expand ci quality gates

2026-05-30 02:34:28 -04:00 · 2026-05-30 02:34:28 -04:00 · 44431c4e66
commit 44431c4e66
parent 65139bf8d0
71 changed files with 2262 additions and 1173 deletions
--- a/packages/types/src/events.ts
+++ b/packages/types/src/events.ts
@ -18,37 +18,103 @@ export const OptionPrintSchema = EventMetaSchema.merge(
    size: z.number().int().positive(),
    exchange: z.string().min(1),
    conditions: z.array(z.string().min(1)).optional(),
-    underlying_id: z.preprocess((value) => (value === null ? undefined : value), z.string().min(1).optional()),
-    option_type: z.preprocess((value) => (value === null ? undefined : value), OptionTypeSchema.optional()),
-    notional: z.preprocess((value) => (value === null ? undefined : value), z.number().nonnegative().optional()),
-    nbbo_side: z.preprocess((value) => (value === null ? undefined : value), OptionNbboSideSchema.optional()),
-    execution_nbbo_bid: z.preprocess((value) => (value === null ? undefined : value), z.number().optional()),
-    execution_nbbo_ask: z.preprocess((value) => (value === null ? undefined : value), z.number().optional()),
-    execution_nbbo_mid: z.preprocess((value) => (value === null ? undefined : value), z.number().optional()),
-    execution_nbbo_spread: z.preprocess((value) => (value === null ? undefined : value), z.number().optional()),
-    execution_nbbo_bid_size: z.preprocess((value) => (value === null ? undefined : value), z.number().int().nonnegative().optional()),
-    execution_nbbo_ask_size: z.preprocess((value) => (value === null ? undefined : value), z.number().int().nonnegative().optional()),
-    execution_nbbo_ts: z.preprocess((value) => (value === null ? undefined : value), z.number().int().nonnegative().optional()),
-    execution_nbbo_age_ms: z.preprocess((value) => (value === null ? undefined : value), z.number().nonnegative().optional()),
-    execution_nbbo_side: z.preprocess((value) => (value === null ? undefined : value), OptionNbboSideSchema.optional()),
-    execution_underlying_spot: z.preprocess((value) => (value === null ? undefined : value), z.number().optional()),
-    execution_underlying_bid: z.preprocess((value) => (value === null ? undefined : value), z.number().optional()),
-    execution_underlying_ask: z.preprocess((value) => (value === null ? undefined : value), z.number().optional()),
-    execution_underlying_mid: z.preprocess((value) => (value === null ? undefined : value), z.number().optional()),
-    execution_underlying_spread: z.preprocess((value) => (value === null ? undefined : value), z.number().optional()),
-    execution_underlying_ts: z.preprocess((value) => (value === null ? undefined : value), z.number().int().nonnegative().optional()),
-    execution_underlying_age_ms: z.preprocess((value) => (value === null ? undefined : value), z.number().nonnegative().optional()),
+    underlying_id: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.string().min(1).optional()
+    ),
+    option_type: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      OptionTypeSchema.optional()
+    ),
+    notional: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().nonnegative().optional()
+    ),
+    nbbo_side: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      OptionNbboSideSchema.optional()
+    ),
+    execution_nbbo_bid: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().optional()
+    ),
+    execution_nbbo_ask: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().optional()
+    ),
+    execution_nbbo_mid: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().optional()
+    ),
+    execution_nbbo_spread: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().optional()
+    ),
+    execution_nbbo_bid_size: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().int().nonnegative().optional()
+    ),
+    execution_nbbo_ask_size: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().int().nonnegative().optional()
+    ),
+    execution_nbbo_ts: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().int().nonnegative().optional()
+    ),
+    execution_nbbo_age_ms: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().nonnegative().optional()
+    ),
+    execution_nbbo_side: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      OptionNbboSideSchema.optional()
+    ),
+    execution_underlying_spot: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().optional()
+    ),
+    execution_underlying_bid: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().optional()
+    ),
+    execution_underlying_ask: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().optional()
+    ),
+    execution_underlying_mid: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().optional()
+    ),
+    execution_underlying_spread: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().optional()
+    ),
+    execution_underlying_ts: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().int().nonnegative().optional()
+    ),
+    execution_underlying_age_ms: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().nonnegative().optional()
+    ),
    execution_underlying_source: z.preprocess(
      (value) => (value === null ? undefined : value),
      z.literal("equity_quote_mid").optional()
    ),
-    execution_iv: z.preprocess((value) => (value === null ? undefined : value), z.number().nonnegative().optional()),
+    execution_iv: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.number().nonnegative().optional()
+    ),
    execution_iv_source: z.preprocess(
      (value) => (value === null ? undefined : value),
      z.enum(["provider", "synthetic_pressure_model"]).optional()
    ),
    is_etf: z.preprocess((value) => (value === null ? undefined : value), z.boolean().optional()),
-    signal_pass: z.preprocess((value) => (value === null ? undefined : value), z.boolean().optional()),
+    signal_pass: z.preprocess(
+      (value) => (value === null ? undefined : value),
+      z.boolean().optional()
+    ),
    signal_reasons: z.array(z.string().min(1)).optional(),
    signal_profile: z.preprocess(
      (value) => (value === null ? undefined : value),
@ -146,7 +212,13 @@ export const SmartMoneyProfileIdSchema = z.enum([

 export type SmartMoneyProfileId = z.infer<typeof SmartMoneyProfileIdSchema>;

-export const SmartMoneyDirectionSchema = z.enum(["bullish", "bearish", "neutral", "mixed", "unknown"]);
+export const SmartMoneyDirectionSchema = z.enum([
+  "bullish",
+  "bearish",
+  "neutral",
+  "mixed",
+  "unknown"
+]);

 export type SmartMoneyDirection = z.infer<typeof SmartMoneyDirectionSchema>;

--- a/packages/types/src/live.ts
+++ b/packages/types/src/live.ts
@ -13,10 +13,7 @@ import {
  OptionPrintSchema,
  SmartMoneyEventSchema
 } from "./events";
-import {
-  OptionFlowFiltersSchema,
-  optionFlowFilterKey
-} from "./options-flow";
+import { OptionFlowFiltersSchema, optionFlowFilterKey } from "./options-flow";

 export const CursorSchema = z.object({
  ts: z.number().int().nonnegative(),
@ -94,7 +91,15 @@ export const LiveSubscriptionSchema = z.discriminatedUnion("channel", [
    snapshot_limit: z.number().int().positive().optional()
  }),
  z.object({
-    channel: z.enum(["nbbo", "equity-quotes", "equity-joins", "classifier-hits", "alerts", "inferred-dark", "news"]),
+    channel: z.enum([
+      "nbbo",
+      "equity-quotes",
+      "equity-joins",
+      "classifier-hits",
+      "alerts",
+      "inferred-dark",
+      "news"
+    ]),
    snapshot_limit: z.number().int().positive().optional()
  }),
  z.object({
--- a/packages/types/src/options-flow.ts
+++ b/packages/types/src/options-flow.ts
@ -212,9 +212,10 @@ export const deriveOptionPrintMetadata = (
  const parsed = parseOptionContractId(print.option_contract_id);
  const underlying = parsed?.root?.toUpperCase();
  const optionType = parsed?.right === "C" ? "call" : parsed?.right === "P" ? "put" : undefined;
-  const notional = Number.isFinite(print.price) && Number.isFinite(print.size)
-    ? Number((print.price * print.size * 100).toFixed(2))
-    : undefined;
+  const notional =
+    Number.isFinite(print.price) && Number.isFinite(print.size)
+      ? Number((print.price * print.size * 100).toFixed(2))
+      : undefined;

  return {
    underlying_id: underlying,
@ -243,7 +244,14 @@ const balancedThresholds = (config: OptionsSignalConfig): OptionsSignalConfig =>
 export const evaluateOptionSignal = (
  print: Pick<
    OptionPrint,
-    "size" | "conditions" | "signal_profile" | "underlying_id" | "option_type" | "notional" | "nbbo_side" | "is_etf"
+    | "size"
+    | "conditions"
+    | "signal_profile"
+    | "underlying_id"
+    | "option_type"
+    | "notional"
+    | "nbbo_side"
+    | "is_etf"
  >,
  baseConfig: OptionsSignalConfig
 ): OptionSignalDecision => {
@ -260,7 +268,8 @@ export const evaluateOptionSignal = (
  const reasons: string[] = [];
  const notional = print.notional ?? 0;
  const side = print.nbbo_side ?? "MISSING";
-  const isSweepOrIso = hasCondition(print.conditions, "SWEEP") || hasCondition(print.conditions, "ISO");
+  const isSweepOrIso =
+    hasCondition(print.conditions, "SWEEP") || hasCondition(print.conditions, "ISO");

  if (notional < config.minNotional) {
    return {
@ -413,8 +422,14 @@ export const matchesFlowPacketFilters = (
  }

  const features = packet.features ?? {};
-  const totalNotional = typeof features.total_notional === "number" ? features.total_notional : Number(features.total_notional ?? 0);
-  if (typeof filters.minNotional === "number" && (!Number.isFinite(totalNotional) || totalNotional < filters.minNotional)) {
+  const totalNotional =
+    typeof features.total_notional === "number"
+      ? features.total_notional
+      : Number(features.total_notional ?? 0);
+  if (
+    typeof filters.minNotional === "number" &&
+    (!Number.isFinite(totalNotional) || totalNotional < filters.minNotional)
+  ) {
    return false;
  }

@ -433,10 +448,7 @@ export const matchesFlowPacketFilters = (
        : typeof features.structure_rights === "string"
          ? features.structure_rights.toLowerCase()
          : null;
-    if (
-      !optionType ||
-      !filters.optionTypes.some((selected) => optionType.includes(selected))
-    ) {
+    if (!optionType || !filters.optionTypes.some((selected) => optionType.includes(selected))) {
      return false;
    }
  }
--- a/packages/types/src/sp500.ts
+++ b/packages/types/src/sp500.ts
@ -501,7 +501,7 @@ export const SP500_SYMBOLS = [
  "YUM",
  "ZBRA",
  "ZBH",
-  "ZTS",
+  "ZTS"
 ] as const;

-export type Sp500Symbol = typeof SP500_SYMBOLS[number];
+export type Sp500Symbol = (typeof SP500_SYMBOLS)[number];
--- a/packages/types/src/synthetic-market.ts
+++ b/packages/types/src/synthetic-market.ts
@ -26,10 +26,7 @@ const SMART_MONEY_PROFILE_IDS = [
  "arbitrage",
  "hedge_reactive"
 ] as const satisfies readonly SmartMoneyProfileId[];
-const SYNTHETIC_SCENARIO_FAMILY_IDS = [
-  ...SMART_MONEY_PROFILE_IDS,
-  "neutral_noise"
-] as const;
+const SYNTHETIC_SCENARIO_FAMILY_IDS = [...SMART_MONEY_PROFILE_IDS, "neutral_noise"] as const;
 const REGIME_IDS = [
  "trend_up",
  "trend_down",
@ -54,18 +51,14 @@ export const SyntheticCoverageWindowMinutesSchema = z.union([
  z.literal(20),
  z.literal(30)
 ]);
-export type SyntheticCoverageWindowMinutes = z.infer<
-  typeof SyntheticCoverageWindowMinutesSchema
->;
+export type SyntheticCoverageWindowMinutes = z.infer<typeof SyntheticCoverageWindowMinutesSchema>;

 export const SyntheticProfileWeightValueSchema = z.union([
  z.literal(0.6),
  z.literal(1.0),
  z.literal(1.6)
 ]);
-export type SyntheticProfileWeightValue = z.infer<
-  typeof SyntheticProfileWeightValueSchema
->;
+export type SyntheticProfileWeightValue = z.infer<typeof SyntheticProfileWeightValueSchema>;

 export const SyntheticProfileWeightMapSchema = z
  .object({
@ -77,9 +70,7 @@ export const SyntheticProfileWeightMapSchema = z
    hedge_reactive: SyntheticProfileWeightValueSchema
  })
  .strict();
-export type SyntheticProfileWeightMap = z.infer<
-  typeof SyntheticProfileWeightMapSchema
->;
+export type SyntheticProfileWeightMap = z.infer<typeof SyntheticProfileWeightMapSchema>;

 export const SyntheticControlStateSchema = z
  .object({
@ -94,23 +85,14 @@ export const SyntheticControlStateSchema = z
  .strict();
 export type SyntheticControlState = z.infer<typeof SyntheticControlStateSchema>;

-export const SyntheticSessionPhaseSchema = z.enum([
-  "open",
-  "midday",
-  "power_hour",
-  "after_event"
-]);
+export const SyntheticSessionPhaseSchema = z.enum(["open", "midday", "power_hour", "after_event"]);
 export type SyntheticSessionPhase = z.infer<typeof SyntheticSessionPhaseSchema>;

 export const SyntheticRegimeSchema = z.enum(REGIME_IDS);
 export type SyntheticRegime = z.infer<typeof SyntheticRegimeSchema>;

-export const SyntheticScenarioFamilyIdSchema = z.enum(
-  SYNTHETIC_SCENARIO_FAMILY_IDS
-);
-export type SyntheticScenarioFamilyId = z.infer<
-  typeof SyntheticScenarioFamilyIdSchema
->;
+export const SyntheticScenarioFamilyIdSchema = z.enum(SYNTHETIC_SCENARIO_FAMILY_IDS);
+export type SyntheticScenarioFamilyId = z.infer<typeof SyntheticScenarioFamilyIdSchema>;

 export const SyntheticCoverageConfigSchema = z
  .object({
@ -118,9 +100,7 @@ export const SyntheticCoverageConfigSchema = z
    coverage_window_minutes: SyntheticCoverageWindowMinutesSchema
  })
  .strict();
-export type SyntheticCoverageConfig = z.infer<
-  typeof SyntheticCoverageConfigSchema
->;
+export type SyntheticCoverageConfig = z.infer<typeof SyntheticCoverageConfigSchema>;

 export const SyntheticDerivedStatusSchema = z
  .object({
@ -131,9 +111,7 @@ export const SyntheticDerivedStatusSchema = z
    coverage_window_minutes: SyntheticCoverageWindowMinutesSchema
  })
  .strict();
-export type SyntheticDerivedStatus = z.infer<
-  typeof SyntheticDerivedStatusSchema
->;
+export type SyntheticDerivedStatus = z.infer<typeof SyntheticDerivedStatusSchema>;

 export type SyntheticSessionState = {
  session_phase: SyntheticSessionPhase;
@ -160,10 +138,7 @@ export type SyntheticUnderlyingState = {
  offExchangeBias: number;
 };

-export type SyntheticScenarioWeightMap = Record<
-  SyntheticScenarioFamilyId,
-  number
->;
+export type SyntheticScenarioWeightMap = Record<SyntheticScenarioFamilyId, number>;

 export type SyntheticCoverageState = {
  profile_hit_counts: Record<SmartMoneyProfileId, number>;
@ -195,10 +170,7 @@ export const DEFAULT_SYNTHETIC_CONTROL_STATE: SyntheticControlState = {
  updated_by: "system"
 };

-const PRESET_REGIME_BIAS: Record<
-  SyntheticControlPresetId,
-  Record<SyntheticRegime, number>
-> = {
+const PRESET_REGIME_BIAS: Record<SyntheticControlPresetId, Record<SyntheticRegime, number>> = {
  balanced_demo: {
    trend_up: 1.0,
    trend_down: 0.95,
@ -257,10 +229,7 @@ const PRESET_ACTIVITY_BIAS: Record<
  quiet_range: { focusCount: 2, eventCount: 1, amplitude: 0.72 }
 };

-const REGIME_PROFILE_BIAS: Record<
-  SyntheticRegime,
-  SyntheticScenarioWeightMap
-> = {
+const REGIME_PROFILE_BIAS: Record<SyntheticRegime, SyntheticScenarioWeightMap> = {
  trend_up: {
    institutional_directional: 1.35,
    retail_whale: 1.05,
@ -411,16 +380,12 @@ const mixSeed = (...parts: number[]): number => {
  return seed >>> 0;
 };

-const pick = <T,>(items: readonly T[], seed: number): T => {
+const pick = <T>(items: readonly T[], seed: number): T => {
  const index = Math.abs(seed) % items.length;
  return items[index]!;
 };

-const pickManyUnique = <T,>(
-  items: readonly T[],
-  count: number,
-  seed: number
-): T[] => {
+const pickManyUnique = <T>(items: readonly T[], count: number, seed: number): T[] => {
  const pool = [...items];
  const output: T[] = [];
  let cursor = seed;
@ -432,10 +397,7 @@ const pickManyUnique = <T,>(
  return output;
 };

-const weightedPick = <T extends string>(
-  weights: Record<T, number>,
-  seed: number
-): T => {
+const weightedPick = <T extends string>(weights: Record<T, number>, seed: number): T => {
  const entries = Object.entries(weights) as Array<[T, number]>;
  const total = entries.reduce((sum, [, weight]) => sum + Math.max(0.0001, weight), 0);
  let target = positiveNoise(seed) * total;
@ -461,10 +423,7 @@ export const hashSyntheticSymbol = (value: string): number => {
  return hash;
 };

-export const buildEmptySyntheticProfileHitCounts = (): Record<
-  SmartMoneyProfileId,
-  number
-> => ({
+export const buildEmptySyntheticProfileHitCounts = (): Record<SmartMoneyProfileId, number> => ({
  institutional_directional: 0,
  retail_whale: 0,
  event_driven: 0,
@ -487,10 +446,7 @@ export const normalizeSyntheticControlState = (
  return SyntheticControlStateSchema.parse(merged);
 };

-const resolvePhaseBias = (
-  phase: SyntheticSessionPhase,
-  regime: SyntheticRegime
-): number => {
+const resolvePhaseBias = (phase: SyntheticSessionPhase, regime: SyntheticRegime): number => {
  if (phase === "open") {
    return regime === "event_ramp" ? 1.08 : 1.02;
  }
@ -566,10 +522,7 @@ export const getSyntheticSessionState = (
    mixSeed(activitySeed, 211)
  );
  const focus_symbols: string[] = pickManyUnique(
-    [
-      ...event_symbols,
-      ...SYNTHETIC_SYMBOLS.filter((symbol) => !event_symbols.includes(symbol))
-    ],
+    [...event_symbols, ...SYNTHETIC_SYMBOLS.filter((symbol) => !event_symbols.includes(symbol))],
    focusCount,
    mixSeed(activitySeed, 389)
  );
@ -579,11 +532,7 @@ export const getSyntheticSessionState = (
    session_phase: phase,
    regime,
    volatility_level: roundTo(
-      clamp(
-        stateBase.volatility * amplitude + signedNoise(activitySeed + 3) * 0.08,
-        0.18,
-        1.2
-      )
+      clamp(stateBase.volatility * amplitude + signedNoise(activitySeed + 3) * 0.08, 0.18, 1.2)
    ),
    liquidity_level: roundTo(
      clamp(
@ -656,9 +605,7 @@ export const getSyntheticUnderlyingState = (
      ? -meanRevertWave * (12 + session.liquidity_level * 10)
      : meanRevertWave * 6;
  const gammaChop =
-    session.regime === "dealer_gamma"
-      ? Math.sin((minuteOfSession + (hash % 11)) / 2.8) * 16
-      : 0;
+    session.regime === "dealer_gamma" ? Math.sin((minuteOfSession + (hash % 11)) / 2.8) * 16 : 0;
  const noiseBps =
    signedNoise(mixSeed(hash, session.seed_bucket, control.shared_seed)) *
    (6 + session.volatility_level * 18);
@ -731,10 +678,7 @@ export const getSyntheticScenarioWeights = (
  };

  for (const profileId of SMART_MONEY_PROFILE_IDS) {
-    weights[profileId] = roundTo(
-      weights[profileId] * normalized.profile_weights[profileId],
-      4
-    );
+    weights[profileId] = roundTo(weights[profileId] * normalized.profile_weights[profileId], 4);
  }

  if (isFocus) {
@ -745,10 +689,7 @@ export const getSyntheticScenarioWeights = (
  }
  if (isEvent) {
    weights.event_driven = roundTo(weights.event_driven * 1.36, 4);
-    weights.institutional_directional = roundTo(
-      weights.institutional_directional * 1.04,
-      4
-    );
+    weights.institutional_directional = roundTo(weights.institutional_directional * 1.04, 4);
    weights.neutral_noise = roundTo(weights.neutral_noise * 0.8, 4);
  }
  if (isPower) {
@ -765,10 +706,7 @@ export const getSyntheticScenarioWeights = (
 export const getSyntheticCoverageBoost = (
  profileId: SmartMoneyProfileId,
  coverageState: SyntheticCoverageState,
-  control: Pick<
-    SyntheticControlState,
-    "coverage_assist" | "coverage_window_minutes"
-  >
+  control: Pick<SyntheticControlState, "coverage_assist" | "coverage_window_minutes">
 ): number => {
  if (!control.coverage_assist) {
    return 1;
--- a/packages/types/tests/live.test.ts
+++ b/packages/types/tests/live.test.ts
@ -31,9 +31,7 @@ describe("live protocol types", () => {
        underlying_ids: ["NVDA", "AAPL"],
        option_contract_id: "AAPL-2025-01-17-200-C"
      })
-    ).toBe(
-      'options|{"view":"signal"}|underlyings:AAPL,NVDA|contract:AAPL-2025-01-17-200-C'
-    );
+    ).toBe('options|{"view":"signal"}|underlyings:AAPL,NVDA|contract:AAPL-2025-01-17-200-C');
    expect(getSubscriptionKey({ channel: "equities", underlying_ids: ["NVDA", "AAPL"] })).toBe(
      "equities|underlyings:AAPL,NVDA"
    );