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Add replay source filter for option replay

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dirtydishes 2026-01-11 16:44:34 -05:00
parent 04188851b3
commit debbc1046b
3 changed files with 69 additions and 13 deletions
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39
packages/storage/src/clickhouse.ts
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@ -331,6 +331,17 @@ const quoteString = (value: string): string => {
return `'${escaped}'`;
};
const buildTracePrefixCondition = (tracePrefix: string | undefined): string | null => {
if (!tracePrefix) {
return null;
}
const normalized = tracePrefix.trim();
if (!normalized) {
return null;
}
return `startsWith(trace_id, ${quoteString(normalized)})`;
};
const normalizeNumericFields = (
row: Record<string, unknown>,
fields: string[]
@ -531,11 +542,14 @@ const normalizeAlertRow = (row: unknown): AlertRecord | null => {
export const fetchRecentOptionPrints = async (
client: ClickHouseClient,
limit: number
limit: number,
tracePrefix?: string
): Promise<OptionPrint[]> => {
const safeLimit = clampLimit(limit);
const condition = buildTracePrefixCondition(tracePrefix);
const whereClause = condition ? ` WHERE ${condition}` : "";
const result = await client.query({
query: `SELECT * FROM ${OPTION_PRINTS_TABLE} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
query: `SELECT * FROM ${OPTION_PRINTS_TABLE}${whereClause} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
format: "JSONEachRow"
});
@ -545,11 +559,14 @@ export const fetchRecentOptionPrints = async (
export const fetchRecentOptionNBBO = async (
client: ClickHouseClient,
limit: number
limit: number,
tracePrefix?: string
): Promise<OptionNBBO[]> => {
const safeLimit = clampLimit(limit);
const condition = buildTracePrefixCondition(tracePrefix);
const whereClause = condition ? ` WHERE ${condition}` : "";
const result = await client.query({
query: `SELECT * FROM ${OPTION_NBBO_TABLE} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
query: `SELECT * FROM ${OPTION_NBBO_TABLE}${whereClause} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
format: "JSONEachRow"
});
@ -697,14 +714,17 @@ export const fetchOptionPrintsAfter = async (
client: ClickHouseClient,
afterTs: number,
afterSeq: number,
limit: number
limit: number,
tracePrefix?: string
): Promise<OptionPrint[]> => {
const safeLimit = clampLimit(limit);
const safeAfterTs = clampCursor(afterTs);
const safeAfterSeq = clampCursor(afterSeq);
const traceCondition = buildTracePrefixCondition(tracePrefix);
const traceClause = traceCondition ? ` AND ${traceCondition}` : "";
const result = await client.query({
query: `SELECT * FROM ${OPTION_PRINTS_TABLE} WHERE (ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
query: `SELECT * FROM ${OPTION_PRINTS_TABLE} WHERE (ts, seq) > (${safeAfterTs}, ${safeAfterSeq})${traceClause} ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
format: "JSONEachRow"
});
@ -716,14 +736,17 @@ export const fetchOptionNBBOAfter = async (
client: ClickHouseClient,
afterTs: number,
afterSeq: number,
limit: number
limit: number,
tracePrefix?: string
): Promise<OptionNBBO[]> => {
const safeLimit = clampLimit(limit);
const safeAfterTs = clampCursor(afterTs);
const safeAfterSeq = clampCursor(afterSeq);
const traceCondition = buildTracePrefixCondition(tracePrefix);
const traceClause = traceCondition ? ` AND ${traceCondition}` : "";
const result = await client.query({
query: `SELECT * FROM ${OPTION_NBBO_TABLE} WHERE (ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
query: `SELECT * FROM ${OPTION_NBBO_TABLE} WHERE (ts, seq) > (${safeAfterTs}, ${safeAfterSeq})${traceClause} ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
format: "JSONEachRow"
});