-- Polymarket Bot Database Schema CREATE TABLE IF NOT EXISTS trades ( id TEXT PRIMARY KEY, market_id TEXT NOT NULL, question TEXT NOT NULL, direction TEXT NOT NULL, -- BUY_YES | BUY_NO size_usdc DOUBLE PRECISION, entry_price DOUBLE PRECISION, shares DOUBLE PRECISION, fee_usdc DOUBLE PRECISION, net_cost DOUBLE PRECISION, timestamp TIMESTAMPTZ NOT NULL, reasoning TEXT, paper BOOLEAN DEFAULT TRUE ); CREATE TABLE IF NOT EXISTS metrics_daily ( id SERIAL PRIMARY KEY, timestamp TIMESTAMPTZ NOT NULL, total_trades INTEGER, total_deployed DOUBLE PRECISION, total_fees DOUBLE PRECISION, total_pnl DOUBLE PRECISION, win_rate DOUBLE PRECISION, avg_edge DOUBLE PRECISION, sharpe_ratio DOUBLE PRECISION, calibration_score DOUBLE PRECISION, paper_mode BOOLEAN DEFAULT TRUE ); CREATE TABLE IF NOT EXISTS markets ( id TEXT PRIMARY KEY, condition_id TEXT, question TEXT NOT NULL, category TEXT, end_date TEXT, active BOOLEAN DEFAULT TRUE, last_seen TIMESTAMPTZ DEFAULT NOW() ); CREATE TABLE IF NOT EXISTS signals ( id SERIAL PRIMARY KEY, market_id TEXT NOT NULL, timestamp TIMESTAMPTZ NOT NULL, polymarket_price DOUBLE PRECISION, estimated_prob DOUBLE PRECISION, edge DOUBLE PRECISION, confidence DOUBLE PRECISION, direction TEXT, acted_on BOOLEAN DEFAULT FALSE ); CREATE INDEX IF NOT EXISTS idx_trades_timestamp ON trades(timestamp DESC); CREATE INDEX IF NOT EXISTS idx_trades_market ON trades(market_id); CREATE INDEX IF NOT EXISTS idx_metrics_timestamp ON metrics_daily(timestamp DESC); CREATE INDEX IF NOT EXISTS idx_signals_timestamp ON signals(timestamp DESC); -- ───────────────────────────────────────────────────────────────────────────── -- Phase 1 migrations: edge neto real -- -- spread_estimate and commission are HEURISTICS, not exact Polymarket exchange -- costs. spread_estimate ≈ estimated half-spread for medium-liquidity markets. -- commission = COMMISSION_RATE (0.02) * size_usdc — mirrors Polymarket taker fee. -- edge_net = edge_gross - spread_estimate - commission/size_usdc -- = edge_gross - 0.02 - 0.02 (always 0.04 deduction at current rates) -- -- These are stored per-trade so we can audit whether the model's cost assumptions -- were met in practice once markets resolve. -- ───────────────────────────────────────────────────────────────────────────── ALTER TABLE trades ADD COLUMN IF NOT EXISTS edge_gross DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS edge_net DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS prior_prob DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS final_prob DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS mid_price DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS spread_estimate DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS commission DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS family_key TEXT; -- ───────────────────────────────────────────────────────────────────────────── -- Phase 2 / Phase 5 migrations: market families + observability -- -- Signals table extended so each evaluated market carries its audit trail: -- skip_reason — why the market was not traded ("edge_net", "family", -- "gnews_priority", "regime", "prior_extreme", etc.) -- passed_gross — True if edge_gross alone met regime_min_edge -- passed_net — True if edge_net met regime_min_edge (the actual gate) -- family_key — market family slug (e.g. "texas-republican-2026") -- regime_min_edge — threshold that applied to this market/category -- ───────────────────────────────────────────────────────────────────────────── ALTER TABLE signals ADD COLUMN IF NOT EXISTS edge_gross DOUBLE PRECISION; ALTER TABLE signals ADD COLUMN IF NOT EXISTS edge_net DOUBLE PRECISION; ALTER TABLE signals ADD COLUMN IF NOT EXISTS family_key TEXT; ALTER TABLE signals ADD COLUMN IF NOT EXISTS regime_min_edge DOUBLE PRECISION; ALTER TABLE signals ADD COLUMN IF NOT EXISTS skip_reason TEXT; ALTER TABLE signals ADD COLUMN IF NOT EXISTS passed_gross BOOLEAN; ALTER TABLE signals ADD COLUMN IF NOT EXISTS passed_net BOOLEAN; CREATE INDEX IF NOT EXISTS idx_signals_market ON signals(market_id); CREATE INDEX IF NOT EXISTS idx_trades_family ON trades(family_key); -- ───────────────────────────────────────────────────────────────────────────── -- Position lifecycle: legacy scan can close erroneous paper positions. -- closed_at IS NULL → position is open (all open-position queries filter this). -- closed_at NOT NULL → position closed; close_reason explains why. -- ───────────────────────────────────────────────────────────────────────────── ALTER TABLE trades ADD COLUMN IF NOT EXISTS closed_at TIMESTAMPTZ; ALTER TABLE trades ADD COLUMN IF NOT EXISTS close_reason TEXT; CREATE INDEX IF NOT EXISTS idx_trades_closed ON trades(closed_at) WHERE closed_at IS NOT NULL; -- ───────────────────────────────────────────────────────────────────────────── -- Fix 3: market resolution and realized P&L per trade -- -- resolution: 1.0 if YES resolved, 0.0 if NO resolved, NULL if not yet settled. -- close_pnl: realized P&L in USDC at close time. -- BUY_YES: (resolution - entry_price) * shares -- BUY_NO: ((1 - resolution) - entry_price) * shares -- NULL if closed without a known resolution (legacy closes, inversion fixes). -- ───────────────────────────────────────────────────────────────────────────── ALTER TABLE trades ADD COLUMN IF NOT EXISTS close_pnl DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS resolution DOUBLE PRECISION; -- ───────────────────────────────────────────────────────────────────────────── -- Phase 6: per-feature signal attribution — all values in log-odds space -- -- All four primary features share a common unit (log-odds contribution to -- the posterior estimate) so they can be compared directly: -- -- feat_fg_lo = _fg_contribution × 2 -- Fear & Greed direction-adjusted delta, ×2 to log-odds. -- Non-zero for every trade. Range ≈ ±0.12. -- Materiality threshold: |lo| ≥ 0.05. -- -- feat_mom_lo = _momentum_contribution × 2 -- Momentum delta (direction-adjusted), ×2 to log-odds. -- Zero when |btc_change_24h| ≤ 2 %. Range ≈ ±0.15. -- Materiality threshold: |lo| ≥ 0.05. -- -- feat_news_lo = news_log_adj (already in log-odds, no scaling) -- GNews sentiment × NEWS_LOGODDS_WEIGHT (1.5). -- Zero for non-politics or when GNews budget exhausted. -- Range ≈ ±1.5. Materiality threshold: |lo| ≥ 0.10. -- -- feat_mfld_lo = manifold_log_adj (already in log-odds, no scaling) -- Manifold divergence × MANIFOLD_LOGODDS_WEIGHT (0.6). -- Zero when Manifold returned no result. -- Range ≈ ±0.6. Materiality threshold: |lo| ≥ 0.10. -- -- feat_btc_dom_lo = _btc_dom_contribution × 2 -- BTC-dominance alt-pressure delta, ×2 to log-odds. -- Only fires for ETH / altcoin / general-crypto markets -- when btc_dominance > 55 % or < 45 %. -- Values: { −0.06, 0.0, +0.06 }. -- Materiality threshold: |lo| ≥ 0.05. -- -- NULL for pre-Phase-6 trades. Backfilled at startup via -- Database.backfill_feature_columns() using reasoning-string regex -- (fg_lo/mom_lo multiplied by 2 from raw; news_lo/mfld_lo taken directly; -- btc_dom_lo cannot be backfilled and remains NULL for legacy trades). -- ───────────────────────────────────────────────────────────────────────────── ALTER TABLE trades ADD COLUMN IF NOT EXISTS feat_fg_lo DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS feat_mom_lo DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS feat_news_lo DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS feat_mfld_lo DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS feat_btc_dom_lo DOUBLE PRECISION; CREATE INDEX IF NOT EXISTS idx_trades_feat_fg ON trades(feat_fg_lo) WHERE feat_fg_lo IS NOT NULL; CREATE INDEX IF NOT EXISTS idx_trades_feat_mfld ON trades(feat_mfld_lo) WHERE feat_mfld_lo IS NOT NULL; -- ───────────────────────────────────────────────────────────────────────────── -- Manifold match audit — per-trade columns in trades -- -- Persisted for every trade where Manifold was queried (status='accepted'). -- mfld_match_status: 'accepted' | 'rejected' | 'no_results' -- mfld_inverted: TRUE when prob_final = 1 - prob_raw (party complement match) -- ───────────────────────────────────────────────────────────────────────────── ALTER TABLE trades ADD COLUMN IF NOT EXISTS mfld_market_id TEXT; ALTER TABLE trades ADD COLUMN IF NOT EXISTS mfld_market_title TEXT; ALTER TABLE trades ADD COLUMN IF NOT EXISTS mfld_market_url TEXT; ALTER TABLE trades ADD COLUMN IF NOT EXISTS mfld_prob_raw DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS mfld_prob_final DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS mfld_inverted BOOLEAN; ALTER TABLE trades ADD COLUMN IF NOT EXISTS mfld_match_score DOUBLE PRECISION; ALTER TABLE trades ADD COLUMN IF NOT EXISTS mfld_match_reason TEXT; ALTER TABLE trades ADD COLUMN IF NOT EXISTS mfld_match_status TEXT; -- ───────────────────────────────────────────────────────────────────────────── -- Manifold match audit table — records every Manifold query attempt -- -- Populated for ALL queries: accepted, rejected, and no_results. -- used_in_trade=TRUE is set after executor confirms a trade was executed. -- poly_market_id: Market.id from the Polymarket Market dataclass (never NULL). -- ───────────────────────────────────────────────────────────────────────────── CREATE TABLE IF NOT EXISTS manifold_match_audit ( id TEXT PRIMARY KEY, timestamp TIMESTAMPTZ DEFAULT NOW(), poly_market_id TEXT NOT NULL, poly_question TEXT NOT NULL, search_query TEXT, mfld_market_id TEXT, mfld_market_title TEXT, mfld_market_url TEXT, prob_raw DOUBLE PRECISION, prob_final DOUBLE PRECISION, inverted BOOLEAN DEFAULT FALSE, match_score DOUBLE PRECISION, match_reason TEXT, match_status TEXT NOT NULL, used_in_trade BOOLEAN DEFAULT FALSE ); CREATE INDEX IF NOT EXISTS idx_mfld_audit_timestamp ON manifold_match_audit(timestamp DESC); CREATE INDEX IF NOT EXISTS idx_mfld_audit_status ON manifold_match_audit(match_status); CREATE INDEX IF NOT EXISTS idx_mfld_audit_poly_mkt ON manifold_match_audit(poly_market_id); -- ───────────────────────────────────────────────────────────────────────────── -- Metric exclusion — administrative closure flag -- -- excluded_from_metrics: TRUE for trades closed for non-signal reasons -- (bad matcher, data error, admin close). These trades are excluded from -- win_rate, calibration_score, realized_pnl, and feature attribution. -- exclusion_reason: free-text label for the exclusion cause. -- e.g. 'invalid_manifold_match_legacy' -- ───────────────────────────────────────────────────────────────────────────── ALTER TABLE trades ADD COLUMN IF NOT EXISTS excluded_from_metrics BOOLEAN DEFAULT FALSE; ALTER TABLE trades ADD COLUMN IF NOT EXISTS exclusion_reason TEXT; CREATE INDEX IF NOT EXISTS idx_trades_excluded ON trades(excluded_from_metrics) WHERE excluded_from_metrics = TRUE; -- ───────────────────────────────────────────────────────────────────────────── -- Fix 3: extended metrics_daily columns for DB-computed metrics -- -- unrealized_pnl_est: SUM(edge_net * net_cost - fee) on open trades with edge_net. -- Estimated — uses model's own edge signal, not live market price. -- realized_pnl: SUM(close_pnl) on closed trades with a known resolution. -- Exact — derived from actual market outcome. -- open_count / closed_count / resolved_count: trade counts at snapshot time. -- ───────────────────────────────────────────────────────────────────────────── ALTER TABLE metrics_daily ADD COLUMN IF NOT EXISTS unrealized_pnl_est DOUBLE PRECISION; ALTER TABLE metrics_daily ADD COLUMN IF NOT EXISTS realized_pnl DOUBLE PRECISION; ALTER TABLE metrics_daily ADD COLUMN IF NOT EXISTS open_count INTEGER; ALTER TABLE metrics_daily ADD COLUMN IF NOT EXISTS closed_count INTEGER; ALTER TABLE metrics_daily ADD COLUMN IF NOT EXISTS resolved_count INTEGER; -- ───────────────────────────────────────────────────────────────────────────── -- Checkpoint alerts — one-shot and rate-limited Telegram observation alerts -- -- fired_at: timestamp of the first fire (immutable for one-shot checkpoints) -- last_fired_at: updated on every fire (used for rate-limiting repeatable alerts) -- ───────────────────────────────────────────────────────────────────────────── CREATE TABLE IF NOT EXISTS checkpoint_alerts ( checkpoint_name TEXT PRIMARY KEY, fired_at TIMESTAMPTZ NOT NULL, last_fired_at TIMESTAMPTZ );