feat(staging): add candles cache + v2 slippage

This commit is contained in:
codex
2026-02-01 18:12:15 +01:00
parent e6a2731d7e
commit b239f564b2
7 changed files with 526 additions and 294 deletions

View File

@@ -97,9 +97,12 @@ 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 dlobSlippageLatestV2Table = { schema: 'public', name: 'dlob_slippage_latest_v2' };
const candlesCacheTable = { schema: 'public', name: 'drift_candles_cache' };
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 dlobSlippageTsV2Table = { schema: 'public', name: 'dlob_slippage_ts_v2' };
const baseCandlesFn = { schema: 'public', name: 'get_drift_candles' };
const candlesReturnTable = { schema: 'public', name: 'drift_candles' };
@@ -169,6 +172,21 @@ async function main() {
await ensureTickTable(t);
}
// Cached candles table (precomputed by worker; public read).
await ensurePublicSelectTable(candlesCacheTable, [
'bucket',
'bucket_seconds',
'symbol',
'source',
'open',
'high',
'low',
'close',
'oracle_close',
'ticks',
'updated_at',
]);
const ensureDlobTable = async (table, columns) => {
await metadataIgnore({ type: 'pg_untrack_table', args: { source, table } });
await metadata({ type: 'pg_track_table', args: { source, table } });
@@ -321,6 +339,28 @@ async function main() {
'updated_at',
]);
await ensurePublicSelectTable(dlobSlippageLatestV2Table, [
'market_name',
'side',
'size_usd',
'market_type',
'market_index',
'ts',
'slot',
'mid_price',
'best_bid_price',
'best_ask_price',
'vwap_price',
'worst_price',
'filled_usd',
'filled_base',
'impact_bps',
'levels_consumed',
'fill_pct',
'raw',
'updated_at',
]);
await ensurePublicSelectTable(dlobStatsTsTable, [
'ts',
'id',
@@ -386,6 +426,27 @@ async function main() {
'raw',
]);
await ensurePublicSelectTable(dlobSlippageTsV2Table, [
'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 } });