data::query Namespace Reference

Variables
constexpr auto	createCandleTableQuery
constexpr auto	createClientTableQuery
constexpr auto	createOrderTableQuery
constexpr auto	createSequenceTable
constexpr auto	createTradeIdTableQuery = "CREATE TABLE IF NOT EXISTS trade_id (id INTEGER PRIMARY KEY);"
constexpr auto	createTradeTableQuery
constexpr auto	getSequenceNumberQuery
constexpr auto	getTradeIdQuery = "SELECT id FROM trade_id;"
constexpr auto	insertCandleQuery
constexpr auto	insertClientQuery
constexpr auto	insertIntoOrderTableQuery
constexpr auto	insertIntoTradeTableQuery
constexpr auto	loadClientsQuery = "SELECT sender_comp_id FROM clients WHERE is_active = 1;"
constexpr auto	loadHistoryQuery
constexpr auto	loadOrdersForInstrumentQuery
constexpr auto	removeOrderQuery = "DELETE FROM orders WHERE core_order_id = ?;"
constexpr auto	setTradeIdQuery = "INSERT OR REPLACE INTO trade_id (id) VALUES (?);"
constexpr auto	truncateClientsQuery = "DELETE FROM clients;"
constexpr auto	truncateTradeIdQuery = "DELETE FROM trade_id;"
constexpr auto	updateOrderQuery
constexpr auto	updateSequenceNumberQuery

Variable Documentation

createCandleTableQuery

constexpr auto data::query::createCandleTableQuery

constexpr

Initial value:

= "CREATE TABLE IF NOT EXISTS candles (symbol TEXT, interval INTEGER, "
              "timestamp INTEGER, open REAL, high REAL, low REAL, close REAL, volume INTEGER, "
              "PRIMARY KEY(symbol, interval, timestamp));"

createClientTableQuery

constexpr auto data::query::createClientTableQuery

constexpr

Initial value:

= "CREATE TABLE IF NOT EXISTS clients (sender_comp_id TEXT PRIMARY "
              "KEY, is_active INTEGER);"

createOrderTableQuery

constexpr auto data::query::createOrderTableQuery

constexpr

Initial value:

= "CREATE TABLE IF NOT EXISTS orders (core_order_id INTEGER "
              "PRIMARY "
              "KEY, client_order_id INTEGER, client_id TEXT, sender_comp_id "
              "TEXT, symbol TEXT, side TEXT, type TEXT, "
              "time_in_force TEXT, price REAL, original_quantity INTEGER, "
              "remaining_quantity INTEGER, status TEXT, timestamp INTEGER);"

createSequenceTable

constexpr auto data::query::createSequenceTable

constexpr

Initial value:

= "CREATE TABLE IF NOT EXISTS FIX_Sequences ("
              "compId TEXT PRIMARY KEY NOT NULL,"
              "inSeqNum INTEGER NOT NULL,"
              "outSeqNum INTEGER NOT NULL"
              ");"

createTradeIdTableQuery

constexpr auto data::query::createTradeIdTableQuery = "CREATE TABLE IF NOT EXISTS trade_id (id INTEGER PRIMARY KEY);"

constexpr

createTradeTableQuery

constexpr auto data::query::createTradeTableQuery

constexpr

Initial value:

= "CREATE TABLE IF NOT EXISTS trades (trade_id INTEGER PRIMARY "
              "KEY, symbol TEXT, buy_order_id INTEGER, sell_order_id INTEGER, "
              "quantity INTEGER, price REAL, timestamp INTEGER);"

getSequenceNumberQuery

constexpr auto data::query::getSequenceNumberQuery

constexpr

Initial value:

= "SELECT inSeqNum, outSeqNum FROM "
                                            "FIX_Sequences WHERE compId = ?"

getTradeIdQuery

constexpr auto data::query::getTradeIdQuery = "SELECT id FROM trade_id;"

constexpr

insertCandleQuery

constexpr auto data::query::insertCandleQuery

constexpr

Initial value:

= "INSERT OR REPLACE INTO candles (symbol, interval, timestamp, open, high, "
              "low, close, volume) VALUES (?, ?, ?, ?, ?, ?, ?, ?);"

insertClientQuery

constexpr auto data::query::insertClientQuery

constexpr

Initial value:

= "INSERT OR IGNORE INTO clients (sender_comp_id, is_active) "
              "VALUES (?, ?);"

insertIntoOrderTableQuery

constexpr auto data::query::insertIntoOrderTableQuery

constexpr

Initial value:

= "INSERT INTO orders (core_order_id, client_order_id, client_id, "
              "sender_comp_id, symbol, side, type, "
              "time_in_force, price, original_quantity, remaining_quantity, "
              "status, timestamp) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, "
              "?);"

insertIntoTradeTableQuery

constexpr auto data::query::insertIntoTradeTableQuery

constexpr

Initial value:

= "INSERT INTO trades (trade_id, symbol, buy_order_id, "
              "sell_order_id, quantity, price, timestamp) VALUES (?, ?, ?, ?, "
              "?, ?, ?);"

loadClientsQuery

constexpr auto data::query::loadClientsQuery = "SELECT sender_comp_id FROM clients WHERE is_active = 1;"

constexpr

loadHistoryQuery

constexpr auto data::query::loadHistoryQuery

constexpr

Initial value:

= "SELECT symbol, interval, timestamp, open, high, low, close, volume "
              "FROM candles WHERE symbol = ? AND interval = ? ORDER BY timestamp DESC LIMIT ?;"

loadOrdersForInstrumentQuery

constexpr auto data::query::loadOrdersForInstrumentQuery

constexpr

Initial value:

= "SELECT core_order_id, client_order_id, client_id, "
              "sender_comp_id, symbol, side, type, time_in_force, "
              "price, original_quantity, remaining_quantity, status, timestamp "
              "FROM orders WHERE symbol = ? AND (status = 'New' OR status = "
              "'PartiallyFilled');"

removeOrderQuery

constexpr auto data::query::removeOrderQuery = "DELETE FROM orders WHERE core_order_id = ?;"

constexpr

setTradeIdQuery

constexpr auto data::query::setTradeIdQuery = "INSERT OR REPLACE INTO trade_id (id) VALUES (?);"

constexpr

truncateClientsQuery

constexpr auto data::query::truncateClientsQuery = "DELETE FROM clients;"

constexpr

truncateTradeIdQuery

constexpr auto data::query::truncateTradeIdQuery = "DELETE FROM trade_id;"

constexpr

updateOrderQuery

constexpr auto data::query::updateOrderQuery

constexpr

Initial value:

= "UPDATE orders SET remaining_quantity = "
                                      "?, status = ? WHERE core_order_id = ?;"

updateSequenceNumberQuery

constexpr auto data::query::updateSequenceNumberQuery

constexpr

Initial value:

= "INSERT INTO FIX_Sequences (compId, "
              "inSeqNum, outSeqNum) "
              "VALUES (?, ?, ?) "
              "ON CONFLICT(compId) DO UPDATE SET "
              "inSeqNum=excluded.inSeqNum, "
              "outSeqNum=excluded.outSeqNum;"