exchange:

backtest: add ftx kline table

.gitignore

@@ -32,3 +32,5 @@
 /config/bbgo.yaml
 
 /pkg/server/assets.go
+
+bbgo.sqlite3

migrations/mysql/20211211020303_add_ftx_kline.sql

@@ -0,0 +1,33 @@
+-- +up
+-- +begin
+create table if not exists ftx_klines
+(
+    gid bigint unsigned auto_increment
+    primary key,
+    exchange varchar(10) not null,
+    start_time datetime(3) not null,
+    end_time datetime(3) not null,
+    `interval` varchar(3) not null,
+    symbol varchar(12) not null,
+    open decimal(16,8) unsigned not null,
+    high decimal(16,8) unsigned not null,
+    low decimal(16,8) unsigned not null,
+    close decimal(16,8) unsigned default 0.00000000 not null,
+    volume decimal(20,8) unsigned default 0.00000000 not null,
+    closed tinyint(1) default 1 not null,
+    last_trade_id int unsigned default '0' not null,
+    num_trades int unsigned default '0' not null,
+    quote_volume decimal(32,4) default 0.0000 not null,
+    taker_buy_base_volume decimal(32,8) not null,
+    taker_buy_quote_volume decimal(32,4) default 0.0000 not null
+    );
+-- +end
+-- +begin
+create index klines_end_time_symbol_interval
+    on ftx_klines (end_time, symbol, `interval`);
+-- +end
+-- +down
+
+-- +begin
+drop table ftx_klines;
+-- +end

migrations/sqlite3/20211211020303_add_ftx_kline.sql

@@ -0,0 +1,30 @@
+-- +up
+-- +begin
+
+CREATE TABLE `ftx_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,
+    `quote_volume` DECIMAL NOT NULL DEFAULT 0.0,
+    `taker_buy_base_volume` DECIMAL NOT NULL DEFAULT 0.0,
+    `taker_buy_quote_volume` DECIMAL NOT NULL DEFAULT 0.0
+);
+-- +end
+
+-- +down
+
+-- +begin
+drop table ftx_klines;
+-- +end