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