WITH
  offsets AS (
    SELECT sec_offs, 1_000_000 * sec_offs usec_offs 
    FROM (SELECT x-601 AS sec_offs FROM long_sequence(1201))
  ),
  points AS (SELECT * FROM (
    SELECT id, order_ts, sym1, sym2, unit_price, volume, sec_offs, order_ts + usec_offs AS ts
    FROM orders CROSS JOIN offsets
    ORDER BY order_ts + usec_offs
  ) TIMESTAMP(ts)),
  join1 AS (
    SELECT t.*, p.price AS sym1_price
    FROM points as t
    ASOF JOIN prices as p
    ON (t.sym1 = p.sym)
  ),
  join2 AS (
    SELECT t.*, p.price AS sym2_price
    FROM join1 as t
    ASOF JOIN prices as p
    ON (t.sym2 = p.sym)
  ),
  markouts AS (
  SELECT
    sec_offs, 
    volume,
    volume * (unit_price - (sym1_price/sym2_price)) AS weighted_markout
  FROM join2
  )
SELECT sec_offs, sum(weighted_markout) / sum(volume) AS avg_weigthed_markout 
FROM markouts;

SELECT id, order_ts, sym1, sym2, unit_price, volume, sec_offs, order_ts + usec_offs AS ts
FROM orders CROSS JOIN offsets
ORDER BY order_ts + usec_offs

CREATE TABLE orders (
      ts TIMESTAMP,
      price DOUBLE
  ) timestamp(ts) PARTITION BY DAY;
INSERT INTO orders
  SELECT
      generate_series as timestamp,
      rnd_double() * 10.0 + 5.0
      FROM generate_series('2025-01-02', '2025-01-02T00:10', '200u');

WITH
  offsets AS (
    SELECT sec_offs, 10_000_000 * sec_offs usec_offs 
    FROM (SELECT x-61 AS sec_offs FROM long_sequence(121))
  )
  SELECT /*+ markout_horizon(orders offsets) */ sum(price) FROM (SELECT * FROM (
    SELECT price, ts + usec_offs AS timestamp
    FROM orders CROSS JOIN offsets
    ORDER BY ts + usec_offs
  ) TIMESTAMP(timestamp));