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Add hosted synthetic control plane

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This commit is contained in:
dirtydishes 2026-05-13 22:10:05 -04:00
parent af04875107
commit 8dcbcd2201
21 changed files with 3695 additions and 772 deletions
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39
services/ingest-equities/src/index.ts
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@ -6,7 +6,10 @@ import {
STREAM_EQUITY_PRINTS,
STREAM_EQUITY_QUOTES,
connectJetStreamWithRetry,
ensureSyntheticControlState,
ensureKnownStreams,
openSyntheticControlKv,
watchSyntheticControlState,
publishJson
} from "@islandflow/bus";
import {
@ -19,9 +22,11 @@ import {
import {
EquityPrintSchema,
EquityQuoteSchema,
DEFAULT_SYNTHETIC_CONTROL_STATE,
resolveSyntheticMarketModes,
type EquityPrint,
type EquityQuote
type EquityQuote,
type SyntheticControlState
} from "@islandflow/types";
import { createAlpacaEquitiesAdapter } from "./adapters/alpaca";
import { createSyntheticEquitiesAdapter } from "./adapters/synthetic";
@ -157,11 +162,15 @@ const parseSymbolList = (value: string): string[] => {
.filter(Boolean);
};
const selectAdapter = (name: string): EquityIngestAdapter => {
const selectAdapter = (
name: string,
getSyntheticControl: () => SyntheticControlState
): EquityIngestAdapter => {
if (name === "synthetic") {
return createSyntheticEquitiesAdapter({
emitIntervalMs: env.EMIT_INTERVAL_MS,
mode: syntheticModes.equities
mode: syntheticModes.equities,
getControl: getSyntheticControl
});
}
@ -196,6 +205,24 @@ const run = async () => {
await ensureKnownStreams(jsm, [STREAM_EQUITY_PRINTS, STREAM_EQUITY_QUOTES], { logger });
let syntheticControl = DEFAULT_SYNTHETIC_CONTROL_STATE;
let stopSyntheticControlWatch = async () => {};
if (env.EQUITIES_INGEST_ADAPTER === "synthetic") {
const syntheticControlKv = await openSyntheticControlKv(js);
syntheticControl = await ensureSyntheticControlState(syntheticControlKv);
stopSyntheticControlWatch = await watchSyntheticControlState(
syntheticControlKv,
(nextControl) => {
syntheticControl = nextControl;
},
(error) => {
logger.warn("synthetic control watch failed", {
error: getErrorMessage(error)
});
}
);
}
const clickhouse = createClickHouseClient({
url: env.CLICKHOUSE_URL,
database: env.CLICKHOUSE_DATABASE
@ -206,7 +233,10 @@ const run = async () => {
await ensureEquityQuotesTable(clickhouse);
});
const adapter = selectAdapter(env.EQUITIES_INGEST_ADAPTER);
const adapter = selectAdapter(
env.EQUITIES_INGEST_ADAPTER,
() => syntheticControl
);
logger.info("ingest adapter selected", { adapter: adapter.name });
const allowPublish = buildThrottle(env.TESTING_MODE, env.TESTING_THROTTLE_MS);
const allowQuotePublish = buildThrottle(env.TESTING_MODE, env.TESTING_THROTTLE_MS);
@ -274,6 +304,7 @@ const run = async () => {
state.shuttingDown = true;
state.shutdownPromise = (async () => {
logger.info("service stopping", { signal });
await stopSyntheticControlWatch();
await stopAdapter();
try {