Add equity prints ingestion

This commit is contained in:
dirtydishes 2025-12-27 19:21:01 -05:00
parent 488ae82ed6
commit 6a1f457028
9 changed files with 252 additions and 12 deletions

View file

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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;
};