37 lines
1.1 KiB
MySQL
37 lines
1.1 KiB
MySQL
|
CREATE TABLE IF NOT EXISTS dolphin.trade_exit_legs
|
||
|
|
(
|
||
|
|
`ts` DateTime64(6, 'UTC'),
|
||
|
|
`ts_day` Date MATERIALIZED toDate(ts),
|
||
|
|
`date` Date,
|
||
|
|
`strategy` LowCardinality(String),
|
||
|
|
`trade_id` String,
|
||
|
|
`chain_root_trade_id` String DEFAULT '',
|
||
|
|
`chain_head_leg_id` String DEFAULT '',
|
||
|
|
`chain_prev_leg_id` String DEFAULT '',
|
||
|
|
`chain_seq` UInt32 DEFAULT 0,
|
||
|
|
`chain_token` String DEFAULT '',
|
||
|
|
`chain_mode` LowCardinality(String) DEFAULT '',
|
||
|
|
`exit_leg_id` String,
|
||
|
|
`exit_seq` UInt32,
|
||
|
|
`command_id` String DEFAULT '',
|
||
|
|
`source` LowCardinality(String),
|
||
|
|
`reason` LowCardinality(String),
|
||
|
|
`asset` LowCardinality(String),
|
||
|
|
`side` LowCardinality(String),
|
||
|
|
`entry_price` Float64,
|
||
|
|
`exit_price` Float64,
|
||
|
|
`fraction` Float32,
|
||
|
|
`exit_notional` Float64,
|
||
|
|
`remaining_notional` Float64,
|
||
|
|
`remaining_qty` Float64,
|
||
|
|
`pnl_pct_leg` Float32,
|
||
|
|
`pnl_leg` Float64,
|
||
|
|
`pnl_realized_total` Float64,
|
||
|
|
`bars_held` UInt16
|
||
|
|
)
|
||
|
|
ENGINE = MergeTree
|
||
|
|
PARTITION BY toYYYYMM(ts)
|
||
|
|
ORDER BY (ts_day, trade_id, exit_seq, ts)
|
||
|
|
TTL ts_day + toIntervalDay(180)
|
||
|
|
SETTINGS index_granularity = 8192
|