feat(db): add dlob depth/slippage tables

kustomize/base/initdb/001_init.sql

@@ -211,3 +211,63 @@ CREATE TABLE IF NOT EXISTS public.dlob_stats_latest (
 
 CREATE INDEX IF NOT EXISTS dlob_stats_latest_updated_at_idx
   ON public.dlob_stats_latest (updated_at DESC);
+
+-- Depth snapshots within bps bands around mid-price (per market, per band).
+-- Filled by a derived worker that reads `dlob_l2_latest`.
+CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_latest (
+  market_name TEXT NOT NULL,
+  band_bps INTEGER NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  ts BIGINT,
+  slot BIGINT,
+  mid_price NUMERIC,
+  best_bid_price NUMERIC,
+  best_ask_price NUMERIC,
+  bid_base NUMERIC,
+  ask_base NUMERIC,
+  bid_usd NUMERIC,
+  ask_usd NUMERIC,
+  imbalance NUMERIC,
+  raw JSONB,
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  PRIMARY KEY (market_name, band_bps)
+);
+
+CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_updated_at_idx
+  ON public.dlob_depth_bps_latest (updated_at DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_depth_bps_latest_market_name_idx
+  ON public.dlob_depth_bps_latest (market_name);
+
+-- Slippage/impact estimates for "market" orders at common USD sizes.
+-- Filled by a derived worker that reads `dlob_l2_latest`.
+CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest (
+  market_name TEXT NOT NULL,
+  side TEXT NOT NULL,
+  size_usd INTEGER NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  ts BIGINT,
+  slot BIGINT,
+  mid_price NUMERIC,
+  best_bid_price NUMERIC,
+  best_ask_price NUMERIC,
+  vwap_price NUMERIC,
+  worst_price NUMERIC,
+  filled_usd NUMERIC,
+  filled_base NUMERIC,
+  impact_bps NUMERIC,
+  levels_consumed INTEGER,
+  fill_pct NUMERIC,
+  raw JSONB,
+  updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
+  PRIMARY KEY (market_name, side, size_usd),
+  CONSTRAINT dlob_slippage_latest_side_chk CHECK (side IN ('buy', 'sell'))
+);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_latest_updated_at_idx
+  ON public.dlob_slippage_latest (updated_at DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_latest_market_name_idx
+  ON public.dlob_slippage_latest (market_name);