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chore(snapshot): sync workspace state

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This commit is contained in:
mpabi
2026-03-29 13:14:30 +02:00
parent 71b00f80bb
commit 4354de5c83
46 changed files with 959 additions and 5718 deletions
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390
kustomize/base/initdb/001_init.sql
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@@ -111,8 +111,52 @@ ALTER TABLE api_tokens ADD COLUMN IF NOT EXISTS scopes TEXT[] NOT NULL DEFAULT A
CREATE INDEX IF NOT EXISTS api_tokens_revoked_at_idx
ON api_tokens (revoked_at);
-- Bot control-plane (desired state) + executor telemetry (state/events).
--
-- MVP intent:
-- - `bot_config`: desired state (mode/market/limits/kill switch)
-- - `bot_state`: heartbeat + last error/action
-- - `bot_events`: append-only audit log
CREATE TABLE IF NOT EXISTS public.bot_config (
id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
name TEXT NOT NULL UNIQUE,
market_name TEXT NOT NULL,
market_type TEXT NOT NULL DEFAULT 'perp',
mode TEXT NOT NULL DEFAULT 'off',
kill_switch BOOLEAN NOT NULL DEFAULT FALSE,
params JSONB,
created_at TIMESTAMPTZ NOT NULL DEFAULT now(),
updated_at TIMESTAMPTZ NOT NULL DEFAULT now()
);
CREATE INDEX IF NOT EXISTS bot_config_updated_at_desc_idx
ON public.bot_config (updated_at DESC);
CREATE TABLE IF NOT EXISTS public.bot_state (
bot_id UUID PRIMARY KEY REFERENCES public.bot_config(id) ON DELETE CASCADE,
last_heartbeat_at TIMESTAMPTZ,
last_action_at TIMESTAMPTZ,
last_error TEXT,
state JSONB,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now()
);
CREATE INDEX IF NOT EXISTS bot_state_updated_at_desc_idx
ON public.bot_state (updated_at DESC);
CREATE TABLE IF NOT EXISTS public.bot_events (
id BIGSERIAL PRIMARY KEY,
bot_id UUID NOT NULL REFERENCES public.bot_config(id) ON DELETE CASCADE,
ts TIMESTAMPTZ NOT NULL DEFAULT now(),
type TEXT NOT NULL,
payload JSONB
);
CREATE INDEX IF NOT EXISTS bot_events_bot_ts_desc_idx
ON public.bot_events (bot_id, ts DESC);
-- Compute OHLC candles from `drift_ticks` for a symbol and bucket size.
-- Exposed via Hasura (track function) and used by trade-api to compute indicators server-side.
-- Exposed via Hasura (track function) for server-side candle aggregation and indicator reads.
-- Hasura tracks functions only if they return SETOF a table/view type.
-- This table is used purely as the return type for candle functions.
CREATE TABLE IF NOT EXISTS public.drift_candles (
@@ -838,41 +882,8 @@ CREATE TABLE IF NOT EXISTS public.dlob_orderbook_l2_latest (
PRIMARY KEY (source, market_name, is_indicative)
);
CREATE TABLE IF NOT EXISTS public.dlob_orderbook_l3_latest (
source TEXT NOT NULL,
market_name TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts BIGINT,
slot BIGINT,
oracle_data JSONB,
bids JSONB,
asks JSONB,
payload JSONB NOT NULL,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (source, market_name, is_indicative)
);
CREATE TABLE IF NOT EXISTS public.dlob_best_makers_latest (
source TEXT NOT NULL,
market_name TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER,
slot BIGINT,
bids JSONB,
asks JSONB,
payload JSONB NOT NULL,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (source, market_name)
);
CREATE INDEX IF NOT EXISTS dlob_orderbook_l2_latest_updated_at_idx
ON public.dlob_orderbook_l2_latest (updated_at DESC);
CREATE INDEX IF NOT EXISTS dlob_orderbook_l3_latest_updated_at_idx
ON public.dlob_orderbook_l3_latest (updated_at DESC);
CREATE INDEX IF NOT EXISTS dlob_best_makers_latest_updated_at_idx
ON public.dlob_best_makers_latest (updated_at DESC);
CREATE OR REPLACE VIEW public.dlob_l2_latest_projection AS
SELECT
@@ -905,34 +916,6 @@ SELECT
FROM public.dlob_orderbook_l2_latest
WHERE is_indicative = FALSE;
CREATE OR REPLACE VIEW public.dlob_l3_latest_projection AS
SELECT
source,
market_name,
market_type,
market_index,
ts,
slot,
bids,
asks,
payload AS raw,
updated_at
FROM public.dlob_orderbook_l3_latest
WHERE is_indicative = FALSE;
CREATE OR REPLACE VIEW public.dlob_best_makers_latest_projection AS
SELECT
source,
market_name,
market_type,
market_index,
slot,
bids,
asks,
payload AS raw,
updated_at
FROM public.dlob_best_makers_latest;
CREATE OR REPLACE VIEW public.dlob_stats_latest_projection AS
WITH base AS (
SELECT
@@ -1057,3 +1040,286 @@ SELECT
FROM base b
LEFT JOIN bid_levels bids USING (source, market_name)
LEFT JOIN ask_levels asks USING (source, market_name);
-- Retired legacy DLOB read-side pipeline artifacts. Keep this cleanup in initdb so
-- fresh volumes and reused volumes both converge on the current Redis -> derived tables workflow.
DROP VIEW IF EXISTS public.dlob_l2_latest_projection;
DROP VIEW IF EXISTS public.dlob_stats_latest_projection;
DROP TABLE IF EXISTS public.dlob_l2_latest;
DROP TABLE IF EXISTS public.dlob_stats_latest;
DROP TABLE IF EXISTS public.dlob_depth_bps_latest;
DROP TABLE IF EXISTS public.dlob_slippage_latest;
DROP TABLE IF EXISTS public.dlob_slippage_latest_v2;
DROP TABLE IF EXISTS public.dlob_stats_ts;
DROP TABLE IF EXISTS public.dlob_depth_bps_ts;
DROP TABLE IF EXISTS public.dlob_slippage_ts;
DROP TABLE IF EXISTS public.dlob_slippage_ts_v2;
DROP TABLE IF EXISTS public.dlob_orderbook_l2_latest;
-- Canonical raw DLOB hot snapshots written from Redis to PostgreSQL.
CREATE TABLE IF NOT EXISTS public.dlob_hot_snapshot_latest (
source TEXT NOT NULL,
redis_key TEXT NOT NULL,
snapshot_kind TEXT NOT NULL CHECK (snapshot_kind IN ('orderbook_l2', 'orderbook_l3', 'best_makers')),
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
payload_hash TEXT NOT NULL,
mark_price_raw TEXT,
oracle_price_raw TEXT,
best_bid_price_raw TEXT,
best_ask_price_raw TEXT,
spread_pct_raw TEXT,
spread_quote_raw TEXT,
oracle_data JSONB,
bids JSONB,
asks JSONB,
payload JSONB NOT NULL,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (source, market_type, market_index, snapshot_kind, is_indicative)
);
CREATE INDEX IF NOT EXISTS dlob_hot_snapshot_latest_updated_at_idx
ON public.dlob_hot_snapshot_latest (updated_at DESC);
CREATE INDEX IF NOT EXISTS dlob_hot_snapshot_latest_source_market_idx
ON public.dlob_hot_snapshot_latest (source, market_type, market_index, updated_at DESC);
CREATE TABLE IF NOT EXISTS public.dlob_hot_snapshot_ts (
event_ts TIMESTAMPTZ NOT NULL,
id BIGSERIAL NOT NULL,
source TEXT NOT NULL,
redis_key TEXT NOT NULL,
snapshot_kind TEXT NOT NULL CHECK (snapshot_kind IN ('orderbook_l2', 'orderbook_l3', 'best_makers')),
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
payload_hash TEXT NOT NULL,
mark_price_raw TEXT,
oracle_price_raw TEXT,
best_bid_price_raw TEXT,
best_ask_price_raw TEXT,
spread_pct_raw TEXT,
spread_quote_raw TEXT,
oracle_data JSONB,
bids JSONB,
asks JSONB,
payload JSONB NOT NULL,
inserted_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (event_ts, id)
);
SELECT create_hypertable('dlob_hot_snapshot_ts', 'event_ts', if_not_exists => TRUE, migrate_data => TRUE);
CREATE UNIQUE INDEX IF NOT EXISTS dlob_hot_snapshot_ts_dedupe_idx
ON public.dlob_hot_snapshot_ts (event_ts, source, redis_key, payload_hash);
CREATE INDEX IF NOT EXISTS dlob_hot_snapshot_ts_market_ts_desc_idx
ON public.dlob_hot_snapshot_ts (market_type, market_index, event_ts DESC);
CREATE INDEX IF NOT EXISTS dlob_hot_snapshot_ts_source_market_ts_desc_idx
ON public.dlob_hot_snapshot_ts (source, market_type, market_index, event_ts DESC);
CREATE TABLE IF NOT EXISTS public.dlob_hot_derived_latest (
source TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
mark_price NUMERIC,
oracle_price NUMERIC,
best_bid_price NUMERIC,
best_ask_price NUMERIC,
mid_price NUMERIC,
spread_quote NUMERIC,
spread_bps NUMERIC,
depth_levels INTEGER NOT NULL,
bid_levels INTEGER NOT NULL,
ask_levels INTEGER NOT NULL,
top_bid_size NUMERIC,
top_ask_size NUMERIC,
top_bid_notional NUMERIC,
top_ask_notional NUMERIC,
depth_bid_base NUMERIC NOT NULL DEFAULT 0,
depth_ask_base NUMERIC NOT NULL DEFAULT 0,
depth_bid_quote NUMERIC NOT NULL DEFAULT 0,
depth_ask_quote NUMERIC NOT NULL DEFAULT 0,
imbalance NUMERIC,
bids_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
asks_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
raw_payload_hash TEXT NOT NULL,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (source, market_type, market_index, is_indicative)
);
CREATE INDEX IF NOT EXISTS dlob_hot_derived_latest_updated_at_idx
ON public.dlob_hot_derived_latest (updated_at DESC);
CREATE INDEX IF NOT EXISTS dlob_hot_derived_latest_source_market_idx
ON public.dlob_hot_derived_latest (source, market_type, market_index, updated_at DESC);
CREATE TABLE IF NOT EXISTS public.dlob_hot_derived_ts (
event_ts TIMESTAMPTZ NOT NULL,
id BIGSERIAL NOT NULL,
source TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
mark_price NUMERIC,
oracle_price NUMERIC,
best_bid_price NUMERIC,
best_ask_price NUMERIC,
mid_price NUMERIC,
spread_quote NUMERIC,
spread_bps NUMERIC,
depth_levels INTEGER NOT NULL,
bid_levels INTEGER NOT NULL,
ask_levels INTEGER NOT NULL,
top_bid_size NUMERIC,
top_ask_size NUMERIC,
top_bid_notional NUMERIC,
top_ask_notional NUMERIC,
depth_bid_base NUMERIC NOT NULL DEFAULT 0,
depth_ask_base NUMERIC NOT NULL DEFAULT 0,
depth_bid_quote NUMERIC NOT NULL DEFAULT 0,
depth_ask_quote NUMERIC NOT NULL DEFAULT 0,
imbalance NUMERIC,
bids_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
asks_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
raw_payload_hash TEXT NOT NULL,
inserted_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (event_ts, id)
);
SELECT create_hypertable('dlob_hot_derived_ts', 'event_ts', if_not_exists => TRUE, migrate_data => TRUE);
CREATE UNIQUE INDEX IF NOT EXISTS dlob_hot_derived_ts_dedupe_idx
ON public.dlob_hot_derived_ts (event_ts, source, market_type, market_index, is_indicative, raw_payload_hash);
CREATE INDEX IF NOT EXISTS dlob_hot_derived_ts_market_ts_desc_idx
ON public.dlob_hot_derived_ts (market_type, market_index, event_ts DESC);
CREATE INDEX IF NOT EXISTS dlob_hot_derived_ts_source_market_ts_desc_idx
ON public.dlob_hot_derived_ts (source, market_type, market_index, event_ts DESC);
DO $$
BEGIN
PERFORM add_retention_policy('dlob_hot_snapshot_ts', INTERVAL '30 days');
EXCEPTION WHEN duplicate_object THEN NULL;
END $$;
DO $$
BEGIN
PERFORM add_retention_policy('dlob_hot_derived_ts', INTERVAL '180 days');
EXCEPTION WHEN duplicate_object THEN NULL;
END $$;
CREATE TABLE IF NOT EXISTS public.dlob_all_derived_latest (
source TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
mark_price NUMERIC,
oracle_price NUMERIC,
best_bid_price NUMERIC,
best_ask_price NUMERIC,
mid_price NUMERIC,
spread_quote NUMERIC,
spread_bps NUMERIC,
depth_levels INTEGER NOT NULL,
bid_levels INTEGER NOT NULL,
ask_levels INTEGER NOT NULL,
top_bid_size NUMERIC,
top_ask_size NUMERIC,
top_bid_notional NUMERIC,
top_ask_notional NUMERIC,
depth_bid_base NUMERIC NOT NULL DEFAULT 0,
depth_ask_base NUMERIC NOT NULL DEFAULT 0,
depth_bid_quote NUMERIC NOT NULL DEFAULT 0,
depth_ask_quote NUMERIC NOT NULL DEFAULT 0,
imbalance NUMERIC,
bids_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
asks_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
raw_payload_hash TEXT NOT NULL,
updated_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (source, market_type, market_index, is_indicative)
);
CREATE INDEX IF NOT EXISTS dlob_all_derived_latest_updated_at_idx
ON public.dlob_all_derived_latest (updated_at DESC);
CREATE INDEX IF NOT EXISTS dlob_all_derived_latest_source_market_idx
ON public.dlob_all_derived_latest (source, market_type, market_index, updated_at DESC);
CREATE TABLE IF NOT EXISTS public.dlob_all_derived_ts (
event_ts TIMESTAMPTZ NOT NULL,
id BIGSERIAL NOT NULL,
source TEXT NOT NULL,
market_type TEXT NOT NULL,
market_index INTEGER NOT NULL,
market_name TEXT NOT NULL,
is_indicative BOOLEAN NOT NULL DEFAULT FALSE,
ts_ms BIGINT NOT NULL,
slot BIGINT,
market_slot BIGINT,
mark_price NUMERIC,
oracle_price NUMERIC,
best_bid_price NUMERIC,
best_ask_price NUMERIC,
mid_price NUMERIC,
spread_quote NUMERIC,
spread_bps NUMERIC,
depth_levels INTEGER NOT NULL,
bid_levels INTEGER NOT NULL,
ask_levels INTEGER NOT NULL,
top_bid_size NUMERIC,
top_ask_size NUMERIC,
top_bid_notional NUMERIC,
top_ask_notional NUMERIC,
depth_bid_base NUMERIC NOT NULL DEFAULT 0,
depth_ask_base NUMERIC NOT NULL DEFAULT 0,
depth_bid_quote NUMERIC NOT NULL DEFAULT 0,
depth_ask_quote NUMERIC NOT NULL DEFAULT 0,
imbalance NUMERIC,
bids_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
asks_norm JSONB NOT NULL DEFAULT '[]'::jsonb,
raw_payload_hash TEXT NOT NULL,
inserted_at TIMESTAMPTZ NOT NULL DEFAULT now(),
PRIMARY KEY (event_ts, id)
);
SELECT create_hypertable('dlob_all_derived_ts', 'event_ts', if_not_exists => TRUE, migrate_data => TRUE);
CREATE UNIQUE INDEX IF NOT EXISTS dlob_all_derived_ts_dedupe_idx
ON public.dlob_all_derived_ts (event_ts, source, market_type, market_index, is_indicative, raw_payload_hash);
CREATE INDEX IF NOT EXISTS dlob_all_derived_ts_market_ts_desc_idx
ON public.dlob_all_derived_ts (market_type, market_index, event_ts DESC);
CREATE INDEX IF NOT EXISTS dlob_all_derived_ts_source_market_ts_desc_idx
ON public.dlob_all_derived_ts (source, market_type, market_index, event_ts DESC);
DO $$
BEGIN
PERFORM add_retention_policy('dlob_all_derived_ts', INTERVAL '30 days');
EXCEPTION WHEN duplicate_object THEN NULL;
END $$;