21 lines
733 B
MySQL
21 lines
733 B
MySQL
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-- VIOLET V1: scan-vs-venue price divergence metric (the FET 0.2176-vs-0.1878
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-- detector). One row per (scan, asset-with-fresh-venue-mid). session_id is a
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-- boot-time UUID — mono_ns is meaningless across restarts without it.
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-- Apply via apply_violet_ddl.py (one statement per HTTP POST).
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CREATE TABLE IF NOT EXISTS dolphin_violet.violet_feed_divergence
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(
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`ts` DateTime64(3, 'UTC'),
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`session_id` String,
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`asset` LowCardinality(String),
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`scan_price` Float64,
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`venue_mid` Float64,
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`divergence_bps` Float64,
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`scan_seq` UInt64,
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`venue_seq` UInt64,
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`mono_ns` UInt64
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)
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ENGINE = MergeTree
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ORDER BY (asset, ts)
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TTL toDate(ts) + toIntervalDay(180);
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