Bem, isso dificilmente é bonito, mas é funcional:
select sum(amt) as session_val
from (
select segment,
max(segment) over() as max_segment,
amt
from (
select sum(case when atype = 'SET' then 1 else 0 end)
over(order by "order") as segment,
amt
from command
where session = 2
) x
) x
where segment = max_segment
É bastante simples em PL/pgsql:
create function session_val(session int) returns int stable strict
language plpgsql as $$
declare
value int := 0;
rec command%rowtype;
begin
for rec in select * from command where command.session = session_val.session loop
if rec.atype = 'SET' then
value := rec.amt;
elsif rec.atype = 'ADD' then
value := value + rec.amt;
end if;
end loop;
return value;
end $$;
Então faça a sua escolha, eu acho.