Add replay mode for tapes
This commit is contained in:
dirtydishes
parent
fd175260c9
commit
a21d513f32
4 changed files with 314 additions and 51 deletions
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@ -9,6 +9,7 @@
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--accent: #2f6d4f;
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--accent-soft: rgba(47, 109, 79, 0.18);
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--warning: #c46f2a;
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--replay: #1f4a7b;
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--grid: rgba(82, 64, 36, 0.12);
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}
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@ -69,7 +70,7 @@ h1 {
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.summary {
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display: grid;
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gap: 8px;
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gap: 12px;
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padding: 16px 20px;
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border-radius: 16px;
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border: 1px solid var(--panel-border);
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@ -88,6 +89,23 @@ h1 {
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font-size: 1rem;
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}
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.mode-button {
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border: 1px solid rgba(31, 74, 123, 0.35);
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border-radius: 999px;
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padding: 8px 14px;
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background: rgba(31, 74, 123, 0.12);
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color: #1f4a7b;
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font-size: 0.75rem;
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letter-spacing: 0.12em;
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text-transform: uppercase;
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cursor: pointer;
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}
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.mode-button:focus-visible {
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outline: 2px solid rgba(31, 74, 123, 0.4);
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outline-offset: 2px;
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}
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.cards {
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display: grid;
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gap: 28px;
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@ -126,6 +144,11 @@ h1 {
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box-shadow: 0 0 0 4px var(--accent-soft);
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}
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.status-replay .status-dot {
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background: var(--replay);
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box-shadow: 0 0 0 4px rgba(31, 74, 123, 0.18);
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}
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.status-connecting .status-dot {
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animation: pulse 1.2s ease-in-out infinite;
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}
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@ -8,6 +8,8 @@ const LOCAL_HOSTS = new Set(["localhost", "127.0.0.1"]);
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type WsStatus = "connecting" | "connected" | "disconnected";
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type TapeMode = "live" | "replay";
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type MessageType = "option-print" | "equity-print";
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type StreamMessage<T> = {
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@ -15,6 +17,16 @@ type StreamMessage<T> = {
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payload: T;
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};
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type ReplayCursor = {
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ts: number;
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seq: number;
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};
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type ReplayResponse<T> = {
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data: T[];
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next: ReplayCursor | null;
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};
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type TapeState<T> = {
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status: WsStatus;
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items: T[];
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@ -44,6 +56,27 @@ const buildWsUrl = (path: string): string => {
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return `${wsProtocol}://${host}${path}`;
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};
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const buildApiUrl = (path: string): string => {
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const envBase = process.env.NEXT_PUBLIC_API_URL;
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if (envBase) {
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const url = new URL(envBase);
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const secure = url.protocol === "https:" || url.protocol === "wss:";
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url.protocol = secure ? "https:" : "http:";
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url.pathname = path;
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url.search = "";
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url.hash = "";
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return url.toString();
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}
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const { protocol, hostname } = window.location;
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const httpProtocol = protocol === "https:" ? "https" : "http";
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const isLocal = LOCAL_HOSTS.has(hostname);
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const host = isLocal ? `${hostname}:4000` : window.location.host;
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return `${httpProtocol}://${host}${path}`;
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};
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const formatPrice = (price: number): string => {
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return price.toFixed(2);
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};
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@ -56,11 +89,15 @@ const formatTime = (ts: number): string => {
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return new Date(ts).toLocaleTimeString();
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};
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const statusLabel = (status: WsStatus, paused: boolean): string => {
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const statusLabel = (status: WsStatus, paused: boolean, mode: TapeMode): string => {
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if (paused) {
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return "Paused";
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}
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if (mode === "replay") {
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return status === "disconnected" ? "Replay Down" : "Replay";
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}
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switch (status) {
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case "connected":
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return "Live";
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@ -72,7 +109,21 @@ const statusLabel = (status: WsStatus, paused: boolean): string => {
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}
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};
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const useTape = <T,>(path: string, expectedType: MessageType): TapeState<T> => {
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type TapeConfig<T> = {
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mode: TapeMode;
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wsPath: string;
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replayPath: string;
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expectedType: MessageType;
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batchSize?: number;
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pollMs?: number;
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};
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const useTape = <T extends { ts: number; seq: number }>(
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config: TapeConfig<T>
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): TapeState<T> => {
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const { mode, wsPath, replayPath, expectedType } = config;
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const batchSize = config.batchSize ?? 40;
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const pollMs = config.pollMs ?? 1000;
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const [status, setStatus] = useState<WsStatus>("connecting");
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const [items, setItems] = useState<T[]>([]);
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const [lastUpdate, setLastUpdate] = useState<number | null>(null);
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@ -80,6 +131,12 @@ const useTape = <T,>(path: string, expectedType: MessageType): TapeState<T> => {
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const [dropped, setDropped] = useState<number>(0);
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const reconnectRef = useRef<number | null>(null);
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const socketRef = useRef<WebSocket | null>(null);
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const cursorRef = useRef<ReplayCursor>({ ts: 0, seq: 0 });
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const pausedRef = useRef(paused);
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useEffect(() => {
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pausedRef.current = paused;
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}, [paused]);
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const togglePause = useCallback(() => {
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setPaused((prev) => {
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@ -92,6 +149,18 @@ const useTape = <T,>(path: string, expectedType: MessageType): TapeState<T> => {
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}, []);
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useEffect(() => {
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setItems([]);
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setLastUpdate(null);
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setDropped(0);
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setStatus("connecting");
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cursorRef.current = { ts: 0, seq: 0 };
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}, [mode]);
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useEffect(() => {
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if (mode !== "live") {
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return;
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}
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let active = true;
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const connect = () => {
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@ -101,7 +170,7 @@ const useTape = <T,>(path: string, expectedType: MessageType): TapeState<T> => {
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setStatus("connecting");
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const socket = new WebSocket(buildWsUrl(path));
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const socket = new WebSocket(buildWsUrl(wsPath));
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socketRef.current = socket;
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socket.onopen = () => {
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@ -122,7 +191,7 @@ const useTape = <T,>(path: string, expectedType: MessageType): TapeState<T> => {
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return;
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}
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if (paused) {
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if (pausedRef.current) {
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setDropped((prev) => prev + 1);
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setLastUpdate(Date.now());
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return;
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@ -170,7 +239,61 @@ const useTape = <T,>(path: string, expectedType: MessageType): TapeState<T> => {
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socketRef.current.close();
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}
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};
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}, [path, expectedType, paused]);
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}, [mode, wsPath, expectedType]);
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useEffect(() => {
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if (mode !== "replay") {
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return;
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}
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let active = true;
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const poll = async () => {
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if (!active || pausedRef.current) {
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return;
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}
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try {
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const cursor = cursorRef.current;
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const url = new URL(buildApiUrl(replayPath));
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url.searchParams.set("after_ts", cursor.ts.toString());
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url.searchParams.set("after_seq", cursor.seq.toString());
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url.searchParams.set("limit", batchSize.toString());
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const response = await fetch(url.toString());
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if (!response.ok) {
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throw new Error(`Replay request failed with ${response.status}`);
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}
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const payload = (await response.json()) as ReplayResponse<T>;
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if (payload.data.length > 0) {
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const nextItems = [...payload.data].reverse();
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setItems((prev) => {
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const next = [...nextItems, ...prev];
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return next.slice(0, MAX_ITEMS);
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});
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setLastUpdate(Date.now());
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}
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if (payload.next) {
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cursorRef.current = payload.next;
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}
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setStatus("connected");
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} catch (error) {
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console.warn("Replay poll failed", error);
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setStatus("disconnected");
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}
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};
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void poll();
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const interval = window.setInterval(poll, pollMs);
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return () => {
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active = false;
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window.clearInterval(interval);
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};
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}, [mode, replayPath, batchSize, pollMs]);
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return { status, items, lastUpdate, paused, dropped, togglePause };
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};
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@ -180,14 +303,18 @@ type TapeStatusProps = {
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lastUpdate: number | null;
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paused: boolean;
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dropped: number;
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mode: TapeMode;
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onTogglePause: () => void;
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};
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const TapeStatus = ({ status, lastUpdate, paused, dropped, onTogglePause }: TapeStatusProps) => {
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const TapeStatus = ({ status, lastUpdate, paused, dropped, mode, onTogglePause }: TapeStatusProps) => {
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const replayClass = mode === "replay" ? "status-replay" : "";
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const pausedClass = paused ? "status-paused" : "";
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return (
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<div className={`status status-${status} status-compact ${paused ? "status-paused" : ""}`}>
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<div className={`status status-${status} status-compact ${replayClass} ${pausedClass}`.trim()}>
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<span className="status-dot" />
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<span>{statusLabel(status, paused)}</span>
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<span>{statusLabel(status, paused, mode)}</span>
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{lastUpdate ? (
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<span className="timestamp">Updated {formatTime(lastUpdate)}</span>
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) : (
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@ -204,8 +331,21 @@ const TapeStatus = ({ status, lastUpdate, paused, dropped, onTogglePause }: Tape
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};
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export default function HomePage() {
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const options = useTape<OptionPrint>("/ws/options", "option-print");
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const equities = useTape<EquityPrint>("/ws/equities", "equity-print");
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const [mode, setMode] = useState<TapeMode>("live");
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const options = useTape<OptionPrint>({
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mode,
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wsPath: "/ws/options",
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replayPath: "/replay/options",
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expectedType: "option-print"
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});
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const equities = useTape<EquityPrint>({
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mode,
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wsPath: "/ws/equities",
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replayPath: "/replay/equities",
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expectedType: "equity-print"
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});
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const lastSeen = useMemo(() => {
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return [options.lastUpdate, equities.lastUpdate]
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@ -213,6 +353,10 @@ export default function HomePage() {
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.sort((a, b) => b - a)[0] ?? null;
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}, [options.lastUpdate, equities.lastUpdate]);
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const toggleMode = () => {
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setMode((prev) => (prev === "live" ? "replay" : "live"));
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};
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return (
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<main className="dashboard">
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<header className="header">
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@ -220,7 +364,7 @@ export default function HomePage() {
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<p className="eyebrow">Realtime flow workspace</p>
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<h1>Islandflow</h1>
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<p className="subtitle">
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Options + equities streaming over WebSocket from the local API gateway.
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Options + equities streaming over WebSocket or replayed from ClickHouse.
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</p>
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</div>
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<div className="summary">
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@ -228,6 +372,9 @@ export default function HomePage() {
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<span className="summary-value">
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{lastSeen ? formatTime(lastSeen) : "Waiting for data"}
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</span>
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<button className="mode-button" type="button" onClick={toggleMode}>
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Switch to {mode === "live" ? "Replay" : "Live"}
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</button>
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</div>
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</header>
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@ -243,13 +390,18 @@ export default function HomePage() {
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lastUpdate={options.lastUpdate}
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paused={options.paused}
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dropped={options.dropped}
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mode={mode}
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onTogglePause={options.togglePause}
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/>
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</div>
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<div className="list">
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{options.items.length === 0 ? (
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<div className="empty">No option prints yet. Start ingest-options.</div>
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<div className="empty">
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{mode === "live"
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? "No option prints yet. Start ingest-options."
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: "Replay queue empty. Ensure ClickHouse has data."}
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</div>
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) : (
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options.items.map((print) => (
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<div className="row" key={`${print.trace_id}-${print.seq}`}>
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@ -282,13 +434,18 @@ export default function HomePage() {
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lastUpdate={equities.lastUpdate}
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paused={equities.paused}
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dropped={equities.dropped}
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mode={mode}
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onTogglePause={equities.togglePause}
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/>
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</div>
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<div className="list">
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{equities.items.length === 0 ? (
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<div className="empty">No equity prints yet. Start ingest-equities.</div>
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<div className="empty">
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{mode === "live"
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? "No equity prints yet. Start ingest-equities."
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: "Replay queue empty. Ensure ClickHouse has data."}
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</div>
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) : (
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equities.items.map((print) => (
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<div className="row" key={`${print.trace_id}-${print.seq}`}>
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@ -76,6 +76,14 @@ const clampLimit = (limit: number): number => {
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return Math.max(1, Math.min(1000, Math.floor(limit)));
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};
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const clampCursor = (value: number): number => {
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if (!Number.isFinite(value)) {
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return 0;
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}
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return Math.max(0, Math.floor(value));
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};
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const coerceNumber = (value: unknown): unknown => {
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if (typeof value === "string") {
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const parsed = Number(value);
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@ -102,18 +110,7 @@ const normalizeNumericFields = (
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return record;
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};
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export const fetchRecentOptionPrints = async (
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client: ClickHouseClient,
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limit: number
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): Promise<OptionPrint[]> => {
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const safeLimit = clampLimit(limit);
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const result = await client.query({
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query: `SELECT * FROM ${OPTION_PRINTS_TABLE} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
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format: "JSONEachRow"
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});
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const rows = await result.json<unknown[]>();
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const normalized = rows.map((row) => {
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const normalizeOptionRow = (row: unknown): unknown => {
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if (row && typeof row === "object") {
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return normalizeNumericFields(row as Record<string, unknown>, [
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"source_ts",
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@ -126,23 +123,9 @@ export const fetchRecentOptionPrints = async (
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}
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return row;
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});
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return OptionPrintSchema.array().parse(normalized);
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};
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export const fetchRecentEquityPrints = async (
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client: ClickHouseClient,
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limit: number
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): Promise<EquityPrint[]> => {
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const safeLimit = clampLimit(limit);
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const result = await client.query({
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query: `SELECT * FROM ${EQUITY_PRINTS_TABLE} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
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format: "JSONEachRow"
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});
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const rows = await result.json<unknown[]>();
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const normalized = rows.map((row) => {
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const normalizeEquityRow = (row: unknown): unknown => {
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if (row && typeof row === "object") {
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const record = normalizeNumericFields(row as Record<string, unknown>, [
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"source_ts",
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@ -164,7 +147,70 @@ export const fetchRecentEquityPrints = async (
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}
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return row;
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};
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export const fetchRecentOptionPrints = async (
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client: ClickHouseClient,
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limit: number
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): Promise<OptionPrint[]> => {
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const safeLimit = clampLimit(limit);
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const result = await client.query({
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query: `SELECT * FROM ${OPTION_PRINTS_TABLE} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
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format: "JSONEachRow"
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});
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return EquityPrintSchema.array().parse(normalized);
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const rows = await result.json<unknown[]>();
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return OptionPrintSchema.array().parse(rows.map(normalizeOptionRow));
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};
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export const fetchRecentEquityPrints = async (
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client: ClickHouseClient,
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limit: number
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): Promise<EquityPrint[]> => {
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const safeLimit = clampLimit(limit);
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const result = await client.query({
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query: `SELECT * FROM ${EQUITY_PRINTS_TABLE} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
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format: "JSONEachRow"
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});
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const rows = await result.json<unknown[]>();
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return EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
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};
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export const fetchOptionPrintsAfter = async (
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client: ClickHouseClient,
|
||||
afterTs: number,
|
||||
afterSeq: number,
|
||||
limit: number
|
||||
): Promise<OptionPrint[]> => {
|
||||
const safeLimit = clampLimit(limit);
|
||||
const safeAfterTs = clampCursor(afterTs);
|
||||
const safeAfterSeq = clampCursor(afterSeq);
|
||||
|
||||
const result = await client.query({
|
||||
query: `SELECT * FROM ${OPTION_PRINTS_TABLE} WHERE (ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
|
||||
format: "JSONEachRow"
|
||||
});
|
||||
|
||||
const rows = await result.json<unknown[]>();
|
||||
return OptionPrintSchema.array().parse(rows.map(normalizeOptionRow));
|
||||
};
|
||||
|
||||
export const fetchEquityPrintsAfter = async (
|
||||
client: ClickHouseClient,
|
||||
afterTs: number,
|
||||
afterSeq: number,
|
||||
limit: number
|
||||
): Promise<EquityPrint[]> => {
|
||||
const safeLimit = clampLimit(limit);
|
||||
const safeAfterTs = clampCursor(afterTs);
|
||||
const safeAfterSeq = clampCursor(afterSeq);
|
||||
|
||||
const result = await client.query({
|
||||
query: `SELECT * FROM ${EQUITY_PRINTS_TABLE} WHERE (ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
|
||||
format: "JSONEachRow"
|
||||
});
|
||||
|
||||
const rows = await result.json<unknown[]>();
|
||||
return EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
|
||||
};
|
||||
|
|
|
|||
|
|
@ -14,7 +14,9 @@ import {
|
|||
createClickHouseClient,
|
||||
ensureEquityPrintsTable,
|
||||
ensureOptionPrintsTable,
|
||||
fetchEquityPrintsAfter,
|
||||
fetchRecentEquityPrints,
|
||||
fetchOptionPrintsAfter,
|
||||
fetchRecentOptionPrints
|
||||
} from "@islandflow/storage";
|
||||
import { EquityPrintSchema, OptionPrintSchema } from "@islandflow/types";
|
||||
|
|
@ -34,6 +36,11 @@ const envSchema = z.object({
|
|||
const env = readEnv(envSchema);
|
||||
|
||||
const limitSchema = z.coerce.number().int().positive().max(1000);
|
||||
const replayParamsSchema = z.object({
|
||||
after_ts: z.coerce.number().int().nonnegative().default(0),
|
||||
after_seq: z.coerce.number().int().nonnegative().default(0),
|
||||
limit: z.coerce.number().int().positive().max(1000).default(200)
|
||||
});
|
||||
|
||||
type Channel = "options" | "equities";
|
||||
|
||||
|
|
@ -61,6 +68,20 @@ const parseLimit = (value: string | null): number => {
|
|||
return limitSchema.parse(value);
|
||||
};
|
||||
|
||||
const parseReplayParams = (url: URL): { afterTs: number; afterSeq: number; limit: number } => {
|
||||
const params = replayParamsSchema.parse({
|
||||
after_ts: url.searchParams.get("after_ts") ?? undefined,
|
||||
after_seq: url.searchParams.get("after_seq") ?? undefined,
|
||||
limit: url.searchParams.get("limit") ?? undefined
|
||||
});
|
||||
|
||||
return {
|
||||
afterTs: params.after_ts,
|
||||
afterSeq: params.after_seq,
|
||||
limit: params.limit
|
||||
};
|
||||
};
|
||||
|
||||
const broadcast = (sockets: Set<WebSocket<WsData>>, payload: unknown): void => {
|
||||
const message = JSON.stringify(payload);
|
||||
|
||||
|
|
@ -187,6 +208,22 @@ const run = async () => {
|
|||
return jsonResponse({ data });
|
||||
}
|
||||
|
||||
if (req.method === "GET" && url.pathname === "/replay/options") {
|
||||
const { afterTs, afterSeq, limit } = parseReplayParams(url);
|
||||
const data = await fetchOptionPrintsAfter(clickhouse, afterTs, afterSeq, limit);
|
||||
const last = data.at(-1);
|
||||
const next = last ? { ts: last.ts, seq: last.seq } : null;
|
||||
return jsonResponse({ data, next });
|
||||
}
|
||||
|
||||
if (req.method === "GET" && url.pathname === "/replay/equities") {
|
||||
const { afterTs, afterSeq, limit } = parseReplayParams(url);
|
||||
const data = await fetchEquityPrintsAfter(clickhouse, afterTs, afterSeq, limit);
|
||||
const last = data.at(-1);
|
||||
const next = last ? { ts: last.ts, seq: last.seq } : null;
|
||||
return jsonResponse({ data, next });
|
||||
}
|
||||
|
||||
if (req.method === "GET" && url.pathname === "/ws/options") {
|
||||
if (serverRef.upgrade(req, { data: { channel: "options" } })) {
|
||||
return new Response(null, { status: 101 });
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue