CSV Writing

The library provides functionality for asynchronously writing CSV files. Formatting and I/O operations are managed by the backend thread, allowing for efficient and minimal-overhead CSV file writing on the hot path. This feature can be used alongside regular logging.

The CsvWriter class is a utility designed to facilitate asynchronous CSV file writing.

CSV Writing To File

#include "quill/Backend.h"
#include "quill/core/FrontendOptions.h"
#include "quill/CsvWriter.h"
#include "quill/sinks/ConsoleSink.h"
#include "quill/LogMacros.h"

struct OrderCsvSchema
{
  static constexpr char const* header = "order_id,symbol,quantity,price,side";
  static constexpr char const* format = "{},{},{},{:.2f},{}";
};

int main()
{
  quill::BackendOptions backend_options;
  quill::Backend::start(backend_options);

  quill::Logger* logger = quill::Frontend::create_or_get_logger("root", quill::Frontend::create_or_get_sink<quill::ConsoleSink>("sink_id_1"));

  LOG_INFO(logger, "CSV writing example");

  quill::CsvWriter<OrderCsvSchema, quill::FrontendOptions> csv_writter {"orders.csv"};
  csv_writter.append_row(13212123, "AAPL", 100, 210.32321, "BUY");
  csv_writter.append_row(132121123, "META", 300, 478.32321, "SELL");
  csv_writter.append_row(13212123, "AAPL", 120, 210.42321, "BUY");
}

Csv output (orders.csv):

order_id,symbol,quantity,price,side
13212123,AAPL,100,210.32,BUY
132121123,META,300,478.32,SELL
13212123,AAPL,120,210.42,BUY

CSV Writing To Existing Sink

It is possible to pass an existing Sink, or a custom user-created Sink, to the CSV file for output.

#include "quill/Backend.h"
#include "quill/CsvWriter.h"
#include "quill/LogMacros.h"
#include "quill/core/FrontendOptions.h"
#include "quill/sinks/ConsoleSink.h"

struct OrderCsvSchema
{
  static constexpr char const* header = "order_id,symbol,quantity,price,side";
  static constexpr char const* format = "{},{},{},{:.2f},{}";
};

int main()
{
  quill::BackendOptions backend_options;
  quill::Backend::start(backend_options);

  quill::Logger* logger = quill::Frontend::create_or_get_logger(
    "root", quill::Frontend::create_or_get_sink<quill::ConsoleSink>("sink_id_1"));

  LOG_INFO(logger, "CSV writing example");

  std::shared_ptr<quill::Sink> existing_sink = quill::Frontend::get_sink("sink_id_1");

  // Pass the existing ConsoleSink to the CsvWritter, this will output the csv to console
  quill::CsvWriter<OrderCsvSchema, quill::FrontendOptions> csv_writer{"orders.csv", existing_sink};
  csv_writer.append_row(13212123, "AAPL", 100, 210.32321, "BUY");
  csv_writer.append_row(132121123, "META", 300, 478.32321, "SELL");
  csv_writer.append_row(13212123, "AAPL", 120, 210.42321, "BUY");
}