Persist lock-time multi-book lines to lock_lines (unblocks the staleness audit)

The over-side skew audit's confirming check — was our locked line stale-high vs
consensus AT LOCK — was BLOCKED because multi-book lines at lock were never
persisted (bookprices is Redis current-only). This persists them.

- migration 033: lock_lines table (tracked + applied to prod). One row per
  (graded prop × book) with both odds + a lock timestamp. RLS enabled, NO
  policies -> service-role only (fence). UNIQUE key -> idempotent re-runs.
- lockLineCapture.js: buildLockRows (pure, graded-props only, honest-absent
  single-book) + idempotent upsert persist. Built from the in-memory props at
  the LOCK moment (ts) -> no Redis re-read, no TTL race.
- snapshotService: persist right after `enriched` (the lock moment; gradedAt
  uses the same ts). Best-effort + fenced.

FENCE (measurement-only): lock_lines is read by NOTHING on the grade path
(gradeSlateService, snapshot dedup/indexOdds, challengers, selector, ledger) —
a grep test asserts it, and RLS locks it to the service role. Grade byte-
identical proven: runSnapshot grades are identical with persist on/off (test).

Volume ~1.5-3k rows/day (graded props x books x 5 snapshots); weeks retained,
no pruning needed short-term. Does NOT retroactively fix the existing 62 rows —
future accrual only; confirmation still needs weeks of settled rows. Full suite
3842 green, web build exit 0. No grade/locked_odds/outcome/served surface changed.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VsztNChZ7vEvSR61AuMhD1
This commit is contained in:
Kev
2026-07-29 02:47:47 -04:00
parent 37261260d1
commit c7067c80c4
4 changed files with 318 additions and 0 deletions
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'use strict';
/**
* LOCK-LINE CAPTURE — the lock-time analog of `closingCapture` (measurement-only).
*
* WHY: the over-side skew audit (2026-07-29) returned SURVIVES-BASELINE for the
* champion's takeable-MLB-over edge, but the confirming check — was our locked line
* stale-high vs consensus AT LOCK — is BLOCKED because multi-book lines at lock were
* never persisted (`bookprices` is Redis, current-only). This persists them: as a grade
* LOCKS, each book's line + both-side prices for that graded prop is written to
* `lock_lines`, timestamped at the lock moment. A future audit joins it to
* `closing_captures` to run the blocked staleness check.
*
* STRUCTURAL FENCE (enforced, not a comment):
* 1. This module only READS the `props` array + a set of graded keys and RETURNS rows /
* writes its OWN table (`lock_lines`). It never mutates `props`.
* 2. `lock_lines` is read by NOTHING on the grade path — not gradeSlateService,
* snapshotService's dedup/indexOdds, any challenger, the selector, or the ledger.
* A test greps the grade-path files and asserts zero `lock_lines`/`lockLineCapture`
* references; migration 033 puts RLS-with-no-policies on the table (service-role
* only).
* 3. In runSnapshot the persist is a best-effort leaf whose result is used by nothing
* downstream — the graded slate is byte-identical whether or not it runs (locked by
* a runSnapshot grade-identity test).
*
* NO TTL RACE: rows are built from the in-memory `props` array synchronously at the lock
* moment (`ts`), never by re-reading the Redis `bookprices` key later — so the snapshot
* we persist is exactly the one that locked, not a later/expired one.
*
* HONEST-ABSENT: a graded prop with only one priced book persists as ONE row. Never a
* fabricated second book. A book row with neither price is not a line and is skipped.
*/
const { nameKey, normalizeName } = require('../utils/playerName');
// Sharp/no-vig reference book (mirrors closingCapture). Tagged so the audit can weight
// pinnacle as the sharp consensus vs the retail books.
const SHARP_BOOKS = new Set(['pinnacle']);
function etDate(iso) {
if (!iso) return null;
const t = new Date(iso);
if (Number.isNaN(t.getTime())) return null;
return new Intl.DateTimeFormat('en-CA', {
timeZone: 'America/New_York', year: 'numeric', month: '2-digit', day: '2-digit',
}).format(t);
}
function numOrNull(v) {
if (v == null || v === '') return null;
const n = Number(v);
return Number.isFinite(n) ? n : null;
}
/** Canonical graded-prop key (player + stat), matching how the ledger/snapshot key. */
function lockKey(player, stat) {
return `${nameKey(player)}|${String(stat || '').toLowerCase()}`;
}
/**
* Build flat lock-line rows for the GRADED props only (targeted → low volume). One row
* per (prop × book) carrying both over/under prices. PURE — no I/O; never mutates props.
*
* @param {string} sport
* @param {Array} props multi-book flat props (oddsNormalizer shape)
* @param {Set} gradedKeys Set of `${nameKey}|${stat}` for props that locked a grade
* @param {Object} [opts] { lockedAt } — the exact lock timestamp (snapshot ts)
*/
function buildLockRows(sport, props, gradedKeys, opts = {}) {
const lockedAt = opts.lockedAt || new Date().toISOString();
const seen = new Set(); // dedupe (prop × book) within this lock moment
const out = [];
for (const p of props || []) {
if (!p || !p.player || !p.stat_type || !p.book) continue;
const stat = String(p.stat_type).toLowerCase();
const k = lockKey(p.player, stat);
if (gradedKeys && !gradedKeys.has(k)) continue; // graded props only
const over = numOrNull(p.over_odds);
const under = numOrNull(p.under_odds);
if (over == null && under == null) continue; // not a real line — honest-absent, skip
const dedupe = `${k}|${p.book}`;
if (seen.has(dedupe)) continue;
seen.add(dedupe);
out.push({
sport,
player_key: nameKey(p.player),
player_name: normalizeName(p.player).display || p.player,
stat,
game_date: etDate(p.game_time),
game_time: p.game_time || null,
book: p.book,
line_type: SHARP_BOOKS.has(String(p.book || '').toLowerCase()) ? 'sharp' : 'book',
line: numOrNull(p.line),
over_odds: over,
under_odds: under,
locked_at: lockedAt,
});
}
return out;
}
/**
* Persist append-only. Idempotent via the UNIQUE key (a snapshot retry never
* double-inserts). Best-effort — a persistence failure never breaks the snapshot.
*/
async function persist(rows, deps = {}) {
const out = { attempted: rows ? rows.length : 0, written: 0, skipped: false, error: null };
if (!out.attempted) return out;
try {
const getClient = deps.getClient || require('../utils/supabase').getSupabaseServiceClient;
const sb = getClient();
if (!sb) { out.skipped = true; return out; }
const CHUNK = 250;
for (let i = 0; i < rows.length; i += CHUNK) {
const chunk = rows.slice(i, i + CHUNK);
const { error } = await sb.from('lock_lines').upsert(chunk, {
onConflict: 'sport,player_key,stat,game_date,book,locked_at',
ignoreDuplicates: true,
});
if (error) { out.error = error.message; break; }
out.written += chunk.length;
}
} catch (e) {
out.error = e && e.message ? e.message : String(e);
}
return out;
}
module.exports = { buildLockRows, persist, lockKey, SHARP_BOOKS };
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@@ -288,6 +288,10 @@ async function runSnapshot(sport, opts = {}) {
// Fenced: written to its own `bookprices:{sport}` key, read by nothing on
// the grade path. Injectable; a failure never touches grading.
captureBookPrices: opts.captureBookPrices || require('./bookPriceStore').captureBookPrices,
// Lock-line persistence (measurement-only). Persists multi-book lines to the DB at
// the lock moment so a future audit can run the currently-BLOCKED staleness check.
// Fenced: writes its own `lock_lines` table, read by nothing on the grade path.
lockLineCapture: opts.lockLineCapture || require('./lockLineCapture'),
refreshTeamStats: opts.refreshTeamStats
|| (process.env.NODE_ENV === 'test'
? async () => null
@@ -557,6 +561,22 @@ async function runSnapshot(sport, opts = {}) {
};
});
// LOCK-LINE PERSISTENCE (measurement-only). At THIS moment the grades have locked to
// their lines (`gradedAt` uses `ts`), so `props` is the multi-book snapshot AS IT
// EXISTED AT LOCK. Persist each graded prop's per-book lines to `lock_lines`,
// timestamped `ts`, so a future audit can check whether our locked line was stale-high
// vs consensus at lock. Built from the in-memory `props` (no Redis re-read → no TTL
// race). Best-effort + structurally fenced: nothing on the grade path reads lock_lines,
// and the graded slate is byte-identical whether or not this runs.
try {
const gradedKeys = new Set(enriched.map((g) => `${norm(g.player || g.player_name)}|${String(g.stat_type || g.stat || '').toLowerCase()}`));
const lockRows = deps.lockLineCapture.buildLockRows(sp, props, gradedKeys, { lockedAt: ts });
const lr = await deps.lockLineCapture.persist(lockRows);
console.log(`[lock-lines] ${sp}: ${lr.written}/${lr.attempted} multi-book rows persisted at lock${lr.skipped ? ' (skipped — no supabase env)' : ''}${lr.error ? ` ERROR: ${lr.error}` : ''}`);
} catch (e) {
console.warn(`[lock-lines] ${sp} persist failed (measurement-only, snapshot continues):`, e.message);
}
// Session 64 — retention persists HERE, after enrichment, so archetype/team/
// opponent are populated. Feature values were captured at grade time and are
// NOT touched by the merge (mergeEnrichment only fills the three null fields).
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-- Migration 033: lock_lines — multi-book lines at the LOCK moment (measurement-only).
--
-- The lock-time analog of `closing_captures`. As a grade LOCKS to a line, this persists
-- each book's line + both-side prices for that (graded) prop, timestamped at the lock
-- moment. A future audit joins lock_lines (lock) to closing_captures (close) to answer
-- the currently-BLOCKED question: was our locked line stale-high vs consensus AT LOCK?
--
-- FENCE: measurement/display-only. It must NOT feed the consensus-line selector, the
-- champion, any challenger, the graded line, or the ledger. Enforced by (a) a separate
-- table nothing on the grade path reads, and (b) RLS enabled with NO policies, so only
-- the service role (which bypasses RLS) can read/write it — no client, no anon.
--
-- One row per (prop × book) carrying BOTH over_odds + under_odds (the de-vig needs both;
-- one row halves volume vs closing_captures' per-side rows). Append-only; the UNIQUE key
-- makes a re-run (snapshot retry) idempotent. Honest-absent: single-book props persist
-- as one row — never a fabricated second book.
CREATE TABLE IF NOT EXISTS lock_lines (
id bigint GENERATED ALWAYS AS IDENTITY PRIMARY KEY,
sport text NOT NULL,
player_key text NOT NULL,
player_name text,
stat text NOT NULL,
game_date date,
game_time timestamptz,
book text,
line_type text, -- 'sharp' (pinnacle) | 'book'
line numeric,
over_odds integer,
under_odds integer,
locked_at timestamptz NOT NULL, -- the LOCK moment (snapshot gradedAt ts)
missed_reason text,
created_at timestamptz NOT NULL DEFAULT now(),
CONSTRAINT lock_lines_uniq UNIQUE NULLS NOT DISTINCT (sport, player_key, stat, game_date, book, locked_at)
);
CREATE INDEX IF NOT EXISTS lock_lines_join_idx ON lock_lines (sport, player_key, stat, game_date);
CREATE INDEX IF NOT EXISTS lock_lines_locked_at_idx ON lock_lines (locked_at);
-- FENCE: RLS on, no policies → service-role only. Never reachable by a client/anon,
-- and never by the grade path (which does not query this table).
ALTER TABLE lock_lines ENABLE ROW LEVEL SECURITY;
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// Lock-line capture — persist multi-book lines at the lock moment (measurement-only).
// Locks: build correctness, honest-absent single-book, the STRUCTURAL FENCE (no mutation,
// no grade-path read), and grade byte-identical through runSnapshot.
const fs = require('fs');
const path = require('path');
const llc = require('../../src/services/lockLineCapture');
const snapshot = require('../../src/services/snapshotService');
const { nameKey } = require('../../src/utils/playerName');
// Judge TB across 3 books + Betts hits (1 book) + a NON-graded prop.
const props = [
{ player: 'Aaron Judge', stat_type: 'total_bases', line: 1.5, over_odds: -115, under_odds: -105, book: 'draftkings', game_time: '2026-07-29T23:00:00Z' },
{ player: 'Aaron Judge', stat_type: 'total_bases', line: 1.5, over_odds: -110, under_odds: -110, book: 'betmgm', game_time: '2026-07-29T23:00:00Z' },
{ player: 'Aaron Judge', stat_type: 'total_bases', line: 1.5, over_odds: -120, under_odds: 100, book: 'pinnacle', game_time: '2026-07-29T23:00:00Z' },
{ player: 'Mookie Betts', stat_type: 'hits', line: 1.5, over_odds: 120, under_odds: -150, book: 'draftkings', game_time: '2026-07-29T23:00:00Z' },
{ player: 'Not Graded', stat_type: 'hits', line: 0.5, over_odds: -110, under_odds: -110, book: 'draftkings', game_time: '2026-07-29T23:00:00Z' },
];
const gradedKeys = new Set([`${nameKey('Aaron Judge')}|total_bases`, `${nameKey('Mookie Betts')}|hits`]);
describe('buildLockRows', () => {
it('emits one row per graded prop×book, both odds, sharp tag on pinnacle', () => {
const rows = llc.buildLockRows('mlb', props, gradedKeys, { lockedAt: 'T0' });
const judge = rows.filter((r) => r.stat === 'total_bases');
expect(judge).toHaveLength(3);
expect(judge.map((r) => r.book).sort()).toEqual(['betmgm', 'draftkings', 'pinnacle']);
expect(judge.every((r) => r.over_odds != null && r.under_odds != null)).toBe(true);
expect(judge.every((r) => r.locked_at === 'T0')).toBe(true);
expect(judge.find((r) => r.book === 'pinnacle').line_type).toBe('sharp');
expect(judge.find((r) => r.book === 'draftkings').line_type).toBe('book');
expect(judge[0].player_key).toBe(nameKey('Aaron Judge'));
});
it('HONEST-ABSENT: a single-book graded prop persists as ONE row, never a fake second', () => {
const rows = llc.buildLockRows('mlb', props, gradedKeys, { lockedAt: 'T0' });
const betts = rows.filter((r) => r.stat === 'hits' && r.player_key === nameKey('Mookie Betts'));
expect(betts).toHaveLength(1);
expect(betts[0].book).toBe('draftkings');
});
it('excludes NON-graded props (only the locked props are persisted)', () => {
const rows = llc.buildLockRows('mlb', props, gradedKeys, { lockedAt: 'T0' });
expect(rows.some((r) => r.player_key === nameKey('Not Graded'))).toBe(false);
});
it('drops a book row with neither price (not a real line)', () => {
const rows = llc.buildLockRows('mlb', [
{ player: 'X', stat_type: 'hits', line: 0.5, over_odds: null, under_odds: null, book: 'draftkings' },
], new Set([`${nameKey('X')}|hits`]), { lockedAt: 'T0' });
expect(rows).toHaveLength(0);
});
});
describe('STRUCTURAL FENCE', () => {
it('never mutates the props it reads (deep-frozen input)', () => {
const frozen = Object.freeze(props.map((p) => Object.freeze({ ...p })));
expect(() => llc.buildLockRows('mlb', frozen, gradedKeys, { lockedAt: 'T0' })).not.toThrow();
});
it('no grade-path module reads lock_lines / lockLineCapture', () => {
const gradePathFiles = [
'src/services/gradeSlateService.js',
'src/services/ledgerService.js',
'src/services/challengerProjection.js',
'src/services/contactChallenger.js',
'src/services/projectionChallenger.js',
'src/services/intelligence/analyzeViaEngine1.js',
];
for (const rel of gradePathFiles) {
const src = fs.readFileSync(path.join(__dirname, '../../', rel), 'utf8');
expect(src).not.toMatch(/lock_lines/);
expect(src).not.toMatch(/lockLineCapture/);
}
});
});
describe('GRADE BYTE-IDENTICAL through runSnapshot', () => {
function memCache() {
const store = {};
return { store, cacheGet: async (k) => (k in store ? store[k] : null), cacheSet: async (k, v) => { store[k] = v; } };
}
const grades = [
{ player: 'Aaron Judge', stat_type: 'total_bases', line: 1.5, direction: 'over', grade: 'A', confidence: 71, edge_pct: 4.2 },
{ player: 'Mookie Betts', stat_type: 'hits', line: 1.5, direction: 'under', grade: 'B', confidence: 60, edge_pct: 1.1 },
];
const fakeGrade = () => async (_s, _p, opts) => {
await opts.cacheSet('grades:x', { grades, updated_at: opts.now(), source: 'test' });
return { written: true, count: grades.length };
};
const baseOpts = (cache, lockDep) => ({
getOdds: async () => ({ props, provider: 'test' }),
gradeAndCacheSlate: fakeGrade(),
resolveStats: async () => ({ found: false }),
classify: () => ({ primary: null }),
cacheGet: cache.cacheGet,
cacheSet: cache.cacheSet,
now: () => '2026-07-29T00:00:00.000Z',
nowMs: () => 1000,
notify: async () => {},
retention: null,
ledger: { recordPipelineGrades: async () => ({ written: 0 }), captureClosing: async () => {}, __internals: require('../../src/services/ledgerService').__internals },
refreshTeamStats: async () => null,
buildEspnIndex: async () => ({}),
gameBinder: { attachGameTimes: async () => ({ bound: 2, alreadyHad: 0, unresolved: 0, ambiguous: 0 }) },
lockLineCapture: lockDep,
});
it('grades identical whether persist runs or is a no-op, and lock rows target graded props at ts', async () => {
const captured = [];
const withPersist = { buildLockRows: llc.buildLockRows, persist: async (rows) => { captured.push(...rows); return { written: rows.length, attempted: rows.length }; } };
const noop = { buildLockRows: () => [], persist: async () => ({ written: 0, attempted: 0 }) };
const c1 = memCache(); await snapshot.runSnapshot('mlb', baseOpts(c1, withPersist));
const c2 = memCache(); await snapshot.runSnapshot('mlb', baseOpts(c2, noop));
const strip = (snap) => JSON.stringify((snap.grades || []).map((g) => ({ player: g.player, stat_type: g.stat_type, line: g.line, direction: g.direction, grade: g.grade, gradedAt: g.gradedAt })));
expect(strip(c1.store['snapshot:mlb:latest'])).toBe(strip(c2.store['snapshot:mlb:latest']));
// lock rows were built for the graded props, timestamped at the lock moment (ts).
expect(captured.length).toBeGreaterThan(0);
expect(captured.every((r) => r.locked_at === '2026-07-29T00:00:00.000Z')).toBe(true);
expect(new Set(captured.map((r) => r.player_key))).toEqual(new Set([nameKey('Aaron Judge'), nameKey('Mookie Betts')]));
});
});