Implement smart money event bridge
This commit is contained in:
parent
a8cc2e3875
commit
6822fa1ba4
16 changed files with 1047 additions and 15 deletions
|
|
@ -8,7 +8,8 @@ import {
|
|||
InferredDarkEventSchema,
|
||||
FlowPacketSchema,
|
||||
OptionNBBOSchema,
|
||||
OptionPrintSchema
|
||||
OptionPrintSchema,
|
||||
SmartMoneyEventSchema
|
||||
} from "@islandflow/types";
|
||||
import type {
|
||||
AlertEvent,
|
||||
|
|
@ -19,6 +20,7 @@ import type {
|
|||
EquityPrintJoin,
|
||||
InferredDarkEvent,
|
||||
FlowPacket,
|
||||
SmartMoneyEvent,
|
||||
OptionNBBO,
|
||||
OptionPrint,
|
||||
OptionFlowFilters,
|
||||
|
|
@ -76,11 +78,19 @@ import {
|
|||
} from "./classifier-hits";
|
||||
import {
|
||||
ALERTS_TABLE,
|
||||
alertsTableMigrations,
|
||||
alertsTableDDL,
|
||||
fromAlertRecord,
|
||||
toAlertRecord,
|
||||
type AlertRecord
|
||||
} from "./alerts";
|
||||
import {
|
||||
SMART_MONEY_EVENTS_TABLE,
|
||||
smartMoneyEventsTableDDL,
|
||||
fromSmartMoneyEventRecord,
|
||||
toSmartMoneyEventRecord,
|
||||
type SmartMoneyEventRecord
|
||||
} from "./smart-money-events";
|
||||
|
||||
export type ClickHouseOptions = {
|
||||
url: string;
|
||||
|
|
@ -285,6 +295,14 @@ export const ensureFlowPacketsTable = async (
|
|||
});
|
||||
};
|
||||
|
||||
export const ensureSmartMoneyEventsTable = async (
|
||||
client: ClickHouseClient
|
||||
): Promise<void> => {
|
||||
await client.exec({
|
||||
query: smartMoneyEventsTableDDL()
|
||||
});
|
||||
};
|
||||
|
||||
export const ensureClassifierHitsTable = async (
|
||||
client: ClickHouseClient
|
||||
): Promise<void> => {
|
||||
|
|
@ -297,6 +315,9 @@ export const ensureAlertsTable = async (client: ClickHouseClient): Promise<void>
|
|||
await client.exec({
|
||||
query: alertsTableDDL()
|
||||
});
|
||||
for (const query of alertsTableMigrations()) {
|
||||
await client.exec({ query });
|
||||
}
|
||||
};
|
||||
|
||||
export const insertOptionPrint = async (
|
||||
|
|
@ -395,6 +416,18 @@ export const insertFlowPacket = async (
|
|||
});
|
||||
};
|
||||
|
||||
export const insertSmartMoneyEvent = async (
|
||||
client: ClickHouseClient,
|
||||
event: SmartMoneyEvent
|
||||
): Promise<void> => {
|
||||
const record = toSmartMoneyEventRecord(event);
|
||||
await client.insert({
|
||||
table: SMART_MONEY_EVENTS_TABLE,
|
||||
values: [record],
|
||||
format: "JSONEachRow"
|
||||
});
|
||||
};
|
||||
|
||||
export const insertClassifierHit = async (
|
||||
client: ClickHouseClient,
|
||||
hit: ClassifierHitEvent
|
||||
|
|
@ -777,6 +810,34 @@ const normalizeClassifierHitRow = (row: unknown): ClassifierHitRecord | null =>
|
|||
};
|
||||
};
|
||||
|
||||
const normalizeSmartMoneyEventRow = (row: unknown): SmartMoneyEventRecord | null => {
|
||||
if (!row || typeof row !== "object") {
|
||||
return null;
|
||||
}
|
||||
|
||||
const record = row as Record<string, unknown>;
|
||||
return {
|
||||
source_ts: coerceNumber(record.source_ts) as number,
|
||||
ingest_ts: coerceNumber(record.ingest_ts) as number,
|
||||
seq: coerceNumber(record.seq) as number,
|
||||
trace_id: String(record.trace_id ?? ""),
|
||||
event_id: String(record.event_id ?? ""),
|
||||
packet_ids: Array.isArray(record.packet_ids) ? record.packet_ids.map((value) => String(value)) : [],
|
||||
member_print_ids: Array.isArray(record.member_print_ids)
|
||||
? record.member_print_ids.map((value) => String(value))
|
||||
: [],
|
||||
underlying_id: String(record.underlying_id ?? ""),
|
||||
event_kind: String(record.event_kind ?? ""),
|
||||
event_window_ms: coerceNumber(record.event_window_ms) as number,
|
||||
features_json: String(record.features_json ?? "{}"),
|
||||
profile_scores_json: String(record.profile_scores_json ?? "[]"),
|
||||
primary_profile_id: String(record.primary_profile_id ?? ""),
|
||||
primary_direction: String(record.primary_direction ?? "unknown"),
|
||||
abstained: Boolean(record.abstained),
|
||||
suppressed_reasons_json: String(record.suppressed_reasons_json ?? "[]")
|
||||
};
|
||||
};
|
||||
|
||||
const normalizeAlertRow = (row: unknown): AlertRecord | null => {
|
||||
if (!row || typeof row !== "object") {
|
||||
return null;
|
||||
|
|
@ -791,7 +852,9 @@ const normalizeAlertRow = (row: unknown): AlertRecord | null => {
|
|||
score: Number(coerceNumber(record.score) ?? 0),
|
||||
severity: String(record.severity ?? ""),
|
||||
hits_json: String(record.hits_json ?? "[]"),
|
||||
evidence_refs_json: String(record.evidence_refs_json ?? "[]")
|
||||
evidence_refs_json: String(record.evidence_refs_json ?? "[]"),
|
||||
primary_profile_id: String(record.primary_profile_id ?? ""),
|
||||
profile_scores_json: String(record.profile_scores_json ?? "[]")
|
||||
};
|
||||
};
|
||||
|
||||
|
|
@ -951,6 +1014,23 @@ export const fetchRecentClassifierHits = async (
|
|||
return ClassifierHitEventSchema.array().parse(hits);
|
||||
};
|
||||
|
||||
export const fetchRecentSmartMoneyEvents = async (
|
||||
client: ClickHouseClient,
|
||||
limit: number
|
||||
): Promise<SmartMoneyEvent[]> => {
|
||||
const safeLimit = clampLimit(limit);
|
||||
const result = await client.query({
|
||||
query: `SELECT * FROM ${SMART_MONEY_EVENTS_TABLE} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
||||
format: "JSONEachRow"
|
||||
});
|
||||
|
||||
const rows = await result.json<unknown[]>();
|
||||
const records = rows
|
||||
.map(normalizeSmartMoneyEventRow)
|
||||
.filter((record): record is SmartMoneyEventRecord => record !== null);
|
||||
return SmartMoneyEventSchema.array().parse(records.map(fromSmartMoneyEventRecord));
|
||||
};
|
||||
|
||||
export const fetchRecentAlerts = async (
|
||||
client: ClickHouseClient,
|
||||
limit: number
|
||||
|
|
@ -1222,6 +1302,28 @@ export const fetchClassifierHitsAfter = async (
|
|||
return ClassifierHitEventSchema.array().parse(hits);
|
||||
};
|
||||
|
||||
export const fetchSmartMoneyEventsAfter = async (
|
||||
client: ClickHouseClient,
|
||||
afterTs: number,
|
||||
afterSeq: number,
|
||||
limit: number
|
||||
): Promise<SmartMoneyEvent[]> => {
|
||||
const safeLimit = clampLimit(limit);
|
||||
const safeAfterTs = clampCursor(afterTs);
|
||||
const safeAfterSeq = clampCursor(afterSeq);
|
||||
|
||||
const result = await client.query({
|
||||
query: `SELECT * FROM ${SMART_MONEY_EVENTS_TABLE} WHERE (source_ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY source_ts ASC, seq ASC LIMIT ${safeLimit}`,
|
||||
format: "JSONEachRow"
|
||||
});
|
||||
|
||||
const rows = await result.json<unknown[]>();
|
||||
const records = rows
|
||||
.map(normalizeSmartMoneyEventRow)
|
||||
.filter((record): record is SmartMoneyEventRecord => record !== null);
|
||||
return SmartMoneyEventSchema.array().parse(records.map(fromSmartMoneyEventRecord));
|
||||
};
|
||||
|
||||
export const fetchAlertsAfter = async (
|
||||
client: ClickHouseClient,
|
||||
afterTs: number,
|
||||
|
|
@ -1385,6 +1487,25 @@ export const fetchClassifierHitsBefore = async (
|
|||
return ClassifierHitEventSchema.array().parse(records.map(fromClassifierHitRecord));
|
||||
};
|
||||
|
||||
export const fetchSmartMoneyEventsBefore = async (
|
||||
client: ClickHouseClient,
|
||||
beforeTs: number,
|
||||
beforeSeq: number,
|
||||
limit: number
|
||||
): Promise<SmartMoneyEvent[]> => {
|
||||
const safeLimit = clampLimit(limit);
|
||||
const result = await client.query({
|
||||
query: `SELECT * FROM ${SMART_MONEY_EVENTS_TABLE} WHERE ${buildBeforeTupleCondition("source_ts", "seq", beforeTs, beforeSeq)} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
||||
format: "JSONEachRow"
|
||||
});
|
||||
|
||||
const rows = await result.json<unknown[]>();
|
||||
const records = rows
|
||||
.map(normalizeSmartMoneyEventRow)
|
||||
.filter((record): record is SmartMoneyEventRecord => record !== null);
|
||||
return SmartMoneyEventSchema.array().parse(records.map(fromSmartMoneyEventRecord));
|
||||
};
|
||||
|
||||
export const fetchAlertsBefore = async (
|
||||
client: ClickHouseClient,
|
||||
beforeTs: number,
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue