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‎CMakeLists.txt

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@@ -117,14 +117,6 @@ target_link_libraries(thales PRIVATE thales_lib)
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# Tests
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add_subdirectory(tests)
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# Examples
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add_executable(black_scholes_example examples/black_scholes_example.cpp)
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target_link_libraries(black_scholes_example PRIVATE thales_lib)
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# Memory issues example for Address Sanitizer testing
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add_executable(memory_issues_example examples/memory_issues_example.cpp)
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target_link_libraries(memory_issues_example PRIVATE thales_lib)
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# Install targets
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install(TARGETS thales thales_lib
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RUNTIME DESTINATION bin

‎examples/black_scholes_example.cpp

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‎include/thales/utils/db_logger.h

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#ifndef THALES_UTILS_DB_LOGGER_H
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#define THALES_UTILS_DB_LOGGER_H
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#include <memory>
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#include <mutex>
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#include <string>
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#include <queue>
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#include <thread>
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#include <atomic>
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#include <condition_variable>
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namespace thales {
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namespace utils {
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/**
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* @class DbLogger
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* @brief Database logger class for the trading bot.
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*
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* This class provides thread-safe logging functionality to a PostgreSQL database.
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* It implements a singleton pattern and uses asynchronous logging with a queue
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* to minimize impact on trading performance.
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*/
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class DbLogger {
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public:
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/**
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* @brief Get the singleton instance of the database logger
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* @return Reference to the database logger instance
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*/
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static DbLogger& getInstance();
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/**
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* @brief Initialize the database logger
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* @param dbHost Database host
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* @param dbPort Database port
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* @param dbName Database name
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* @param dbUser Database user
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* @param dbPassword Database password
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* @param maxQueueSize Maximum size of the log queue
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* @param batchSize Number of logs to insert in a batch
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* @return true if initialization was successful, false otherwise
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*/
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static bool initialize(
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const std::string& dbHost = "localhost",
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int dbPort = 5432,
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const std::string& dbName = "thales",
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const std::string& dbUser = "thales_user",
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const std::string& dbPassword = "",
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size_t maxQueueSize = 10000,
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size_t batchSize = 100
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);
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/**
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* @brief Log a trade execution to the database
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* @param strategyName Name of the strategy that generated the trade
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* @param symbol Trading symbol
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* @param orderId Order ID
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* @param executionId Execution ID
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* @param side Trade side (BUY or SELL)
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* @param quantity Trade quantity
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* @param price Trade price
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* @param commission Trade commission
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* @param totalValue Total value of the trade
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* @param executionTime Time of execution
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* @param accountId Account ID
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* @param exchange Exchange name
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* @param orderType Order type
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* @param isOption Whether the trade is for an option
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* @param optionData JSON string with option-specific data
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* @param additionalData JSON string with additional data
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* @return true if the log was queued successfully, false otherwise
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*/
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bool log_trade_execution(
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const std::string& strategy_name,
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const std::string& symbol,
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const std::string& order_id,
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const std::string& execution_id,
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const std::string& side,
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double quantity,
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double price,
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double commission,
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double total_value,
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const std::string& execution_time,
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const std::string& account_id,
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const std::string& exchange,
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const std::string& order_type,
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bool is_option = false,
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const std::string& option_data = "{}",
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const std::string& additional_data = "{}"
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);
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/**
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* @brief Shutdown the database logger
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*
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* This method stops the worker thread and flushes any remaining logs.
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*/
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void shutdown();
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/**
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* @brief Check if the database logger is connected
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* @return true if connected, false otherwise
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*/
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bool is_connected() const;
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/**
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* @brief Get the number of logs in the queue
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* @return Number of logs in the queue
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*/
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size_t get_queue_size() const;
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/**
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* @brief Get the number of failed log insertions
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* @return Number of failed log insertions
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*/
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size_t get_failed_count() const;
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private:
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// Private constructor for singleton pattern
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DbLogger();
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// Destructor
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~DbLogger();
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// Prevent copying and assignment
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DbLogger(const DbLogger&) = delete;
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DbLogger& operator=(const DbLogger&) = delete;
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// Structure to hold a trade execution log
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struct TradeExecutionLog {
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std::string strategy_name;
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std::string symbol;
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std::string order_id;
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std::string execution_id;
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std::string side;
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double quantity;
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double price;
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double commission;
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double total_value;
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std::string execution_time;
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std::string account_id;
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std::string exchange;
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std::string order_type;
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bool is_option;
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std::string option_data;
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std::string additional_data;
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std::string timestamp;
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};
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// Connect to the database
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bool connect();
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// Disconnect from the database
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void disconnect();
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// Get the connection string
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std::string get_connection_string() const;
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// Create the necessary tables if they don't exist
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bool create_tables_if_not_exist();
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// Worker thread function
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void worker_thread();
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// Process logs in the queue
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void process_logs();
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// Insert a batch of logs
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bool insert_log_batch(const std::vector<TradeExecutionLog>& logs);
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// Get the current timestamp
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static std::string get_current_timestamp();
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// Instance variables
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std::mutex mutex_;
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std::string db_host_;
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int db_port_;
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std::string db_name_;
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std::string db_user_;
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std::string db_password_;
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size_t max_queue_size_;
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size_t batch_size_;
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// Connection status
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std::atomic<bool> connected_;
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// Queue for logs
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std::queue<TradeExecutionLog> log_queue_;
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std::mutex queue_mutex_;
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std::condition_variable queue_condition_;
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// Worker thread
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std::thread worker_thread_;
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std::atomic<bool> running_;
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// Statistics
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std::atomic<size_t> failed_count_;
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// Singleton instance
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static std::unique_ptr<DbLogger> instance_;
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};
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} // namespace utils
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} // namespace thales
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#endif // THALES_UTILS_DB_LOGGER_H

‎include/thales/utils/logger.h

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*/
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void error(const std::string& message);
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/**
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* @brief Log a message with FATAL level
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* @param message The message to log
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*/
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void fatal(const std::string& message);
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/**
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* @brief Log a message with FATAL level
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* @param message The message to log
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*/
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void fatal(const std::string& message);
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/**
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* @brief Log a trade execution
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* @param strategyName Name of the strategy that generated the trade
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* @param symbol Trading symbol
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* @param orderId Order ID
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* @param executionId Execution ID
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* @param side Trade side (BUY or SELL)
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* @param quantity Trade quantity
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* @param price Trade price
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* @param commission Trade commission
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* @param totalValue Total value of the trade
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* @param executionTime Time of execution
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* @param accountId Account ID
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* @param exchange Exchange name
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* @param orderType Order type
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* @param isOption Whether the trade is for an option
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* @param optionData JSON string with option-specific data
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* @param additionalData JSON string with additional data
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*/
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void logTradeExecution(
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const std::string& strategy_name,
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const std::string& symbol,
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const std::string& order_id,
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const std::string& execution_id,
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const std::string& side,
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double quantity,
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double price,
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double commission,
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double total_value,
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const std::string& execution_time,
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const std::string& account_id,
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const std::string& exchange,
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const std::string& order_type,
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bool is_option = false,
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const std::string& option_data = "{}",
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const std::string& additional_data = "{}"
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);
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/**
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* @brief Set the minimum log level for console output

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