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expand ci quality gates
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dirtydishes 2026-05-30 02:34:28 -04:00
parent 65139bf8d0
commit 44431c4e66
71 changed files with 2262 additions and 1173 deletions
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34
services/ingest-options/src/index.ts
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@ -43,7 +43,12 @@ import { createDatabentoOptionsAdapter } from "./adapters/databento";
import { createIbkrOptionsAdapter } from "./adapters/ibkr";
import { createSyntheticOptionsAdapter } from "./adapters/synthetic";
import type { OptionIngestAdapter, StopHandler } from "./adapters/types";
import { enrichOptionPrint, rememberContext, selectAtOrBefore, type ContextHistory } from "./enrichment";
import {
enrichOptionPrint,
rememberContext,
selectAtOrBefore,
type ContextHistory
} from "./enrichment";
import { z } from "zod";
const service = "ingest-options";
@ -87,7 +92,10 @@ const envSchema = z.object({
IBKR_EXPIRY: z.string().min(1).default("20250117"),
IBKR_STRIKE: z.coerce.number().positive().default(450),
IBKR_RIGHT: z
.preprocess((value) => (typeof value === "string" ? value.toUpperCase() : value), z.enum(["C", "P"]))
.preprocess(
(value) => (typeof value === "string" ? value.toUpperCase() : value),
z.enum(["C", "P"])
)
.default("C"),
IBKR_EXCHANGE: z.string().min(1).default("SMART"),
IBKR_CURRENCY: z.string().min(1).default("USD"),
@ -395,10 +403,7 @@ const run = async () => {
await ensureOptionNBBOTable(clickhouse);
});
const adapter = selectAdapter(
env.OPTIONS_INGEST_ADAPTER,
() => syntheticControl
);
const adapter = selectAdapter(env.OPTIONS_INGEST_ADAPTER, () => syntheticControl);
logger.info("ingest adapter selected", { adapter: adapter.name });
const allowPublish = buildThrottle(env.TESTING_MODE, env.TESTING_THROTTLE_MS);
const allowNbboPublish = buildThrottle(env.TESTING_MODE, env.TESTING_THROTTLE_MS);
@ -421,7 +426,10 @@ const run = async () => {
rawPrint.ts
);
const equityQuote = parsedMetadata.underlying_id
? selectAtOrBefore(equityQuoteHistoryByUnderlying.get(parsedMetadata.underlying_id), rawPrint.ts)
? selectAtOrBefore(
equityQuoteHistoryByUnderlying.get(parsedMetadata.underlying_id),
rawPrint.ts
)
: null;
const print = enrichOptionPrint(rawPrint, optionQuote, equityQuote, optionsSignalConfig);
@ -500,8 +508,16 @@ const run = async () => {
const pruneTimer = setInterval(() => {
const removed =
pruneContextHistory(nbboHistoryByContract, env.OPTION_CONTEXT_MAX_KEYS, env.OPTION_CONTEXT_TTL_MS) +
pruneContextHistory(equityQuoteHistoryByUnderlying, env.OPTION_CONTEXT_MAX_KEYS, env.OPTION_CONTEXT_TTL_MS);
pruneContextHistory(
nbboHistoryByContract,
env.OPTION_CONTEXT_MAX_KEYS,
env.OPTION_CONTEXT_TTL_MS
) +
pruneContextHistory(
equityQuoteHistoryByUnderlying,
env.OPTION_CONTEXT_MAX_KEYS,
env.OPTION_CONTEXT_TTL_MS
);
logger.info("option context cache summary", {
nbbo_context_keys: nbboHistoryByContract.size,
equity_quote_context_keys: equityQuoteHistoryByUnderlying.size,