Add equity prints ingestion

packages/storage/src/clickhouse.ts

@@ -1,6 +1,15 @@
 import { createClient, type ClickHouseClient } from "@clickhouse/client";
-import type { OptionPrint } from "@islandflow/types";
-import { normalizeOptionPrint, optionPrintsTableDDL, OPTION_PRINTS_TABLE } from "./option-prints";
+import type { EquityPrint, OptionPrint } from "@islandflow/types";
+import {
+  normalizeOptionPrint,
+  optionPrintsTableDDL,
+  OPTION_PRINTS_TABLE
+} from "./option-prints";
+import {
+  equityPrintsTableDDL,
+  EQUITY_PRINTS_TABLE,
+  normalizeEquityPrint
+} from "./equity-prints";
 
 export type ClickHouseOptions = {
   url: string;
@@ -26,6 +35,14 @@ export const ensureOptionPrintsTable = async (
   });
 };
 
+export const ensureEquityPrintsTable = async (
+  client: ClickHouseClient
+): Promise<void> => {
+  await client.exec({
+    query: equityPrintsTableDDL()
+  });
+};
+
 export const insertOptionPrint = async (
   client: ClickHouseClient,
   print: OptionPrint
@@ -37,3 +54,15 @@ export const insertOptionPrint = async (
     format: "JSONEachRow"
   });
 };
+
+export const insertEquityPrint = async (
+  client: ClickHouseClient,
+  print: EquityPrint
+): Promise<void> => {
+  const record = normalizeEquityPrint(print);
+  await client.insert({
+    table: EQUITY_PRINTS_TABLE,
+    values: [record],
+    format: "JSONEachRow"
+  });
+};

packages/storage/src/equity-prints.ts

@@ -0,0 +1,26 @@
+import type { EquityPrint } from "@islandflow/types";
+
+export const EQUITY_PRINTS_TABLE = "equity_prints";
+
+export const equityPrintsTableDDL = (): string => {
+  return `
+CREATE TABLE IF NOT EXISTS ${EQUITY_PRINTS_TABLE} (
+  source_ts UInt64,
+  ingest_ts UInt64,
+  seq UInt64,
+  trace_id String,
+  ts UInt64,
+  underlying_id String,
+  price Float64,
+  size UInt32,
+  exchange String,
+  offExchangeFlag Bool
+)
+ENGINE = MergeTree
+ORDER BY (ts, underlying_id)
+`;
+};
+
+export const normalizeEquityPrint = (print: EquityPrint): EquityPrint => {
+  return print;
+};

packages/storage/src/index.ts

@@ -1,2 +1,3 @@
 export * from "./clickhouse";
+export * from "./equity-prints";
 export * from "./option-prints";