Add ingest adapter seam and IBKR stub

README.md

@@ -36,6 +36,7 @@ Not started:
 ## Current Capabilities
 
 - Synthetic options/equity prints with deterministic sequencing
+- Ingest adapter seam (env-selected, default `synthetic`) for options and equities
 - Raw event persistence in ClickHouse + streaming via NATS JetStream
 - Deterministic option FlowPacket clustering (time-window)
 - API gateway with REST, WS, and replay endpoints

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

@@ -0,0 +1,54 @@
+import type { EquityPrint } from "@islandflow/types";
+import type { EquityIngestAdapter, EquityIngestHandlers } from "./types";
+
+type SyntheticEquitiesAdapterConfig = {
+  emitIntervalMs: number;
+};
+
+const buildSyntheticPrint = (seq: number, now: number): EquityPrint => {
+  return {
+    source_ts: now,
+    ingest_ts: now,
+    seq,
+    trace_id: `ingest-equities-${seq}`,
+    ts: now,
+    underlying_id: "SPY",
+    price: 450.1,
+    size: 100,
+    exchange: "TEST",
+    offExchangeFlag: false
+  };
+};
+
+export const createSyntheticEquitiesAdapter = (
+  config: SyntheticEquitiesAdapterConfig
+): EquityIngestAdapter => {
+  return {
+    name: "synthetic",
+    start: (handlers: EquityIngestHandlers) => {
+      let seq = 0;
+      let timer: ReturnType<typeof setInterval> | null = null;
+      let stopped = false;
+
+      const emit = () => {
+        if (stopped) {
+          return;
+        }
+
+        seq += 1;
+        const now = Date.now();
+        const print = buildSyntheticPrint(seq, now);
+        void handlers.onTrade(print);
+      };
+
+      timer = setInterval(emit, config.emitIntervalMs);
+
+      return () => {
+        stopped = true;
+        if (timer) {
+          clearInterval(timer);
+        }
+      };
+    }
+  };
+};

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

@@ -0,0 +1,13 @@
+import type { EquityPrint, EquityQuote } from "@islandflow/types";
+
+export type StopHandler = () => void | Promise<void>;
+
+export type EquityIngestHandlers = {
+  onTrade: (print: EquityPrint) => void | Promise<void>;
+  onQuote?: (quote: EquityQuote) => void | Promise<void>;
+};
+
+export type EquityIngestAdapter = {
+  name: string;
+  start: (handlers: EquityIngestHandlers) => StopHandler | Promise<StopHandler>;
+};

services/ingest-equities/src/index.ts

@@ -13,6 +13,8 @@ import {
   insertEquityPrint
 } from "@islandflow/storage";
 import { EquityPrintSchema, type EquityPrint } from "@islandflow/types";
+import { createSyntheticEquitiesAdapter } from "./adapters/synthetic";
+import type { EquityIngestAdapter, StopHandler } from "./adapters/types";
 import { z } from "zod";
 
 const service = "ingest-equities";
@@ -22,15 +24,14 @@ const envSchema = z.object({
   NATS_URL: z.string().default("nats://localhost:4222"),
   CLICKHOUSE_URL: z.string().default("http://localhost:8123"),
   CLICKHOUSE_DATABASE: z.string().default("default"),
+  INGEST_ADAPTER: z.string().min(1).default("synthetic"),
   EMIT_INTERVAL_MS: z.coerce.number().int().positive().default(1000)
 });
 
 const env = readEnv(envSchema);
 
 const state = {
-  shuttingDown: false,
+  shuttingDown: false
-  seq: 0,
-  timer: null as ReturnType<typeof setInterval> | null
 };
 
 const retry = async <T>(
@@ -60,22 +61,12 @@ const retry = async <T>(
   throw lastError ?? new Error(`${label} failed after retries`);
 };
 
-const buildSyntheticPrint = (): EquityPrint => {
+const selectAdapter = (name: string): EquityIngestAdapter => {
-  const now = Date.now();
+  if (name === "synthetic") {
-  state.seq += 1;
+    return createSyntheticEquitiesAdapter({ emitIntervalMs: env.EMIT_INTERVAL_MS });
+  }
 
-  return {
+  throw new Error(`Unknown ingest adapter: ${name}`);
-    source_ts: now,
-    ingest_ts: now,
-    seq: state.seq,
-    trace_id: `ingest-equities-${state.seq}`,
-    ts: now,
-    underlying_id: "SPY",
-    price: 450.1,
-    size: 100,
-    exchange: "TEST",
-    offExchangeFlag: false
-  };
 };
 
 const run = async () => {
@@ -111,33 +102,33 @@ const run = async () => {
     await ensureEquityPrintsTable(clickhouse);
   });
 
-  const emit = async () => {
+  const adapter = selectAdapter(env.INGEST_ADAPTER);
-    if (state.shuttingDown) {
+  logger.info("ingest adapter selected", { adapter: adapter.name });
-      return;
+
+  const stopAdapter: StopHandler = await adapter.start({
+    onTrade: async (candidate: EquityPrint) => {
+      if (state.shuttingDown) {
+        return;
+      }
+
+      const print = EquityPrintSchema.parse(candidate);
+
+      try {
+        await insertEquityPrint(clickhouse, print);
+        await publishJson(js, SUBJECT_EQUITY_PRINTS, print);
+        logger.info("published equity print", {
+          trace_id: print.trace_id,
+          seq: print.seq,
+          underlying_id: print.underlying_id
+        });
+      } catch (error) {
+        logger.error("failed to publish equity print", {
+          error: error instanceof Error ? error.message : String(error),
+          trace_id: print.trace_id
+        });
+      }
     }
-
+  });
-    const candidate = buildSyntheticPrint();
-    const print = EquityPrintSchema.parse(candidate);
-
-    try {
-      await insertEquityPrint(clickhouse, print);
-      await publishJson(js, SUBJECT_EQUITY_PRINTS, print);
-      logger.info("published equity print", {
-        trace_id: print.trace_id,
-        seq: print.seq,
-        underlying_id: print.underlying_id
-      });
-    } catch (error) {
-      logger.error("failed to publish equity print", {
-        error: error instanceof Error ? error.message : String(error),
-        trace_id: print.trace_id
-      });
-    }
-  };
-
-  state.timer = setInterval(() => {
-    void emit();
-  }, env.EMIT_INTERVAL_MS);
 
   const shutdown = async (signal: string) => {
     if (state.shuttingDown) {
@@ -145,9 +136,7 @@ const run = async () => {
     }
 
     state.shuttingDown = true;
-    if (state.timer) {
+    await stopAdapter();
-      clearInterval(state.timer);
-    }
 
     logger.info("service stopping", { signal });
 

services/ingest-options/src/adapters/ibkr.ts

@@ -0,0 +1,20 @@
+import type { OptionIngestAdapter, OptionIngestHandlers } from "./types";
+
+type IbkrOptionsAdapterConfig = {
+  host: string;
+  port: number;
+  clientId: number;
+};
+
+export const createIbkrOptionsAdapter = (
+  config: IbkrOptionsAdapterConfig
+): OptionIngestAdapter => {
+  return {
+    name: "ibkr",
+    start: (_handlers: OptionIngestHandlers) => {
+      throw new Error(
+        `IBKR adapter not implemented. Requested ${config.host}:${config.port} clientId=${config.clientId}.`
+      );
+    }
+  };
+};

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

@@ -0,0 +1,54 @@
+import type { OptionPrint } from "@islandflow/types";
+import type { OptionIngestAdapter, OptionIngestHandlers } from "./types";
+
+type SyntheticOptionsAdapterConfig = {
+  emitIntervalMs: number;
+};
+
+const buildSyntheticPrint = (seq: number, now: number): OptionPrint => {
+  return {
+    source_ts: now,
+    ingest_ts: now,
+    seq,
+    trace_id: `ingest-options-${seq}`,
+    ts: now,
+    option_contract_id: "SPY-2025-01-17-450-C",
+    price: 1.25,
+    size: 10,
+    exchange: "TEST",
+    conditions: ["TEST"]
+  };
+};
+
+export const createSyntheticOptionsAdapter = (
+  config: SyntheticOptionsAdapterConfig
+): OptionIngestAdapter => {
+  return {
+    name: "synthetic",
+    start: (handlers: OptionIngestHandlers) => {
+      let seq = 0;
+      let timer: ReturnType<typeof setInterval> | null = null;
+      let stopped = false;
+
+      const emit = () => {
+        if (stopped) {
+          return;
+        }
+
+        seq += 1;
+        const now = Date.now();
+        const print = buildSyntheticPrint(seq, now);
+        void handlers.onTrade(print);
+      };
+
+      timer = setInterval(emit, config.emitIntervalMs);
+
+      return () => {
+        stopped = true;
+        if (timer) {
+          clearInterval(timer);
+        }
+      };
+    }
+  };
+};

services/ingest-options/src/adapters/types.ts

@@ -0,0 +1,13 @@
+import type { OptionNBBO, OptionPrint } from "@islandflow/types";
+
+export type StopHandler = () => void | Promise<void>;
+
+export type OptionIngestHandlers = {
+  onTrade: (print: OptionPrint) => void | Promise<void>;
+  onNBBO?: (nbbo: OptionNBBO) => void | Promise<void>;
+};
+
+export type OptionIngestAdapter = {
+  name: string;
+  start: (handlers: OptionIngestHandlers) => StopHandler | Promise<StopHandler>;
+};

services/ingest-options/src/index.ts

@@ -13,6 +13,9 @@ import {
   insertOptionPrint
 } from "@islandflow/storage";
 import { OptionPrintSchema, type OptionPrint } from "@islandflow/types";
+import { createIbkrOptionsAdapter } from "./adapters/ibkr";
+import { createSyntheticOptionsAdapter } from "./adapters/synthetic";
+import type { OptionIngestAdapter, StopHandler } from "./adapters/types";
 import { z } from "zod";
 
 const service = "ingest-options";
@@ -22,15 +25,17 @@ const envSchema = z.object({
   NATS_URL: z.string().default("nats://localhost:4222"),
   CLICKHOUSE_URL: z.string().default("http://localhost:8123"),
   CLICKHOUSE_DATABASE: z.string().default("default"),
+  INGEST_ADAPTER: z.string().min(1).default("synthetic"),
+  IBKR_HOST: z.string().default("127.0.0.1"),
+  IBKR_PORT: z.coerce.number().int().positive().default(7497),
+  IBKR_CLIENT_ID: z.coerce.number().int().nonnegative().default(0),
   EMIT_INTERVAL_MS: z.coerce.number().int().positive().default(1000)
 });
 
 const env = readEnv(envSchema);
 
 const state = {
-  shuttingDown: false,
+  shuttingDown: false
-  seq: 0,
-  timer: null as ReturnType<typeof setInterval> | null
 };
 
 const retry = async <T>(
@@ -60,22 +65,20 @@ const retry = async <T>(
   throw lastError ?? new Error(`${label} failed after retries`);
 };
 
-const buildSyntheticPrint = (): OptionPrint => {
+const selectAdapter = (name: string): OptionIngestAdapter => {
-  const now = Date.now();
+  if (name === "synthetic") {
-  state.seq += 1;
+    return createSyntheticOptionsAdapter({ emitIntervalMs: env.EMIT_INTERVAL_MS });
+  }
 
-  return {
+  if (name === "ibkr") {
-    source_ts: now,
+    return createIbkrOptionsAdapter({
-    ingest_ts: now,
+      host: env.IBKR_HOST,
-    seq: state.seq,
+      port: env.IBKR_PORT,
-    trace_id: `ingest-options-${state.seq}`,
+      clientId: env.IBKR_CLIENT_ID
-    ts: now,
+    });
-    option_contract_id: "SPY-2025-01-17-450-C",
+  }
-    price: 1.25,
+
-    size: 10,
+  throw new Error(`Unknown ingest adapter: ${name}`);
-    exchange: "TEST",
-    conditions: ["TEST"]
-  };
 };
 
 const run = async () => {
@@ -111,33 +114,33 @@ const run = async () => {
     await ensureOptionPrintsTable(clickhouse);
   });
 
-  const emit = async () => {
+  const adapter = selectAdapter(env.INGEST_ADAPTER);
-    if (state.shuttingDown) {
+  logger.info("ingest adapter selected", { adapter: adapter.name });
-      return;
+
+  const stopAdapter: StopHandler = await adapter.start({
+    onTrade: async (candidate: OptionPrint) => {
+      if (state.shuttingDown) {
+        return;
+      }
+
+      const print = OptionPrintSchema.parse(candidate);
+
+      try {
+        await insertOptionPrint(clickhouse, print);
+        await publishJson(js, SUBJECT_OPTION_PRINTS, print);
+        logger.info("published option print", {
+          trace_id: print.trace_id,
+          seq: print.seq,
+          option_contract_id: print.option_contract_id
+        });
+      } catch (error) {
+        logger.error("failed to publish option print", {
+          error: error instanceof Error ? error.message : String(error),
+          trace_id: print.trace_id
+        });
+      }
     }
-
+  });
-    const candidate = buildSyntheticPrint();
-    const print = OptionPrintSchema.parse(candidate);
-
-    try {
-      await insertOptionPrint(clickhouse, print);
-      await publishJson(js, SUBJECT_OPTION_PRINTS, print);
-      logger.info("published option print", {
-        trace_id: print.trace_id,
-        seq: print.seq,
-        option_contract_id: print.option_contract_id
-      });
-    } catch (error) {
-      logger.error("failed to publish option print", {
-        error: error instanceof Error ? error.message : String(error),
-        trace_id: print.trace_id
-      });
-    }
-  };
-
-  state.timer = setInterval(() => {
-    void emit();
-  }, env.EMIT_INTERVAL_MS);
 
   const shutdown = async (signal: string) => {
     if (state.shuttingDown) {
@@ -145,9 +148,7 @@ const run = async () => {
     }
 
     state.shuttingDown = true;
-    if (state.timer) {
+    await stopAdapter();
-      clearInterval(state.timer);
-    }
 
     logger.info("service stopping", { signal });