Add inferred dark evidence drawer and synthetic bursts

services/ingest-equities/src/adapters/synthetic.ts

@@ -6,6 +6,22 @@ type SyntheticEquitiesAdapterConfig = {
 };
 
 const EXCHANGES = ["NYSE", "NASDAQ", "ARCA", "BATS", "IEX", "TEST"];
+const DARK_EXCHANGE = "OTC";
+
+type PricePlacement = "MID" | "A" | "AA" | "B" | "BB";
+type DarkScenario = "block" | "buy" | "sell";
+
+const DARK_SEQUENCE: DarkScenario[] = [
+  "block",
+  "buy",
+  "buy",
+  "buy",
+  "buy",
+  "sell",
+  "sell",
+  "sell",
+  "sell"
+];
 
 const hashSymbol = (value: string): number => {
   let hash = 0;
@@ -57,6 +73,50 @@ const buildSyntheticQuote = (
   };
 };
 
+const formatPrice = (value: number): number => {
+  return Number(value.toFixed(2));
+};
+
+const buildQuoteFromMid = (mid: number) => {
+  const spread = Math.max(0.05, Number((mid * 0.002).toFixed(2)));
+  const half = spread / 2;
+  const bid = formatPrice(Math.max(0.01, mid - half));
+  const ask = formatPrice(Math.max(bid + 0.01, mid + half));
+  const epsilon = Math.max(0.01, spread * 0.05);
+
+  return { bid, ask, spread, epsilon };
+};
+
+const priceForPlacement = (
+  mid: number,
+  quote: { bid: number; ask: number; epsilon: number },
+  placement: PricePlacement
+): number => {
+  const { bid, ask, epsilon } = quote;
+
+  let price = mid;
+  switch (placement) {
+    case "AA":
+      price = ask + epsilon * 1.5;
+      break;
+    case "A":
+      price = ask;
+      break;
+    case "BB":
+      price = bid - epsilon * 1.5;
+      break;
+    case "B":
+      price = bid;
+      break;
+    case "MID":
+    default:
+      price = mid;
+      break;
+  }
+
+  return formatPrice(Math.max(0.01, price));
+};
+
 export const createSyntheticEquitiesAdapter = (
   config: SyntheticEquitiesAdapterConfig
 ): EquityIngestAdapter => {
@@ -65,6 +125,8 @@ export const createSyntheticEquitiesAdapter = (
     start: (handlers: EquityIngestHandlers) => {
       let seq = 0;
       let quoteSeq = 0;
+      let darkStep = 0;
+      let darkSymbolIndex = 0;
       let timer: ReturnType<typeof setInterval> | null = null;
       let stopped = false;
 
@@ -76,27 +138,79 @@ export const createSyntheticEquitiesAdapter = (
         const now = Date.now();
         const batchSize = 3;
 
+        const darkSymbol = SP500_SYMBOLS[darkSymbolIndex % SP500_SYMBOLS.length];
+        const darkHash = hashSymbol(darkSymbol);
+        const darkBase = 25 + (darkHash % 475);
+        const darkDrift = ((darkStep % 24) - 12) * 0.08;
+        const darkMid = formatPrice(darkBase + darkDrift);
+        const darkQuote = buildQuoteFromMid(darkMid);
+        const scenario = DARK_SEQUENCE[darkStep % DARK_SEQUENCE.length];
+        const darkTs = now;
+
+        if (handlers.onQuote) {
+          quoteSeq += 1;
+          const quoteEvent = buildSyntheticQuote(
+            quoteSeq,
+            darkTs - 2,
+            darkSymbol,
+            darkQuote.bid,
+            darkQuote.ask
+          );
+          void handlers.onQuote(quoteEvent);
+        }
+
+        seq += 1;
+        let darkPlacement: PricePlacement = "MID";
+        let darkSize = 2600;
+        if (scenario === "buy") {
+          darkPlacement = darkStep % 2 === 0 ? "A" : "AA";
+          darkSize = 800;
+        } else if (scenario === "sell") {
+          darkPlacement = darkStep % 2 === 0 ? "B" : "BB";
+          darkSize = 800;
+        }
+        const darkPrice = priceForPlacement(darkMid, darkQuote, darkPlacement);
+        const darkPrint = buildSyntheticPrint(
+          seq,
+          darkTs,
+          darkSymbol,
+          darkPrice,
+          darkSize,
+          DARK_EXCHANGE,
+          true
+        );
+        void handlers.onTrade(darkPrint);
+
+        darkStep += 1;
+        if (darkStep >= DARK_SEQUENCE.length) {
+          darkStep = 0;
+          darkSymbolIndex += 1;
+        }
+
         for (let i = 0; i < batchSize; i += 1) {
           seq += 1;
           const symbol = SP500_SYMBOLS[(seq + i) % SP500_SYMBOLS.length];
           const symbolHash = hashSymbol(symbol);
           const basePrice = 25 + (symbolHash % 475);
-          const price = Number((basePrice + ((seq % 40) - 20) * 0.05).toFixed(2));
+          const mid = formatPrice(basePrice + ((seq % 40) - 20) * 0.05);
+          const quote = buildQuoteFromMid(mid);
+          const placement: PricePlacement =
+            seq % 11 === 0 ? "A" : seq % 13 === 0 ? "B" : "MID";
+          const price = priceForPlacement(mid, quote, placement);
           const size = 10 + (seq % 600);
           const exchange = EXCHANGES[(seq + symbolHash) % EXCHANGES.length];
           const offExchangeFlag = (seq + i) % 6 === 0;
           const eventTs = now + i * 4;
-          const print = buildSyntheticPrint(seq, eventTs, symbol, price, size, exchange, offExchangeFlag);
-          void handlers.onTrade(print);
 
           if (handlers.onQuote) {
             quoteSeq += 1;
-            const spread = Math.max(0.02, Number((price * 0.002).toFixed(2)));
-            const bid = Math.max(0.01, Number((price - spread / 2).toFixed(2)));
-            const ask = Math.max(bid + 0.01, Number((price + spread / 2).toFixed(2)));
-            const quote = buildSyntheticQuote(quoteSeq, eventTs, symbol, bid, ask);
-            void handlers.onQuote(quote);
+            const quoteEventTs = eventTs - 2;
+            const quoteEvent = buildSyntheticQuote(quoteSeq, quoteEventTs, symbol, quote.bid, quote.ask);
+            void handlers.onQuote(quoteEvent);
           }
+
+          const print = buildSyntheticPrint(seq, eventTs, symbol, price, size, exchange, offExchangeFlag);
+          void handlers.onTrade(print);
         }
       };