mirror of
https://github.com/c9s/bbgo.git
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98 lines
3.5 KiB
SQL
98 lines
3.5 KiB
SQL
-- +up
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-- +begin
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CREATE TABLE `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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);
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-- +end
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-- +begin
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CREATE TABLE `okex_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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);
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-- +end
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-- +begin
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CREATE TABLE `binance_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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);
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-- +end
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-- +begin
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CREATE TABLE `max_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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);
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-- +end
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-- +begin
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CREATE INDEX `klines_end_time_symbol_interval` ON `klines` (`end_time`, `symbol`, `interval`);
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CREATE INDEX `binance_klines_end_time_symbol_interval` ON `binance_klines` (`end_time`, `symbol`, `interval`);
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CREATE INDEX `okex_klines_end_time_symbol_interval` ON `okex_klines` (`end_time`, `symbol`, `interval`);
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CREATE INDEX `max_klines_end_time_symbol_interval` ON `max_klines` (`end_time`, `symbol`, `interval`);
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-- +end
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-- +down
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DROP INDEX IF EXISTS `klines_end_time_symbol_interval`;
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DROP TABLE IF EXISTS `binance_klines`;
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DROP TABLE IF EXISTS `okex_klines`;
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DROP TABLE IF EXISTS `max_klines`;
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DROP TABLE IF EXISTS `klines`;
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