datastream

sequenceDiagram
participant App as Datastream App
participant BS as Block Scholes WS
participant Store as Exchange Store
participant Redis as Redis Store
participant Broker as Redis Broker

    App->>BS: Connect
    BS-->>App: Connection Established

    App->>BS: Authenticate(api_key)
    BS-->>App: Authentication Response

    Note over App: Get active pairs/instruments

    App->>BS: Subscribe(pairs, instruments)
    BS-->>App: Subscription Confirmed

    loop Message Processing
        BS->>App: Send Data Update

        alt is Value Message (index/rate/perpetual)
            App->>Store: Update Value
            Store->>Redis: Store TimeObservable[value]
            Store->>Redis: Update universe:pair keys
            App->>Broker: Publish to index_price stream

            Note over Store: Calculate funding rate<br/>if perpetual price updated

        else is Model Message (SVI)
            App->>Store: Update SVI Parameters
            Store->>Redis: Store TimeObservable[SVI]
            Store->>Redis: Update expiry market data

            Note over Store: Recalculate IVs<br/>for affected options
        end

        alt Order Book Update
            Store->>Redis: Update orders:chain_id:instrument:side
            Note over Store: Group orders by price level
        end

        App->>App: Check for subscription updates
    end

    Note over App: Handle SIGTERM
    App->>BS: Disconnect