initial setup

2025-06-02 08:15:20 -04:00 · 2025-06-02 08:15:20 -04:00 · 232a63dfe8
commit 232a63dfe8
61 changed files with 4985 additions and 0 deletions
--- a/database/postgres/init/01-init-schemas.sql
+++ b/database/postgres/init/01-init-schemas.sql
@ -0,0 +1,20 @@
+-- Trading Bot Database Schema Initialization
+
+-- Create schemas
+CREATE SCHEMA IF NOT EXISTS trading;
+CREATE SCHEMA IF NOT EXISTS strategy;
+CREATE SCHEMA IF NOT EXISTS risk;
+CREATE SCHEMA IF NOT EXISTS audit;
+
+-- Set search path for the database
+ALTER DATABASE trading_bot SET search_path TO trading, strategy, risk, audit, public;
+
+-- Create extensions
+CREATE EXTENSION IF NOT EXISTS "uuid-ossp";
+CREATE EXTENSION IF NOT EXISTS "btree_gin";
+CREATE EXTENSION IF NOT EXISTS "pg_stat_statements";
+
+-- Create a read-only user for analytics
+CREATE USER trading_reader WITH PASSWORD 'reader_pass_dev';
+GRANT CONNECT ON DATABASE trading_bot TO trading_reader;
+GRANT USAGE ON SCHEMA trading, strategy, risk, audit TO trading_reader;
--- a/database/postgres/init/02-trading-tables.sql
+++ b/database/postgres/init/02-trading-tables.sql
@ -0,0 +1,93 @@
+-- Core trading tables
+
+-- Symbols and instruments
+CREATE TABLE trading.symbols (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    symbol VARCHAR(20) NOT NULL UNIQUE,
+    name VARCHAR(255),
+    exchange VARCHAR(50),
+    asset_type VARCHAR(20) DEFAULT 'equity',
+    sector VARCHAR(100),
+    is_active BOOLEAN DEFAULT true,
+    metadata JSONB DEFAULT '{}',
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Orders
+CREATE TABLE trading.orders (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    symbol_id UUID REFERENCES trading.symbols(id),
+    strategy_id UUID,
+    order_type VARCHAR(20) NOT NULL, -- 'market', 'limit', 'stop', etc.
+    side VARCHAR(10) NOT NULL CHECK (side IN ('buy', 'sell')),
+    quantity DECIMAL(18,8) NOT NULL CHECK (quantity > 0),
+    price DECIMAL(18,8),
+    stop_price DECIMAL(18,8),
+    status VARCHAR(20) DEFAULT 'pending' CHECK (status IN ('pending', 'submitted', 'filled', 'cancelled', 'rejected')),
+    broker_order_id VARCHAR(100),
+    filled_quantity DECIMAL(18,8) DEFAULT 0,
+    avg_fill_price DECIMAL(18,8),
+    commission DECIMAL(18,8) DEFAULT 0,
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    CONSTRAINT valid_prices CHECK (
+        (order_type = 'market') OR 
+        (order_type = 'limit' AND price IS NOT NULL) OR
+        (order_type = 'stop' AND stop_price IS NOT NULL)
+    )
+);
+
+-- Positions
+CREATE TABLE trading.positions (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    symbol_id UUID REFERENCES trading.symbols(id),
+    strategy_id UUID,
+    quantity DECIMAL(18,8) NOT NULL,
+    avg_cost DECIMAL(18,8) NOT NULL,
+    market_value DECIMAL(18,8),
+    unrealized_pnl DECIMAL(18,8),
+    realized_pnl DECIMAL(18,8) DEFAULT 0,
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    UNIQUE(symbol_id, strategy_id)
+);
+
+-- Executions/Fills
+CREATE TABLE trading.executions (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    order_id UUID REFERENCES trading.orders(id),
+    symbol_id UUID REFERENCES trading.symbols(id),
+    side VARCHAR(10) NOT NULL CHECK (side IN ('buy', 'sell')),
+    quantity DECIMAL(18,8) NOT NULL,
+    price DECIMAL(18,8) NOT NULL,
+    commission DECIMAL(18,8) DEFAULT 0,
+    broker_execution_id VARCHAR(100),
+    executed_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Accounts/Portfolios
+CREATE TABLE trading.accounts (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    name VARCHAR(255) NOT NULL,
+    account_type VARCHAR(50) DEFAULT 'paper', -- 'paper', 'live'
+    broker VARCHAR(50),
+    cash_balance DECIMAL(18,2) DEFAULT 0,
+    buying_power DECIMAL(18,2) DEFAULT 0,
+    total_value DECIMAL(18,2) DEFAULT 0,
+    is_active BOOLEAN DEFAULT true,
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Create indexes for performance
+CREATE INDEX idx_orders_symbol_created ON trading.orders(symbol_id, created_at);
+CREATE INDEX idx_orders_status ON trading.orders(status);
+CREATE INDEX idx_orders_strategy ON trading.orders(strategy_id);
+CREATE INDEX idx_positions_strategy ON trading.positions(strategy_id);
+CREATE INDEX idx_executions_order ON trading.executions(order_id);
+CREATE INDEX idx_executions_symbol_time ON trading.executions(symbol_id, executed_at);
+
+-- Grant permissions to reader
+GRANT SELECT ON ALL TABLES IN SCHEMA trading TO trading_reader;
--- a/database/postgres/init/03-strategy-risk-tables.sql
+++ b/database/postgres/init/03-strategy-risk-tables.sql
@ -0,0 +1,105 @@
+-- Strategy and Risk Management Tables
+
+-- Strategies
+CREATE TABLE strategy.strategies (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    name VARCHAR(255) NOT NULL,
+    description TEXT,
+    version VARCHAR(20) DEFAULT '1.0.0',
+    config JSONB DEFAULT '{}',
+    parameters JSONB DEFAULT '{}',
+    is_active BOOLEAN DEFAULT false,
+    is_enabled BOOLEAN DEFAULT true,
+    created_by VARCHAR(255),
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Strategy executions/runs
+CREATE TABLE strategy.executions (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    strategy_id UUID REFERENCES strategy.strategies(id),
+    status VARCHAR(20) DEFAULT 'running' CHECK (status IN ('running', 'stopped', 'error', 'completed')),
+    started_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    stopped_at TIMESTAMP WITH TIME ZONE,
+    error_message TEXT,
+    execution_stats JSONB DEFAULT '{}',
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Strategy signals
+CREATE TABLE strategy.signals (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    strategy_id UUID REFERENCES strategy.strategies(id),
+    symbol_id UUID REFERENCES trading.symbols(id),
+    signal_type VARCHAR(20) NOT NULL CHECK (signal_type IN ('buy', 'sell', 'hold')),
+    strength DECIMAL(3,2) CHECK (strength >= 0 AND strength <= 1), -- 0.0 to 1.0
+    confidence DECIMAL(3,2) CHECK (confidence >= 0 AND confidence <= 1),
+    target_price DECIMAL(18,8),
+    stop_loss DECIMAL(18,8),
+    take_profit DECIMAL(18,8),
+    metadata JSONB DEFAULT '{}',
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Risk limits
+CREATE TABLE risk.limits (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    strategy_id UUID REFERENCES strategy.strategies(id),
+    account_id UUID REFERENCES trading.accounts(id),
+    limit_type VARCHAR(50) NOT NULL, -- 'max_position_size', 'max_daily_loss', 'max_drawdown', etc.
+    limit_value DECIMAL(18,8) NOT NULL,
+    current_value DECIMAL(18,8) DEFAULT 0,
+    threshold_warning DECIMAL(18,8), -- Warning at X% of limit
+    is_active BOOLEAN DEFAULT true,
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Risk events/alerts
+CREATE TABLE risk.events (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    limit_id UUID REFERENCES risk.limits(id),
+    strategy_id UUID,
+    event_type VARCHAR(50) NOT NULL, -- 'warning', 'breach', 'resolved'
+    severity VARCHAR(20) DEFAULT 'medium' CHECK (severity IN ('low', 'medium', 'high', 'critical')),
+    message TEXT NOT NULL,
+    current_value DECIMAL(18,8),
+    limit_value DECIMAL(18,8),
+    metadata JSONB DEFAULT '{}',
+    acknowledged BOOLEAN DEFAULT false,
+    acknowledged_by VARCHAR(255),
+    acknowledged_at TIMESTAMP WITH TIME ZONE,
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Performance tracking
+CREATE TABLE strategy.performance (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    strategy_id UUID REFERENCES strategy.strategies(id),
+    date DATE NOT NULL,
+    total_return DECIMAL(10,4),
+    daily_return DECIMAL(10,4),
+    sharpe_ratio DECIMAL(10,4),
+    max_drawdown DECIMAL(10,4),
+    win_rate DECIMAL(5,4),
+    profit_factor DECIMAL(10,4),
+    total_trades INTEGER DEFAULT 0,
+    winning_trades INTEGER DEFAULT 0,
+    losing_trades INTEGER DEFAULT 0,
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    UNIQUE(strategy_id, date)
+);
+
+-- Create indexes
+CREATE INDEX idx_strategies_active ON strategy.strategies(is_active, is_enabled);
+CREATE INDEX idx_executions_strategy ON strategy.executions(strategy_id);
+CREATE INDEX idx_signals_strategy_time ON strategy.signals(strategy_id, created_at);
+CREATE INDEX idx_signals_symbol ON strategy.signals(symbol_id);
+CREATE INDEX idx_limits_strategy ON risk.limits(strategy_id);
+CREATE INDEX idx_risk_events_severity ON risk.events(severity, created_at);
+CREATE INDEX idx_performance_strategy_date ON strategy.performance(strategy_id, date);
+
+-- Grant permissions
+GRANT SELECT ON ALL TABLES IN SCHEMA strategy TO trading_reader;
+GRANT SELECT ON ALL TABLES IN SCHEMA risk TO trading_reader;
--- a/database/postgres/init/04-audit-tables.sql
+++ b/database/postgres/init/04-audit-tables.sql
@ -0,0 +1,59 @@
+-- Audit and System Tables
+
+-- System events audit
+CREATE TABLE audit.system_events (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    service_name VARCHAR(100) NOT NULL,
+    event_type VARCHAR(50) NOT NULL,
+    event_data JSONB DEFAULT '{}',
+    user_id VARCHAR(255),
+    ip_address INET,
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Trading events audit
+CREATE TABLE audit.trading_events (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    event_type VARCHAR(50) NOT NULL, -- 'order_created', 'order_filled', 'position_opened', etc.
+    entity_type VARCHAR(50) NOT NULL, -- 'order', 'position', 'execution'
+    entity_id UUID NOT NULL,
+    old_values JSONB,
+    new_values JSONB,
+    changed_by VARCHAR(255),
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Service health monitoring
+CREATE TABLE audit.service_health (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    service_name VARCHAR(100) NOT NULL,
+    status VARCHAR(20) NOT NULL CHECK (status IN ('healthy', 'unhealthy', 'degraded')),
+    version VARCHAR(50),
+    uptime_seconds INTEGER,
+    memory_usage_mb INTEGER,
+    cpu_usage_percent DECIMAL(5,2),
+    last_health_check TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
+    metadata JSONB DEFAULT '{}',
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Configuration changes
+CREATE TABLE audit.config_changes (
+    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
+    config_key VARCHAR(255) NOT NULL,
+    old_value TEXT,
+    new_value TEXT,
+    changed_by VARCHAR(255),
+    reason TEXT,
+    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+);
+
+-- Create indexes
+CREATE INDEX idx_system_events_service_time ON audit.system_events(service_name, created_at);
+CREATE INDEX idx_trading_events_type_time ON audit.trading_events(event_type, created_at);
+CREATE INDEX idx_trading_events_entity ON audit.trading_events(entity_type, entity_id);
+CREATE INDEX idx_service_health_name_time ON audit.service_health(service_name, created_at);
+CREATE INDEX idx_config_changes_key_time ON audit.config_changes(config_key, created_at);
+
+-- Grant permissions
+GRANT SELECT ON ALL TABLES IN SCHEMA audit TO trading_reader;
--- a/database/postgres/init/05-initial-data.sql
+++ b/database/postgres/init/05-initial-data.sql
@ -0,0 +1,55 @@
+-- Insert initial reference data
+
+-- Insert common symbols
+INSERT INTO trading.symbols (symbol, name, exchange, asset_type, sector) VALUES
+('AAPL', 'Apple Inc.', 'NASDAQ', 'equity', 'Technology'),
+('GOOGL', 'Alphabet Inc.', 'NASDAQ', 'equity', 'Technology'),
+('MSFT', 'Microsoft Corporation', 'NASDAQ', 'equity', 'Technology'),
+('AMZN', 'Amazon.com Inc.', 'NASDAQ', 'equity', 'Consumer Discretionary'),
+('TSLA', 'Tesla Inc.', 'NASDAQ', 'equity', 'Consumer Discretionary'),
+('NVDA', 'NVIDIA Corporation', 'NASDAQ', 'equity', 'Technology'),
+('META', 'Meta Platforms Inc.', 'NASDAQ', 'equity', 'Technology'),
+('NFLX', 'Netflix Inc.', 'NASDAQ', 'equity', 'Communication Services'),
+('SPY', 'SPDR S&P 500 ETF Trust', 'NYSE', 'etf', 'Broad Market'),
+('QQQ', 'Invesco QQQ Trust', 'NASDAQ', 'etf', 'Technology'),
+('BTC-USD', 'Bitcoin USD', 'CRYPTO', 'cryptocurrency', 'Digital Assets'),
+('ETH-USD', 'Ethereum USD', 'CRYPTO', 'cryptocurrency', 'Digital Assets');
+
+-- Insert default trading account
+INSERT INTO trading.accounts (name, account_type, broker, cash_balance, buying_power, total_value) VALUES
+('Demo Account', 'paper', 'demo', 100000.00, 100000.00, 100000.00);
+
+-- Insert demo strategy
+INSERT INTO strategy.strategies (name, description, config, parameters, is_active) VALUES
+('Demo Mean Reversion', 'Simple mean reversion strategy for demonstration', 
+ '{"timeframe": "1h", "lookback_period": 20}',
+ '{"rsi_oversold": 30, "rsi_overbought": 70, "position_size": 0.1}',
+ false);
+
+-- Insert basic risk limits
+INSERT INTO risk.limits (strategy_id, limit_type, limit_value, threshold_warning) 
+SELECT s.id, 'max_position_size', 10000.00, 8000.00
+FROM strategy.strategies s 
+WHERE s.name = 'Demo Mean Reversion';
+
+INSERT INTO risk.limits (strategy_id, limit_type, limit_value, threshold_warning)
+SELECT s.id, 'max_daily_loss', 5000.00, 4000.00
+FROM strategy.strategies s 
+WHERE s.name = 'Demo Mean Reversion';
+
+-- Create updated_at trigger function
+CREATE OR REPLACE FUNCTION update_updated_at_column()
+RETURNS TRIGGER AS $$
+BEGIN
+    NEW.updated_at = NOW();
+    RETURN NEW;
+END;
+$$ language 'plpgsql';
+
+-- Apply updated_at triggers
+CREATE TRIGGER update_symbols_updated_at BEFORE UPDATE ON trading.symbols FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
+CREATE TRIGGER update_orders_updated_at BEFORE UPDATE ON trading.orders FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
+CREATE TRIGGER update_positions_updated_at BEFORE UPDATE ON trading.positions FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
+CREATE TRIGGER update_accounts_updated_at BEFORE UPDATE ON trading.accounts FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
+CREATE TRIGGER update_strategies_updated_at BEFORE UPDATE ON strategy.strategies FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
+CREATE TRIGGER update_limits_updated_at BEFORE UPDATE ON risk.limits FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();