Requirements v1.3.1

DRY_RUN ──(Phase 0 checklist 100%通过 + 范总确认)──→ REAL
REAL ──(手动降级)──→ DRY_RUN

IDLE ──(用户点"开始执行"+二次确认)──→ OPENING
OPENING ──(双腿成交+偏差≤1%)──→ HOLDING
OPENING ──(单边失败+补偿失败/超时/API连续失败)──→ HALTED
HOLDING ──(用户点"平仓"+确认)──→ CLOSING
HOLDING ──(uniMMR<1.25)──→ HALTED（不自动平仓，禁止新操作，立即告警）
CLOSING ──(双腿平完+仓位归零)──→ IDLE
任意状态 ──(硬风控触发/关键系统异常)──→ HALTED
HALTED ──(范总手动恢复)──→ IDLE

-- 用户（多租户预埋）
CREATE TABLE users (
  id SERIAL PRIMARY KEY,
  username VARCHAR(64) UNIQUE NOT NULL,
  password_hash VARCHAR(256) NOT NULL,
  totp_secret_enc VARCHAR(256) NOT NULL,
  role VARCHAR(16) DEFAULT 'admin', -- RBAC预留
  status VARCHAR(16) DEFAULT 'active',
  created_at TIMESTAMPTZ DEFAULT NOW(),
  last_login_at TIMESTAMPTZ
);

-- API凭据（按用户分区）
CREATE TABLE api_credentials (
  id SERIAL PRIMARY KEY,
  user_id INT REFERENCES users(id) NOT NULL,
  account_name VARCHAR(64),
  api_key_enc TEXT NOT NULL,
  api_secret_enc TEXT NOT NULL,
  perm_read BOOLEAN DEFAULT true,
  perm_trade BOOLEAN DEFAULT true,
  perm_withdraw BOOLEAN DEFAULT false,
  ip_whitelist_ok BOOLEAN DEFAULT false,
  pm_enabled BOOLEAN DEFAULT false,
  created_at TIMESTAMPTZ DEFAULT NOW(),
  updated_at TIMESTAMPTZ DEFAULT NOW()
);

-- 策略实例
CREATE TABLE strategy_instances (
  id SERIAL PRIMARY KEY,
  user_id INT REFERENCES users(id) NOT NULL,
  mode VARCHAR(16) NOT NULL, -- DRY_RUN / REAL
  state VARCHAR(16) NOT NULL, -- IDLE / OPENING / HOLDING / CLOSING / HALTED
  base_capital DECIMAL(18,2),
  btc_alloc DECIMAL(18,2),
  eth_alloc DECIMAL(18,2),
  started_at TIMESTAMPTZ,
  closed_at TIMESTAMPTZ
);

-- 订单
CREATE TABLE orders (
  id SERIAL PRIMARY KEY,
  user_id INT REFERENCES users(id) NOT NULL,
  strategy_id INT REFERENCES strategy_instances(id),
  venue VARCHAR(8) NOT NULL, -- SPOT / FUTURES
  symbol VARCHAR(16) NOT NULL,
  side VARCHAR(8) NOT NULL,
  type VARCHAR(16) NOT NULL,
  client_order_id VARCHAR(64),
  exchange_order_id VARCHAR(64),
  price DECIMAL(18,8),
  orig_qty DECIMAL(18,8),
  executed_qty DECIMAL(18,8),
  status VARCHAR(16),
  is_reduce_only BOOLEAN DEFAULT false,
  created_at TIMESTAMPTZ DEFAULT NOW(),
  updated_at TIMESTAMPTZ DEFAULT NOW()
);

-- 仓位快照
CREATE TABLE positions_snapshot (
  id SERIAL PRIMARY KEY,
  user_id INT REFERENCES users(id) NOT NULL,
  strategy_id INT REFERENCES strategy_instances(id),
  symbol VARCHAR(16) NOT NULL,
  spot_qty DECIMAL(18,8),
  futures_qty DECIMAL(18,8),
  spot_notional DECIMAL(18,2),
  futures_notional DECIMAL(18,2),
  hedge_deviation DECIMAL(8,4),
  mark_price DECIMAL(18,2),
  captured_at TIMESTAMPTZ DEFAULT NOW()
);

-- 资金费率收入
CREATE TABLE funding_income (
  id SERIAL PRIMARY KEY,
  user_id INT REFERENCES users(id) NOT NULL,
  symbol VARCHAR(16) NOT NULL,
  funding_time TIMESTAMPTZ NOT NULL,
  income_asset VARCHAR(8),
  income_amount DECIMAL(18,8),
  rate DECIMAL(18,8),
  position_notional DECIMAL(18,2),
  source_tx_id VARCHAR(64)
);

-- 风控事件
CREATE TABLE risk_events (
  id SERIAL PRIMARY KEY,
  user_id INT REFERENCES users(id) NOT NULL,
  strategy_id INT REFERENCES strategy_instances(id),
  event_type VARCHAR(32) NOT NULL,
  severity VARCHAR(16) NOT NULL,
  metric_value DECIMAL(18,8),
  threshold_value DECIMAL(18,8),
  action_taken VARCHAR(64),
  created_at TIMESTAMPTZ DEFAULT NOW()
);

-- 审计日志（append-only，不可删改）
CREATE TABLE audit_logs (
  id SERIAL PRIMARY KEY,
  user_id INT REFERENCES users(id),
  actor VARCHAR(64) NOT NULL,
  action VARCHAR(64) NOT NULL,
  target VARCHAR(128),
  payload_json JSONB,
  ip VARCHAR(64),
  hash_chain VARCHAR(128), -- 预留哈希链字段
  created_at TIMESTAMPTZ DEFAULT NOW()
);

-- 系统运行记录
CREATE TABLE system_runs (
  id SERIAL PRIMARY KEY,
  user_id INT REFERENCES users(id) NOT NULL,
  mode VARCHAR(16) NOT NULL,
  start_at TIMESTAMPTZ NOT NULL,
  end_at TIMESTAMPTZ,
  result VARCHAR(16),
  notes TEXT
);