SQLite 存储实现 More...

#include <sqlite_store.hpp>

Inheritance diagram for fix40::SqliteStore:

Collaboration diagram for fix40::SqliteStore:

Public Member Functions
	SqliteStore (const std::string &dbPath)
	构造函数

	~SqliteStore () override

	SqliteStore (const SqliteStore &)=delete

SqliteStore &	operator= (const SqliteStore &)=delete

bool	isOpen () const
	检查数据库是否已打开

bool	saveOrder (const Order &order) override
	保存订单（不包含订单归属信息）

bool	saveOrderForAccount (const Order &order, const std::string &accountId) override
	保存订单并记录订单归属账户

bool	updateOrder (const Order &order) override

std::optional< Order >	loadOrder (const std::string &clOrdID) override

std::vector< Order >	loadOrdersBySymbol (const std::string &symbol) override

std::vector< Order >	loadOrdersByAccount (const std::string &accountId) override

std::vector< Order >	loadActiveOrders () override

std::vector< Order >	loadAllOrders () override

bool	saveTrade (const StoredTrade &trade) override

std::vector< StoredTrade >	loadTradesByOrder (const std::string &clOrdID) override

std::vector< StoredTrade >	loadTradesBySymbol (const std::string &symbol) override

bool	saveSessionState (const SessionState &state) override

std::optional< SessionState >	loadSessionState (const std::string &senderCompID, const std::string &targetCompID) override

bool	saveMessage (const StoredMessage &msg) override

std::vector< StoredMessage >	loadMessages (const std::string &senderCompID, const std::string &targetCompID, int beginSeqNum, int endSeqNum) override

bool	deleteMessagesForSession (const std::string &senderCompID, const std::string &targetCompID) override
	删除指定会话方向的所有已持久化消息

bool	deleteMessagesOlderThan (int64_t timestamp) override

bool	saveAccount (const Account &account) override
	保存账户信息

std::optional< Account >	loadAccount (const std::string &accountId) override
	加载账户信息

std::vector< Account >	loadAllAccounts () override
	加载所有账户

bool	deleteAccount (const std::string &accountId) override
	删除账户

bool	savePosition (const Position &position) override
	保存持仓信息

std::optional< Position >	loadPosition (const std::string &accountId, const std::string &instrumentId) override
	加载持仓信息

std::vector< Position >	loadPositionsByAccount (const std::string &accountId) override
	加载账户的所有持仓

std::vector< Position >	loadAllPositions () override
	加载所有持仓

bool	deletePosition (const std::string &accountId, const std::string &instrumentId) override
	删除持仓

bool	deletePositionsByAccount (const std::string &accountId) override
	删除账户的所有持仓

Public Member Functions inherited from fix40::IStore
virtual	~IStore ()=default

Detailed Description

SQLite 存储实现

线程安全的 SQLite 存储实现。支持内存数据库 (":memory:") 用于测试。

Constructor & Destructor Documentation

◆ SqliteStore() [1/2]

fix40::SqliteStore::SqliteStore ( const std::string & dbPath )

explicit

构造函数

Parameters

dbPath 数据库文件路径，":memory:" 表示内存数据库

◆ ~SqliteStore()

fix40::SqliteStore::~SqliteStore ( )

override

◆ SqliteStore() [2/2]

fix40::SqliteStore::SqliteStore ( const SqliteStore & )

delete

Member Function Documentation

◆ deleteAccount()

bool fix40::SqliteStore::deleteAccount ( const std::string & accountId )

overridevirtual

删除账户

从数据库删除指定账户。

Parameters

accountId 账户ID

Returns: 删除成功返回 true，失败返回 false

Warning: 删除账户不会自动删除关联的持仓数据，需要单独处理

Implements fix40::IStore.

◆ deleteMessagesForSession()

bool fix40::SqliteStore::deleteMessagesForSession	(	const std::string &	senderCompID,
		const std::string &	targetCompID
	)

overridevirtual

删除指定会话方向的所有已持久化消息

典型用途：处理 Logon 的 ResetSeqNumFlag(141)=Y 时，清理旧会话的消息记录，避免序列号重置后出现同一 seq_num 的重复历史消息干扰重传。

Parameters

senderCompID	发送方 CompID
targetCompID	接收方 CompID

Returns: 删除成功返回 true，失败返回 false

Implements fix40::IStore.

◆ deleteMessagesOlderThan()

bool fix40::SqliteStore::deleteMessagesOlderThan ( int64_t timestamp )

overridevirtual

Implements fix40::IStore.

◆ deletePosition()

bool fix40::SqliteStore::deletePosition	(	const std::string &	accountId,
		const std::string &	instrumentId
	)

overridevirtual

删除持仓

从数据库删除指定持仓。

Parameters

accountId	账户ID
instrumentId	合约代码

Returns: 删除成功返回 true，失败返回 false

Implements fix40::IStore.

◆ deletePositionsByAccount()

bool fix40::SqliteStore::deletePositionsByAccount ( const std::string & accountId )

overridevirtual

删除账户的所有持仓

从数据库删除指定账户的所有持仓。

Parameters

accountId 账户ID

Returns: 删除成功返回 true，失败返回 false

Implements fix40::IStore.

◆ isOpen()

bool fix40::SqliteStore::isOpen ( ) const

inline

检查数据库是否已打开

◆ loadAccount()

std::optional< Account > fix40::SqliteStore::loadAccount ( const std::string & accountId )

overridevirtual

加载账户信息

从数据库加载指定账户的状态。

Parameters

accountId 账户ID

Returns: 如果账户存在返回 Account 对象，否则返回 std::nullopt

Implements fix40::IStore.

◆ loadActiveOrders()

std::vector< Order > fix40::SqliteStore::loadActiveOrders ( )

overridevirtual

Implements fix40::IStore.

◆ loadAllAccounts()

std::vector< Account > fix40::SqliteStore::loadAllAccounts ( )

overridevirtual

加载所有账户

从数据库加载所有账户信息。

Returns: 账户列表

Implements fix40::IStore.

◆ loadAllOrders()

std::vector< Order > fix40::SqliteStore::loadAllOrders ( )

overridevirtual

Implements fix40::IStore.

◆ loadAllPositions()

std::vector< Position > fix40::SqliteStore::loadAllPositions ( )

overridevirtual

加载所有持仓

从数据库加载所有持仓信息。

Returns: 持仓列表

Implements fix40::IStore.

◆ loadMessages()

std::vector< StoredMessage > fix40::SqliteStore::loadMessages	(	const std::string &	senderCompID,
		const std::string &	targetCompID,
		int	beginSeqNum,
		int	endSeqNum
	)

overridevirtual

Implements fix40::IStore.

◆ loadOrder()

std::optional< Order > fix40::SqliteStore::loadOrder ( const std::string & clOrdID )

overridevirtual

Implements fix40::IStore.

◆ loadOrdersByAccount()

std::vector< Order > fix40::SqliteStore::loadOrdersByAccount ( const std::string & accountId )

overridevirtual

Implements fix40::IStore.

◆ loadOrdersBySymbol()

std::vector< Order > fix40::SqliteStore::loadOrdersBySymbol ( const std::string & symbol )

overridevirtual

Implements fix40::IStore.

◆ loadPosition()

std::optional< Position > fix40::SqliteStore::loadPosition	(	const std::string &	accountId,
		const std::string &	instrumentId
	)

overridevirtual

加载持仓信息

从数据库加载指定账户在指定合约上的持仓。

Parameters

accountId	账户ID
instrumentId	合约代码

Returns: 如果持仓存在返回 Position 对象，否则返回 std::nullopt

Implements fix40::IStore.

◆ loadPositionsByAccount()

std::vector< Position > fix40::SqliteStore::loadPositionsByAccount ( const std::string & accountId )

overridevirtual

加载账户的所有持仓

从数据库加载指定账户的所有持仓信息。

Parameters

accountId 账户ID

Returns: 持仓列表

Implements fix40::IStore.

◆ loadSessionState()

std::optional< SessionState > fix40::SqliteStore::loadSessionState	(	const std::string &	senderCompID,
		const std::string &	targetCompID
	)

overridevirtual

Implements fix40::IStore.

◆ loadTradesByOrder()

std::vector< StoredTrade > fix40::SqliteStore::loadTradesByOrder ( const std::string & clOrdID )

overridevirtual

Implements fix40::IStore.

◆ loadTradesBySymbol()

std::vector< StoredTrade > fix40::SqliteStore::loadTradesBySymbol ( const std::string & symbol )

overridevirtual

Implements fix40::IStore.

◆ operator=()

SqliteStore & fix40::SqliteStore::operator= ( const SqliteStore & )

delete

◆ saveAccount()

bool fix40::SqliteStore::saveAccount ( const Account & account )

overridevirtual

保存账户信息

将账户状态持久化到数据库。如果账户已存在则更新，否则插入新记录。

Parameters

account 要保存的账户对象

Returns: 保存成功返回 true，失败返回 false

Note: 此方法使用 INSERT OR REPLACE 语义，确保幂等性

Implements fix40::IStore.

◆ saveMessage()

bool fix40::SqliteStore::saveMessage ( const StoredMessage & msg )

overridevirtual

Implements fix40::IStore.

◆ saveOrder()

bool fix40::SqliteStore::saveOrder ( const Order & order )

overridevirtual

保存订单（不包含订单归属信息）

该接口兼容旧代码路径与测试；在需要按用户隔离查询订单历史的场景，应优先使用 saveOrderForAccount() 写入 accountId 并使用 loadOrdersByAccount() 查询。

Implements fix40::IStore.

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◆ saveOrderForAccount()

bool fix40::SqliteStore::saveOrderForAccount	(	const Order &	order,
		const std::string &	accountId
	)

overridevirtual

保存订单并记录订单归属账户

Parameters

order	订单对象
accountId	订单所属账户（由服务端基于 Session 身份绑定得出，不应由客户端消息提供）

Returns: 保存成功返回 true，失败返回 false

Implements fix40::IStore.

Here is the caller graph for this function:

◆ savePosition()

bool fix40::SqliteStore::savePosition ( const Position & position )

overridevirtual

保存持仓信息

将持仓状态持久化到数据库。如果持仓已存在则更新，否则插入新记录。

Parameters

position 要保存的持仓对象

Returns: 保存成功返回 true，失败返回 false

Note: 此方法使用 INSERT OR REPLACE 语义，确保幂等性

Implements fix40::IStore.

◆ saveSessionState()

bool fix40::SqliteStore::saveSessionState ( const SessionState & state )

overridevirtual

Implements fix40::IStore.

◆ saveTrade()

bool fix40::SqliteStore::saveTrade ( const StoredTrade & trade )

overridevirtual

Implements fix40::IStore.

◆ updateOrder()

bool fix40::SqliteStore::updateOrder ( const Order & order )

overridevirtual

Implements fix40::IStore.

The documentation for this class was generated from the following files:

include/storage/sqlite_store.hpp
src/storage/sqlite_store.cpp

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ SqliteStore() [1/2]

◆ ~SqliteStore()

◆ SqliteStore() [2/2]

Member Function Documentation

◆ deleteAccount()

◆ deleteMessagesForSession()

◆ deleteMessagesOlderThan()

◆ deletePosition()

◆ deletePositionsByAccount()

◆ isOpen()

◆ loadAccount()

◆ loadActiveOrders()

◆ loadAllAccounts()

◆ loadAllOrders()

◆ loadAllPositions()

◆ loadMessages()

◆ loadOrder()

◆ loadOrdersByAccount()

◆ loadOrdersBySymbol()

◆ loadPosition()

◆ loadPositionsByAccount()

◆ loadSessionState()

◆ loadTradesByOrder()

◆ loadTradesBySymbol()

◆ operator=()

◆ saveAccount()

◆ saveMessage()

◆ saveOrder()

◆ saveOrderForAccount()

◆ savePosition()

◆ saveSessionState()

◆ saveTrade()

◆ updateOrder()