trading_bot_v4/prisma/schema.prisma

// Prisma Schema for Trading Bot v4
// Database: PostgreSQL

generator client {
  provider = "prisma-client-js"
}

datasource db {
  provider = "postgresql"
  url      = env("DATABASE_URL")
}

// Trade records for analysis and performance tracking
model Trade {
  id        String   @id @default(cuid())
  createdAt DateTime @default(now())
  updatedAt DateTime @updatedAt

  // Trade identification
  positionId       String   @unique // Transaction signature from entry order
  symbol           String   // e.g., "SOL-PERP"
  direction        String   // "long" or "short"
  
  // Entry details
  entryPrice       Float
  entryTime        DateTime
  entrySlippage    Float?
  positionSizeUSD  Float    // NOTIONAL position size (with leverage)
  collateralUSD    Float?   // ACTUAL margin/collateral used (positionSizeUSD / leverage)
  leverage         Float
  
  // Exit targets (planned)
  stopLossPrice       Float
  softStopPrice       Float? // Dual stop: soft stop-limit trigger
  hardStopPrice       Float? // Dual stop: hard stop-market trigger
  takeProfit1Price    Float
  takeProfit2Price    Float
  tp1SizePercent      Float
  tp2SizePercent      Float
  
  // Exit details (actual)
  exitPrice        Float?
  exitTime         DateTime?
  exitReason       String?  // "TP1", "TP2", "SL", "SOFT_SL", "HARD_SL", "manual", "emergency"
  
  // Performance metrics
  realizedPnL      Float?
  realizedPnLPercent Float?
  holdTimeSeconds  Int?
  maxDrawdown      Float?   // Peak to valley during trade
  maxGain          Float?   // Peak gain reached
  
  // MAE/MFE Analysis (Maximum Adverse/Favorable Excursion)
  maxFavorableExcursion Float? // Best profit % reached during trade
  maxAdverseExcursion   Float? // Worst drawdown % during trade
  maxFavorablePrice     Float? // Best price hit (direction-aware)
  maxAdversePrice       Float? // Worst price hit (direction-aware)
  
  // Exit details - which levels actually filled
  tp1Filled         Boolean @default(false)
  tp2Filled         Boolean @default(false)
  softSlFilled      Boolean @default(false)
  hardSlFilled      Boolean @default(false)
  tp1FillPrice      Float?
  tp2FillPrice      Float?
  slFillPrice       Float?
  
  // Timing metrics
  timeToTp1         Int?    // Seconds from entry to TP1 fill
  timeToTp2         Int?    // Seconds from entry to TP2 fill
  timeToSl          Int?    // Seconds from entry to SL hit
  
  // Market context at entry
  atrAtEntry        Float?  // ATR% when trade opened
  adxAtEntry        Float?  // ADX trend strength (0-50)
  rsiAtEntry        Float?  // RSI momentum (0-100)
  volumeAtEntry     Float?  // Volume relative to MA
  pricePositionAtEntry Float? // Price position in range (0-100%)
  signalQualityScore Int?   // Calculated quality score (0-100)
  signalQualityVersion String? @default("v1") // Tracks which scoring logic was used
  fundingRateAtEntry Float? // Perp funding rate at entry
  basisAtEntry      Float?  // Perp-spot basis at entry
  
  // Slippage tracking
  expectedEntryPrice Float?  // Target entry from signal
  entrySlippagePct   Float?  // Actual slippage %
  expectedExitPrice  Float?  // Which TP/SL should have hit
  exitSlippagePct    Float?  // Exit slippage %
  
  // Order signatures
  entryOrderTx     String
  tp1OrderTx       String?
  tp2OrderTx       String?
  slOrderTx        String?
  softStopOrderTx  String?  // Dual stop: soft stop tx
  hardStopOrderTx  String?  // Dual stop: hard stop tx
  exitOrderTx      String?
  
  // Configuration snapshot
  configSnapshot   Json     // Store settings used for this trade
  
  // Signal data
  signalSource     String?  // "tradingview", "manual", etc.
  signalStrength   String?  // "strong", "moderate", "weak"
  timeframe        String?  // "5", "15", "60"
  
  // Status
  status           String   @default("open") // "open", "closed", "failed", "phantom"
  isTestTrade      Boolean  @default(false) // Flag test trades for exclusion from analytics
  
  // Phantom trade detection
  isPhantom        Boolean  @default(false) // Position opened but size mismatch >50%
  expectedSizeUSD  Float?   // Expected position size (when phantom)
  actualSizeUSD    Float?   // Actual position size from Drift (when phantom)
  phantomReason    String?  // "ORACLE_PRICE_MISMATCH", "PARTIAL_FILL", "ORDER_REJECTED"
  
  // Relations
  priceUpdates     PriceUpdate[]
  
  @@index([symbol])
  @@index([createdAt])
  @@index([status])
  @@index([exitReason])
}

// Real-time price updates during trade (for analysis)
model PriceUpdate {
  id        String   @id @default(cuid())
  createdAt DateTime @default(now())
  
  tradeId   String
  trade     Trade    @relation(fields: [tradeId], references: [id], onDelete: Cascade)
  
  price     Float
  pnl       Float
  pnlPercent Float
  
  @@index([tradeId])
  @@index([createdAt])
}

// System events and errors
model SystemEvent {
  id        String   @id @default(cuid())
  createdAt DateTime @default(now())
  
  eventType String   // "error", "warning", "info", "trade_executed", etc.
  message   String
  details   Json?
  
  @@index([eventType])
  @@index([createdAt])
}

// Blocked signals for analysis (signals that didn't pass quality checks)
model BlockedSignal {
  id        String   @id @default(cuid())
  createdAt DateTime @default(now())
  
  // Signal identification
  symbol           String   // e.g., "SOL-PERP"
  direction        String   // "long" or "short"
  timeframe        String?  // "5", "15", "60"
  
  // Price at signal time
  signalPrice      Float    // Price when signal was generated
  
  // Market metrics at signal time
  atr              Float?   // ATR% at signal
  adx              Float?   // ADX trend strength
  rsi              Float?   // RSI momentum
  volumeRatio      Float?   // Volume relative to average
  pricePosition    Float?   // Position in range (0-100%)
  
  // Quality scoring
  signalQualityScore    Int      // 0-100 score
  signalQualityVersion  String?  // Which scoring version
  scoreBreakdown        Json?    // Detailed breakdown of score components
  minScoreRequired      Int      // What threshold was used (e.g., 65)
  
  // Block reason
  blockReason      String   // "QUALITY_SCORE_TOO_LOW", "DUPLICATE", "COOLDOWN", etc.
  blockDetails     String?  // Human-readable details
  
  // For later analysis: track if it would have been profitable
  priceAfter1Min   Float?   // Price 1 minute after (filled by monitoring job)
  priceAfter5Min   Float?   // Price 5 minutes after
  priceAfter15Min  Float?   // Price 15 minutes after
  priceAfter30Min  Float?   // Price 30 minutes after
  wouldHitTP1      Boolean? // Would TP1 have been hit?
  wouldHitTP2      Boolean? // Would TP2 have been hit?
  wouldHitSL       Boolean? // Would SL have been hit?
  analysisComplete Boolean  @default(false) // Has post-analysis been done?
  
  @@index([symbol])
  @@index([createdAt])
  @@index([signalQualityScore])
  @@index([blockReason])
}

// Performance analytics (daily aggregates)
model DailyStats {
  id        String   @id @default(cuid())
  date      DateTime @unique
  
  tradesCount      Int
  winningTrades    Int
  losingTrades     Int
  totalPnL         Float
  totalPnLPercent  Float
  winRate          Float
  avgWin           Float
  avgLoss          Float
  profitFactor     Float
  maxDrawdown      Float
  sharpeRatio      Float?
  
  createdAt DateTime @default(now())
  updatedAt DateTime @updatedAt
  
  @@index([date])
}