CREATE EXTENSION IF NOT EXISTS timescaledb; CREATE SCHEMA IF NOT EXISTS market_data; -- Full retained L2 book once per product per UTC hour (immutable after write). CREATE TABLE IF NOT EXISTS market_data.orderbook_checkpoints ( product_id TEXT NOT NULL, checkpoint_hour TIMESTAMPTZ NOT NULL, source_sequence_num BIGINT NOT NULL, best_bid NUMERIC(18, 8) NOT NULL, best_ask NUMERIC(18, 8) NOT NULL, bid_book JSONB NOT NULL, ask_book JSONB NOT NULL, created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(), PRIMARY KEY (product_id, checkpoint_hour) ); SELECT create_hypertable( 'market_data.orderbook_checkpoints', 'checkpoint_hour', if_not_exists => TRUE ); -- Full retained L2 book at every snapshot/resync second for replay baselines. CREATE TABLE IF NOT EXISTS market_data.orderbook_replay_anchors ( product_id TEXT NOT NULL, anchor_second TIMESTAMPTZ NOT NULL, source_sequence_num BIGINT NOT NULL, best_bid NUMERIC(18, 8) NOT NULL, best_ask NUMERIC(18, 8) NOT NULL, bid_book JSONB NOT NULL, ask_book JSONB NOT NULL, created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(), PRIMARY KEY (product_id, anchor_second) ); SELECT create_hypertable( 'market_data.orderbook_replay_anchors', 'anchor_second', if_not_exists => TRUE ); -- One row per (product, UTC second) where end-of-second book changed vs last persisted second. CREATE TABLE IF NOT EXISTS market_data.orderbook_second_deltas ( product_id TEXT NOT NULL, changed_second TIMESTAMPTZ NOT NULL, source_sequence_num_start BIGINT NOT NULL, source_sequence_num_end BIGINT NOT NULL, best_bid NUMERIC(18, 8) NOT NULL, best_ask NUMERIC(18, 8) NOT NULL, changes JSONB NOT NULL, change_count INTEGER NOT NULL, created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(), PRIMARY KEY (product_id, changed_second) ); SELECT create_hypertable( 'market_data.orderbook_second_deltas', 'changed_second', if_not_exists => TRUE ); -- Operational replay continuity / gap metadata (not source of truth for book state). CREATE TABLE IF NOT EXISTS market_data.orderbook_replay_metadata ( product_id TEXT NOT NULL, window_start TIMESTAMPTZ NOT NULL, window_end TIMESTAMPTZ NOT NULL, checkpoint_hour TIMESTAMPTZ, source_sequence_num_start BIGINT, source_sequence_num_end BIGINT, status TEXT NOT NULL, gap_count INTEGER NOT NULL DEFAULT 0, metadata JSONB NOT NULL DEFAULT '{}'::jsonb, updated_at TIMESTAMPTZ NOT NULL DEFAULT NOW(), PRIMARY KEY (product_id, window_start, window_end) ); CREATE TABLE IF NOT EXISTS market_data.bucket_definitions ( bucket_name TEXT NOT NULL, version TEXT NOT NULL, definition JSONB NOT NULL, created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(), PRIMARY KEY (bucket_name, version) ); CREATE TABLE IF NOT EXISTS market_data.artifact_manifests ( artifact_id UUID PRIMARY KEY, artifact_kind TEXT NOT NULL, contract_version TEXT NOT NULL, storage_snapshot_contract_version TEXT NOT NULL, tensor_contract_version TEXT NOT NULL, normalization_policy_version TEXT NOT NULL, source_window TSRANGE NOT NULL, artifact_path TEXT NOT NULL, metadata JSONB NOT NULL, created_at TIMESTAMPTZ NOT NULL DEFAULT NOW() );