bbgo_origin/migrations/mysql/20200721225616_trades.sql

43 lines
1.6 KiB
SQL

-- !txn
-- +up
CREATE TABLE `trades`
(
`gid` BIGINT UNSIGNED NOT NULL AUTO_INCREMENT,
`id` BIGINT UNSIGNED,
`order_id` BIGINT UNSIGNED NOT NULL,
`exchange` VARCHAR(24) NOT NULL DEFAULT '',
`symbol` VARCHAR(20) NOT NULL,
`price` DECIMAL(16, 8) UNSIGNED NOT NULL,
`quantity` DECIMAL(16, 8) UNSIGNED NOT NULL,
`quote_quantity` DECIMAL(16, 8) UNSIGNED NOT NULL,
`fee` DECIMAL(16, 8) UNSIGNED NOT NULL,
`fee_currency` VARCHAR(10) 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,
`is_margin` BOOLEAN NOT NULL DEFAULT FALSE,
`is_isolated` BOOLEAN NOT NULL DEFAULT FALSE,
`strategy` VARCHAR(32) NULL,
`pnl` DECIMAL NULL,
PRIMARY KEY (`gid`),
UNIQUE KEY `id` (`exchange`, `symbol`, `side`, `id`)
);
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 TABLE IF EXISTS `trades`;
DROP INDEX trades_symbol ON trades;
DROP INDEX trades_symbol_fee_currency ON trades;
DROP INDEX trades_traded_at_symbol ON trades;