Persist trading state to Postgres with boot rehydrate

crates/perplex-edge/Cargo.toml

@@ -18,6 +18,7 @@ hex = "0.4"
 k256 = { version = "0.13", features = ["ecdsa"] }
 redis = { workspace = true }
 sha3 = "0.10"
+sqlx = { workspace = true }
 tokio = { workspace = true }
 tokio-tungstenite = { workspace = true }
 tower = { workspace = true }

crates/perplex-edge/migrations/0001_init.sql

@@ -0,0 +1,78 @@
+-- Perplex edge durable state. Mirrors the in-memory AppState stores 1:1 so a
+-- restart rehydrates orders, positions, fills, balances, the public tape, and
+-- funding history. Numeric values are stored as the exact decimal strings the
+-- API serves (never floats) so the round-trip is lossless. Ephemeral/derived
+-- state (orderbook snapshots, live oracle prices, SIWE nonces) is intentionally
+-- NOT persisted: the book is rebuilt from open_orders on boot, prices come from
+-- the live oracle, and nonces expire in seconds.
+
+CREATE TABLE IF NOT EXISTS open_orders (
+    id              TEXT PRIMARY KEY,
+    address         TEXT NOT NULL,
+    market_id       TEXT NOT NULL,
+    side            TEXT NOT NULL,
+    order_type      TEXT NOT NULL,
+    price           TEXT NOT NULL,
+    qty             TEXT NOT NULL,
+    remaining       TEXT NOT NULL,
+    ts_ns           TEXT NOT NULL,
+    client_order_id TEXT
+);
+CREATE INDEX IF NOT EXISTS open_orders_address_idx ON open_orders (address);
+
+CREATE TABLE IF NOT EXISTS positions (
+    address               TEXT NOT NULL,
+    market_id             TEXT NOT NULL,
+    size                  TEXT NOT NULL,
+    side                  TEXT NOT NULL,
+    entry_price_x18       TEXT NOT NULL,
+    mark_price_x18        TEXT NOT NULL,
+    notional_usdc         TEXT NOT NULL,
+    unrealised_pnl_usdc   TEXT NOT NULL,
+    realised_pnl_usdc     TEXT NOT NULL,
+    leverage              TEXT NOT NULL,
+    liquidation_price_x18 TEXT NOT NULL,
+    funding_paid_usdc     TEXT NOT NULL,
+    last_updated_ts_ns    TEXT NOT NULL,
+    PRIMARY KEY (address, market_id)
+);
+
+-- seq preserves insertion order across rehydrate; ts_ns alone can collide.
+CREATE TABLE IF NOT EXISTS fills (
+    id        TEXT PRIMARY KEY,
+    address   TEXT NOT NULL,
+    order_id  TEXT NOT NULL,
+    market_id TEXT NOT NULL,
+    side      TEXT NOT NULL,
+    price     TEXT NOT NULL,
+    qty       TEXT NOT NULL,
+    fee_usdc  TEXT NOT NULL,
+    role      TEXT NOT NULL,
+    ts_ns     TEXT NOT NULL,
+    tx_hash   TEXT NOT NULL,
+    seq       BIGSERIAL
+);
+CREATE INDEX IF NOT EXISTS fills_address_seq_idx ON fills (address, seq);
+
+CREATE TABLE IF NOT EXISTS vault_balances (
+    address TEXT PRIMARY KEY,
+    amount  TEXT NOT NULL
+);
+
+CREATE TABLE IF NOT EXISTS public_trades (
+    id        TEXT PRIMARY KEY,
+    market_id TEXT NOT NULL,
+    price     TEXT NOT NULL,
+    qty       TEXT NOT NULL,
+    side      TEXT NOT NULL,
+    ts_ns     TEXT NOT NULL,
+    seq       BIGSERIAL
+);
+CREATE INDEX IF NOT EXISTS public_trades_market_seq_idx ON public_trades (market_id, seq);
+
+CREATE TABLE IF NOT EXISTS funding_history (
+    market_id TEXT NOT NULL,
+    ts_ns     BIGINT NOT NULL,
+    rate_bps  DOUBLE PRECISION NOT NULL,
+    PRIMARY KEY (market_id, ts_ns)
+);