This custom layer has been tested for PostgreSQL, however it should support more SQL databases thanks to the use of the SQL Alchemy database. This data layer also supports the BaseStorageClient that enables you to store your elements into Azure Blob Storage or AWS S3. Here is the SQL used to create the schema for this data layer: 
CREATE TABLE users (
    "id" UUID PRIMARY KEY,
    "identifier" TEXT NOT NULL UNIQUE,
    "metadata" JSONB NOT NULL,
    "createdAt" TEXT
);

CREATE TABLE IF NOT EXISTS threads (
    "id" UUID PRIMARY KEY,
    "createdAt" TEXT,
    "name" TEXT,
    "userId" UUID,
    "userIdentifier" TEXT,
    "tags" TEXT[],
    "metadata" JSONB,
    FOREIGN KEY ("userId") REFERENCES users("id") ON DELETE CASCADE
);

CREATE TABLE IF NOT EXISTS steps (
    "id" UUID PRIMARY KEY,
    "name" TEXT NOT NULL,
    "type" TEXT NOT NULL,
    "threadId" UUID NOT NULL,
    "parentId" UUID,
    "streaming" BOOLEAN NOT NULL,
    "waitForAnswer" BOOLEAN,
    "isError" BOOLEAN,
    "metadata" JSONB,
    "tags" TEXT[],
    "input" TEXT,
    "output" TEXT,
    "createdAt" TEXT,
    "command" TEXT,
    "start" TEXT,
    "end" TEXT,
    "generation" JSONB,
    "showInput" TEXT,
    "language" TEXT,
    "indent" INT,
    FOREIGN KEY ("threadId") REFERENCES threads("id") ON DELETE CASCADE
);

CREATE TABLE IF NOT EXISTS elements (
    "id" UUID PRIMARY KEY,
    "threadId" UUID,
    "type" TEXT,
    "url" TEXT,
    "chainlitKey" TEXT,
    "name" TEXT NOT NULL,
    "display" TEXT,
    "objectKey" TEXT,
    "size" TEXT,
    "page" INT,
    "language" TEXT,
    "forId" UUID,
    "mime" TEXT,
    "props" JSONB,
    FOREIGN KEY ("threadId") REFERENCES threads("id") ON DELETE CASCADE
);

CREATE TABLE IF NOT EXISTS feedbacks (
    "id" UUID PRIMARY KEY,
    "forId" UUID NOT NULL,
    "threadId" UUID NOT NULL,
    "value" INT NOT NULL,
    "comment" TEXT,
    FOREIGN KEY ("threadId") REFERENCES threads("id") ON DELETE CASCADE
);

​
Example

Here is an example of setting up this data layer on a PostgreSQL database with an Azure storage client. First install the required dependencies: 
pip install asyncpg SQLAlchemy azure-identity azure-storage-file-datalake aiohttp greenlet
Import the custom data layer and storage client, and indicate which data layer to use with @cl.data_layer at the beginning of your Chainlit app: 
import chainlit as cl
from chainlit.data.sql_alchemy import SQLAlchemyDataLayer
from chainlit.data.storage_clients.azure import AzureStorageClient

storage_client = AzureStorageClient(account_url="<your_account_url>", container="<your_container>")

@cl.data_layer
def get_data_layer():
    return SQLAlchemyDataLayer(conninfo="<your conninfo>", storage_provider=storage_client)
Note that you need to add +asyncpg to the protocol in the conninfo string so that it uses the asyncpg library.