polymarket-bot/bot/data/schema.sql

-- 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;