total ui refactor
total ui refactor, deslopification, tuning, mildly bbg-inspired if u squint
This commit is contained in:
dirtydishes
GitHub
commit
b3c63a19d0
15 changed files with 5722 additions and 4655 deletions
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@ -192,6 +192,31 @@ const roundTo = (value: number, digits = 4): number => {
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return Number(value.toFixed(digits));
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};
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const getErrorCode = (error: unknown): string | null => {
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if (error && typeof error === "object" && "code" in error) {
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const code = (error as { code?: unknown }).code;
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if (typeof code === "string" && code.length > 0) {
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return code;
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}
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}
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if (error instanceof Error) {
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const match = error.message.match(/\bCONNECTION_(?:DRAINING|CLOSED)\b/);
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if (match?.[0]) {
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return match[0];
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}
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}
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if (typeof error === "string") {
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const match = error.match(/\bCONNECTION_(?:DRAINING|CLOSED)\b/);
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if (match?.[0]) {
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return match[0];
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}
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}
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return null;
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};
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type NbboPlacement = "AA" | "A" | "B" | "BB" | "MID" | "MISSING" | "STALE";
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type NbboPlacementCounts = {
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@ -217,6 +242,7 @@ type ClusterState = {
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firstPrice: number;
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lastPrice: number;
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placements: NbboPlacementCounts;
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flushed: boolean;
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};
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const clusters = new Map<string, ClusterState>();
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@ -226,6 +252,10 @@ const darkInferenceState = createDarkInferenceState();
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const recentLegsByKey = new Map<string, LegEvidence[]>();
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const recentLegsByRoot = new Map<string, LegEvidence[]>();
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const recentStructureEmits = new Map<string, number>();
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const runtimeState = {
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shuttingDown: false,
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shutdownPromise: null as Promise<void> | null
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};
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const MAX_RECENT_LEGS = 20;
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@ -233,6 +263,15 @@ const rollingKey = (metric: string, contractId: string): string => {
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return `rolling:${metric}:${contractId}`;
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};
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const buildPacketId = (cluster: ClusterState): string => {
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return `flowpacket:${cluster.contractId}:${cluster.startTs}:${cluster.endTs}`;
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};
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const isExpectedShutdownNatsError = (error: unknown): boolean => {
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const code = getErrorCode(error);
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return runtimeState.shuttingDown && (code === "CONNECTION_DRAINING" || code === "CONNECTION_CLOSED");
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};
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const createPlacementCounts = (): NbboPlacementCounts => ({
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aa: 0,
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a: 0,
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@ -501,7 +540,8 @@ const buildCluster = (print: OptionPrint): ClusterState => {
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totalPremium: print.price * print.size,
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firstPrice: print.price,
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lastPrice: print.price,
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placements
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placements,
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flushed: false
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};
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};
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@ -613,8 +653,14 @@ const flushCluster = async (
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rollingConfig: RollingStatsConfig,
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cluster: ClusterState
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): Promise<void> => {
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if (cluster.flushed) {
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return;
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}
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cluster.flushed = true;
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const joinQuality: Record<string, number> = {};
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const nbboJoin = selectNbbo(cluster.contractId, cluster.endTs);
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const packetId = buildPacketId(cluster);
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const totalPremium = roundTo(cluster.totalPremium);
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const totalNotional = roundTo(totalPremium * 100, 2);
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@ -777,25 +823,38 @@ const flushCluster = async (
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source_ts: cluster.startSourceTs,
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ingest_ts: cluster.endIngestTs,
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seq: cluster.endSeq,
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trace_id: `flowpacket:${cluster.contractId}:${cluster.startTs}:${cluster.endTs}`,
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id: `flowpacket:${cluster.contractId}:${cluster.startTs}:${cluster.endTs}`,
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trace_id: packetId,
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id: packetId,
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members: cluster.members,
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features,
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join_quality: joinQuality
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};
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const validated = FlowPacketSchema.parse(packet);
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try {
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await insertFlowPacket(clickhouse, validated);
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await publishJson(js, SUBJECT_FLOW_PACKETS, validated);
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await insertFlowPacket(clickhouse, validated);
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await publishJson(js, SUBJECT_FLOW_PACKETS, validated);
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await emitClassifiers(clickhouse, js, validated);
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await emitClassifiers(clickhouse, js, validated);
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logger.info("emitted flow packet", {
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id: validated.id,
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contract: cluster.contractId,
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count: cluster.members.length
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});
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} catch (error) {
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if (isExpectedShutdownNatsError(error)) {
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logger.info("skipped flow packet publish during shutdown", {
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id: packetId,
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contract: cluster.contractId,
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error: getErrorCode(error) ?? (error instanceof Error ? error.message : String(error))
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});
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return;
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}
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logger.info("emitted flow packet", {
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id: validated.id,
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contract: cluster.contractId,
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count: cluster.members.length
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});
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cluster.flushed = false;
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throw error;
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}
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};
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const emitClassifiers = async (
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@ -823,6 +882,9 @@ const emitClassifiers = async (
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await insertClassifierHit(clickhouse, hit);
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await publishJson(js, SUBJECT_CLASSIFIER_HITS, hit);
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} catch (error) {
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if (isExpectedShutdownNatsError(error)) {
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continue;
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}
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logger.error("failed to emit classifier hit", {
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error: error instanceof Error ? error.message : String(error),
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classifier_id: hit.classifier_id,
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@ -852,6 +914,9 @@ const emitClassifiers = async (
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await insertAlert(clickhouse, alert);
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await publishJson(js, SUBJECT_ALERTS, alert);
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} catch (error) {
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if (isExpectedShutdownNatsError(error)) {
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return;
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}
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logger.error("failed to emit alert", {
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error: error instanceof Error ? error.message : String(error),
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packet_id: packet.id
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@ -880,6 +945,9 @@ const emitEquityJoin = async (
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try {
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await publishJson(js, SUBJECT_EQUITY_JOINS, payload);
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} catch (error) {
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if (isExpectedShutdownNatsError(error)) {
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return;
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}
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logger.error("failed to publish equity print join", {
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error: error instanceof Error ? error.message : String(error),
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trace_id: payload.trace_id
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@ -901,6 +969,9 @@ const emitDarkInferences = async (
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await insertInferredDark(clickhouse, validated);
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await publishJson(js, SUBJECT_INFERRED_DARK, validated);
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} catch (error) {
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if (isExpectedShutdownNatsError(error)) {
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continue;
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}
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logger.error("failed to emit inferred dark event", {
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error: error instanceof Error ? error.message : String(error),
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trace_id: validated.trace_id
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@ -1366,6 +1437,10 @@ const run = async () => {
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const nbboLoop = async () => {
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for await (const msg of nbboSubscription.messages) {
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if (runtimeState.shuttingDown) {
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break;
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}
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try {
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const nbbo = OptionNBBOSchema.parse(nbboSubscription.decode(msg));
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updateNbboCache(nbbo);
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@ -1381,6 +1456,10 @@ const run = async () => {
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const equityQuoteLoop = async () => {
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for await (const msg of equityQuoteSubscription.messages) {
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if (runtimeState.shuttingDown) {
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break;
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}
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try {
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const quote = EquityQuoteSchema.parse(equityQuoteSubscription.decode(msg));
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updateEquityQuoteCache(quote);
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@ -1396,6 +1475,10 @@ const run = async () => {
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const equityPrintLoop = async () => {
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for await (const msg of equitySubscription.messages) {
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if (runtimeState.shuttingDown) {
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break;
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}
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try {
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const print = EquityPrintSchema.parse(equitySubscription.decode(msg));
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await emitEquityJoin(clickhouse, js, print);
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@ -1414,23 +1497,64 @@ const run = async () => {
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void equityPrintLoop();
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const shutdown = async (signal: string) => {
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logger.info("service stopping", { signal });
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for (const cluster of clusters.values()) {
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await flushCluster(clickhouse, js, redis, rollingConfig, cluster);
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if (runtimeState.shutdownPromise) {
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await runtimeState.shutdownPromise;
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return;
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}
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clusters.clear();
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await nc.drain();
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await clickhouse.close();
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await redis.quit();
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process.exit(0);
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runtimeState.shuttingDown = true;
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runtimeState.shutdownPromise = (async () => {
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logger.info("service stopping", { signal });
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for (const cluster of [...clusters.values()]) {
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await flushCluster(clickhouse, js, redis, rollingConfig, cluster);
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}
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clusters.clear();
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try {
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await nc.drain();
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} catch (error) {
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if (!isExpectedShutdownNatsError(error)) {
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throw error;
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}
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}
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await clickhouse.close();
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if (redis.isOpen) {
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await redis.quit();
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}
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})();
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try {
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await runtimeState.shutdownPromise;
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process.exit(0);
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} catch (error) {
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logger.error("service shutdown failed", {
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error: error instanceof Error ? error.message : String(error)
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});
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try {
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await clickhouse.close();
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} catch {}
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try {
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if (redis.isOpen) {
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await redis.quit();
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}
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} catch {}
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process.exit(1);
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}
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};
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process.on("SIGINT", () => void shutdown("SIGINT"));
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process.on("SIGTERM", () => void shutdown("SIGTERM"));
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for await (const msg of subscription.messages) {
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if (runtimeState.shuttingDown) {
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break;
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}
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try {
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const print = OptionPrintSchema.parse(subscription.decode(msg));
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await flushEligibleClusters(
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@ -1442,6 +1566,10 @@ const run = async () => {
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print.option_contract_id
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);
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if (runtimeState.shuttingDown) {
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break;
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}
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const existing = clusters.get(print.option_contract_id);
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if (!existing) {
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clusters.set(print.option_contract_id, buildCluster(print));
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