diff options
| -rw-r--r-- | sql/dawn.sql | 46 |
1 files changed, 45 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index e09afbba..c6d1a865 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -73,6 +73,18 @@ CREATE TABLE accounts( account_type account_type NOT NULL, active boolean NOT NULL); +CREATE TABLE accounts2 ( + id int4 NOT NULL GENERATED ALWAYS AS IDENTITY, + "name" text NULL, + custodian text NOT NULL, + cash_account text NOT NULL, + "fund" fund NOT NULL, + "account_type" account_type NOT NULL, + active bool NOT NULL, + CONSTRAINT accounts2_cash_account_key UNIQUE (cash_account), + CONSTRAINT accounts2_pkey PRIMARY KEY (id) +); + CREATE TABLE counterparties(code varchar(12) PRIMARY KEY, name text, city text, @@ -529,8 +541,10 @@ CREATE TABLE spots ( dealid varchar(28) NULL, lastupdate timestamp NULL DEFAULT now(), "action" action NOT NULL, + portfolio portfolio NOT NULL, folder spot_strat NOT NULL, - account_code varchar(12) NOT NULL REFERENCES accounts(code), + account_code varchar(12) NOT NULL REFERENCES accounts(cash_account), + cp_code trade_date date NOT NULL, settle_date date NOT NULL, spot_rate float8 NOT NULL, @@ -540,9 +554,39 @@ CREATE TABLE spots ( sell_amount float8 NOT NULL, commission_currency currency NULL, commission float8 NULL, + initial_margin_percentage float8, + cpty_id text, + globeop_id text, + CONSTRAINT spots_pkey PRIMARY KEY (id), ); +CREATE TABLE fx_swaps ( + id int4 NOT NULL GENERATED BY DEFAULT AS IDENTITY PRIMARY KEY, + dealid varchar(28) NOT NULL GENERATED ALWAYS AS ((('FXSWAP_'::text || id::text))) STORED, + "fund" fund NOT NULL DEFAULT 'SERCGMAST'::fund, + lastupdate timestamp NULL DEFAULT now(), + "portfolio" portfolio NOT NULL, + folder spot_strat NOT NULL, + cp_code varchar(12) NOT NULL REFERENCES counterparties(code) ON UPDATE CASCADE, + trade_date date NOT NULL, + near_rate float8 NOT NULL, + near_settle_date date NOT NULL, + near_buy_currency currency NOT NULL, + near_buy_amount float8 NOT NULL, + near_sell_currency currency NOT NULL, + near_sell_amount float8 NOT NULL, + far_rate float8 NOT NULL, + far_settle_date date NOT NULL, + far_buy_currency currency NULL, + far_buy_amount float8 NOT NULL, + far_sell_currency currency NULL, + far_sell_amount float8 NOT NULL, + near_cpty_id text NULL, + far_cpty_id text NULL, +); + + CREATE TABLE terminations ( id int GENERATED BY default as identity primary KEY, dealid varchar(28) NOT NULL, |