backend redesign

2026-03-11 18:47:11 -04:00
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+# Iceberg Schema Definitions
+
+We use Apache Iceberg for historical data storage. The metadata server is a PostgreSQL database.
+
+This directory stores schema files and database setup.
+
+## Tables
+
+### trading.ohlc
+Historical OHLC (Open, High, Low, Close, Volume) candle data for all periods in a single table.
+
+**Schema**: `ohlc_schema.sql`
+
+**Natural Key**: `(ticker, period_seconds, timestamp)` - uniqueness enforced by application
+
+**Partitioning**: `(ticker, days(timestamp))`
+- Partition by ticker to isolate different markets
+- Partition by days for efficient time-range queries
+- Hidden partitioning - not exposed in queries
+
+**Iceberg Version**: Format v1 (1.10.1)
+- Uses equality delete files for deduplication
+- Flink upsert mode generates equality deletes
+- Last-write-wins semantics for duplicates
+- Copy-on-write mode for better query performance
+
+**Deduplication**:
+- Flink Iceberg sink with upsert mode
+- Equality delete files on (ticker, period_seconds, timestamp)
+- PyIceberg automatically filters deleted rows during queries
+
+**Storage Format**: Parquet with Snappy compression
+
+**Supported Periods**: Any period in seconds (60, 300, 900, 3600, 14400, 86400, 604800, etc.)
+
+**Usage**:
+```sql
+-- Query 1-hour candles for specific ticker and time range
+SELECT * FROM trading.ohlc
+WHERE ticker = 'BINANCE:BTC/USDT'
+  AND period_seconds = 3600
+  AND timestamp BETWEEN 1735689600000000 AND 1736294399000000
+ORDER BY timestamp;
+
+-- Query most recent 1-minute candles
+SELECT * FROM trading.ohlc
+WHERE ticker = 'BINANCE:BTC/USDT'
+  AND period_seconds = 60
+  AND timestamp > (UNIX_MICROS(CURRENT_TIMESTAMP()) - 3600000000)
+ORDER BY timestamp DESC
+LIMIT 60;
+
+-- Query all periods for a ticker
+SELECT period_seconds, COUNT(*) as candle_count
+FROM trading.ohlc
+WHERE ticker = 'BINANCE:BTC/USDT'
+GROUP BY period_seconds;
+```
+
+## Access Patterns
+
+### Flink (Write)
+- Reads OHLCBatch from Kafka
+- Writes rows to Iceberg table
+- Uses Iceberg Flink connector
+- Upsert mode to handle duplicates
+
+### Client-Py (Read)
+- Queries historical data after receiving HistoryReadyNotification
+- Uses PyIceberg or Iceberg REST API
+- Read-only access via Iceberg catalog
+
+### Web UI (Read)
+- Queries for chart display
+- Time-series queries with partition pruning
+- Read-only access
+
+## Catalog Configuration
+
+The Iceberg catalog is accessed via REST API:
+
+```yaml
+catalog:
+  type: rest
+  uri: http://iceberg-catalog:8181
+  warehouse: s3://trading-warehouse/
+  s3:
+    endpoint: http://minio:9000
+    access-key-id: ${S3_ACCESS_KEY}
+    secret-access-key: ${S3_SECRET_KEY}
+```
+
+## Table Naming Convention
+
+`{namespace}.ohlc` where:
+- `namespace`: Trading namespace (default: "trading")
+- All OHLC data is stored in a single table
+- Partitioned by ticker and date for efficient queries
+
+## Integration Examples
+
+### Flink Write
+```java
+TableLoader tableLoader = TableLoader.fromCatalog(
+    CatalogLoader.rest("trading", catalogUri),
+    TableIdentifier.of("trading", "ohlc")
+);
+
+DataStream<Row> ohlcRows = // ... from OHLCBatch
+
+FlinkSink.forRow(ohlcRows, schema)
+    .tableLoader(tableLoader)
+    .upsert(true)
+    .build();
+```
+
+### Python Read
+```python
+from pyiceberg.catalog import load_catalog
+
+catalog = load_catalog("trading", uri="http://iceberg-catalog:8181")
+table = catalog.load_table("trading.ohlc")
+
+# Query with filters
+df = table.scan(
+    row_filter=(
+        (col("ticker") == "BINANCE:BTC/USDT") &
+        (col("period_seconds") == 3600) &
+        (col("timestamp") >= 1735689600000000)
+    )
+).to_pandas()
+```
+
+## References
+
+- [Apache Iceberg Documentation](https://iceberg.apache.org/)
+- [Flink Iceberg Connector](https://iceberg.apache.org/docs/latest/flink/)
+- [PyIceberg](https://py.iceberg.apache.org/)