feat(staging): add dlob ts history archiver

This commit is contained in:
u1
2026-01-31 12:53:05 +01:00
parent a5ef8b5c46
commit 64ea940f30
5 changed files with 440 additions and 2 deletions

View File

@@ -97,6 +97,9 @@ async function main() {
const dlobStatsLatestTable = { schema: 'public', name: 'dlob_stats_latest' };
const dlobDepthBpsLatestTable = { schema: 'public', name: 'dlob_depth_bps_latest' };
const dlobSlippageLatestTable = { schema: 'public', name: 'dlob_slippage_latest' };
const dlobStatsTsTable = { schema: 'public', name: 'dlob_stats_ts' };
const dlobDepthBpsTsTable = { schema: 'public', name: 'dlob_depth_bps_ts' };
const dlobSlippageTsTable = { schema: 'public', name: 'dlob_slippage_ts' };
const baseCandlesFn = { schema: 'public', name: 'get_drift_candles' };
const candlesReturnTable = { schema: 'public', name: 'drift_candles' };
@@ -215,6 +218,29 @@ async function main() {
});
};
const ensurePublicSelectTable = async (table, columns) => {
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table } });
await metadata({ type: 'pg_track_table', args: { source, table } });
await metadataIgnore({ type: 'pg_drop_select_permission', args: { source, table, role: 'public' } });
await metadata({
type: 'pg_create_select_permission',
args: {
source,
table,
role: 'public',
permission: {
columns,
filter: {},
},
},
});
// Computed/archived tables are written by workers using admin secret; keep ingestor off by default.
await metadataIgnore({ type: 'pg_drop_insert_permission', args: { source, table, role: 'ingestor' } });
await metadataIgnore({ type: 'pg_drop_update_permission', args: { source, table, role: 'ingestor' } });
};
await ensureDlobTable(dlobL2LatestTable, [
'market_name',
'market_type',
@@ -254,7 +280,7 @@ async function main() {
'updated_at',
]);
await ensureDlobTable(dlobDepthBpsLatestTable, [
await ensurePublicSelectTable(dlobDepthBpsLatestTable, [
'market_name',
'band_bps',
'market_type',
@@ -273,7 +299,7 @@ async function main() {
'updated_at',
]);
await ensureDlobTable(dlobSlippageLatestTable, [
await ensurePublicSelectTable(dlobSlippageLatestTable, [
'market_name',
'side',
'size_usd',
@@ -295,6 +321,71 @@ async function main() {
'updated_at',
]);
await ensurePublicSelectTable(dlobStatsTsTable, [
'ts',
'id',
'market_name',
'market_type',
'market_index',
'source_ts',
'slot',
'mark_price',
'oracle_price',
'best_bid_price',
'best_ask_price',
'mid_price',
'spread_abs',
'spread_bps',
'depth_levels',
'depth_bid_base',
'depth_ask_base',
'depth_bid_usd',
'depth_ask_usd',
'imbalance',
'raw',
]);
await ensurePublicSelectTable(dlobDepthBpsTsTable, [
'ts',
'id',
'market_name',
'band_bps',
'market_type',
'market_index',
'source_ts',
'slot',
'mid_price',
'best_bid_price',
'best_ask_price',
'bid_base',
'ask_base',
'bid_usd',
'ask_usd',
'imbalance',
'raw',
]);
await ensurePublicSelectTable(dlobSlippageTsTable, [
'ts',
'id',
'market_name',
'side',
'size_usd',
'market_type',
'market_index',
'source_ts',
'slot',
'mid_price',
'vwap_price',
'worst_price',
'filled_usd',
'filled_base',
'impact_bps',
'levels_consumed',
'fill_pct',
'raw',
]);
// Return table type for candle functions (needed for Hasura to track the function).
await metadataIgnore({ type: 'pg_track_table', args: { source, table: candlesReturnTable } });