Hydrate options feed across live routes

This commit is contained in:
dirtydishes 2026-05-04 02:57:20 -04:00
parent cfc3836815
commit b4f87b50d2
2 changed files with 70 additions and 8 deletions

View file

@ -10,6 +10,7 @@ import {
getAlertWindowAnchorTs,
getOptionTableSnapshot,
getLiveFeedStatus,
getLiveManifest,
normalizeAlertSeverity,
nextFlowFilterPopoverState,
projectPausableTapeState,
@ -38,6 +39,42 @@ const makeAlert = (overrides: Record<string, unknown> = {}) =>
...overrides
}) as any;
describe("live manifest", () => {
it("includes options on every live route", () => {
const filters = buildDefaultFlowFilters();
for (const pathname of ["/", "/tape", "/signals", "/charts", "/replay"]) {
expect(
getLiveManifest(pathname, "SPY", 60000, filters).some(
(subscription) => subscription.channel === "options"
)
).toBe(true);
}
});
it("dedupes tape options subscription", () => {
const tapeOptionsSubscriptions = getLiveManifest(
"/tape",
"SPY",
60000,
buildDefaultFlowFilters()
).filter((subscription) => subscription.channel === "options");
expect(tapeOptionsSubscriptions).toHaveLength(1);
});
it("keeps option filters on baseline subscription", () => {
const filters = {
...buildDefaultFlowFilters(),
minNotional: 125_000
};
const optionsSubscription = getLiveManifest("/signals", "SPY", 60000, filters).find(
(subscription) => subscription.channel === "options"
);
expect(optionsSubscription?.filters).toBe(filters);
});
});
describe("live tape pausable helpers", () => {
it("queues new items while paused and flushes them on resume", () => {
let state = reducePausableTapeData(

View file

@ -2185,47 +2185,72 @@ type LiveSessionState = {
chartOverlay: EquityPrint[];
};
const getLiveManifest = (
const dedupeLiveSubscriptions = (subscriptions: LiveSubscription[]): LiveSubscription[] => {
const seen = new Set<string>();
return subscriptions.filter((subscription) => {
const key = getLiveSubscriptionKey(subscription);
if (seen.has(key)) {
return false;
}
seen.add(key);
return true;
});
};
export const getLiveManifest = (
pathname: string,
chartTicker: string,
chartIntervalMs: number,
flowFilters: OptionFlowFilters
): LiveSubscription[] => {
const baselineSubs: LiveSubscription[] = [{ channel: "options", filters: flowFilters }];
const chartSubs: LiveSubscription[] = [
{ channel: "equity-candles", underlying_id: chartTicker, interval_ms: chartIntervalMs },
{ channel: "equity-overlay", underlying_id: chartTicker }
];
if (pathname === "/tape") {
return [
return dedupeLiveSubscriptions([
...baselineSubs,
{ channel: "options", filters: flowFilters },
{ channel: "nbbo" },
{ channel: "equities" },
{ channel: "flow", filters: flowFilters },
{ channel: "classifier-hits" }
];
]);
}
if (pathname === "/signals") {
return [{ channel: "alerts" }, { channel: "classifier-hits" }, { channel: "inferred-dark" }];
return dedupeLiveSubscriptions([
...baselineSubs,
{ channel: "alerts" },
{ channel: "classifier-hits" },
{ channel: "inferred-dark" }
]);
}
if (pathname === "/charts") {
return [...chartSubs, { channel: "classifier-hits" }, { channel: "inferred-dark" }];
return dedupeLiveSubscriptions([
...baselineSubs,
...chartSubs,
{ channel: "classifier-hits" },
{ channel: "inferred-dark" }
]);
}
if (pathname === "/replay") {
return [];
return baselineSubs;
}
return [
return dedupeLiveSubscriptions([
...baselineSubs,
{ channel: "equities" },
{ channel: "flow" },
{ channel: "alerts" },
{ channel: "classifier-hits" },
{ channel: "inferred-dark" },
...chartSubs
];
]);
};
const useLiveSession = (