Fix flow packet notional to sum all prints
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2 changed files with 6 additions and 1 deletions
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@ -399,12 +399,14 @@ const flushCluster = async (
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const nbboJoin = selectNbbo(cluster.contractId, cluster.endTs);
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const totalPremium = roundTo(cluster.totalPremium);
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const totalNotional = roundTo(totalPremium * 100, 2);
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const features: Record<string, string | number | boolean> = {
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option_contract_id: cluster.contractId,
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count: cluster.members.length,
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total_size: cluster.totalSize,
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total_premium: totalPremium,
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total_notional: totalNotional,
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first_price: cluster.firstPrice,
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last_price: cluster.lastPrice,
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start_ts: cluster.startTs,
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