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islandflow/options-overhaul-phase1.md

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Options Overhaul Phase 1: Snapshot Tape Table

Implemented Phase 1 snapshot semantics for the Options tape.

Completed

  • Added flat execution snapshot fields to OptionPrintSchema / OptionPrint.
  • Added ClickHouse columns and migrations for execution NBBO, underlying spot, and IV context.
  • Added ingest enrichment that selects option NBBO and equity quote context at or before the option print timestamp.
  • New enriched prints mirror nbbo_side from execution_nbbo_side.
  • Added synthetic per-contract IV state with pressure, decay, and clamps.
  • Redesigned the Options pane as a dense table using preserved spot/IV/NBBO side first.
  • Added classifier-hit row color mapping and click/keyboard drawer interaction for classified rows.
  • Updated /tape live subscriptions to include classifier-hits.
  • Added focused tests for schema, storage, enrichment, synthetic IV, and frontend table/classifier helpers.

Verification

  • bun test packages/types/tests/events.test.ts packages/storage/tests/option-prints.test.ts services/ingest-options/tests/enrichment.test.ts services/ingest-options/tests/synthetic.test.ts apps/web/app/terminal.test.ts
  • bun run build from apps/web