mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-15 03:23:52 +00:00
72 lines
2.4 KiB
SQL
72 lines
2.4 KiB
SQL
-- +up
|
|
CREATE TABLE `profits`
|
|
(
|
|
`gid` BIGINT UNSIGNED NOT NULL AUTO_INCREMENT,
|
|
|
|
`strategy` VARCHAR(32) NOT NULL,
|
|
`strategy_instance_id` VARCHAR(64) NOT NULL,
|
|
|
|
`symbol` VARCHAR(30) NOT NULL,
|
|
|
|
-- average_cost is the position average cost
|
|
`average_cost` DECIMAL(16, 8) UNSIGNED NOT NULL,
|
|
|
|
-- profit is the pnl (profit and loss)
|
|
`profit` DECIMAL(16, 8) NOT NULL,
|
|
|
|
-- net_profit is the pnl (profit and loss)
|
|
`net_profit` DECIMAL(16, 8) NOT NULL,
|
|
|
|
-- profit_margin is the pnl (profit and loss)
|
|
`profit_margin` DECIMAL(16, 8) NOT NULL,
|
|
|
|
-- net_profit_margin is the pnl (profit and loss)
|
|
`net_profit_margin` DECIMAL(16, 8) NOT NULL,
|
|
|
|
`quote_currency` VARCHAR(10) NOT NULL,
|
|
|
|
`base_currency` VARCHAR(15) NOT NULL,
|
|
|
|
-- -------------------------------------------------------
|
|
-- embedded trade data --
|
|
-- -------------------------------------------------------
|
|
`exchange` VARCHAR(24) NOT NULL DEFAULT '',
|
|
|
|
`is_futures` BOOLEAN NOT NULL DEFAULT FALSE,
|
|
|
|
`is_margin` BOOLEAN NOT NULL DEFAULT FALSE,
|
|
|
|
`is_isolated` BOOLEAN NOT NULL DEFAULT FALSE,
|
|
|
|
`trade_id` BIGINT UNSIGNED NOT NULL,
|
|
|
|
-- side is the side of the trade that makes profit
|
|
`side` VARCHAR(4) NOT NULL DEFAULT '',
|
|
|
|
`is_buyer` BOOLEAN NOT NULL DEFAULT FALSE,
|
|
|
|
`is_maker` BOOLEAN NOT NULL DEFAULT FALSE,
|
|
|
|
-- price is the price of the trade that makes profit
|
|
`price` DECIMAL(16, 8) UNSIGNED NOT NULL,
|
|
|
|
-- quantity is the quantity of the trade that makes profit
|
|
`quantity` DECIMAL(16, 8) UNSIGNED NOT NULL,
|
|
|
|
-- quote_quantity is the quote quantity of the trade that makes profit
|
|
`quote_quantity` DECIMAL(16, 8) UNSIGNED NOT NULL,
|
|
|
|
`traded_at` DATETIME(3) NOT NULL,
|
|
|
|
-- fee
|
|
`fee_in_usd` DECIMAL(16, 8),
|
|
`fee` DECIMAL(16, 8) NOT NULL,
|
|
`fee_currency` VARCHAR(10) NOT NULL,
|
|
|
|
PRIMARY KEY (`gid`),
|
|
UNIQUE KEY `trade_id` (`trade_id`)
|
|
);
|
|
|
|
-- +down
|
|
DROP TABLE IF EXISTS `profits`;
|