add sqlite3 migrations

migrations/20200721225616_trades.sql

@@ -19,5 +19,6 @@ CREATE TABLE `trades`
     PRIMARY KEY (`gid`),
     UNIQUE KEY `id` (`id`)
 );
+
 -- +down
-DROP TABLE `trades`;
+DROP TABLE IF EXISTS `trades`;

migrations/sqlite3/20200721225616_trades.sql

@@ -0,0 +1,20 @@
+-- +up
+CREATE TABLE `trades`
+(
+    `gid`            INTEGER PRIMARY KEY AUTOINCREMENT,
+    `id`             INTEGER,
+    `exchange`       TEXT           NOT NULL DEFAULT '',
+    `symbol`         TEXT           NOT NULL,
+    `price`          DECIMAL(16, 8) NOT NULL,
+    `quantity`       DECIMAL(16, 8) NOT NULL,
+    `quote_quantity` DECIMAL(16, 8) NOT NULL,
+    `fee`            DECIMAL(16, 8) NOT NULL,
+    `fee_currency`   VARCHAR(4)     NOT NULL,
+    `is_buyer`       BOOLEAN        NOT NULL DEFAULT FALSE,
+    `is_maker`       BOOLEAN        NOT NULL DEFAULT FALSE,
+    `side`           VARCHAR(4)     NOT NULL DEFAULT '',
+    `traded_at`      DATETIME(3)    NOT NULL
+);
+
+-- +down
+DROP TABLE IF EXISTS `trades`;

migrations/sqlite3/20200819054742_trade_index.sql

@@ -0,0 +1,9 @@
+-- +up
+CREATE INDEX trades_symbol ON trades(symbol);
+CREATE INDEX trades_symbol_fee_currency ON trades(symbol, fee_currency, traded_at);
+CREATE INDEX trades_traded_at_symbol ON trades(traded_at, symbol);
+
+-- +down
+DROP INDEX trades_symbol ON trades;
+DROP INDEX trades_symbol_fee_currency ON trades;
+DROP INDEX trades_traded_at_symbol ON trades;

migrations/sqlite3/20201102222546_orders.sql

@@ -0,0 +1,25 @@
+-- +up
+CREATE TABLE `orders`
+(
+    `gid`               INTEGER PRIMARY KEY AUTOINCREMENT,
+
+    `exchange`          VARCHAR             NOT NULL DEFAULT '',
+    -- order_id is the order id returned from the exchange
+    `order_id`          INTEGER          NOT NULL,
+    `client_order_id`   VARCHAR          NOT NULL DEFAULT '',
+    `order_type`        VARCHAR          NOT NULL,
+    `symbol`            VARCHAR          NOT NULL,
+    `status`            VARCHAR          NOT NULL,
+    `time_in_force`     VARCHAR          NOT NULL,
+    `price`             DECIMAL(16, 8)  NOT NULL,
+    `stop_price`        DECIMAL(16, 8)  NOT NULL,
+    `quantity`          DECIMAL(16, 8)  NOT NULL,
+    `executed_quantity` DECIMAL(16, 8)  NOT NULL DEFAULT 0.0,
+    `side`              VARCHAR         NOT NULL DEFAULT '',
+    `is_working`        BOOLEAN         NOT NULL DEFAULT FALSE,
+    `created_at`        DATETIME(3)     NOT NULL,
+    `updated_at`        DATETIME(3)     NOT NULL DEFAULT CURRENT_TIMESTAMP
+);
+
+-- +down
+DROP TABLE IF EXISTS `orders`;

migrations/sqlite3/20201103173342_trades_add_order_id.sql

@@ -0,0 +1,5 @@
+-- +up
+ALTER TABLE `trades` ADD COLUMN `order_id` INTEGER NOT NULL;
+
+-- +down
+ALTER TABLE `trades` RENAME COLUMN `order_id` TO `order_id_deleted`;

migrations/sqlite3/20201105092857_trades_index_fix.sql

@@ -0,0 +1,19 @@
+-- +up
+DROP INDEX IF EXISTS trades_symbol;
+DROP INDEX IF EXISTS trades_symbol_fee_currency;
+DROP INDEX IF EXISTS trades_traded_at_symbol;
+
+CREATE INDEX trades_symbol ON trades (exchange, symbol);
+CREATE INDEX trades_symbol_fee_currency ON trades (exchange, symbol, fee_currency, traded_at);
+CREATE INDEX trades_traded_at_symbol ON trades (exchange, traded_at, symbol);
+
+-- +down
+DROP INDEX IF EXISTS trades_symbol ON trades;
+DROP INDEX IF EXISTS trades_symbol_fee_currency ON trades;
+DROP INDEX IF EXISTS trades_traded_at_symbol ON trades;
+
+CREATE INDEX trades_symbol ON trades (symbol);
+CREATE INDEX trades_symbol_fee_currency ON trades (symbol, fee_currency, traded_at);
+CREATE INDEX trades_traded_at_symbol ON trades (traded_at, symbol);
+
+

migrations/sqlite3/20201105093056_orders_add_index.sql

@@ -0,0 +1,7 @@
+-- +up
+CREATE INDEX orders_symbol ON orders (exchange, symbol);
+CREATE UNIQUE INDEX orders_order_id ON orders (order_id, exchange);
+
+-- +down
+DROP INDEX IF EXISTS orders_symbol;
+DROP INDEX IF EXISTS orders_order_id;

migrations/sqlite3/20201106114742_klines.sql

@@ -0,0 +1,44 @@
+-- +up
+-- +begin
+CREATE TABLE `klines`
+(
+    `gid`           INTEGER PRIMARY KEY AUTOINCREMENT,
+    `exchange`      VARCHAR(10)             NOT NULL,
+    `start_time`    DATETIME(3)             NOT NULL,
+    `end_time`      DATETIME(3)             NOT NULL,
+    `interval`      VARCHAR(3)              NOT NULL,
+    `symbol`        VARCHAR(7)              NOT NULL,
+    `open`          DECIMAL(16, 8)  NOT NULL,
+    `high`          DECIMAL(16, 8)  NOT NULL,
+    `low`           DECIMAL(16, 8)  NOT NULL,
+    `close`         DECIMAL(16, 8)  NOT NULL DEFAULT 0.0,
+    `volume`        DECIMAL(16, 8)  NOT NULL DEFAULT 0.0,
+    `closed`        BOOLEAN         NOT NULL DEFAULT TRUE,
+    `last_trade_id` INT             NOT NULL DEFAULT 0,
+    `num_trades`    INT             NOT NULL DEFAULT 0
+);
+-- +end
+
+-- +begin
+CREATE INDEX `klines_end_time_symbol_interval` ON klines (`end_time`, `symbol`, `interval`);
+-- +end
+
+-- +begin
+CREATE TABLE `okex_klines` AS SELECT * FROM `klines` WHERE 0
+-- +end
+
+-- +begin
+CREATE TABLE `binance_klines` AS SELECT * FROM `klines` WHERE 0
+-- +end
+
+-- +begin
+CREATE TABLE `max_klines` AS SELECT * FROM `klines` WHERE 0
+-- +end
+
+-- +down
+DROP INDEX IF EXISTS `klines_end_time_symbol_interval`;
+DROP TABLE IF EXISTS `binance_klines`;
+DROP TABLE IF EXISTS `okex_klines`;
+DROP TABLE IF EXISTS `max_klines`;
+DROP TABLE IF EXISTS `klines`;
+

migrations/sqlite3/20201211175751_fix_symbol_length.sql

@@ -0,0 +1,5 @@
+-- +up
+SELECT 1;
+
+-- +down
+SELECT 1;

migrations/sqlite3/20210118163847_fix_unique_index.sql

@@ -0,0 +1,9 @@
+-- +up
+-- +begin
+CREATE UNIQUE INDEX `trade_unique_id` ON `trades` (`exchange`,`symbol`, `side`, `id`);
+-- +end
+
+-- +down
+-- +begin
+DROP INDEX IF EXISTS `trade_unique_id`;
+-- +end

migrations/sqlite3/20210119232826_add_margin_columns.sql

@@ -0,0 +1,33 @@
+-- +up
+-- +begin
+ALTER TABLE `trades` ADD COLUMN `is_margin` BOOLEAN NOT NULL DEFAULT FALSE;
+-- +end
+-- +begin
+ALTER TABLE `trades` ADD COLUMN `is_isolated` BOOLEAN NOT NULL DEFAULT FALSE;
+-- +end
+
+-- +begin
+ALTER TABLE `orders` ADD COLUMN `is_margin` BOOLEAN NOT NULL DEFAULT FALSE;
+-- +end
+
+-- +begin
+ALTER TABLE `orders` ADD COLUMN `is_isolated` BOOLEAN NOT NULL DEFAULT FALSE;
+-- +end
+
+-- +down
+
+-- +begin
+ALTER TABLE `trades` RENAME COLUMN `is_margin` TO `is_margin_deleted`;
+-- +end
+
+-- +begin
+ALTER TABLE `trades` RENAME COLUMN `is_isolated` TO `is_isolated_deleted`;
+-- +end
+
+-- +begin
+ALTER TABLE `orders` RENAME COLUMN `is_margin` TO `is_margin_deleted`;
+-- +end
+
+-- +begin
+ALTER TABLE `orders` RENAME COLUMN `is_isolated` TO `is_isolated_deleted`;
+-- +end

migrations/sqlite3/20210129182704_trade_price_quantity_index.sql

@@ -0,0 +1,10 @@
+-- +up
+-- +begin
+CREATE INDEX trades_price_quantity ON trades (order_id,price,quantity);
+-- +end
+
+-- +down
+
+-- +begin
+DROP INDEX trades_price_quantity;
+-- +end