VIOLET V1a: dolphin_violet DDL set + statement-wise applier (applied + verified)

14 tables consolidated from the LIVE post-ALTER dolphin_pink schema
(maras_tp + provenance folded into base CREATEs — a fresh DB never replays
ALTER chains) + violet_feed_divergence (scan-vs-venue divergence metric,
session_id + plane seqs + mono_ns). apply_violet_ddl.py posts ONE statement
per HTTP request (multi-statement posts fail — proven on pink 08), is
idempotent (all IF NOT EXISTS, double-apply tested live), and verifies the
expected table set. Applied to live CH: verify all 14 present.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

prod/clickhouse/violet/00_create_database.sql

@@ -0,0 +1,5 @@
+-- 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 DATABASE IF NOT EXISTS dolphin_violet;

prod/clickhouse/violet/01_policy_events.sql

@@ -0,0 +1,55 @@
+-- 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.policy_events
+(
+    `ts` DateTime64(6, 'UTC'),
+    `ts_day` Date MATERIALIZED toDate(ts),
+    `strategy` LowCardinality(String),
+    `runtime_namespace` LowCardinality(String) DEFAULT '',
+    `strategy_namespace` LowCardinality(String) DEFAULT '',
+    `event_namespace` LowCardinality(String) DEFAULT '',
+    `actor_name` LowCardinality(String) DEFAULT '',
+    `exec_venue` LowCardinality(String) DEFAULT '',
+    `data_venue` LowCardinality(String) DEFAULT '',
+    `source` LowCardinality(String),
+    `trade_id` String,
+    `asset` LowCardinality(String),
+    `side` LowCardinality(String),
+    `entry_price` Float64,
+    `current_price` Float64,
+    `quantity` Float64,
+    `notional` Float64,
+    `leverage` Float32,
+    `bar_idx` UInt32,
+    `decision_seq` UInt32,
+    `bars_held` UInt16,
+    `action` LowCardinality(String),
+    `reason` LowCardinality(String),
+    `pnl_pct` Float32,
+    `mfe` Float32,
+    `mae` Float32,
+    `mfe_risk` Float32,
+    `mae_risk` Float32,
+    `exit_pressure` Float32,
+    `rv_comp` Float32,
+    `mae_thresh1` Float32,
+    `bounce_score` Float32,
+    `bounce_risk` Float32,
+    `ob_imbalance` Float32,
+    `vel_div_entry` Float32,
+    `vel_div_now` Float32,
+    `v50_vel` Float32,
+    `v750_vel` Float32,
+    `exf_funding` Float32,
+    `exf_dvol` Float32,
+    `exf_fear_greed` Float32,
+    `exf_taker` Float32,
+    `posture` LowCardinality(String)
+)
+ENGINE = MergeTree
+PARTITION BY toYYYYMM(ts)
+ORDER BY (ts_day, trade_id, decision_seq, ts)
+TTL ts_day + toIntervalDay(180)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/02_trade_reconstruction.sql

@@ -0,0 +1,22 @@
+-- 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;

prod/clickhouse/violet/03_trade_exit_legs.sql

@@ -0,0 +1,45 @@
+-- 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_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,
+    `fee_leg` Float64 DEFAULT 0,
+    `fee_source` LowCardinality(String) DEFAULT '',
+    `is_maker` UInt8 DEFAULT 0,
+    `slippage_bps` Float32 DEFAULT 0,
+    `pnl_source` LowCardinality(String) DEFAULT ''
+)
+ENGINE = MergeTree
+PARTITION BY toYYYYMM(ts)
+ORDER BY (ts_day, trade_id, exit_seq, ts)
+TTL ts_day + toIntervalDay(180)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/04_position_state.sql

@@ -0,0 +1,30 @@
+-- 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.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;

prod/clickhouse/violet/05_anomaly_events.sql

@@ -0,0 +1,22 @@
+-- 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.anomaly_events
+(
+    `ts` DateTime64(6, 'UTC'),
+    `ts_day` Date MATERIALIZED toDate(ts),
+    `decision_id` String,
+    `trade_id` String,
+    `symbol` LowCardinality(String),
+    `anomaly` LowCardinality(String),
+    `origin` LowCardinality(String),
+    `sensor` LowCardinality(String) DEFAULT '',
+    `detail` String DEFAULT '',
+    `rm_meta` Float32 DEFAULT 0
+)
+ENGINE = MergeTree
+PARTITION BY toYYYYMM(ts)
+ORDER BY (ts_day, trade_id, anomaly, ts)
+TTL ts_day + toIntervalDay(180)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/06_account_events.sql

@@ -0,0 +1,36 @@
+-- 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.account_events
+(
+    `ts` DateTime64(6, 'UTC'),
+    `event_type` LowCardinality(String),
+    `strategy` LowCardinality(String),
+    `posture` LowCardinality(String),
+    `capital` Float64,
+    `peak_capital` Float64,
+    `drawdown_pct` Float32,
+    `pnl_today` Float64 DEFAULT 0,
+    `trades_today` UInt16 DEFAULT 0,
+    `open_positions` UInt8 DEFAULT 0,
+    `boost` Float32 DEFAULT 1.,
+    `beta` Float32 DEFAULT 0.,
+    `current_open_notional` Float64 DEFAULT 0,
+    `current_account_leverage` Float32 DEFAULT 0,
+    `exchange_leverage` UInt8 DEFAULT 0,
+    `exchange_leverage_mode` LowCardinality(String) DEFAULT '',
+    `leverage_mapping_rule` LowCardinality(String) DEFAULT '',
+    `notes` String DEFAULT '',
+    `runtime_namespace` LowCardinality(String) DEFAULT '',
+    `strategy_namespace` LowCardinality(String) DEFAULT '',
+    `event_namespace` LowCardinality(String) DEFAULT '',
+    `actor_name` LowCardinality(String) DEFAULT '',
+    `exec_venue` LowCardinality(String) DEFAULT '',
+    `data_venue` LowCardinality(String) DEFAULT '',
+    `capital_source` LowCardinality(String) DEFAULT '',
+    `account_event_seq` UInt64 DEFAULT 0
+)
+ENGINE = MergeTree
+ORDER BY (ts, event_type)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/07_status_snapshots.sql

@@ -0,0 +1,37 @@
+-- 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.status_snapshots
+(
+    `ts` DateTime64(3, 'UTC'),
+    `capital` Float64,
+    `roi_pct` Float32,
+    `dd_pct` Float32,
+    `trades_executed` UInt16,
+    `posture` LowCardinality(String),
+    `rm` Float32,
+    `vel_div` Float32,
+    `vol_ok` UInt8,
+    `phase` LowCardinality(String),
+    `mhs_status` LowCardinality(String),
+    `boost` Float32,
+    `cat5` Float32,
+    `conviction_multiplier` Float32 DEFAULT 0,
+    `exchange_leverage` UInt8 DEFAULT 0,
+    `exchange_leverage_mode` LowCardinality(String) DEFAULT '',
+    `leverage_mapping_rule` LowCardinality(String) DEFAULT '',
+    `account_capital` Float64 DEFAULT 0,
+    `portfolio_capital` Float64 DEFAULT 0,
+    `current_open_notional` Float64 DEFAULT 0,
+    `current_account_leverage` Float32 DEFAULT 0,
+    `remaining_notional_capacity` Float64 DEFAULT 0,
+    `max_account_leverage` Float32 DEFAULT 0,
+    `ledger_authority` LowCardinality(String) DEFAULT '',
+    `capital_source` LowCardinality(String) DEFAULT '',
+    `account_event_seq` UInt64 DEFAULT 0
+)
+ENGINE = MergeTree
+ORDER BY ts
+TTL toDateTime(ts) + toIntervalDay(180)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/08_trade_events.sql

@@ -0,0 +1,69 @@
+-- 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_events
+(
+    `ts` DateTime64(6, 'UTC'),
+    `trade_id` String DEFAULT '',
+    `date` Date,
+    `strategy` LowCardinality(String),
+    `asset` LowCardinality(String),
+    `side` LowCardinality(String),
+    `entry_price` Float64,
+    `exit_price` Float64 DEFAULT 0,
+    `quantity` Float64,
+    `pnl` Float64 DEFAULT 0,
+    `pnl_pct` Float32 DEFAULT 0,
+    `exit_reason` LowCardinality(String) DEFAULT '',
+    `vel_div_entry` Float32,
+    `boost_at_entry` Float32,
+    `beta_at_entry` Float32,
+    `posture` LowCardinality(String),
+    `leverage` Float32,
+    `conviction_multiplier` Float32 DEFAULT 0,
+    `exchange_leverage` UInt8 DEFAULT 0,
+    `exchange_leverage_mode` LowCardinality(String) DEFAULT '',
+    `leverage_mapping_rule` LowCardinality(String) DEFAULT '',
+    `account_capital` Float64 DEFAULT 0,
+    `portfolio_capital` Float64 DEFAULT 0,
+    `current_open_notional` Float64 DEFAULT 0,
+    `remaining_notional_capacity` Float64 DEFAULT 0,
+    `max_account_leverage` Float32 DEFAULT 0,
+    `margin_required` Float64 DEFAULT 0,
+    `ledger_authority` LowCardinality(String) DEFAULT '',
+    `regime_signal` Int8 DEFAULT 0,
+    `capital_before` Float64 DEFAULT 0,
+    `capital_after` Float64 DEFAULT 0,
+    `peak_capital` Float64 DEFAULT 0,
+    `drawdown_at_entry` Float32 DEFAULT 0,
+    `open_positions_count` UInt8 DEFAULT 0,
+    `scan_uuid` String DEFAULT '',
+    `bars_held` UInt16 DEFAULT 0,
+    `entry_payload_json` String DEFAULT '',
+    `exit_payload_json` String DEFAULT '',
+    `execution_payload_json` String DEFAULT '',
+    `friction_payload_json` String DEFAULT '',
+    `event_payload_json` String DEFAULT '',
+    `runtime_namespace` LowCardinality(String) DEFAULT '',
+    `strategy_namespace` LowCardinality(String) DEFAULT '',
+    `event_namespace` LowCardinality(String) DEFAULT '',
+    `actor_name` LowCardinality(String) DEFAULT '',
+    `exec_venue` LowCardinality(String) DEFAULT '',
+    `data_venue` LowCardinality(String) DEFAULT '',
+    `market_state_bundle_json` String DEFAULT '',
+    `tp_base_pct` Float32 DEFAULT 0,
+    `tp_effective_pct` Float32 DEFAULT 0,
+    `our_leverage` Float32 DEFAULT 0,
+    `fee` Float64 DEFAULT 0,
+    `fee_source` LowCardinality(String) DEFAULT '',
+    `is_maker` UInt8 DEFAULT 0,
+    `slippage_bps` Float32 DEFAULT 0,
+    `mark_at_submit` Float64 DEFAULT 0,
+    `exchange_ts` Int64 DEFAULT 0,
+    `pnl_source` LowCardinality(String) DEFAULT ''
+)
+ENGINE = MergeTree
+PARTITION BY toYYYYMM(ts)
+ORDER BY (ts, asset)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/09_v7_decision_events.sql

@@ -0,0 +1,55 @@
+-- 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.v7_decision_events
+(
+    `ts` DateTime64(6, 'UTC'),
+    `ts_day` Date MATERIALIZED toDate(ts),
+    `strategy` LowCardinality(String),
+    `source` LowCardinality(String),
+    `trade_id` String,
+    `asset` LowCardinality(String),
+    `side` LowCardinality(String),
+    `entry_price` Float64,
+    `current_price` Float64,
+    `quantity` Float64,
+    `notional` Float64,
+    `leverage` Float32,
+    `bar_idx` UInt32,
+    `decision_seq` UInt32,
+    `bars_held` UInt16,
+    `action` LowCardinality(String),
+    `reason` LowCardinality(String),
+    `pnl_pct` Float32,
+    `mfe` Float32,
+    `mae` Float32,
+    `mfe_risk` Float32,
+    `mae_risk` Float32,
+    `exit_pressure` Float32,
+    `rv_comp` Float32,
+    `mae_thresh1` Float32,
+    `bounce_score` Float32,
+    `bounce_risk` Float32,
+    `ob_imbalance` Float32,
+    `vel_div_entry` Float32,
+    `vel_div_now` Float32,
+    `v50_vel` Float32,
+    `v750_vel` Float32,
+    `exf_funding` Float32,
+    `exf_dvol` Float32,
+    `exf_fear_greed` Float32,
+    `exf_taker` Float32,
+    `posture` LowCardinality(String),
+    `runtime_namespace` LowCardinality(String) DEFAULT '',
+    `strategy_namespace` LowCardinality(String) DEFAULT '',
+    `event_namespace` LowCardinality(String) DEFAULT '',
+    `actor_name` LowCardinality(String) DEFAULT '',
+    `exec_venue` LowCardinality(String) DEFAULT '',
+    `data_venue` LowCardinality(String) DEFAULT ''
+)
+ENGINE = MergeTree
+PARTITION BY toYYYYMM(ts)
+ORDER BY (ts_day, trade_id, decision_seq, ts)
+TTL ts_day + toIntervalDay(180)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/10_adaptive_exit_shadow.sql

@@ -0,0 +1,33 @@
+-- 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.adaptive_exit_shadow
+(
+    `ts` DateTime64(6, 'UTC'),
+    `ts_day` Date MATERIALIZED toDate(ts),
+    `trade_id` String,
+    `asset` LowCardinality(String),
+    `bucket_id` UInt8,
+    `bars_held` UInt16,
+    `mae_norm` Float32,
+    `mfe_norm` Float32,
+    `tau_norm` Float32,
+    `p_cont` Float32,
+    `vel_div_entry` Float32,
+    `vel_div_now` Float32,
+    `action` LowCardinality(String),
+    `exit_reason` LowCardinality(String),
+    `actual_exit` LowCardinality(String),
+    `pnl_pct` Float32,
+    `runtime_namespace` LowCardinality(String) DEFAULT '',
+    `strategy_namespace` LowCardinality(String) DEFAULT '',
+    `event_namespace` LowCardinality(String) DEFAULT '',
+    `actor_name` LowCardinality(String) DEFAULT '',
+    `exec_venue` LowCardinality(String) DEFAULT '',
+    `data_venue` LowCardinality(String) DEFAULT ''
+)
+ENGINE = MergeTree
+ORDER BY (ts_day, asset, ts)
+TTL ts_day + toIntervalDay(90)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/11_fee_settled_events.sql

@@ -0,0 +1,21 @@
+-- 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.fee_settled_events
+(
+    `ts` DateTime64(6, 'UTC'),
+    `trade_id` String DEFAULT '',
+    `fee` Float64 DEFAULT 0,
+    `fee_asset` LowCardinality(String) DEFAULT 'USDT',
+    `fee_source` LowCardinality(String) DEFAULT 'WS_SETTLED',
+    `is_maker` UInt8 DEFAULT 0,
+    `exchange_ts` Int64 DEFAULT 0,
+    `realized_pnl_delta` Float64 DEFAULT 0,
+    `runtime_namespace` LowCardinality(String) DEFAULT '',
+    `strategy` LowCardinality(String) DEFAULT ''
+)
+ENGINE = MergeTree
+PARTITION BY toYYYYMM(ts)
+ORDER BY (trade_id, ts)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/12_sc_bucket_gauge_shadow.sql

@@ -0,0 +1,49 @@
+-- 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.sc_bucket_gauge_shadow
+(
+    `ts` DateTime64(6, 'UTC'),
+    `ts_day` Date MATERIALIZED toDate(ts),
+    `strategy` LowCardinality(String),
+    `trade_id` String,
+    `asset` LowCardinality(String),
+    `bucket_id` UInt8,
+    `scan_number` UInt32,
+    `bar_idx` UInt32,
+    `sc` Float32,
+    `current_mult` Float32,
+    `recommended_size_mult` Float32,
+    `recommended_tp_mult` Float32,
+    `recommended_hold_mult` Float32,
+    `recommended_sc_cut` Float32,
+    `current_label` LowCardinality(String),
+    `recommended_label` LowCardinality(String),
+    `confidence` Float32,
+    `model_score` Float32,
+    `current_score` Float32,
+    `vel_div` Float32,
+    `exf_signal` Float32,
+    `exf_funding` Float32,
+    `exf_dvol` Float32,
+    `exf_fear_greed` Float32,
+    `exf_taker` Float32,
+    `obf_spread_bps` Float32,
+    `obf_depth_1pct_usd` Float32,
+    `obf_depth_quality` Float32,
+    `obf_fill_probability` Float32,
+    `obf_imbalance` Float32,
+    `obf_agreement_pct` Float32,
+    `obf_regime_signal` Float32,
+    `recent_trade_count` UInt16,
+    `recent_win_rate` Float32,
+    `recent_avg_pnl_pct` Float32,
+    `recent_loss_streak` UInt16,
+    `context_json` String,
+    `outcome_json` String
+)
+ENGINE = MergeTree
+ORDER BY (ts_day, strategy, asset, ts)
+TTL ts_day + toIntervalDay(120)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/13_sc_threshold_advisor_shadow.sql

@@ -0,0 +1,44 @@
+-- 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.sc_threshold_advisor_shadow
+(
+    `ts` DateTime64(6, 'UTC'),
+    `ts_day` Date MATERIALIZED toDate(ts),
+    `strategy` LowCardinality(String),
+    `trade_id` String,
+    `asset` LowCardinality(String),
+    `scan_number` UInt32,
+    `bar_idx` UInt32,
+    `sc` Float32,
+    `current_mult` Float32,
+    `recommended_mult` Float32,
+    `recommended_sc_cut` Float32,
+    `current_label` LowCardinality(String),
+    `recommended_label` LowCardinality(String),
+    `confidence` Float32,
+    `model_score` Float32,
+    `current_score` Float32,
+    `vel_div` Float32,
+    `exf_funding` Float32,
+    `exf_dvol` Float32,
+    `exf_fear_greed` Float32,
+    `exf_taker` Float32,
+    `exf_signal` Float32,
+    `recent_trade_count` UInt16,
+    `recent_win_rate` Float32,
+    `recent_avg_pnl_pct` Float32,
+    `recent_loss_streak` UInt16,
+    `session` LowCardinality(String),
+    `dow` UInt8,
+    `slot_15m` LowCardinality(String),
+    `decision_source` LowCardinality(String),
+    `model_version` LowCardinality(String),
+    `context_json` String,
+    `outcome_json` String
+)
+ENGINE = MergeTree
+ORDER BY (ts_day, strategy, asset, ts)
+TTL ts_day + toIntervalDay(120)
+SETTINGS index_granularity = 8192;

prod/clickhouse/violet/20_violet_feed_divergence.sql

@@ -0,0 +1,20 @@
+-- VIOLET V1: scan-vs-venue price divergence metric (the FET 0.2176-vs-0.1878
+-- detector). One row per (scan, asset-with-fresh-venue-mid). session_id is a
+-- boot-time UUID — mono_ns is meaningless across restarts without it.
+-- Apply via apply_violet_ddl.py (one statement per HTTP POST).
+
+CREATE TABLE IF NOT EXISTS dolphin_violet.violet_feed_divergence
+(
+    `ts`             DateTime64(3, 'UTC'),
+    `session_id`     String,
+    `asset`          LowCardinality(String),
+    `scan_price`     Float64,
+    `venue_mid`      Float64,
+    `divergence_bps` Float64,
+    `scan_seq`       UInt64,
+    `venue_seq`      UInt64,
+    `mono_ns`        UInt64
+)
+ENGINE = MergeTree
+ORDER BY (asset, ts)
+TTL toDate(ts) + toIntervalDay(180);

prod/clickhouse/violet/apply_violet_ddl.py

@@ -0,0 +1,117 @@
+#!/usr/bin/env python3
+"""Apply the dolphin_violet DDL set — ONE statement per HTTP POST.
+
+ClickHouse's HTTP interface rejects multi-statement posts (proven on
+2026-06-12 when prod/clickhouse/pink/08_provenance.sql failed as one body),
+so this applier splits each .sql file into single statements and posts them
+individually. Idempotent by construction: every statement in the set is
+CREATE ... IF NOT EXISTS.
+
+Usage:
+    python3 prod/clickhouse/violet/apply_violet_ddl.py            # apply + verify
+    python3 prod/clickhouse/violet/apply_violet_ddl.py --dry-run  # print statements
+    python3 prod/clickhouse/violet/apply_violet_ddl.py --verify   # verify only
+
+Exit codes: 0 = applied + verified; 1 = a statement failed or verify found
+missing tables.
+"""
+
+from __future__ import annotations
+
+import argparse
+import os
+import sys
+import urllib.parse
+import urllib.request
+from pathlib import Path
+from typing import Iterator, List, Tuple
+
+SQL_DIR = Path(__file__).resolve().parent
+
+EXPECTED_TABLES = {
+    "policy_events", "trade_reconstruction", "trade_exit_legs",
+    "position_state", "anomaly_events", "account_events",
+    "status_snapshots", "trade_events", "v7_decision_events",
+    "adaptive_exit_shadow", "fee_settled_events",
+    "sc_bucket_gauge_shadow", "sc_threshold_advisor_shadow",
+    "violet_feed_divergence",
+}
+
+
+def _strip_comments(sql: str) -> str:
+    lines = []
+    for line in sql.splitlines():
+        if line.strip().startswith("--"):
+            continue
+        lines.append(line)
+    return "\n".join(lines)
+
+
+def iter_statements(sql_dir: Path = SQL_DIR) -> Iterator[Tuple[str, str]]:
+    """Yield (filename, statement) pairs in sorted file order."""
+    for path in sorted(sql_dir.glob("*.sql")):
+        body = _strip_comments(path.read_text())
+        for stmt in body.split(";"):
+            stmt = stmt.strip()
+            if stmt:
+                yield (path.name, stmt)
+
+
+def apply_statement(stmt: str, *, url: str, user: str, password: str) -> None:
+    req = urllib.request.Request(url + "/", data=stmt.encode(), method="POST")
+    req.add_header("X-ClickHouse-User", user)
+    req.add_header("X-ClickHouse-Key", password)
+    with urllib.request.urlopen(req, timeout=30) as resp:
+        resp.read()
+
+
+def verify(*, url: str, user: str, password: str) -> List[str]:
+    """Return the list of expected tables missing from dolphin_violet."""
+    q = urllib.parse.quote_plus("SHOW TABLES FROM dolphin_violet")
+    req = urllib.request.Request(f"{url}/?query={q}", method="POST")
+    req.add_header("X-ClickHouse-User", user)
+    req.add_header("X-ClickHouse-Key", password)
+    try:
+        with urllib.request.urlopen(req, timeout=15) as resp:
+            present = set(resp.read().decode().split())
+    except Exception as exc:  # noqa: BLE001 — db may not exist yet
+        print(f"verify: SHOW TABLES failed ({exc})")
+        return sorted(EXPECTED_TABLES)
+    return sorted(EXPECTED_TABLES - present)
+
+
+def main(argv: List[str] | None = None) -> int:
+    ap = argparse.ArgumentParser(description="Apply dolphin_violet DDLs")
+    ap.add_argument("--ch-url", default=os.environ.get("CH_URL", "http://localhost:8123"))
+    ap.add_argument("--user", default=os.environ.get("CH_USER", "dolphin"))
+    ap.add_argument("--password", default=os.environ.get("CH_PASS", "dolphin_ch_2026"))
+    ap.add_argument("--dry-run", action="store_true")
+    ap.add_argument("--verify", action="store_true", help="verify only, no apply")
+    args = ap.parse_args(argv)
+
+    if not args.verify:
+        for fname, stmt in iter_statements():
+            head = stmt.splitlines()[0][:90]
+            if args.dry_run:
+                print(f"[dry-run] {fname}: {head}")
+                continue
+            try:
+                apply_statement(stmt, url=args.ch_url, user=args.user,
+                                password=args.password)
+                print(f"OK   {fname}: {head}")
+            except Exception as exc:  # noqa: BLE001
+                print(f"FAIL {fname}: {head}\n     {exc}")
+                return 1
+        if args.dry_run:
+            return 0
+
+    missing = verify(url=args.ch_url, user=args.user, password=args.password)
+    if missing:
+        print(f"verify: MISSING tables in dolphin_violet: {missing}")
+        return 1
+    print(f"verify: all {len(EXPECTED_TABLES)} expected tables present")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())

prod/clickhouse/violet/test_apply_violet_ddl.py

@@ -0,0 +1,93 @@
+"""V1: apply_violet_ddl — splitting, one-POST-per-statement, idempotency."""
+
+from __future__ import annotations
+
+import sys
+from pathlib import Path
+
+sys.path.insert(0, "/mnt/dolphinng5_predict")
+
+import pytest
+
+from prod.clickhouse.violet.apply_violet_ddl import (
+    EXPECTED_TABLES,
+    SQL_DIR,
+    _strip_comments,
+    iter_statements,
+    main,
+)
+
+
+def test_statement_splitting_strips_comments_and_trailing_semis(tmp_path):
+    f = tmp_path / "01_x.sql"
+    f.write_text("-- a comment\nCREATE TABLE IF NOT EXISTS d.t (x Int8)\nENGINE=Memory;\n\n-- tail\n")
+    stmts = list(iter_statements(tmp_path))
+    assert len(stmts) == 1
+    fname, stmt = stmts[0]
+    assert fname == "01_x.sql"
+    assert "-- " not in stmt
+    assert not stmt.endswith(";")
+
+
+def test_real_sql_dir_yields_one_create_per_file():
+    """Every shipped .sql file must contain exactly ONE statement (the
+    one-POST-per-statement contract is enforceable only if files stay
+    single-statement)."""
+    by_file: dict[str, int] = {}
+    for fname, stmt in iter_statements(SQL_DIR):
+        by_file[fname] = by_file.get(fname, 0) + 1
+        assert stmt.upper().startswith(("CREATE TABLE IF NOT EXISTS", "CREATE DATABASE IF NOT EXISTS")), (
+            f"{fname}: non-idempotent or non-CREATE statement"
+        )
+        assert "dolphin_pink" not in stmt, f"{fname}: leftover dolphin_pink reference"
+    assert all(n == 1 for n in by_file.values()), f"multi-statement files: {by_file}"
+    # every expected table has a CREATE
+    created = {
+        stmt.split("dolphin_violet.")[1].split("\n")[0].split(" ")[0].split("(")[0].strip("`")
+        for _, stmt in iter_statements(SQL_DIR)
+        if "dolphin_violet." in stmt
+    }
+    assert EXPECTED_TABLES <= created, f"missing CREATEs: {EXPECTED_TABLES - created}"
+
+
+def test_one_post_per_statement_and_double_apply_idempotent(monkeypatch):
+    posts: list[str] = []
+
+    def fake_apply(stmt, *, url, user, password):
+        posts.append(stmt)
+
+    import prod.clickhouse.violet.apply_violet_ddl as mod
+
+    monkeypatch.setattr(mod, "apply_statement", fake_apply)
+    monkeypatch.setattr(mod, "verify", lambda **kw: [])
+    rc1 = main(["--ch-url", "http://fake:0"])
+    n_first = len(posts)
+    rc2 = main(["--ch-url", "http://fake:0"])
+    assert rc1 == 0 and rc2 == 0
+    assert len(posts) == 2 * n_first          # same statements re-posted
+    assert n_first == len(list(iter_statements(SQL_DIR)))
+    assert all(";" not in p for p in posts)   # never multi-statement bodies
+
+
+def test_verify_failure_path(monkeypatch):
+    import prod.clickhouse.violet.apply_violet_ddl as mod
+
+    monkeypatch.setattr(mod, "apply_statement", lambda *a, **k: None)
+    monkeypatch.setattr(mod, "verify", lambda **kw: ["violet_feed_divergence"])
+    assert main(["--ch-url", "http://fake:0"]) == 1
+
+
+def test_dry_run_posts_nothing(monkeypatch, capsys):
+    import prod.clickhouse.violet.apply_violet_ddl as mod
+
+    def boom(*a, **k):
+        raise AssertionError("dry-run must not POST")
+
+    monkeypatch.setattr(mod, "apply_statement", boom)
+    assert main(["--dry-run", "--ch-url", "http://fake:0"]) == 0
+    out = capsys.readouterr().out
+    assert "[dry-run]" in out
+
+
+if __name__ == "__main__":
+    raise SystemExit(pytest.main([__file__, "-v"]))