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exchange:
backtest: add ftx kline table
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.gitignore
vendored
2
.gitignore
vendored
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@ -32,3 +32,5 @@
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/config/bbgo.yaml
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/config/bbgo.yaml
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/pkg/server/assets.go
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/pkg/server/assets.go
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bbgo.sqlite3
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33
migrations/mysql/20211211020303_add_ftx_kline.sql
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33
migrations/mysql/20211211020303_add_ftx_kline.sql
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-- +up
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-- +begin
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create table if not exists ftx_klines
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(
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gid bigint unsigned auto_increment
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primary key,
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exchange varchar(10) not null,
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start_time datetime(3) not null,
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end_time datetime(3) not null,
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`interval` varchar(3) not null,
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symbol varchar(12) not null,
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open decimal(16,8) unsigned not null,
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high decimal(16,8) unsigned not null,
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low decimal(16,8) unsigned not null,
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close decimal(16,8) unsigned default 0.00000000 not null,
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volume decimal(20,8) unsigned default 0.00000000 not null,
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closed tinyint(1) default 1 not null,
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last_trade_id int unsigned default '0' not null,
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num_trades int unsigned default '0' not null,
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quote_volume decimal(32,4) default 0.0000 not null,
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taker_buy_base_volume decimal(32,8) not null,
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taker_buy_quote_volume decimal(32,4) default 0.0000 not null
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);
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-- +end
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-- +begin
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create index klines_end_time_symbol_interval
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on ftx_klines (end_time, symbol, `interval`);
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-- +end
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-- +down
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-- +begin
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drop table ftx_klines;
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-- +end
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30
migrations/sqlite3/20211211020303_add_ftx_kline.sql
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30
migrations/sqlite3/20211211020303_add_ftx_kline.sql
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-- +up
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-- +begin
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CREATE TABLE `ftx_klines`
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(
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`gid` INTEGER PRIMARY KEY AUTOINCREMENT,
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`exchange` VARCHAR(10) NOT NULL,
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`start_time` DATETIME(3) NOT NULL,
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`end_time` DATETIME(3) NOT NULL,
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`interval` VARCHAR(3) NOT NULL,
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`symbol` VARCHAR(7) NOT NULL,
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`open` DECIMAL(16, 8) NOT NULL,
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`high` DECIMAL(16, 8) NOT NULL,
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`low` DECIMAL(16, 8) NOT NULL,
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`close` DECIMAL(16, 8) NOT NULL DEFAULT 0.0,
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`volume` DECIMAL(16, 8) NOT NULL DEFAULT 0.0,
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`closed` BOOLEAN NOT NULL DEFAULT TRUE,
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`last_trade_id` INT NOT NULL DEFAULT 0,
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`num_trades` INT NOT NULL DEFAULT 0,
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`quote_volume` DECIMAL NOT NULL DEFAULT 0.0,
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`taker_buy_base_volume` DECIMAL NOT NULL DEFAULT 0.0,
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`taker_buy_quote_volume` DECIMAL NOT NULL DEFAULT 0.0
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);
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-- +end
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-- +down
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-- +begin
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drop table ftx_klines;
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-- +end
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