26 lines
781 B
MySQL
26 lines
781 B
MySQL
|
-- UV shadow stop-watcher events — C11 overshoot ledger
|
||
|
|
-- READ-ONLY wrt BLUE sources. INSERT only via StopWatcher.
|
||
|
|
-- Namespace: dolphin_uv ONLY.
|
||
|
|
|
||
|
|
CREATE TABLE IF NOT EXISTS dolphin_uv.stop_watch_events
|
||
|
|
(
|
||
|
|
`ts` DateTime64(3, 'UTC'),
|
||
|
|
`trade_id` String,
|
||
|
|
`asset` LowCardinality(String),
|
||
|
|
`side` LowCardinality(String),
|
||
|
|
`entry_price` Float64,
|
||
|
|
`breach_price` Float64,
|
||
|
|
`adverse_pct` Float32,
|
||
|
|
`spread_bps` Float32,
|
||
|
|
`depth_1pct_usd` Float64,
|
||
|
|
`obf_lag_ms` Float32,
|
||
|
|
`kind` LowCardinality(String),
|
||
|
|
`escalation_step` UInt16 DEFAULT 0,
|
||
|
|
`resolved_exit_adverse_pct` Float32 DEFAULT 0,
|
||
|
|
`resolved_excess_vs_contract` Float32 DEFAULT 0
|
||
|
|
)
|
||
|
|
ENGINE = MergeTree
|
||
|
|
PARTITION BY toYYYYMM(ts)
|
||
|
|
ORDER BY (ts, trade_id)
|
||
|
|
SETTINGS index_granularity = 8192;
|