93 lines
3.5 KiB
SQL
93 lines
3.5 KiB
SQL
-- Core trading tables
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-- Symbols and instruments
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CREATE TABLE trading.symbols (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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symbol VARCHAR(20) NOT NULL UNIQUE,
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name VARCHAR(255),
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exchange VARCHAR(50),
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asset_type VARCHAR(20) DEFAULT 'equity',
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sector VARCHAR(100),
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is_active BOOLEAN DEFAULT true,
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metadata JSONB DEFAULT '{}',
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Orders
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CREATE TABLE trading.orders (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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symbol_id UUID REFERENCES trading.symbols(id),
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strategy_id UUID,
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order_type VARCHAR(20) NOT NULL, -- 'market', 'limit', 'stop', etc.
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side VARCHAR(10) NOT NULL CHECK (side IN ('buy', 'sell')),
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quantity DECIMAL(18,8) NOT NULL CHECK (quantity > 0),
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price DECIMAL(18,8),
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stop_price DECIMAL(18,8),
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status VARCHAR(20) DEFAULT 'pending' CHECK (status IN ('pending', 'submitted', 'filled', 'cancelled', 'rejected')),
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broker_order_id VARCHAR(100),
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filled_quantity DECIMAL(18,8) DEFAULT 0,
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avg_fill_price DECIMAL(18,8),
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commission DECIMAL(18,8) DEFAULT 0,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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CONSTRAINT valid_prices CHECK (
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(order_type = 'market') OR
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(order_type = 'limit' AND price IS NOT NULL) OR
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(order_type = 'stop' AND stop_price IS NOT NULL)
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)
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);
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-- Positions
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CREATE TABLE trading.positions (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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symbol_id UUID REFERENCES trading.symbols(id),
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strategy_id UUID,
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quantity DECIMAL(18,8) NOT NULL,
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avg_cost DECIMAL(18,8) NOT NULL,
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market_value DECIMAL(18,8),
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unrealized_pnl DECIMAL(18,8),
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realized_pnl DECIMAL(18,8) DEFAULT 0,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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UNIQUE(symbol_id, strategy_id)
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);
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-- Executions/Fills
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CREATE TABLE trading.executions (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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order_id UUID REFERENCES trading.orders(id),
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symbol_id UUID REFERENCES trading.symbols(id),
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side VARCHAR(10) NOT NULL CHECK (side IN ('buy', 'sell')),
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quantity DECIMAL(18,8) NOT NULL,
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price DECIMAL(18,8) NOT NULL,
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commission DECIMAL(18,8) DEFAULT 0,
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broker_execution_id VARCHAR(100),
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executed_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Accounts/Portfolios
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CREATE TABLE trading.accounts (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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name VARCHAR(255) NOT NULL,
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account_type VARCHAR(50) DEFAULT 'paper', -- 'paper', 'live'
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broker VARCHAR(50),
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cash_balance DECIMAL(18,2) DEFAULT 0,
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buying_power DECIMAL(18,2) DEFAULT 0,
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total_value DECIMAL(18,2) DEFAULT 0,
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is_active BOOLEAN DEFAULT true,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create indexes for performance
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CREATE INDEX idx_orders_symbol_created ON trading.orders(symbol_id, created_at);
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CREATE INDEX idx_orders_status ON trading.orders(status);
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CREATE INDEX idx_orders_strategy ON trading.orders(strategy_id);
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CREATE INDEX idx_positions_strategy ON trading.positions(strategy_id);
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CREATE INDEX idx_executions_order ON trading.executions(order_id);
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CREATE INDEX idx_executions_symbol_time ON trading.executions(symbol_id, executed_at);
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-- Grant permissions to reader
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GRANT SELECT ON ALL TABLES IN SCHEMA trading TO trading_reader;
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