Add hosted synthetic control plane

services/api/src/synthetic-control.ts

@@ -0,0 +1,93 @@
+import {
+  SyntheticDerivedStatusSchema,
+  buildEmptySyntheticProfileHitCounts,
+  getSyntheticSessionState,
+  type SmartMoneyEvent,
+  type SmartMoneyProfileId,
+  type SyntheticControlState,
+  type SyntheticDerivedStatus
+} from "@islandflow/types";
+
+export type SyntheticBackendMode = "synthetic" | "mixed" | "live";
+
+export type RollingSyntheticProfileHits = Record<SmartMoneyProfileId, number[]>;
+
+export const createRollingSyntheticProfileHits = (): RollingSyntheticProfileHits => ({
+  institutional_directional: [],
+  retail_whale: [],
+  event_driven: [],
+  vol_seller: [],
+  arbitrage: [],
+  hedge_reactive: []
+});
+
+export const resolveSyntheticBackendMode = (
+  optionsAdapter: string,
+  equitiesAdapter: string
+): SyntheticBackendMode => {
+  const optionsSynthetic = optionsAdapter === "synthetic";
+  const equitiesSynthetic = equitiesAdapter === "synthetic";
+  if (optionsSynthetic && equitiesSynthetic) {
+    return "synthetic";
+  }
+  if (optionsSynthetic || equitiesSynthetic) {
+    return "mixed";
+  }
+  return "live";
+};
+
+export const getSyntheticBackendDisabledReason = (
+  mode: SyntheticBackendMode
+): string | undefined => {
+  if (mode === "synthetic") {
+    return undefined;
+  }
+  if (mode === "mixed") {
+    return "Synthetic control requires both hosted ingest adapters to run in synthetic mode.";
+  }
+  return "Hosted ingest adapters are not synthetic, so the internal synthetic control surface is unavailable.";
+};
+
+export const recordSyntheticProfileHit = (
+  state: RollingSyntheticProfileHits,
+  event: Pick<SmartMoneyEvent, "primary_profile_id" | "source_ts">
+): void => {
+  if (!event.primary_profile_id) {
+    return;
+  }
+  state[event.primary_profile_id].push(event.source_ts);
+};
+
+export const getSyntheticProfileHitCounts = (
+  state: RollingSyntheticProfileHits,
+  now: number,
+  coverageWindowMinutes: number
+): Record<SmartMoneyProfileId, number> => {
+  const floorTs = now - coverageWindowMinutes * 60_000;
+  const counts = buildEmptySyntheticProfileHitCounts();
+  for (const profileId of Object.keys(state) as SmartMoneyProfileId[]) {
+    const retained = state[profileId].filter((ts) => ts >= floorTs);
+    state[profileId] = retained;
+    counts[profileId] = retained.length;
+  }
+  return counts;
+};
+
+export const buildSyntheticDerivedStatus = (
+  now: number,
+  control: SyntheticControlState,
+  state: RollingSyntheticProfileHits
+): SyntheticDerivedStatus => {
+  const session = getSyntheticSessionState(now, control);
+  return SyntheticDerivedStatusSchema.parse({
+    session_phase: session.session_phase,
+    regime: session.regime,
+    focus_symbols: session.focus_symbols,
+    profile_hit_counts: getSyntheticProfileHitCounts(
+      state,
+      now,
+      control.coverage_window_minutes
+    ),
+    coverage_window_minutes: control.coverage_window_minutes
+  });
+};