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5fb50fa2cb
backtest: add ftx kline table
34 lines
1.0 KiB
SQL
34 lines
1.0 KiB
SQL
-- +up
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-- +begin
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create table if not exists ftx_klines
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(
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gid bigint unsigned auto_increment
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primary key,
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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(12) not null,
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open decimal(16,8) unsigned not null,
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high decimal(16,8) unsigned not null,
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low decimal(16,8) unsigned not null,
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close decimal(16,8) unsigned default 0.00000000 not null,
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volume decimal(20,8) unsigned default 0.00000000 not null,
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closed tinyint(1) default 1 not null,
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last_trade_id int unsigned default '0' not null,
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num_trades int unsigned default '0' not null,
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quote_volume decimal(32,4) default 0.0000 not null,
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taker_buy_base_volume decimal(32,8) not null,
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taker_buy_quote_volume decimal(32,4) default 0.0000 not null
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);
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-- +end
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-- +begin
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create index klines_end_time_symbol_interval
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on ftx_klines (end_time, symbol, `interval`);
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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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