islandflow/apps/web/app/page.tsx
2026-01-20 12:57:38 -05:00

3764 lines
116 KiB
TypeScript

"use client";
import { useCallback, useEffect, useLayoutEffect, useMemo, useRef, useState } from "react";
import type {
AlertEvent,
ClassifierHitEvent,
EquityCandle,
EquityPrint,
EquityPrintJoin,
FlowPacket,
InferredDarkEvent,
OptionNBBO,
OptionPrint
} from "@islandflow/types";
import { createChart, type IChartApi, type SeriesMarker, type UTCTimestamp } from "lightweight-charts";
const MAX_ITEMS = 500;
const NBBO_MAX_AGE_MS = Number(process.env.NEXT_PUBLIC_NBBO_MAX_AGE_MS);
const NBBO_MAX_AGE_MS_SAFE =
Number.isFinite(NBBO_MAX_AGE_MS) && NBBO_MAX_AGE_MS > 0 ? NBBO_MAX_AGE_MS : 1000;
const LOCAL_HOSTS = new Set(["localhost", "127.0.0.1"]);
const CANDLE_INTERVALS = [
{ label: "1m", ms: 60000 },
{ label: "5m", ms: 300000 }
];
type CandlestickSeries = ReturnType<IChartApi["addCandlestickSeries"]>;
type EquityOverlayPoint = {
ts: number;
price: number;
size: number;
offExchangeFlag: boolean;
};
type ChartCandle = {
time: UTCTimestamp;
open: number;
high: number;
low: number;
close: number;
};
const formatIntervalLabel = (intervalMs: number): string => {
const match = CANDLE_INTERVALS.find((interval) => interval.ms === intervalMs);
if (match) {
return match.label;
}
if (intervalMs >= 60000) {
return `${Math.round(intervalMs / 60000)}m`;
}
if (intervalMs >= 1000) {
return `${Math.round(intervalMs / 1000)}s`;
}
return `${intervalMs}ms`;
};
const toChartTime = (ts: number): UTCTimestamp => {
return Math.floor(ts / 1000) as UTCTimestamp;
};
type ChartTimeLike = number | string | { year: number; month: number; day: number };
const chartTimeToMs = (value: ChartTimeLike): number | null => {
if (typeof value === "number") {
return Math.floor(value * 1000);
}
if (typeof value === "string") {
const parsed = Date.parse(value);
return Number.isFinite(parsed) ? parsed : null;
}
if (value && typeof value === "object") {
const { year, month, day } = value;
if (
Number.isFinite(year) &&
Number.isFinite(month) &&
Number.isFinite(day) &&
year >= 1970 &&
month >= 1 &&
month <= 12 &&
day >= 1 &&
day <= 31
) {
return Date.UTC(year, month - 1, day);
}
}
return null;
};
const toChartCandle = (candle: EquityCandle): ChartCandle => {
return {
time: toChartTime(candle.ts),
open: candle.open,
high: candle.high,
low: candle.low,
close: candle.close
};
};
const clamp = (value: number, min: number, max: number): number => {
if (!Number.isFinite(value)) {
return min;
}
return Math.max(min, Math.min(max, value));
};
const sampleToLimit = <T,>(items: T[], limit: number): T[] => {
if (items.length <= limit) {
return items;
}
const safeLimit = Math.max(1, Math.floor(limit));
const step = Math.ceil(items.length / safeLimit);
const sampled: T[] = [];
for (let idx = 0; idx < items.length; idx += step) {
sampled.push(items[idx]);
}
return sampled;
};
const readErrorDetail = async (response: Response): Promise<string> => {
const text = await response.text();
if (!text) {
return "";
}
try {
const payload = JSON.parse(text) as {
detail?: string;
error?: string;
message?: string;
};
return payload.detail ?? payload.error ?? payload.message ?? text;
} catch {
return text;
}
};
type WsStatus = "connecting" | "connected" | "disconnected";
type TapeMode = "live" | "replay";
type MessageType =
| "option-print"
| "option-nbbo"
| "equity-print"
| "equity-candle"
| "equity-join"
| "flow-packet"
| "inferred-dark"
| "classifier-hit"
| "alert";
type StreamMessage<T> = {
type: MessageType;
payload: T;
};
type ReplayCursor = {
ts: number;
seq: number;
};
type ReplayResponse<T> = {
data: T[];
next: ReplayCursor | null;
};
const inferTracePrefix = (traceId: string): string => {
const match = traceId.match(/^(.*)-\d+$/);
return match ? match[1] : traceId;
};
const extractTracePrefix = <T,>(item: T): string | null => {
const traceId = (item as { trace_id?: string }).trace_id;
if (!traceId) {
return null;
}
return inferTracePrefix(traceId);
};
const extractReplaySource = <T,>(item: T): string | null => {
const prefix = extractTracePrefix(item);
if (!prefix) {
return null;
}
const normalized = prefix.toLowerCase();
if (normalized.startsWith("synthetic")) {
return "synthetic";
}
if (normalized.startsWith("databento")) {
return "databento";
}
if (normalized.startsWith("alpaca")) {
return "alpaca";
}
if (normalized.startsWith("ibkr")) {
return "ibkr";
}
return prefix;
};
type SortableItem = {
ts?: number;
source_ts?: number;
ingest_ts?: number;
seq?: number;
trace_id?: string;
id?: string;
};
const extractSortTs = (item: SortableItem): number =>
item.ts ?? item.source_ts ?? item.ingest_ts ?? 0;
const extractSortSeq = (item: SortableItem): number => item.seq ?? 0;
const buildItemKey = (item: SortableItem): string | null => {
if (item.trace_id) {
return `${item.trace_id}:${item.seq ?? ""}`;
}
if (item.id) {
return `id:${item.id}`;
}
return null;
};
const mergeNewest = <T extends SortableItem>(incoming: T[], existing: T[]): T[] => {
const combined = [...incoming, ...existing];
if (combined.length === 0) {
return combined;
}
const seen = new Set<string>();
const deduped: T[] = [];
for (const item of combined) {
const key = buildItemKey(item);
if (key) {
if (seen.has(key)) {
continue;
}
seen.add(key);
}
deduped.push(item);
}
deduped.sort((a, b) => {
const delta = extractSortTs(b) - extractSortTs(a);
if (delta !== 0) {
return delta;
}
return extractSortSeq(b) - extractSortSeq(a);
});
return deduped.slice(0, MAX_ITEMS);
};
type TapeState<T> = {
status: WsStatus;
items: T[];
lastUpdate: number | null;
replayTime: number | null;
replayComplete: boolean;
paused: boolean;
dropped: number;
togglePause: () => void;
};
const buildWsUrl = (path: string): string => {
const envBase = process.env.NEXT_PUBLIC_API_URL;
if (envBase) {
const url = new URL(envBase);
url.protocol = url.protocol === "https:" ? "wss:" : "ws:";
url.pathname = path;
url.search = "";
url.hash = "";
return url.toString();
}
const { protocol, hostname } = window.location;
const wsProtocol = protocol === "https:" ? "wss" : "ws";
const isLocal = LOCAL_HOSTS.has(hostname);
const host = isLocal ? `${hostname}:4000` : window.location.host;
return `${wsProtocol}://${host}${path}`;
};
const buildApiUrl = (path: string): string => {
const envBase = process.env.NEXT_PUBLIC_API_URL;
if (envBase) {
const url = new URL(envBase);
const secure = url.protocol === "https:" || url.protocol === "wss:";
url.protocol = secure ? "https:" : "http:";
url.pathname = path;
url.search = "";
url.hash = "";
return url.toString();
}
const { protocol, hostname } = window.location;
const httpProtocol = protocol === "https:" ? "https" : "http";
const isLocal = LOCAL_HOSTS.has(hostname);
const host = isLocal ? `${hostname}:4000` : window.location.host;
return `${httpProtocol}://${host}${path}`;
};
const formatPrice = (price: number): string => {
if (!Number.isFinite(price)) {
return "0.00";
}
return price.toLocaleString(undefined, {
minimumFractionDigits: 2,
maximumFractionDigits: 2
});
};
const formatSize = (size: number): string => {
return size.toLocaleString();
};
const formatTime = (ts: number): string => {
return new Date(ts).toLocaleTimeString();
};
const formatConfidence = (value: number): string => `${Math.round(value * 100)}%`;
const formatPct = (value: number): string => `${Math.round(value * 100)}%`;
const formatUsd = (value: number): string => {
if (!Number.isFinite(value)) {
return "0.00";
}
return value.toLocaleString(undefined, {
minimumFractionDigits: 2,
maximumFractionDigits: 2
});
};
const normalizeContractId = (value: string): string => value.trim();
const formatContractLabel = (value: string): string => {
const normalized = normalizeContractId(value);
if (!normalized) {
return "Unknown contract";
}
if (/^\d+$/.test(normalized)) {
return `Instrument ${normalized}`;
}
return normalized;
};
const formatDateTime = (ts: number): string => {
const date = new Date(ts);
return `${date.toLocaleDateString()} ${date.toLocaleTimeString()}`;
};
const humanizeClassifierId = (value: string): string => {
if (!value) {
return "Classifier";
}
return value
.split("_")
.map((part) => (part ? part[0].toUpperCase() + part.slice(1) : part))
.join(" ");
};
const normalizeDirection = (value: string): "bullish" | "bearish" | "neutral" => {
const normalized = value.toLowerCase();
if (normalized === "bullish" || normalized === "bearish" || normalized === "neutral") {
return normalized;
}
return "neutral";
};
const extractUnderlying = (contractId: string): string => {
const match = contractId.match(/^(.+)-\d{4}-\d{2}-\d{2}-/);
if (match?.[1]) {
return match[1].toUpperCase();
}
return contractId.split("-")[0]?.toUpperCase() ?? contractId.toUpperCase();
};
const extractEquityTraceFromJoin = (joinId: string): string | null => {
const match = joinId.match(/^equityjoin:(.+)$/);
return match?.[1] ?? null;
};
const inferDarkUnderlying = (
event: InferredDarkEvent,
equityPrints: Map<string, EquityPrint>,
equityJoins: Map<string, EquityPrintJoin>
): string | null => {
for (const ref of event.evidence_refs) {
const join = equityJoins.get(ref);
if (!join) {
continue;
}
const underlying = join.features.underlying_id;
if (typeof underlying === "string" && underlying.length > 0) {
return underlying.toUpperCase();
}
}
const match = event.trace_id.match(/^dark:(?:stealth_accumulation|distribution):([^:]+):/);
if (match?.[1]) {
return match[1].toUpperCase();
}
for (const ref of event.evidence_refs) {
const traceId = extractEquityTraceFromJoin(ref);
if (!traceId) {
continue;
}
const print = equityPrints.get(traceId);
if (print) {
return print.underlying_id.toUpperCase();
}
}
return null;
};
const parseNumber = (value: unknown, fallback: number): number => {
if (typeof value === "number" && Number.isFinite(value)) {
return value;
}
if (typeof value === "string") {
const parsed = Number(value);
if (Number.isFinite(parsed)) {
return parsed;
}
}
return fallback;
};
const parseBoolean = (value: unknown, fallback = false): boolean => {
if (typeof value === "boolean") {
return value;
}
if (typeof value === "number") {
return value !== 0;
}
if (typeof value === "string") {
const normalized = value.trim().toLowerCase();
if (["true", "1", "yes", "on"].includes(normalized)) {
return true;
}
if (["false", "0", "no", "off"].includes(normalized)) {
return false;
}
}
return fallback;
};
const getJoinString = (join: EquityPrintJoin, key: string): string | null => {
const value = join.features[key];
return typeof value === "string" ? value : null;
};
const getJoinNumber = (join: EquityPrintJoin, key: string, fallback = Number.NaN): number => {
return parseNumber(join.features[key], fallback);
};
const getJoinBoolean = (join: EquityPrintJoin, key: string): boolean => {
return parseBoolean(join.features[key], false);
};
type NbboSide = "AA" | "A" | "B" | "BB";
const classifyNbboSide = (price: number, quote: OptionNBBO | null | undefined): NbboSide | null => {
if (!quote || !Number.isFinite(price)) {
return null;
}
const bid = quote.bid;
const ask = quote.ask;
if (!Number.isFinite(bid) || !Number.isFinite(ask) || ask <= 0) {
return null;
}
const spread = Math.max(0, ask - bid);
const epsilon = Math.max(0.01, spread * 0.05);
if (price > ask + epsilon) {
return "AA";
}
if (price >= ask - epsilon) {
return "A";
}
if (price < bid - epsilon) {
return "BB";
}
if (price <= bid + epsilon) {
return "B";
}
const mid = (bid + ask) / 2;
return price >= mid ? "A" : "B";
};
type ListScrollState = {
listRef: React.RefObject<HTMLDivElement>;
isAtTop: boolean;
isAtTopRef: React.MutableRefObject<boolean>;
missed: number;
resumeTick: number;
onNewItems: (count: number) => void;
jumpToTop: () => void;
};
const useListScroll = (): ListScrollState => {
const listRef = useRef<HTMLDivElement | null>(null);
const [isAtTop, setIsAtTop] = useState(true);
const [missed, setMissed] = useState(0);
const [resumeTick, setResumeTick] = useState(0);
const isAtTopRef = useRef(true);
const prevAtTopRef = useRef(true);
useEffect(() => {
isAtTopRef.current = isAtTop;
}, [isAtTop]);
const updateScrollState = useCallback(() => {
const el = listRef.current;
if (!el) {
return;
}
const atTop = el.scrollTop <= 2;
if (atTop && !prevAtTopRef.current) {
setResumeTick((prev) => prev + 1);
}
prevAtTopRef.current = atTop;
isAtTopRef.current = atTop;
setIsAtTop(atTop);
if (atTop) {
setMissed(0);
}
}, [isAtTopRef]);
useEffect(() => {
const el = listRef.current;
if (!el) {
return;
}
const onScroll = () => {
updateScrollState();
};
updateScrollState();
el.addEventListener("scroll", onScroll);
return () => {
el.removeEventListener("scroll", onScroll);
};
}, [updateScrollState]);
const onNewItems = useCallback((count: number) => {
if (count <= 0) {
return;
}
if (isAtTopRef.current) {
setMissed(0);
return;
}
setMissed((prev) => prev + count);
}, []);
const jumpToTop = useCallback(() => {
const el = listRef.current;
if (!el) {
return;
}
isAtTopRef.current = true;
el.scrollTop = 0;
updateScrollState();
}, [isAtTopRef, listRef, updateScrollState]);
return {
listRef,
isAtTop,
isAtTopRef,
missed,
resumeTick,
onNewItems,
jumpToTop
};
};
const useScrollAnchor = (
listRef: React.RefObject<HTMLDivElement>,
isAtTopRef: React.MutableRefObject<boolean>
) => {
const pendingRef = useRef<{ height: number } | null>(null);
const capture = useCallback(() => {
if (isAtTopRef.current) {
pendingRef.current = null;
return;
}
const el = listRef.current;
if (!el) {
return;
}
pendingRef.current = {
height: el.scrollHeight
};
}, [isAtTopRef, listRef]);
const apply = useCallback(() => {
const pending = pendingRef.current;
if (!pending) {
return;
}
const el = listRef.current;
if (!el) {
return;
}
if (isAtTopRef.current) {
pendingRef.current = null;
return;
}
const delta = el.scrollHeight - pending.height;
if (delta !== 0) {
el.scrollTop = Math.max(0, el.scrollTop + delta);
}
pendingRef.current = null;
}, [isAtTopRef, listRef]);
return { capture, apply };
};
const statusLabel = (status: WsStatus, paused: boolean, mode: TapeMode): string => {
if (paused) {
return "Paused";
}
if (mode === "replay") {
return status === "disconnected" ? "Replay Down" : "Replay";
}
switch (status) {
case "connected":
return "Live";
case "connecting":
return "Connecting";
case "disconnected":
default:
return "Disconnected";
}
};
type TapeConfig<T> = {
mode: TapeMode;
wsPath: string;
replayPath: string;
latestPath?: string;
expectedType: MessageType;
batchSize?: number;
pollMs?: number;
captureScroll?: () => void;
onNewItems?: (count: number) => void;
getItemTs?: (item: T) => number;
getReplayKey?: (item: T) => string | null;
replaySourceKey?: string | null;
onReplaySourceKey?: (key: string | null) => void;
};
const useTape = <T extends SortableItem & { seq: number }>(
config: TapeConfig<T>
): TapeState<T> => {
const { mode, wsPath, replayPath, expectedType, latestPath, onNewItems, captureScroll } = config;
const batchSize = config.batchSize ?? 40;
const pollMs = config.pollMs ?? 1000;
const getItemTs = config.getItemTs ?? extractSortTs;
const getReplayKey = config.getReplayKey ?? extractTracePrefix;
const replaySourceKey = config.replaySourceKey ?? null;
const onReplaySourceKey = config.onReplaySourceKey;
const [status, setStatus] = useState<WsStatus>("connecting");
const [items, setItems] = useState<T[]>([]);
const [lastUpdate, setLastUpdate] = useState<number | null>(null);
const [replayTime, setReplayTime] = useState<number | null>(null);
const [replayComplete, setReplayComplete] = useState<boolean>(false);
const [paused, setPaused] = useState<boolean>(false);
const [dropped, setDropped] = useState<number>(0);
const reconnectRef = useRef<number | null>(null);
const socketRef = useRef<WebSocket | null>(null);
const cursorRef = useRef<ReplayCursor>({ ts: 0, seq: 0 });
const replayEndRef = useRef<number | null>(null);
const replayCompleteRef = useRef<boolean>(false);
const replaySourceRef = useRef<string | null>(null);
const replaySourceNotifiedRef = useRef<string | null>(null);
const emptyPollsRef = useRef<number>(0);
const pausedRef = useRef(paused);
const pendingRef = useRef<T[]>([]);
const pendingCountRef = useRef(0);
const flushHandleRef = useRef<number | null>(null);
useEffect(() => {
pausedRef.current = paused;
}, [paused]);
const cancelFlush = useCallback(() => {
if (flushHandleRef.current !== null) {
cancelAnimationFrame(flushHandleRef.current);
flushHandleRef.current = null;
}
}, []);
const scheduleFlush = useCallback(() => {
if (flushHandleRef.current !== null) {
return;
}
flushHandleRef.current = requestAnimationFrame(() => {
flushHandleRef.current = null;
const buffered = pendingRef.current;
if (buffered.length === 0) {
return;
}
pendingRef.current = [];
const pendingCount = pendingCountRef.current;
pendingCountRef.current = 0;
if (onNewItems && pendingCount > 0) {
onNewItems(pendingCount);
}
if (captureScroll) {
captureScroll();
}
setItems((prev) => mergeNewest(buffered, prev));
setLastUpdate(Date.now());
});
}, [captureScroll, onNewItems]);
const togglePause = useCallback(() => {
setPaused((prev) => {
const next = !prev;
if (!next) {
setDropped(0);
}
return next;
});
}, []);
useEffect(() => {
setItems([]);
setLastUpdate(null);
setReplayTime(null);
setReplayComplete(false);
replayCompleteRef.current = false;
replaySourceRef.current = null;
replaySourceNotifiedRef.current = null;
emptyPollsRef.current = 0;
setDropped(0);
setStatus("connecting");
cursorRef.current = { ts: 0, seq: 0 };
pendingRef.current = [];
pendingCountRef.current = 0;
cancelFlush();
}, [mode, replaySourceKey, cancelFlush]);
useEffect(() => {
if (mode !== "replay" || !latestPath) {
replayEndRef.current = null;
return;
}
let active = true;
replayEndRef.current = null;
setReplayComplete(false);
replayCompleteRef.current = false;
const fetchReplayEnd = async () => {
try {
const url = new URL(buildApiUrl(latestPath));
url.searchParams.set("limit", "1");
if (replaySourceKey) {
url.searchParams.set("source", replaySourceKey);
}
const response = await fetch(url.toString());
if (!response.ok) {
throw new Error(`Replay baseline failed with ${response.status}`);
}
const payload = (await response.json()) as { data?: T[] };
const latest = payload.data?.[0];
if (active && latest) {
replayEndRef.current = getItemTs(latest);
}
} catch (error) {
console.warn("Failed to load replay end cursor", error);
}
};
void fetchReplayEnd();
return () => {
active = false;
};
}, [mode, latestPath, getItemTs, replaySourceKey]);
useEffect(() => {
if (mode !== "live") {
return;
}
let active = true;
const connect = () => {
if (!active) {
return;
}
setStatus("connecting");
const socket = new WebSocket(buildWsUrl(wsPath));
socketRef.current = socket;
socket.onopen = () => {
if (!active) {
return;
}
setStatus("connected");
};
socket.onmessage = (event) => {
if (!active) {
return;
}
try {
const message = JSON.parse(event.data) as StreamMessage<T>;
if (!message || message.type !== expectedType) {
return;
}
if (pausedRef.current) {
setDropped((prev) => prev + 1);
setLastUpdate(Date.now());
return;
}
pendingRef.current.push(message.payload);
pendingCountRef.current += 1;
scheduleFlush();
} catch (error) {
console.warn("Failed to parse websocket payload", error);
}
};
socket.onclose = () => {
if (!active) {
return;
}
setStatus("disconnected");
reconnectRef.current = window.setTimeout(() => {
connect();
}, 1000);
};
socket.onerror = () => {
if (!active) {
return;
}
setStatus("disconnected");
socket.close();
};
};
connect();
return () => {
active = false;
cancelFlush();
if (reconnectRef.current !== null) {
window.clearTimeout(reconnectRef.current);
}
if (socketRef.current) {
socketRef.current.close();
}
};
}, [mode, wsPath, expectedType, scheduleFlush, cancelFlush]);
useEffect(() => {
if (mode !== "replay") {
return;
}
let active = true;
const poll = async () => {
if (!active || pausedRef.current) {
return;
}
if (replayCompleteRef.current) {
return;
}
try {
let keepPolling = true;
while (keepPolling && active && !pausedRef.current) {
const replayEnd = replayEndRef.current;
const cursor = cursorRef.current;
if (replayEnd !== null && cursor.ts >= replayEnd) {
replayCompleteRef.current = true;
setReplayComplete(true);
setStatus("disconnected");
return;
}
const url = new URL(buildApiUrl(replayPath));
url.searchParams.set("after_ts", cursor.ts.toString());
url.searchParams.set("after_seq", cursor.seq.toString());
url.searchParams.set("limit", batchSize.toString());
const desiredSource = replaySourceKey ?? replaySourceRef.current;
if (desiredSource) {
url.searchParams.set("source", desiredSource);
}
const response = await fetch(url.toString());
if (!response.ok) {
throw new Error(`Replay request failed with ${response.status}`);
}
const payload = (await response.json()) as ReplayResponse<T>;
let sourcePrefix = replaySourceRef.current;
if (replaySourceKey) {
if (sourcePrefix !== replaySourceKey) {
sourcePrefix = replaySourceKey;
replaySourceRef.current = replaySourceKey;
}
} else if (!sourcePrefix) {
const firstWithTrace = payload.data.find((item) => getReplayKey(item));
if (firstWithTrace) {
sourcePrefix = getReplayKey(firstWithTrace);
replaySourceRef.current = sourcePrefix ?? null;
}
}
if (onReplaySourceKey && sourcePrefix && replaySourceNotifiedRef.current !== sourcePrefix) {
replaySourceNotifiedRef.current = sourcePrefix;
onReplaySourceKey(sourcePrefix);
}
const filtered = sourcePrefix
? payload.data.filter((item) => getReplayKey(item) === sourcePrefix)
: payload.data;
const hasForeign =
sourcePrefix &&
payload.data.some((item) => {
const prefix = getReplayKey(item);
return prefix !== null && prefix !== sourcePrefix;
});
if (filtered.length > 0) {
const nextItems = [...filtered].reverse();
pendingRef.current.push(...nextItems);
pendingCountRef.current += nextItems.length;
scheduleFlush();
const last = filtered.at(-1);
if (last) {
const lastTs = getItemTs(last);
setReplayTime(lastTs);
if (replayEnd !== null && lastTs >= replayEnd) {
cursorRef.current = { ts: lastTs, seq: last.seq };
replayCompleteRef.current = true;
setReplayComplete(true);
setStatus("disconnected");
return;
}
}
emptyPollsRef.current = 0;
} else if (sourcePrefix) {
emptyPollsRef.current += 1;
}
if (payload.next) {
cursorRef.current = payload.next;
}
setStatus("connected");
keepPolling = filtered.length === batchSize;
if (keepPolling) {
await new Promise((resolve) => setTimeout(resolve, 0));
}
if (!replaySourceKey && hasForeign) {
replayCompleteRef.current = true;
setReplayComplete(true);
setStatus("disconnected");
return;
}
if (sourcePrefix && emptyPollsRef.current >= 3) {
replayCompleteRef.current = true;
setReplayComplete(true);
setStatus("disconnected");
return;
}
}
} catch (error) {
console.warn("Replay poll failed", error);
setStatus("disconnected");
}
};
void poll();
const interval = window.setInterval(poll, pollMs);
return () => {
active = false;
window.clearInterval(interval);
cancelFlush();
};
}, [
mode,
replayPath,
batchSize,
pollMs,
scheduleFlush,
cancelFlush,
getItemTs,
getReplayKey,
replaySourceKey,
onReplaySourceKey
]);
return {
status,
items,
lastUpdate,
replayTime,
replayComplete,
paused,
dropped,
togglePause
};
};
const useLiveStream = <T extends SortableItem>(
config: {
enabled: boolean;
wsPath: string;
expectedType: MessageType;
onNewItems?: (count: number) => void;
captureScroll?: () => void;
shouldHold?: () => boolean;
resumeSignal?: number;
}
): TapeState<T> => {
const [status, setStatus] = useState<WsStatus>(
config.enabled ? "connecting" : "disconnected"
);
const [items, setItems] = useState<T[]>([]);
const [lastUpdate, setLastUpdate] = useState<number | null>(null);
const [replayTime] = useState<number | null>(null);
const [replayComplete] = useState<boolean>(false);
const [paused, setPaused] = useState<boolean>(false);
const [dropped, setDropped] = useState<number>(0);
const reconnectRef = useRef<number | null>(null);
const socketRef = useRef<WebSocket | null>(null);
const pausedRef = useRef(paused);
const pendingRef = useRef<T[]>([]);
const pendingCountRef = useRef(0);
const flushHandleRef = useRef<number | null>(null);
const holdRef = useRef<T[]>([]);
useEffect(() => {
pausedRef.current = paused;
}, [paused]);
const cancelFlush = useCallback(() => {
if (flushHandleRef.current !== null) {
cancelAnimationFrame(flushHandleRef.current);
flushHandleRef.current = null;
}
}, []);
const scheduleFlush = useCallback(() => {
if (flushHandleRef.current !== null) {
return;
}
flushHandleRef.current = requestAnimationFrame(() => {
flushHandleRef.current = null;
const buffered = pendingRef.current;
if (buffered.length === 0) {
return;
}
pendingRef.current = [];
const pendingCount = pendingCountRef.current;
pendingCountRef.current = 0;
if (config.onNewItems && pendingCount > 0) {
config.onNewItems(pendingCount);
}
const shouldHold = config.shouldHold ? config.shouldHold() : false;
if (!shouldHold && config.captureScroll) {
config.captureScroll();
}
if (shouldHold) {
holdRef.current = mergeNewest(buffered, holdRef.current);
setLastUpdate(Date.now());
return;
}
const nextBatch =
holdRef.current.length > 0 ? [...holdRef.current, ...buffered] : buffered;
holdRef.current = [];
setItems((prev) => mergeNewest(nextBatch, prev));
setLastUpdate(Date.now());
});
}, [config.captureScroll, config.onNewItems, config.shouldHold]);
const togglePause = useCallback(() => {
setPaused((prev) => {
const next = !prev;
if (!next) {
setDropped(0);
}
return next;
});
}, []);
useEffect(() => {
if (!config.enabled) {
setStatus("disconnected");
setItems([]);
setLastUpdate(null);
pendingRef.current = [];
pendingCountRef.current = 0;
holdRef.current = [];
cancelFlush();
return;
}
let active = true;
const connect = () => {
if (!active) {
return;
}
setStatus("connecting");
const socket = new WebSocket(buildWsUrl(config.wsPath));
socketRef.current = socket;
socket.onopen = () => {
if (!active) {
return;
}
setStatus("connected");
};
socket.onmessage = (event) => {
if (!active) {
return;
}
try {
const message = JSON.parse(event.data) as StreamMessage<T>;
if (!message || message.type !== config.expectedType) {
return;
}
if (pausedRef.current) {
setDropped((prev) => prev + 1);
setLastUpdate(Date.now());
return;
}
pendingRef.current.push(message.payload);
pendingCountRef.current += 1;
scheduleFlush();
} catch (error) {
console.warn("Failed to parse live stream payload", error);
}
};
socket.onclose = () => {
if (!active) {
return;
}
setStatus("disconnected");
reconnectRef.current = window.setTimeout(() => {
connect();
}, 1000);
};
socket.onerror = () => {
if (!active) {
return;
}
setStatus("disconnected");
socket.close();
};
};
connect();
return () => {
active = false;
cancelFlush();
if (reconnectRef.current !== null) {
window.clearTimeout(reconnectRef.current);
}
if (socketRef.current) {
socketRef.current.close();
}
};
}, [config.enabled, config.expectedType, config.wsPath, scheduleFlush, cancelFlush]);
useEffect(() => {
if (config.resumeSignal === undefined) {
return;
}
if (config.shouldHold && config.shouldHold()) {
return;
}
if (holdRef.current.length === 0) {
return;
}
setItems((prev) => mergeNewest(holdRef.current, prev));
holdRef.current = [];
setLastUpdate(Date.now());
}, [config.resumeSignal, config.shouldHold]);
return {
status,
items,
lastUpdate,
replayTime,
replayComplete,
paused,
dropped,
togglePause
};
};
const useFlowStream = (
enabled: boolean,
onNewItems?: (count: number) => void,
captureScroll?: () => void,
shouldHold?: () => boolean,
resumeSignal?: number
): TapeState<FlowPacket> => {
return useLiveStream<FlowPacket>({
enabled,
wsPath: "/ws/flow",
expectedType: "flow-packet",
onNewItems,
captureScroll,
shouldHold,
resumeSignal
});
};
type TapeStatusProps = {
status: WsStatus;
lastUpdate: number | null;
replayTime: number | null;
replayComplete: boolean;
paused: boolean;
dropped: number;
mode: TapeMode;
onTogglePause: () => void;
};
const TapeStatus = ({
status,
lastUpdate,
replayTime,
replayComplete,
paused,
dropped,
mode,
onTogglePause
}: TapeStatusProps) => {
const replayClass = mode === "replay" ? "status-replay" : "";
const pausedClass = paused ? "status-paused" : "";
const label = replayComplete ? "Replay Complete" : statusLabel(status, paused, mode);
return (
<div className={`status status-${status} status-compact ${replayClass} ${pausedClass}`.trim()}>
<span className="status-dot" />
<span>{label}</span>
{lastUpdate ? (
<span className="timestamp">Updated {formatTime(lastUpdate)}</span>
) : (
<span className="timestamp">Waiting for data</span>
)}
{paused && dropped > 0 ? (
<span className="timestamp">{dropped} new while paused</span>
) : null}
{mode === "replay" ? (
<span className="timestamp">
Replay time {replayTime ? formatTime(replayTime) : "—"}
</span>
) : null}
<button className="pause-button" type="button" onClick={onTogglePause}>
{paused ? "Resume" : "Pause"}
</button>
</div>
);
};
type TapeControlsProps = {
isAtTop: boolean;
missed: number;
onJump: () => void;
};
const TapeControls = ({ isAtTop, missed, onJump }: TapeControlsProps) => {
const active = !isAtTop && missed > 0;
return (
<div className={`tape-controls${active ? " tape-controls-active" : ""}`}>
<button className="jump-button" type="button" onClick={onJump} disabled={isAtTop}>
Jump to top
</button>
<span className="missed-count">{active ? `+${missed} new` : ""}</span>
</div>
);
};
type CandleChartProps = {
ticker: string;
intervalMs: number;
mode: TapeMode;
replayTime?: number | null;
classifierHits: ClassifierHitEvent[];
inferredDark: InferredDarkEvent[];
onClassifierHitClick: (hit: ClassifierHitEvent) => void;
onInferredDarkClick: (event: InferredDarkEvent) => void;
};
type MarkerAction =
| { kind: "hit"; hit: ClassifierHitEvent }
| { kind: "dark"; event: InferredDarkEvent };
const CandleChart = ({
ticker,
intervalMs,
mode,
replayTime = null,
classifierHits,
inferredDark,
onClassifierHitClick,
onInferredDarkClick
}: CandleChartProps) => {
const containerRef = useRef<HTMLDivElement | null>(null);
const chartRef = useRef<IChartApi | null>(null);
const seriesRef = useRef<CandlestickSeries | null>(null);
const socketRef = useRef<WebSocket | null>(null);
const reconnectRef = useRef<number | null>(null);
const overlaySocketRef = useRef<WebSocket | null>(null);
const overlayReconnectRef = useRef<number | null>(null);
const lastCandleRef = useRef<{ time: UTCTimestamp; seq: number } | null>(null);
const markerLookupRef = useRef<Map<string, MarkerAction>>(new Map());
const [visibleRangeMs, setVisibleRangeMs] = useState<{ from: number; to: number } | null>(null);
const onHitClickRef = useRef(onClassifierHitClick);
const onDarkClickRef = useRef(onInferredDarkClick);
const overlayCanvasRef = useRef<HTMLCanvasElement | null>(null);
const overlayCtxRef = useRef<CanvasRenderingContext2D | null>(null);
const overlayDataRef = useRef<EquityOverlayPoint[]>([]);
const overlayLiveRef = useRef<EquityOverlayPoint[]>([]);
const overlayLastFetchRef = useRef<{ startTs: number; endTs: number; ticker: string } | null>(
null
);
const overlayFetchAbortRef = useRef<AbortController | null>(null);
const overlayTimerRef = useRef<number | null>(null);
const [overlayEnabled, setOverlayEnabled] = useState(true);
const drawOverlay = useCallback(
(points: EquityOverlayPoint[]) => {
const canvas = overlayCanvasRef.current;
const ctx = overlayCtxRef.current;
const chart = chartRef.current;
if (!canvas || !ctx || !chart) {
return;
}
ctx.clearRect(0, 0, canvas.width, canvas.height);
if (!overlayEnabled || points.length === 0) {
canvas.style.opacity = "0";
return;
}
const timeScale = chart.timeScale();
if (!seriesRef.current) {
canvas.style.opacity = "0";
return;
}
const filtered = points.filter((point) => point.offExchangeFlag);
const sampled = sampleToLimit(filtered, 1400);
const maxRadius = 10;
const minRadius = 2;
const maxSize = Math.max(1, ...sampled.map((point) => point.size));
ctx.globalAlpha = 0.9;
ctx.fillStyle = "rgba(31, 74, 123, 0.55)";
ctx.strokeStyle = "rgba(31, 74, 123, 0.95)";
for (const point of sampled) {
const x = timeScale.timeToCoordinate(toChartTime(point.ts));
const y = seriesRef.current.priceToCoordinate(point.price);
if (x === null || y === null) {
continue;
}
const radius = clamp(
minRadius + (Math.sqrt(point.size) / Math.sqrt(maxSize)) * (maxRadius - minRadius),
minRadius,
maxRadius
);
ctx.beginPath();
ctx.arc(x, y, radius, 0, Math.PI * 2);
ctx.fill();
ctx.stroke();
}
ctx.globalAlpha = 1;
canvas.style.opacity = "1";
},
[overlayEnabled]
);
useEffect(() => {
drawOverlay([...overlayDataRef.current, ...overlayLiveRef.current]);
}, [drawOverlay, ticker, intervalMs, mode]);
useEffect(() => {
onHitClickRef.current = onClassifierHitClick;
}, [onClassifierHitClick]);
useEffect(() => {
onDarkClickRef.current = onInferredDarkClick;
}, [onInferredDarkClick]);
const markerBundle = useMemo(() => {
const lookup = new Map<string, MarkerAction>();
const markers: SeriesMarker<UTCTimestamp>[] = [];
if (!visibleRangeMs) {
return { markers, lookup };
}
const { from, to } = visibleRangeMs;
const inRangeHits = classifierHits
.filter((hit) => hit.source_ts >= from && hit.source_ts <= to)
.sort((a, b) => {
const delta = a.source_ts - b.source_ts;
if (delta !== 0) {
return delta;
}
return a.seq - b.seq;
});
const inRangeDark = inferredDark
.filter((event) => event.source_ts >= from && event.source_ts <= to)
.sort((a, b) => {
const delta = a.source_ts - b.source_ts;
if (delta !== 0) {
return delta;
}
return a.seq - b.seq;
});
const MAX_HIT_MARKERS = 220;
const MAX_DARK_MARKERS = 120;
const MAX_TOTAL_MARKERS = 320;
const cappedHits =
inRangeHits.length > MAX_HIT_MARKERS
? inRangeHits.slice(inRangeHits.length - MAX_HIT_MARKERS)
: inRangeHits;
const cappedDark =
inRangeDark.length > MAX_DARK_MARKERS
? inRangeDark.slice(inRangeDark.length - MAX_DARK_MARKERS)
: inRangeDark;
for (const hit of cappedHits) {
const direction = normalizeDirection(hit.direction);
const markerId = `hit:${hit.trace_id}:${hit.seq}`;
lookup.set(markerId, { kind: "hit", hit });
markers.push({
id: markerId,
time: toChartTime(hit.source_ts),
position: direction === "bullish" ? "belowBar" : "aboveBar",
color:
direction === "bullish"
? "#2f6d4f"
: direction === "bearish"
? "#c46f2a"
: "rgba(111, 91, 57, 0.9)",
shape:
direction === "bullish"
? "arrowUp"
: direction === "bearish"
? "arrowDown"
: "circle",
text: hit.classifier_id ? hit.classifier_id.slice(0, 3).toUpperCase() : "H"
});
}
for (const event of cappedDark) {
const markerId = `dark:${event.trace_id}:${event.seq}`;
lookup.set(markerId, { kind: "dark", event });
markers.push({
id: markerId,
time: toChartTime(event.source_ts),
position: "aboveBar",
color: "rgba(31, 74, 123, 0.9)",
shape: "square",
text: "D"
});
}
markers.sort((a, b) => {
const delta = Number(a.time) - Number(b.time);
if (delta !== 0) {
return delta;
}
return String(a.id ?? "").localeCompare(String(b.id ?? ""));
});
const cappedMarkers =
markers.length > MAX_TOTAL_MARKERS
? markers.slice(markers.length - MAX_TOTAL_MARKERS)
: markers;
if (cappedMarkers !== markers) {
const nextLookup = new Map<string, MarkerAction>();
for (const marker of cappedMarkers) {
const id = marker.id;
if (typeof id !== "string") {
continue;
}
const action = lookup.get(id);
if (action) {
nextLookup.set(id, action);
}
}
return { markers: cappedMarkers, lookup: nextLookup };
}
return { markers: cappedMarkers, lookup };
}, [classifierHits, inferredDark, visibleRangeMs]);
useEffect(() => {
if (!seriesRef.current) {
return;
}
markerLookupRef.current = markerBundle.lookup;
seriesRef.current.setMarkers(markerBundle.markers);
}, [markerBundle]);
const replayBucket = useMemo(() => {
if (mode !== "replay" || replayTime === null) {
return null;
}
return Math.floor(replayTime / intervalMs);
}, [mode, replayTime, intervalMs]);
const replayEndTs = useMemo(() => {
if (replayBucket === null) {
return null;
}
return (replayBucket + 1) * intervalMs - 1;
}, [replayBucket, intervalMs]);
const [ready, setReady] = useState(false);
const [status, setStatus] = useState<WsStatus>(mode === "live" ? "connecting" : "connected");
const [lastUpdate, setLastUpdate] = useState<number | null>(null);
const [hasData, setHasData] = useState(false);
const [error, setError] = useState<string | null>(null);
useLayoutEffect(() => {
const container = containerRef.current;
if (!container) {
return;
}
const width = container.clientWidth || 600;
const height = container.clientHeight || 360;
const chart = createChart(container, {
width,
height,
layout: {
background: { color: "#fffdf7" },
textColor: "#4e3e25"
},
grid: {
vertLines: { color: "rgba(82, 64, 36, 0.12)" },
horzLines: { color: "rgba(82, 64, 36, 0.12)" }
},
crosshair: {
vertLine: { color: "rgba(47, 109, 79, 0.35)" },
horzLine: { color: "rgba(47, 109, 79, 0.35)" }
},
timeScale: {
borderColor: "rgba(111, 91, 57, 0.35)",
timeVisible: true,
secondsVisible: intervalMs < 60000
},
rightPriceScale: {
borderColor: "rgba(111, 91, 57, 0.35)"
}
});
const overlayCanvas = document.createElement("canvas");
overlayCanvas.width = Math.max(1, Math.floor(width));
overlayCanvas.height = Math.max(1, Math.floor(height));
overlayCanvas.style.position = "absolute";
overlayCanvas.style.inset = "0";
overlayCanvas.style.pointerEvents = "none";
overlayCanvas.style.zIndex = "2";
overlayCanvas.style.opacity = "0";
container.style.position = "relative";
container.appendChild(overlayCanvas);
overlayCanvasRef.current = overlayCanvas;
overlayCtxRef.current = overlayCanvas.getContext("2d");
const series = chart.addCandlestickSeries({
upColor: "#2f6d4f",
downColor: "#c46f2a",
borderVisible: false,
wickUpColor: "#2f6d4f",
wickDownColor: "#c46f2a"
});
chartRef.current = chart;
seriesRef.current = series;
setReady(true);
const timeScale = chart.timeScale();
const updateVisibleRange = () => {
const range = timeScale.getVisibleRange();
if (!range) {
setVisibleRangeMs(null);
return;
}
const from = chartTimeToMs(range.from);
const to = chartTimeToMs(range.to);
if (from === null || to === null) {
setVisibleRangeMs(null);
return;
}
setVisibleRangeMs({
from: Math.min(from, to),
to: Math.max(from, to)
});
};
const clickHandler = (param: { hoveredObjectId?: unknown }) => {
const hovered = param.hoveredObjectId;
if (hovered === null || hovered === undefined) {
return;
}
const key = typeof hovered === "string" ? hovered : String(hovered);
const action = markerLookupRef.current.get(key);
if (!action) {
return;
}
if (action.kind === "hit") {
onHitClickRef.current(action.hit);
} else {
onDarkClickRef.current(action.event);
}
};
updateVisibleRange();
timeScale.subscribeVisibleTimeRangeChange(updateVisibleRange);
chart.subscribeClick(clickHandler);
const resizeObserver = new ResizeObserver((entries) => {
const entry = entries[0];
if (!entry) {
return;
}
const { width: nextWidth, height: nextHeight } = entry.contentRect;
if (Number.isFinite(nextWidth) && Number.isFinite(nextHeight)) {
const nextW = Math.max(1, Math.floor(nextWidth));
const nextH = Math.max(1, Math.floor(nextHeight));
chart.applyOptions({
width: nextW,
height: nextH
});
const canvas = overlayCanvasRef.current;
if (canvas) {
canvas.width = nextW;
canvas.height = nextH;
}
}
});
resizeObserver.observe(container);
return () => {
resizeObserver.disconnect();
timeScale.unsubscribeVisibleTimeRangeChange(updateVisibleRange);
chart.unsubscribeClick(clickHandler);
chart.remove();
chartRef.current = null;
seriesRef.current = null;
overlayCtxRef.current = null;
overlayCanvasRef.current?.remove();
overlayCanvasRef.current = null;
};
}, []);
useEffect(() => {
if (!ready || !seriesRef.current) {
return;
}
if (mode === "replay" && replayBucket === null) {
setError(null);
setHasData(false);
setLastUpdate(null);
lastCandleRef.current = null;
seriesRef.current.setData([]);
overlayDataRef.current = [];
overlayLiveRef.current = [];
overlayLastFetchRef.current = null;
setStatus("connected");
return;
}
let active = true;
setError(null);
setHasData(false);
setLastUpdate(null);
lastCandleRef.current = null;
seriesRef.current.setData([]);
overlayDataRef.current = [];
overlayLiveRef.current = [];
overlayLastFetchRef.current = null;
setStatus(mode === "live" ? "connecting" : "connected");
const fetchCandles = async () => {
try {
const url = new URL(buildApiUrl("/candles/equities"));
url.searchParams.set("underlying_id", ticker);
url.searchParams.set("interval_ms", intervalMs.toString());
url.searchParams.set("limit", "300");
url.searchParams.set("cache", "1");
if (mode === "replay" && replayEndTs !== null) {
url.searchParams.set("end_ts", replayEndTs.toString());
}
const response = await fetch(url.toString());
if (!response.ok) {
const detail = await readErrorDetail(response);
throw new Error(
`Candle fetch failed (${response.status})${detail ? `: ${detail}` : ""}`
);
}
const payload = (await response.json()) as { data?: EquityCandle[] };
if (!active || !seriesRef.current) {
return;
}
const sorted = [...(payload.data ?? [])].sort((a, b) => {
if (a.ts !== b.ts) {
return a.ts - b.ts;
}
return a.seq - b.seq;
});
const chartData = sorted.map(toChartCandle);
seriesRef.current.setData(chartData);
chartRef.current?.timeScale().fitContent();
drawOverlay([...overlayDataRef.current, ...overlayLiveRef.current]);
if (sorted.length > 0) {
const last = sorted[sorted.length - 1];
lastCandleRef.current = { time: toChartTime(last.ts), seq: last.seq };
setHasData(true);
setLastUpdate(last.ingest_ts ?? last.ts);
}
} catch (error) {
if (!active) {
return;
}
setError(error instanceof Error ? error.message : String(error));
setStatus("disconnected");
setHasData(false);
}
};
const ensureOverlayListener = () => {
if (!chartRef.current) {
return;
}
const handler = () => {
const combined = [...overlayDataRef.current, ...overlayLiveRef.current];
drawOverlay(combined);
scheduleOverlayFetch();
};
chartRef.current.timeScale().subscribeVisibleTimeRangeChange(handler);
return () => {
chartRef.current?.timeScale().unsubscribeVisibleTimeRangeChange(handler);
};
};
const cancelOverlayFetch = () => {
if (overlayFetchAbortRef.current) {
overlayFetchAbortRef.current.abort();
overlayFetchAbortRef.current = null;
}
};
const fetchOverlayRange = async (startTs: number, endTs: number) => {
cancelOverlayFetch();
const abort = new AbortController();
overlayFetchAbortRef.current = abort;
const url = new URL(buildApiUrl("/prints/equities/range"));
url.searchParams.set("underlying_id", ticker);
url.searchParams.set("start_ts", Math.floor(startTs).toString());
url.searchParams.set("end_ts", Math.floor(endTs).toString());
url.searchParams.set("limit", "2500");
const response = await fetch(url.toString(), { signal: abort.signal });
if (!response.ok) {
const detail = await readErrorDetail(response);
throw new Error(
`Equity range fetch failed (${response.status})${detail ? `: ${detail}` : ""}`
);
}
const payload = (await response.json()) as { data?: EquityPrint[] };
const prints = payload.data ?? [];
overlayDataRef.current = prints.map((print) => ({
ts: print.ts,
price: print.price,
size: print.size,
offExchangeFlag: print.offExchangeFlag
}));
overlayLiveRef.current = [];
overlayLastFetchRef.current = { startTs, endTs, ticker };
};
function scheduleOverlayFetch() {
if (overlayTimerRef.current !== null) {
window.clearTimeout(overlayTimerRef.current);
}
overlayTimerRef.current = window.setTimeout(() => {
if (!active || !chartRef.current || !seriesRef.current) {
return;
}
const timeScale = chartRef.current.timeScale();
const range = timeScale.getVisibleRange();
if (!range) {
return;
}
const startTs = chartTimeToMs(range.from);
const endTs = chartTimeToMs(range.to);
if (startTs === null || endTs === null) {
return;
}
const last = overlayLastFetchRef.current;
const needsFetch =
!last ||
last.ticker !== ticker ||
startTs < last.startTs ||
endTs > last.endTs ||
Math.abs(endTs - last.endTs) > intervalMs * 6;
if (!needsFetch) {
return;
}
void fetchOverlayRange(startTs, endTs)
.then(() => {
drawOverlay([...overlayDataRef.current, ...overlayLiveRef.current]);
})
.catch((error) => {
if (!active) {
return;
}
if (error instanceof DOMException && error.name === "AbortError") {
return;
}
console.warn("Overlay fetch failed", error);
});
}, 180);
}
const overlayUnsubscribe = ensureOverlayListener();
scheduleOverlayFetch();
void fetchCandles();
return () => {
active = false;
cancelOverlayFetch();
if (overlayTimerRef.current !== null) {
window.clearTimeout(overlayTimerRef.current);
overlayTimerRef.current = null;
}
overlayUnsubscribe?.();
};
}, [ready, ticker, intervalMs, mode, replayBucket, replayEndTs]);
useEffect(() => {
if (!ready || mode !== "live" || !seriesRef.current) {
if (socketRef.current) {
socketRef.current.close();
}
if (reconnectRef.current !== null) {
window.clearTimeout(reconnectRef.current);
reconnectRef.current = null;
}
if (overlaySocketRef.current) {
overlaySocketRef.current.close();
}
if (overlayReconnectRef.current !== null) {
window.clearTimeout(overlayReconnectRef.current);
overlayReconnectRef.current = null;
}
return;
}
let active = true;
const connect = () => {
if (!active) {
return;
}
setStatus("connecting");
const socket = new WebSocket(buildWsUrl("/ws/equity-candles"));
socketRef.current = socket;
socket.onopen = () => {
if (!active) {
return;
}
setStatus("connected");
};
socket.onmessage = (event) => {
if (!active || !seriesRef.current) {
return;
}
try {
const message = JSON.parse(event.data) as StreamMessage<EquityCandle>;
if (!message || message.type !== "equity-candle") {
return;
}
const candle = message.payload;
if (candle.underlying_id !== ticker || candle.interval_ms !== intervalMs) {
return;
}
const chartCandle = toChartCandle(candle);
const last = lastCandleRef.current;
if (last) {
if (chartCandle.time < last.time) {
return;
}
if (chartCandle.time === last.time && candle.seq <= last.seq) {
return;
}
}
seriesRef.current.update(chartCandle);
lastCandleRef.current = { time: chartCandle.time, seq: candle.seq };
setHasData(true);
setLastUpdate(candle.ingest_ts ?? candle.ts);
drawOverlay([...overlayDataRef.current, ...overlayLiveRef.current]);
} catch (error) {
console.warn("Failed to parse candle payload", error);
}
};
socket.onclose = () => {
if (!active) {
return;
}
setStatus("disconnected");
reconnectRef.current = window.setTimeout(connect, 1000);
};
socket.onerror = () => {
if (!active) {
return;
}
setStatus("disconnected");
socket.close();
};
};
const connectOverlay = () => {
if (!active) {
return;
}
const socket = new WebSocket(buildWsUrl("/ws/equities"));
overlaySocketRef.current = socket;
socket.onmessage = (event) => {
if (!active) {
return;
}
try {
const message = JSON.parse(event.data) as StreamMessage<EquityPrint>;
if (!message || message.type !== "equity-print") {
return;
}
const print = message.payload;
if (print.underlying_id !== ticker) {
return;
}
overlayLiveRef.current.push({
ts: print.ts,
price: print.price,
size: print.size,
offExchangeFlag: print.offExchangeFlag
});
if (overlayLiveRef.current.length > 1500) {
overlayLiveRef.current = overlayLiveRef.current.slice(-1500);
}
drawOverlay([...overlayDataRef.current, ...overlayLiveRef.current]);
} catch (error) {
console.warn("Failed to parse equity print payload", error);
}
};
socket.onclose = () => {
if (!active) {
return;
}
overlayReconnectRef.current = window.setTimeout(connectOverlay, 1500);
};
socket.onerror = () => {
if (!active) {
return;
}
socket.close();
};
};
connect();
connectOverlay();
return () => {
active = false;
if (reconnectRef.current !== null) {
window.clearTimeout(reconnectRef.current);
reconnectRef.current = null;
}
if (socketRef.current) {
socketRef.current.close();
}
if (overlayReconnectRef.current !== null) {
window.clearTimeout(overlayReconnectRef.current);
overlayReconnectRef.current = null;
}
if (overlaySocketRef.current) {
overlaySocketRef.current.close();
}
};
}, [ready, mode, ticker, intervalMs, drawOverlay]);
useEffect(() => {
if (!chartRef.current) {
return;
}
chartRef.current.timeScale().applyOptions({
timeVisible: true,
secondsVisible: intervalMs < 60000
});
}, [intervalMs]);
const statusText = statusLabel(status, false, mode);
const intervalLabel = formatIntervalLabel(intervalMs);
const emptyLabel =
mode === "live"
? status === "connected"
? `No candles yet. First ${intervalLabel} candle appears after the window closes.`
: "Chart offline. Start candles service."
: "No candles for this replay window.";
return (
<div className="chart-panel">
<div className="chart-meta">
<div className={`chart-status chart-status-${status}`}>
<span className="chart-dot" />
<span>{statusText}</span>
</div>
<span className="chart-meta-time">
{lastUpdate ? `Updated ${formatTime(lastUpdate)}` : "Waiting for data"}
</span>
<button
className={`overlay-toggle${overlayEnabled ? " overlay-toggle-on" : ""}`}
type="button"
onClick={() => setOverlayEnabled((prev) => !prev)}
>
Off-Ex {overlayEnabled ? "On" : "Off"}
</button>
<span className="overlay-legend">Blue circles = off-exchange trades</span>
</div>
<div className="chart-surface" ref={containerRef} />
{error ? (
<div className="empty chart-empty">Chart error: {error}</div>
) : !hasData ? (
<div className="empty chart-empty">{emptyLabel}</div>
) : null}
</div>
);
};
type AlertSeverityStripProps = {
alerts: AlertEvent[];
};
const AlertSeverityStrip = ({ alerts }: AlertSeverityStripProps) => {
const windowMs = 30 * 60 * 1000;
const now = Date.now();
const severityCounts = alerts.reduce(
(acc, alert) => {
if (now - alert.source_ts > windowMs) {
return acc;
}
if (alert.severity === "high") {
acc.high += 1;
} else if (alert.severity === "medium") {
acc.medium += 1;
} else {
acc.low += 1;
}
return acc;
},
{ high: 0, medium: 0, low: 0 }
);
const directionCounts = alerts.reduce(
(acc, alert) => {
if (now - alert.source_ts > windowMs) {
return acc;
}
const direction = normalizeDirection(alert.hits[0]?.direction ?? "neutral");
acc[direction] += 1;
return acc;
},
{ bullish: 0, bearish: 0, neutral: 0 }
);
const severityTotal = severityCounts.high + severityCounts.medium + severityCounts.low;
const highPct = severityTotal > 0 ? (severityCounts.high / severityTotal) * 100 : 0;
const mediumPct = severityTotal > 0 ? (severityCounts.medium / severityTotal) * 100 : 0;
const lowPct = severityTotal > 0 ? (severityCounts.low / severityTotal) * 100 : 0;
const directionTotal =
directionCounts.bullish + directionCounts.bearish + directionCounts.neutral;
const bullishPct = directionTotal > 0 ? (directionCounts.bullish / directionTotal) * 100 : 0;
const bearishPct = directionTotal > 0 ? (directionCounts.bearish / directionTotal) * 100 : 0;
const neutralPct = directionTotal > 0 ? (directionCounts.neutral / directionTotal) * 100 : 0;
return (
<div className="alert-strips">
<div className="alert-strip-section">
<div className="alert-strip-header">
<span>Severity (last 30m)</span>
<span>{severityTotal} alerts</span>
</div>
<div className="alert-strip-bar">
<div className="strip-segment severity-high" style={{ width: `${highPct}%` }}>
{severityCounts.high > 0 ? `High ${severityCounts.high}` : ""}
</div>
<div className="strip-segment severity-medium" style={{ width: `${mediumPct}%` }}>
{severityCounts.medium > 0 ? `Med ${severityCounts.medium}` : ""}
</div>
<div className="strip-segment severity-low" style={{ width: `${lowPct}%` }}>
{severityCounts.low > 0 ? `Low ${severityCounts.low}` : ""}
</div>
</div>
</div>
<div className="alert-strip-section">
<div className="alert-strip-header">
<span>Direction (last 30m)</span>
<span>{directionTotal} alerts</span>
</div>
<div className="alert-strip-bar">
<div className="strip-segment direction-bullish" style={{ width: `${bullishPct}%` }}>
{directionCounts.bullish > 0 ? `Bull ${directionCounts.bullish}` : ""}
</div>
<div className="strip-segment direction-bearish" style={{ width: `${bearishPct}%` }}>
{directionCounts.bearish > 0 ? `Bear ${directionCounts.bearish}` : ""}
</div>
<div className="strip-segment direction-neutral" style={{ width: `${neutralPct}%` }}>
{directionCounts.neutral > 0 ? `Neut ${directionCounts.neutral}` : ""}
</div>
</div>
</div>
</div>
);
};
type EvidenceItem =
| { kind: "flow"; id: string; packet: FlowPacket }
| { kind: "print"; id: string; print: OptionPrint }
| { kind: "unknown"; id: string };
type DarkEvidenceItem =
| { kind: "join"; id: string; join: EquityPrintJoin }
| { kind: "unknown"; id: string };
type AlertDrawerProps = {
alert: AlertEvent;
flowPacket: FlowPacket | null;
evidence: EvidenceItem[];
onClose: () => void;
};
const AlertDrawer = ({ alert, flowPacket, evidence, onClose }: AlertDrawerProps) => {
const primary = alert.hits[0];
const direction = primary ? normalizeDirection(primary.direction) : "neutral";
const evidencePrints = evidence.filter((item) => item.kind === "print");
const unknownCount = evidence.filter((item) => item.kind === "unknown").length;
return (
<aside className="drawer">
<div className="drawer-header">
<div>
<p className="drawer-eyebrow">Alert details</p>
<h3>{primary ? humanizeClassifierId(primary.classifier_id) : "Alert"}</h3>
<p className="drawer-subtitle">{formatDateTime(alert.source_ts)}</p>
</div>
<button className="drawer-close" type="button" onClick={onClose}>
Close
</button>
</div>
<div className="drawer-meta">
<span className={`pill severity-${alert.severity}`}>{alert.severity}</span>
<span className="drawer-chip">Score {Math.round(alert.score)}</span>
{primary ? <span className={`pill direction-${direction}`}>{direction}</span> : null}
</div>
<div className="drawer-section">
<h4>Classifier hits</h4>
{alert.hits.length === 0 ? (
<p className="drawer-empty">No classifier hits captured.</p>
) : (
<div className="drawer-list">
{alert.hits.map((hit, index) => (
<div className="drawer-row" key={`${alert.trace_id}-${hit.classifier_id}-${index}`}>
<div className="drawer-row-title">{humanizeClassifierId(hit.classifier_id)}</div>
<div className="drawer-row-meta">
<span className={`pill direction-${normalizeDirection(hit.direction)}`}>
{normalizeDirection(hit.direction)}
</span>
<span>Confidence {formatConfidence(hit.confidence)}</span>
</div>
{hit.explanations?.[0] ? (
<p className="drawer-note">{hit.explanations[0]}</p>
) : null}
</div>
))}
</div>
)}
</div>
<div className="drawer-section">
<h4>Flow packet</h4>
{flowPacket ? (
<div className="drawer-row">
<div className="drawer-row-title">
{String(flowPacket.features.option_contract_id ?? flowPacket.id ?? "Flow packet")}
</div>
<div className="drawer-row-meta">
<span>{formatFlowMetric(parseNumber(flowPacket.features.count, flowPacket.members.length))} prints</span>
<span>{formatFlowMetric(parseNumber(flowPacket.features.total_size, 0))} size</span>
<span>
Notional $
{formatUsd(
parseNumber(
flowPacket.features.total_notional,
parseNumber(flowPacket.features.total_premium, 0) * 100
)
)}
</span>
</div>
<p className="drawer-note">
Window {formatFlowMetric(parseNumber(flowPacket.features.window_ms, 0), "ms")} ·{" "}
{formatTime(parseNumber(flowPacket.features.start_ts, flowPacket.source_ts))} {" "}
{formatTime(parseNumber(flowPacket.features.end_ts, flowPacket.source_ts))}
</p>
</div>
) : (
<p className="drawer-empty">Flow packet not in the current live cache.</p>
)}
</div>
<div className="drawer-section">
<h4>Evidence prints</h4>
{evidencePrints.length === 0 ? (
<p className="drawer-empty">No evidence prints in the live cache yet.</p>
) : (
<div className="drawer-list">
{evidencePrints.slice(0, 6).map((item) => (
<div className="drawer-row" key={item.id}>
<div className="drawer-row-title">{item.print.option_contract_id}</div>
<div className="drawer-row-meta">
<span>${formatPrice(item.print.price)}</span>
<span>{formatSize(item.print.size)}x</span>
<span>{item.print.exchange}</span>
</div>
<p className="drawer-note">{formatTime(item.print.ts)}</p>
</div>
))}
</div>
)}
{unknownCount > 0 ? (
<p className="drawer-empty">+{unknownCount} evidence prints not in cache.</p>
) : null}
</div>
</aside>
);
};
type ClassifierHitDrawerProps = {
hit: ClassifierHitEvent;
flowPacket: FlowPacket | null;
evidence: EvidenceItem[];
onClose: () => void;
};
const ClassifierHitDrawer = ({ hit, flowPacket, evidence, onClose }: ClassifierHitDrawerProps) => {
const direction = normalizeDirection(hit.direction);
const evidencePrints = evidence.filter((item) => item.kind === "print");
const unknownCount = evidence.filter((item) => item.kind === "unknown").length;
return (
<aside className="drawer">
<div className="drawer-header">
<div>
<p className="drawer-eyebrow">Classifier hit</p>
<h3>{humanizeClassifierId(hit.classifier_id)}</h3>
<p className="drawer-subtitle">{formatDateTime(hit.source_ts)}</p>
</div>
<button className="drawer-close" type="button" onClick={onClose}>
Close
</button>
</div>
<div className="drawer-meta">
<span className={`pill direction-${direction}`}>{direction}</span>
<span className="drawer-chip">Confidence {formatConfidence(hit.confidence)}</span>
</div>
<div className="drawer-section">
<h4>Explanation</h4>
{hit.explanations.length === 0 ? (
<p className="drawer-empty">No explanation strings captured for this hit.</p>
) : (
<div className="drawer-list">
{hit.explanations.slice(0, 6).map((text, idx) => (
<div className="drawer-row" key={`${hit.trace_id}-${hit.seq}-ex-${idx}`}>
<p className="drawer-note">{text}</p>
</div>
))}
</div>
)}
{hit.explanations.length > 6 ? (
<p className="drawer-empty">+{hit.explanations.length - 6} more explanations not shown.</p>
) : null}
</div>
<div className="drawer-section">
<h4>Flow packet</h4>
{flowPacket ? (
<div className="drawer-row">
<div className="drawer-row-title">
{String(flowPacket.features.option_contract_id ?? flowPacket.id ?? "Flow packet")}
</div>
<div className="drawer-row-meta">
<span>
{formatFlowMetric(parseNumber(flowPacket.features.count, flowPacket.members.length))} prints
</span>
<span>{formatFlowMetric(parseNumber(flowPacket.features.total_size, 0))} size</span>
<span>
Notional $
{formatUsd(
parseNumber(
flowPacket.features.total_notional,
parseNumber(flowPacket.features.total_premium, 0) * 100
)
)}
</span>
</div>
<p className="drawer-note">
Window {formatFlowMetric(parseNumber(flowPacket.features.window_ms, 0), "ms")} ·{" "}
{formatTime(parseNumber(flowPacket.features.start_ts, flowPacket.source_ts))} {" "}
{formatTime(parseNumber(flowPacket.features.end_ts, flowPacket.source_ts))}
</p>
</div>
) : (
<p className="drawer-empty">Flow packet not in the current live cache.</p>
)}
</div>
<div className="drawer-section">
<h4>Evidence prints</h4>
{evidencePrints.length === 0 ? (
<p className="drawer-empty">No linked option prints in the live cache yet.</p>
) : (
<div className="drawer-list">
{evidencePrints.slice(0, 6).map((item) => (
<div className="drawer-row" key={item.id}>
<div className="drawer-row-title">{item.print.option_contract_id}</div>
<div className="drawer-row-meta">
<span>${formatPrice(item.print.price)}</span>
<span>{formatSize(item.print.size)}x</span>
<span>{item.print.exchange}</span>
</div>
<p className="drawer-note">{formatTime(item.print.ts)}</p>
</div>
))}
</div>
)}
{unknownCount > 0 ? (
<p className="drawer-empty">+{unknownCount} evidence prints not in cache.</p>
) : null}
</div>
</aside>
);
};
type DarkDrawerProps = {
event: InferredDarkEvent;
evidence: DarkEvidenceItem[];
underlying: string | null;
onClose: () => void;
};
const DarkDrawer = ({ event, evidence, underlying, onClose }: DarkDrawerProps) => {
const joinEvidence = evidence.filter(
(item): item is { kind: "join"; id: string; join: EquityPrintJoin } => item.kind === "join"
);
const unknownCount = evidence.filter((item) => item.kind === "unknown").length;
const traceRefs = event.evidence_refs.slice(0, 6);
const extraRefs = Math.max(0, event.evidence_refs.length - traceRefs.length);
return (
<aside className="drawer">
<div className="drawer-header">
<div>
<p className="drawer-eyebrow">Inferred dark</p>
<h3>{humanizeClassifierId(event.type)}</h3>
<p className="drawer-subtitle">{formatDateTime(event.source_ts)}</p>
</div>
<button className="drawer-close" type="button" onClick={onClose}>
Close
</button>
</div>
<div className="drawer-meta">
<span className="drawer-chip">Confidence {formatConfidence(event.confidence)}</span>
{underlying ? <span className="drawer-chip">{underlying}</span> : null}
<span className="drawer-chip">Evidence {event.evidence_refs.length}</span>
</div>
<div className="drawer-section">
<h4>Trace path</h4>
<div className="drawer-row">
<div className="drawer-row-title">Event trace</div>
<p className="drawer-note">{event.trace_id}</p>
</div>
{traceRefs.length === 0 ? (
<p className="drawer-empty">No evidence references attached.</p>
) : (
<div className="drawer-list">
{traceRefs.map((ref) => (
<div className="drawer-row" key={ref}>
<div className="drawer-row-title">Evidence ref</div>
<p className="drawer-note">{ref}</p>
</div>
))}
</div>
)}
{extraRefs > 0 ? <p className="drawer-empty">+{extraRefs} more evidence refs.</p> : null}
</div>
<div className="drawer-section">
<h4>Evidence joins</h4>
{joinEvidence.length === 0 ? (
<p className="drawer-empty">No evidence joins in the current cache.</p>
) : (
<div className="drawer-list">
{joinEvidence.slice(0, 6).map((item) => {
const joinUnderlying = getJoinString(item.join, "underlying_id") ?? "Unknown";
const price = getJoinNumber(item.join, "price");
const size = getJoinNumber(item.join, "size");
const placement = getJoinString(item.join, "quote_placement") ?? "MISSING";
const offExchange = getJoinBoolean(item.join, "off_exchange_flag");
const bid = getJoinNumber(item.join, "quote_bid");
const ask = getJoinNumber(item.join, "quote_ask");
const mid = getJoinNumber(item.join, "quote_mid");
const spread = getJoinNumber(item.join, "quote_spread");
const quoteAge = parseNumber(item.join.join_quality.quote_age_ms, Number.NaN);
const quoteStale = parseNumber(item.join.join_quality.quote_stale, 0) > 0;
const quoteMissing = parseNumber(item.join.join_quality.quote_missing, 0) > 0;
return (
<div className="drawer-row" key={item.id}>
<div className="drawer-row-title">{joinUnderlying}</div>
<div className="drawer-row-meta">
{Number.isFinite(price) ? <span>${formatPrice(price)}</span> : null}
{Number.isFinite(size) ? <span>{formatSize(size)}x</span> : null}
<span className="pill">{placement}</span>
{offExchange ? (
<span className="flag">Off-Ex</span>
) : (
<span className="flag flag-muted">Lit</span>
)}
{Number.isFinite(quoteAge) ? <span>{Math.round(quoteAge)}ms</span> : null}
{quoteStale ? <span className="pill nbbo-stale">Quote stale</span> : null}
{quoteMissing ? <span className="pill nbbo-missing">Quote missing</span> : null}
</div>
<p className="drawer-note">{item.join.trace_id}</p>
{Number.isFinite(bid) && Number.isFinite(ask) ? (
<p className="drawer-note">
Quote ${formatPrice(bid)} x ${formatPrice(ask)}
{Number.isFinite(mid) ? ` · Mid ${formatPrice(mid)}` : ""}
{Number.isFinite(spread) ? ` · Spr ${formatPrice(spread)}` : ""}
</p>
) : null}
</div>
);
})}
</div>
)}
{unknownCount > 0 ? (
<p className="drawer-empty">+{unknownCount} evidence refs not in cache.</p>
) : null}
</div>
</aside>
);
};
const formatFlowMetric = (value: number, suffix?: string): string => {
if (suffix) {
return `${value}${suffix}`;
}
return value.toLocaleString();
};
export default function HomePage() {
const [mode, setMode] = useState<TapeMode>("live");
const [replaySource, setReplaySource] = useState<string | null>(null);
const [selectedAlert, setSelectedAlert] = useState<AlertEvent | null>(null);
const [selectedDarkEvent, setSelectedDarkEvent] = useState<InferredDarkEvent | null>(null);
const [selectedClassifierHit, setSelectedClassifierHit] = useState<ClassifierHitEvent | null>(null);
const [filterInput, setFilterInput] = useState<string>("");
const [chartIntervalMs, setChartIntervalMs] = useState<number>(CANDLE_INTERVALS[0].ms);
const handleReplaySource = useCallback((value: string | null) => {
setReplaySource(value);
}, []);
useEffect(() => {
setReplaySource(null);
}, [mode]);
const optionsScroll = useListScroll();
const equitiesScroll = useListScroll();
const flowScroll = useListScroll();
const darkScroll = useListScroll();
const alertsScroll = useListScroll();
const classifierScroll = useListScroll();
const optionsAnchor = useScrollAnchor(optionsScroll.listRef, optionsScroll.isAtTopRef);
const equitiesAnchor = useScrollAnchor(equitiesScroll.listRef, equitiesScroll.isAtTopRef);
const flowAnchor = useScrollAnchor(flowScroll.listRef, flowScroll.isAtTopRef);
const darkAnchor = useScrollAnchor(darkScroll.listRef, darkScroll.isAtTopRef);
const alertsAnchor = useScrollAnchor(alertsScroll.listRef, alertsScroll.isAtTopRef);
const classifierAnchor = useScrollAnchor(
classifierScroll.listRef,
classifierScroll.isAtTopRef
);
const disableReplayGrouping = useCallback(() => null, []);
const options = useTape<OptionPrint>({
mode,
wsPath: "/ws/options",
replayPath: "/replay/options",
latestPath: "/prints/options",
expectedType: "option-print",
batchSize: mode === "replay" ? 120 : undefined,
pollMs: mode === "replay" ? 200 : undefined,
captureScroll: optionsAnchor.capture,
onNewItems: optionsScroll.onNewItems,
getReplayKey: extractReplaySource,
onReplaySourceKey: handleReplaySource
});
const equities = useTape<EquityPrint>({
mode,
wsPath: "/ws/equities",
replayPath: "/replay/equities",
latestPath: "/prints/equities",
expectedType: "equity-print",
batchSize: mode === "replay" ? 120 : undefined,
pollMs: mode === "replay" ? 200 : undefined,
captureScroll: equitiesAnchor.capture,
onNewItems: equitiesScroll.onNewItems
});
const equityJoins = useTape<EquityPrintJoin>({
mode,
wsPath: "/ws/equity-joins",
replayPath: "/replay/equity-joins",
latestPath: "/joins/equities",
expectedType: "equity-join",
batchSize: mode === "replay" ? 120 : undefined,
pollMs: mode === "replay" ? 200 : undefined,
getReplayKey: disableReplayGrouping
});
const nbbo = useTape<OptionNBBO>({
mode,
wsPath: "/ws/options-nbbo",
replayPath: "/replay/nbbo",
latestPath: "/nbbo/options",
expectedType: "option-nbbo",
batchSize: mode === "replay" ? 120 : undefined,
pollMs: mode === "replay" ? 200 : undefined,
getReplayKey: extractReplaySource,
replaySourceKey: replaySource
});
const inferredDark = useTape<InferredDarkEvent>({
mode,
wsPath: "/ws/inferred-dark",
replayPath: "/replay/inferred-dark",
latestPath: "/dark/inferred",
expectedType: "inferred-dark",
batchSize: mode === "replay" ? 120 : undefined,
pollMs: mode === "replay" ? 200 : undefined,
captureScroll: darkAnchor.capture,
onNewItems: darkScroll.onNewItems,
getReplayKey: disableReplayGrouping
});
const flow = useTape<FlowPacket>({
mode,
wsPath: "/ws/flow",
replayPath: "/replay/flow",
latestPath: "/flow/packets",
expectedType: "flow-packet",
batchSize: mode === "replay" ? 120 : undefined,
pollMs: mode === "replay" ? 200 : undefined,
captureScroll: flowAnchor.capture,
onNewItems: flowScroll.onNewItems,
getReplayKey: disableReplayGrouping
});
const alerts = useTape<AlertEvent>({
mode,
wsPath: "/ws/alerts",
replayPath: "/replay/alerts",
latestPath: "/flow/alerts",
expectedType: "alert",
batchSize: mode === "replay" ? 120 : undefined,
pollMs: mode === "replay" ? 200 : undefined,
captureScroll: alertsAnchor.capture,
onNewItems: alertsScroll.onNewItems,
getReplayKey: disableReplayGrouping
});
const classifierHits = useTape<ClassifierHitEvent>({
mode,
wsPath: "/ws/classifier-hits",
replayPath: "/replay/classifier-hits",
latestPath: "/flow/classifier-hits",
expectedType: "classifier-hit",
batchSize: mode === "replay" ? 120 : undefined,
pollMs: mode === "replay" ? 200 : undefined,
captureScroll: classifierAnchor.capture,
onNewItems: classifierScroll.onNewItems,
getReplayKey: disableReplayGrouping
});
useLayoutEffect(() => {
optionsAnchor.apply();
}, [options.items, optionsAnchor.apply]);
useLayoutEffect(() => {
equitiesAnchor.apply();
}, [equities.items, equitiesAnchor.apply]);
useLayoutEffect(() => {
flowAnchor.apply();
}, [flow.items, flowAnchor.apply]);
useLayoutEffect(() => {
darkAnchor.apply();
}, [inferredDark.items, darkAnchor.apply]);
useLayoutEffect(() => {
alertsAnchor.apply();
}, [alerts.items, alertsAnchor.apply]);
useLayoutEffect(() => {
classifierAnchor.apply();
}, [classifierHits.items, classifierAnchor.apply]);
const activeTickers = useMemo(() => {
const parts = filterInput
.split(/[,\s]+/)
.map((value) => value.trim().toUpperCase())
.filter(Boolean);
return Array.from(new Set(parts));
}, [filterInput]);
const tickerSet = useMemo(() => new Set(activeTickers), [activeTickers]);
const chartTicker = useMemo(() => activeTickers[0] ?? "SPY", [activeTickers]);
const nbboMap = useMemo(() => {
const map = new Map<string, OptionNBBO>();
for (const quote of nbbo.items) {
const contractId = normalizeContractId(quote.option_contract_id);
const existing = map.get(contractId);
if (
!existing ||
quote.ts > existing.ts ||
(quote.ts === existing.ts && quote.seq >= existing.seq)
) {
map.set(contractId, quote);
}
}
return map;
}, [nbbo.items]);
const optionPrintMap = useMemo(() => {
const map = new Map<string, OptionPrint>();
for (const print of options.items) {
if (print.trace_id) {
map.set(print.trace_id, print);
}
}
return map;
}, [options.items]);
const equityPrintMap = useMemo(() => {
const map = new Map<string, EquityPrint>();
for (const print of equities.items) {
if (print.trace_id) {
map.set(print.trace_id, print);
}
}
return map;
}, [equities.items]);
const equityJoinMap = useMemo(() => {
const map = new Map<string, EquityPrintJoin>();
for (const join of equityJoins.items) {
map.set(join.id, join);
}
return map;
}, [equityJoins.items]);
const flowPacketMap = useMemo(() => {
const map = new Map<string, FlowPacket>();
for (const packet of flow.items) {
map.set(packet.id, packet);
}
return map;
}, [flow.items]);
const selectedEvidence = useMemo((): EvidenceItem[] => {
if (!selectedAlert) {
return [];
}
return selectedAlert.evidence_refs.map((id) => {
const packet = flowPacketMap.get(id);
if (packet) {
return { kind: "flow", id, packet };
}
const print = optionPrintMap.get(id);
if (print) {
return { kind: "print", id, print };
}
return { kind: "unknown", id };
});
}, [selectedAlert, flowPacketMap, optionPrintMap]);
const selectedFlowPacket = useMemo(() => {
if (!selectedAlert) {
return null;
}
const packetId = selectedAlert.evidence_refs[0];
return packetId ? flowPacketMap.get(packetId) ?? null : null;
}, [selectedAlert, flowPacketMap]);
const selectedDarkEvidence = useMemo((): DarkEvidenceItem[] => {
if (!selectedDarkEvent) {
return [];
}
return selectedDarkEvent.evidence_refs.map((id) => {
const join = equityJoinMap.get(id);
if (join) {
return { kind: "join", id, join };
}
return { kind: "unknown", id };
});
}, [selectedDarkEvent, equityJoinMap]);
const selectedDarkUnderlying = useMemo(() => {
if (!selectedDarkEvent) {
return null;
}
return inferDarkUnderlying(selectedDarkEvent, equityPrintMap, equityJoinMap);
}, [selectedDarkEvent, equityJoinMap, equityPrintMap]);
useEffect(() => {
if (mode !== "live") {
setSelectedAlert(null);
}
setSelectedDarkEvent(null);
setSelectedClassifierHit(null);
}, [mode]);
const extractPacketContract = useCallback((packet: FlowPacket): string => {
const contract = packet.features.option_contract_id;
if (typeof contract === "string") {
return contract;
}
const match = packet.id.match(/^flowpacket:([^:]+):/);
return match?.[1] ?? packet.id;
}, []);
const extractUnderlyingFromTrace = useCallback((traceId: string): string | null => {
const match = traceId.match(/flowpacket:([^:]+):/);
if (!match?.[1]) {
return null;
}
return extractUnderlying(match[1]);
}, []);
const extractPacketIdFromClassifierHitTrace = useCallback((traceId: string): string | null => {
const idx = traceId.indexOf("flowpacket:");
if (idx < 0) {
return null;
}
return traceId.slice(idx);
}, []);
const selectedClassifierPacketId = useMemo(() => {
if (!selectedClassifierHit) {
return null;
}
return extractPacketIdFromClassifierHitTrace(selectedClassifierHit.trace_id);
}, [extractPacketIdFromClassifierHitTrace, selectedClassifierHit]);
const selectedClassifierFlowPacket = useMemo(() => {
if (!selectedClassifierPacketId) {
return null;
}
return flowPacketMap.get(selectedClassifierPacketId) ?? null;
}, [flowPacketMap, selectedClassifierPacketId]);
const selectedClassifierEvidence = useMemo((): EvidenceItem[] => {
if (!selectedClassifierHit) {
return [];
}
if (!selectedClassifierPacketId) {
return [];
}
const packet = flowPacketMap.get(selectedClassifierPacketId);
if (!packet) {
return [];
}
return packet.members.map((id) => {
const print = optionPrintMap.get(id);
if (print) {
return { kind: "print", id, print };
}
return { kind: "unknown", id };
});
}, [flowPacketMap, optionPrintMap, selectedClassifierHit, selectedClassifierPacketId]);
const inferAlertUnderlying = useCallback(
(alert: AlertEvent): string | null => {
const fromTrace = extractUnderlyingFromTrace(alert.trace_id);
if (fromTrace) {
return fromTrace;
}
const packetId = alert.evidence_refs[0];
if (packetId) {
const packet = flowPacketMap.get(packetId);
if (packet) {
return extractUnderlying(extractPacketContract(packet));
}
}
for (const ref of alert.evidence_refs) {
const print = optionPrintMap.get(ref);
if (print) {
return extractUnderlying(print.option_contract_id);
}
}
return null;
},
[extractPacketContract, extractUnderlyingFromTrace, flowPacketMap, optionPrintMap]
);
const matchesTicker = useCallback(
(value: string | null) => {
if (tickerSet.size === 0) {
return true;
}
if (!value) {
return false;
}
return tickerSet.has(value.toUpperCase());
},
[tickerSet]
);
const filteredOptions = useMemo(() => {
if (tickerSet.size === 0) {
return options.items;
}
return options.items.filter((print) =>
matchesTicker(extractUnderlying(normalizeContractId(print.option_contract_id)))
);
}, [options.items, matchesTicker, tickerSet]);
const filteredEquities = useMemo(() => {
if (tickerSet.size === 0) {
return equities.items;
}
return equities.items.filter((print) => matchesTicker(print.underlying_id));
}, [equities.items, matchesTicker, tickerSet]);
const filteredInferredDark = useMemo(() => {
if (tickerSet.size === 0) {
return inferredDark.items;
}
return inferredDark.items.filter((event) => {
const underlying = inferDarkUnderlying(event, equityPrintMap, equityJoinMap);
return matchesTicker(underlying);
});
}, [equityJoinMap, equityPrintMap, inferredDark.items, matchesTicker, tickerSet]);
const filteredFlow = useMemo(() => {
if (tickerSet.size === 0) {
return flow.items;
}
return flow.items.filter((packet) =>
matchesTicker(extractUnderlying(extractPacketContract(packet)))
);
}, [flow.items, extractPacketContract, matchesTicker, tickerSet]);
const filteredAlerts = useMemo(() => {
if (tickerSet.size === 0) {
return alerts.items;
}
return alerts.items.filter((alert) => matchesTicker(inferAlertUnderlying(alert)));
}, [alerts.items, inferAlertUnderlying, matchesTicker, tickerSet]);
const filteredClassifierHits = useMemo(() => {
if (tickerSet.size === 0) {
return classifierHits.items;
}
return classifierHits.items.filter((hit) => {
const underlying = extractUnderlyingFromTrace(hit.trace_id);
return matchesTicker(underlying);
});
}, [classifierHits.items, extractUnderlyingFromTrace, matchesTicker, tickerSet]);
const chartClassifierHits = useMemo(() => {
const desired = chartTicker.toUpperCase();
return classifierHits.items
.filter((hit) => extractUnderlyingFromTrace(hit.trace_id) === desired)
.sort((a, b) => {
const delta = a.source_ts - b.source_ts;
if (delta !== 0) {
return delta;
}
return a.seq - b.seq;
});
}, [chartTicker, classifierHits.items, extractUnderlyingFromTrace]);
const chartInferredDark = useMemo(() => {
const desired = chartTicker.toUpperCase();
return inferredDark.items
.filter((event) => inferDarkUnderlying(event, equityPrintMap, equityJoinMap) === desired)
.sort((a, b) => {
const delta = a.source_ts - b.source_ts;
if (delta !== 0) {
return delta;
}
return a.seq - b.seq;
});
}, [chartTicker, inferredDark.items, equityJoinMap, equityPrintMap]);
const findAlertForClassifierHit = useCallback(
(hit: ClassifierHitEvent): AlertEvent | null => {
const packetId = extractPacketIdFromClassifierHitTrace(hit.trace_id);
if (!packetId) {
return null;
}
const desiredTrace = `alert:${packetId}`;
return (
alerts.items.find(
(item) => item.trace_id === desiredTrace || item.evidence_refs[0] === packetId
) ?? null
);
},
[alerts.items, extractPacketIdFromClassifierHitTrace]
);
const openFromClassifierHit = useCallback(
(hit: ClassifierHitEvent) => {
const alert = findAlertForClassifierHit(hit);
if (alert) {
setSelectedClassifierHit(null);
setSelectedDarkEvent(null);
setSelectedAlert(alert);
return;
}
setSelectedAlert(null);
setSelectedDarkEvent(null);
setSelectedClassifierHit(hit);
},
[findAlertForClassifierHit]
);
const handleClassifierMarkerClick = useCallback(
(hit: ClassifierHitEvent) => {
openFromClassifierHit(hit);
},
[openFromClassifierHit]
);
const handleDarkMarkerClick = useCallback((event: InferredDarkEvent) => {
setSelectedAlert(null);
setSelectedClassifierHit(null);
setSelectedDarkEvent(event);
}, []);
const lastSeen = useMemo(() => {
return [
options.lastUpdate,
equities.lastUpdate,
inferredDark.lastUpdate,
flow.lastUpdate,
alerts.lastUpdate,
classifierHits.lastUpdate
]
.filter((value): value is number => value !== null)
.sort((a, b) => b - a)[0] ?? null;
}, [
options.lastUpdate,
equities.lastUpdate,
inferredDark.lastUpdate,
flow.lastUpdate,
alerts.lastUpdate,
classifierHits.lastUpdate
]);
const toggleMode = () => {
setMode((prev) => (prev === "live" ? "replay" : "live"));
};
return (
<main className="dashboard">
<header className="header">
<div>
<p className="eyebrow">Realtime flow workspace</p>
<h1>Islandflow</h1>
<p className="subtitle">
Options + equities streaming over WebSocket or replayed from ClickHouse.
</p>
</div>
<div className="summary">
<span className="summary-title">Last update</span>
<span className="summary-value">
{lastSeen ? formatTime(lastSeen) : "Waiting for data"}
</span>
<button className="mode-button" type="button" onClick={toggleMode}>
Switch to {mode === "live" ? "Replay" : "Live"}
</button>
</div>
</header>
<div className="filter-bar">
<div>
<p className="filter-label">Ticker filter</p>
<p className="filter-help">
{activeTickers.length > 0 ? `Filtering ${activeTickers.join(", ")}` : "All tickers"}
</p>
</div>
<div className="filter-controls">
<input
className="filter-input"
value={filterInput}
onChange={(event) => setFilterInput(event.target.value)}
placeholder="SPY, NVDA, AAPL"
/>
<button
className="filter-clear"
type="button"
onClick={() => setFilterInput("")}
disabled={filterInput.trim().length === 0}
>
Clear
</button>
</div>
</div>
<div className="cards">
<section className="card card-chart">
<div className="card-header">
<div>
<h2>Equity Chart</h2>
<p className="card-subtitle">
Server-built {formatIntervalLabel(chartIntervalMs)} candles for {chartTicker}.
</p>
</div>
</div>
<div className="chart-controls">
<div className="chart-intervals">
{CANDLE_INTERVALS.map((interval) => (
<button
key={interval.ms}
className={`interval-button${interval.ms === chartIntervalMs ? " active" : ""}`}
type="button"
onClick={() => setChartIntervalMs(interval.ms)}
>
{interval.label}
</button>
))}
</div>
{activeTickers.length > 1 ? (
<span className="chart-hint">Charting first of {activeTickers.length} tickers</span>
) : (
<span className="chart-hint">Charting {chartTicker}</span>
)}
</div>
<CandleChart
ticker={chartTicker}
intervalMs={chartIntervalMs}
mode={mode}
replayTime={equities.replayTime}
classifierHits={chartClassifierHits}
inferredDark={chartInferredDark}
onClassifierHitClick={handleClassifierMarkerClick}
onInferredDarkClick={handleDarkMarkerClick}
/>
</section>
<section className="card card-options">
<div className="card-header">
<div>
<h2>Options Tape</h2>
<p className="card-subtitle">Newest prints first (max {MAX_ITEMS}).</p>
</div>
</div>
<div className="card-controls">
<TapeStatus
status={options.status}
lastUpdate={options.lastUpdate}
replayTime={options.replayTime}
replayComplete={options.replayComplete}
paused={options.paused}
dropped={options.dropped}
mode={mode}
onTogglePause={options.togglePause}
/>
<TapeControls
isAtTop={optionsScroll.isAtTop}
missed={optionsScroll.missed}
onJump={optionsScroll.jumpToTop}
/>
</div>
<div className="list" ref={optionsScroll.listRef}>
{filteredOptions.length === 0 ? (
<div className="empty">
{tickerSet.size > 0
? "No option prints match the current filter."
: mode === "live"
? "No option prints yet. Start ingest-options."
: "Replay queue empty. Ensure ClickHouse has data."}
</div>
) : (
filteredOptions.map((print) => {
const contractId = normalizeContractId(print.option_contract_id);
const quote = nbboMap.get(contractId);
const nbboAge = quote ? Math.abs(print.ts - quote.ts) : null;
const nbboStale = nbboAge !== null && nbboAge > NBBO_MAX_AGE_MS_SAFE;
const nbboMid = quote ? (quote.bid + quote.ask) / 2 : null;
const nbboSide = classifyNbboSide(print.price, quote);
const notional = print.price * print.size * 100;
return (
<div className="row" key={`${print.trace_id}-${print.seq}`}>
<div>
<div className="contract">{formatContractLabel(contractId)}</div>
<div className="meta">
<span>${formatPrice(print.price)}</span>
<span>{formatSize(print.size)}x</span>
<span>{print.exchange}</span>
<span>Notional ${formatUsd(notional)}</span>
{print.conditions?.length ? (
<span>{print.conditions.join(", ")}</span>
) : null}
</div>
{quote ? (
<div className="meta nbbo-meta">
<span>Bid ${formatPrice(quote.bid)}</span>
<span>Ask ${formatPrice(quote.ask)}</span>
<span>Mid ${formatPrice(nbboMid ?? 0)}</span>
<span>{Math.round(nbboAge ?? 0)}ms</span>
{nbboSide ? (
<span className="nbbo-side" tabIndex={0} aria-label="NBBO side legend">
<span className={`nbbo-tag nbbo-tag-${nbboSide.toLowerCase()}`}>
{nbboSide}
</span>
<span className="nbbo-tooltip" role="tooltip">
<span className="nbbo-tooltip-row">
<span className="nbbo-tag nbbo-tag-a">A</span>
<span>Ask</span>
</span>
<span className="nbbo-tooltip-row">
<span className="nbbo-tag nbbo-tag-aa">AA</span>
<span>Above Ask</span>
</span>
<span className="nbbo-tooltip-row">
<span className="nbbo-tag nbbo-tag-b">B</span>
<span>Bid</span>
</span>
<span className="nbbo-tooltip-row">
<span className="nbbo-tag nbbo-tag-bb">BB</span>
<span>Below Bid</span>
</span>
</span>
</span>
) : null}
{nbboStale ? <span className="pill nbbo-stale">Stale</span> : null}
</div>
) : (
<div className="meta nbbo-meta">
<span className="pill nbbo-missing">NBBO missing</span>
</div>
)}
</div>
<div className="time">{formatTime(print.ts)}</div>
</div>
);
})
)}
</div>
</section>
<section className="card card-equities">
<div className="card-header">
<div>
<h2>Equities Tape</h2>
<p className="card-subtitle">Off-exchange flag highlighted.</p>
</div>
</div>
<div className="card-controls">
<TapeStatus
status={equities.status}
lastUpdate={equities.lastUpdate}
replayTime={equities.replayTime}
replayComplete={equities.replayComplete}
paused={equities.paused}
dropped={equities.dropped}
mode={mode}
onTogglePause={equities.togglePause}
/>
<TapeControls
isAtTop={equitiesScroll.isAtTop}
missed={equitiesScroll.missed}
onJump={equitiesScroll.jumpToTop}
/>
</div>
<div className="list" ref={equitiesScroll.listRef}>
{filteredEquities.length === 0 ? (
<div className="empty">
{tickerSet.size > 0
? "No equity prints match the current filter."
: mode === "live"
? "No equity prints yet. Start ingest-equities."
: "Replay queue empty. Ensure ClickHouse has data."}
</div>
) : (
filteredEquities.map((print) => (
<div className="row" key={`${print.trace_id}-${print.seq}`}>
<div>
<div className="contract">{print.underlying_id}</div>
<div className="meta">
<span>${formatPrice(print.price)}</span>
<span>{formatSize(print.size)}x</span>
<span>{print.exchange}</span>
{print.offExchangeFlag ? (
<span className="flag">Off-Ex</span>
) : (
<span className="flag flag-muted">Lit</span>
)}
</div>
</div>
<div className="time">{formatTime(print.ts)}</div>
</div>
))
)}
</div>
</section>
<section className="card card-flow">
<div className="card-header">
<div>
<h2>Flow Packets</h2>
<p className="card-subtitle">Deterministic clusters.</p>
</div>
</div>
<div className="card-controls">
<TapeStatus
status={flow.status}
lastUpdate={flow.lastUpdate}
replayTime={flow.replayTime}
replayComplete={flow.replayComplete}
paused={flow.paused}
dropped={flow.dropped}
mode={mode}
onTogglePause={flow.togglePause}
/>
<TapeControls
isAtTop={flowScroll.isAtTop}
missed={flowScroll.missed}
onJump={flowScroll.jumpToTop}
/>
</div>
<div className="card-body">
<div className="list" ref={flowScroll.listRef}>
{filteredFlow.length === 0 ? (
<div className="empty">
{tickerSet.size > 0
? "No flow packets match the current filter."
: mode === "live"
? "No flow packets yet. Start compute."
: "Replay queue empty. Ensure ClickHouse has data."}
</div>
) : (
filteredFlow.map((packet) => {
const features = packet.features ?? {};
const contract = String(features.option_contract_id ?? packet.id ?? "unknown");
const count = parseNumber(features.count, packet.members.length);
const totalSize = parseNumber(features.total_size, 0);
const totalNotional = parseNumber(features.total_notional, Number.NaN);
const notional = Number.isFinite(totalNotional)
? totalNotional
: parseNumber(features.total_premium, 0) * 100;
const startTs = parseNumber(features.start_ts, packet.source_ts);
const endTs = parseNumber(features.end_ts, startTs);
const windowMs = parseNumber(features.window_ms, 0);
const structureType =
typeof features.structure_type === "string" ? features.structure_type : "";
const structureLegs = parseNumber(features.structure_legs, 0);
const structureRights =
typeof features.structure_rights === "string" ? features.structure_rights : "";
const structureStrikes = parseNumber(features.structure_strikes, 0);
const nbboBid = parseNumber(features.nbbo_bid, Number.NaN);
const nbboAsk = parseNumber(features.nbbo_ask, Number.NaN);
const nbboMid = parseNumber(features.nbbo_mid, Number.NaN);
const nbboSpread = parseNumber(features.nbbo_spread, Number.NaN);
const aggressiveBuyRatio = parseNumber(
features.nbbo_aggressive_buy_ratio,
Number.NaN
);
const aggressiveSellRatio = parseNumber(
features.nbbo_aggressive_sell_ratio,
Number.NaN
);
const aggressiveCoverage = parseNumber(features.nbbo_coverage_ratio, Number.NaN);
const insideRatio = parseNumber(features.nbbo_inside_ratio, Number.NaN);
const nbboAge = parseNumber(packet.join_quality.nbbo_age_ms, Number.NaN);
const nbboStale = parseNumber(packet.join_quality.nbbo_stale, 0) > 0;
const nbboMissing = parseNumber(packet.join_quality.nbbo_missing, 0) > 0;
return (
<div className="row" key={packet.id}>
<div>
<div className="contract">{contract}</div>
<div className="meta flow-meta">
<span>{formatFlowMetric(count)} prints</span>
<span>{formatFlowMetric(totalSize)} size</span>
<span>Notional ${formatUsd(notional)}</span>
{windowMs > 0 ? (
<span>{formatFlowMetric(windowMs, "ms")}</span>
) : null}
{structureType ? (
<span className="pill structure-tag">
{structureType.replace(/_/g, " ")}
{structureRights ? ` ${structureRights}` : ""}
{structureLegs > 0 ? ` ${structureLegs}L` : ""}
{structureStrikes > 0 ? ` ${structureStrikes}K` : ""}
</span>
) : null}
{Number.isFinite(aggressiveCoverage) && aggressiveCoverage > 0 ? (
<span className="pill aggressor-tag">
Agg {formatPct(aggressiveBuyRatio)} / {formatPct(aggressiveSellRatio)}
{Number.isFinite(insideRatio) && insideRatio > 0
? ` · In ${formatPct(insideRatio)}`
: ""}
{` · ${formatPct(aggressiveCoverage)} cov`}
</span>
) : null}
{Number.isFinite(nbboBid) && Number.isFinite(nbboAsk) ? (
<span>
NBBO ${formatPrice(nbboBid)} x ${formatPrice(nbboAsk)}
</span>
) : null}
{Number.isFinite(nbboMid) ? (
<span>Mid ${formatPrice(nbboMid)}</span>
) : null}
{Number.isFinite(nbboSpread) ? (
<span>Spread ${formatPrice(nbboSpread)}</span>
) : null}
{Number.isFinite(nbboAge) ? (
<span>{Math.round(nbboAge)}ms</span>
) : null}
{nbboStale ? <span className="pill nbbo-stale">NBBO stale</span> : null}
{nbboMissing ? (
<span className="pill nbbo-missing">NBBO missing</span>
) : null}
</div>
</div>
<div className="time">
{formatTime(startTs)} {formatTime(endTs)}
</div>
</div>
);
})
)}
</div>
</div>
</section>
<section className="card card-alerts">
<div className="card-header">
<div>
<h2>Alerts</h2>
<p className="card-subtitle">Rule-based scoring from flow packets.</p>
</div>
</div>
<div className="card-controls">
<TapeStatus
status={alerts.status}
lastUpdate={alerts.lastUpdate}
replayTime={alerts.replayTime}
replayComplete={alerts.replayComplete}
paused={alerts.paused}
dropped={alerts.dropped}
mode={mode}
onTogglePause={alerts.togglePause}
/>
<TapeControls
isAtTop={alertsScroll.isAtTop}
missed={alertsScroll.missed}
onJump={alertsScroll.jumpToTop}
/>
</div>
<div className="card-body">
<AlertSeverityStrip alerts={filteredAlerts} />
<div className="list" ref={alertsScroll.listRef}>
{filteredAlerts.length === 0 ? (
<div className="empty">
{tickerSet.size > 0
? "No alerts match the current filter."
: mode === "live"
? "No alerts yet. Start compute."
: "Replay queue empty. Ensure ClickHouse has data."}
</div>
) : (
filteredAlerts.map((alert) => {
const primary = alert.hits[0];
const direction = primary ? normalizeDirection(primary.direction) : "neutral";
return (
<button
className="row row-button"
key={`${alert.trace_id}-${alert.seq}`}
type="button"
onClick={() => {
setSelectedDarkEvent(null);
setSelectedClassifierHit(null);
setSelectedAlert(alert);
}}
>
<div>
<div className="contract">
{primary ? humanizeClassifierId(primary.classifier_id) : "Alert"}
</div>
<div className="meta">
<span className={`pill severity-${alert.severity}`}>{alert.severity}</span>
<span>Score {Math.round(alert.score)}</span>
<span>{alert.hits.length} hits</span>
{primary ? (
<span className={`pill direction-${direction}`}>{direction}</span>
) : null}
</div>
{primary?.explanations?.[0] ? (
<div className="note">{primary.explanations[0]}</div>
) : null}
</div>
<div className="time">{formatTime(alert.source_ts)}</div>
</button>
);
})
)}
</div>
</div>
</section>
<section className="card card-classifiers">
<div className="card-header">
<div>
<h2>Classifier Hits</h2>
<p className="card-subtitle">Raw rule hits before alert scoring.</p>
</div>
</div>
<div className="card-controls">
<TapeStatus
status={classifierHits.status}
lastUpdate={classifierHits.lastUpdate}
replayTime={classifierHits.replayTime}
replayComplete={classifierHits.replayComplete}
paused={classifierHits.paused}
dropped={classifierHits.dropped}
mode={mode}
onTogglePause={classifierHits.togglePause}
/>
<TapeControls
isAtTop={classifierScroll.isAtTop}
missed={classifierScroll.missed}
onJump={classifierScroll.jumpToTop}
/>
</div>
<div className="card-body">
<div className="list" ref={classifierScroll.listRef}>
{filteredClassifierHits.length === 0 ? (
<div className="empty">
{tickerSet.size > 0
? "No classifier hits match the current filter."
: mode === "live"
? "No classifier hits yet. Start compute."
: "Replay queue empty. Ensure ClickHouse has data."}
</div>
) : (
filteredClassifierHits.map((hit) => {
const direction = normalizeDirection(hit.direction);
return (
<button
className="row row-button"
key={`${hit.trace_id}-${hit.seq}`}
type="button"
onClick={() => openFromClassifierHit(hit)}
>
<div>
<div className="contract">{humanizeClassifierId(hit.classifier_id)}</div>
<div className="meta">
<span className={`pill direction-${direction}`}>{direction}</span>
<span>Confidence {formatConfidence(hit.confidence)}</span>
</div>
{hit.explanations?.[0] ? (
<div className="note">{hit.explanations[0]}</div>
) : null}
</div>
<div className="time">{formatTime(hit.source_ts)}</div>
</button>
);
})
)}
</div>
</div>
</section>
<section className="card card-dark">
<div className="card-header">
<div>
<h2>Inferred Dark</h2>
<p className="card-subtitle">Off-exchange patterns inferred from equity joins.</p>
</div>
</div>
<div className="card-controls">
<TapeStatus
status={inferredDark.status}
lastUpdate={inferredDark.lastUpdate}
replayTime={inferredDark.replayTime}
replayComplete={inferredDark.replayComplete}
paused={inferredDark.paused}
dropped={inferredDark.dropped}
mode={mode}
onTogglePause={inferredDark.togglePause}
/>
<TapeControls
isAtTop={darkScroll.isAtTop}
missed={darkScroll.missed}
onJump={darkScroll.jumpToTop}
/>
</div>
<div className="card-body">
<div className="list" ref={darkScroll.listRef}>
{filteredInferredDark.length === 0 ? (
<div className="empty">
{tickerSet.size > 0
? "No inferred dark events match the current filter."
: mode === "live"
? "No inferred dark events yet. Start compute."
: "Replay queue empty. Ensure ClickHouse has data."}
</div>
) : (
filteredInferredDark.map((event) => {
const underlying = inferDarkUnderlying(event, equityPrintMap, equityJoinMap);
const evidenceCount = event.evidence_refs.length;
return (
<button
className="row row-button"
key={`${event.trace_id}-${event.seq}`}
type="button"
onClick={() => {
setSelectedAlert(null);
setSelectedClassifierHit(null);
setSelectedDarkEvent(event);
}}
>
<div>
<div className="contract">{humanizeClassifierId(event.type)}</div>
<div className="meta">
{underlying ? <span>{underlying}</span> : <span className="pill">Unknown</span>}
<span>Confidence {formatConfidence(event.confidence)}</span>
<span>Evidence {evidenceCount}</span>
</div>
{underlying ? null : (
<div className="note">Underlying not in current equity cache.</div>
)}
</div>
<div className="time">{formatTime(event.source_ts)}</div>
</button>
);
})
)}
</div>
</div>
</section>
</div>
{selectedAlert ? (
<AlertDrawer
alert={selectedAlert}
flowPacket={selectedFlowPacket}
evidence={selectedEvidence}
onClose={() => setSelectedAlert(null)}
/>
) : null}
{selectedClassifierHit ? (
<ClassifierHitDrawer
hit={selectedClassifierHit}
flowPacket={selectedClassifierFlowPacket}
evidence={selectedClassifierEvidence}
onClose={() => setSelectedClassifierHit(null)}
/>
) : null}
{selectedDarkEvent ? (
<DarkDrawer
event={selectedDarkEvent}
evidence={selectedDarkEvidence}
underlying={selectedDarkUnderlying}
onClose={() => setSelectedDarkEvent(null)}
/>
) : null}
</main>
);
}