172 lines
6.8 KiB
Python
172 lines
6.8 KiB
Python
"""SQLAlchemy models for persistent storage.
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This module defines the database schema for storing wallet profiles,
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funding transfers, and wallet relationships.
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"""
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from __future__ import annotations
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from datetime import UTC, datetime
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from decimal import Decimal
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from typing import TYPE_CHECKING
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from sqlalchemy import (
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Boolean,
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DateTime,
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Index,
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Integer,
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Numeric,
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String,
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UniqueConstraint,
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)
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from sqlalchemy.orm import DeclarativeBase, Mapped, mapped_column
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if TYPE_CHECKING:
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pass
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class Base(DeclarativeBase):
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"""Base class for all SQLAlchemy models."""
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pass
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class WalletProfileModel(Base):
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"""SQLAlchemy model for wallet profiles.
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Stores analyzed wallet information including age, transaction count,
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balances, and freshness classification.
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"""
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__tablename__ = "wallet_profiles"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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address: Mapped[str] = mapped_column(String(42), unique=True, nullable=False)
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nonce: Mapped[int] = mapped_column(Integer, nullable=False)
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first_seen_at: Mapped[datetime | None] = mapped_column(DateTime(timezone=True), nullable=True)
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is_fresh: Mapped[bool] = mapped_column(Boolean, nullable=False)
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matic_balance: Mapped[Decimal | None] = mapped_column(Numeric(30, 0), nullable=True)
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usdc_balance: Mapped[Decimal | None] = mapped_column(Numeric(20, 6), nullable=True)
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analyzed_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True), nullable=False, default=lambda: datetime.now(UTC)
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)
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created_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True), nullable=False, default=lambda: datetime.now(UTC)
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)
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updated_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True),
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nullable=False,
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default=lambda: datetime.now(UTC),
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onupdate=lambda: datetime.now(UTC),
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)
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__table_args__ = (Index("idx_wallet_profiles_address", "address"),)
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class FundingTransferModel(Base):
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"""SQLAlchemy model for funding transfers.
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Stores ERC20 transfer events to track wallet funding sources.
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"""
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__tablename__ = "funding_transfers"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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from_address: Mapped[str] = mapped_column(String(42), nullable=False)
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to_address: Mapped[str] = mapped_column(String(42), nullable=False)
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amount: Mapped[Decimal] = mapped_column(Numeric(30, 6), nullable=False)
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token: Mapped[str] = mapped_column(String(10), nullable=False)
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tx_hash: Mapped[str] = mapped_column(String(66), unique=True, nullable=False)
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block_number: Mapped[int] = mapped_column(Integer, nullable=False)
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timestamp: Mapped[datetime] = mapped_column(DateTime(timezone=True), nullable=False)
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created_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True), nullable=False, default=lambda: datetime.now(UTC)
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)
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__table_args__ = (
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Index("idx_funding_transfers_to", "to_address"),
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Index("idx_funding_transfers_from", "from_address"),
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Index("idx_funding_transfers_block", "block_number"),
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)
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class WalletRelationshipModel(Base):
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"""SQLAlchemy model for wallet relationships.
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Stores graph edges between wallets representing funding relationships
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or entity linkages.
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"""
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__tablename__ = "wallet_relationships"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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wallet_a: Mapped[str] = mapped_column(String(42), nullable=False)
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wallet_b: Mapped[str] = mapped_column(String(42), nullable=False)
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relationship_type: Mapped[str] = mapped_column(String(20), nullable=False)
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confidence: Mapped[Decimal] = mapped_column(Numeric(3, 2), nullable=False)
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created_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True), nullable=False, default=lambda: datetime.now(UTC)
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)
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__table_args__ = (
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UniqueConstraint(
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"wallet_a", "wallet_b", "relationship_type", name="uq_wallet_relationship"
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),
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Index("idx_wallet_relationships_a", "wallet_a"),
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Index("idx_wallet_relationships_b", "wallet_b"),
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)
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class RiskAssessmentModel(Base):
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"""SQLAlchemy model for risk assessments.
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One row per signal-bearing trade (i.e. trades that triggered at least one
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detector). Captures everything a future backtest needs without going back
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to the public API: trade identity, score, per-signal confidences, and
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whether the alert was actually delivered (could be False due to dedup or
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threshold).
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"""
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__tablename__ = "risk_assessments"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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assessment_id: Mapped[str] = mapped_column(String(36), unique=True, nullable=False)
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# Trade identity
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trade_id: Mapped[str] = mapped_column(String(80), nullable=False)
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wallet_address: Mapped[str] = mapped_column(String(42), nullable=False)
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market_id: Mapped[str] = mapped_column(String(80), nullable=False)
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asset_id: Mapped[str | None] = mapped_column(String(80), nullable=True)
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side: Mapped[str] = mapped_column(String(8), nullable=False)
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outcome: Mapped[str | None] = mapped_column(String(120), nullable=True)
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outcome_index: Mapped[int | None] = mapped_column(Integer, nullable=True)
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price: Mapped[Decimal] = mapped_column(Numeric(10, 6), nullable=False)
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size: Mapped[Decimal] = mapped_column(Numeric(20, 6), nullable=False)
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notional_usdc: Mapped[Decimal] = mapped_column(Numeric(20, 6), nullable=False)
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trade_timestamp: Mapped[datetime] = mapped_column(DateTime(timezone=True), nullable=False)
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# Scoring
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weighted_score: Mapped[Decimal] = mapped_column(Numeric(4, 3), nullable=False)
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signals_triggered: Mapped[int] = mapped_column(Integer, nullable=False)
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fresh_wallet_confidence: Mapped[Decimal | None] = mapped_column(Numeric(4, 3), nullable=True)
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size_anomaly_confidence: Mapped[Decimal | None] = mapped_column(Numeric(4, 3), nullable=True)
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is_niche_market: Mapped[bool | None] = mapped_column(Boolean, nullable=True)
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volume_impact: Mapped[Decimal | None] = mapped_column(Numeric(8, 4), nullable=True)
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book_impact: Mapped[Decimal | None] = mapped_column(Numeric(8, 4), nullable=True)
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wallet_age_hours: Mapped[Decimal | None] = mapped_column(Numeric(10, 2), nullable=True)
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# Decision
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should_alert: Mapped[bool] = mapped_column(Boolean, nullable=False)
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threshold_at_eval: Mapped[Decimal] = mapped_column(Numeric(4, 3), nullable=False)
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created_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True), nullable=False, default=lambda: datetime.now(UTC)
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)
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__table_args__ = (
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Index("idx_risk_assessments_wallet", "wallet_address"),
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Index("idx_risk_assessments_market", "market_id"),
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Index("idx_risk_assessments_trade_ts", "trade_timestamp"),
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Index("idx_risk_assessments_score", "weighted_score"),
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)
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