Initialize AI Exchange closed-loop trading system repository.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

migrations/.gitkeep

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+# Migration files live here.

migrations/001_create_venues.sql

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+create table if not exists venues (
+    id bigserial primary key,
+    code text not null unique,
+    name text not null,
+    timezone text not null,
+    status text not null default 'active',
+    created_at timestamptz not null default now(),
+    updated_at timestamptz not null default now()
+);

migrations/002_create_instruments.sql

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+create table if not exists instruments (
+    id bigserial primary key,
+    venue_id bigint not null references venues(id),
+    symbol text not null,
+    asset_class text not null,
+    base_asset text,
+    quote_asset text,
+    price_scale integer not null,
+    qty_scale integer not null,
+    tick_size numeric(20,10) not null,
+    lot_size numeric(20,10),
+    active boolean not null default true,
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now(),
+    updated_at timestamptz not null default now(),
+    unique (venue_id, symbol)
+);
+
+create index if not exists idx_instruments_venue_id on instruments(venue_id);
+create index if not exists idx_instruments_active on instruments(active);

migrations/003_create_candles.sql

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+create table if not exists candles (
+    id bigserial not null,
+    instrument_id bigint not null references instruments(id),
+    timeframe text not null,
+    ts_open timestamptz not null,
+    ts_close timestamptz not null,
+    open numeric(20,10) not null,
+    high numeric(20,10) not null,
+    low numeric(20,10) not null,
+    close numeric(20,10) not null,
+    volume numeric(28,10),
+    source text not null default 'api',
+    created_at timestamptz not null default now(),
+    primary key (id, ts_open),
+    unique (instrument_id, timeframe, ts_open)
+) partition by range (ts_open);

migrations/004_create_candles_partitions_and_indexes.sql

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+create table if not exists candles_2026_04
+partition of candles
+for values from ('2026-04-01 00:00:00+00') to ('2026-05-01 00:00:00+00');
+
+create table if not exists candles_2026_05
+partition of candles
+for values from ('2026-05-01 00:00:00+00') to ('2026-06-01 00:00:00+00');
+
+create index if not exists idx_candles_instrument_tf_open_desc
+on candles (instrument_id, timeframe, ts_open desc);
+
+create index if not exists idx_candles_instrument_tf_close_desc
+on candles (instrument_id, timeframe, ts_close desc);

migrations/005_create_market_sessions.sql

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+create table if not exists market_sessions (
+    id bigserial primary key,
+    instrument_id bigint not null references instruments(id),
+    session_date date not null,
+    timezone text not null,
+    session_code text not null,
+    start_ts timestamptz not null,
+    end_ts timestamptz not null,
+    high numeric(20,10),
+    low numeric(20,10),
+    midpoint numeric(20,10),
+    status text not null default 'closed',
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now(),
+    updated_at timestamptz not null default now(),
+    unique (instrument_id, session_date, session_code, timezone)
+);
+
+create index if not exists idx_market_sessions_instr_date
+on market_sessions (instrument_id, session_date desc);
+
+create index if not exists idx_market_sessions_instr_code_date
+on market_sessions (instrument_id, session_code, session_date desc);

migrations/006_create_swings.sql

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+create table if not exists swings (
+    id bigserial primary key,
+    instrument_id bigint not null references instruments(id),
+    timeframe text not null,
+    kind text not null,
+    strength text not null,
+    price numeric(20,10) not null,
+    ts timestamptz not null,
+    left_bars integer not null,
+    right_bars integer not null,
+    confirmed boolean not null default true,
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now()
+);
+
+create index if not exists idx_swings_instr_tf_ts_desc
+on swings (instrument_id, timeframe, ts desc);
+
+create index if not exists idx_swings_instr_tf_kind_ts_desc
+on swings (instrument_id, timeframe, kind, ts desc);
+
+create index if not exists idx_swings_instr_tf_strength_ts_desc
+on swings (instrument_id, timeframe, strength, ts desc);

migrations/007_create_dealing_ranges.sql

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+create table if not exists dealing_ranges (
+    id bigserial primary key,
+    instrument_id bigint not null references instruments(id),
+    timeframe text not null,
+    high numeric(20,10) not null,
+    low numeric(20,10) not null,
+    equilibrium numeric(20,10) not null,
+    high_swing_id bigint references swings(id),
+    low_swing_id bigint references swings(id),
+    state text not null default 'valid',
+    ts_start timestamptz not null,
+    ts_end timestamptz,
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now(),
+    updated_at timestamptz not null default now()
+);
+
+create index if not exists idx_dealing_ranges_instr_tf_start_desc
+on dealing_ranges (instrument_id, timeframe, ts_start desc);
+
+create index if not exists idx_dealing_ranges_instr_tf_state_start_desc
+on dealing_ranges (instrument_id, timeframe, state, ts_start desc);

migrations/008_create_liquidity_pools.sql

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+create table if not exists liquidity_pools (
+    id bigserial primary key,
+    instrument_id bigint not null references instruments(id),
+    timeframe text not null,
+    side text not null,
+    pool_type text not null,
+    price_low numeric(20,10) not null,
+    price_high numeric(20,10) not null,
+    reference_ids jsonb not null default '[]'::jsonb,
+    status text not null default 'untouched',
+    created_ts timestamptz not null,
+    updated_ts timestamptz not null default now(),
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now()
+);
+
+create index if not exists idx_liquidity_pools_instr_tf_status_created_desc
+on liquidity_pools (instrument_id, timeframe, status, created_ts desc);
+
+create index if not exists idx_liquidity_pools_instr_tf_side_created_desc
+on liquidity_pools (instrument_id, timeframe, side, created_ts desc);

migrations/009_seed_venues.sql

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+insert into venues (code, name, timezone)
+values
+    ('OKX', 'OKX', 'UTC'),
+    ('LMAX', 'LMAX', 'UTC')
+on conflict (code) do nothing;

migrations/010_seed_instruments.sql

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+insert into instruments (
+    venue_id,
+    symbol,
+    asset_class,
+    base_asset,
+    quote_asset,
+    price_scale,
+    qty_scale,
+    tick_size,
+    lot_size,
+    active,
+    meta
+)
+select
+    v.id,
+    'BTC-USDT',
+    'crypto',
+    'BTC',
+    'USDT',
+    2,
+    6,
+    0.01,
+    0.000001,
+    true,
+    jsonb_build_object('raw_inst_id', 'BTC-USDT-SWAP', 'product_type', 'swap')
+from venues v
+where v.code = 'OKX'
+on conflict (venue_id, symbol) do nothing;
+
+insert into instruments (
+    venue_id,
+    symbol,
+    asset_class,
+    base_asset,
+    quote_asset,
+    price_scale,
+    qty_scale,
+    tick_size,
+    lot_size,
+    active,
+    meta
+)
+select
+    v.id,
+    'ETH-USDT',
+    'crypto',
+    'ETH',
+    'USDT',
+    2,
+    6,
+    0.01,
+    0.000001,
+    true,
+    jsonb_build_object('raw_inst_id', 'ETH-USDT-SWAP', 'product_type', 'swap')
+from venues v
+where v.code = 'OKX'
+on conflict (venue_id, symbol) do nothing;

migrations/011_create_displacement_events.sql

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+create table if not exists displacement_events (
+    id bigserial primary key,
+    instrument_id bigint not null references instruments(id),
+    timeframe text not null,
+    direction text not null,
+    start_ts timestamptz not null,
+    end_ts timestamptz not null,
+    strength_score numeric(8,4),
+    body_ratio numeric(8,4),
+    has_fvg boolean not null default false,
+    is_valid boolean not null default true,
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now()
+);
+
+create index if not exists idx_displacement_events_instr_tf_end_desc
+on displacement_events (instrument_id, timeframe, end_ts desc);
+
+create index if not exists idx_displacement_events_instr_tf_dir_end_desc
+on displacement_events (instrument_id, timeframe, direction, end_ts desc);

migrations/012_create_structure_events.sql

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+create table if not exists structure_events (
+    id bigserial primary key,
+    instrument_id bigint not null references instruments(id),
+    timeframe text not null,
+    event_type text not null,
+    direction text not null,
+    broken_level numeric(20,10) not null,
+    reference_swing_id bigint references swings(id),
+    displacement_event_id bigint references displacement_events(id),
+    accepted boolean,
+    signal_relevant boolean not null default true,
+    ts timestamptz not null,
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now()
+);
+
+create index if not exists idx_structure_events_instr_tf_ts_desc
+on structure_events (instrument_id, timeframe, ts desc);
+
+create index if not exists idx_structure_events_instr_tf_event_ts_desc
+on structure_events (instrument_id, timeframe, event_type, ts desc);

migrations/013_create_fvg_zones.sql

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+create table if not exists fvg_zones (
+    id bigserial primary key,
+    instrument_id bigint not null references instruments(id),
+    timeframe text not null,
+    direction text not null,
+    upper numeric(20,10) not null,
+    lower numeric(20,10) not null,
+    start_ts timestamptz not null,
+    end_ts timestamptz not null,
+    fill_pct numeric(8,4) not null default 0,
+    status text not null default 'open',
+    related_displacement_id bigint references displacement_events(id),
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now(),
+    updated_at timestamptz not null default now()
+);
+
+create index if not exists idx_fvg_zones_instr_tf_start_desc
+on fvg_zones (instrument_id, timeframe, start_ts desc);
+
+create index if not exists idx_fvg_zones_instr_tf_status_start_desc
+on fvg_zones (instrument_id, timeframe, status, start_ts desc);

migrations/014_create_bias_snapshots.sql

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+create table if not exists bias_snapshots (
+    id bigserial primary key,
+    instrument_id bigint not null references instruments(id),
+    bias_tf text not null,
+    setup_tf text not null,
+    trigger_tf text not null,
+    snapshot_ts timestamptz not null,
+    daily_bias text not null,
+    confidence numeric(8,4),
+    execution_intensity text not null,
+    narrative_code text,
+    draw_side text,
+    range_id bigint references dealing_ranges(id),
+    reason_codes jsonb not null default '[]'::jsonb,
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now()
+);
+
+create index if not exists idx_bias_snapshots_instr_snapshot_desc
+on bias_snapshots (instrument_id, snapshot_ts desc);
+
+create index if not exists idx_bias_snapshots_instr_bias_snapshot_desc
+on bias_snapshots (instrument_id, daily_bias, snapshot_ts desc);

migrations/015_create_trade_signals.sql

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+create table if not exists trade_signals (
+    id bigserial primary key,
+    instrument_id bigint not null references instruments(id),
+    model_code text not null,
+    side text not null,
+    status text not null,
+    bias_snapshot_id bigint references bias_snapshots(id),
+    entry_type text not null,
+    entry_low numeric(20,10),
+    entry_high numeric(20,10),
+    stop_loss numeric(20,10),
+    tp1 numeric(20,10),
+    tp2 numeric(20,10),
+    rr_tp1 numeric(8,4),
+    rr_tp2 numeric(8,4),
+    session_code text,
+    created_ts timestamptz not null,
+    expires_ts timestamptz,
+    invalidations jsonb not null default '[]'::jsonb,
+    evidence jsonb not null default '{}'::jsonb,
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now(),
+    updated_at timestamptz not null default now()
+);
+
+create index if not exists idx_trade_signals_instr_created_desc
+on trade_signals (instrument_id, created_ts desc);
+
+create index if not exists idx_trade_signals_instr_status_created_desc
+on trade_signals (instrument_id, status, created_ts desc);
+
+create index if not exists idx_trade_signals_instr_model_created_desc
+on trade_signals (instrument_id, model_code, created_ts desc);

migrations/016_create_trade_executions.sql

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+create table if not exists trade_executions (
+    id bigserial primary key,
+    signal_id bigint not null references trade_signals(id),
+    venue_order_id text,
+    execution_mode text not null,
+    side text not null,
+    entry_price numeric(20,10),
+    stop_loss numeric(20,10),
+    take_profit_1 numeric(20,10),
+    take_profit_2 numeric(20,10),
+    size numeric(28,10),
+    risk_pct numeric(8,4),
+    status text not null,
+    opened_ts timestamptz,
+    closed_ts timestamptz,
+    pnl numeric(28,10),
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now(),
+    updated_at timestamptz not null default now()
+);
+
+create index if not exists idx_trade_executions_signal_id
+on trade_executions (signal_id);
+
+create index if not exists idx_trade_executions_status_created_desc
+on trade_executions (status, created_at desc);
+
+create index if not exists idx_trade_executions_mode_created_desc
+on trade_executions (execution_mode, created_at desc);

migrations/017_create_backtest_runs.sql

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+create table if not exists backtest_runs (
+    id bigserial primary key,
+    model_code text not null,
+    instrument_id bigint references instruments(id),
+    timeframe_set jsonb not null default '{}'::jsonb,
+    started_ts timestamptz not null,
+    ended_ts timestamptz,
+    config jsonb not null default '{}'::jsonb,
+    summary jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now()
+);
+
+create index if not exists idx_backtest_runs_model_started_desc
+on backtest_runs (model_code, started_ts desc);
+
+create index if not exists idx_backtest_runs_instr_started_desc
+on backtest_runs (instrument_id, started_ts desc);

migrations/018_create_backtest_results.sql

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+create table if not exists backtest_results (
+    id bigserial primary key,
+    backtest_run_id bigint not null references backtest_runs(id),
+    signal_id bigint references trade_signals(id),
+    outcome text not null,
+    mfe numeric(20,10),
+    mae numeric(20,10),
+    tp1_hit boolean,
+    tp2_hit boolean,
+    invalidated_before_entry boolean,
+    error_tags jsonb not null default '[]'::jsonb,
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now()
+);
+
+create index if not exists idx_backtest_results_run_id
+on backtest_results (backtest_run_id);
+
+create index if not exists idx_backtest_results_outcome
+on backtest_results (outcome);

migrations/019_create_sweep_events.sql

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+create table if not exists sweep_events (
+    id bigserial primary key,
+    instrument_id bigint not null references instruments(id),
+    timeframe text not null,
+    side_swept text not null,
+    pool_id bigint not null references liquidity_pools(id),
+    sweep_high numeric(20,10) not null,
+    sweep_low numeric(20,10) not null,
+    sweep_ts timestamptz not null,
+    close_back_inside boolean not null default false,
+    validation_level text not null default 'weak',
+    status text not null default 'active',
+    meta jsonb not null default '{}'::jsonb,
+    created_at timestamptz not null default now(),
+    unique (instrument_id, timeframe, pool_id, sweep_ts)
+);
+
+create index if not exists idx_sweep_events_instr_tf_ts_desc
+on sweep_events (instrument_id, timeframe, sweep_ts desc);
+
+create index if not exists idx_sweep_events_pool_ts_desc
+on sweep_events (pool_id, sweep_ts desc);