add index to address read replica lag (dydxprotocol#1137)

indexer/packages/postgres/src/db/migrations/migration_files/20240304115004_create_fills_clob_pair_id_created_at_height_created_at_index.ts

@@ -0,0 +1,21 @@
+import * as Knex from 'knex';
+
+export async function up(knex: Knex): Promise<void> {
+  // Partial index only when `liquidity` is 'TAKER' as this index is meant to speed up the query to
+  // fetch all trades from the database, and we arbitrarily only use 'TAKER' fills for trades to
+  // avoid double counting.
+  // eslint-disable-next-line @typescript-eslint/quotes
+  await knex.raw(`
+    CREATE INDEX CONCURRENTLY IF NOT EXISTS "fills_clobPairId_createdAtHeight_createdAt_partial" ON "fills" ("clobPairId", "createdAtHeight", "createdAt") WHERE "liquidity" = 'TAKER';
+  `);
+}
+
+export async function down(knex: Knex): Promise<void> {
+  await knex.raw(`
+    DROP INDEX CONCURRENTLY IF EXISTS "fills_clobPairId_createdAtHeight_createdAt_partial";
+  `);
+}
+
+export const config = {
+  transaction: false,
+};