Fix flow packet notional to sum all prints

This commit is contained in:
dirtydishes 2025-12-30 17:40:06 -05:00
parent 69758d28d9
commit 900b002ff7
2 changed files with 6 additions and 1 deletions

View file

@ -399,12 +399,14 @@ const flushCluster = async (
const nbboJoin = selectNbbo(cluster.contractId, cluster.endTs);
const totalPremium = roundTo(cluster.totalPremium);
const totalNotional = roundTo(totalPremium * 100, 2);
const features: Record<string, string | number | boolean> = {
option_contract_id: cluster.contractId,
count: cluster.members.length,
total_size: cluster.totalSize,
total_premium: totalPremium,
total_notional: totalNotional,
first_price: cluster.firstPrice,
last_price: cluster.lastPrice,
start_ts: cluster.startTs,