compile and update migration package

pkg/migrations/20200721225616_trades.go

@@ -0,0 +1,34 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upTrades, downTrades)
+}
+
+func upTrades(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `trades`\n(\n    `gid`            BIGINT UNSIGNED         NOT NULL AUTO_INCREMENT,\n    `id`             BIGINT UNSIGNED,\n    `exchange`       VARCHAR(24)             NOT NULL DEFAULT '',\n    `symbol`         VARCHAR(8)              NOT NULL,\n    `price`          DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `quantity`       DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `quote_quantity` DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `fee`            DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `fee_currency`   VARCHAR(4)              NOT NULL,\n    `is_buyer`       BOOLEAN                 NOT NULL DEFAULT FALSE,\n    `is_maker`       BOOLEAN                 NOT NULL DEFAULT FALSE,\n    `side`           VARCHAR(4)              NOT NULL DEFAULT '',\n    `traded_at`      DATETIME(3)             NOT NULL,\n    PRIMARY KEY (`gid`),\n    UNIQUE KEY `id` (`id`)\n);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downTrades(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "DROP TABLE IF EXISTS `trades`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20200819054742_trade_index.go

@@ -0,0 +1,54 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upTradeIndex, downTradeIndex)
+}
+
+func upTradeIndex(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX trades_symbol ON trades(symbol);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX trades_symbol_fee_currency ON trades(symbol, fee_currency, traded_at);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX trades_traded_at_symbol ON trades(traded_at, symbol);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downTradeIndex(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX trades_symbol ON trades;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX trades_symbol_fee_currency ON trades;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX trades_traded_at_symbol ON trades;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20201102222546_orders.go

@@ -0,0 +1,34 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upOrders, downOrders)
+}
+
+func upOrders(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `orders`\n(\n    `gid`               BIGINT UNSIGNED         NOT NULL AUTO_INCREMENT,\n    `exchange`          VARCHAR(24)             NOT NULL DEFAULT '',\n    -- order_id is the order id returned from the exchange\n    `order_id`          BIGINT UNSIGNED         NOT NULL,\n    `client_order_id`   VARCHAR(42)             NOT NULL DEFAULT '',\n    `order_type`        VARCHAR(16)             NOT NULL,\n    `symbol`            VARCHAR(8)              NOT NULL,\n    `status`            VARCHAR(12)             NOT NULL,\n    `time_in_force`     VARCHAR(4)              NOT NULL,\n    `price`             DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `stop_price`        DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `quantity`          DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `executed_quantity` DECIMAL(16, 8) UNSIGNED NOT NULL DEFAULT 0.0,\n    `side`              VARCHAR(4)              NOT NULL DEFAULT '',\n    `is_working`        BOOL                    NOT NULL DEFAULT FALSE,\n    `created_at`        DATETIME(3)             NOT NULL,\n    `updated_at`        DATETIME(3)             NOT NULL DEFAULT CURRENT_TIMESTAMP(3) ON UPDATE CURRENT_TIMESTAMP(3),\n    PRIMARY KEY (`gid`)\n);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downOrders(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "DROP TABLE `orders`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20201103173342_trades_add_order_id.go

@@ -0,0 +1,34 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upTradesAddOrderId, downTradesAddOrderId)
+}
+
+func upTradesAddOrderId(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades`\n    ADD COLUMN `order_id` BIGINT UNSIGNED NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downTradesAddOrderId(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades`\n    DROP COLUMN `order_id`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20201105092857_trades_index_fix.go

@@ -0,0 +1,84 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upTradesIndexFix, downTradesIndexFix)
+}
+
+func upTradesIndexFix(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX trades_symbol ON trades;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX trades_symbol_fee_currency ON trades;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX trades_traded_at_symbol ON trades;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX trades_symbol ON trades (exchange, symbol);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX trades_symbol_fee_currency ON trades (exchange, symbol, fee_currency, traded_at);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX trades_traded_at_symbol ON trades (exchange, traded_at, symbol);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downTradesIndexFix(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX trades_symbol ON trades;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX trades_symbol_fee_currency ON trades;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX trades_traded_at_symbol ON trades;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX trades_symbol ON trades (symbol);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX trades_symbol_fee_currency ON trades (symbol, fee_currency, traded_at);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX trades_traded_at_symbol ON trades (traded_at, symbol);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20201105093056_orders_add_index.go

@@ -0,0 +1,44 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upOrdersAddIndex, downOrdersAddIndex)
+}
+
+func upOrdersAddIndex(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX orders_symbol ON orders (exchange, symbol);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE UNIQUE INDEX orders_order_id ON orders (order_id, exchange);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downOrdersAddIndex(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX orders_symbol ON orders;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX orders_order_id ON orders;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20201106114742_klines.go

@@ -0,0 +1,74 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upKlines, downKlines)
+}
+
+func upKlines(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `klines`\n(\n    `gid`           BIGINT UNSIGNED         NOT NULL AUTO_INCREMENT,\n    `exchange`      VARCHAR(10)             NOT NULL,\n    `start_time`    DATETIME(3)             NOT NULL,\n    `end_time`      DATETIME(3)             NOT NULL,\n    `interval`      VARCHAR(3)              NOT NULL,\n    `symbol`        VARCHAR(7)              NOT NULL,\n    `open`          DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `high`          DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `low`           DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `close`         DECIMAL(16, 8) UNSIGNED NOT NULL DEFAULT 0.0,\n    `volume`        DECIMAL(16, 8) UNSIGNED NOT NULL DEFAULT 0.0,\n    `closed`        BOOL                    NOT NULL DEFAULT TRUE,\n    `last_trade_id` INT UNSIGNED            NOT NULL DEFAULT 0,\n    `num_trades`    INT UNSIGNED            NOT NULL DEFAULT 0,\n    PRIMARY KEY (`gid`)\n);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX `klines_end_time_symbol_interval` ON klines (`end_time`, `symbol`, `interval`);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `okex_klines` LIKE `klines`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `binance_klines` LIKE `klines`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `max_klines` LIKE `klines`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downKlines(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX `klines_end_time_symbol_interval` ON `klines`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP TABLE `binance_klines`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP TABLE `okex_klines`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP TABLE `max_klines`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "DROP TABLE `klines`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20201211175751_fix_symbol_length.go

@@ -0,0 +1,44 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upFixSymbolLength, downFixSymbolLength)
+}
+
+func upFixSymbolLength(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE trades MODIFY COLUMN symbol VARCHAR(9);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE orders MODIFY COLUMN symbol VARCHAR(9);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downFixSymbolLength(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE trades MODIFY COLUMN symbol VARCHAR(8);")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE orders MODIFY COLUMN symbol VARCHAR(8);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210118163847_fix_unique_index.go

@@ -0,0 +1,44 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upFixUniqueIndex, downFixUniqueIndex)
+}
+
+func upFixUniqueIndex(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` DROP INDEX `id`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` ADD UNIQUE INDEX `id` (`exchange`,`symbol`, `side`, `id`);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downFixUniqueIndex(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` DROP INDEX `id`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` ADD UNIQUE INDEX `id` (`id`);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210119232826_add_margin_columns.go

@@ -0,0 +1,44 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upAddMarginColumns, downAddMarginColumns)
+}
+
+func upAddMarginColumns(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades`\n    ADD COLUMN `is_margin` BOOLEAN NOT NULL DEFAULT FALSE,\n    ADD COLUMN `is_isolated` BOOLEAN NOT NULL DEFAULT FALSE\n    ;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `orders`\n    ADD COLUMN `is_margin` BOOLEAN NOT NULL DEFAULT FALSE,\n    ADD COLUMN `is_isolated` BOOLEAN NOT NULL DEFAULT FALSE\n    ;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downAddMarginColumns(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades`\n    DROP COLUMN `is_margin`,\n    DROP COLUMN `is_isolated`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `orders`\n    DROP COLUMN `is_margin`,\n    DROP COLUMN `is_isolated`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210129182704_trade_price_quantity_index.go

@@ -0,0 +1,34 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upTradePriceQuantityIndex, downTradePriceQuantityIndex)
+}
+
+func upTradePriceQuantityIndex(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "CREATE INDEX trades_price_quantity ON trades (order_id,price,quantity);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downTradePriceQuantityIndex(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "DROP INDEX trades_price_quantity ON trades")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210215203116_add_pnl_column.go

@@ -0,0 +1,44 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upAddPnlColumn, downAddPnlColumn)
+}
+
+func upAddPnlColumn(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` ADD COLUMN `pnl` DECIMAL NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` ADD COLUMN `strategy` VARCHAR(32) NULL;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downAddPnlColumn(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` DROP COLUMN `pnl`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` DROP COLUMN `strategy`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210223080622_add_rewards_table.go

@@ -0,0 +1,34 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upAddRewardsTable, downAddRewardsTable)
+}
+
+func upAddRewardsTable(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `rewards`\n(\n    `gid`         BIGINT UNSIGNED         NOT NULL AUTO_INCREMENT,\n    -- for exchange\n    `exchange`    VARCHAR(24)             NOT NULL DEFAULT '',\n    -- reward record id\n    `uuid`        VARCHAR(32)             NOT NULL,\n    `reward_type` VARCHAR(24)             NOT NULL DEFAULT '',\n    -- currency symbol, BTC, MAX, USDT ... etc\n    `currency`    VARCHAR(5)              NOT NULL,\n    -- the quantity of the rewards\n    `quantity`    DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `state`       VARCHAR(5)              NOT NULL,\n    `created_at`  DATETIME                NOT NULL,\n    `spent`       BOOLEAN                 NOT NULL DEFAULT FALSE,\n    `note`        TEXT                    NULL,\n    PRIMARY KEY (`gid`),\n    UNIQUE KEY `uuid` (`exchange`, `uuid`)\n);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downAddRewardsTable(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "DROP TABLE IF EXISTS `rewards`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210301140656_add_withdraws_table.go

@@ -0,0 +1,34 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upAddWithdrawsTable, downAddWithdrawsTable)
+}
+
+func upAddWithdrawsTable(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `withdraws`\n(\n    `gid`              BIGINT UNSIGNED NOT NULL AUTO_INCREMENT,\n    `exchange`         VARCHAR(24)     NOT NULL DEFAULT '',\n    -- asset is the asset name (currency)\n    `asset`            VARCHAR(10)     NOT NULL,\n    `address`          VARCHAR(128)     NOT NULL,\n    `network`          VARCHAR(32)     NOT NULL DEFAULT '',\n    `amount`           DECIMAL(16, 8)  NOT NULL,\n    `txn_id`           VARCHAR(256)    NOT NULL,\n    `txn_fee`          DECIMAL(16, 8)  NOT NULL DEFAULT 0,\n    `txn_fee_currency` VARCHAR(32)     NOT NULL DEFAULT '',\n    `time`             DATETIME(3)     NOT NULL,\n    PRIMARY KEY (`gid`),\n    UNIQUE KEY `txn_id` (`exchange`, `txn_id`)\n);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downAddWithdrawsTable(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "DROP TABLE IF EXISTS `withdraws`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210307201830_add_deposits_table.go

@@ -0,0 +1,34 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upAddDepositsTable, downAddDepositsTable)
+}
+
+func upAddDepositsTable(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `deposits`\n(\n    `gid`      BIGINT UNSIGNED NOT NULL AUTO_INCREMENT,\n    `exchange` VARCHAR(24)     NOT NULL,\n    -- asset is the asset name (currency)\n    `asset`    VARCHAR(10)     NOT NULL,\n    `address`  VARCHAR(128)     NOT NULL DEFAULT '',\n    `amount`   DECIMAL(16, 8)  NOT NULL,\n    `txn_id`   VARCHAR(256)     NOT NULL,\n    `time`     DATETIME(3)     NOT NULL,\n    PRIMARY KEY (`gid`),\n    UNIQUE KEY `txn_id` (`exchange`, `txn_id`)\n);")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downAddDepositsTable(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "DROP TABLE IF EXISTS `deposits`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210416230730_klines_symbol_length.go

@@ -0,0 +1,64 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upKlinesSymbolLength, downKlinesSymbolLength)
+}
+
+func upKlinesSymbolLength(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `klines`\nMODIFY COLUMN `symbol` VARCHAR(10) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `okex_klines`\nMODIFY COLUMN `symbol` VARCHAR(10) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `binance_klines`\nMODIFY COLUMN `symbol` VARCHAR(10) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `max_klines`\nMODIFY COLUMN `symbol` VARCHAR(10) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downKlinesSymbolLength(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `klines`\nMODIFY COLUMN `symbol` VARCHAR(7) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `okex_klines`\nMODIFY COLUMN `symbol` VARCHAR(7) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `binance_klines`\nMODIFY COLUMN `symbol` VARCHAR(7) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `max_klines`\nMODIFY COLUMN `symbol` VARCHAR(7) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210421091430_increase_symbol_length.go

@@ -0,0 +1,64 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upIncreaseSymbolLength, downIncreaseSymbolLength)
+}
+
+func upIncreaseSymbolLength(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `klines`\nMODIFY COLUMN `symbol` VARCHAR(12) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `okex_klines`\nMODIFY COLUMN `symbol` VARCHAR(12) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `binance_klines`\nMODIFY COLUMN `symbol` VARCHAR(12) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `max_klines`\nMODIFY COLUMN `symbol` VARCHAR(12) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downIncreaseSymbolLength(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `klines`\nMODIFY COLUMN `symbol` VARCHAR(10) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `okex_klines`\nMODIFY COLUMN `symbol` VARCHAR(10) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `binance_klines`\nMODIFY COLUMN `symbol` VARCHAR(10) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `max_klines`\nMODIFY COLUMN `symbol` VARCHAR(10) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210421095030_increase_decimal_length.go

@@ -0,0 +1,64 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upIncreaseDecimalLength, downIncreaseDecimalLength)
+}
+
+func upIncreaseDecimalLength(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `klines`\nMODIFY COLUMN `volume` decimal(20,8) unsigned NOT NULL DEFAULT '0.00000000';")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `okex_klines`\nMODIFY COLUMN `volume` decimal(20,8) unsigned NOT NULL DEFAULT '0.00000000';")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `binance_klines`\nMODIFY COLUMN `volume` decimal(20,8) unsigned NOT NULL DEFAULT '0.00000000';")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `max_klines`\nMODIFY COLUMN `volume` decimal(20,8) unsigned NOT NULL DEFAULT '0.00000000';")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downIncreaseDecimalLength(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `klines`\nMODIFY COLUMN `volume` decimal(16,8) unsigned NOT NULL DEFAULT '0.00000000';")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `okex_klines`\nMODIFY COLUMN `volume` decimal(16,8) unsigned NOT NULL DEFAULT '0.00000000';")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `binance_klines`\nMODIFY COLUMN `volume` decimal(16,8) unsigned NOT NULL DEFAULT '0.00000000';")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `max_klines`\nMODIFY COLUMN `volume` decimal(16,8) unsigned NOT NULL DEFAULT '0.00000000';")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/20210531234123_add_kline_taker_buy_columns.go

@@ -0,0 +1,54 @@
+package migrations
+
+import (
+	"database/sql"
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	rockhopper.AddMigration(upAddKlineTakerBuyColumns, downAddKlineTakerBuyColumns)
+}
+
+func upAddKlineTakerBuyColumns(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `binance_klines`\n    ADD COLUMN `quote_volume`           DECIMAL(32, 4) NOT NULL DEFAULT 0.0,\n    ADD COLUMN `taker_buy_base_volume`  DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n    ADD COLUMN `taker_buy_quote_volume` DECIMAL(32, 4) NOT NULL DEFAULT 0.0;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `max_klines`\n    ADD COLUMN `quote_volume`           DECIMAL(32, 4) NOT NULL DEFAULT 0.0,\n    ADD COLUMN `taker_buy_base_volume`  DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n    ADD COLUMN `taker_buy_quote_volume` DECIMAL(32, 4) NOT NULL DEFAULT 0.0;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `okex_klines`\n    ADD COLUMN `quote_volume`           DECIMAL(32, 4) NOT NULL DEFAULT 0.0,\n    ADD COLUMN `taker_buy_base_volume`  DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n    ADD COLUMN `taker_buy_quote_volume` DECIMAL(32, 4) NOT NULL DEFAULT 0.0;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downAddKlineTakerBuyColumns(ctx context.Context, tx *sql.Tx) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `binance_klines`\n    DROP COLUMN `quote_volume`,\n    DROP COLUMN `taker_buy_base_volume`,\n    DROP COLUMN `taker_buy_quote_volume`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `max_klines`\n    DROP COLUMN `quote_volume`,\n    DROP COLUMN `taker_buy_base_volume`,\n    DROP COLUMN `taker_buy_quote_volume`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `okex_klines`\n    DROP COLUMN `quote_volume`,\n    DROP COLUMN `taker_buy_base_volume`,\n    DROP COLUMN `taker_buy_quote_volume`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/mysql/20211204014905_update_taker_buy_base_volumn.go

@@ -0,0 +1,54 @@
+package mysql
+
+import (
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	AddMigration(upUpdateTakerBuyBaseVolumn, downUpdateTakerBuyBaseVolumn)
+
+}
+
+func upUpdateTakerBuyBaseVolumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE binance_klines CHANGE taker_buy_base_volume taker_buy_base_volume decimal(32,8) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE max_klines CHANGE taker_buy_base_volume taker_buy_base_volume decimal(32,8) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE okex_klines CHANGE taker_buy_base_volume taker_buy_base_volume decimal(32,8) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downUpdateTakerBuyBaseVolumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE binance_klines CHANGE taker_buy_base_volume taker_buy_base_volume decimal(16,8) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE max_klines CHANGE taker_buy_base_volume taker_buy_base_volume decimal(16,8) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE okex_klines CHANGE taker_buy_base_volume taker_buy_base_volume decimal(16,8) NOT NULL;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}

pkg/migrations/sqlite3/20201106114742_klines.go

@@ -19,22 +19,22 @@ func upKlines(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
 		return err
 	}
 
-	_, err = tx.ExecContext(ctx, "CREATE INDEX `klines_end_time_symbol_interval` ON klines (`end_time`, `symbol`, `interval`);")
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `okex_klines`\n(\n    `gid`           INTEGER PRIMARY KEY AUTOINCREMENT,\n    `exchange`      VARCHAR(10)    NOT NULL,\n    `start_time`    DATETIME(3)    NOT NULL,\n    `end_time`      DATETIME(3)    NOT NULL,\n    `interval`      VARCHAR(3)     NOT NULL,\n    `symbol`        VARCHAR(7)     NOT NULL,\n    `open`          DECIMAL(16, 8) NOT NULL,\n    `high`          DECIMAL(16, 8) NOT NULL,\n    `low`           DECIMAL(16, 8) NOT NULL,\n    `close`         DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n    `volume`        DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n    `closed`        BOOLEAN        NOT NULL DEFAULT TRUE,\n    `last_trade_id` INT            NOT NULL DEFAULT 0,\n    `num_trades`    INT            NOT NULL DEFAULT 0\n);")
 	if err != nil {
 		return err
 	}
 
-	_, err = tx.ExecContext(ctx, "CREATE TABLE `okex_klines` AS SELECT * FROM `klines` WHERE 0")
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `binance_klines`\n(\n    `gid`           INTEGER PRIMARY KEY AUTOINCREMENT,\n    `exchange`      VARCHAR(10)    NOT NULL,\n    `start_time`    DATETIME(3)    NOT NULL,\n    `end_time`      DATETIME(3)    NOT NULL,\n    `interval`      VARCHAR(3)     NOT NULL,\n    `symbol`        VARCHAR(7)     NOT NULL,\n    `open`          DECIMAL(16, 8) NOT NULL,\n    `high`          DECIMAL(16, 8) NOT NULL,\n    `low`           DECIMAL(16, 8) NOT NULL,\n    `close`         DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n    `volume`        DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n    `closed`        BOOLEAN        NOT NULL DEFAULT TRUE,\n    `last_trade_id` INT            NOT NULL DEFAULT 0,\n    `num_trades`    INT            NOT NULL DEFAULT 0\n);")
 	if err != nil {
 		return err
 	}
 
-	_, err = tx.ExecContext(ctx, "CREATE TABLE `binance_klines` AS SELECT * FROM `klines` WHERE 0")
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `max_klines`\n(\n    `gid`           INTEGER PRIMARY KEY AUTOINCREMENT,\n    `exchange`      VARCHAR(10)    NOT NULL,\n    `start_time`    DATETIME(3)    NOT NULL,\n    `end_time`      DATETIME(3)    NOT NULL,\n    `interval`      VARCHAR(3)     NOT NULL,\n    `symbol`        VARCHAR(7)     NOT NULL,\n    `open`          DECIMAL(16, 8) NOT NULL,\n    `high`          DECIMAL(16, 8) NOT NULL,\n    `low`           DECIMAL(16, 8) NOT NULL,\n    `close`         DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n    `volume`        DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n    `closed`        BOOLEAN        NOT NULL DEFAULT TRUE,\n    `last_trade_id` INT            NOT NULL DEFAULT 0,\n    `num_trades`    INT            NOT NULL DEFAULT 0\n);")
 	if err != nil {
 		return err
 	}
 
-	_, err = tx.ExecContext(ctx, "CREATE TABLE `max_klines` AS SELECT * FROM `klines` WHERE 0")
+	_, err = tx.ExecContext(ctx, "CREATE INDEX `klines_end_time_symbol_interval` ON `klines` (`end_time`, `symbol`, `interval`);\nCREATE INDEX `binance_klines_end_time_symbol_interval` ON `binance_klines` (`end_time`, `symbol`, `interval`);\nCREATE INDEX `okex_klines_end_time_symbol_interval` ON `okex_klines` (`end_time`, `symbol`, `interval`);\nCREATE INDEX `max_klines_end_time_symbol_interval` ON `max_klines` (`end_time`, `symbol`, `interval`);")
 	if err != nil {
 		return err
 	}

pkg/migrations/sqlite3/20211204014905_update_taker_buy_base_volumn.go

@@ -0,0 +1,34 @@
+package sqlite3
+
+import (
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	AddMigration(upUpdateTakerBuyBaseVolumn, downUpdateTakerBuyBaseVolumn)
+
+}
+
+func upUpdateTakerBuyBaseVolumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downUpdateTakerBuyBaseVolumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "")
+	if err != nil {
+		return err
+	}
+
+	return err
+}