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

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

View File

@@ -0,0 +1,36 @@
CREATE TABLE IF NOT EXISTS dolphin_pink.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