Add flow packet clustering

packages/bus/src/subjects.ts

@@ -2,3 +2,5 @@ export const STREAM_OPTION_PRINTS = "OPTIONS_PRINTS";
 export const SUBJECT_OPTION_PRINTS = "options.prints";
 export const STREAM_EQUITY_PRINTS = "EQUITY_PRINTS";
 export const SUBJECT_EQUITY_PRINTS = "equities.prints";
+export const STREAM_FLOW_PACKETS = "FLOW_PACKETS";
+export const SUBJECT_FLOW_PACKETS = "flow.packets";

packages/storage/src/clickhouse.ts

@@ -1,6 +1,6 @@
 import { createClient, type ClickHouseClient } from "@clickhouse/client";
-import { EquityPrintSchema, OptionPrintSchema } from "@islandflow/types";
-import type { EquityPrint, OptionPrint } from "@islandflow/types";
+import { EquityPrintSchema, FlowPacketSchema, OptionPrintSchema } from "@islandflow/types";
+import type { EquityPrint, FlowPacket, OptionPrint } from "@islandflow/types";
 import {
   normalizeOptionPrint,
   optionPrintsTableDDL,
@@ -11,6 +11,13 @@ import {
   EQUITY_PRINTS_TABLE,
   normalizeEquityPrint
 } from "./equity-prints";
+import {
+  FLOW_PACKETS_TABLE,
+  flowPacketsTableDDL,
+  fromFlowPacketRecord,
+  toFlowPacketRecord,
+  type FlowPacketRecord
+} from "./flow-packets";
 
 export type ClickHouseOptions = {
   url: string;
@@ -44,6 +51,14 @@ export const ensureEquityPrintsTable = async (
   });
 };
 
+export const ensureFlowPacketsTable = async (
+  client: ClickHouseClient
+): Promise<void> => {
+  await client.exec({
+    query: flowPacketsTableDDL()
+  });
+};
+
 export const insertOptionPrint = async (
   client: ClickHouseClient,
   print: OptionPrint
@@ -68,6 +83,18 @@ export const insertEquityPrint = async (
   });
 };
 
+export const insertFlowPacket = async (
+  client: ClickHouseClient,
+  packet: FlowPacket
+): Promise<void> => {
+  const record = toFlowPacketRecord(packet);
+  await client.insert({
+    table: FLOW_PACKETS_TABLE,
+    values: [record],
+    format: "JSONEachRow"
+  });
+};
+
 const clampLimit = (limit: number): number => {
   if (!Number.isFinite(limit)) {
     return 100;
@@ -149,6 +176,26 @@ const normalizeEquityRow = (row: unknown): unknown => {
   return row;
 };
 
+const normalizeFlowPacketRow = (row: unknown): FlowPacketRecord | 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 ?? ""),
+    id: String(record.id ?? ""),
+    members: Array.isArray(record.members)
+      ? record.members.map((value) => String(value))
+      : [],
+    features_json: String(record.features_json ?? "{}"),
+    join_quality_json: String(record.join_quality_json ?? "{}")
+  };
+};
+
 export const fetchRecentOptionPrints = async (
   client: ClickHouseClient,
   limit: number
@@ -177,6 +224,24 @@ export const fetchRecentEquityPrints = async (
   return EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
 };
 
+export const fetchRecentFlowPackets = async (
+  client: ClickHouseClient,
+  limit: number
+): Promise<FlowPacket[]> => {
+  const safeLimit = clampLimit(limit);
+  const result = await client.query({
+    query: `SELECT * FROM ${FLOW_PACKETS_TABLE} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
+    format: "JSONEachRow"
+  });
+
+  const rows = await result.json<unknown[]>();
+  const records = rows
+    .map(normalizeFlowPacketRow)
+    .filter((record): record is FlowPacketRecord => record !== null);
+  const packets = records.map(fromFlowPacketRecord);
+  return FlowPacketSchema.array().parse(packets);
+};
+
 export const fetchOptionPrintsAfter = async (
   client: ClickHouseClient,
   afterTs: number,

packages/storage/src/flow-packets.ts

@@ -0,0 +1,70 @@
+import type { FlowPacket } from "@islandflow/types";
+
+export const FLOW_PACKETS_TABLE = "flow_packets";
+
+export type FlowPacketRecord = {
+  source_ts: number;
+  ingest_ts: number;
+  seq: number;
+  trace_id: string;
+  id: string;
+  members: string[];
+  features_json: string;
+  join_quality_json: string;
+};
+
+export const flowPacketsTableDDL = (): string => {
+  return `
+CREATE TABLE IF NOT EXISTS ${FLOW_PACKETS_TABLE} (
+  source_ts UInt64,
+  ingest_ts UInt64,
+  seq UInt64,
+  trace_id String,
+  id String,
+  members Array(String),
+  features_json String,
+  join_quality_json String
+)
+ENGINE = MergeTree
+ORDER BY (source_ts, seq)
+`;
+};
+
+export const toFlowPacketRecord = (packet: FlowPacket): FlowPacketRecord => {
+  return {
+    source_ts: packet.source_ts,
+    ingest_ts: packet.ingest_ts,
+    seq: packet.seq,
+    trace_id: packet.trace_id,
+    id: packet.id,
+    members: packet.members,
+    features_json: JSON.stringify(packet.features),
+    join_quality_json: JSON.stringify(packet.join_quality)
+  };
+};
+
+const safeJson = (value: string, fallback: Record<string, unknown>): Record<string, unknown> => {
+  try {
+    const parsed = JSON.parse(value);
+    if (parsed && typeof parsed === "object") {
+      return parsed as Record<string, unknown>;
+    }
+  } catch {
+    // ignore
+  }
+
+  return fallback;
+};
+
+export const fromFlowPacketRecord = (record: FlowPacketRecord): FlowPacket => {
+  return {
+    source_ts: record.source_ts,
+    ingest_ts: record.ingest_ts,
+    seq: record.seq,
+    trace_id: record.trace_id,
+    id: record.id,
+    members: record.members,
+    features: safeJson(record.features_json, {}),
+    join_quality: safeJson(record.join_quality_json, {}) as Record<string, number>
+  };
+};

packages/storage/src/index.ts

@@ -1,3 +1,4 @@
 export * from "./clickhouse";
+export * from "./flow-packets";
 export * from "./equity-prints";
 export * from "./option-prints";

packages/storage/tests/flow-packets.test.ts

@@ -0,0 +1,39 @@
+import { describe, expect, it } from "bun:test";
+import {
+  flowPacketsTableDDL,
+  FLOW_PACKETS_TABLE,
+  fromFlowPacketRecord,
+  toFlowPacketRecord
+} from "../src/flow-packets";
+
+const packet = {
+  source_ts: 10,
+  ingest_ts: 20,
+  seq: 1,
+  trace_id: "fp-1",
+  id: "fp-1",
+  members: ["p1", "p2"],
+  features: {
+    option_contract_id: "SPY-2025-01-17-450-C",
+    count: 2,
+    total_size: 30
+  },
+  join_quality: {
+    nbbo_age_ms: 5
+  }
+};
+
+describe("flow-packets storage helpers", () => {
+  it("includes the correct table name in the DDL", () => {
+    const ddl = flowPacketsTableDDL();
+    expect(ddl).toContain(FLOW_PACKETS_TABLE);
+    expect(ddl).toContain("CREATE TABLE IF NOT EXISTS");
+  });
+
+  it("round-trips flow packet records", () => {
+    const record = toFlowPacketRecord(packet);
+    const restored = fromFlowPacketRecord(record);
+    expect(restored.features).toEqual(packet.features);
+    expect(restored.join_quality).toEqual(packet.join_quality);
+  });
+});