dirtydishes/islandflow
1
0
Fork 0
Code Issues 2 Pull requests 4 Projects Releases Packages Wiki Activity Actions 1

Fix flow packet notional to sum all prints

Browse source
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
Download patch file Download diff file Expand all files Collapse all files

5
apps/web/app/page.tsx
View file

@ -1782,7 +1782,10 @@ export default function HomePage() {
const count = parseNumber(features.count, packet.members.length); const count = parseNumber(features.count, packet.members.length);
const totalSize = parseNumber(features.total_size, 0); const totalSize = parseNumber(features.total_size, 0);
const totalPremium = parseNumber(features.total_premium, 0); const totalPremium = parseNumber(features.total_premium, 0);
const notional = totalPremium * 100; const totalNotional = parseNumber(features.total_notional, Number.NaN);
const notional = Number.isFinite(totalNotional)
? totalNotional
: totalPremium * 100;
const startTs = parseNumber(features.start_ts, packet.source_ts); const startTs = parseNumber(features.start_ts, packet.source_ts);
const endTs = parseNumber(features.end_ts, startTs); const endTs = parseNumber(features.end_ts, startTs);
const windowMs = parseNumber(features.window_ms, 0); const windowMs = parseNumber(features.window_ms, 0);

2
services/compute/src/index.ts
View file

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