Add order types

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>

support/clickhouse/docker-entrypoint-initdb.d/0000_init.sql

@@ -64,3 +64,57 @@ CREATE TABLE IF NOT EXISTS qrust.backfills_news (
 )
 ENGINE = ReplacingMergeTree()
 PRIMARY KEY symbol;
+
+CREATE TABLE IF NOT EXISTS qrust.orders (
+    id UUID,
+    client_order_id UUID,
+    time_submitted DateTime,
+    time_created DateTime,
+    time_updated DateTime,
+    time_filled DateTime,
+    time_expired DateTime,
+    time_cancel_requested DateTime,
+    time_canceled DateTime,
+    time_failed DateTime,
+    time_replaced DateTime,
+    replaced_by UUID,
+    replaces UUID,
+    symbol LowCardinality(String),
+    order_class Enum('simple' = 1, 'bracket' = 2, 'oco' = 3, 'oto' = 4),
+    order_type Enum('market' = 1, 'limit' = 2, 'stop' = 3, 'stop_limit' = 4, 'trailing_stop' = 5),
+    side Enum('buy' = 1, 'sell' = -1),
+    time_in_force Enum('day' = 1, 'gtc' = 2, 'opg' = 3, 'cls' = 4, 'ioc' = 5, 'fok' = 6),
+    extended_hours Boolean,
+    notional Float64,
+    qty Float64,
+    filled_qty Float64,
+    filled_avg_price Float64,
+    status Enum(
+        'new' = 1,
+        'partially_filled' = 2,
+        'filled' = 3,
+        'done_for_day' = 4,
+        'canceled' = 5,
+        'expired' = 6,
+        'replaced' = 7,
+        'pending_cancel' = 8,
+        'pending_replace' = 9,
+        'accepted' = 10,
+        'pending_new' = 11,
+        'accepted_for_bidding' = 12,
+        'stopped' = 13,
+        'rejected' = 14,
+        'suspended' = 15,
+        'calculated' = 16
+    ),
+    limit_price Float64,
+    stop_price Float64,
+    trail_percent Float64,
+    trail_price Float64,
+    hwm Float64,
+    legs Array(UUID)
+)
+ENGINE = ReplacingMergeTree()
+PARTITION BY toYYYYMM(time_submitted)
+PRIMARY KEY id;
+