data::query Namespace Reference

Variables
constexpr auto	createOrderTableQuery
constexpr auto	createTradeIdTableQuery = "CREATE TABLE IF NOT EXISTS trade_id (id INTEGER PRIMARY KEY);"
constexpr auto	createTradeTableQuery
constexpr auto	getTradeIdQuery = "SELECT id FROM trade_id;"
constexpr auto	insertIntoOrderTableQuery
constexpr auto	insertIntoTradeTableQuery
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	truncateTradeIdQuery = "DELETE FROM trade_id;"
constexpr auto	updateOrderQuery

Variable Documentation

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);"

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);"

getTradeIdQuery

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

constexpr

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 (?, ?, ?, ?, "
              "?, ?, ?);"

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

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 = ?;"