99e529c32a
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>
23 lines
800 B
SQL
23 lines
800 B
SQL
-- dolphin_violet DDL — consolidated from the LIVE dolphin_pink schema
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-- (post-ALTER: includes maras_tp + provenance columns). Generated 2026-06-12.
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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.trade_reconstruction
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(
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`ts` DateTime64(6, 'UTC'),
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`ts_day` Date MATERIALIZED toDate(ts),
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`trade_id` String,
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`event_type` LowCardinality(String),
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`event_id` String,
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`payload_json` String,
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`market_state_bundle_json` String DEFAULT '',
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`tp_base_pct` Float32 DEFAULT 0,
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`tp_effective_pct` Float32 DEFAULT 0,
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`our_leverage` Float32 DEFAULT 0
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)
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ENGINE = MergeTree
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PARTITION BY toYYYYMM(ts)
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ORDER BY (ts_day, trade_id, event_type, event_id)
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TTL ts_day + toIntervalDay(180)
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SETTINGS index_granularity = 8192;
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