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5fb50fa2cb
backtest: add ftx kline table
31 lines
971 B
SQL
31 lines
971 B
SQL
-- +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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