Local changes: Updated model training, removed debug instrumentation, and configuration improvements
This commit is contained in:
kfox
288
docs/architecture/database_schema.md
Normal file
288
docs/architecture/database_schema.md
Normal file
@@ -0,0 +1,288 @@
|
||||
# Database Schema
|
||||
|
||||
This document describes the database schema for Crypto Trader.
|
||||
|
||||
## Database Options
|
||||
|
||||
- **SQLite**: Default, bundled, zero configuration
|
||||
- **PostgreSQL**: Optional, for advanced users with large datasets
|
||||
|
||||
## Core Tables
|
||||
|
||||
### Exchanges
|
||||
|
||||
Stores exchange configuration and credentials.
|
||||
|
||||
```sql
|
||||
CREATE TABLE exchanges (
|
||||
id INTEGER PRIMARY KEY,
|
||||
name TEXT UNIQUE NOT NULL,
|
||||
api_key TEXT, -- Encrypted
|
||||
secret_key TEXT, -- Encrypted
|
||||
password TEXT, -- Encrypted (for some exchanges)
|
||||
api_permissions TEXT DEFAULT 'read_only',
|
||||
is_enabled BOOLEAN DEFAULT TRUE,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
updated_at TIMESTAMP
|
||||
);
|
||||
```
|
||||
|
||||
### Strategies
|
||||
|
||||
Stores trading strategy configuration.
|
||||
|
||||
```sql
|
||||
CREATE TABLE strategies (
|
||||
id INTEGER PRIMARY KEY,
|
||||
name TEXT UNIQUE NOT NULL,
|
||||
description TEXT,
|
||||
strategy_type TEXT NOT NULL,
|
||||
parameters TEXT, -- JSON
|
||||
is_enabled BOOLEAN DEFAULT FALSE,
|
||||
is_paper_trading BOOLEAN DEFAULT TRUE,
|
||||
exchange_id INTEGER REFERENCES exchanges(id),
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
updated_at TIMESTAMP
|
||||
);
|
||||
```
|
||||
|
||||
### Trades
|
||||
|
||||
Stores executed trades.
|
||||
|
||||
```sql
|
||||
CREATE TABLE trades (
|
||||
id INTEGER PRIMARY KEY,
|
||||
order_id TEXT UNIQUE NOT NULL,
|
||||
symbol TEXT NOT NULL,
|
||||
side TEXT NOT NULL, -- 'buy' or 'sell'
|
||||
type TEXT NOT NULL, -- 'market', 'limit', etc.
|
||||
price REAL,
|
||||
amount REAL,
|
||||
cost REAL,
|
||||
fee REAL DEFAULT 0.0,
|
||||
status TEXT DEFAULT 'open',
|
||||
is_paper_trade BOOLEAN DEFAULT TRUE,
|
||||
executed_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
exchange_id INTEGER REFERENCES exchanges(id),
|
||||
strategy_id INTEGER REFERENCES strategies(id)
|
||||
);
|
||||
```
|
||||
|
||||
### Positions
|
||||
|
||||
Stores open and closed positions.
|
||||
|
||||
```sql
|
||||
CREATE TABLE positions (
|
||||
id INTEGER PRIMARY KEY,
|
||||
symbol TEXT NOT NULL,
|
||||
exchange_id INTEGER REFERENCES exchanges(id),
|
||||
quantity REAL NOT NULL,
|
||||
entry_price REAL NOT NULL,
|
||||
current_price REAL,
|
||||
unrealized_pnl REAL,
|
||||
realized_pnl REAL,
|
||||
is_open BOOLEAN DEFAULT TRUE,
|
||||
position_type TEXT DEFAULT 'spot', -- 'spot', 'futures', 'margin'
|
||||
leverage REAL DEFAULT 1.0,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
updated_at TIMESTAMP,
|
||||
UNIQUE(symbol, exchange_id, position_type)
|
||||
);
|
||||
```
|
||||
|
||||
### Orders
|
||||
|
||||
Stores order history and status.
|
||||
|
||||
```sql
|
||||
CREATE TABLE orders (
|
||||
id INTEGER PRIMARY KEY,
|
||||
exchange_order_id TEXT UNIQUE NOT NULL,
|
||||
client_order_id TEXT,
|
||||
symbol TEXT NOT NULL,
|
||||
side TEXT NOT NULL,
|
||||
type TEXT NOT NULL,
|
||||
price REAL,
|
||||
amount REAL,
|
||||
filled_amount REAL DEFAULT 0.0,
|
||||
remaining_amount REAL DEFAULT 0.0,
|
||||
cost REAL DEFAULT 0.0,
|
||||
status TEXT DEFAULT 'pending',
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
updated_at TIMESTAMP,
|
||||
exchange_id INTEGER REFERENCES exchanges(id),
|
||||
strategy_id INTEGER REFERENCES strategies(id),
|
||||
is_paper_trade BOOLEAN DEFAULT TRUE
|
||||
);
|
||||
```
|
||||
|
||||
### Market Data
|
||||
|
||||
Stores historical OHLCV data.
|
||||
|
||||
```sql
|
||||
CREATE TABLE market_data (
|
||||
id INTEGER PRIMARY KEY,
|
||||
symbol TEXT NOT NULL,
|
||||
timeframe TEXT NOT NULL,
|
||||
timestamp TIMESTAMP NOT NULL,
|
||||
open REAL NOT NULL,
|
||||
high REAL NOT NULL,
|
||||
low REAL NOT NULL,
|
||||
close REAL NOT NULL,
|
||||
volume REAL NOT NULL,
|
||||
exchange_id INTEGER REFERENCES exchanges(id),
|
||||
UNIQUE(symbol, timeframe, timestamp)
|
||||
);
|
||||
```
|
||||
|
||||
### Portfolio Snapshots
|
||||
|
||||
Stores portfolio snapshots over time.
|
||||
|
||||
```sql
|
||||
CREATE TABLE portfolio_snapshots (
|
||||
id INTEGER PRIMARY KEY,
|
||||
timestamp TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
total_value REAL NOT NULL,
|
||||
cash_balance REAL NOT NULL,
|
||||
asset_holdings TEXT, -- JSON
|
||||
exchange_id INTEGER REFERENCES exchanges(id)
|
||||
);
|
||||
```
|
||||
|
||||
### Backtest Results
|
||||
|
||||
Stores backtesting results.
|
||||
|
||||
```sql
|
||||
CREATE TABLE backtest_results (
|
||||
id INTEGER PRIMARY KEY,
|
||||
strategy_id INTEGER REFERENCES strategies(id),
|
||||
start_date TIMESTAMP NOT NULL,
|
||||
end_date TIMESTAMP NOT NULL,
|
||||
initial_capital REAL NOT NULL,
|
||||
final_capital REAL NOT NULL,
|
||||
total_return REAL NOT NULL,
|
||||
sharpe_ratio REAL,
|
||||
sortino_ratio REAL,
|
||||
max_drawdown REAL,
|
||||
win_rate REAL,
|
||||
other_metrics TEXT, -- JSON
|
||||
run_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
|
||||
);
|
||||
```
|
||||
|
||||
### Risk Limits
|
||||
|
||||
Stores risk management limits.
|
||||
|
||||
```sql
|
||||
CREATE TABLE risk_limits (
|
||||
id INTEGER PRIMARY KEY,
|
||||
strategy_id INTEGER REFERENCES strategies(id),
|
||||
exchange_id INTEGER REFERENCES exchanges(id),
|
||||
limit_type TEXT NOT NULL,
|
||||
value REAL NOT NULL,
|
||||
is_active BOOLEAN DEFAULT TRUE,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
updated_at TIMESTAMP
|
||||
);
|
||||
```
|
||||
|
||||
### Alerts
|
||||
|
||||
Stores alert configurations.
|
||||
|
||||
```sql
|
||||
CREATE TABLE alerts (
|
||||
id INTEGER PRIMARY KEY,
|
||||
name TEXT NOT NULL,
|
||||
alert_type TEXT NOT NULL,
|
||||
condition TEXT NOT NULL,
|
||||
is_active BOOLEAN DEFAULT TRUE,
|
||||
triggered_at TIMESTAMP,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
|
||||
);
|
||||
```
|
||||
|
||||
### Rebalancing Events
|
||||
|
||||
Stores portfolio rebalancing history.
|
||||
|
||||
```sql
|
||||
CREATE TABLE rebalancing_events (
|
||||
id INTEGER PRIMARY KEY,
|
||||
timestamp TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
exchange_id INTEGER REFERENCES exchanges(id),
|
||||
old_allocations TEXT, -- JSON
|
||||
new_allocations TEXT, -- JSON
|
||||
executed_trades TEXT, -- JSON
|
||||
status TEXT DEFAULT 'completed'
|
||||
);
|
||||
```
|
||||
|
||||
### App State
|
||||
|
||||
Stores application state for recovery.
|
||||
|
||||
```sql
|
||||
CREATE TABLE app_state (
|
||||
id INTEGER PRIMARY KEY,
|
||||
key TEXT UNIQUE NOT NULL,
|
||||
value TEXT, -- JSON
|
||||
updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
|
||||
);
|
||||
```
|
||||
|
||||
### Audit Log
|
||||
|
||||
Stores security audit events.
|
||||
|
||||
```sql
|
||||
CREATE TABLE audit_log (
|
||||
id INTEGER PRIMARY KEY,
|
||||
timestamp TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
event_type TEXT NOT NULL,
|
||||
user_id TEXT,
|
||||
details TEXT -- JSON
|
||||
);
|
||||
```
|
||||
|
||||
## Indexes
|
||||
|
||||
Key indexes for performance:
|
||||
|
||||
- `market_data(symbol, timeframe, timestamp)` - Unique index
|
||||
- `trades(symbol, executed_at)` - For trade queries
|
||||
- `positions(symbol, exchange_id, is_open)` - For position lookups
|
||||
- `orders(status, created_at)` - For order management
|
||||
- `strategies(is_enabled)` - For active strategy queries
|
||||
|
||||
## Relationships
|
||||
|
||||
- **Exchanges** → **Strategies** (one-to-many)
|
||||
- **Exchanges** → **Trades** (one-to-many)
|
||||
- **Strategies** → **Trades** (one-to-many)
|
||||
- **Strategies** → **Backtest Results** (one-to-many)
|
||||
- **Exchanges** → **Positions** (one-to-many)
|
||||
- **Exchanges** → **Market Data** (one-to-many)
|
||||
|
||||
## Data Retention
|
||||
|
||||
Configurable retention policies:
|
||||
|
||||
- **Market Data**: Configurable (default: 1 year)
|
||||
- **Trades**: Permanent
|
||||
- **Orders**: Permanent
|
||||
- **Portfolio Snapshots**: Configurable (default: 1 year)
|
||||
- **Logs**: Configurable (default: 30 days)
|
||||
|
||||
## Backup and Recovery
|
||||
|
||||
- **Automatic Backups**: Before critical operations
|
||||
- **Manual Backups**: Via export functionality
|
||||
- **Recovery**: From backup files or database dumps
|
||||
|
||||
Reference in New Issue
Block a user