clickhouse: commit exit-leg/reconstruction/maras DDLs + UV/violet DDLs (M1 vendor reconcile, upstream-first)

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Codex
2026-07-12 19:13:25 +02:00
parent d763f77516
commit dc90f6d77e
46 changed files with 1167 additions and 0 deletions

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CREATE TABLE IF NOT EXISTS dolphin_pink.trade_reconstruction
(
`ts` DateTime64(6, 'UTC'),
`ts_day` Date MATERIALIZED toDate(ts),
`trade_id` String,
`event_type` LowCardinality(String),
`event_id` String,
`payload_json` String,
`market_state_bundle_json` String DEFAULT '',
`tp_base_pct` Float32 DEFAULT 0,
`tp_effective_pct` Float32 DEFAULT 0,
`our_leverage` Float32 DEFAULT 0
)
ENGINE = MergeTree
PARTITION BY toYYYYMM(ts)
ORDER BY (ts_day, trade_id, event_type, event_id)
TTL ts_day + toIntervalDay(180)
SETTINGS index_granularity = 8192