Add NBBO persistence, API/WS streaming, and UI context

packages/storage/src/option-nbbo.ts

@@ -0,0 +1,26 @@
+import type { OptionNBBO } from "@islandflow/types";
+
+export const OPTION_NBBO_TABLE = "option_nbbo";
+
+export const optionNBBOTableDDL = (): string => {
+  return `
+CREATE TABLE IF NOT EXISTS ${OPTION_NBBO_TABLE} (
+  source_ts UInt64,
+  ingest_ts UInt64,
+  seq UInt64,
+  trace_id String,
+  ts UInt64,
+  option_contract_id String,
+  bid Float64,
+  ask Float64,
+  bidSize UInt32,
+  askSize UInt32
+)
+ENGINE = MergeTree
+ORDER BY (ts, option_contract_id)
+`;
+};
+
+export const normalizeOptionNBBO = (nbbo: OptionNBBO): OptionNBBO => {
+  return nbbo;
+};