Add equity candle aggregation pipeline

packages/storage/src/equity-candles.ts

@@ -0,0 +1,29 @@
+import type { EquityCandle } from "@islandflow/types";
+
+export const EQUITY_CANDLES_TABLE = "equity_candles";
+
+export const equityCandlesTableDDL = (): string => {
+  return `
+CREATE TABLE IF NOT EXISTS ${EQUITY_CANDLES_TABLE} (
+  source_ts UInt64,
+  ingest_ts UInt64,
+  seq UInt64,
+  trace_id String,
+  ts UInt64,
+  interval_ms UInt32,
+  underlying_id String,
+  open Float64,
+  high Float64,
+  low Float64,
+  close Float64,
+  volume UInt64,
+  trade_count UInt32
+)
+ENGINE = MergeTree
+ORDER BY (underlying_id, interval_ms, ts)
+`;
+};
+
+export const normalizeEquityCandle = (candle: EquityCandle): EquityCandle => {
+  return candle;
+};