feat(staging): add candles cache + v2 slippage

kustomize/base/initdb/001_init.sql

@@ -125,6 +125,29 @@ CREATE TABLE IF NOT EXISTS public.drift_candles (
   ticks bigint
 );
 
+-- Precomputed candle cache (materialized by a worker).
+-- Purpose: make tf switching instant by reading ready-made candles instead of aggregating `drift_ticks` on demand.
+-- NOTE: `source=''` means "any source" (no source filter).
+CREATE TABLE IF NOT EXISTS public.drift_candles_cache (
+  bucket timestamptz NOT NULL,
+  bucket_seconds integer NOT NULL,
+  symbol text NOT NULL,
+  source text NOT NULL DEFAULT '',
+  open numeric NOT NULL,
+  high numeric NOT NULL,
+  low numeric NOT NULL,
+  close numeric NOT NULL,
+  oracle_close numeric,
+  ticks bigint NOT NULL DEFAULT 0,
+  updated_at timestamptz NOT NULL DEFAULT now(),
+  PRIMARY KEY (bucket, bucket_seconds, symbol, source)
+);
+
+SELECT create_hypertable('drift_candles_cache', 'bucket', if_not_exists => TRUE, migrate_data => TRUE);
+
+CREATE INDEX IF NOT EXISTS drift_candles_cache_symbol_source_bucket_idx
+  ON public.drift_candles_cache (symbol, source, bucket_seconds, bucket DESC);
+
 -- If an older version of the function exists with an incompatible return type,
 -- CREATE OR REPLACE will fail. Drop the old signature first (safe/idempotent).
 DROP FUNCTION IF EXISTS public.get_drift_candles(text, integer, integer, text);
@@ -272,6 +295,38 @@ 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);
 
+-- Slippage v2: supports fractional order sizes (e.g. 0.1/0.2/0.5 USD), per market and side.
+-- Keep v1 intact for backward compatibility and to avoid data loss.
+CREATE TABLE IF NOT EXISTS public.dlob_slippage_latest_v2 (
+  market_name TEXT NOT NULL,
+  side TEXT NOT NULL, -- buy|sell
+  size_usd NUMERIC 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_v2_side_chk CHECK (side IN ('buy', 'sell'))
+);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_updated_at_idx
+  ON public.dlob_slippage_latest_v2 (updated_at DESC);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_latest_v2_market_name_idx
+  ON public.dlob_slippage_latest_v2 (market_name);
+
 -- Time-series tables for UI history (start: 7 days).
 -- Keep these append-only; use Timescale hypertables.
 
@@ -358,6 +413,33 @@ SELECT create_hypertable('dlob_slippage_ts', 'ts', if_not_exists => TRUE, migrat
 CREATE INDEX IF NOT EXISTS dlob_slippage_ts_market_ts_desc_idx
   ON public.dlob_slippage_ts (market_name, ts DESC);
 
+CREATE TABLE IF NOT EXISTS public.dlob_slippage_ts_v2 (
+  ts TIMESTAMPTZ NOT NULL,
+  id BIGSERIAL NOT NULL,
+  market_name TEXT NOT NULL,
+  side TEXT NOT NULL,
+  size_usd NUMERIC 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_v2', 'ts', if_not_exists => TRUE, migrate_data => TRUE);
+
+CREATE INDEX IF NOT EXISTS dlob_slippage_ts_v2_market_ts_desc_idx
+  ON public.dlob_slippage_ts_v2 (market_name, ts DESC);
+
 -- Retention policies (best-effort; safe if Timescale is present).
 DO $$
 BEGIN
@@ -375,3 +457,8 @@ BEGIN
   PERFORM add_retention_policy('dlob_slippage_ts', INTERVAL '7 days');
 EXCEPTION WHEN OTHERS THEN
 END $$;
+DO $$
+BEGIN
+  PERFORM add_retention_policy('dlob_slippage_ts_v2', INTERVAL '7 days');
+EXCEPTION WHEN OTHERS THEN
+END $$;