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.position_state
(
`ts` DateTime64(6, 'UTC'),
`trade_id` String,
`asset` LowCardinality(String),
`direction` Int8,
`entry_price` Float64,
`quantity` Float64,
`notional` Float64,
`leverage` Float32,
`bucket_id` Int32 DEFAULT -1,
`entry_bar` Int32 DEFAULT 0,
`status` LowCardinality(String),
`exit_reason` LowCardinality(String) DEFAULT '',
`pnl` Float64 DEFAULT 0,
`bars_held` UInt16 DEFAULT 0,
`market_state_bundle_json` String DEFAULT '',
`tp_base_pct` Float32 DEFAULT 0,
`tp_effective_pct` Float32 DEFAULT 0,
`our_leverage` Float32 DEFAULT 0
)
ENGINE = ReplacingMergeTree(ts)
PARTITION BY toYYYYMM(ts)
ORDER BY (trade_id, ts)
TTL toDateTime(ts) + toIntervalDay(180)
SETTINGS index_granularity = 8192