store.hpp

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#pragma once
 
#include <string>
#include <vector>
#include <optional>
#include <cstdint>
#include "app/model/order.hpp"
#include "app/model/account.hpp"
#include "app/model/position.hpp"
 
namespace fix40 {
 
struct StoredTrade {
    std::string tradeId;        
    std::string clOrdID;        
    std::string symbol;         
    OrderSide side;             
    double price;               
    int64_t quantity;           
    int64_t timestamp;          
    std::string counterpartyOrderId; 
};
 
struct SessionState {
    std::string senderCompID;
    std::string targetCompID;
    int sendSeqNum;             
    int recvSeqNum;             
    int64_t lastUpdateTime;     
};
 
struct StoredMessage {
    int seqNum;                 
    std::string senderCompID;
    std::string targetCompID;
    std::string msgType;        
    std::string rawMessage;     
    int64_t timestamp;          
};
 
class IStore {
public:
    virtual ~IStore() = default;
 
    // =========================================================================
    // 订单存储
    // =========================================================================
    
    virtual bool saveOrder(const Order& order) = 0;
 
    virtual bool saveOrderForAccount(const Order& order, const std::string& accountId) = 0;
 
    virtual bool updateOrder(const Order& order) = 0;
    virtual std::optional<Order> loadOrder(const std::string& clOrdID) = 0;
    virtual std::vector<Order> loadOrdersBySymbol(const std::string& symbol) = 0;
    virtual std::vector<Order> loadOrdersByAccount(const std::string& accountId) = 0;
    virtual std::vector<Order> loadActiveOrders() = 0;
    virtual std::vector<Order> loadAllOrders() = 0;
 
    // =========================================================================
    // 成交存储
    // =========================================================================
    
    virtual bool saveTrade(const StoredTrade& trade) = 0;
    virtual std::vector<StoredTrade> loadTradesByOrder(const std::string& clOrdID) = 0;
    virtual std::vector<StoredTrade> loadTradesBySymbol(const std::string& symbol) = 0;
 
    // =========================================================================
    // 会话状态存储
    // =========================================================================
    
    virtual bool saveSessionState(const SessionState& state) = 0;
    virtual std::optional<SessionState> loadSessionState(
        const std::string& senderCompID, const std::string& targetCompID) = 0;
 
    // =========================================================================
    // 消息存储 (用于重传)
    // =========================================================================
    
    virtual bool saveMessage(const StoredMessage& msg) = 0;
    virtual std::vector<StoredMessage> loadMessages(
        const std::string& senderCompID, const std::string& targetCompID,
        int beginSeqNum, int endSeqNum) = 0;
 
    virtual bool deleteMessagesForSession(
        const std::string& senderCompID, const std::string& targetCompID) = 0;
 
    virtual bool deleteMessagesOlderThan(int64_t timestamp) = 0;
 
    // =========================================================================
    // 账户存储
    // =========================================================================
    
    virtual bool saveAccount(const Account& account) = 0;
    
    virtual std::optional<Account> loadAccount(const std::string& accountId) = 0;
    
    virtual std::vector<Account> loadAllAccounts() = 0;
    
    virtual bool deleteAccount(const std::string& accountId) = 0;
 
    // =========================================================================
    // 持仓存储
    // =========================================================================
    
    virtual bool savePosition(const Position& position) = 0;
    
    virtual std::optional<Position> loadPosition(
        const std::string& accountId, const std::string& instrumentId) = 0;
    
    virtual std::vector<Position> loadPositionsByAccount(const std::string& accountId) = 0;
    
    virtual std::vector<Position> loadAllPositions() = 0;
    
    virtual bool deletePosition(const std::string& accountId, const std::string& instrumentId) = 0;
    
    virtual bool deletePositionsByAccount(const std::string& accountId) = 0;
};
 
} // namespace fix40