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