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tacitus/config/postgres.sql

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CREATE TABLE trades (
id SERIAL PRIMARY KEY,
trade_id integer NOT NULL,
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product CHAR(7) NOT NULL,
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price NUMERIC(1000, 8) NOT NULL,
size NUMERIC(1000, 8) NOT NULL,
buy BOOLEAN NOT NULL DEFAULT FALSE,
sell BOOLEAN NOT NULL DEFAULT FALSE,
timestamp TIMESTAMPTZ NOT NULL);
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CREATE UNIQUE INDEX product_trade_id_index ON trades (
product,
trade_id);
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CREATE INDEX timestamp_index ON trades (timestamp);
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CREATE TABLE confirmations (
id SERIAL PRIMARY KEY,
product CHAR(7) NOT NULL,
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type CHAR(1) NOT NULL,
last_id INTEGER NOT NULL DEFAULT 0);
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CREATE UNIQUE INDEX confirmations_product_type_index ON confirmations (
product,
type);
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CREATE TABLE aggregations (
id SERIAL PRIMARY KEY,
interval integer NOT NULL,
product CHAR(7) NOT NULL,
price NUMERIC(1000, 8) NOT NULL,
buy_volume NUMERIC(1000, 8) NOT NULL,
sell_volume NUMERIC(1000, 8) NOT NULL,
buy_transactions integer NOT NULL,
sell_transactions integer NOT NULL,
timestamp TIMESTAMPTZ NOT NULL
);
CREATE UNIQUE INDEX interval_product_time_index ON aggregations (
interval,
product,
timestamp);