26 lines
558 B
TypeScript
26 lines
558 B
TypeScript
import type { EquityPrint } from "@islandflow/types";
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export const EQUITY_PRINTS_TABLE = "equity_prints";
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export const equityPrintsTableDDL = (): string => {
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return `
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CREATE TABLE IF NOT EXISTS ${EQUITY_PRINTS_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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underlying_id String,
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price Float64,
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size UInt32,
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exchange String,
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offExchangeFlag Bool
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)
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ENGINE = MergeTree
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ORDER BY (ts, underlying_id)
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`;
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};
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export const normalizeEquityPrint = (print: EquityPrint): EquityPrint => {
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return print;
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};
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