File size: 2,325 Bytes
590a501 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 | from datetime import datetime
from sqlalchemy import Column, DateTime, Float, Integer, String
from sqlalchemy.ext.asyncio import AsyncSession, create_async_engine
from sqlalchemy.orm import DeclarativeBase, sessionmaker
from app.core.config import settings
async_engine = create_async_engine(settings.DATABASE_URL, echo=False)
async_session = sessionmaker(async_engine, class_=AsyncSession, expire_on_commit=False)
class Base(DeclarativeBase):
pass
class OrderModel(Base):
__tablename__ = "orders"
order_id = Column(String, primary_key=True)
symbol = Column(String, nullable=False, index=True)
side = Column(String, nullable=False)
order_type = Column(String, nullable=False)
quantity = Column(Integer, nullable=False)
filled_quantity = Column(Integer, default=0)
price = Column(Float, nullable=True)
avg_price = Column(Float, default=0.0)
status = Column(String, nullable=False)
strategy_id = Column(String, nullable=True)
created_at = Column(DateTime, default=datetime.utcnow)
updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)
class TradeModel(Base):
__tablename__ = "trades"
trade_id = Column(String, primary_key=True)
order_id = Column(String, nullable=False, index=True)
symbol = Column(String, nullable=False, index=True)
side = Column(String, nullable=False)
quantity = Column(Integer, nullable=False)
price = Column(Float, nullable=False)
pnl = Column(Float, default=0.0)
strategy_id = Column(String, nullable=True)
timestamp = Column(DateTime, default=datetime.utcnow)
class KlineModel(Base):
__tablename__ = "klines"
id = Column(Integer, primary_key=True, autoincrement=True)
symbol = Column(String, nullable=False, index=True)
interval = Column(String, nullable=False)
open = Column(Float, nullable=False)
high = Column(Float, nullable=False)
low = Column(Float, nullable=False)
close = Column(Float, nullable=False)
volume = Column(Integer, nullable=False)
timestamp = Column(DateTime, nullable=False)
async def init_db():
async with async_engine.begin() as conn:
await conn.run_sync(Base.metadata.create_all)
async def get_session() -> AsyncSession:
async with async_session() as session:
yield session
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