implement durable options tape history
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9 changed files with 423 additions and 56 deletions
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@ -1,3 +1,4 @@
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{"_type":"issue","id":"islandflow-200","title":"Implement durable options tape history","description":"Implement the plan from docs/plans/2026-05-16-1711-durable-options-tape-history.html: durable ClickHouse-backed options history, signal/all prints view selection, preserved execution context, stale semantics limited to live health, reset runbook, tests, and turn documentation.","status":"closed","priority":1,"issue_type":"feature","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-05-16T21:21:30Z","created_by":"dirtydishes","updated_at":"2026-05-16T21:26:51Z","started_at":"2026-05-16T21:21:33Z","closed_at":"2026-05-16T21:26:51Z","close_reason":"Implemented durable options tape history, signal/raw view selection, reset runbook, tests, and turn documentation.","dependency_count":0,"dependent_count":0,"comment_count":0}
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{"_type":"issue","id":"islandflow-k4f","title":"Gate deploy script on docker workspace snapshot sync","description":"Prevent frozen-lockfile build failures during deploy by adding a local preflight in scripts/deploy.ts that runs bun run check:docker-workspace and aborts with a clear sync+commit remediation message when stale.","status":"closed","priority":1,"issue_type":"task","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-05-15T23:01:44Z","created_by":"dirtydishes","updated_at":"2026-05-15T23:04:11Z","started_at":"2026-05-15T23:01:48Z","closed_at":"2026-05-15T23:04:11Z","close_reason":"Closed","dependency_count":0,"dependent_count":0,"comment_count":0}
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{"_type":"issue","id":"islandflow-xll","title":"Fix bun.lock drift causing frozen-lockfile Docker build failures","description":"Docker image builds fail in multiple targets (candles, web, ingest services) because bun install --frozen-lockfile detects lockfile changes. Update workspace lockfile to match manifests and verify frozen install succeeds.","status":"closed","priority":1,"issue_type":"bug","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-05-15T22:52:38Z","created_by":"dirtydishes","updated_at":"2026-05-15T22:55:23Z","started_at":"2026-05-15T22:52:40Z","closed_at":"2026-05-15T22:55:23Z","close_reason":"Closed","dependency_count":0,"dependent_count":0,"comment_count":0}
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{"_type":"issue","id":"islandflow-9nd","title":"Hosted synthetic tape redesign with internal control surface","description":"Implement hosted synthetic market redesign with shared deterministic regime engine, internal JetStream KV control plane, ingest coupling across options and equities, and an internal bottom-right synthetic-control drawer with Next proxy routes. Preserve the six public smart-money categories while adding hidden subtype families, soft coverage accounting, and backend-only admin endpoints.\n","status":"closed","priority":1,"issue_type":"feature","assignee":"dirtydishes","owner":"dishes@dpdrm.com","created_at":"2026-05-14T01:25:02Z","created_by":"dirtydishes","updated_at":"2026-05-14T02:10:03Z","started_at":"2026-05-14T01:25:09Z","closed_at":"2026-05-14T02:10:03Z","close_reason":"Completed","dependency_count":0,"dependent_count":0,"comment_count":0}
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@ -606,6 +606,13 @@ h3 {
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text-transform: uppercase;
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}
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.flow-filter-section-copy {
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margin: -2px 0 0;
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color: var(--text-muted);
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font-size: 0.78rem;
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line-height: 1.35;
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}
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.flow-filter-checkbox-grid,
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.flow-filter-chip-grid {
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display: grid;
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@ -617,6 +624,10 @@ h3 {
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grid-template-columns: repeat(3, minmax(0, 1fr));
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}
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.flow-filter-chip-grid-two {
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grid-template-columns: repeat(2, minmax(0, 1fr));
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}
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.flow-filter-check {
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display: inline-flex;
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align-items: center;
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@ -17,7 +17,6 @@ import {
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getEffectiveOptionPrintFilters,
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getAlertWindowAnchorTs,
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getHotChannelFeedStatus,
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getScopedLiveAutoHydrationChannels,
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getLiveHistoryRetentionCap,
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getOptionTableSnapshot,
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getOptionScope,
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@ -298,6 +297,24 @@ describe("contract-focused option helpers", () => {
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});
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});
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it("includes the selected options view in tape query params", () => {
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expect(
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buildOptionTapeQueryParams(
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{
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...buildDefaultFlowFilters(),
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view: "raw",
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securityTypes: undefined,
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nbboSides: undefined,
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optionTypes: undefined
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},
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{ underlying_ids: ["AAPL"] }
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)
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).toEqual({
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view: "raw",
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underlying_ids: "AAPL"
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});
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});
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it("keeps the focus seed until the matching scoped subscription has loaded it", () => {
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const seedItem = makeOptionPrint({
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trace_id: "focused-seed",
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@ -652,32 +669,6 @@ describe("live tape history helpers", () => {
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).toBe(0);
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});
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it("does not auto-hydrate scoped live history before the scroll gate is reached", () => {
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const manifest = getLiveManifest(
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"/tape",
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"AAPL",
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60000,
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buildDefaultFlowFilters(),
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{
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underlying_ids: ["AAPL"],
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option_contract_id: "AAPL-2025-01-17-200-C"
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},
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{ underlying_ids: ["AAPL"] }
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);
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const historyCursors = Object.fromEntries(
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manifest.map((subscription) => [getLiveSubscriptionKey(subscription), { ts: 1, seq: 1 }])
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);
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expect(
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getScopedLiveAutoHydrationChannels(true, "/tape", manifest, historyCursors, {})
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).toEqual([]);
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expect(
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getScopedLiveAutoHydrationChannels(true, "/tape", manifest, historyCursors, {
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[getLiveSubscriptionKey(manifest.find((subscription) => subscription.channel === "options")!)]: true
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})
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).toEqual([]);
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});
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it("restores the same anchor key after live insertions at the top", () => {
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const nextKeys = ["new-1", "new-2", "anchor", "after-1", "after-2"];
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expect(findAnchorRestoreIndex(nextKeys, "anchor", ["anchor", "after-1", "after-2"])).toBe(2);
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@ -806,6 +797,7 @@ describe("flow filter popup helpers", () => {
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expect(countActiveFlowFilterGroups(defaults)).toBe(0);
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expect(countActiveFlowFilterGroups(next)).toBe(3);
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expect(countActiveFlowFilterGroups({ ...defaults, view: "raw" })).toBe(1);
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expect(buildDefaultFlowFilters()).toEqual(defaults);
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});
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});
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@ -34,6 +34,7 @@ import type {
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LiveHotChannelHealthMap,
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LiveSubscription,
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OptionFlowFilters,
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OptionFlowView,
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OptionNbboSide,
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OptionSecurityType,
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OptionType,
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@ -853,21 +854,6 @@ export const getLiveHistoryRetentionCap = (subscription: LiveSubscription): numb
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}
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};
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export const getScopedLiveAutoHydrationChannels = (
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enabled: boolean,
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pathname: string,
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manifest: LiveSubscription[],
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historyCursors: Partial<Record<string, Cursor | null>>,
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historyLoading: Partial<Record<string, boolean>>
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): Array<Extract<LiveSubscription["channel"], "options" | "equities">> => {
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void enabled;
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void pathname;
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void manifest;
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void historyCursors;
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void historyLoading;
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return [];
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};
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export const getLiveFeedStatus = (
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sourceStatus: WsStatus,
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freshestTs: number | null,
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@ -1436,6 +1422,9 @@ export const countActiveFlowFilterGroups = (filters: OptionFlowFilters): number
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if ((filters.minNotional ?? undefined) !== (defaults.minNotional ?? undefined)) {
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count += 1;
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}
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if ((filters.view ?? defaults.view) !== defaults.view) {
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count += 1;
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}
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return count;
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};
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@ -3684,18 +3673,6 @@ const useLiveSession = (
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[enabled, manifest, historyCursors, historyLoading]
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);
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useEffect(() => {
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for (const channel of getScopedLiveAutoHydrationChannels(
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enabled,
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pathname,
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manifest,
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historyCursors,
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historyLoading
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)) {
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void loadOlder(channel);
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}
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}, [enabled, pathname, manifest, historyCursors, historyLoading, loadOlder]);
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return {
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status,
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connectedAt,
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@ -6904,6 +6881,17 @@ export const FlowFilterPopover = ({ filters, onChange }: FlowFilterPopoverProps)
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}));
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};
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const applyView = (view: OptionFlowView) => {
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onChange((prev) => ({
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...prev,
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view,
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securityTypes: view === "raw" ? undefined : prev.securityTypes ?? DEFAULT_FLOW_SECURITY_TYPES,
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nbboSides: view === "raw" ? undefined : prev.nbboSides,
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optionTypes: view === "raw" ? undefined : prev.optionTypes,
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minNotional: view === "raw" ? undefined : prev.minNotional
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}));
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};
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useEffect(() => {
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if (!open) {
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return;
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@ -6968,6 +6956,27 @@ export const FlowFilterPopover = ({ filters, onChange }: FlowFilterPopoverProps)
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</div>
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<div className="flow-filter-popover-body">
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<FlowFilterSection title="Options View">
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<div className="flow-filter-chip-grid flow-filter-chip-grid-two">
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{[
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{ label: "Signal", value: "signal" as const },
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{ label: "All prints", value: "raw" as const }
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].map((preset) => (
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<button
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className={`filter-chip ${filters.view === preset.value ? "is-active" : ""}`}
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key={preset.value}
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type="button"
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onClick={() => applyView(preset.value)}
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>
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{preset.label}
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</button>
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))}
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</div>
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<p className="flow-filter-section-copy">
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Signal keeps classifier-ready prints. All prints includes raw option tape rows.
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</p>
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</FlowFilterSection>
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<FlowFilterSection title="Security">
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<div className="flow-filter-checkbox-grid">
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{(["stock", "etf"] as OptionSecurityType[]).map((value) => (
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57
docs/clickhouse-reset-runbook.md
Normal file
57
docs/clickhouse-reset-runbook.md
Normal file
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# ClickHouse Reset Runbook
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This runbook is for deliberately wiping durable market-data history from ClickHouse in local development or on the VPS. It is destructive. Do not run these commands from application startup, deployment hooks, or unattended scripts.
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## When To Use
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Use this only when an operator has decided that existing option, equity, flow, and derived-event history should be discarded and rebuilt from fresh ingest.
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Before running a reset:
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- Confirm the target environment: local Docker or VPS Docker.
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- Confirm there is no active analysis depending on the existing history.
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- Take a backup if the data may be needed later.
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- Stop ingest and API services so new writes do not race the reset.
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## Local Docker Reset
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From the repository root:
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```bash
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bun run dev:infra
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docker compose exec clickhouse clickhouse-client --query "SHOW TABLES"
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docker compose exec clickhouse clickhouse-client --query "TRUNCATE TABLE IF EXISTS option_prints"
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docker compose exec clickhouse clickhouse-client --query "TRUNCATE TABLE IF EXISTS option_nbbo"
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docker compose exec clickhouse clickhouse-client --query "TRUNCATE TABLE IF EXISTS equity_prints"
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docker compose exec clickhouse clickhouse-client --query "TRUNCATE TABLE IF EXISTS equity_quotes"
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docker compose exec clickhouse clickhouse-client --query "TRUNCATE TABLE IF EXISTS equity_print_joins"
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docker compose exec clickhouse clickhouse-client --query "TRUNCATE TABLE IF EXISTS flow_packets"
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docker compose exec clickhouse clickhouse-client --query "TRUNCATE TABLE IF EXISTS smart_money_events"
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docker compose exec clickhouse clickhouse-client --query "TRUNCATE TABLE IF EXISTS classifier_hits"
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docker compose exec clickhouse clickhouse-client --query "TRUNCATE TABLE IF EXISTS alerts"
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docker compose exec clickhouse clickhouse-client --query "TRUNCATE TABLE IF EXISTS inferred_dark_events"
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```
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If the local compose project uses `deployment/docker/docker-compose.yml`, run the same commands with `docker compose -f deployment/docker/docker-compose.yml exec clickhouse ...`.
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## VPS Docker Reset
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On the VPS, first identify the active compose project and ClickHouse service:
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```bash
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docker ps --format "table {{.Names}}\t{{.Image}}\t{{.Status}}"
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docker compose -f deployment/docker/docker-compose.yml ps
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```
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Then stop writers and run the same `TRUNCATE TABLE IF EXISTS ...` commands against the active ClickHouse container. Prefer `docker compose exec clickhouse clickhouse-client --query "<query>"` when the compose project is healthy; otherwise use `docker exec <clickhouse-container> clickhouse-client --query "<query>"`.
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## Verification
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After the reset:
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```bash
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docker compose exec clickhouse clickhouse-client --query "SELECT count() FROM option_prints"
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docker compose exec clickhouse clickhouse-client --query "SELECT count() FROM flow_packets"
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```
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Restart ingest/API services through the normal dev or deployment path. The options tape should repopulate its 100-row hot head from new signal prints, and older rows should appear only after the scroll gate asks `/history/options` for ClickHouse-backed history.
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245
docs/turns/2026-05-16-1725-durable-options-tape-history.html
Normal file
245
docs/turns/2026-05-16-1725-durable-options-tape-history.html
Normal file
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@ -0,0 +1,245 @@
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<!doctype html>
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<html lang="en">
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<head>
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<meta charset="utf-8" />
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<meta name="viewport" content="width=device-width, initial-scale=1" />
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<title>Durable Options Tape History</title>
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<style>
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:root {
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color-scheme: dark;
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--bg: #06080b;
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--panel: #111820;
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--panel-2: #0d141b;
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--border: rgba(255, 255, 255, 0.1);
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--border-strong: rgba(245, 166, 35, 0.34);
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--text: #e6edf4;
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--muted: #90a0b2;
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--faint: #6e7b8c;
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--accent: #f5a623;
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--accent-soft: rgba(245, 166, 35, 0.14);
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--good: #25c17a;
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}
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* {
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box-sizing: border-box;
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}
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body {
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margin: 0;
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background: linear-gradient(180deg, rgba(17, 24, 32, 0.92), rgba(6, 8, 11, 0.98) 320px), var(--bg);
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color: var(--text);
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font: 15px/1.55 "IBM Plex Sans", -apple-system, BlinkMacSystemFont, "Segoe UI", system-ui, sans-serif;
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}
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main {
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max-width: 1040px;
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margin: 0 auto;
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padding: 40px 24px 56px;
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}
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header {
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border-bottom: 1px solid var(--border);
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padding-bottom: 24px;
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}
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.eyebrow,
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h2,
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.chip {
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font-family: "IBM Plex Mono", ui-monospace, SFMono-Regular, Menlo, monospace;
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letter-spacing: 0.1em;
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text-transform: uppercase;
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}
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.eyebrow {
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margin: 0 0 10px;
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color: var(--accent);
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font-size: 0.76rem;
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font-weight: 700;
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}
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h1 {
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margin: 0;
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max-width: 760px;
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font-size: 2rem;
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line-height: 1.1;
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}
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.summary {
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max-width: 820px;
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margin: 16px 0 0;
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color: var(--muted);
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font-size: 1rem;
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}
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.meta {
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display: flex;
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flex-wrap: wrap;
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gap: 8px;
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margin-top: 18px;
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}
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.chip {
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border: 1px solid var(--border);
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border-radius: 999px;
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padding: 4px 9px;
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background: rgba(255, 255, 255, 0.04);
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color: var(--muted);
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font-size: 0.7rem;
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font-weight: 700;
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}
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section {
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margin-top: 26px;
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border: 1px solid var(--border);
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border-radius: 8px;
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padding: 20px 22px;
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background: linear-gradient(180deg, rgba(17, 24, 32, 0.94), rgba(13, 20, 27, 0.94));
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}
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section.summary-band {
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border-color: var(--border-strong);
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background: linear-gradient(180deg, rgba(245, 166, 35, 0.12), rgba(17, 24, 32, 0.92));
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}
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h2 {
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margin: 0 0 12px;
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color: var(--text);
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font-size: 0.82rem;
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}
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p,
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li {
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color: var(--muted);
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}
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|
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p {
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margin: 0;
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}
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ul {
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margin: 0;
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padding-left: 1.1rem;
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}
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li {
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margin: 8px 0;
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}
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strong {
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color: var(--text);
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||||
}
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code {
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border: 1px solid rgba(255, 255, 255, 0.08);
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border-radius: 6px;
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padding: 0.12rem 0.35rem;
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background: rgba(255, 255, 255, 0.05);
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color: var(--text);
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font-family: "IBM Plex Mono", ui-monospace, SFMono-Regular, Menlo, monospace;
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font-size: 0.9em;
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}
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.ok {
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color: var(--good);
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font-weight: 700;
|
||||
}
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|
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@media (max-width: 720px) {
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main {
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padding: 28px 16px 40px;
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||||
}
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|
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h1 {
|
||||
font-size: 1.55rem;
|
||||
}
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||||
}
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||||
</style>
|
||||
</head>
|
||||
<body>
|
||||
<main>
|
||||
<header>
|
||||
<p class="eyebrow">Turn Document</p>
|
||||
<h1>Durable Options Tape History</h1>
|
||||
<p class="summary">
|
||||
Implemented the durable options tape plan: the live hot head is capped at 100 rows, older rows are preserved behind
|
||||
the scroll gate, ClickHouse history keeps execution context, and the Filter menu now exposes Signal versus All
|
||||
prints semantics.
|
||||
</p>
|
||||
<div class="meta" aria-label="Turn metadata">
|
||||
<span class="chip">2026-05-16 17:25</span>
|
||||
<span class="chip">Beads: islandflow-200</span>
|
||||
<span class="chip">Surface: Options Tape</span>
|
||||
</div>
|
||||
</header>
|
||||
|
||||
<section class="summary-band">
|
||||
<h2>Summary</h2>
|
||||
<p>
|
||||
The options tape now behaves as a continuous instrument: the live cache stays lean, historical rows arrive only
|
||||
when scrolling asks for them, and old valid rows are not treated as degraded just because they came from durable
|
||||
history.
|
||||
</p>
|
||||
</section>
|
||||
|
||||
<section>
|
||||
<h2>Changes Made</h2>
|
||||
<ul>
|
||||
<li>Changed the API default options live cache limit to <code>100</code>.</li>
|
||||
<li>Removed the unused scoped live auto-hydration path so history is loaded by the scroll gate.</li>
|
||||
<li>Fixed unbounded options/equities history retention so a cap of <code>0</code> means keep the loaded tail.</li>
|
||||
<li>Added a Filter menu <code>Options View</code> toggle for <code>Signal</code> and <code>All prints</code>.</li>
|
||||
<li>Ensured All prints clears signal-only side/type/min-notional/security constraints.</li>
|
||||
<li>Added a destructive ClickHouse reset runbook for local and VPS operators.</li>
|
||||
</ul>
|
||||
</section>
|
||||
|
||||
<section>
|
||||
<h2>Context</h2>
|
||||
<p>
|
||||
The prior plan called out useful partial work already in the repo: ClickHouse history endpoints, execution-context
|
||||
columns, scroll-hold behavior, and a shared row renderer. This implementation keeps those pieces and removes the
|
||||
ambiguous history/autohydration behavior around them.
|
||||
</p>
|
||||
</section>
|
||||
|
||||
<section>
|
||||
<h2>Important Implementation Details</h2>
|
||||
<ul>
|
||||
<li><code>/history/options</code> still uses the selected option filters and scope, including raw contract drilldowns.</li>
|
||||
<li>Storage tests now verify execution NBBO side, underlying spot, IV, and signal reasons survive normalization.</li>
|
||||
<li>The options row path already preferred <code>execution_nbbo_side</code>, <code>execution_underlying_spot</code>, and <code>execution_iv</code>; tests cover that behavior.</li>
|
||||
<li>The reset runbook is documented in <code>docs/clickhouse-reset-runbook.md</code> and is explicitly operator-confirmed.</li>
|
||||
</ul>
|
||||
</section>
|
||||
|
||||
<section>
|
||||
<h2>Expected Impact for End-Users</h2>
|
||||
<p>
|
||||
Traders can stay on a signal-first tape by default, switch to raw prints when investigating, and scroll into older
|
||||
ClickHouse-backed flow without seeing a separate stale-history treatment.
|
||||
</p>
|
||||
</section>
|
||||
|
||||
<section>
|
||||
<h2>Validation</h2>
|
||||
<ul>
|
||||
<li><span class="ok">Passed:</span> <code>bun test packages/storage/tests/option-prints.test.ts services/api/tests/live.test.ts apps/web/app/terminal.test.ts</code></li>
|
||||
<li><span class="ok">Passed:</span> <code>bun --cwd=apps/web run build</code></li>
|
||||
</ul>
|
||||
</section>
|
||||
|
||||
<section>
|
||||
<h2>Issues, Limitations, and Mitigations</h2>
|
||||
<ul>
|
||||
<li>The ClickHouse reset remains destructive. Mitigation: documented as a manual runbook only, never automatic startup behavior.</li>
|
||||
<li>No live browser smoke test was run in this turn. Mitigation: unit coverage and production build exercised the changed web paths.</li>
|
||||
</ul>
|
||||
</section>
|
||||
|
||||
<section>
|
||||
<h2>Follow-up Work</h2>
|
||||
<p>No new follow-up issue was needed. The implementation task is tracked and completed in <code>islandflow-200</code>.</p>
|
||||
</section>
|
||||
</main>
|
||||
</body>
|
||||
</html>
|
||||
|
|
@ -48,6 +48,25 @@ describe("option-prints storage helpers", () => {
|
|||
queries.push(query);
|
||||
return {
|
||||
async json<T>() {
|
||||
if (query.includes("trace-ctx")) {
|
||||
return [
|
||||
{
|
||||
...basePrint,
|
||||
trace_id: "trace-ctx",
|
||||
conditions: [],
|
||||
execution_nbbo_bid: "1.20",
|
||||
execution_nbbo_ask: "1.30",
|
||||
execution_nbbo_mid: "1.25",
|
||||
execution_nbbo_side: "A",
|
||||
execution_underlying_spot: "450.05",
|
||||
execution_underlying_source: "equity_quote_mid",
|
||||
execution_iv: "0.42",
|
||||
execution_iv_source: "synthetic_pressure_model",
|
||||
signal_reasons: ["large_notional"],
|
||||
signal_pass: 1
|
||||
}
|
||||
] as T;
|
||||
}
|
||||
return [] as T;
|
||||
}
|
||||
};
|
||||
|
|
@ -63,8 +82,9 @@ describe("option-prints storage helpers", () => {
|
|||
optionContractId: "AAPL-2025-01-17-200-C",
|
||||
sinceTs: 123
|
||||
});
|
||||
await fetchOptionPrintsBefore(client, 100, 5, 20, "alpaca");
|
||||
await fetchOptionPrintsBefore(client, 100, 5, 20, "alpaca", { view: "raw" });
|
||||
await fetchOptionPrintsByTraceIds(client, ["trace-1", "trace-2"]);
|
||||
const rows = await fetchRecentOptionPrints(client, 1, "trace-ctx", { view: "signal" });
|
||||
|
||||
expect(queries[0]).toContain("signal_pass = 1");
|
||||
expect(queries[0]).toContain("(is_etf = 0 OR is_etf IS NULL)");
|
||||
|
|
@ -76,7 +96,12 @@ describe("option-prints storage helpers", () => {
|
|||
expect(queries[0]).toContain("ts >= 123");
|
||||
expect(queries[1]).toContain("(ts, seq) < (100, 5)");
|
||||
expect(queries[1]).toContain("startsWith(trace_id, 'alpaca')");
|
||||
expect(queries[1]).not.toContain("signal_pass = 1");
|
||||
expect(queries[1]).toContain("ORDER BY ts DESC, seq DESC LIMIT 20");
|
||||
expect(queries[2]).toContain("trace_id IN ('trace-1', 'trace-2')");
|
||||
expect(rows[0].execution_nbbo_side).toBe("A");
|
||||
expect(rows[0].execution_underlying_spot).toBe(450.05);
|
||||
expect(rows[0].execution_iv).toBe(0.42);
|
||||
expect(rows[0].signal_reasons).toEqual(["large_notional"]);
|
||||
});
|
||||
});
|
||||
|
|
|
|||
|
|
@ -72,7 +72,7 @@ const CHART_LIMITS = {
|
|||
} as const;
|
||||
|
||||
const DEFAULT_LIVE_LIMITS: GenericLiveLimits = {
|
||||
options: 1000,
|
||||
options: 100,
|
||||
nbbo: 1000,
|
||||
equities: 1000,
|
||||
"equity-quotes": 500,
|
||||
|
|
|
|||
|
|
@ -69,6 +69,7 @@ describe("LiveStateManager", () => {
|
|||
expect(limits.flow).toBe(500);
|
||||
expect(limits["equity-quotes"]).toBe(500);
|
||||
expect(limits.alerts).toBe(300);
|
||||
expect(resolveGenericLiveLimits({} as NodeJS.ProcessEnv).options).toBe(100);
|
||||
});
|
||||
|
||||
it("hydrates snapshots from redis generic windows", async () => {
|
||||
|
|
@ -520,6 +521,32 @@ describe("LiveStateManager", () => {
|
|||
]);
|
||||
});
|
||||
|
||||
it("caps generic options snapshots at the 100-row hot head by default", async () => {
|
||||
const manager = new LiveStateManager(makeClickHouse(), null);
|
||||
const now = Date.now();
|
||||
|
||||
for (let seq = 1; seq <= 150; seq += 1) {
|
||||
await manager.ingest("options", {
|
||||
source_ts: now + seq,
|
||||
ingest_ts: now + seq,
|
||||
seq,
|
||||
trace_id: `opt-${seq}`,
|
||||
ts: now + seq,
|
||||
option_contract_id: "AAPL-2025-01-17-200-C",
|
||||
price: 1,
|
||||
size: 10,
|
||||
exchange: "X",
|
||||
signal_pass: true
|
||||
});
|
||||
}
|
||||
|
||||
const snapshot = await manager.getSnapshot({ channel: "options" });
|
||||
|
||||
expect(snapshot.items).toHaveLength(100);
|
||||
expect((snapshot.items as Array<{ trace_id: string }>)[0].trace_id).toBe("opt-150");
|
||||
expect(snapshot.next_before).toEqual({ ts: now + 51, seq: 51 });
|
||||
});
|
||||
|
||||
it("seeds scoped option snapshots from clickhouse rows older than 24h", async () => {
|
||||
const now = Date.now();
|
||||
const staleTs = now - 25 * 60 * 60 * 1000;
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue