Refactoring tick flow

Author: mccaffers

include/models/priceData.hpp

@@ -7,13 +7,13 @@
 #include <chrono>
 
 struct PriceData {
-    double value1;
-    double value2;
+    double ask;
+    double bid;
     std::chrono::system_clock::time_point timestamp;
 
     // Constructor for easy creation
-    PriceData(double v1, double v2, const std::chrono::system_clock::time_point& ts)
-        : value1(v1), value2(v2), timestamp(ts) {}
+    PriceData(double ask, double bid, const std::chrono::system_clock::time_point& ts)
+        : ask(ask), bid(bid), timestamp(ts) {}
 
-    PriceData() : value1(0.0), value2(0.0), timestamp{} {}
+    PriceData() : ask(0.0), bid(0.0), timestamp{} {}
 };

include/sqlManager.hpp

@@ -11,9 +11,8 @@
 
 class SqlManager {
 public:
-    static std::vector<PriceData> streamPriceData(const DatabaseConnection& db);
-    static std::string getBaseQuery();
+    static std::vector<PriceData> streamPriceData(const DatabaseConnection& db, int LAST_MONTHS = 1);
+    static std::string getBaseQuery(int LAST_MONTHS = 1);
 private:
-    static constexpr int LAST_MONTHS = 1;
     static constexpr int STREAM_LIMIT = 200000;
 };

source/databaseConnection.cpp

@@ -63,13 +63,13 @@ std::vector<PriceData> DatabaseConnection::executeQuery(const std::string& query
 
         // Convert results to PriceData objects
         for (const auto& row : result) {
-            double value1 = row[0].as<double>();
-            double value2 = row[1].as<double>();
+            double ask = row[0].as<double>();
+            double bid = row[1].as<double>();
             std::string timestamp_str = row[2].as<std::string>();
 
             auto timestamp = Utilities::parseTimestamp(timestamp_str);
 
-            results.emplace_back(value1, value2, timestamp);
+            results.emplace_back(ask, bid, timestamp);
         }
 
         txn.commit();
@@ -90,13 +90,13 @@ std::vector<PriceData> DatabaseConnection::streamQuery(const std::string& query)
 
     for (int i = 0; i < (int)result.size(); ++i) {
         const auto& row = result[i];
-        double value1, value2;
+        double ask, bid;
         auto sv1 = row[0].view();
         auto sv2 = row[1].view();
-        std::from_chars(sv1.data(), sv1.data() + sv1.size(), value1);
-        std::from_chars(sv2.data(), sv2.data() + sv2.size(), value2);
-        results[i] = PriceData(value1, value2, fastParseTimestamp(row[2].c_str()));
-    }
+        std::from_chars(sv1.data(), sv1.data() + sv1.size(), ask);
+        std::from_chars(sv2.data(), sv2.data() + sv2.size(), bid);
+        results[i] = PriceData(ask, bid, fastParseTimestamp(row[2].c_str()));
+    }  
 
     return results;
 }
@@ -115,8 +115,8 @@ void DatabaseConnection::printResults(const std::vector<PriceData>& results) con
         ss << std::put_time(&tm, "%Y-%m-%d %H:%M:%S");
 
         std::cout << std::fixed << std::setprecision(4)
-                 << data.value1 << "\t"
-                 << data.value2 << "\t"
+                 << data.ask << "\t"
+                 << data.bid << "\t"
                  << ss.str() << std::endl;
     }
 }

source/main.cpp

@@ -35,7 +35,7 @@ int main(int argc, const char * argv[]) {
 
   JsonParser::parseConfigurationFromBase64(argv[2]);
 
-  std::vector<PriceData> ticks = SqlManager::streamPriceData(db);
+  std::vector<PriceData> ticks = SqlManager::streamPriceData(db, 1);
   printf("Total ticks streamed: %zu\n", ticks.size());
 
   // print first tick
@@ -46,18 +46,18 @@ int main(int argc, const char * argv[]) {
   }
   char buffer[20];
   std::strftime(buffer, sizeof(buffer), "%Y-%m-%d %H:%M:%S", &tm);
-  printf("First tick: ask=%.4f, value2=%.4f timestamp=%s\n", ticks[0].value1, ticks[0].value2, buffer);
+  printf("First tick: ask=%.4f, bid=%.4f timestamp=%s\n", ticks[0].ask, ticks[0].bid, buffer);
 
   auto tradeManager = TradeManager::getInstance();
 
-  // std::string tradeId = tradeManager->openTrade(1.2345, 100000, true);
-  // std::cout << "Opened trade: " << tradeId << std::endl;
+  std::string tradeId = tradeManager->openTrade(ticks[0].ask, 100000, true);
+  std::cout << "Opened trade: " << tradeId << std::endl;
 
-  // size_t openTrades = tradeManager->reviewAccount();
-  // std::cout << "Number of open trades: " << openTrades << std::endl;
+  size_t openTrades = tradeManager->reviewAccount();
+  std::cout << "Number of open trades: " << openTrades << std::endl;
 
-  // bool closed = tradeManager->closeTrade(tradeId);
-  // std::cout << "Trade closed: " << (closed ? "yes" : "no") << std::endl;
+  bool closed = tradeManager->closeTrade(tradeId);
+  std::cout << "Trade closed: " << (closed ? "yes" : "no") << std::endl;
 
   return 0;
 

source/sqlManager.cpp

@@ -7,12 +7,12 @@
 #include <string>
 #include <vector>
 
-std::string SqlManager::getBaseQuery() {
-    return "SELECT * FROM EURUSD WHERE timestamp >= dateadd('M', -" + std::to_string(LAST_MONTHS) + ", now()) LIMIT 40000000";
+std::string SqlManager::getBaseQuery(int LAST_MONTHS) {
+    return "SELECT * FROM EURUSD WHERE timestamp >= dateadd('M', -" + std::to_string(LAST_MONTHS) + ", now()) LIMIT " + std::to_string(STREAM_LIMIT);
 }
 
-std::vector<PriceData> SqlManager::streamPriceData(const DatabaseConnection& db) {
-    std::string query = getBaseQuery();
+std::vector<PriceData> SqlManager::streamPriceData(const DatabaseConnection& db, int LAST_MONTHS) {
+    std::string query = getBaseQuery(LAST_MONTHS);
     std::cout << "Executing query: " << query << std::endl;
     return db.streamQuery(query);
 }