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>
46 lines
1.5 KiB
SQL
46 lines
1.5 KiB
SQL
-- 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;
|