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