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Implement smart money event bridge

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dirtydishes 2026-05-04 17:36:03 -04:00
parent a8cc2e3875
commit 6822fa1ba4
16 changed files with 1047 additions and 15 deletions
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12
services/api/src/live.ts
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@ -9,6 +9,7 @@ import {
fetchRecentFlowPackets,
fetchRecentInferredDark,
fetchRecentOptionNBBO,
fetchRecentSmartMoneyEvents,
type ClickHouseClient
} from "@islandflow/storage";
import type { OptionPrintQueryFilters } from "@islandflow/storage";
@ -30,6 +31,7 @@ import {
matchesOptionPrintFilters,
OptionNBBOSchema,
OptionPrintSchema,
SmartMoneyEventSchema,
type OptionFlowFilters,
type Cursor,
type EquityCandle,
@ -51,6 +53,7 @@ const GENERIC_LIMIT_ENV_KEYS: Record<LiveGenericChannel, string> = {
"equity-quotes": "LIVE_LIMIT_EQUITY_QUOTES",
"equity-joins": "LIVE_LIMIT_EQUITY_JOINS",
flow: "LIVE_LIMIT_FLOW",
"smart-money": "LIVE_LIMIT_SMART_MONEY",
"classifier-hits": "LIVE_LIMIT_CLASSIFIER_HITS",
alerts: "LIVE_LIMIT_ALERTS",
"inferred-dark": "LIVE_LIMIT_INFERRED_DARK"
@ -111,6 +114,7 @@ export const resolveGenericLiveLimits = (env: NodeJS.ProcessEnv = process.env):
"equity-quotes": parseGenericLimit(env, "equity-quotes", DEFAULT_GENERIC_LIMIT),
"equity-joins": parseGenericLimit(env, "equity-joins", DEFAULT_GENERIC_LIMIT),
flow: parseGenericLimit(env, "flow", DEFAULT_GENERIC_LIMIT),
"smart-money": parseGenericLimit(env, "smart-money", DEFAULT_GENERIC_LIMIT),
"classifier-hits": parseGenericLimit(env, "classifier-hits", DEFAULT_GENERIC_LIMIT),
alerts: parseGenericLimit(env, "alerts", DEFAULT_GENERIC_LIMIT),
"inferred-dark": parseGenericLimit(env, "inferred-dark", DEFAULT_GENERIC_LIMIT)
@ -185,6 +189,14 @@ const getGenericConfig = (limits: GenericLiveLimits): {
cursor: (item) => ({ ts: item.source_ts, seq: item.seq }),
fetchRecent: fetchRecentFlowPackets
},
"smart-money": {
redisKey: "live:smart-money",
cursorField: "smart-money",
limit: limits["smart-money"],
parse: (value) => SmartMoneyEventSchema.parse(value),
cursor: (item) => ({ ts: item.source_ts, seq: item.seq }),
fetchRecent: fetchRecentSmartMoneyEvents
},
"classifier-hits": {
redisKey: "live:classifier-hits",
cursorField: "classifier-hits",