Add equity print quote joins

This commit is contained in:
dirtydishes 2026-01-04 17:07:43 -05:00
parent 9908c431f0
commit 3164167bee
15 changed files with 1033 additions and 7 deletions

View file

@ -0,0 +1,24 @@
import type { EquityQuote } from "@islandflow/types";
export const EQUITY_QUOTES_TABLE = "equity_quotes";
export const equityQuotesTableDDL = (): string => {
return `
CREATE TABLE IF NOT EXISTS ${EQUITY_QUOTES_TABLE} (
source_ts UInt64,
ingest_ts UInt64,
seq UInt64,
trace_id String,
ts UInt64,
underlying_id String,
bid Float64,
ask Float64
)
ENGINE = MergeTree
ORDER BY (ts, underlying_id)
`;
};
export const normalizeEquityQuote = (quote: EquityQuote): EquityQuote => {
return quote;
};