Implement server-backed live history

packages/storage/src/clickhouse.ts

@@ -1264,6 +1264,22 @@ export const fetchEquityPrintsBefore = async (
   return EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
 };
 
+export const fetchEquityQuotesBefore = async (
+  client: ClickHouseClient,
+  beforeTs: number,
+  beforeSeq: number,
+  limit: number
+): Promise<EquityQuote[]> => {
+  const safeLimit = clampLimit(limit);
+  const result = await client.query({
+    query: `SELECT * FROM ${EQUITY_QUOTES_TABLE} WHERE ${buildBeforeTupleCondition("ts", "seq", beforeTs, beforeSeq)} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
+    format: "JSONEachRow"
+  });
+
+  const rows = await result.json<unknown[]>();
+  return EquityQuoteSchema.array().parse(rows.map(normalizeEquityQuoteRow));
+};
+
 export const fetchEquityPrintJoinsBefore = async (
   client: ClickHouseClient,
   beforeTs: number,

packages/storage/tests/equity-quotes.test.ts

@@ -4,6 +4,7 @@ import {
   EQUITY_QUOTES_TABLE,
   normalizeEquityQuote
 } from "../src/equity-quotes";
+import { fetchEquityQuotesBefore, type ClickHouseClient } from "../src/clickhouse";
 
 const baseQuote = {
   source_ts: 100,
@@ -27,4 +28,35 @@ describe("equity-quotes storage helpers", () => {
     expect(ddl).toContain(EQUITY_QUOTES_TABLE);
     expect(ddl).toContain("CREATE TABLE IF NOT EXISTS");
   });
+
+  it("fetches older quotes with tuple cursor ordering", async () => {
+    let queryText = "";
+    const client = {
+      query: async ({ query }: { query: string }) => {
+        queryText = query;
+        return {
+          async json<T>() {
+            return [
+              {
+                ...baseQuote,
+                source_ts: 90,
+                ingest_ts: 201,
+                seq: 2,
+                trace_id: "trace-2",
+                ts: 90
+              }
+            ] as T;
+          }
+        };
+      }
+    } as unknown as ClickHouseClient;
+
+    const rows = await fetchEquityQuotesBefore(client, 100, 3, 25);
+
+    expect(rows).toHaveLength(1);
+    expect(rows[0]?.trace_id).toBe("trace-2");
+    expect(queryText).toContain(EQUITY_QUOTES_TABLE);
+    expect(queryText).toContain("WHERE (ts, seq) < (100, 3)");
+    expect(queryText).toContain("ORDER BY ts DESC, seq DESC LIMIT 25");
+  });
 });

packages/types/src/live.ts

@@ -5,6 +5,7 @@ import {
   EquityCandleSchema,
   EquityPrintJoinSchema,
   EquityPrintSchema,
+  EquityQuoteSchema,
   FlowPacketSchema,
   InferredDarkEventSchema,
   OptionNBBOSchema,
@@ -26,6 +27,7 @@ export const LiveGenericChannelSchema = z.enum([
   "options",
   "nbbo",
   "equities",
+  "equity-quotes",
   "equity-joins",
   "flow",
   "classifier-hits",
@@ -37,6 +39,7 @@ export const LiveChannelSchema = z.enum([
   "options",
   "nbbo",
   "equities",
+  "equity-quotes",
   "equity-joins",
   "flow",
   "classifier-hits",
@@ -59,7 +62,7 @@ export const LiveSubscriptionSchema = z.discriminatedUnion("channel", [
     filters: OptionFlowFiltersSchema.optional()
   }),
   z.object({
-    channel: z.enum(["nbbo", "equities", "equity-joins", "classifier-hits", "alerts", "inferred-dark"])
+    channel: z.enum(["nbbo", "equities", "equity-quotes", "equity-joins", "classifier-hits", "alerts", "inferred-dark"])
   }),
   z.object({
     channel: z.literal("equity-candles"),
@@ -78,6 +81,7 @@ const livePayloadSchemas = {
   options: OptionPrintSchema,
   nbbo: OptionNBBOSchema,
   equities: EquityPrintSchema,
+  "equity-quotes": EquityQuoteSchema,
   "equity-joins": EquityPrintJoinSchema,
   flow: FlowPacketSchema,
   "classifier-hits": ClassifierHitEventSchema,