Phase 1: SQLite persistence layer
- Add modernc.org/sqlite (pure Go, no CGO) - db/ package: trades, orders, config_log tables + CRUD - Trade persistence: every closed trade saved to SQLite - Restart recovery: open positions restored from DB - Automatic migration on startup
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jackyu66git
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package db
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import (
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"database/sql"
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"time"
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)
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// TradeRecord mirrors the database row for trades table.
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type TradeRecord struct {
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ID int64
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Coin string
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Direction string
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Status string // open / closed
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EntrySpread *float64
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ExitSpread *float64
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LongExchange string
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ShortExchange string
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LongEntry *float64
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LongExit *float64
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ShortEntry *float64
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ShortExit *float64
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LongPnl *float64
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ShortPnl *float64
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FeeEntry *float64
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FeeExit *float64
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NetPnl *float64
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AmountUSD float64
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ScaleCount int
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ExitReason *string
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Convergence *string
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OpenedAt time.Time
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ClosedAt *time.Time
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}
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// OrderRecord mirrors the database row for orders table.
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type OrderRecord struct {
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ID int64
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TradeID int64
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Leg string // long / short
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Type string // entry / exit / scale
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Exchange string
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Side string // buy / sell
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Price *float64
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Size *float64
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Fee *float64
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OrderID *string
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Status *string
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CreatedAt time.Time
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}
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// SaveTrade inserts a new trade and returns its ID.
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func (d *DB) SaveTrade(t *TradeRecord) (int64, error) {
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res, err := d.Exec(`INSERT INTO trades (
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coin, direction, status, entry_spread, exit_spread,
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long_exchange, short_exchange, long_entry, long_exit, short_entry, short_exit,
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long_pnl, short_pnl, fee_entry, fee_exit, net_pnl,
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amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at
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) VALUES (?,?,?,?,?, ?,?,?,?,?, ?,?,?,?,?, ?,?,?,?,?, ?,?)`,
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t.Coin, t.Direction, t.Status, t.EntrySpread, t.ExitSpread,
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t.LongExchange, t.ShortExchange, t.LongEntry, t.LongExit, t.ShortEntry, t.ShortExit,
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t.LongPnl, t.ShortPnl, t.FeeEntry, t.FeeExit, t.NetPnl,
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t.AmountUSD, t.ScaleCount, t.ExitReason, t.Convergence, t.OpenedAt, t.ClosedAt,
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)
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if err != nil {
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return 0, err
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}
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return res.LastInsertId()
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}
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// UpdateTradeStatus updates an existing trade's close data.
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func (d *DB) UpdateTradeStatus(id int64, t *TradeRecord) error {
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_, err := d.Exec(`UPDATE trades SET
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status=?, exit_spread=?, long_exit=?, short_exit=?,
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long_pnl=?, short_pnl=?, net_pnl=?,
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scale_count=?, exit_reason=?, convergence=?, closed_at=?
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WHERE id=?`,
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t.Status, t.ExitSpread,
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t.LongExit, t.ShortExit,
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t.LongPnl, t.ShortPnl, t.NetPnl,
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t.ScaleCount, t.ExitReason, t.Convergence, t.ClosedAt,
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id,
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)
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return err
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}
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// GetOpenTrades returns all trades with status='open'.
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func (d *DB) GetOpenTrades() ([]TradeRecord, error) {
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rows, err := d.Query(`SELECT id, coin, direction, status, entry_spread, exit_spread,
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long_exchange, short_exchange, long_entry, long_exit, short_entry, short_exit,
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long_pnl, short_pnl, fee_entry, fee_exit, net_pnl,
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amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at
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FROM trades WHERE status='open'`)
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if err != nil {
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return nil, err
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}
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defer rows.Close()
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return scanTrades(rows)
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}
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// GetTrades returns paginated closed trades.
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func (d *DB) GetTrades(page, limit int, coin string) ([]TradeRecord, int, error) {
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// Count total
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var total int
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countSQL := "SELECT COUNT(*) FROM trades WHERE status='closed'"
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args := []interface{}{}
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if coin != "" {
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countSQL += " AND coin=?"
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args = append(args, coin)
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}
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if err := d.QueryRow(countSQL, args...).Scan(&total); err != nil {
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return nil, 0, err
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}
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// Fetch page
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offset := (page - 1) * limit
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query := `SELECT id, coin, direction, status, entry_spread, exit_spread,
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long_exchange, short_exchange, long_entry, long_exit, short_entry, short_exit,
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long_pnl, short_pnl, fee_entry, fee_exit, net_pnl,
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amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at
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FROM trades WHERE status='closed'`
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if coin != "" {
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query += " AND coin=?"
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}
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query += " ORDER BY closed_at DESC LIMIT ? OFFSET ?"
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allArgs := args
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allArgs = append(allArgs, limit, offset)
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rows, err := d.Query(query, allArgs...)
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if err != nil {
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return nil, 0, err
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}
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defer rows.Close()
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trades, err := scanTrades(rows)
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return trades, total, err
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}
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// SaveOrder inserts an order record.
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func (d *DB) SaveOrder(o *OrderRecord) (int64, error) {
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res, err := d.Exec(`INSERT INTO orders
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(trade_id, leg, type, exchange, side, price, size, fee, order_id, status, created_at)
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VALUES (?,?,?,?,?, ?,?,?,?,?, ?)`,
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o.TradeID, o.Leg, o.Type, o.Exchange, o.Side,
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o.Price, o.Size, o.Fee, o.OrderID, o.Status, o.CreatedAt,
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)
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if err != nil {
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return 0, err
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}
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return res.LastInsertId()
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}
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// GetTradeByID returns a single trade with its orders.
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func (d *DB) GetTradeByID(id int64) (*TradeRecord, []OrderRecord, error) {
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row := d.QueryRow(`SELECT id, coin, direction, status, entry_spread, exit_spread,
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long_exchange, short_exchange, long_entry, long_exit, short_entry, short_exit,
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long_pnl, short_pnl, fee_entry, fee_exit, net_pnl,
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amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at
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FROM trades WHERE id=?`, id)
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var t TradeRecord
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err := row.Scan(
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&t.ID, &t.Coin, &t.Direction, &t.Status, &t.EntrySpread, &t.ExitSpread,
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&t.LongExchange, &t.ShortExchange, &t.LongEntry, &t.LongExit, &t.ShortEntry, &t.ShortExit,
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&t.LongPnl, &t.ShortPnl, &t.FeeEntry, &t.FeeExit, &t.NetPnl,
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&t.AmountUSD, &t.ScaleCount, &t.ExitReason, &t.Convergence, &t.OpenedAt, &t.ClosedAt,
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)
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if err != nil {
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return nil, nil, err
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}
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// Fetch orders
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oRows, err := d.Query(`SELECT id, trade_id, leg, type, exchange, side,
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price, size, fee, order_id, status, created_at
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FROM orders WHERE trade_id=? ORDER BY id`, id)
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if err != nil {
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return nil, nil, err
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}
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defer oRows.Close()
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var orders []OrderRecord
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for oRows.Next() {
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var o OrderRecord
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if err := oRows.Scan(&o.ID, &o.TradeID, &o.Leg, &o.Type, &o.Exchange, &o.Side,
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&o.Price, &o.Size, &o.Fee, &o.OrderID, &o.Status, &o.CreatedAt); err != nil {
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return nil, nil, err
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}
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orders = append(orders, o)
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}
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return &t, orders, nil
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}
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func scanTrades(rows *sql.Rows) ([]TradeRecord, error) {
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var trades []TradeRecord
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for rows.Next() {
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var t TradeRecord
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if err := rows.Scan(
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&t.ID, &t.Coin, &t.Direction, &t.Status, &t.EntrySpread, &t.ExitSpread,
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&t.LongExchange, &t.ShortExchange, &t.LongEntry, &t.LongExit, &t.ShortEntry, &t.ShortExit,
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&t.LongPnl, &t.ShortPnl, &t.FeeEntry, &t.FeeExit, &t.NetPnl,
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&t.AmountUSD, &t.ScaleCount, &t.ExitReason, &t.Convergence, &t.OpenedAt, &t.ClosedAt,
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); err != nil {
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return nil, err
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}
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trades = append(trades, t)
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}
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return trades, rows.Err()
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}
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