289 lines
6.7 KiB
Markdown
289 lines
6.7 KiB
Markdown
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# Database Schema
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This document describes the database schema for Crypto Trader.
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## Database Options
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- **SQLite**: Default, bundled, zero configuration
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- **PostgreSQL**: Optional, for advanced users with large datasets
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## Core Tables
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### Exchanges
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Stores exchange configuration and credentials.
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```sql
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CREATE TABLE exchanges (
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id INTEGER PRIMARY KEY,
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name TEXT UNIQUE NOT NULL,
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api_key TEXT, -- Encrypted
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secret_key TEXT, -- Encrypted
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password TEXT, -- Encrypted (for some exchanges)
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api_permissions TEXT DEFAULT 'read_only',
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is_enabled BOOLEAN DEFAULT TRUE,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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updated_at TIMESTAMP
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);
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```
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### Strategies
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Stores trading strategy configuration.
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```sql
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CREATE TABLE strategies (
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id INTEGER PRIMARY KEY,
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name TEXT UNIQUE NOT NULL,
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description TEXT,
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strategy_type TEXT NOT NULL,
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parameters TEXT, -- JSON
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is_enabled BOOLEAN DEFAULT FALSE,
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is_paper_trading BOOLEAN DEFAULT TRUE,
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exchange_id INTEGER REFERENCES exchanges(id),
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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updated_at TIMESTAMP
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);
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```
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### Trades
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Stores executed trades.
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```sql
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CREATE TABLE trades (
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id INTEGER PRIMARY KEY,
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order_id TEXT UNIQUE NOT NULL,
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symbol TEXT NOT NULL,
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side TEXT NOT NULL, -- 'buy' or 'sell'
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type TEXT NOT NULL, -- 'market', 'limit', etc.
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price REAL,
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amount REAL,
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cost REAL,
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fee REAL DEFAULT 0.0,
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status TEXT DEFAULT 'open',
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is_paper_trade BOOLEAN DEFAULT TRUE,
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executed_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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exchange_id INTEGER REFERENCES exchanges(id),
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strategy_id INTEGER REFERENCES strategies(id)
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);
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```
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### Positions
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Stores open and closed positions.
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```sql
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CREATE TABLE positions (
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id INTEGER PRIMARY KEY,
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symbol TEXT NOT NULL,
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exchange_id INTEGER REFERENCES exchanges(id),
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quantity REAL NOT NULL,
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entry_price REAL NOT NULL,
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current_price REAL,
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unrealized_pnl REAL,
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realized_pnl REAL,
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is_open BOOLEAN DEFAULT TRUE,
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position_type TEXT DEFAULT 'spot', -- 'spot', 'futures', 'margin'
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leverage REAL DEFAULT 1.0,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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updated_at TIMESTAMP,
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UNIQUE(symbol, exchange_id, position_type)
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);
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```
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### Orders
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Stores order history and status.
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```sql
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CREATE TABLE orders (
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id INTEGER PRIMARY KEY,
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exchange_order_id TEXT UNIQUE NOT NULL,
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client_order_id TEXT,
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symbol TEXT NOT NULL,
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side TEXT NOT NULL,
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type TEXT NOT NULL,
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price REAL,
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amount REAL,
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filled_amount REAL DEFAULT 0.0,
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remaining_amount REAL DEFAULT 0.0,
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cost REAL DEFAULT 0.0,
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status TEXT DEFAULT 'pending',
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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updated_at TIMESTAMP,
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exchange_id INTEGER REFERENCES exchanges(id),
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strategy_id INTEGER REFERENCES strategies(id),
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is_paper_trade BOOLEAN DEFAULT TRUE
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);
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```
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### Market Data
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Stores historical OHLCV data.
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```sql
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CREATE TABLE market_data (
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id INTEGER PRIMARY KEY,
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symbol TEXT NOT NULL,
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timeframe TEXT NOT NULL,
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timestamp TIMESTAMP NOT NULL,
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open REAL NOT NULL,
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high REAL NOT NULL,
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low REAL NOT NULL,
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close REAL NOT NULL,
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volume REAL NOT NULL,
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exchange_id INTEGER REFERENCES exchanges(id),
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UNIQUE(symbol, timeframe, timestamp)
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);
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```
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### Portfolio Snapshots
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Stores portfolio snapshots over time.
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```sql
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CREATE TABLE portfolio_snapshots (
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id INTEGER PRIMARY KEY,
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timestamp TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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total_value REAL NOT NULL,
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cash_balance REAL NOT NULL,
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asset_holdings TEXT, -- JSON
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exchange_id INTEGER REFERENCES exchanges(id)
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);
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```
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### Backtest Results
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Stores backtesting results.
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```sql
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CREATE TABLE backtest_results (
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id INTEGER PRIMARY KEY,
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strategy_id INTEGER REFERENCES strategies(id),
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start_date TIMESTAMP NOT NULL,
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end_date TIMESTAMP NOT NULL,
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initial_capital REAL NOT NULL,
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final_capital REAL NOT NULL,
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total_return REAL NOT NULL,
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sharpe_ratio REAL,
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sortino_ratio REAL,
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max_drawdown REAL,
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win_rate REAL,
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other_metrics TEXT, -- JSON
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run_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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);
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```
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### Risk Limits
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Stores risk management limits.
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```sql
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CREATE TABLE risk_limits (
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id INTEGER PRIMARY KEY,
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strategy_id INTEGER REFERENCES strategies(id),
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exchange_id INTEGER REFERENCES exchanges(id),
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limit_type TEXT NOT NULL,
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value REAL NOT NULL,
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is_active BOOLEAN DEFAULT TRUE,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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updated_at TIMESTAMP
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);
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```
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### Alerts
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Stores alert configurations.
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```sql
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CREATE TABLE alerts (
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id INTEGER PRIMARY KEY,
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name TEXT NOT NULL,
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alert_type TEXT NOT NULL,
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condition TEXT NOT NULL,
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is_active BOOLEAN DEFAULT TRUE,
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triggered_at TIMESTAMP,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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);
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```
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### Rebalancing Events
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Stores portfolio rebalancing history.
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```sql
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CREATE TABLE rebalancing_events (
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id INTEGER PRIMARY KEY,
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timestamp TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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exchange_id INTEGER REFERENCES exchanges(id),
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old_allocations TEXT, -- JSON
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new_allocations TEXT, -- JSON
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executed_trades TEXT, -- JSON
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status TEXT DEFAULT 'completed'
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);
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```
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### App State
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Stores application state for recovery.
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```sql
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CREATE TABLE app_state (
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id INTEGER PRIMARY KEY,
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key TEXT UNIQUE NOT NULL,
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value TEXT, -- JSON
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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);
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```
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### Audit Log
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Stores security audit events.
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```sql
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CREATE TABLE audit_log (
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id INTEGER PRIMARY KEY,
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timestamp TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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event_type TEXT NOT NULL,
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user_id TEXT,
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details TEXT -- JSON
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);
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```
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## Indexes
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Key indexes for performance:
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- `market_data(symbol, timeframe, timestamp)` - Unique index
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- `trades(symbol, executed_at)` - For trade queries
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- `positions(symbol, exchange_id, is_open)` - For position lookups
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- `orders(status, created_at)` - For order management
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- `strategies(is_enabled)` - For active strategy queries
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## Relationships
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- **Exchanges** → **Strategies** (one-to-many)
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- **Exchanges** → **Trades** (one-to-many)
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- **Strategies** → **Trades** (one-to-many)
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- **Strategies** → **Backtest Results** (one-to-many)
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- **Exchanges** → **Positions** (one-to-many)
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- **Exchanges** → **Market Data** (one-to-many)
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## Data Retention
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Configurable retention policies:
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- **Market Data**: Configurable (default: 1 year)
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- **Trades**: Permanent
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- **Orders**: Permanent
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- **Portfolio Snapshots**: Configurable (default: 1 year)
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- **Logs**: Configurable (default: 30 days)
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## Backup and Recovery
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- **Automatic Backups**: Before critical operations
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- **Manual Backups**: Via export functionality
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- **Recovery**: From backup files or database dumps
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