19 lines
575 B
MySQL
19 lines
575 B
MySQL
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CREATE TABLE IF NOT EXISTS dolphin.trade_reconstruction
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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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`trade_id` String,
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`event_type` LowCardinality(String),
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`event_id` String,
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`payload_json` String,
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`market_state_bundle_json` String DEFAULT '',
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`tp_base_pct` Float32 DEFAULT 0,
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`tp_effective_pct` Float32 DEFAULT 0,
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`our_leverage` Float32 DEFAULT 0
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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, event_type, event_id)
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TTL ts_day + toIntervalDay(180)
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SETTINGS index_granularity = 8192
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