data-pipelines/postgres-creat-trades-table.sql

CREATE SEQUENCE public.trades_id_seq
  INCREMENT 1
  MINVALUE 1
  MAXVALUE 9223372036854775807
  START 1
  CACHE 1;
ALTER TABLE public.trades_id_seq
  OWNER TO jstrong;

-- CREATE SEQUENCE public.exchangess_id_seq
--   INCREMENT 1
--   MINVALUE 1
--   MAXVALUE 255
--   START 1
--   CACHE 1;
-- ALTER TABLE public.exchangess_id_seq
--   OWNER TO jstrong;
-- 
-- CREATE SEQUENCE public.currencies_id_seq
--   INCREMENT 1
--   MINVALUE 1
--   MAXVALUE 255
--   START 1
--   CACHE 1;
-- ALTER TABLE public.currencies_id_seq
--   OWNER TO jstrong;


CREATE TABLE public.exchanges
(

  id smallint NOT NULL,
  symbol character varying(4) NOT NULL,

  CONSTRAINT exchanges_pkey PRIMARY KEY (id)

) WITH ( OIDS=FALSE );

CREATE TABLE public.currencies
(
  id smallint NOT NULL,
  symbol character varying(6) NOT NULL,

  CONSTRAINT currencies_pkey PRIMARY KEY (id)

) WITH ( OIDS=FALSE );

CREATE TABLE public.trades
(
  id integer NOT NULL DEFAULT nextval('trades_id_seq'::regclass),
  "time" timestamp with time zone NOT NULL,
  exch smallint NOT NULL,
  base smallint NOT NULL,
  quote smallint NOT NULL,
  amount double precision NOT NULL,
  price double precision NOT NULL,
  side smallint NULL,                           -- side has no fk ... bid=1, ask=2
  server_time timestamp with time zone NULL,
  CONSTRAINT trades_pkey PRIMARY KEY (id),

  CONSTRAINT exch_fk FOREIGN KEY (exch)
      REFERENCES public.exchanges (id) MATCH SIMPLE
      ON UPDATE NO ACTION ON DELETE NO ACTION DEFERRABLE INITIALLY DEFERRED,

  CONSTRAINT base_fk FOREIGN KEY (base)
      REFERENCES public.currencies (id) MATCH SIMPLE
      ON UPDATE NO ACTION ON DELETE NO ACTION DEFERRABLE INITIALLY DEFERRED,

  CONSTRAINT quote_fk FOREIGN KEY (quote)
      REFERENCES public.currencies (id) MATCH SIMPLE
      ON UPDATE NO ACTION ON DELETE NO ACTION DEFERRABLE INITIALLY DEFERRED
)
WITH (
  OIDS=FALSE
);

ALTER TABLE public.trades
  OWNER TO jstrong;

CREATE INDEX trades_time_abcdefg
  ON public.trades
  USING btree
  ("time");

CREATE INDEX trades_base_f6b2eeda
  ON public.trades
  USING btree
  (base);

CREATE INDEX trades_quote_0d5895fc
  ON public.trades
  USING btree
  (quote);

CREATE INDEX trades_exchange_5d5c6971
  ON public.trades
  USING btree
  (exch);

-- CREATE INDEX trades_side_23985593
--   ON public.trades
--   USING btree
--   (side);

-- fill in exchanges/currencies

insert into public.exchanges (id, symbol) values(1, 'plnx');
insert into public.exchanges (id, symbol) values(2, 'krkn');
insert into public.exchanges (id, symbol) values(3, 'gdax');
insert into public.exchanges (id, symbol) values(5, 'bits');
insert into public.exchanges (id, symbol) values(6, 'bmex');
insert into public.exchanges (id, symbol) values(7, 'btfx');
insert into public.exchanges (id, symbol) values(8, 'bnce');
insert into public.exchanges (id, symbol) values(9, 'okex');
insert into public.currencies (id, symbol) values(1, 'btc');
insert into public.currencies (id, symbol) values(2, 'eth');
insert into public.currencies (id, symbol) values(3, 'xmr');
insert into public.currencies (id, symbol) values(5, 'ltc');
insert into public.currencies (id, symbol) values(15, 'etc');
insert into public.currencies (id, symbol) values(4, 'usdt');
insert into public.currencies (id, symbol) values(100, 'usd');