BetaTrader
A HFT Eco-System
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Query.h
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1
9#pragma once
10
11namespace data::query {
12 // Trade Table
13 constexpr auto createTradeTableQuery
14 = "CREATE TABLE IF NOT EXISTS trades (trade_id INTEGER PRIMARY "
15 "KEY, symbol TEXT, buy_order_id INTEGER, sell_order_id INTEGER, "
16 "quantity INTEGER, price REAL, timestamp INTEGER);";
18 = "INSERT INTO trades (trade_id, symbol, buy_order_id, "
19 "sell_order_id, quantity, price, timestamp) VALUES (?, ?, ?, ?, "
20 "?, ?, ?);";
21
22 // Trade ID Table
24 = "CREATE TABLE IF NOT EXISTS trade_id (id INTEGER PRIMARY KEY);";
25 constexpr auto getTradeIdQuery = "SELECT id FROM trade_id;";
26 constexpr auto setTradeIdQuery
27 = "INSERT OR REPLACE INTO trade_id (id) VALUES (?);";
28 constexpr auto truncateTradeIdQuery = "DELETE FROM trade_id;";
29
30 // Order Table
31 constexpr auto createOrderTableQuery
32 = "CREATE TABLE IF NOT EXISTS orders (core_order_id INTEGER PRIMARY "
33 "KEY, client_order_id INTEGER, client_id TEXT, sender_comp_id TEXT, symbol TEXT, side TEXT, type TEXT, "
34 "time_in_force TEXT, price REAL, original_quantity INTEGER, "
35 "remaining_quantity INTEGER, status TEXT, timestamp INTEGER);";
37 = "INSERT INTO orders (core_order_id, client_order_id, client_id, sender_comp_id, symbol, side, type, "
38 "time_in_force, price, original_quantity, remaining_quantity, "
39 "status, timestamp) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?);";
41 = "SELECT core_order_id, client_order_id, client_id, sender_comp_id, symbol, side, type, time_in_force, "
42 "price, original_quantity, remaining_quantity, status, timestamp "
43 "FROM orders WHERE symbol = ? AND (status = 'New' OR status = "
44 "'PartiallyFilled');";
45 constexpr auto removeOrderQuery = "DELETE FROM orders WHERE core_order_id = ?;";
46 constexpr auto updateOrderQuery = "UPDATE orders SET remaining_quantity = "
47 "?, status = ? WHERE core_order_id = ?;";
48} // namespace data::query
Definition Query.h:11
constexpr auto updateOrderQuery
Definition Query.h:46
constexpr auto insertIntoTradeTableQuery
Definition Query.h:18
constexpr auto createOrderTableQuery
Definition Query.h:32
constexpr auto truncateTradeIdQuery
Definition Query.h:28
constexpr auto removeOrderQuery
Definition Query.h:45
constexpr auto loadOrdersForInstrumentQuery
Definition Query.h:41
constexpr auto createTradeTableQuery
Definition Query.h:14
constexpr auto insertIntoOrderTableQuery
Definition Query.h:37
constexpr auto getTradeIdQuery
Definition Query.h:25
constexpr auto createTradeIdTableQuery
Definition Query.h:24
constexpr auto setTradeIdQuery
Definition Query.h:27