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43 lines
1.6 KiB
SQL
43 lines
1.6 KiB
SQL
-- !txn
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-- +up
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CREATE TABLE `trades`
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(
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`gid` BIGINT UNSIGNED NOT NULL AUTO_INCREMENT,
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`id` BIGINT UNSIGNED,
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`order_id` BIGINT UNSIGNED NOT NULL,
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`exchange` VARCHAR(24) NOT NULL DEFAULT '',
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`symbol` VARCHAR(32) NOT NULL,
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`price` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`quantity` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`quote_quantity` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`fee` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`fee_currency` VARCHAR(16) NOT NULL,
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`is_buyer` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_maker` BOOLEAN NOT NULL DEFAULT FALSE,
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`side` VARCHAR(4) NOT NULL DEFAULT '',
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`traded_at` DATETIME(3) NOT NULL,
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`is_margin` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_isolated` BOOLEAN NOT NULL DEFAULT FALSE,
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`strategy` VARCHAR(32) NULL,
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`pnl` DECIMAL NULL,
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PRIMARY KEY (`gid`),
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UNIQUE KEY `id` (`exchange`, `symbol`, `side`, `id`)
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);
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CREATE INDEX trades_symbol ON trades (exchange, symbol);
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CREATE INDEX trades_symbol_fee_currency ON trades (exchange, symbol, fee_currency, traded_at);
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CREATE INDEX trades_traded_at_symbol ON trades (exchange, traded_at, symbol);
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-- +down
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DROP TABLE IF EXISTS `trades`;
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DROP INDEX trades_symbol ON trades;
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DROP INDEX trades_symbol_fee_currency ON trades;
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DROP INDEX trades_traded_at_symbol ON trades;
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