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siloqy/prod/clickhouse/violet/02_trade_reconstruction.sql

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-- dolphin_violet DDL — consolidated from the LIVE dolphin_pink schema
-- (post-ALTER: includes maras_tp + provenance columns). Generated 2026-06-12.
-- Apply via apply_violet_ddl.py (one statement per HTTP POST).
CREATE TABLE IF NOT EXISTS dolphin_violet.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;