Write first data ingestion and SQL support

src/data/sql/schema.sql

@@ -0,0 +1,49 @@
+CREATE TABLE IF NOT EXISTS underlyings (
+                                           id SERIAL PRIMARY KEY,
+                                           symbol TEXT UNIQUE NOT NULL,
+                                           exchange TEXT,
+                                           currency TEXT,
+                                           created_at TIMESTAMP DEFAULT NOW()
+    );
+
+CREATE TABLE IF NOT EXISTS option_contracts (
+                                                id SERIAL PRIMARY KEY,
+                                                underlying_id INTEGER NOT NULL REFERENCES underlyings(id),
+    option_type TEXT NOT NULL CHECK (option_type IN ('call', 'put')),
+    strike NUMERIC NOT NULL,
+    expiration_date DATE NOT NULL,
+    style TEXT,
+    contract_symbol TEXT,
+    UNIQUE (underlying_id, option_type, strike, expiration_date)
+    );
+
+CREATE TABLE IF NOT EXISTS option_quotes (
+    id SERIAL PRIMARY KEY,
+    contract_id INTEGER NOT NULL REFERENCES option_contracts(id),
+    quote_timestamp TIMESTAMP NOT NULL,
+    bid NUMERIC,
+    ask NUMERIC,
+    mid NUMERIC,
+    last_price NUMERIC,
+    implied_vol NUMERIC,
+    volume INTEGER,
+    open_interest INTEGER,
+    UNIQUE (contract_id, quote_timestamp)
+    );
+
+CREATE TABLE IF NOT EXISTS underlying_prices (
+    id SERIAL PRIMARY KEY,
+    underlying_id INTEGER NOT NULL REFERENCES underlyings(id),
+    price_timestamp TIMESTAMP NOT NULL,
+    price NUMERIC NOT NULL,
+    UNIQUE (underlying_id, price_timestamp)
+    );
+
+CREATE INDEX IF NOT EXISTS idx_option_quotes_timestamp
+    ON option_quotes(quote_timestamp);
+
+CREATE INDEX IF NOT EXISTS idx_option_quotes_contract_id
+    ON option_quotes(contract_id);
+
+CREATE INDEX IF NOT EXISTS idx_option_contracts_underlying_expiry
+    ON option_contracts(underlying_id, expiration_date);