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Fix contract-focused options tape hydration

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This commit is contained in:
dirtydishes 2026-05-07 23:37:32 -04:00
parent 73e25ddf70
commit b73e62bdba
8 changed files with 657 additions and 171 deletions
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173
apps/web/app/terminal.test.ts
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@ -4,19 +4,23 @@ import {
NAV_ITEMS,
appendHistoryTail,
buildDefaultFlowFilters,
buildOptionTapeQueryParams,
classifierToneForFamily,
composeTapeItems,
deriveAlertDirection,
countActiveFlowFilterGroups,
filterOptionTapeItems,
findAnchorRestoreIndex,
formatCompactUsd,
formatOptionContractLabel,
flushPausableTapeData,
getEffectiveOptionPrintFilters,
getAlertWindowAnchorTs,
getHotChannelFeedStatus,
getScopedLiveAutoHydrationChannels,
getLiveHistoryRetentionCap,
getOptionTableSnapshot,
getOptionScope,
getLiveFeedStatus,
getLiveManifest,
getRouteFeatures,
@ -30,6 +34,7 @@ import {
shouldIncludeEquitiesForDarkUnderlyingFallback,
shouldShowEquitiesSilentFeedWarning,
selectPrimaryClassifierHit,
shouldClearOptionFocusSeed,
smartMoneyProfileLabel,
smartMoneyToneForProfile,
statusLabel,
@ -42,6 +47,25 @@ const makeItem = (traceId: string, seq: number, ts: number) => ({
ts
});
const makeOptionPrint = (overrides: Record<string, unknown> = {}) =>
({
trace_id: "opt-1",
seq: 1,
ts: 1_000,
source_ts: 1_000,
ingest_ts: 1_001,
option_contract_id: "AAPL-2025-01-17-200-C",
underlying_id: "AAPL",
option_type: "call",
nbbo_side: "A",
notional: 250_000,
signal_pass: true,
price: 1,
size: 10,
exchange: "X",
...overrides
}) as any;
const makeAlert = (overrides: Record<string, unknown> = {}) =>
({
trace_id: "alert-1",
@ -125,6 +149,31 @@ describe("live manifest", () => {
expect(equitiesSubscription?.underlying_ids).toEqual(["AAPL"]);
});
it("drops option-print filters for contract-focused options subscriptions but keeps flow filters", () => {
const filters = {
...buildDefaultFlowFilters(),
minNotional: 500_000,
optionTypes: ["put"] as const
};
const manifest = getLiveManifest(
"/tape",
"AAPL",
60000,
filters,
{
underlying_ids: ["AAPL"],
option_contract_id: "AAPL-2025-01-17-200-C"
},
{ underlying_ids: ["AAPL"] },
undefined
);
const optionsSubscription = manifest.find((subscription) => subscription.channel === "options");
const flowSubscription = manifest.find((subscription) => subscription.channel === "flow");
expect(optionsSubscription?.filters).toBeUndefined();
expect(flowSubscription?.filters).toBe(filters);
});
it("scopes /signals subscriptions to signals channels only", () => {
const channels = getLiveManifest("/signals", "SPY", 60000, buildDefaultFlowFilters()).map(
(subscription) => subscription.channel
@ -154,6 +203,130 @@ describe("live manifest", () => {
});
});
describe("contract-focused option helpers", () => {
it("uses the focused contract underlying for option scope even when ticker input differs", () => {
expect(
getOptionScope(["MSFT"], "AAPL", {
kind: "option-contract",
contractId: "AAPL-2025-01-17-200-C",
underlyingId: "AAPL"
})
).toEqual({
underlying_ids: ["AAPL"],
option_contract_id: "AAPL-2025-01-17-200-C"
});
});
it("ignores broad flow filters for focused contract options", () => {
const filters = {
...buildDefaultFlowFilters(),
minNotional: 500_000
};
const items = [
makeOptionPrint({
trace_id: "focused-low",
option_contract_id: "AAPL-2025-01-17-200-C",
notional: 100_000,
signal_pass: false
}),
makeOptionPrint({
trace_id: "focused-high",
seq: 2,
ts: 2_000,
option_contract_id: "AAPL-2025-01-17-200-C",
notional: 750_000
}),
makeOptionPrint({
trace_id: "other-contract",
seq: 3,
ts: 3_000,
option_contract_id: "MSFT-2025-01-17-300-C",
underlying_id: "MSFT",
notional: 900_000
})
];
expect(
filterOptionTapeItems(
items,
getEffectiveOptionPrintFilters(filters, true),
{
kind: "option-contract",
contractId: "AAPL-2025-01-17-200-C",
underlyingId: "AAPL"
},
new Set(["MSFT"]),
"AAPL"
).map((item) => item.trace_id)
).toEqual(["focused-low", "focused-high"]);
});
it("includes option_contract_id and drops broad filters in focused replay query params", () => {
const filters = {
...buildDefaultFlowFilters(),
minNotional: 500_000,
optionTypes: ["put"] as const
};
expect(
buildOptionTapeQueryParams(getEffectiveOptionPrintFilters(filters, true), {
underlying_ids: ["AAPL"],
option_contract_id: "AAPL-2025-01-17-200-C"
})
).toEqual({
underlying_ids: "AAPL",
option_contract_id: "AAPL-2025-01-17-200-C"
});
});
it("keeps the focus seed until the matching scoped subscription has loaded it", () => {
const seedItem = makeOptionPrint({
trace_id: "focused-seed",
option_contract_id: "AAPL-2025-01-17-200-C"
});
const seed = {
scopeKey: "option-contract:AAPL-2025-01-17-200-C",
subscriptionKey: getLiveSubscriptionKey({
channel: "options",
underlying_ids: ["AAPL"],
option_contract_id: "AAPL-2025-01-17-200-C"
}),
items: [seedItem]
};
expect(
shouldClearOptionFocusSeed(
seed,
"option-contract:AAPL-2025-01-17-200-C",
getLiveSubscriptionKey({
channel: "options",
filters: {
...buildDefaultFlowFilters(),
minNotional: 500_000
},
underlying_ids: ["AAPL"]
}),
[makeOptionPrint({ trace_id: "broad-old" })],
[]
)
).toBe(false);
expect(
shouldClearOptionFocusSeed(
seed,
"option-contract:AAPL-2025-01-17-200-C",
getLiveSubscriptionKey({
channel: "options",
underlying_ids: ["AAPL"],
option_contract_id: "AAPL-2025-01-17-200-C"
}),
[seedItem],
[]
)
).toBe(true);
});
});
describe("route feature map", () => {
it("maps /tape to tape panes and dependencies", () => {
const features = getRouteFeatures("/tape");