transnet/investor-flow
2
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: Phase 3 FINRA bulk adapter + Phase 4 three-way merge with discrepancy flagging

Browse Source 
Phase 3 — FINRA bulk short-interest ingest:
- Add finra_short_interest table to schema (per-symbol, per-settlement-date, per-exchange, with short/exempt/total volume, avg daily vol, days to cover)
- Create FinraIngestService: downloads FINRA consolidated pipe-delimited file from configurable base URL, parses Market|Symbol|ShortVolume|ShortExemptVolume|TotalVolume, stores in finra_short_interest table
- Create FinraBulkAdapter: SourceFetch that calls downloadAndIngestFinra, registers as finra-bulk source kind with finraShortinterest cache handler
- finraShortinterest handler reads latest settlement row per symbol from finra_short_interest table (no per-symbol kv_cache write; data is bulk-ingested)
- Register in index.ts adapter map + HANDLERS + del case

Phase 4 — three-way merge with discrepancy detection:
- shortInterest tRPC procedure now reads all 3 caches (yfinance, nasdaq, finra-bulk) in parallel
- Reconciliation hierarchy: FINRA (shares short) > NASDAQ > Yahoo
- daysToCover: NASDAQ (specific) > FINRA (computed) > Yahoo (short ratio fallback)
- settlementDate: FINRA > NASDAQ > Yahoo
- Discrepancy detection: compares sharesShort across available sources, flags >10% difference with discrepancyPct + discrepancyBetween
- Updated ShortInterestPanel: FINRA source badge, discrepancy warning banner, three-source disclaimer
- Updated trpc.ts client type for new shape
This commit is contained in:
Investor Flow Build
2026-07-25 13:03:49 -04:00
parent 76f60dc766
commit 3fa6b32916
8 changed files with 308 additions and 15 deletions
Download Patch File Download Diff File Expand all files Collapse all files
app/server/src/index.ts
+2
View File
@@ -6,6 +6,7 @@ import { db } from './db/client.ts';
import { createCacheRepository, type SourceKind } from './cache/CacheRepository.ts';
import { YFinanceAdapter } from './adapters/YFinanceAdapter.ts';
import { NasdaqAdapter } from './adapters/NasdaqAdapter.ts';
import { FinraBulkAdapter } from './adapters/FinraBulkAdapter.ts';
import { SecFetchAdapter } from './adapters/SecFetchAdapter.ts';
import { SecLintAdapter } from './adapters/SecLintAdapter.ts';
import { XCookieAdapter } from './adapters/XCookieAdapter.ts';
@@ -20,6 +21,7 @@ const database = db();
const adapters = new Map<SourceKind, SourceFetch>([
['yfinance' as const, new YFinanceAdapter() as unknown as SourceFetch],
['nasdaq' as const, new NasdaqAdapter() as unknown as SourceFetch],
['finra-bulk' as const, new FinraBulkAdapter(database) as unknown as SourceFetch],
['sec-fetch' as const, new SecFetchAdapter(database) as unknown as SourceFetch],
['sec-lint-holders' as const, new SecLintAdapter(() => database, 'sec-lint-holders') as unknown as SourceFetch],
['sec-lint-insiders' as const, new SecLintAdapter(() => database, 'sec-lint-insiders') as unknown as SourceFetch],