpers, and demo presets. A service should be only a thin live/demo emitter.
2. Synthetic events should map to existing canonical event types: `OptionPrint`, `OptionNBBO`, `EquityPrint`, and `EquityQuote`. Do not create parallel synthetic-only market event types for the main pipeline.