26 lines
545 B
TypeScript
26 lines
545 B
TypeScript
import type { OptionNBBO } from "@islandflow/types";
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export const OPTION_NBBO_TABLE = "option_nbbo";
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export const optionNBBOTableDDL = (): string => {
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return `
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CREATE TABLE IF NOT EXISTS ${OPTION_NBBO_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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option_contract_id String,
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bid Float64,
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ask Float64,
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bidSize UInt32,
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askSize UInt32
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)
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ENGINE = MergeTree
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ORDER BY (ts, option_contract_id)
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`;
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};
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export const normalizeOptionNBBO = (nbbo: OptionNBBO): OptionNBBO => {
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return nbbo;
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};
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