chore: add 'aiosqlite' to 'bot' dependencies; chore: add first version of schema for 'alpha' bot database (using SQLite)

Author: daconjurer

.gitignore

@@ -175,3 +175,6 @@ cython_debug/
 
 # VSCode
 .vscode/
+
+# Database
+**/*.db

ctenex/bot/bots/alpha/sql/init.sql

@@ -0,0 +1,47 @@
+-- Price moments table
+
+CREATE TABLE IF NOT EXISTS price_moments (
+    id SERIAL PRIMARY KEY,
+    timestamp TIMESTAMP NOT NULL,
+    price DECIMAL(10,2) NOT NULL,
+    volume DECIMAL(10,2) NOT NULL,
+    best_bid DECIMAL(10,2) NOT NULL,
+    best_ask DECIMAL(10,2) NOT NULL
+);
+
+-- EMA (Exponential Moving Average) calculations table
+
+CREATE TABLE IF NOT EXISTS ema_calculations (
+    id SERIAL PRIMARY KEY,
+    timestamp TIMESTAMP NOT NULL,
+    price DECIMAL(10,2) NOT NULL,
+    ema_short DECIMAL(10,2) NOT NULL,  -- e.g., 12-period EMA
+    ema_long DECIMAL(10,2) NOT NULL,   -- e.g., 26-period EMA
+    momentum DECIMAL(10,2) NOT NULL     -- ema_short - ema_long
+);
+
+-- Spread analysis table
+
+CREATE TABLE IF NOT EXISTS spread_analysis (
+    id SERIAL PRIMARY KEY,
+    timestamp TIMESTAMP NOT NULL,
+    best_bid DECIMAL(10,2) NOT NULL,
+    best_ask DECIMAL(10,2) NOT NULL,
+    spread DECIMAL(10,2) NOT NULL,
+    spread_percentage DECIMAL(5,2) NOT NULL,
+    volume_at_bid DECIMAL(10,2) NOT NULL,
+    volume_at_ask DECIMAL(10,2) NOT NULL
+);
+
+-- Trading signals table
+
+CREATE TABLE IF NOT EXISTS trading_signals (
+    id SERIAL PRIMARY KEY,
+    timestamp TIMESTAMP NOT NULL,
+    price DECIMAL(10,2) NOT NULL,
+    momentum DECIMAL(10,2) NOT NULL,
+    spread DECIMAL(10,2) NOT NULL,
+    spread_percentage DECIMAL(5,2) NOT NULL,
+    signal_strength DECIMAL(5,2) NOT NULL,
+    recommended_action VARCHAR(10) NOT NULL
+);

ctenex/bot/db/__init__.py

@@ -0,0 +1,24 @@
+import pathlib
+
+from aiosqlite import connect
+
+
+async def init_db(bot_name: str):
+    """
+    Initialize the bot database schema.
+
+    This function will create the database file if it doesn't exist.
+    It places the database file in the same directory as the script and
+    names it after the bot name.
+
+    It also assumes that the database schema is stored in the `sql` directory
+    in a file named `init.sql`.
+    """
+    db_schema_path = pathlib.Path(__file__).parent / "sql" / "init.sql"
+    db_path = pathlib.Path(__file__).parent / f"{bot_name}.db"
+
+    init_script = db_schema_path.read_text()
+
+    async with connect(db_path) as db:
+        await db.executescript(init_script)
+        await db.commit()

ctenex/bot/db/init.py

@@ -42,4 +42,4 @@ typer = "^0.15.3"
 [tool.poetry.group.bot.dependencies]
 httpx = "^0.28.1"
 pydantic = "^2.11.4"
-
+aiosqlite = "^0.21.0"