feat(staging): add dlob ts history archiver

kustomize/base/initdb/001_init.sql

@@ -271,3 +271,107 @@ CREATE INDEX IF NOT EXISTS dlob_slippage_latest_updated_at_idx
 
 CREATE INDEX IF NOT EXISTS dlob_slippage_latest_market_name_idx
   ON public.dlob_slippage_latest (market_name);
+
+-- Time-series tables for UI history (start: 7 days).
+-- Keep these append-only; use Timescale hypertables.
+
+CREATE TABLE IF NOT EXISTS public.dlob_stats_ts (
+  ts TIMESTAMPTZ NOT NULL,
+  id BIGSERIAL NOT NULL,
+  market_name TEXT NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  source_ts BIGINT,
+  slot BIGINT,
+  mark_price NUMERIC,
+  oracle_price NUMERIC,
+  best_bid_price NUMERIC,
+  best_ask_price NUMERIC,
+  mid_price NUMERIC,
+  spread_abs NUMERIC,
+  spread_bps NUMERIC,
+  depth_levels INTEGER,
+  depth_bid_base NUMERIC,
+  depth_ask_base NUMERIC,
+  depth_bid_usd NUMERIC,
+  depth_ask_usd NUMERIC,
+  imbalance NUMERIC,
+  raw JSONB,
+  PRIMARY KEY (ts, id)
+);
+
+SELECT create_hypertable('dlob_stats_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
+
+CREATE INDEX IF NOT EXISTS dlob_stats_ts_market_ts_desc_idx
+  ON public.dlob_stats_ts (market_name, ts DESC);
+
+CREATE TABLE IF NOT EXISTS public.dlob_depth_bps_ts (
+  ts TIMESTAMPTZ NOT NULL,
+  id BIGSERIAL NOT NULL,
+  market_name TEXT NOT NULL,
+  band_bps INTEGER NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  source_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,
+  PRIMARY KEY (ts, id)
+);
+
+SELECT create_hypertable('dlob_depth_bps_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
+
+CREATE INDEX IF NOT EXISTS dlob_depth_bps_ts_market_ts_desc_idx
+  ON public.dlob_depth_bps_ts (market_name, ts DESC);
+
+CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts (
+  ts TIMESTAMPTZ NOT NULL,
+  id BIGSERIAL NOT NULL,
+  market_name TEXT NOT NULL,
+  side TEXT NOT NULL,
+  size_usd INTEGER NOT NULL,
+  market_type TEXT NOT NULL DEFAULT 'perp',
+  market_index INTEGER,
+  source_ts BIGINT,
+  slot BIGINT,
+  mid_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,
+  PRIMARY KEY (ts, id)
+);
+
+SELECT create_hypertable('dlob_slippage_ts', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_ts_market_ts_desc_idx
+  ON public.dlob_slippage_ts (market_name, ts DESC);
+
+-- Retention policies (best-effort; safe if Timescale is present).
+DO $$
+BEGIN
+  PERFORM add_retention_policy('dlob_stats_ts', INTERVAL '7 days');
+EXCEPTION WHEN OTHERS THEN
+  -- ignore if policy exists or function unavailable
+END $$;
+DO $$
+BEGIN
+  PERFORM add_retention_policy('dlob_depth_bps_ts', INTERVAL '7 days');
+EXCEPTION WHEN OTHERS THEN
+END $$;
+DO $$
+BEGIN
+  PERFORM add_retention_policy('dlob_slippage_ts', INTERVAL '7 days');
+EXCEPTION WHEN OTHERS THEN
+END $$;