bbgo/migrations/sqlite3/20220304153309_add_profit_table.sql

70 lines
2.2 KiB
SQL

-- !txn
-- +up
CREATE TABLE `profits`
(
`gid` INTEGER PRIMARY KEY AUTOINCREMENT,
`strategy` VARCHAR(32) NOT NULL,
`strategy_instance_id` VARCHAR(64) NOT NULL,
`symbol` VARCHAR(8) NOT NULL,
-- average_cost is the position average cost
`average_cost` DECIMAL(16, 8) NOT NULL,
-- profit is the pnl (profit and loss)
`profit` DECIMAL(16, 8) NOT NULL,
-- net_profit is the pnl (profit and loss)
`net_profit` DECIMAL(16, 8) NOT NULL,
-- profit_margin is the pnl (profit and loss)
`profit_margin` DECIMAL(16, 8) NOT NULL,
-- net_profit_margin is the pnl (profit and loss)
`net_profit_margin` DECIMAL(16, 8) NOT NULL,
`quote_currency` VARCHAR(10) NOT NULL,
`base_currency` VARCHAR(10) NOT NULL,
-- -------------------------------------------------------
-- embedded trade data --
-- -------------------------------------------------------
`exchange` VARCHAR(24) NOT NULL DEFAULT '',
`is_futures` BOOLEAN NOT NULL DEFAULT FALSE,
`is_margin` BOOLEAN NOT NULL DEFAULT FALSE,
`is_isolated` BOOLEAN NOT NULL DEFAULT FALSE,
`trade_id` BIGINT NOT NULL,
-- side is the side of the trade that makes profit
`side` VARCHAR(4) NOT NULL DEFAULT '',
`is_buyer` BOOLEAN NOT NULL DEFAULT FALSE,
`is_maker` BOOLEAN NOT NULL DEFAULT FALSE,
-- price is the price of the trade that makes profit
`price` DECIMAL(16, 8) NOT NULL,
-- quantity is the quantity of the trade that makes profit
`quantity` DECIMAL(16, 8) NOT NULL,
-- trade_amount is the quote quantity of the trade that makes profit
`quote_quantity` DECIMAL(16, 8) NOT NULL,
`traded_at` DATETIME(3) NOT NULL,
-- fee
`fee_in_usd` DECIMAL(16, 8),
`fee` DECIMAL(16, 8) NOT NULL,
`fee_currency` VARCHAR(10) NOT NULL
);
-- +down
DROP TABLE IF EXISTS `profits`;