docs: add DOCKER_GUIDE.md and fix .env parsing; chore: update docker and script configurations
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BTC Bot
199
docker/init-scripts/01-schema.sql
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199
docker/init-scripts/01-schema.sql
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-- 1. Enable TimescaleDB extension
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CREATE EXTENSION IF NOT EXISTS timescaledb;
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-- 2. Create candles table (main data storage)
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CREATE TABLE IF NOT EXISTS candles (
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time TIMESTAMPTZ NOT NULL,
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symbol TEXT NOT NULL,
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interval TEXT NOT NULL,
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open DECIMAL(18,8) NOT NULL,
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high DECIMAL(18,8) NOT NULL,
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low DECIMAL(18,8) NOT NULL,
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close DECIMAL(18,8) NOT NULL,
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volume DECIMAL(18,8) NOT NULL,
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validated BOOLEAN DEFAULT FALSE,
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source TEXT DEFAULT 'hyperliquid',
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created_at TIMESTAMPTZ DEFAULT NOW()
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);
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-- 3. Convert to hypertable (partitioned by time)
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SELECT create_hypertable('candles', 'time',
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chunk_time_interval => INTERVAL '7 days',
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if_not_exists => TRUE
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);
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-- 4. Create unique constraint for upserts (required by ON CONFLICT)
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ALTER TABLE candles
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ADD CONSTRAINT candles_unique_candle
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UNIQUE (time, symbol, interval);
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-- 5. Create indexes for efficient queries
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CREATE INDEX IF NOT EXISTS idx_candles_symbol_time
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ON candles (symbol, interval, time DESC);
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CREATE INDEX IF NOT EXISTS idx_candles_validated
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ON candles (validated) WHERE validated = FALSE;
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-- 5. Create indicators table (computed values)
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CREATE TABLE IF NOT EXISTS indicators (
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time TIMESTAMPTZ NOT NULL,
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symbol TEXT NOT NULL,
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interval TEXT NOT NULL,
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indicator_name TEXT NOT NULL,
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value DECIMAL(18,8) NOT NULL,
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parameters JSONB,
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computed_at TIMESTAMPTZ DEFAULT NOW()
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);
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-- 6. Convert indicators to hypertable
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SELECT create_hypertable('indicators', 'time',
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chunk_time_interval => INTERVAL '7 days',
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if_not_exists => TRUE
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);
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-- 7. Create unique constraint + index for indicators (required for upserts)
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ALTER TABLE indicators
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ADD CONSTRAINT indicators_unique
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UNIQUE (time, symbol, interval, indicator_name);
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CREATE INDEX IF NOT EXISTS idx_indicators_lookup
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ON indicators (symbol, interval, indicator_name, time DESC);
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-- 8. Create data quality log table
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CREATE TABLE IF NOT EXISTS data_quality (
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time TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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check_type TEXT NOT NULL,
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severity TEXT NOT NULL,
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symbol TEXT,
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details JSONB,
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resolved BOOLEAN DEFAULT FALSE
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);
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CREATE INDEX IF NOT EXISTS idx_quality_unresolved
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ON data_quality (resolved) WHERE resolved = FALSE;
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CREATE INDEX IF NOT EXISTS idx_quality_time
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ON data_quality (time DESC);
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-- 9. Create collector state tracking table
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CREATE TABLE IF NOT EXISTS collector_state (
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id SERIAL PRIMARY KEY,
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symbol TEXT NOT NULL UNIQUE,
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last_candle_time TIMESTAMPTZ,
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last_validation_time TIMESTAMPTZ,
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total_candles BIGINT DEFAULT 0,
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updated_at TIMESTAMPTZ DEFAULT NOW()
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);
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-- 10. Insert initial state for cbBTC
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INSERT INTO collector_state (symbol, last_candle_time)
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VALUES ('cbBTC', NULL)
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ON CONFLICT (symbol) DO NOTHING;
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-- 11. Enable compression for old data (after 7 days)
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ALTER TABLE candles SET (
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timescaledb.compress,
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timescaledb.compress_segmentby = 'symbol,interval'
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);
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ALTER TABLE indicators SET (
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timescaledb.compress,
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timescaledb.compress_segmentby = 'symbol,interval,indicator_name'
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);
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-- 12. Add compression policies
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SELECT add_compression_policy('candles', INTERVAL '7 days', if_not_exists => TRUE);
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SELECT add_compression_policy('indicators', INTERVAL '7 days', if_not_exists => TRUE);
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-- 13. Create function to update collector state
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CREATE OR REPLACE FUNCTION update_collector_state()
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RETURNS TRIGGER AS $$
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BEGIN
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INSERT INTO collector_state (symbol, last_candle_time, total_candles)
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VALUES (NEW.symbol, NEW.time, 1)
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ON CONFLICT (symbol)
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DO UPDATE SET
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last_candle_time = NEW.time,
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total_candles = collector_state.total_candles + 1,
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updated_at = NOW();
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RETURN NEW;
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END;
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$$ LANGUAGE plpgsql;
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-- 14. Create trigger to auto-update state
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DROP TRIGGER IF EXISTS trigger_update_state ON candles;
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CREATE TRIGGER trigger_update_state
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AFTER INSERT ON candles
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FOR EACH ROW
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EXECUTE FUNCTION update_collector_state();
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-- 15. Create view for data health check
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CREATE OR REPLACE VIEW data_health AS
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SELECT
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symbol,
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COUNT(*) as total_candles,
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COUNT(*) FILTER (WHERE validated) as validated_candles,
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MAX(time) as latest_candle,
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MIN(time) as earliest_candle,
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NOW() - MAX(time) as time_since_last
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FROM candles
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GROUP BY symbol;
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-- 16. Create decisions table (brain outputs - buy/sell/hold with full context)
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CREATE TABLE IF NOT EXISTS decisions (
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time TIMESTAMPTZ NOT NULL,
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symbol TEXT NOT NULL,
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interval TEXT NOT NULL,
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decision_type TEXT NOT NULL,
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strategy TEXT NOT NULL,
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confidence DECIMAL(5,4),
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price_at_decision DECIMAL(18,8),
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indicator_snapshot JSONB NOT NULL,
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candle_snapshot JSONB NOT NULL,
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reasoning TEXT,
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backtest_id TEXT,
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executed BOOLEAN DEFAULT FALSE,
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execution_price DECIMAL(18,8),
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execution_time TIMESTAMPTZ,
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created_at TIMESTAMPTZ DEFAULT NOW()
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);
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-- 17. Convert decisions to hypertable
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SELECT create_hypertable('decisions', 'time',
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chunk_time_interval => INTERVAL '7 days',
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if_not_exists => TRUE
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);
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-- 18. Indexes for decisions - separate live from backtest queries
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CREATE INDEX IF NOT EXISTS idx_decisions_live
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ON decisions (symbol, interval, time DESC) WHERE backtest_id IS NULL;
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CREATE INDEX IF NOT EXISTS idx_decisions_backtest
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ON decisions (backtest_id, symbol, time DESC) WHERE backtest_id IS NOT NULL;
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CREATE INDEX IF NOT EXISTS idx_decisions_type
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ON decisions (symbol, decision_type, time DESC);
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-- 19. Create backtest_runs metadata table
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CREATE TABLE IF NOT EXISTS backtest_runs (
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id TEXT PRIMARY KEY,
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strategy TEXT NOT NULL,
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symbol TEXT NOT NULL DEFAULT 'BTC',
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start_time TIMESTAMPTZ NOT NULL,
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end_time TIMESTAMPTZ NOT NULL,
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intervals TEXT[] NOT NULL,
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config JSONB,
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results JSONB,
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created_at TIMESTAMPTZ DEFAULT NOW()
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);
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-- 20. Compression for decisions
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ALTER TABLE decisions SET (
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timescaledb.compress,
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timescaledb.compress_segmentby = 'symbol,interval,strategy'
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);
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SELECT add_compression_policy('decisions', INTERVAL '7 days', if_not_exists => TRUE);
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-- Success message
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SELECT 'Database schema initialized successfully' as status;
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