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Implement scoped live 24h feed visibility

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dirtydishes 2026-05-04 05:52:38 -04:00
parent f28c8e641f
commit 48b0d980a6
11 changed files with 547 additions and 49 deletions
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8
packages/storage/tests/option-prints.test.ts
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@ -58,7 +58,10 @@ describe("option-prints storage helpers", () => {
security: "stock",
nbboSides: ["AA", "A"],
optionTypes: ["call"],
minNotional: 25_000
minNotional: 25_000,
underlyingIds: ["AAPL", "NVDA"],
optionContractId: "AAPL-2025-01-17-200-C",
sinceTs: 123
});
await fetchOptionPrintsBefore(client, 100, 5, 20, "alpaca");
await fetchOptionPrintsByTraceIds(client, ["trace-1", "trace-2"]);
@ -68,6 +71,9 @@ describe("option-prints storage helpers", () => {
expect(queries[0]).toContain("nbbo_side IN ('AA', 'A')");
expect(queries[0]).toContain("option_type IN ('call')");
expect(queries[0]).toContain("notional >= 25000");
expect(queries[0]).toContain("underlying_id IN ('AAPL', 'NVDA')");
expect(queries[0]).toContain("option_contract_id = 'AAPL-2025-01-17-200-C'");
expect(queries[0]).toContain("ts >= 123");
expect(queries[1]).toContain("(ts, seq) < (100, 5)");
expect(queries[1]).toContain("startsWith(trace_id, 'alpaca')");
expect(queries[1]).toContain("ORDER BY ts DESC, seq DESC LIMIT 20");