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Single source of truth for the timeseries PostgreSQL schema shared by the Python (TSAPI_SERIESDB_PG_PY) and C++ (TSAPI_POSTGRES_CPP) libraries. SQL seeded byte-for-byte from TSAPI_SERIESDB_PG_PY/tsapi_pgdb/sql on 2026-09-02. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
104 lines
4.3 KiB
Markdown
104 lines
4.3 KiB
Markdown
# TSAPI_SERIESDB_SCHEMA — canonical timeseries DB schema
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**Single source of truth** for the PostgreSQL schema used by the TSAPI
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timeseries database. Both client libraries target the schema defined here:
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- **Python** — `TSAPI_SERIESDB_PG_PY`
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- **C++** — `TSAPI_POSTGRES_CPP`
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Neither project should keep its own copy of the DDL. When the schema changes,
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it changes **here**, and both projects re-provision / re-test against it.
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Current schema version: **1.0.0** (see [`VERSION`](VERSION); recorded at runtime
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in the `meta.schema_version` table).
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---
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## Layout
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```
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TSAPI_SERIESDB_SCHEMA/
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├── VERSION # canonical schema version string
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├── run_setup.py # provisioner — runs the numbered files in order
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├── db_config.json.example # copy to db_config.json and edit (gitignored)
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├── README.md
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└── sql/
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├── 00_extensions.sql # pg_trgm
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├── 01_schemas.sql # meta / series / log schemas
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├── 02_sequences.sql # id sequences
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├── 03_tables.sql # meta.* and log.* tables
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├── 04_indexes.sql # indexes + registry constraints
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├── 05_procedures.sql # meta.* / log.* stored procedures
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├── 06_triggers.sql # prevent_series_drops event trigger
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├── 07_reference_data.sql # timezones + currencies reference data
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├── 08_script_log.sql # auxiliary (not part of a fresh install)
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└── migrate/ # one-off migration scripts (run manually)
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```
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`run_setup.py` executes `00`–`07` in order. `08_script_log.sql` and
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`sql/migrate/*.sql` are auxiliary and are **not** run by a fresh install.
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---
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## Provisioning a database
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```bash
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# 1. configure
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cp db_config.json.example db_config.json # then edit host/user/password
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# (or pass connection flags on the command line instead)
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# 2. create the schema
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python run_setup.py # uses db_config.json / defaults
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python run_setup.py --host 192.168.1.7 --user claude --password claudepwd
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python run_setup.py --drop-existing # drop meta+series+log first
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python run_setup.py --clean-slate # drop ALL user objects first
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```
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Requires `psycopg2` and a PostgreSQL user with CREATE privileges on the target
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database.
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---
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## What gets created
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- **Schemas:** `meta` (registry + reference data), `series` (timeseries data
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tables live here), `log` (event/audit trail).
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- **Registry:** `meta.series` — one row per series table, PK `table_id`,
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`UNIQUE (db_schema, table_name)`.
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- **Reference tables:** `meta.currencies`, `meta.timezones`, `meta.exchanges`,
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`meta.instruments`, `meta.sessions`, `meta.holidays`, `meta.security_types`,
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`meta.schema_version`.
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- **Procedures:** `meta.drop_series` / `_if_exists` / `drop_all_series`,
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`meta.update_series_last_timestamp`, `meta.refresh_series_timestamps`,
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`meta.read_series_batch[_cursor|_ohlc]`, `log.notify_event_log`,
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`log.flush_pending_to_event_log`.
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- **Event trigger:** `prevent_series_drops` — blocks direct `DROP TABLE` on a
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registered series (drops must go through `meta.drop_series*`).
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Series data tables have **no `UNIQUE` constraint on `timestamp`** — the index is
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BRIN. Concurrent writers must serialise per-series with the advisory-lock
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protocol (`pg_advisory_lock(hashtext('tsapi_pgdb.write:{schema}.{table}'))`); see
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the C++ project's `planning/2026-09-02_cpp_locking_interop_plan.md`.
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---
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## Versioning contract
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Bump [`VERSION`](VERSION) whenever `sql/` changes in a way clients must know
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about, and have each client read `meta.schema_version` on connect and warn/fail
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on mismatch. This turns silent schema drift into a loud error.
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---
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## Provenance
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The `sql/` files were seeded (byte-for-byte, 2026-09-02) from the then-current
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authoritative copy in `TSAPI_SERIESDB_PG_PY/tsapi_pgdb/sql/`. From this point on,
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**this** directory is authoritative and the Python project should consume it
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rather than keep its own copy — see the migration note in the C++ project's
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`planning/` folder.
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> **Known drift caught during setup:** on 2026-09-02 the remote instance
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> `192.168.1.7` had `meta.sessions.exchange_id` as nullable, while the canonical
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> DDL (`03_tables.sql`) defines it `NOT NULL`. Re-provision drifted databases
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> from these files.
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