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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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37
services/api/src/live.ts
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@ -345,6 +345,30 @@ const snapshotLimitFor = (subscription: LiveSubscription, configuredLimit: numbe
return Math.max(1, Math.min(configuredLimit, Math.floor(requested)));
};
export const buildOptionSnapshotFilters = (
subscription: Extract<LiveSubscription, { channel: "options" }>
): OptionPrintQueryFilters => {
if (subscription.option_contract_id) {
return {
view: "raw",
optionContractId: subscription.option_contract_id
};
}
return {
view: subscription.filters?.view ?? "signal",
security:
subscription.filters?.securityTypes?.length === 1
? subscription.filters.securityTypes[0]
: "all",
nbboSides: subscription.filters?.nbboSides,
optionTypes: subscription.filters?.optionTypes,
minNotional: subscription.filters?.minNotional,
underlyingIds: subscription.underlying_ids,
optionContractId: subscription.option_contract_id
};
};
const candleRedisKey = (underlyingId: string, intervalMs: number): string =>
`live:equity-candles:${underlyingId}:${intervalMs}`;
@ -489,18 +513,7 @@ export class LiveStateManager {
if (subscription.filters?.view === "raw" || scoped) {
this.stats.scopedClickHouseSnapshots += 1;
const limit = snapshotLimitFor(subscription, this.generic.options.limit);
const storageFilters: OptionPrintQueryFilters = {
view: subscription.filters?.view ?? "signal",
security:
subscription.filters?.securityTypes?.length === 1
? subscription.filters.securityTypes[0]
: "all",
nbboSides: subscription.filters?.nbboSides,
optionTypes: subscription.filters?.optionTypes,
minNotional: subscription.filters?.minNotional,
underlyingIds: subscription.underlying_ids,
optionContractId: subscription.option_contract_id
};
const storageFilters = buildOptionSnapshotFilters(subscription);
const items = await fetchRecentOptionPrints(
this.clickhouse,
limit,