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Add replay source filter for option replay

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This commit is contained in:
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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34
services/api/src/index.ts
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@ -122,6 +122,14 @@ const replayParamsSchema = z.object({
after_seq: z.coerce.number().int().nonnegative().default(0),
limit: z.coerce.number().int().positive().max(1000).default(200)
});
const replaySourceSchema = z
.string()
.trim()
.min(1)
.max(64)
.regex(/^[A-Za-z0-9][A-Za-z0-9_-]*$/)
.transform((value) => value.toLowerCase());
const candleQuerySchema = z.object({
underlying_id: z.string().min(1),
interval_ms: z.coerce.number().int().positive(),
@ -193,6 +201,20 @@ const parseReplayParams = (url: URL): { afterTs: number; afterSeq: number; limit
};
};
const parseReplaySource = (url: URL): string | null => {
const raw = url.searchParams.get("source");
if (!raw) {
return null;
}
const trimmed = raw.trim();
if (!trimmed) {
return null;
}
return replaySourceSchema.parse(trimmed);
};
const parseBooleanParam = (value: string | null | undefined): boolean => {
if (!value) {
return false;
@ -756,13 +778,15 @@ const run = async () => {
if (req.method === "GET" && url.pathname === "/prints/options") {
const limit = parseLimit(url.searchParams.get("limit"));
const data = await fetchRecentOptionPrints(clickhouse, limit);
const source = parseReplaySource(url) ?? undefined;
const data = await fetchRecentOptionPrints(clickhouse, limit, source);
return jsonResponse({ data });
}
if (req.method === "GET" && url.pathname === "/nbbo/options") {
const limit = parseLimit(url.searchParams.get("limit"));
const data = await fetchRecentOptionNBBO(clickhouse, limit);
const source = parseReplaySource(url) ?? undefined;
const data = await fetchRecentOptionNBBO(clickhouse, limit, source);
return jsonResponse({ data });
}
@ -847,7 +871,8 @@ const run = async () => {
if (req.method === "GET" && url.pathname === "/replay/options") {
const { afterTs, afterSeq, limit } = parseReplayParams(url);
const data = await fetchOptionPrintsAfter(clickhouse, afterTs, afterSeq, limit);
const source = parseReplaySource(url) ?? undefined;
const data = await fetchOptionPrintsAfter(clickhouse, afterTs, afterSeq, limit, source);
const last = data.at(-1);
const next = last ? { ts: last.ts, seq: last.seq } : null;
return jsonResponse({ data, next });
@ -855,7 +880,8 @@ const run = async () => {
if (req.method === "GET" && url.pathname === "/replay/nbbo") {
const { afterTs, afterSeq, limit } = parseReplayParams(url);
const data = await fetchOptionNBBOAfter(clickhouse, afterTs, afterSeq, limit);
const source = parseReplaySource(url) ?? undefined;
const data = await fetchOptionNBBOAfter(clickhouse, afterTs, afterSeq, limit, source);
const last = data.at(-1);
const next = last ? { ts: last.ts, seq: last.seq } : null;
return jsonResponse({ data, next });