Implement smart money event bridge

packages/storage/tests/smart-money-events.test.ts

@@ -0,0 +1,85 @@
+import { describe, expect, it } from "bun:test";
+import {
+  SMART_MONEY_EVENTS_TABLE,
+  fromSmartMoneyEventRecord,
+  smartMoneyEventsTableDDL,
+  toSmartMoneyEventRecord
+} from "../src/smart-money-events";
+import type { SmartMoneyEvent } from "@islandflow/types";
+
+const event: SmartMoneyEvent = {
+  source_ts: 10,
+  ingest_ts: 20,
+  seq: 1,
+  trace_id: "smartmoney:flowpacket:1",
+  event_id: "smartmoney:single_leg_event:flowpacket:1",
+  packet_ids: ["flowpacket:1"],
+  member_print_ids: ["print:1"],
+  underlying_id: "SPY",
+  event_kind: "single_leg_event",
+  event_window_ms: 500,
+  features: {
+    contract_count: 1,
+    print_count: 3,
+    total_size: 900,
+    total_premium: 75_000,
+    total_notional: 7_500_000,
+    start_ts: 10,
+    end_ts: 10,
+    window_ms: 500,
+    option_contract_id: "SPY-2025-01-17-450-C",
+    option_type: "C",
+    dte_days: 1,
+    moneyness: 1,
+    atm_proximity: 0.01,
+    aggressor_buy_ratio: 0.7,
+    aggressor_sell_ratio: 0.1,
+    aggressor_ratio: 0.8,
+    nbbo_coverage_ratio: 0.9,
+    nbbo_inside_ratio: 0.1,
+    nbbo_stale_ratio: 0,
+    quote_age_ms: 20,
+    venue_count: 2,
+    inter_fill_ms_mean: 100,
+    strike_count: 1,
+    strike_concentration: 1,
+    structure_legs: 0,
+    same_size_leg_symmetry: 0,
+    net_directional_bias: 0.6,
+    synthetic_iv_shock: null,
+    spread_widening: null,
+    underlying_move_bps: null,
+    days_to_event: null,
+    expiry_after_event: null,
+    pre_event_concentration: null,
+    special_print_ratio: 0
+  },
+  profile_scores: [
+    {
+      profile_id: "institutional_directional",
+      probability: 0.74,
+      confidence_band: "high",
+      direction: "bullish",
+      reasons: ["large_parent_event"]
+    }
+  ],
+  primary_profile_id: "institutional_directional",
+  primary_direction: "bullish",
+  abstained: false,
+  suppressed_reasons: []
+};
+
+describe("smart money event storage helpers", () => {
+  it("includes the correct table name in the DDL", () => {
+    const ddl = smartMoneyEventsTableDDL();
+    expect(ddl).toContain(SMART_MONEY_EVENTS_TABLE);
+    expect(ddl).toContain("profile_scores_json");
+  });
+
+  it("round-trips smart money event records", () => {
+    const restored = fromSmartMoneyEventRecord(toSmartMoneyEventRecord(event));
+    expect(restored.event_id).toBe(event.event_id);
+    expect(restored.profile_scores).toEqual(event.profile_scores);
+    expect(restored.features.total_premium).toBe(event.features.total_premium);
+  });
+});