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Author SHA1 Message Date
John Colvin 84351460b5 refactor: Add IDataStreamFactory(s) for spatial arb streams 2025-08-24 13:46:58 -04:00
John Colvin 9a1fee4e83 Support custom stream argument parsers 2025-08-24 13:46:58 -04:00
John Colvin dd55866056 Make stream arg name regex match case insensitive 2025-08-24 13:46:57 -04:00
John Colvin 8f6e2b8512 tool: Run Spark.exe from its own directory
It looks in the working directory for runtime config appsettings.json files.
2025-08-24 13:46:57 -04:00
John Colvin b9a36f5d51 cleanup: Remove unused BooleanExpressionToken Negate 2025-08-24 13:46:57 -04:00
John Colvin 3a3bec5821 doc: Comment why MDConsumer must be kept alive
The language server suggests removing it because it isn't referenced.
However, it contains unmanaged resources that mustn't be prematurely
garbage collected.
2025-08-24 13:46:57 -04:00
John Colvin 05a5e9dcf8 refactor: Rename AddRemoteQueryManager -> AddRemoteQueryStreams 2025-08-24 13:46:57 -04:00
John Colvin b1211ed590 refactor: Hide md client behind interface, create via Dep Injection 2025-08-24 13:46:57 -04:00
John Colvin d9a2ab00f8 Drop dump-books and dump-securities from spark_api_server cli
These were subcommands were out of place. This exe has one purpose: run
the Spark Api Server.
2025-08-24 13:46:57 -04:00
John Colvin 22ea8a7070 cleanup: Remove unused MarketDataClient from OrderSample 2025-08-24 13:46:57 -04:00
John Colvin 1b7543e94b build: Launch console for Spark Debug builds, otherwise hide it 2025-08-24 13:46:57 -04:00
John Colvin c66d8c1f99 cleanup: Remove ancient winforms sdk ui example 2025-08-24 13:46:57 -04:00
John Colvin 87d6a97198 cleanup: Fix a ton of build warnings (cs)
All these warnings have been bothering me for a while. The work isn't done, but
this commit chops them down from ~1000 to ~600.

* AppendCollection.cs
* AppendStreamModified.cs
* BenzingaNewsStream.cs
* BenzingaNewsSymbolStateStream.cs
* BookStream.cs
* CSVSaverStream.cs
* ChartsUtils.cs
* ColumnInfo.cs
* ContractUtils.cs
* ContractUtils.cs
* DiffStream.cs
* FuturesActiveContractStream.cs
* FuzzyJoinOverTimeStream.cs
* HistoricalBarsStream.cs
* HistoricalBarsStream.cs
* InstrumentsStream.cs
* JoinOperandRowIndex.cs
* JoinRow.cs
* JoinStream.cs
* JoinTable.cs
* JoinTableSchema.cs
* LatencyStream.cs
* LeftInternalJoinStream.cs
* LightForeignJoinRow.cs
* LightForeignJoinRowList.cs
* LightLeftForeignJoinRow.cs
* LiteralStream.cs
* NLStream.cs
* NLToDSLStream.cs
* NLToIndexedFewShotPromptStream.cs
* NonIncGroupByStream.cs
* NonIncJoinBookkeeper.cs
* NonIncJoinSpec.cs
* OHLCVStream.cs
* OpenAIPromptStream.cs
* PriceStatsStream.cs
* PriceStatsStream.cs
* ProjectHelper.cs
* ProjectStream.cs
* PubSubServerStateStream.cs
* PubsubHeartbeatStream.cs
* SimpleNode.cs
* SortRow.cs
* SpatialArbStatsStream.cs
* SpatialFuturePairsStream.cs
* SpreadPerformanceEvaluator.cs
* SpreadPerformanceStream.cs
* StreamIOCommon.cs
* SuperJoinStream.cs
* TableMetaDataStream.cs
* TextWriterStream.cs
* TimeAverageStream.cs
2025-08-24 13:46:57 -04:00
John Colvin cf05d07692 style: Normalize indentation in PubsubHeartbeatStream.cs 2025-08-24 13:46:56 -04:00
John Colvin 9ccc4467ba chore: Add GetValue, TryGetValue ext fns to IBlueRow 2025-08-24 13:46:56 -04:00
John Colvin 9c2223b4da chore: Add 'Empty' fn for BlueTable/Schema (for convenience) 2025-08-24 13:46:56 -04:00
John Colvin b09a39ceb6 cleanup: Remove redundant code block in HistoricalBarsStream.cs 2025-08-24 13:46:56 -04:00
John Colvin 8ebf437c9e cleanup: Fix indentation and build warnings in TestStream.cs 2025-08-24 13:46:56 -04:00
John Colvin 160dbb624f fix (preemptive): Avoid StackOverflow in md client securities fn
One of the 'securities_incremental' fns was calling back into itself instead of
the other overload. This is a 'preemptive' fix because the problematic code path
wasn't running in practice (though it was a ticking time bomb).
2025-08-24 13:46:56 -04:00
John Colvin da945b39c7 cleanup: Make MDConsumer.on_security nonnull
It's always initialized in the constructor.
2025-08-24 13:46:56 -04:00
John Colvin bfede66c31 refactor: Decouple ViewStreamDatabase from TableStream, ISubscriberCore 2025-08-24 13:46:56 -04:00
John Colvin bc39b8fda9 chore: Add position index to IDataStreamFactory input args 2025-08-24 13:46:56 -04:00
John Colvin 12fadab839 check pt: PingPong algo (2) 2025-08-24 13:46:56 -04:00
John Colvin bcbfc56e7d check pt: PingPong algo 2025-08-24 13:46:56 -04:00
John Colvin efd389ea46 Add environment variable override for app data path
Historically, ~/sparkdata on linux, and ~/AppData/Roaming/bts on win.
Now that we may run multiple exes at once (api server, pubsub, sparkd, etc.),
we need to support multiple data dirs on the same host.
2025-08-24 13:46:56 -04:00
John Colvin ce236da67b Drop ".exe" from log dir name on windows 2025-08-24 13:46:56 -04:00
John Colvin e91fb32207 feat: Add SpreadBook stream 2025-08-24 13:46:56 -04:00
John Colvin 0cf576a055 fix: Check settings Subject.IsDisposed before using 2025-08-24 13:46:56 -04:00
John Colvin 7213b05c9e ui (launcher): Move "X" button to left of report menu items
This is a more natural location. Also, it looked weird on the right because the
menu labels aren't fixed width, so the buttons weren't vertically aligned.
2025-08-24 13:46:55 -04:00
John Colvin 19a6f53cfa refactor: Use HostBuilder to launch spark w/ streams 2025-08-24 13:46:55 -04:00
John Colvin 7a53bf4b01 build (cleanup): Get rid of global.json
We don't need it anymore
2025-08-24 13:46:55 -04:00
John Colvin 965186874e build: Update System.Composition pkg refs to 8.0.0 2025-08-24 13:46:55 -04:00
John Colvin f8704dd083 cleanup: Mark a few classes "internal" in Spark 2025-08-24 13:46:55 -04:00
John Colvin 93c2770abe cleanup: Use consistent access modifier in TabDocument partial class
It should be marked internal in both xaml and xaml.cs (it was previously
only so in the latter).
2025-08-24 13:46:55 -04:00
John Colvin f422b752a4 refactor: Consolidate ShellBootstrapper and base class into one 2025-08-24 13:46:55 -04:00
John Colvin d6f7031716 feat: Add Stream Reports shell window 2025-08-24 13:46:55 -04:00
John Colvin 5d34bdbecf build: Define custom "main" (entry point) for Spark exe
This is a prelude to integrating streams into spark. The plan is to use
an ms HostBuilder to instantiate stream services/dependencies alongside
the spark Application object.
2025-08-24 13:46:55 -04:00
John Colvin 0c96c3bc06 cleanup: Get rid of stunnel code
This looks like it hasn't been hooked up for years...it would only start
if a stunnel.conf file was detected, which hasn't been around for a very
long time.
2025-08-24 13:46:55 -04:00
John Colvin 1da06732e2 fix: Only create mutex if spark app is NOT running in vs designer
I accidentally droped the '!' in a cleanup commit 4 years ago
2025-08-24 13:46:55 -04:00
John Colvin 641f00b4e0 fix Extend dsl to support explicit param names 2025-08-24 13:46:55 -04:00
John Colvin d860573910 vscode: Add DSQA debug cfg to skip build 2025-08-24 13:46:55 -04:00
John Colvin fa8f623263 fix (dsqa): Resolve name conflicts with new BlueOrb streams 2025-08-24 13:46:55 -04:00
John Colvin 706d9235ca fix: Fix typo in "DateTimeExpansionStream" type name
Previously, it was "DateTimeExpanstion" (erroneous "t")
2025-08-24 13:46:55 -04:00
John Colvin 03c99cc3df chore: Add CircularBuffer class (c#) 2025-08-24 13:46:55 -04:00
John Colvin fc050f4bd3 refactor: Rename ExceptionAssert.is_valid ExceptionAssert.Index.IsValid
Like the ExceptionAssert.Argument class that provides methods that throw
ArgumentException if a condition isn't satisfied, the ExceptionAssert.Index
class provides methods that throw IndexOutOfRange exceptions.
2025-08-24 13:46:55 -04:00
John Colvin 39b3490f5a chore: Add OffsetList class
This supports mutations (unlike the SubRangeWrapper class).
2025-08-24 13:46:54 -04:00
John Colvin a0ef2c3348 cleanup: Remove "partial" class modifiers from OrderBook vm classes
They simply weren't necessary.
2025-08-24 13:46:54 -04:00
John Colvin acb420d4cc check pt: Proof of concept ladder left panel price point collection 2025-08-24 13:46:54 -04:00
John Colvin ab07697985 ui: Adjust ladder ticks-per-row with ctrl+shift+mousewheel 2025-08-24 13:46:54 -04:00
John Colvin 6ad7418931 build: Change publish_data_stream.py to publish the sln
We were publishing individual projects as a workaround for the
dependency issue (bug) that caused some projects to incorrectly target
net8.0. The fact that publishing individual projects "just worked" was
probably dumb luck. Now that the underlying issue has been addressed, we
can resume publishing the sln as a whole.
2025-08-24 13:46:54 -04:00
John Colvin 783764fc1f build: Add scripts to publish data stream apps 2025-08-24 13:46:54 -04:00
John Colvin 5771b19c18 build: Use separate cmd to build DataStreamSuite/QueryAnalyzer.sln
The DataStreamSuite.sln builds the new webapp now, which will
(eventually) replace DSQA. We'll keep it around for now, but with a
clean separation from the main build.
2025-08-24 13:46:54 -04:00
John Colvin ee5b78ed9c feat: Add DataStream WebApp
Included in DataStreamSuite.sln, but not DataStreamQueryAnalyzer.sln
2025-08-24 13:46:54 -04:00
John Colvin d609dcd3c2 cleanup: Remove unused code 2025-08-24 13:46:54 -04:00
John Colvin 7b266cd4d0 Reduce log noise in AsyncTCPConnection_AsyncWrapper 2025-08-24 13:46:54 -04:00
John Colvin de8593af5a TEMP changes to appsettings.json (at least i should review them before making permanent) 2025-08-24 13:46:54 -04:00
John Colvin ab6f6e1790 Add ColumnIndex class to resolve column names to indices
Improves performance compared to accessing columns by name
2025-08-24 13:46:54 -04:00
John Colvin 51e38ca793 Increase SQLiteEnumerator page size to 65536
This performs better, and doesn't seem to be too large in practice
2025-08-24 13:46:53 -04:00
John Colvin 7b2bc4b10c Serialize TimeSpan w/ microsecond precision in DataPacket json 2025-08-24 13:46:53 -04:00
John Colvin 05cae5c959 Format DateTimes w/ microsecond precision in DataPacketJsonConverter 2025-08-24 13:46:53 -04:00
John Colvin aaca8f0f3a Add BlueColumnTable for pandas integration
This will make it easier/more natural to support pandas column expressions
2025-08-24 13:46:53 -04:00
John Colvin 59a16677d1 Add c# Variant class, modeled after std::variant in c++ 2025-08-24 13:46:53 -04:00
John Colvin 50e7bba3d7 refactor: Rename snake_case fns PascalCase 2025-08-24 13:46:53 -04:00
John Colvin 6026ca0c62 refactor: Use dependency injection in DSQA 2025-08-24 13:46:53 -04:00
John Colvin 253512cef8 refactor: Load IDataStreamFactory(s) with dependency injection
So we can create ViewStreams that depend on other services, config, etc.
Previously, the PrimitiveManager relied purely on static construction of
types through reflection.
2025-08-24 13:46:53 -04:00
John Colvin ae050d9401 chore: Make BlueTableSchemaAdapter implement IBlueTableSchema 2025-08-24 13:46:53 -04:00
John Colvin eb0f386328 refactor: Rename "BlueTableSchemaAdaptor" with "er" 2025-08-24 13:46:53 -04:00
John Colvin b5aca5637c refactor: Replace DataPacket w/ IDataPacket in stream handlers 2025-08-24 13:46:53 -04:00
John Colvin 685507eed4 refactor: Change namespace to Bts.DataStreamCore for a few types
Since they're in the DataStreamCore csproj
2025-08-24 13:46:53 -04:00
John Colvin 6567baa7d5 Make 'name' default to CallerArgumentExpression for convenience 2025-08-24 13:46:52 -04:00
John Colvin 39dc6c24ed refactor: Replace if/else with switch cases 2025-08-24 13:46:52 -04:00
John Colvin 317a8cee60 cleanup: Remove over-engineered subcommands
We don't need explicit subcommands to 'run onixs' md (just use config).
2025-08-24 13:46:52 -04:00
John Colvin 9bb7beabc2 fix: Ensure IDGenerator instance is created before deref 2025-08-24 13:46:52 -04:00
John Colvin 2364c82254 fix: Expand undefined vars to empty string
Bugs (fixed):
  * Md shared memory file names have unexpanded variable: '${BTS_SHARED_MEMORY_PREFIX}'
2025-08-24 13:46:52 -04:00
John Colvin b3114f2a62 fix: Emplace MDConsumerHandle instead of copy assign 2025-08-24 13:46:52 -04:00
John Colvin b64a8ba214 cleanup: Remove unnecessary code
Trim includes as well
2025-08-24 13:46:52 -04:00
John Colvin b257b673fb improvement: Set SHARED_MEMORY_PREFIX to an environment variable
So we can effectively define it at runtime. We don't want to have to
produce different builds just to change the shared mem prefix.
2025-08-24 13:46:52 -04:00
John Colvin 43df2bbdc5 fix: Always prepend proc name to shared mem prefix
Our shared memory model isn't really designed to be shared across
processes. Maybe some day it will.
2025-08-24 13:46:52 -04:00
John Colvin 5f80492c93 cleanup: Remove redundant macro def 2025-08-24 13:46:52 -04:00
John Colvin 5a63b25a8f Skip md recording thread loop if no recorders configured to run 2025-08-24 13:46:51 -04:00
John Colvin 5647beed40 cleanup: Trivial whitespace cleanup in Protobuf.cmake 2025-08-24 13:46:51 -04:00
John Colvin d3900e3149 build: Clean up data_files cmake proj (support --target clean) 2025-08-24 13:46:51 -04:00
John Colvin 221505e243 fix build: Add ShmSegmentName.cpp to windows client sources 2025-08-24 13:46:51 -04:00
John Colvin d16c696ecf Add api server to docker compose 2025-08-24 13:46:51 -04:00
John Colvin c371fd8e99 Change api server ports so they don't conflict w/ ds webapp 2025-08-24 13:46:51 -04:00
John Colvin 16fb295a37 build: Resolve app data dir and shared mem prefix at runtime
We really can't define them at compile time anymore as we build multiple
exes that depend on libspark in the same dir (e.g., spark api server,
pubsub, ds-publisher, webapp, etc.). That means one libspark.so (or dll)
must serve all exes. We should compile a consistent libspark to mitigate
the risk of running an exe with the wrong version (of libspark). For
example, running pubsub with a libspark configured for spark api server,
leftover from an earlier build.
2025-08-24 13:46:51 -04:00
John Colvin bb157c768c Don't log "initializing spark config" if it has already been initialized 2025-08-24 13:46:51 -04:00
John Colvin 8c9ac51bb6 vscode: Add debug cfg for spark api server 2025-08-24 13:46:51 -04:00
John Colvin 39d04285d0 Use dependency injection in spark api server 2025-08-24 13:46:51 -04:00
John Colvin 41db558841 Add SparkLoggerAdapter for Msft ILogger 2025-08-24 13:46:51 -04:00
John Colvin cdebdd5765 fix: Don't assert on exception in BooleanExpression.evaluate
Bugs (fixed):
  * DataStream WebApp Server sometimes crashes when the user enters a
    bad query.
2025-08-24 13:46:50 -04:00
John Colvin bb7a000689 Assert that local ip address is successfully obtained 2025-08-24 13:46:50 -04:00
John Colvin d62816ac0b improvement: Resolve hostnames when comparing ip addrs
So we can to configure pubsub routes by hostname or ipv4 (ipv6 hasn't
been tested yet...so we should assume it doesn't work).
2025-08-24 13:46:50 -04:00
John Colvin 964ec5b565 Assert TcpConnection endpoint matches expected 2025-08-24 13:46:50 -04:00
John Colvin 46247b6439 Catch exceptions on AsyncTCPConnector_AsyncWrapper background thread
Since it spawns a new thread on each attempt, uncaught exceptions were previously undetected,
and caused silent failures down the pipe. This should make it easier to track such bugs down.
2025-08-24 13:46:50 -04:00
John Colvin 10e862074c fix: Format PubSubRoute as json in log msgs
It was previously using the default ToString, which simply returns the type name
2025-08-24 13:46:50 -04:00
John Colvin 9ce0bd1e35 build: Upgrade packages (deps) in DataStreamTests 2025-08-24 13:46:50 -04:00
John Colvin 6d93cf856f cleanup: Remove unused ViewStreamDatabase config 2025-08-24 13:46:50 -04:00
John Colvin fd68164eef vscode: Add PubSubServer debug cfg to skip build 2025-08-24 13:46:50 -04:00
John Colvin 863efdd53f Remove reference to spark protobuf Config in ViewStream
We can't read spark protobuf Config until it has been initialized,
and since ViewStream doesn't have the configServer param handy it
isn't able to initialize config if necessary. In that case, it would simply
block until config was initialized by someone else. Such a risk doesn't
seem justified for this particular configuration dependency
(DataStreamConfig.UseUncopiedNewRowsInFire). For now, its hardcoded to false.
2025-08-24 13:46:50 -04:00
John Colvin 3d94eabab7 refactor: Run RemoteQueryManager as an IHostedService
This paradigm more accurately represents the RemoteQueryManager as a
Service that can be started/stopped.
2025-08-24 13:46:50 -04:00
John Colvin 450ef9985a fix: Ensure spark config init and login are only performed once
As a static function that could be called from anywhere in the code
(directly or indirectly), 'Configuration.Initialize' was vulnerable to
race bugs. The "Configuration.get<T>()" method, whose calls are
ubiquitous in our code, would initialize config if it hadn't been done
so already. Without a reference to the configServer param, this param
would effectively be ignored/overridden with null.

It's important that login only be performed once, for obvious reasons
(our exes that connect to sparkd are generally designed to process data
for a single user). Furthermore, not every routine that requires a
successful login has a reference to the credentials needed to do it. To
address this, we now pass the ISparkdLoginService singleton to these
routines so they can wait until the singular login task has completed
before they begin.
2025-08-24 13:46:50 -04:00
John Colvin 0bf7e209a0 Assert ViewStreamDatabase.instance is only created once
The instance must be initialized via ViewStreamDatabase.SetGlobalInstance
2025-08-24 13:46:50 -04:00
John Colvin b5c666c505 cleanup: Remove unused code from ViewStreamDatabase 2025-08-24 13:46:49 -04:00
John Colvin 198cda76a8 fix: Define BoooleanConstant before StringConstant
Otherwise the former masks the latter and prevents it from matching
2025-08-24 13:46:49 -04:00
John Colvin dc17774e07 cleanup: Remove unnecessary deps from csprojs 2025-08-24 13:46:49 -04:00
John Colvin c9c33045f4 fix: Catch exception when creating TcpClient 2025-08-24 13:46:49 -04:00
John Colvin e36b3bf115 fix: Make SystemSubscriptionMapPublisher threadsafe
The PubSubState.onTagMapChanged event may not be invoked on
the same thread as doWork.
2025-08-24 13:46:49 -04:00
John Colvin a6383c08a4 fix: Add a few null checks
* TimeBasedFilter
* TableAccumulator2
* NonIncGroupByStream
2025-08-24 13:46:49 -04:00
John Colvin ee651061b9 Reduce task wait/timeout code in AsyncTCPConnector 2025-08-24 13:46:49 -04:00
John Colvin 2a497b460d fix build warnings: Make props nullable strings in SharedStreamConfig 2025-08-24 13:46:49 -04:00
John Colvin ac5edfb0ce Assert that System publishers 'doWork' is always called on same thread 2025-08-24 13:46:49 -04:00
John Colvin 54cf46e926 deploy: Add pubsub and md-publisher services to compose.yaml 2025-08-24 13:46:49 -04:00
John Colvin 116778a0cc refactor: Model config profiles after dotnet appsettings
Namely, in DataStreamPublisher and PubSubServer. This is part of a
broader paradigm shift towards dotnet factory pattern.

https://learn.microsoft.com/en-us/dotnet/core/extensions/dependency-injection-guidelines

* Rename Configurations/<name>.json -> appsettings.<name>.json
* Move reusable startup code into new Bts.Extensions.Hosting proj
2025-08-24 13:46:49 -04:00
John Colvin f7b835997e Add ErrorChanged event to propagate DataStream exceptions 2025-08-24 13:46:49 -04:00
John Colvin c920c6f3a9 fix build: Fix Spark build after making config init async 2025-08-24 13:46:49 -04:00
John Colvin 36de4d1578 refactor: Tweak SparkCoreServices to synchronize Configuration.init globally 2025-08-24 13:46:49 -04:00
John Colvin 0571cb40a0 refactor: Change Configuration.initialize to be async 2025-08-24 13:46:48 -04:00
John Colvin 1ca6acdd23 vscode: Add 'isSparkApiEnabled' input to launch.json 2025-08-24 13:46:48 -04:00
John Colvin f4f3c881db Remove unused PubSubConfig props 2025-08-24 13:46:48 -04:00
John Colvin 36e150f6c7 Capture OperationCanceledException (instead of TaskCanceledException)
The former is the base class for the latter, so this will widen the umbrella to catch a few corner cases
that would otherwise been handled by the generic "Exception" catch block. One corner case I know
of is when an op is canceled via "CancellationToken.ThrowIfCancellationRequested". In that case,
an OperationCanceledException is thrown (not a TaskCanceledException).

https://stackoverflow.com/questions/34359129/operationcanceledexception-vs-taskcanceledexception-when-task-is-canceled
2025-08-24 13:46:48 -04:00
John Colvin f98b435e0b Fix dsqa config json 2025-08-24 13:46:48 -04:00
John Colvin dce4c5f543 fix: Always call 'handle_internal_pubs' in PubSubMessageReactor main loop 2025-08-24 13:46:48 -04:00
John Colvin d4d696e135 Fix mismatched types in PubSubServerTagStatsStream schema 2025-08-24 13:46:48 -04:00
John Colvin bb818d9dcc Add DataStreamPublisher service modules designed for Dependency Injection
* Change DataStreamPublisher json fields to match cs class property names verbatim
* Rename Publishers -> PublisherNodes in DataStreamPublisherConfig
2025-08-24 13:46:48 -04:00
John Colvin 14e838de6a refactor: Decouple ViewPublisher from IPubTableBroker impl 2025-08-24 13:46:48 -04:00
John Colvin 6fe35e2692 Add PubSub service modules designed for Dependency Injection
* Get rid of JsonPropertyName attributes in PubSubConfig
  - The Dependency Injection framework (based around dotnet ApplicationBuilder)
    does not support this attribute, and maps property names verbatim to json fields.

* Change PubSubServer json fields to match cs class property names verbatim
2025-08-24 13:46:48 -04:00
John Colvin 08f9784ed0 refactor: Decouple RemoteQueryManager from IManagedSubscriber, IPubTableBroker impl 2025-08-24 13:46:48 -04:00
John Colvin bde4ee6308 refactor: Decouple ManagedSubscriber from ISubscriberCore impl 2025-08-24 13:46:48 -04:00
John Colvin 03116a2973 refactor: Only support 1 tag type in IPubSubServerTagHandler 2025-08-24 13:46:48 -04:00
John Colvin d0d6d587d7 refactor: Decouple PubTableBroker from IPublisherCore impl
Reference interface rather than the PublisherCore impl.
2025-08-24 13:46:48 -04:00
John Colvin 765e45d95a fix: Dispose market data sub in various md streams 2025-08-24 13:46:48 -04:00
John Colvin cd833ceb36 cleanup: Remove unused pubsub tag handler code
* Removed 'IPubSubServerTagHandler.register'
  - All implementations of this function were empty
* Removed 'IPubSubServerTagHandler.supportedTagTypes'
  - This property wasn't referenced anywhere
* Remove IWorker inheritance from IPubSubServerTagHandler
  - No reason these interfaces have to be tied together
2025-08-24 13:46:47 -04:00
John Colvin a148a03175 refactor: Rename CloudStreamManager.cs -> RemoteQueryManager.cs
This matches the file name
2025-08-24 13:46:47 -04:00
John Colvin 338edfd732 Change pub sub schema prefix 'bluto://' -> 'bts-cloud://'
In config json files (not actual code change)
2025-08-24 13:46:47 -04:00
John Colvin 2a9ca60654 chore: Fix typos in log msgs
* Bad string interopolation syntax
2025-08-24 13:46:47 -04:00
John Colvin 03a677df4c vscode: Add DataStreamPublisher debug cfg to skip build 2025-08-24 13:46:47 -04:00
John Colvin 07b32e4da4 Add spark service modules designed for Dependency Injection 2025-08-24 13:46:47 -04:00
John Colvin 3b1b74a1bf cleanup: Fix benign typos in build scripts
Change BUILD_SPARK_PY var name to BUILD_PY (these scripts build other
projects than 'spark').
2025-08-24 13:46:47 -04:00
John Colvin 645a447248 fix build (warn): Only use Registry on windows 2025-08-24 13:46:47 -04:00
John Colvin 4580a1af21 cleanup: Fix numerous build warnings in DataStreamSuite
Nearly all warnings were due to nullability issues, since the concept of
nullable reference types did not exist when the DataStream code was
originally written.

* PubSubClientMessage
  - Normalize indentation/whitespace
  - Fix some typos
  - Address nullability issues to fix build warnings
  - Modernize code

* Compression related files
  - ZipEntry
  - ZipFile
  - ZipInputStream
  - TarHeader

* RemoteMessage
  - make 'message' nullable to resolve warnings elsewhere (in calling code)

* PubSubSingleTagStateEvent.cs
* PubSubMessageReactor
* PubSubState
* SystemHeartbeatPublisher
* SystemStatsPublisher
* SingleTagData
* ManagedTCPMessageHub
* PubsubDeserializationController
* PublisherCore
* InflaterHuffmanTree
* AsyncTCPConnection_APM
* ThreadSafeQueue
* ManagedSubscriber
* SubscriberCore
* PubSubServerManagedTCPConnection
* AsyncTCPConnection_APM
* SuperMapStream
* MapStream
* TradeBarsStream
2025-08-24 13:46:47 -04:00
John Colvin 85a68a14c6 cleanup: Disable nullability warnings
* BZip2InputStream
* TarInputStream
* Inflater
* InflaterDynHeader
* BZip2OutputStream
* DeflaterHuffman
* ParallelJoinTest
2025-08-24 13:46:47 -04:00
John Colvin 3476bbca02 cleanup: Modernize PubSubRoute code, json parsing 2025-08-24 13:46:47 -04:00
John Colvin fdb1811f03 cleanup: Remove unused DateTime grammar from exp parser 2025-08-24 13:46:47 -04:00
John Colvin 7db9f9368b chore: Add json facilities for DataStream websocket api 2025-08-24 13:46:47 -04:00
John Colvin 983eb24584 refactor: Add handy WebsocketExtensions
* IsSocketStateOpen
* IsClosedProperly
2025-08-24 13:46:47 -04:00
John Colvin 312aa9c669 chore: Add JsonRpc types for websocket paradigm 2025-08-24 13:46:46 -04:00
John Colvin a11b0959bb cleanup: Remove empty file (clearly added by accident) 2025-08-24 13:46:46 -04:00
John Colvin 4c6702b506 editorconfig: Use standard c# capitalization rules
* Use 'PascalCase' for public members (instead of 'snake_case')
* Use 'camelCase' for private members (instead of '_snake_case')
2025-08-24 13:46:46 -04:00
John Colvin e0e0c408a5 Add generic ViewStream, BlueRow types/interfaces 2025-08-24 13:46:46 -04:00
John Colvin db2bd425be Add BlueRowColumnMask to hide columns w/ minimal overhead
Less overhead than ProjectStream
2025-08-24 13:46:46 -04:00
John Colvin 2af3c6e98d fix: Remove query from literal error stream
The parser can't handle colons in the expression (it throws/crashes)
2025-08-24 13:46:46 -04:00
John Colvin 74c1ef8dab fix: Remove erroneous "DSL: " prefix in ai prompt stream
This causes parse errors since we extended the dsl syntax to support
named params in the form of "name: arg".
2025-08-24 13:46:46 -04:00
John Colvin e3bcfa792c feat: Extend dsl to support explicit param names
When using explicit names, the argument order doesn't matter, and args
with defaults are automatically populated if omitted.
2025-08-24 13:46:46 -04:00
John Colvin 8f55916fe0 Add async SQLiteEnumerator to read sqlite tables as IBlueRowCollection 2025-08-24 13:46:46 -04:00
John Colvin 9fbf509b30 Add gen purpose blue row/table utils for data streams
* Add BlueRowReflection<T> so ViewStream implementations can use
  strong row types without needing to implement IBlueRow
* Add default implementations for IDictionary members in IBlueRow to make
  implementing IBlueRow less tedious
2025-08-24 13:46:46 -04:00
John Colvin 2004b76ebc ui: Add long/short avg cost lines to ladder 2025-08-24 13:46:46 -04:00
John Colvin 614e4de884 ui: Add exec fee columns to fills grid 2025-08-24 13:46:46 -04:00
John Colvin 0ba34da70e chore: Add exec fee to sec metadata config 2025-08-24 13:46:45 -04:00
John Colvin 826c1164be chore: Add fill_aggressor prop to ITradeLogRow 2025-08-24 13:46:45 -04:00
1624 changed files with 33884 additions and 50304 deletions

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@@ -55,16 +55,14 @@ RUN \
clangd-$clang_major
# CMake
RUN set -eux \
&& apt-get update \
&& apt-get install -y --no-install-recommends ca-certificates curl gpg \
&& curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc \
| gpg --dearmor -o /usr/share/keyrings/kitware-archive-keyring.gpg \
&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
> /etc/apt/sources.list.d/kitware.list \
&& apt-get update \
&& apt-get install -y --no-install-recommends cmake \
&& rm -rf /var/lib/apt/lists/*
RUN \
curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
| gpg --dearmor - \
| tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
| tee /etc/apt/sources.list.d/kitware.list > /dev/null \
&& apt-get update \
&& apt-get install -y cmake
# Dotnet
RUN apt-get update && apt-get install -y dotnet8
@@ -82,14 +80,9 @@ RUN mkdir -p /etc/apt/keyrings \
# Emumba (deps)
RUN apt-get update && apt-get -y install rapidjson-dev
# Emumba
ARG EMUMBA_DERIBIT_CONNECTOR_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
RUN --mount=type=secret,id=bitbucket_access_token \
set -eux \
&& apt-get update \
&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
&& curl -fL -H "Authorization: Bearer ${TOKEN}" $EMUMBA_DERIBIT_CONNECTOR_DEB_URL -o /tmp/emumba-deribit-connector.deb \
&& apt-get install -y /tmp/emumba-deribit-connector.deb \
&& rm -f /tmp/emumba-deribit-connector.deb
COPY emumba /emumba
RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
&& rm -r /emumba
# Pcap
RUN apt-get update && apt-get install -y libpcap0.8-dev
@@ -97,18 +90,6 @@ RUN apt-get update && apt-get install -y libpcap0.8-dev
# Databento (deps)
RUN apt-get update && apt-get -y install libzstd-dev
# Rakurai
ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.5_amd64.deb"
RUN --mount=type=secret,id=bitbucket_access_token \
set -eux \
&& apt-get update \
&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
&& curl -fL -H "Authorization: Bearer ${TOKEN}" $RAKURAI_DEB_URL -o /tmp/rakurai.deb \
# Need --force-overwrite because rakuirai and emumba-deribit-connector both include the same
# spdlog headers.
&& apt-get install -y -o Dpkg::Options::="--force-overwrite" /tmp/rakurai.deb \
&& rm -f /tmp/rakuirai.deb
# Docker in Docker
RUN apt-get update && apt-get install -y \
docker.io \
+1 -7
View File
@@ -1,11 +1,5 @@
{
"build": {
"dockerfile": "../docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile",
"options": [
"--secret",
"id=bitbucket_access_token,src=${localWorkspaceFolder}/.secrets/bitbucket_access_token.txt"
]
},
"dockerFile": "Dockerfile",
"hostRequirements": {
"memory": "8gb",
"storage": "10gb"
+4
View File
@@ -0,0 +1,4 @@
#!/usr/bin/env bash
this_dir="$(realpath "$(dirname "$(readlink -f "${BASH_SOURCE[0]}")")")"
sudo dpkg -i "$this_dir/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
-15
View File
@@ -29,9 +29,6 @@
# tools/deploy.sh --help
#
### Host/Runtime ###
TZ=Etc/UTC
### Sparkd ###
# The internal image for sparkd to use. For more info, view:
# src/server/sparkd/Dockerfile
@@ -41,9 +38,6 @@ SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
# Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
# Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
# SPARKD__DATA_DIR=/home/bts/sparkdata/data
# Mount volume or dir to "/md_recording" inside the docker. Defaults to volume
# "sparkd_md_recording_<config_port>" (e.g., sparkd_md_recording_8000).
# SPARKD__MD_RECORDING_DIR=/home/bts/md_recording
SPARKD__SOURCE_DIR=install/sparkd-release-gcc
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
SPARKD__CONFIG_PORT=8000
@@ -51,14 +45,5 @@ SPARKD__QUICKBUS_PORT=8001
SPARKD__SIM_FIX_PORT=8002
SPARKD__SHM_SIZE=4gb
SPARKD__PYTHON_REQUIREMENTS=requirements.txt
SPARKD__SPARKD_ENTRYPOINT=src/app_sparkd/sparkd-entrypoint.sh
SPARKD__MAIN_ENTRYPOINT=./sparkd-entrypoint.sh
### PubSubServer ###
PUBSUB__CONFIG_DIR=src/DataStreamSuite/PubSubServer/Configurations/Development
PUBSUB__SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
### MdPublisher ###
MD_PUBLISHER__CONFIG_DIR=src/DataStreamSuite/DataStreamPublisher/Configurations/ReplayMarketData
MD_PUBLISHER__SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
# TODO: add config for other services (pubsub, md-publisher, webapp, api-server, etc.)
-2
View File
@@ -55,8 +55,6 @@ trace_data/
.cache/
/src/Spark.Admin.WebApp/tsconfig.*.g.json
/src/Spark.Admin.WebApp/src/bin/
/src/**/*appsettings.Local.json
/src/**/*/Configurations/Local/
**/CMakeDeps.cmake
**/CMakeDeps_win.cmake
.devcontainer/
+85 -132
View File
@@ -19,19 +19,15 @@
"type": "coreclr",
"request": "launch",
"program": "",
"preLaunchTask": "Build Api Server (Debug)",
"windows": {
"preLaunchTask": "Build Api Server (Debug)",
"program": "spark_api_server.exe",
},
"linux": {
"program": "spark_api_server",
},
"args": [
"run",
],
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
"args": [
"run",
"--sparkd",
"http://127.0.0.1:8000/config"
],
"cwd": "build/Debug/bin/net8.0",
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -43,20 +39,43 @@
"program": "",
"windows": {
"program": "spark_api_server.exe",
},
"linux": {
"program": "spark_api_server",
},
"args": [
"run",
],
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
"args": [
"run",
"--sparkd",
"http://127.0.0.1:8000/config"
],
"cwd": "build/Debug/bin/net8.0",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Bts.DataStreamWebApp.Server",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream WebApp (Debug)",
"program": "${workspaceFolder}/build/Debug/bin/net8.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "${input:dataStreamWebAppServerEnvironment}",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
{
"name": "Bts.DataStreamWebApp.Server (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "${workspaceFolder}/build/Debug/bin/net8.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "${input:dataStreamWebAppServerEnvironment}",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
{
"name": "DataStreamPublisher",
"type": "coreclr",
@@ -142,14 +161,14 @@
"name": "DataStreamQueryAnalyzer",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream (Debug)",
"preLaunchTask": "Build DataStreamQueryAnalyzer (Debug)",
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
},
"stopAtEntry": false,
@@ -164,8 +183,8 @@
"program": "DataStreamQueryAnalyzer.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
},
"stopAtEntry": false,
@@ -208,43 +227,6 @@
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Sdk Demo",
"type": "coreclr",
"request": "launch",
"program": "",
"preLaunchTask": "Build Spark Sdk (Debug)",
"windows": {
"program": "Bts.Spark.Sdk.Demo.exe",
},
"linux": {
"program": "Bts.Spark.Sdk.Demo",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:sdkDemoEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Sdk Demo (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Bts.Spark.Sdk.Demo.exe",
},
"linux": {
"program": "Bts.Spark.Sdk.Demo.exe",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:sdkDemoEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark",
"type": "coreclr",
@@ -285,7 +267,7 @@
"windows": {
"program": "Spark.exe",
"args": [
"--Spark:ConfigServer",
"--sparkd",
"${input:sparkConfigServer}"
],
"cwd": "build/Debug/bin/net8.0-windows",
@@ -333,7 +315,6 @@
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
"preLaunchTask": "Build Sparkd (Debug | Clang)",
},
"args": [
"run"
@@ -383,49 +364,44 @@
}
]
},
{
"name": "Sparkd Attach",
"type": "cppdbg",
"request": "attach",
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
},
{
"description": "Set Disassembly Flavor to Intel",
"text": "-gdb-set disassembly-flavor intel",
"ignoreFailures": true
}
]
},
],
"inputs": [
{
"id": "apiServerEnvironment",
"id": "dataStreamPublisherEnvironment",
"type": "pickString",
"description": "Api Server Configuration",
"description": "Publisher Configuration",
"options": [
"Development",
"Local",
"MarketData",
"Production",
"ProductionAws",
"Staging",
],
"default": "MarketDataPublisher",
},
{
"id": "pubSubServerEnvironment",
"type": "pickString",
"description": "PubSub Configuration",
"options": [
"Development",
"EchoServer",
"Production",
"ProductionAws",
"Staging",
],
"default": "Development",
},
{
"id": "dataStreamPublisherConfig",
"id": "dataStreamWebAppServerEnvironment",
"type": "pickString",
"description": "Publisher Configuration",
"description": "DataStream WebApp Environment",
"options": [
"MarketDataPublisher",
"SimpleEchoClient",
"SimpleTestDataPublisher",
"TestDataPublisher",
],
"default": "MarketDataPublisher",
"Development",
"Production",
"ProductionAws",
"Staging",
]
},
{
"id": "dataStreamQueryAnalyzerEnvironment",
@@ -433,48 +409,9 @@
"description": "DataStreamQueryAnalyzer Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "dataStreamPublisherEnvironment",
"type": "pickString",
"description": "DataStreamPublisher Configuration",
"options": [
"Local",
"ReplayMarketData",
],
"default": "Local",
},
{
"id": "pubSubServerEnvironment",
"type": "pickString",
"description": "PubSubServer Configuration",
"options": [
"Development",
"EchoServer",
"Local",
],
"default": "Development",
},
{
"id": "sdkDemoEnvironment",
"type": "pickString",
"description": "Sdk Demo Configuration",
"options": [
"Development",
"Local",
"Staging",
],
"default": "Development",
},
{
"id": "sparkConfigServer",
"type": "promptString",
"description": "Config Server URL",
"default": "http://localhost:8000/config",
},
{
"id": "sparkEnvironment",
"type": "pickString",
@@ -485,6 +422,12 @@
],
"default": "Development",
},
{
"id": "sparkConfigServer",
"type": "promptString",
"description": "Config Server URL",
"default": "http://localhost:8000/config",
},
{
"id": "sparkTest",
"type": "promptString",
@@ -495,5 +438,15 @@
"type": "promptString",
"description": "Test to run",
},
{
"id": "isSparkApiEnabled",
"type": "pickString",
"description": "Enable Spark Api (connect to sparkd)",
"options": [
"True",
"False",
],
"default": "True",
}
]
}
+1 -1
View File
@@ -1 +1 @@
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins;/workspaces/spark/tools/py
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins
+228 -219
View File
@@ -121,6 +121,117 @@
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStreamQueryAnalyzer",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_data_stream_query_analyzer.cmd",
},
"args": [
"--configuration",
"${input:buildConfiguration}",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStreamQueryAnalyzer (Debug)",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_data_stream_query_analyzer.cmd",
},
"args": [
"--configuration",
"Debug",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStreamQueryAnalyzer (Release)",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_data_stream_query_analyzer.cmd",
},
"args": [
"--configuration",
"Release",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStream WebApp",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_data_stream_web_app.sh",
},
"windows": {
"command": "tools/build_data_stream_web_app.cmd",
},
"args": [
"--configuration",
"${input:buildConfiguration}",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStream WebApp (Debug)",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_data_stream_web_app.sh",
},
"windows": {
"command": "tools/build_data_stream_web_app.cmd",
},
"args": [
"--configuration",
"Debug",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStream WebApp (Release)",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_data_stream_web_app.sh",
},
"windows": {
"command": "tools/build_data_stream_web_app.cmd",
},
"args": [
"--configuration",
"Release",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark",
"group": "build",
@@ -172,66 +283,6 @@
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark Sdk",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_spark_sdk.sh",
},
"windows": {
"command": "tools/build_spark_sdk.cmd",
},
"args": [
"--configuration",
"${input:buildConfiguration}",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark Sdk (Debug)",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_spark_sdk.sh",
},
"windows": {
"command": "tools/build_spark_sdk.cmd",
},
"args": [
"--configuration",
"Debug",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark Sdk (Release)",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_spark_sdk.cmd",
},
"linux": {
"command": "tools/build_spark_sdk.sh",
},
"args": [
"--configuration",
"Release",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Sparkd",
"group": "build",
@@ -363,6 +414,22 @@
"color": "terminal.ansiCyan"
},
},
{
"label": "Publish DataStreamWebApp",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/publish_data_stream_web_app.sh",
},
"windows": {
"command": "tools/publish_data_stream_web_app.cmd",
},
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Edit DataStream Config",
"type": "process",
@@ -411,141 +478,19 @@
"id": "wrench"
},
},
{
"label": "Run Api Server",
"dependsOn": "Build Api Server",
"type": "process",
"command": "",
"windows": {
"command": "spark_api_server.exe",
},
"linux": {
"command": "spark_api_server",
},
"args": [
"run",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Api Server (Debug)",
"dependsOn": "Build Api Server (Debug)",
"type": "process",
"command": "",
"windows": {
"command": "spark_api_server.exe",
},
"linux": {
"command": "spark_api_server",
},
"args": [
"run",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Api Server (Release)",
"dependsOn": "Build Api Server (Release)",
"type": "process",
"command": "",
"windows": {
"command": "spark_api_server.exe",
},
"linux": {
"command": "spark_api_server",
},
"args": [
"run",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Api Server (Debug | Skip Build)",
"type": "process",
"command": "",
"windows": {
"command": "spark_api_server.exe",
},
"linux": {
"command": "spark_api_server",
},
"args": [
"run",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Api Server (Release | Skip Build)",
"type": "process",
"command": "",
"windows": {
"command": "spark_api_server.exe",
},
"linux": {
"command": "spark_api_server",
},
"args": [
"run",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStreamQueryAnalyzer",
"dependsOn": "Build DataStream",
"dependsOn": "Build DataStreamQueryAnalyzer",
"type": "process",
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
},
},
"icon": {
@@ -555,16 +500,17 @@
},
{
"label": "Run DataStreamQueryAnalyzer (Debug)",
"dependsOn": "Build DataStream (Debug)",
"dependsOn": "Build DataStreamQueryAnalyzer (Debug)",
"type": "process",
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
},
},
"icon": {
@@ -574,16 +520,17 @@
},
{
"label": "Run DataStreamQueryAnalyzer (Release)",
"dependsOn": "Build DataStream (Release)",
"dependsOn": "Build DataStreamQueryAnalyzer (Release)",
"type": "process",
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
},
},
"icon": {
@@ -657,6 +604,89 @@
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStream WebApp (Debug)",
"dependsOn": "Build DataStream WebApp (Debug)",
"command": "",
"linux": {
"command": "Bts.DataStreamWebApp.Server",
},
"windows": {
"command": "Bts.DataStreamWebApp.Server.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/Bts.DataStreamWebApp.Server/Configurations/DevServer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "Development",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStream WebApp (Release)",
"dependsOn": "Build DataStream WebApp (Release)",
"command": "",
"linux": {
"command": "Bts.DataStreamWebApp.Server",
},
"windows": {
"command": "Bts.DataStreamWebApp.Server.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/Bts.DataStreamWebApp.Server/Configurations/DevServer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "Production",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStream WebApp (Release | Skip Build)",
"command": "",
"linux": {
"command": "Bts.DataStreamWebApp.Server",
},
"windows": {
"command": "Bts.DataStreamWebApp.Server.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/Bts.DataStreamWebApp.Server/Configurations/DevServer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "Production",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run PubSubServer",
"dependsOn": "Build DataStream",
@@ -1024,17 +1054,6 @@
},
],
"inputs": [
{
"id": "apiServerEnvironment",
"type": "pickString",
"description": "Api Server Configuration",
"options": [
"Development",
"Local",
"Staging",
],
"default": "Development",
},
{
"id": "buildConfiguration",
"type": "pickString",
@@ -1045,16 +1064,6 @@
],
"default": "Debug",
},
{
"id": "dataStreamQueryAnalyzerEnvironment",
"type": "pickString",
"description": "DataStreamQueryAnalyzer Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "sparkdCmakePreset",
"type": "pickString",
-102
View File
@@ -1,102 +0,0 @@
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.0.31903.59
MinimumVisualStudioVersion = 10.0.40219.1
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
EndProject
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EndProject
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EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk", "src\cs\Bts.Spark.Sdk\Bts.Spark.Sdk.csproj", "{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk.Demo", "src\cs\Bts.Spark.Sdk.Demo\Bts.Spark.Sdk.Demo.csproj", "{FCFDBDBE-74B0-41C4-9011-C651B21056D4}"
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Debug|x86 = Debug|x86
Release|Any CPU = Release|Any CPU
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Release|x86 = Release|x86
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{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|x86.Build.0 = Release|Any CPU
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GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
{8949AF88-F1D3-4BC4-827F-B088B555F7B9} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
{37E4E890-D025-4729-90F9-6F95862F47BC} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
{FCFDBDBE-74B0-41C4-9011-C651B21056D4} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
EndGlobalSection
EndGlobal
+152 -57
View File
@@ -8,31 +8,14 @@
"configurePresets": [
{
"name": "spark-base",
"hidden": true,
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
}
}
},
{
"name": "spark-windows",
"inherits": "spark-base",
"displayName": "Spark",
"name": "spark",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"generator": "Visual Studio 17 2022",
"binaryDir": "${sourceDir}/build/${presetName}",
"environment": {
"SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++20 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
},
@@ -40,9 +23,18 @@
"CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
"CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
"CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
"CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
"EXTERNALS_ROOT": "${sourceDir}/externals/windows"
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"EXTERNALS_ROOT": "${sourceDir}/externals/windows",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0;${sourceDir}/build/$<CONFIG>/bin/net8.0-windows",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
}
}
},
@@ -159,17 +151,17 @@
},
{
"name": "spark-linux",
"inherits": "spark-base",
"displayName": "Spark",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"name": "spark-api-server-windows",
"inherits": "spark",
"displayName": "Spark Api Server (Windows)"
},
{
"name": "spark-api-server-linux",
"inherits": "sparkd",
"displayName": "Spark Api Server (Linux)",
"generator": "Ninja Multi-Config",
"cacheVariables": {
"platform": "linux",
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
@@ -178,26 +170,21 @@
"type": "BOOL",
"value": "OFF"
},
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "OFF"
},
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_EXPORT_COMPILE_COMMANDS": {
"type": "BOOL",
"value": "ON"
},
"CMAKE_INSTALL_RPATH": ".",
"CMAKE_PREFIX_PATH": "${sourceDir}/cmake/;${sourceDir}/.venv/lib/python3.10/site-packages/pybind11/share/cmake/pybind11",
"DATABENTO_USE_EXTERNAL_JSON": {
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/Spark.Api.Server/$<CONFIG>/bin/net8.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
},
"EXTERNALS_ROOT": "${sourceDir}/externals/linux"
}
}
},
@@ -217,32 +204,87 @@
"cacheVariables": {
"CCAPI_LOG_LEVEL": "Trace"
}
}
],
},
"buildPresets": [
{
"name": "spark-windows",
"name": "data-stream-suite-windows",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"hidden": true,
"configurePreset": "spark-windows"
"inherits": "spark",
"displayName": "Data Stream Suite (Windows)",
"description": "Data Stream utils ported over from Edge",
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0;${sourceDir}/build/$<CONFIG>/bin/net8.0-windows"
}
},
{
"name": "spark-windows-debug",
"name": "data-stream-suite-linux",
"displayName": "Data Stream Suite (Linux)",
"description": "Data Stream utils ported over from Edge",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"inherits": "sparkd",
"generator": "Ninja Multi-Config",
"cacheVariables": {
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_SDK": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_SPARKD": {
"type": "BOOL",
"value": "OFF"
},
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
}
}
}
],
"buildPresets": [
{
"name": "spark",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"hidden": true
},
{
"name": "spark-debug",
"displayName": "Spark (Debug)",
"inherits": "spark-windows",
"inherits": "spark",
"configurePreset": "spark",
"configuration": "Debug"
},
{
"name": "spark-windows-release",
"name": "spark-release",
"displayName": "Spark (Release)",
"inherits": "spark-windows",
"inherits": "spark",
"configurePreset": "spark",
"configuration": "Release"
},
@@ -285,27 +327,52 @@
},
{
"name": "spark-linux",
"name": "spark-api-server-windows",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"hidden": true,
"configurePreset": "spark-api-server-windows"
},
{
"name": "spark-api-server-windows-debug",
"displayName": "Spark Api Server (Windows | Debug)",
"inherits": "spark-api-server-windows",
"configuration": "Debug"
},
{
"name": "spark-api-server-windows-release",
"displayName": "Spark Api Server (Windows | Release)",
"inherits": "spark-api-server-windows",
"configuration": "Release"
},
{
"name": "spark-api-server-linux",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"hidden": true,
"configurePreset": "spark-linux"
"configurePreset": "spark-api-server-linux"
},
{
"name": "spark-linux-debug",
"inherits": "spark-linux",
"displayName": "Spark (Linux | Debug)",
"name": "spark-api-server-linux-debug",
"inherits": "spark-api-server-linux",
"displayName": "Spark Api Server (Linux | Debug)",
"configuration": "Debug"
},
{
"name": "spark-linux-release",
"inherits": "spark-linux",
"displayName": "Spark (Linux | Release)",
"name": "spark-api-server-linux-release",
"inherits": "spark-api-server-linux",
"displayName": "Spark Api Server (Linux | Release)",
"configuration": "Release"
},
@@ -322,6 +389,34 @@
"configurePreset": "sparkd-ccapi-diag",
"displayName": "Debug (ccapi diag)",
"inherits": "sparkd"
},
{
"name": "data-stream-suite-windows-debug",
"displayName": "Data Stream Suite (Windows | Debug)",
"configurePreset": "data-stream-suite-windows",
"configuration": "Debug"
},
{
"name": "data-stream-suite-windows-release",
"displayName": "Data Stream Suite (Windows | Release)",
"configurePreset": "data-stream-suite-windows",
"configuration": "Release"
},
{
"name": "data-stream-suite-linux-debug",
"displayName": "Data Stream Suite (Linux | Debug)",
"configurePreset": "data-stream-suite-linux",
"configuration": "Debug"
},
{
"name": "data-stream-suite-linux-release",
"displayName": "Data Stream Suite (Linux | Release)",
"configurePreset": "data-stream-suite-linux",
"configuration": "Release"
}
]
}
+26 -406
View File
@@ -1,11 +1,10 @@
Microsoft Visual Studio Solution File, Format Version 12.00
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.3.32922.545
MinimumVisualStudioVersion = 15.0.26124.0
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
EndProject
@@ -43,538 +42,168 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "sr
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{39AEA075-6457-46C0-8821-1158BE6EFA57}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{385C4948-E080-56A6-E29E-8B0F4913175C}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{43FB297B-7A4D-4835-A878-E6DF345B580C}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{BC277499-8215-4F9F-B9AB-07B6391110BF}"
EndProject
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Debug|Any CPU = Debug|Any CPU
Debug|x86 = Debug|x86
MinSizeRel|x64 = MinSizeRel|x64
MinSizeRel|Any CPU = MinSizeRel|Any CPU
MinSizeRel|x86 = MinSizeRel|x86
Release|x64 = Release|x64
Release|Any CPU = Release|Any CPU
Release|x86 = Release|x86
RelWithDebInfo|x64 = RelWithDebInfo|x64
RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
RelWithDebInfo|x86 = RelWithDebInfo|x86
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{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.ActiveCfg = Release|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.Build.0 = Release|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.ActiveCfg = Release|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.Build.0 = Release|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
EndGlobalSection
GlobalSection(Performance) = preSolution
HasPerformanceSessions = true
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
{EF26A475-6101-4C9C-A717-D60BB92A2302} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
@@ -586,17 +215,8 @@ Global
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{B945A183-2174-4ACB-B289-8A5C546656FE} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{385C4948-E080-56A6-E29E-8B0F4913175C} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
{43FB297B-7A4D-4835-A878-E6DF345B580C} = {385C4948-E080-56A6-E29E-8B0F4913175C}
{BC277499-8215-4F9F-B9AB-07B6391110BF} = {385C4948-E080-56A6-E29E-8B0F4913175C}
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
EndGlobalSection
GlobalSection(Performance) = preSolution
HasPerformanceSessions = true
EndGlobalSection
EndGlobal
+182
View File
@@ -0,0 +1,182 @@
set(Protobuf_PROTOC_EXECUTABLE "${EXTERNALS_BIN}/protoc")
set(PROTOBUF_INCLUDE_DIRS "${EXTERNALS_INCLUDE}")
set(PROTOBUF_STATIC_LIB "libprotobuf")
set(_protobuf_src_dir ${CMAKE_SOURCE_DIR}/src/lib_spark)
set(_protobuf_bin_dir ${CMAKE_BINARY_DIR}/src/lib_spark)
function(Protobuf_Generate_Cpp)
set(_options)
set(_one_value_args CXX_SOURCES CXX_HEADERS CXX_OUT_DIR)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
foreach(FIL ${_ARGS_PROTO_SOURCES})
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
get_filename_component(FIL_WE ${FIL} NAME_WE)
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
if(FIL_DIR)
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
endif()
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h")
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
COMMAND
${Protobuf_PROTOC_EXECUTABLE}
ARGS
--cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${ABS_FIL}
DEPENDS ${ABS_FIL}
COMMENT "Running C++ protocol buffer compiler on ${FIL}"
VERBATIM
)
endforeach()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
${${_ARGS_CXX_HEADERS}}
PROPERTIES
GENERATED TRUE
)
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "/wd4309 /wd4838"
)
else()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
function(Service_Compiler_Generate_Cpp)
set(_options)
set(_one_value_args CXX_SOURCES CXX_HEADERS CXX_OUT_DIR)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
foreach(FIL ${_ARGS_PROTO_SOURCES})
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
get_filename_component(FIL_WE ${FIL} NAME_WE)
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
if(FIL_DIR)
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
endif()
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h")
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h")
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h")
set(TEMPLATES
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/client.pb.cc
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/client.pb.h
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/server.pb.cc
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/server.pb.h
)
set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.py)
if(WIN32)
set(_plugin_cmd ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.cmd)
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h"
COMMAND SET PYTHONPATH=${SPARK_PYTHON}
COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
COMMAND
${Protobuf_PROTOC_EXECUTABLE}
ARGS
--cpp_out=${_ARGS_CXX_OUT_DIR}
--plugin=protoc-gen-service=${_plugin_cmd}
--service_out=lang=cpp:${_ARGS_CXX_OUT_DIR}
-I ${PROTOBUF_INCLUDE_DIRS}
-I ${_protobuf_src_dir}
${ABS_FIL}
DEPENDS
${ABS_FIL}
${TEMPLATES}
${_plugin_cmd}
${_plugin_py}
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM
)
else()
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h"
COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
ARGS
${Protobuf_PROTOC_EXECUTABLE}
--cpp_out=${_ARGS_CXX_OUT_DIR}
--plugin=protoc-gen-service=${_plugin_py}
--service_out=lang=cpp,make_file_name=${ABS_FIL}:${_ARGS_CXX_OUT_DIR}
${_proto_include_cli_args} ${ABS_FIL}
DEPENDS
${ABS_FIL}
${TEMPLATES}
${_plugin_py}
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM
)
endif()
endforeach()
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "/wd4309 /wd4838"
)
else()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
+69 -160
View File
@@ -1,8 +1,7 @@
services:
sparkd:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
build:
dockerfile: src/app_sparkd/Dockerfile
args:
@@ -10,35 +9,24 @@ services:
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-shell:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
build:
dockerfile: docker/images/bluetradingsystems/linux_shell/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: "do sleep 1; done"
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/sparkdata/data
if [ -e "/home/bts/sparkdata/data/logging.sparkd/log" ]; then
mv "/home/bts/sparkdata/data/logging.sparkd/log" "/home/bts/sparkdata/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
fi
if [ -e "/home/bts/sparkdata/conf/.env.local" ]; then
echo 'Sourcing /home/bts/sparkdata/conf/.env.local'
set -a
. /home/bts/sparkdata/conf/.env.local
set +a
fi
if [ -d /home/bts/sparkdata/conf/plugins ]; then
echo 'Copying /home/bts/sparkdata/conf/plugins to runtime dir (/home/bts/bin)'
cp -r /home/bts/sparkdata/conf/plugins /home/bts/bin/
fi
./sparkd run"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
@@ -53,9 +41,8 @@ services:
sparkd-symbols:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/sparkdata/conf
build:
dockerfile: src/app_sparkd/Dockerfile
args:
@@ -63,8 +50,26 @@ services:
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/sparkdata
if [ -e "/home/bts/sparkdata/data/logging.sparkd/log" ]; then
mv "/home/bts/sparkdata/data/logging.sparkd/log" "/home/bts/sparkdata/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
fi
ls -alh /home/bts/sparkdata/conf/
cat /home/bts/sparkdata/conf/.env.local
if [ -e "/home/bts/sparkdata/conf/.env.local" ]; then
echo 'Sourcing /home/bts/sparkdata/conf/.env.local'
set -a
. /home/bts/sparkdata/conf/.env.local
set +a
fi
if [ -d /home/bts/sparkdata/conf/plugins ]; then
echo 'Copying /home/bts/sparkdata/conf/plugins to runtime dir (/home/bts/bin)'
cp -r /home/bts/sparkdata/conf/plugins /home/bts/bin/
fi
./sparkd run"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
@@ -72,7 +77,6 @@ services:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
@@ -80,75 +84,17 @@ services:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-multicast:
environment:
- TZ=America/Chicago
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
network_mode: "host"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
delay: 3s
resources:
limits:
memory: "${SPARKD__MEMORY:-16gb}"
sparkd-multicast-cert:
environment:
- TZ=America/Chicago
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
network_mode: "host"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
delay: 3s
resources:
limits:
memory: "${SPARKD__MEMORY:-16gb}"
sparkd-tail:
image: bluetradingsystems/linux_dotnet8
image: bluetradingsystems/linux_dotnet7
volumes:
- type: volume
read_only: true
source: sparkd_data
target: /home/bts/.local/share/bts/sparkd/data/logging.sparkd
target: /home/bts/sparkdata/data/logging.sparkd
volume:
subpath: logging.sparkd
command: ["tail", "-f", "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log"]
command: ["tail", "-f", "/home/bts/sparkdata/data/logging.sparkd/log"]
sparkd-ping-test:
depends_on:
@@ -158,75 +104,35 @@ services:
build:
context: .
dockerfile_inline: |
FROM bluetradingsystems/linux_dotnet8
FROM bluetradingsystems/linux_dotnet7
USER "root"
RUN apt-get update && apt-get -y install iputils-ping
command: [ "ping", "sparkd" ]
pubsub:
volumes:
- ${PUBSUB__DATA_DIR:-pubsub_data}:/home/bts/.local/share/bts/pubsub/data
environment:
- DOTNET_ENVIRONMENT=Staging
build:
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
args:
- SOURCE_DIR=${PUBSUB__SOURCE_DIR}
- CONFIG_DIR=${PUBSUB__CONFIG_DIR}
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- CONF_FILE=src/DataStreamSuite/PubSubServer/spark.conf
ports:
- 22019:22019
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/pubsub/data
if [ -e "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log" ]; then
mv "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log" "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log_$(date '+%Y%m%d-%H%M')"
fi
if [ -e "/home/bts/.local/share/bts/pubsub/conf/.env" ]; then
echo 'Sourcing /home/bts/.local/share/bts/pubsub/conf/.env'
set -a
. /home/bts/.local/share/bts/pubsub/conf/.env
set +a
fi
if [ -e "/home/bts/.local/share/bts/pubsub/conf/.env.local" ]; then
echo 'Sourcing /home/bts/.local/share/bts/pubsub/conf/.env.local'
set -a
. /home/bts/.local/share/bts/pubsub/conf/.env.local
set +a
fi
./PubSubServer"
env_file:
- .env
- ${PUBSUB__CONFIG_DIR}/.env
command: [ "./PubSubServer" ]
md-publisher:
volumes:
- ${MD_PUBLISHER__DATA_DIR:-md_publisher_data}:/home/bts/.local/share/bts/md_publisher/data
- historic_md:/home/bts/.local/share/bts/md_publisher/data/databento
build:
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
args:
- SOURCE_DIR=${MD_PUBLISHER__SOURCE_DIR}
- CONFIG_DIR=${MD_PUBLISHER__CONFIG_DIR}
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/md_publisher/data
if [ -e "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log" ]; then
mv "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log" "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log_$(date '+%Y%m%d-%H%M')"
fi
if [ -e "/home/bts/.local/share/bts/md_publisher/conf/.env" ]; then
echo 'Sourcing /home/bts/.local/share/bts/md_publisher/conf/.env'
set -a
. /home/bts/.local/share/bts/md_publisher/conf/.env
set +a
fi
if [ -e "/home/bts/.local/share/bts/md_publisher/conf/.env.local" ]; then
echo 'Sourcing /home/bts/.local/share/bts/md_publisher/conf/.env.local'
set -a
. /home/bts/.local/share/bts/md_publisher/conf/.env.local
set +a
fi
dockerize -wait tcp://pubsub:22019 -timeout 10s ./DataStreamPublisher"
env_file:
- .env
- ${MD_PUBLISHER__CONFIG_DIR}/.env
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- CONF_FILE=src/DataStreamSuite/DataStreamPublisher/spark.conf
depends_on:
- pubsub
- sparkd
command: [ "dockerize", "-wait", "tcp://pubsub:22019", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./DataStreamPublisher" ]
environment:
- DOTNET_ENVIRONMENT=MarketData
api-server:
depends_on:
@@ -237,18 +143,21 @@ services:
build:
dockerfile: src/client/spark_api_server/Dockerfile
command: [ "dockerize", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./spark_api_server", "run" ]
webapp:
ports:
- 8080:8080
- 8443:8443
build:
dockerfile: src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- WEB_ROOT=build/Bts.DataStreamWebApp.Client/production/dist
- CONF_FILE=src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf
command: [ "./Bts.DataStreamWebApp.Server" ]
environment:
- ASPNETCORE_ENVIRONMENT=Staging
volumes:
sparkd_data:
name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
pubsub_data:
name: "pubsub_22019"
md_publisher_data:
name: "md_publisher_22019"
historic_md:
name: "historic_md"
md_recording:
name: "sparkd_md_recording_${SPARKD__CONFIG_PORT:-8000}"
external: true
-942
View File
@@ -1,942 +0,0 @@
# Security ID handling in `sparkd`
This document traces how security identifiers are created, translated, persisted,
indexed, and published by the `sparkd` market-data paths. It focuses on the
legacy CME MDP3/OnixS pipeline and the newer generalized market-data pipeline.
## Executive summary
`sparkd` uses two identifiers that must not be confused:
| Identifier | Meaning | Typical field | Lifetime |
|---|---|---|---|
| Exchange/feed ID | The venue's identifier used to route incoming definitions, books, and trades | `FixedSecurity::numeric_id`, `ExchangeKey`, or `domain::Security::security_common.exchange_sec_id` | Feed/session-specific unless the source guarantees stability |
| Spark security key | Spark's internal non-zero identifier used in shared memory, APIs, orders, positions, and downstream services | `FixedSecurity::key`, `api::Security::id()`, `SecurityKey`; historically also called `security_id` | Intended to be stable across restarts |
`invalid_security_key` is `0`; a security with key `0` is not yet publicly
discoverable through the shared-memory consumer path.
The two principal paths differ:
- **MDP3/OnixS:** the definition callback sets only the CME ID in
`numeric_id`. `MDProducer::add_security()` allocates the shared-memory entry
with key `0`. `SecurityIDRecorder`, driven by a 200 ms dispatcher timer,
resolves or inserts a stable key in `key_ids.sqlite`; its callback finally
calls `MDProducerHandle::set_key()`.
- **Generalized/newer pipeline:** `GeneralMarketDataListener::on_securities()`
currently uses the ID already present on the incoming domain security
(`use_given_sec_key == true`). Live adapters normally obtain that ID
synchronously from `IDGenerator` first. `_copy_security_common()` then copies
it to both `FixedSecurity::key` and `numeric_id`, so
`MDProducer::add_security()` publishes it synchronously. Only the listener's
own fallback `IDGenerator` call is bypassed by the current constant.
## End-to-end diagrams
### CME MDP3 / OnixS
```mermaid
sequenceDiagram
participant FE as OnixS feed-engine thread
participant L as MDP3Listener
participant P as MDProducer / shared memory
participant Q as SecurityIDRecorder queues
participant D as sparkd dispatcher thread
participant DB as key_ids.sqlite
FE->>L: instrument definition (CME SecurityID)
L->>L: set_security_common() - numeric_id = CME SecurityID, key remains 0
L->>P: add_security(FixedSecurity)
P->>P: allocate hot + cold entries with key 0
P->>Q: ensure_key(handle)
L->>L: index[CME SecurityID] = handle
Note over FE,L: Books can route by CME ID while the Spark key is pending
D->>Q: every 200 ms - work_spreads(), work_handles(), work_db()
Q->>DB: find (namespace, descriptor), or insert a new row
DB-->>Q: SQLite rowid = Spark security key
Q->>P: handle.set_key(rowid)
P->>P: hot.key first, then cold security.key, then increment security_count
Note over P: The security is now public to shared-memory consumers
```
### Generalized/newer pipeline (current behavior)
```mermaid
sequenceDiagram
participant A as Venue adapter / plugin
participant DB as IDGenerator / key_ids.sqlite
participant G as GeneralMarketDataListener
participant I as GeneralSecurityIndex
participant P as MDProducer / shared memory
A->>DB: get_or_add(venue, type, adapter key)
DB-->>A: SQLite rowid as domain SecurityID
A->>G: on_securities(domain Security list with ID)
G->>G: _find_sec() - use incoming security_common.id
G->>G: _copy_security_common() - key = id, numeric_id = id
G->>P: add_security(FixedSecurity with non-zero key)
P->>P: set_key() during add_security()
G->>I: index[id] = handle
Note over G,P: No asynchronous ID assignment in the current configuration
```
## Data-flow charts
The sequence diagrams above emphasize timing and thread transitions. These
flowcharts emphasize which identifier is carried through each representation
and where data is retained.
### MDP3 / legacy data flow
```mermaid
flowchart TD
CME["CME MDP3 packets<br/>CME SecurityID"] --> ONIXS["OnixS feed engine<br/>decode definition and updates"]
ONIXS --> DEF["MDP3Listener definition callback"]
DEF --> FIXED["FixedSecurity<br/>numeric_id = CME SecurityID<br/>key = 0"]
FIXED --> PRODUCER["MDProducer::add_security"]
PRODUCER --> PENDING["Hot and cold shared memory<br/>allocated but not public<br/>key = 0"]
PRODUCER --> QUEUE["SecurityIDRecorder<br/>pending_handle queue"]
FIXED --> CMEINDEX["CMESecurityIndex<br/>CME SecurityID to handle"]
QUEUE --> TIMER["Dispatcher timer<br/>every 200 ms"]
TIMER --> LEGS{"Spread legs<br/>all resolved?"}
LEGS -- No --> UNRESOLVED["unresolved_legs<br/>exchange IDs awaiting keys"]
UNRESOLVED --> CMEINDEX
CMEINDEX --> LEGS
LEGS -- Yes or outright --> LOGICAL["Logical identity<br/>venue + type + security_desc"]
LOGICAL --> SELECT["SQLite SELECT<br/>key_ids.sqlite"]
SELECT -- Existing row --> ROWID["SQLite rowid<br/>Spark security key"]
SELECT -- Missing row --> INSERT["Batched SQLite INSERT"]
INSERT --> ROWID
ROWID --> SETKEY["MDProducerHandle::set_key"]
SETKEY --> HOT["Write hot-entry key"]
HOT --> COLD["Write cold security key"]
COLD --> COUNT["Increment security_count"]
COUNT --> PUBLIC["Public security<br/>visible to MDConsumer"]
ONIXS --> UPDATE["Book, trade, status, or RFQ<br/>carrying CME SecurityID"]
UPDATE --> CMEINDEX
CMEINDEX --> HANDLE["MDProducerHandle"]
HANDLE --> LIVE["Update live shared-memory data"]
PUBLIC --> LIVE
```
The CME index is usable before the Spark key is assigned, so feed updates can
reach the internal handle while the security is still hidden from consumers.
The persistent rowid crosses the publication boundary only at `set_key()`.
### Generalized/newer data flow
```mermaid
flowchart TD
FEED["Venue feed, Databento,<br/>Python plugin, or replay"] --> ADAPTER["Source adapter<br/>build domain::Security"]
ADAPTER --> IDTYPE{"Live definition or<br/>recorded/pre-keyed input?"}
IDTYPE -- Live --> IDINPUT["Logical identity<br/>venue + type + adapter-chosen name"]
IDINPUT --> MUTEX["IDGenerator global mutex"]
MUTEX --> SELECT["Synchronous SQLite SELECT<br/>key_ids.sqlite"]
SELECT -- Existing row --> ROWID["SQLite rowid"]
SELECT -- Missing row --> INSERT["Synchronous SQLite INSERT<br/>autocommit"]
INSERT --> ROWID
ROWID --> DOMAINID["domain::SecurityID<br/>used as Spark ID"]
IDTYPE -- Recorded or pre-keyed --> DOMAINID
DOMAINID --> DOMAINSEC["SecurityCommon::id = Spark ID"]
DOMAINSEC --> LISTENER["GeneralMarketDataListener::on_securities"]
LISTENER --> CCMAP["cc_sec_id_map<br/>incoming ID to Spark ID"]
LISTENER --> CONVERT["_copy_security_common<br/>FixedSecurity.key = ID<br/>numeric_id = ID"]
CONVERT --> PRODUCER["MDProducer::add_security"]
PRODUCER --> SETKEY["Immediate set_key<br/>no recorder timer"]
SETKEY --> SHM["Hot and cold shared memory<br/>immediately public"]
CONVERT --> GENERALINDEX["GeneralSecurityIndex<br/>ID to handle"]
FEED --> EVENT["Book, trade, or statistics<br/>with exchange/source identity"]
EVENT --> EVENTMAP["Adapter map<br/>source identity to domain::SecurityID"]
EVENTMAP --> EVENTID["Event carries domain::SecurityID"]
EVENT --> PYHOT["Python bridge only<br/>synchronous IDGenerator lookup"]
PYHOT --> EVENTID
PYHOT -. uses same mutex and SQLite path .-> MUTEX
EVENTID --> CCMAP
CCMAP --> GENERALINDEX
GENERALINDEX --> HANDLE["MDProducerHandle"]
HANDLE --> SHMUPDATE["Update book, trade,<br/>statistics, or status"]
SHM --> SHMUPDATE
```
In the normal newer live path, persistence occurs before the definition enters
the generalized listener. The DB call therefore adds synchronous adapter-side
latency, but publication needs no later timer. Most adapters use an in-memory
map for subsequent events; the dotted Python path is the documented exception.
## The publication boundary
`MDProducerHandle::set_key()` is the definitive publication point for the
legacy shared-memory representation. Its write ordering is intentional:
1. Write the key into the hot book entry (`HotEntry` or `HotDepthEntry`).
2. Write the key into the cold security entry.
3. Increment the cold header's public `security_count`.
The cold security key is written last because consumers treat a non-zero cold
key as visibility. At that moment the corresponding hot entry must already be
addressable. `set_key()` only permits the transition from `0` to one key; it is
not a key-update mechanism.
## Identifier representations
The names are historically inconsistent. In particular, many protobuf fields
named `security_id` contain the **Spark key**, not the exchange's ID.
| Layer | Exchange/feed identifier | Spark identifier |
|---|---|---|
| MDP3 wire/OnixS | `securityId()` | not present |
| Legacy fixed security | `FixedSecurity::numeric_id` (`uint64_t`) | `FixedSecurity::key` / `security_key` (`uint32_t`) |
| Legacy API security | venue-specific `exchange_id` | top-level `Security.id()` |
| New domain model | `SecurityCommon::exchange_sec_id` (string) is descriptive; `SecurityCommon::id` is also used to correlate source events | `domain::SecurityID` (`uint64_t`), currently copied into the Spark key |
| Shared-memory hot book | none | `HotEntry::key` or `HotDepthEntry::key` |
| Shared-memory cold metadata | `FixedSecurity::numeric_id` | `FixedSecurity::key` |
| CME runtime lookup | `CMESecurityIndex` key | `SecurityData::handle.key()` |
| General runtime lookup | incoming/canonical `domain::SecurityID` | `GeneralSecurityIndex` key and `handle.key()` (currently the same value) |
The generalized model declares `domain::SecurityID` as 64-bit, but the legacy
shared-memory `security_key` remains 32-bit. `_copy_security_common()` assigns a
64-bit value to both `numeric_id` and the 32-bit `key`. This is safe only while
allocated IDs fit in 32 bits; unlike the legacy lookup path, this assignment has
no explicit checked conversion.
## Which parts use exchange IDs, descriptors, or Spark security IDs?
The three identifier classes serve different jobs:
- **Exchange/external ID:** routes data inside a venue or vendor feed adapter.
- **Descriptor/natural key:** recognizes a definition logically at the
persistence, discovery, or human-facing boundary.
- **Spark security ID/key:** joins the instrument to books, orders, fills,
positions, and services after publication.
The core downstream system does not repeatedly identify a security from its
description. The description is primarily used to obtain a Spark key; after
that boundary, most joins use the numeric Spark key.
### Component-level usage matrix
| Component or data path | Exchange/external ID | Descriptor or name | Spark security ID/key |
|---|---|---|---|
| CME MDP3 definition decoder | Reads `securityId()` and stores it in `FixedSecurity::numeric_id` | Copies definition symbol/tag 55 into `security_desc` | Leaves `FixedSecurity::key` at `0` initially |
| `CMESecurityIndex` | Primary map key; CME ID resolves to a handle | Not used for update routing | Returns `handle.key()` when the Spark key has been assigned |
| MDP3 books, trades, status, statistics, and RFQs | Incoming CME ID selects the handle through `CMESecurityIndex` | Not used to locate each update | The selected handle writes keyed shared-memory/trade data after publication |
| MDP3 spread definitions | Each leg initially contains `legSecurityId()` as `exchange_key` | Parent `security_desc` identifies the spread's DB row | Each leg's Spark key and then the parent Spark key must be resolved before publication |
| Legacy ICE OnixS | Uses ICE `marketId` as `numeric_id` and index key | ICE security description becomes the logical lookup name | Uses the same recorder-assigned Spark key pattern as MDP3 |
| `SecurityIDRecorder` | Does not allocate from the external ID | Uses `(venue, security type, securities::descriptor())` to find/create a row | Treats the SQLite rowid as the resulting Spark key |
| Native generalized adapters | Use exchange strings/numeric IDs to parse definitions and correlate updates | Usually pass a description or exchange instrument name to `IDGenerator` | Put the returned ID into `SecurityCommon::id` and later events |
| Databento adapter | Uses `msg.hd.instrument_id` for feed correlation and its in-memory map | Uses the decimal instrument ID string—not the human description—as the `IDGenerator` name | Caches `instrument_id -> domain::SecurityID` and places that ID on books/trades |
| Python bridge | Reads `exchange_security_id` from definitions, books, and trades | Uses that external-ID string as the `IDGenerator` name | Resolves it to `domain::SecurityID`; currently performs this lookup for every event |
| `IDGenerator` | Does not interpret whether `name` came from an exchange ID | Uses exactly `(venue, type, caller-supplied name)` | Returns the SQLite rowid as a 64-bit ID |
| `GeneralMarketDataListener` | Does not route on `exchange_sec_id` directly | Copies `sec.desc()` into fixed metadata; its disabled fallback allocator would use `sec.desc()` | Uses incoming `SecurityCommon::id`, maps events through `cc_sec_id_map`, and copies the value into both `key` and `numeric_id` |
| `GeneralSecurityIndex` | No separate external-ID concept in the current use-given path | Not used | Maps the generalized ID/Spark key to `MDProducerHandle` |
| `MDProducer` / shared memory | Retains `numeric_id`; in legacy feeds this is the exchange ID, but in the generalized path it is currently the Spark ID | Stores `security_desc` in the cold definition | Uses the key in hot/cold entries; non-zero key is the visibility boundary |
| `MDConsumer` | Not normally used to find live books | Can enumerate/filter converted security definitions | Finds handles and book data by `security_key` |
| `SecurityCache` / `securities.sqlite` | Preserves venue-specific exchange data inside the serialized security blob | Maintains descriptor/name lookup indexes and supports venue/type/name queries | Primary persisted definition key is `api::Security.id()` |
| MBO processor and MBO service | May retain exchange **order** IDs, which are separate from security exchange IDs | Not used to find the instrument | Indexes snapshots and requests by `SecurityKey`; MBO protobuf `security_id` means Spark key |
| Order manager and algorithms | Execution gateways eventually use venue-specific fields from the resolved security to encode orders | Descriptions appear in logs and errors, not as the primary join | Order definitions, subscriptions, book events, native orders, spread legs, and fills use `security_key` / `Security.id()` |
| Position, PNL, and risk services | Not used as their position join | May resolve metadata for display/reporting | Positions, fills, overrides, and PNL handles are keyed by Spark security ID |
| Relay and market-data recordings | Serialized security definitions may preserve venue exchange IDs | Preserve full descriptors in recorded definitions | Books, updates, trades, and replay correlation preserve the recorded Spark key |
| Synthetic security service | No venue exchange ID; synthetics use `VENUE_BTS` | Synthetic name is the recorder's logical descriptor | Recorder assigns the SQLite rowid and synthetic metadata is keyed by it |
### Exchange/external IDs: where they stop
In MDP3 the separation is explicit:
```text
CME SecurityID
-> FixedSecurity.numeric_id
-> CMESecurityIndex lookup
-> MDProducerHandle
-> Spark security_key for downstream publication
```
The external CME ID continues to route feed messages but does not become the
order/position key. This permits the same downstream Spark key to survive a
restart as long as the logical descriptor mapping remains in
`key_ids.sqlite`, even if the feed must rediscover the CME routing ID.
The generalized path collapses more of these roles:
```text
exchange/vendor identity
-> adapter calls IDGenerator
-> domain::SecurityID
-> FixedSecurity.key and FixedSecurity.numeric_id
-> GeneralSecurityIndex and downstream Spark key
```
`SecurityCommon::exchange_sec_id` may still contain the original textual
external identifier, but `GeneralMarketDataListener` does not use it to route
events and does not put it in `numeric_id`. The adapter must translate later
events to `domain::SecurityID` before invoking the listener.
### Descriptor/name users
Descriptors are used in three main places:
1. **Key allocation:** `SecurityIDRecorder` uses the legacy venue-specific
descriptor, while `IDGenerator` uses its caller-provided `name`.
2. **Definition lookup and discovery:** `SecurityCache` supports
venue/type/name lookup; symbol filters and administrative tools use security
metadata to select or display instruments.
3. **Diagnostics:** logs include symbols and descriptions so humans can
understand a numeric key.
Descriptions generally do not drive the high-rate book, trade, order, fill, or
position paths. Those paths use numeric IDs after definition resolution.
It is important that “descriptor” does not mean one universal canonical field:
- Legacy CME uses Globex `security_desc` from tag 55.
- Many generalized adapters use `sec.desc()` or an exchange instrument name.
- Databento uses its numeric instrument ID converted to a string.
- Python uses `exchange_security_id`.
Therefore, two adapters may describe the same economic contract but request
different logical rows and receive different Spark IDs.
### Spark security-ID users
Once a security is published, its Spark key is the dominant system identifier:
```mermaid
flowchart LR
KEY["Spark security key"] --> SHM["Hot/cold shared memory"]
KEY --> MDC["MDConsumer and book subscriptions"]
KEY --> MBO["MBO snapshots and queries"]
KEY --> OMS["Orders, algorithms, and spread legs"]
KEY --> FILLS["Fills and execution records"]
KEY --> POS["Positions, PNL, and risk"]
KEY --> API["Services and client APIs"]
KEY --> REC["Relay and market-data recordings"]
KEY --> SECDB["Serialized security definitions"]
```
Fields named `security_id`, `security_key`, or top-level `Security.id()` in
these downstream areas almost always mean the Spark key. They should not be
compared directly with CME `SecurityID`, Databento `instrument_id`, or another
venue/vendor identifier without going through the relevant adapter/index
mapping.
## Persistence and allocation
### The authoritative key mapping: `key_ids.sqlite`
Both allocators use `SqliteStore("key_ids")`. With the normal configuration the
file is:
```text
<SystemConfig.data_path>/databases/key_ids/key_ids.sqlite
```
The database contains one table and two indexes:
```sql
CREATE TABLE store (ns TEXT, key TEXT, value TEXT);
CREATE UNIQUE INDEX key_index ON store(ns, key);
CREATE INDEX ns_index ON store(ns);
```
The SQLite `rowid` is the generated Spark key. `ns` is normally
`<VENUE>.<SECURITY_TYPE>` (for example `GLBX.FUTURE`), and `key` is the security
descriptor chosen by the caller. `value` is normally empty. Therefore ID
stability depends on all three of these remaining stable:
- the configured `data_path` and preservation of this database;
- the venue/type namespace;
- the descriptor supplied by the feed adapter.
The two allocator implementations share the file and convention:
- `SecurityIDRecorder` (legacy): derives the namespace from legacy API enums and
uses `securities::descriptor()`. For CME this is the Globex
`security_desc`, populated from the definition's symbol/tag 55.
- `IDGenerator` (newer): derives the namespace from new domain enums and uses
the caller's `name`. Most adapters pass `sec.desc()` or an exchange instrument
identifier; Databento deliberately passes the decimal instrument ID, and the
Python bridge uses the exchange security ID.
### Logical-row examples
The following names are illustrative. Production uses the exact string emitted
by the selected feed/adapter, including its case, spacing, and weekly-series
notation.
#### Legacy `SecurityIDRecorder`
For CME, `set_security_common()` copies the MDP3 definition's symbol/tag 55 into
Globex `security_desc`. After converting the fixed security to
`api::Security`, `securities::descriptor()` returns that same
`glbx.security_desc()` string.
| Instrument | Legacy enums | Example descriptor from `security_desc` | Row searched/inserted in `store` |
|---|---|---|---|
| Future | `VENUE_GLBX`, `SECURITYTYPE_FUTURE` | `ESZ6` | `ns='GLBX.FUTURE', key='ESZ6'` |
| Standard option | `VENUE_GLBX`, `SECURITYTYPE_OPTION` | `ESZ6 C6500` | `ns='GLBX.OPTION', key='ESZ6 C6500'` |
| Weekly option | `VENUE_GLBX`, `SECURITYTYPE_OPTION` | `ESZ6-W1 C6500` | `ns='GLBX.OPTION', key='ESZ6-W1 C6500'` |
| Spot from a legacy-compatible venue path | `VENUE_COINBASE`, `SECURITYTYPE_SPOT` | `BTC-USD` | `ns='COINBASE.SPOT', key='BTC-USD'` |
A weekly option does not get a special namespace. Standard and weekly options
are both `SECURITYTYPE_OPTION`, so both live in `GLBX.OPTION`; the exact
`security_desc` distinguishes the weekly series. For example, if the database
assigned rowids `42001` through `42004` to the rows above, those integers—not
the descriptor strings—would be the Spark security keys.
Conceptually, legacy allocation is:
```text
future: lookup_or_insert("GLBX.FUTURE", "ESZ6")
option: lookup_or_insert("GLBX.OPTION", "ESZ6 C6500")
weekly option: lookup_or_insert("GLBX.OPTION", "ESZ6-W1 C6500")
spot: lookup_or_insert("COINBASE.SPOT", "BTC-USD")
```
#### Newer `IDGenerator`
The namespace result is similar, but the third argument is chosen by the
adapter. Examples using a description-oriented adapter are:
```cpp
get_or_add(VENUE_GLBX, SECURITY_TYPE_FUTURE, "ESZ6");
// store: ns="GLBX.FUTURE", key="ESZ6"
get_or_add(VENUE_GLBX, SECURITY_TYPE_OPTION, "ESZ6 C6500");
// store: ns="GLBX.OPTION", key="ESZ6 C6500"
get_or_add(VENUE_GLBX, SECURITY_TYPE_OPTION, "ESZ6-W1 C6500");
// store: ns="GLBX.OPTION", key="ESZ6-W1 C6500"
get_or_add(VENUE_COINBASE, SECURITY_TYPE_SPOT, "BTC-USD");
// store: ns="COINBASE.SPOT", key="BTC-USD"
```
Databento intentionally produces a different logical row even when the human
description is `ESZ6`. If its instrument ID were `12345678`, it would call the
equivalent of:
```cpp
get_or_add(VENUE_GLBX, SECURITY_TYPE_FUTURE, "12345678");
// store: ns="GLBX.FUTURE", key="12345678"
```
Likewise, the Python bridge uses `exchange_security_id`. A spot definition with
`exchange_security_id="BTC-USD"` produces the `COINBASE.SPOT / BTC-USD` row,
while a provider that sends `exchange_security_id="BTCUSD"` produces a
different row and therefore a different Spark key.
These examples show why the tuple is only logical when the adapter's naming
contract is also known. `GLBX.FUTURE / ESZ6` and `GLBX.FUTURE / 12345678` may
describe the same contract to a human but are distinct rows to `key_ids.sqlite`.
Both enum-prefix removals currently produce the same namespace spelling (for
example, `GLBX.OPTION`), so both mechanisms allocate from one global SQLite
rowid space. Live rows cannot share a rowid. The table does not declare
`AUTOINCREMENT`, however, so deleting rows—especially the highest row—can allow
SQLite to reuse a number later. Security-key rows should therefore be treated
as append-only operational data.
`SqliteStore` uses WAL mode and `PRAGMA synchronous = 0`. This favors startup
and feed latency over maximum durability against a host/power failure. The
unique `(ns, key)` index prevents two different rows for the same logical
security.
### Other places the key is stored
| Location | Purpose | Authoritative for allocation? |
|---|---|---|
| Hot and cold shared-memory segments | Live publication and fast consumer lookup | No; rebuilt at process startup |
| `CMESecurityIndex` / `GeneralSecurityIndex` and adapter maps | In-process routing from an incoming ID to a producer handle | No; in-memory only |
| `<data_path>/databases/md/securities.sqlite` | Serialized legacy `api::Security` definitions keyed by Spark key; used by security cache and MDP3 Sunday preload | No; it stores metadata after a key exists |
| Relay/market-data recordings | Preserve the key embedded in recorded securities, books, and trades for deterministic replay | No; replay normally reuses the recorded value |
| Orders, fills, positions, APIs | Reference a security by the published Spark key | No |
The `SecurityIDRecorder::work_db()` comment says a published security is also
recorded in the security database, but that function does **not** write
`securities.sqlite` in the current code. Full security definitions are persisted
separately by `SecurityCache::flush_to_disk()` through
`db::insert_or_replace()`.
## CME MDP3 / OnixS pipeline in detail
### 1. Construction and thread setup
`MDP3Main::PImpl` owns one `CMESecurityIndex`, one `SecurityIDRecorder`, and one
`MDProducer`. It constructs the recorder with:
- a lookup callback that maps `ExchangeKey` through the CME index to the
handle's current Spark key; and
- `Dispatcher::current()`, which drives a 200 ms recorder timer.
In the current `MarketDataGateway` route, `OnixsGlbxSubscription` creates a
dedicated `dispatcher_thread`, constructs and starts `MDP3Main` on that thread,
then calls that thread's dispatcher `run()`. The older `md run onixs` command
uses its command/dispatcher thread similarly.
The OnixS feed engine has its own configured thread pool. Instrument and market
data callbacks therefore originate on OnixS feed-engine threads, while recorder
database work and final key assignment execute on the MDP3 dispatcher thread.
| MDP3 stage | Executing thread | DB call? |
|---|---|---|
| Decode definition and set CME `numeric_id` | OnixS feed-engine callback thread | No |
| Allocate hot/cold entry and queue handle | Same OnixS callback thread | No |
| Add CME-ID index entry | Same OnixS callback thread | No |
| Resolve spread legs | MDP3 dispatcher thread, on 200 ms timer | No |
| Select/insert Spark key | MDP3 dispatcher thread, on 200 ms timer | Yes |
| `handle.set_key()` and public visibility | MDP3 dispatcher thread, in DB callback | No additional call |
### 2. Definition callback: exchange ID is set, Spark key is not
For futures, options, and spreads, `MDP3Listener::set_security_common()` does:
```cpp
fsec.numeric_id = def.securityId();
```
It also copies symbol/descriptor/venue and pricing fields. A newly constructed
`FixedSecurity` already has `key == invalid_security_key` (`0`), and this helper
does not change it.
For a spread, every leg starts with:
```cpp
leg.exchange_key = ExchangeKey(definition_leg.legSecurityId());
leg.key = invalid_security_key;
```
Thus both the parent and legs initially carry exchange-routing identity, but no
Spark identity.
### 3. Shared-memory allocation and exchange indexing
`MDP3Listener::add_security()` performs these operations in order:
1. `_producer.add_security(security)` allocates a hot entry and a variable-sized
cold entry and copies the security into the cold segment.
2. Because the key is `0`, `MDProducer` queues the handle through
`SecurityIDRecorder::ensure_key()`.
3. `_index.add_security(security.numeric_id, handle)` immediately creates the
CME-ID-to-handle mapping.
4. The initial exchange status is written through the handle.
This ordering means incoming books can already be routed by CME ID while the
Spark key is pending. Shared-memory consumers cannot discover the security yet.
Also, `MDProducerHandle::add_trade()` only appends to the public trade queue
when `key() != 0`, so a trade received in this short window updates the cold
last-trade state but is not added to the keyed trade log.
### 4. Recorder tick: spreads, handles, then database
Every 200 ms the recorder calls, in this exact order:
1. `work_spreads()` tries to fill previously unresolved spread leg keys by
asking `CMESecurityIndex` for each leg exchange ID.
2. `work_handles()` drains new handles. Outrights are converted to an API
security and queued for DB lookup immediately. A spread without all leg keys
is retained in `pending_handle` and its leg pointers are registered in
`unresolved_legs`.
3. `work_db()` resolves queued `(venue, type, descriptor)` requests.
Because spread work precedes new-handle work, a newly seen unresolved spread
normally waits until at least the next timer tick to resolve legs. It waits
longer if any outright leg has not yet received its Spark key. A spread's own
key is not requested until every leg key is non-zero.
### 5. Lookup or generation
`work_db()` first queries `(ns, key)`:
- Existing row: use its `rowid` as the key and invoke the callback.
- Missing row: batch it into `insert_many_resolve_ids()`. SQLite assigns a new
rowid inside a transaction, the row object receives that ID, and the callback
runs after the transaction completes.
New inserts are throttled to roughly 200 per timer pass (the current `> 200`
check can admit 201) to avoid delaying heartbeats during startup. The queues are
TBB concurrent queues, but all SQLite access is serialized onto the recorder's
dispatcher thread. `check_access()` asserts this single-thread rule after the
first work pass records the dispatcher thread ID.
### 6. Final assignment and visibility
The queued callback captures a copy of `MDProducerHandle` and calls
`handle.set_key(id)` on the dispatcher thread. `set_key()` writes hot, then cold,
then increments `security_count`. From this point:
- shared-memory scans report the security;
- `CMESecurityIndex::get_key(CME_ID)` returns the Spark key;
- trades and RFQs can be emitted with a non-zero key;
- resolved spreads can copy this key into their leg structures.
### 7. Sunday preload is a fast path
For configured symbols on Sunday, `MDP3Main::prepare_listener()` loads stored
definitions from `securities.sqlite`. It converts them with
`set_security_key=true`, so both the security key and spread leg keys come from
the serialized API security. `MDProducer::add_security()` calls `set_key()`
immediately, and no recorder lookup is required for that preloaded handle. The
CME exchange ID is still restored into `numeric_id`, allowing the normal CME
index to be built.
## Generalized/newer pipeline in detail
### 1. Topology and ownership
`Run::run()` starts a detached thread named `MarketDataGateway`. On that thread,
`run_md_gwy()` obtains the process-wide `IDGenerator`, constructs
`MarketDataGateway`, and starts the configured providers. For each `(venue,
source)` returned by a provider, the gateway creates an `MdSink` containing:
- a venue-local `GeneralSecurityIndex`;
- a default `MDProducer` (not wired to a `SecurityIDRecorder`); and
- a `GeneralMarketDataListener` connecting the source to that producer/index.
The source decides its callback thread. Some sources call the listener while
starting; others own network or replay threads. The generalized listener calls
the producer inline on that source thread. The process-wide `IDGenerator`
serializes its own calls with a mutex, but the listener's transient
`cc_sec_id_map` is an ordinary `unordered_map`, so each source/listener pair is
expected to serialize security/event callbacks.
| Generalized stage | Executing thread | DB call? |
|---|---|---|
| Build/parse domain definition | Source/adaptor thread | No |
| `IDGenerator::get_or_add()` | Same source/adaptor thread | Yes, synchronously |
| `GeneralMarketDataListener::on_securities()` | Same source callback thread | No in current use-given mode |
| Copy ID to `FixedSecurity::key` and `numeric_id` | Same source callback thread | No |
| `MDProducer::add_security()` / `set_key()` | Same source callback thread | No additional call |
| Add `GeneralSecurityIndex` entry | Same source callback thread | No |
There are two important compatibility exceptions inside the provider framework:
- `OnixsGlbxSubscription::start()` ignores the supplied generalized listener
and starts `MDP3Main`; CME/OnixS therefore still follows the asynchronous
legacy flow documented above.
- `EmumbaDeribitSubscription::start()` also ignores that listener and uses
`EmMDListener`, which allocates via `IDGenerator` and writes through its own
producer/index. Its assignment is still synchronous and pre-populated, so it
resembles the newer ID flow even though it does not pass through
`GeneralMarketDataListener`.
### 2. How a new ID is constructed
For a normal live generalized adapter, ID creation happens **in the adapter,
before** `GeneralMarketDataListener::on_securities()`:
```text
logical identity = (domain venue, domain security type, adapter-chosen name)
Spark ID = SQLite rowid for that identity in key_ids.sqlite
```
`IDGenerator::get_or_add(venue, type, name)` formats a namespace by stripping
the enum prefixes:
```text
VENUE_TAIFEX + SECURITY_TYPE_FUTURE -> TAIFEX.FUTURE
```
It then calls `retrieve_one(ns, name)`. If the row exists, it returns that
row's `rowid`. If absent, it inserts `(ns, name, "")`, and SQLite assigns the
next rowid. That integer is wrapped in `domain::SecurityID` and placed in
`SecurityCommon::id`.
The third identity component is adapter-specific, and this matters when trying
to reproduce a mapping:
| Source/adaptor family | Typical `name` sent to `IDGenerator` |
|---|---|
| Binance, Coinbase, Deribit, OKX and similar native/CCAPI paths | Usually `sec.desc()` / exchange instrument name |
| Taifex | product/instrument ID string |
| Databento | `std::to_string(msg.hd.instrument_id)`, not the human-readable description |
| Python bridge | `exchange_security_id` (and it asserts Python supplied ID is zero for definitions) |
| Emumba Deribit | extracted Emumba security descriptor |
| Replay | no new allocation for a recorded definition; it reuses the recorded `SecurityCommon::id` |
So “security name” alone is not a universal logical key. Reproduction requires
the exact venue enum, exact security-type enum, and the exact adapter-specific
name used at insertion time.
### 3. What `GeneralMarketDataListener` does with that ID
`on_securities()` first calls `_find_sec(sec, true)`. Its current, compile-time
behavior is controlled by:
```cpp
const bool use_given_sec_key = true;
```
Consequently, for a newly seen incoming `domain::SecurityID` it does **not**
call the DB. It copies `security_common.id.value()` into its transient
`cc_sec_id_map`. `_add_future()`, `_add_option()`, `_add_spread()`, or
`_add_spot()` then calls `_copy_security_common()`, which sets:
```cpp
to.key = incoming_id;
to.numeric_id = incoming_id;
```
This collapses the generalized source/correlation ID and Spark shared-memory
key into the same number. The source's text `exchange_sec_id` remains on the
domain security but is not copied into `FixedSecurity::numeric_id` by this
path.
`_commit_security()` then:
1. calls `MDProducer::add_security()` with an already non-zero key;
2. causes `MDProducerHandle::set_key()` to run immediately during that call;
3. inserts the handle in `GeneralSecurityIndex` under `numeric_id` (the same
number); and
4. returns with the security already visible in shared memory.
Because the sink's producer has no recorder, supplying `id == 0` would allocate
the shared-memory entry but never assign or publish its key. Generalized live
sources must therefore provide a valid non-zero ID before `on_securities()`.
The listener contains an alternative branch for `use_given_sec_key == false`.
That branch would call `IDGenerator::get_or_add(me->venue, sec.type(),
sec.desc())` itself. It is currently disabled, and `_generate_security_key()` is
also effectively unused. Turning the flag off is not a mechanical change: an
adapter such as Databento allocates using numeric instrument ID while the
listener branch would use `sec.desc()`, potentially creating a second key for
the same instrument.
There is also a spread failure edge case. `_find_sec(sec, true)` records the
parent ID in `cc_sec_id_map` before `_add_spread()` resolves its legs. If any leg
ID is absent, `_add_spread()` logs and returns without committing the spread. A
later repeat of the parent definition is then classified as a duplicate and
ignored, so definition ordering is a hard requirement in the current code.
### 4. How later books, trades, and statistics find the security
Every later domain event carries a `domain::SecurityID`:
- `Book::security_id()`;
- `TradeRecord::sec_id`; or
- `SecurityMarketDataStatistics::security_id`.
The listener first uses `cc_sec_id_map` to translate that event ID to the value
stored in `GeneralSecurityIndex`, then obtains the `MDProducerHandle`. With
`use_given_sec_key == true`, this mapping is numerically identity-to-identity,
but it still serves as the admission check that the definition was seen.
Most high-throughput adapters avoid SQLite on market-data events:
- Databento allocates on the definition and caches
`instrument_id -> domain::SecurityID` in `sec_id_map` for books/trades.
- Taifex keeps the resolved ID in its security-details mapper.
- Other native subscriptions maintain comparable descriptor/ID maps.
The Python bridge is a notable exception: `to_bts_security_()`,
`to_bts_trade_()`, and `to_book_()` all call `get_sec_id_()`, which calls
`IDGenerator::get_id(..., add_if_new=true)`. As written, that performs at least
one SQLite `SELECT` for each converted Python definition, trade, or book. It
returns the existing ID after the first insert, but it is still a DB call and
takes the global `IDGenerator` mutex on every event.
### 5. Persistence timing and latency
The newer allocator is synchronous:
- Existing security: mutex acquisition plus one SQLite `SELECT` on the caller's
thread.
- New security: mutex acquisition, one `SELECT`, then one SQLite `INSERT`
(SQLite autocommit), also on the caller's thread.
- Listener publication: no further DB call under the current
`use_given_sec_key` setting.
The ID therefore exists in `key_ids.sqlite` before the adapter sends the
definition to the listener. There is no intentional 200 ms publication delay,
but the source callback/startup path directly pays DB and mutex latency. Bulk
definition discovery performs one lookup and possibly one insert per security;
`IDGenerator` does not batch those operations.
WAL mode helps concurrency, while `synchronous=0` reduces fsync cost. It does
not eliminate SQL parsing/stepping, mutex contention, page-cache misses, or
occasional file-system work. The impact is usually a startup/definition cost
when adapters cache the result, but it becomes hot-path latency for code such as
the current Python bridge that resolves every event through the DB.
`GeneralMarketDataListener` itself does not persist the full contract definition
to `securities.sqlite`; that remains the separate security-cache/metadata
persistence path described earlier.
## Comparison: MDP3 recorder vs generalized allocator
| Property | MDP3 / `SecurityIDRecorder` | Generalized / `IDGenerator` |
|---|---|---|
| Logical input | venue + type + legacy `security_desc` | venue + type + adapter-chosen name |
| Numeric output | SQLite rowid, checked/read as 32-bit `security_key` | SQLite rowid returned as 64-bit `domain::SecurityID`, then narrowed into 32-bit shared-memory key |
| Allocation point | After definition is copied to shared memory | Normally inside adapter before listener sees definition |
| DB execution | Asynchronous on dispatcher timer | Synchronous on caller/source thread |
| Existing ID cost | One deferred `SELECT` | One immediate `SELECT` per call |
| New ID cost | Deferred, batched transaction (about 200/pass) | Immediate `SELECT` + individual autocommit `INSERT` |
| Time until public | Usually 0–200+ ms; spreads may take extra ticks | Immediate after synchronous lookup/insert completes |
| Feed callback blocking | Queue push only for ID work | Yes, if the adapter invokes `IDGenerator` there |
| Spread legs | Parent waits asynchronously until all leg keys resolve by exchange ID | Definition processing requires every leg's incoming ID already exist in `cc_sec_id_map`; otherwise the spread is aborted |
| Runtime ID relationship | Exchange ID and Spark key remain distinct | Incoming/canonical ID, `numeric_id`, index ID, and Spark key are currently the same number |
| Persistence database | `key_ids.sqlite` | The same `key_ids.sqlite` |
| Batching | Yes for new rows | No |
| Failure behavior | Security has an internal handle with key 0 while normal queued work is pending; DB work does not block the feed callback | DB errors/zero results occur in the synchronous source path; a zero ID can leave an unpublishable entry, with no pending-key state machine |
Neither algorithm generates a UUID or a content hash. Both ultimately use an
opaque, database-assigned SQLite rowid. It is normally increasing and looks like
a sequence, but this schema does not request SQLite `AUTOINCREMENT`. The tuple
used to *look up* the row is logical; the resulting number is not derivable from
that tuple.
## Can another system reconstruct the same keys?
Not from `(venue, type, name)` alone. Another system can reconstruct the
**logical lookup tuple**, but it cannot calculate the numeric Spark key because
the key depends on the historical insertion order of every row in
`key_ids.sqlite`.
For example, two empty systems can insert the exact same `GLBX.FUTURE / ESZ6`
row and receive different IDs if other securities were inserted before it on
one system. They are sequential opaque IDs, not deterministic hashes and not
UUIDs.
Ways to preserve cross-system identity are:
1. Copy/replicate `key_ids.sqlite` (including rowids) and keep descriptor rules
identical. This preserves existing numeric keys but requires coordinated
allocation for new ones.
2. Export an explicit mapping of `(namespace, adapter key) -> Spark key`, then
import rows with their original rowids before either system allocates new
securities.
3. Treat a stable external identity (venue + type + exchange instrument ID, or
another canonical instrument identifier) as the cross-system key and carry a
translation table to each system's local Spark key.
4. Introduce a deterministic ID scheme only as a versioned migration. A hash can
be computed independently, but collision handling, descriptor
canonicalization, aliases/renames, the existing 32-bit ABI, and compatibility
with orders/recordings/databases all need explicit design.
Copying only `securities.sqlite` is insufficient as an allocator strategy. It
contains security blobs keyed by already-assigned IDs, but `key_ids.sqlite` is
the mapping used to find or allocate those IDs. Conversely, copying only
`key_ids.sqlite` preserves the numbers but not all contract metadata.
## Other assignment paths in `sparkd`
The two main pipelines reduce to four ways a producer handle can acquire a key:
1. **Already keyed input.** `MDProducer::add_security()` sees a non-zero
`FixedSecurity::key` and calls `set_key()` immediately. Generalized feeds,
Sunday preload, relay playback, and other replay paths use this mechanism.
2. **Recorder-backed live input.** The input key is zero and the producer owns a
`SecurityIDRecorder`; `ensure_key()` queues asynchronous assignment. CME
MDP3 and legacy OnixS ICE use this mechanism. ICE uses `marketId` as
`numeric_id` and otherwise follows the same recorder/index design.
3. **Service assignment.** `SyntheticSecurityService` calls
`SecurityIDRecorder::assign_key()` directly on a background dispatcher. The
callback receives a copied `api::Security` with its top-level `id` set, then
publishes it to synthetic subscribers. It uses the same `key_ids.sqlite`
rowid allocator.
4. **Unkeyed input with no recorder.** The entry is allocated with key zero and
never becomes public. This is not a valid production assignment path, but it
is the failure mode if a generalized source omits its ID.
Relay and replay deserve care when reasoning about persistence:
- The generalized `MDReplayer` forwards the recorded domain security ID and
emits later books/statistics with the recorded `sec_key`, so the listener's
current use-given mode preserves the recording's numeric identity.
- The legacy relay producer converts a recorded `api::Security` with
`set_security_key=true`, so its shared-memory publication also preserves the
embedded key.
- The legacy relay recorder additionally calls `bulk_insert(..., "REPLAY: ")`
for logical mappings. Those rows use a `REPLAY: ` namespace prefix; this is a
separate mapping population step, not a deterministic derivation of the key.
## Operational implications
- Back up `key_ids.sqlite` and `securities.sqlite` together if numeric ID and
definition continuity matter.
- Do not delete/rebuild `key_ids.sqlite` on one host and assume IDs will match
another host, even when all instruments are identical.
- Before moving a feed between adapters, compare the exact `name` each adapter
supplies to `IDGenerator`. Matching venue/type is insufficient.
- Cache generated IDs in the source after definition processing. Avoid calling
`IDGenerator` from book/trade hot paths; the Python bridge currently violates
this guideline.
- Keep generated rowids below the 32-bit shared-memory ceiling until the
`security_key` ABI is widened or explicit bounds checking is added to the
generalized path.
- Ensure spread legs are announced before generalized spread parents.
- Treat `synchronous=0` as a durability decision. A copied DB should be taken
with SQLite-aware backup/checkpoint handling rather than by casually copying
active WAL files.
Useful inspection queries (run against the configured DB path) are:
```sql
SELECT rowid AS spark_key, ns, key
FROM store
ORDER BY rowid;
SELECT rowid AS spark_key, ns, key
FROM store
WHERE ns = 'GLBX.FUTURE' AND key = '<exact-adapter-key>';
```
## Source map
- [`SecurityIDRecorder.cpp`](../src/lib_spark/spark/md/SecurityIDRecorder.cpp):
legacy queues, 200 ms work ordering, logical row construction, DB callbacks,
and spread-leg resolution.
- [`IDGenerator.cpp`](../src/lib_spark/spark/persistence/IDGenerator.cpp):
synchronous generalized lookup/allocation and process-wide mutex.
- [`SqliteStore.cpp`](../src/lib_spark/spark/persistence/SqliteStore.cpp): DB
location, schema, WAL/synchronous pragmas, individual inserts, and batch
inserts.
- [`MDProducer.cpp`](../src/lib_spark/spark/md/MDProducer.cpp) and
[`MDProducerHandle.cpp`](../src/lib_spark/spark/md/MDProducerHandle.cpp):
shared-memory allocation, recorder handoff, and ordered publication.
- [`FixedSecurity.h`](../src/lib_spark/spark/md/Shm/FixedSecurity.h) and
[`MDStructure.h`](../src/lib_spark/spark/md/Shm/MDStructure.h): identifier
widths and hot/cold storage fields.
- [`MDP3Main.cpp`](../src/app_sparkd/sparkd/md/platforms/mdp3_onixs/MDP3Main.cpp)
and
[`MDP3Listener.h`](../src/app_sparkd/sparkd/md/platforms/mdp3_onixs/MDP3Listener.h):
MDP3 construction, definition callbacks, CME ID extraction, and spread legs.
- [`MDP3Listener.cpp`](../src/app_sparkd/sparkd/md/platforms/mdp3_onixs/MDP3Listener.cpp):
producer/index insertion order.
- [`OnixsGlbxSubscription.cpp`](../src/app_sparkd/sparkd/md/glbx/OnixsGlbxSubscription.cpp):
current dedicated MDP3 dispatcher-thread ownership.
- [`MarketDataGateway.cpp`](../src/app_sparkd/sparkd/md/MarketDataGateway.cpp)
and
[`GeneralMarketDataListener.cpp`](../src/lib_spark/spark/md/GeneralMarketDataListener.cpp):
generalized source/sink topology, incoming-ID mapping, fixed-security
conversion, and publication.
- [`DatabentoDataHandler.cpp`](../src/app_sparkd/sparkd/md/databento/DatabentoDataHandler.cpp),
[`TaifexDataProcessors.h`](../src/app_sparkd/sparkd/md/taifex/TaifexDataProcessors.h),
and
[`PyMarketDataSubscription.cpp`](../src/app_sparkd/sparkd/md/PyMarketDataSubscription.cpp):
representative adapter-side allocation and caching behavior.
- [`SecurityDB.cpp`](../src/lib_spark/spark/md/SecurityDB.cpp) and
[`SecurityCache.cpp`](../src/lib_spark/spark/md/SecurityCache.cpp): separate
persistence of full security definitions.
- [`SecurityIndex.h`](../src/lib_spark/spark/md/SecurityIndex.h),
[`MBOServiceServer.cpp`](../src/lib_spark/spark/md/MBOServiceServer.cpp), and
[`MDConsumer.cpp`](../src/lib_spark/spark/md/MDConsumer.cpp): exchange-index
translation followed by Spark-keyed market-data consumption and MBO access.
- [`OrderFactory.cpp`](../src/lib_spark/spark/orderman/order_factory/OrderFactory.cpp),
[`FillStore.cpp`](../src/lib_spark/spark/orderman/actors/FillStore.cpp), and
[`PositionMap.cpp`](../src/app_sparkd/sparkd/position/PositionMap.cpp):
representative downstream use of Spark security keys.
- [`MDReplayer.cpp`](../src/app_sparkd/sparkd/md/recording/MDReplayer.cpp) and
[`RelayClient.cpp`](../src/lib_spark/spark/md/relay/RelayClient.cpp): recorded
ID reuse.
@@ -1,44 +0,0 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y pkg-config
RUN apt-get update && apt-get install -y locales
RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
RUN apt-get update && apt-get install -y tzdata
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
RUN apt-get update \
&& apt-get install -y dotnet8
RUN apt-get update && apt-get install -y gdb
RUN apt-get update && apt-get install -y fish
RUN apt-get update && apt-get install -y vim
RUN apt-get update && apt-get install -y less
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
USER bts
WORKDIR /home/bts
@@ -1,11 +0,0 @@
FROM ubuntu:24.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y \
fish \
less \
vim
USER bts
WORKDIR /home/bts
+39
View File
@@ -0,0 +1,39 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update \
&& apt-get install -y pkg-config \
&& apt-get install -y locales \
&& apt-get install -y ca-certificates \
&& apt-get install -y libssh2-1-dev \
&& apt-get install -y software-properties-common \
&& apt-get install -y sudo
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
RUN apt-get update \
&& apt-get install -y dotnet7
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
USER bts
WORKDIR /home/bts
-6
View File
@@ -1,6 +0,0 @@
{
"sdk": {
"version": "6.0.200",
"rollForward": "latestMajor"
}
}
+3 -3
View File
@@ -18,10 +18,10 @@ MarkupSafe==3.0.2
mccabe==0.6.1
numpy==2.2.6
platformdirs==2.3.0
protobuf==6.33.4
protobuf==4.21.12
pybars3==0.9.7
pybind11==3.0.1
pybind11-stubgen==2.5.5
pybind11==2.13.6
pybind11-stubgen==2.5.3
pybit==5.11.0
pycodestyle==2.7.0
pycparser==2.20
+164 -306
View File
@@ -1,306 +1,164 @@
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EndProject
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EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{684863A1-3396-4D31-A731-C0725CF07F4E}"
EndProject
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{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.Debug|x64.Build.0 = Debug|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.Release|x64.ActiveCfg = Release|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.Release|x64.Build.0 = Release|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Debug|x64.ActiveCfg = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Debug|x64.Build.0 = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Release|x64.ActiveCfg = Release|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Release|x64.Build.0 = Release|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{4E0E51AA-7B59-4808-B7CC-9EAEDF397460}.Debug|x64.ActiveCfg = Debug|Any CPU
{4E0E51AA-7B59-4808-B7CC-9EAEDF397460}.Debug|x64.Build.0 = Debug|Any CPU
{4E0E51AA-7B59-4808-B7CC-9EAEDF397460}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{4E0E51AA-7B59-4808-B7CC-9EAEDF397460}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{4E0E51AA-7B59-4808-B7CC-9EAEDF397460}.Release|x64.ActiveCfg = Release|Any CPU
{4E0E51AA-7B59-4808-B7CC-9EAEDF397460}.Release|x64.Build.0 = Release|Any CPU
{4E0E51AA-7B59-4808-B7CC-9EAEDF397460}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{4E0E51AA-7B59-4808-B7CC-9EAEDF397460}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
EndGlobalSection
GlobalSection(Performance) = preSolution
HasPerformanceSessions = true
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{56A8A70A-DA03-4CED-A144-EC10F1379FD8} = {4564E677-343A-46CB-AF02-AFC4E38BF94B}
{915EF238-CA0D-4E73-AF50-88CB3F29C7AD} = {4564E677-343A-46CB-AF02-AFC4E38BF94B}
{4E0E51AA-7B59-4808-B7CC-9EAEDF397460} = {915EF238-CA0D-4E73-AF50-88CB3F29C7AD}
EndGlobalSection
EndGlobal
@@ -11,20 +11,10 @@
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
<PackageReference Include="Bts.Spark.Core" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<ItemGroup Label="ArithmeticExpression">
<Scanner Include="ArithmeticExpressionTokens.lex" />
@@ -5,5 +5,9 @@
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
</Project>
@@ -6,80 +6,23 @@ using Spark.Core.Collections;
static class ArgumentComparer {
public static int Compare(
IArgument value1, IArgument value2, IDictionary<string, object?> env) {
IArgument value1, IArgument value2, IDictionary<string,object?> env) {
if (value1 is null) {
throw new ArgumentNullException(nameof(value1));
}
if (value2 is null) {
throw new ArgumentNullException(nameof(value2));
}
var obj1 = value1.GetValue(env);
var obj2 = value2.GetValue(env);
if (obj1 is null) {
if (obj2 is null) {
return 0;
}
return -1;
}
if (obj2 is null) {
return 1;
}
return compareObjs(obj1, obj2);
}
static int compareObjs(object obj1, object obj2) {
var cmp1 = value1.Cast<IComparable>();
var cmp2 = value2.Cast<IComparable>();
try {
var typ1 = obj1.GetType();
var typ2 = obj2.GetType();
bool areSameTypes = typ1 == typ2;
if (areSameTypes) {
return ((IComparable)obj1).CompareTo(obj2);
}
if (typ1.IsNumeric()) {
return tryCompareNumeric(obj1, obj2);
} else if (typ2.IsNumeric()) {
return -tryCompareNumeric(obj2, obj1);
} else if (typ1.IsEnum) {
if (typ2 == typeof(string)) {
return -((string)obj2).CompareTo(obj1.ToString());
}
} else if (typ1 == typeof(string)) {
return ((string)obj1).CompareTo(obj2.ToString());
} else if (typ1 == typeof(DateTime)) {
if (typ2 == typeof(TimeSpan)) {
return ((DateTime)obj1).Ticks.CompareTo(((TimeSpan)obj2).Ticks);
}
} else if (typ1 == typeof(TimeSpan)) {
if (typ2 == typeof(DateTime)) {
return ((TimeSpan)obj1).Ticks.CompareTo(((DateTime)obj2).Ticks);
}
}
var v1 = cmp1.GetValue(env);
var v2 = cmp2.GetValue(env);
return v1.GetType().IsNumeric() ?
new NumericComparer().Compare(v1, v2) : v1.CompareTo(v2);
} catch (Exception ex) {
Log.Ui.error($"Comparison failed: {ex}");
throw;
}
throw new ArgumentException("Failed to compare obj1 and obj2", nameof(obj1));
}
static int tryCompareNumeric(object numericObj1, object obj2) {
var typ2 = obj2.GetType();
if (typ2.IsNumeric()) {
return new NumericComparer().Compare(numericObj1, obj2);
} else if (typ2.IsEnum) {
var undTyp2 = typ2.GetEnumUnderlyingType();
if (undTyp2 == typeof(byte)) {
return new NumericComparer().Compare(numericObj1, (byte)obj2);
}
if (undTyp2 == typeof(short)) {
return new NumericComparer().Compare(numericObj1, (short)obj2);
}
if (undTyp2 == typeof(int)) {
return new NumericComparer().Compare(numericObj1, (int)obj2);
}
if (undTyp2 == typeof(long)) {
return new NumericComparer().Compare(numericObj1, (long)obj2);
}
}
throw new ArgumentException("Failed to compare numeric obj1 and obj2", nameof(obj2));
}
}
@@ -41,7 +41,6 @@ Identifier {Letter}({Letter}*[0-9]*_*)*
OpenParenthesis \(
CloseParenthesis \)
Comma ,
Negate '!'
MapsTo ':'
IsOfType '/'
@@ -94,10 +93,6 @@ IsOfType '/'
return (int)Token.COMMA;
}
{Negate} {
return (int)Token.NEGATE;
}
{MapsTo} {
return (int)Token.MAPS_TO;
}
@@ -11,20 +11,10 @@
<PackageReference Include="YaccLexTools" Version="1.2.3" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
<PackageReference Include="Bts.Spark.Core" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<ItemGroup>
<Scanner Include="BooleanExpressionTokens.lex" />
@@ -10,20 +10,11 @@
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="DataStreamCore" Version="$(SparkVersion)" />
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<ItemGroup Label="ColumnExpression">
<Scanner Include="ColumnExpressionTokens.lex" />
@@ -10,20 +10,11 @@
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="DataStreamCore" Version="$(SparkVersion)" />
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<ItemGroup Label="ColumnSortExpression">
<Scanner Include="ColumnSortExpressionTokens.lex" />
@@ -0,0 +1 @@
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:8443/ws
@@ -0,0 +1 @@
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:8443/ws
@@ -0,0 +1,20 @@
module.exports = {
root: true,
env: { browser: true, es2020: true },
extends: [
'eslint:recommended',
'plugin:react/recommended',
'plugin:react/jsx-runtime',
'plugin:react-hooks/recommended',
],
ignorePatterns: ['dist', '.eslintrc.cjs'],
parserOptions: { ecmaVersion: 'latest', sourceType: 'module' },
settings: { react: { version: '18.3.1' } },
plugins: ['react-refresh'],
rules: {
'react-refresh/only-export-components': [
'warn',
{ allowConstantExport: true },
],
},
}
@@ -0,0 +1,24 @@
# Logs
logs
*.log
npm-debug.log*
yarn-debug.log*
yarn-error.log*
pnpm-debug.log*
lerna-debug.log*
node_modules
dist
dist-ssr
*.local
# Editor directories and files
.vscode/*
!.vscode/extensions.json
.idea
.DS_Store
*.suo
*.ntvs*
*.njsproj
*.sln
*.sw?
@@ -0,0 +1,11 @@
<Project Sdk="Microsoft.VisualStudio.JavaScript.Sdk/0.5.128-alpha">
<PropertyGroup>
<StartupCommand>npm run dev</StartupCommand>
<JavaScriptTestRoot>src\</JavaScriptTestRoot>
<JavaScriptTestFramework>Jest</JavaScriptTestFramework>
<!-- Allows the build (or compile) script located on package.json to run on Build -->
<ShouldRunBuildScript>true</ShouldRunBuildScript>
<!-- Folder where production build objects will be placed -->
<PublishAssetsDirectory>$(MSBuildProjectDirectory)\distill</PublishAssetsDirectory>
</PropertyGroup>
</Project>
@@ -0,0 +1,8 @@
# React + Vite
This template provides a minimal setup to get React working in Vite with HMR and some ESLint rules.
Currently, two official plugins are available:
- [@vitejs/plugin-react](https://github.com/vitejs/vite-plugin-react/blob/main/packages/plugin-react/README.md) uses [Babel](https://babeljs.io/) for Fast Refresh
- [@vitejs/plugin-react-swc](https://github.com/vitejs/vite-plugin-react-swc) uses [SWC](https://swc.rs/) for Fast Refresh
@@ -0,0 +1,13 @@
<!doctype html>
<html lang="en">
<head>
<meta charset="UTF-8" />
<link rel="icon" type="image/ico" href="/logo.ico" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
<title>BTS Cloud Streams</title>
</head>
<body>
<div id="root"></div>
<script type="module" src="/src/main.jsx"></script>
</body>
</html>
@@ -0,0 +1,10 @@
<?xml version="1.0" encoding="utf-8"?>
<configuration>
<packageSources>
<clear />
<add key="nuget.org" value="https://api.nuget.org/v3/index.json" />
</packageSources>
<disabledPackageSources>
<clear />
</disabledPackageSources>
</configuration>
File diff suppressed because it is too large. Load diff
@@ -0,0 +1,43 @@
{
"name": "bts.datastreamwebapp.client",
"private": true,
"version": "0.0.0",
"type": "module",
"scripts": {
"dev": "vite",
"build": "vite build",
"lint": "eslint . --ext js,jsx --report-unused-disable-directives --max-warnings 0",
"preview": "vite preview"
},
"dependencies": {
"@angular/material": "^18.0.4",
"@emotion/react": "^11.11.4",
"@emotion/styled": "^11.11.5",
"@fontsource/noto-sans": "^5.0.22",
"@material/data-table": "^15.0.0-canary.7f224ddd4.0",
"@mui/icons-material": "^5.15.20",
"@mui/material": "^5.15.20",
"@mui/x-data-grid": "^7.7.1",
"bulma": "^1.0.1",
"classnames": "^2.5.1",
"react": "^18.3.1",
"react-data-grid": "^7.0.0-beta.44",
"react-data-table-component": "^7.6.2",
"react-dom": "^18.3.1",
"react-json-view-lite": "^1.4.0",
"react-pro-sidebar": "^1.1.0",
"react-use-websocket": "^4.8.1",
"rpc-websockets": "^7.11.2"
},
"devDependencies": {
"@types/react": "^18.3.3",
"@types/react-dom": "^18.3.0",
"@vitejs/plugin-react": "^4.3.1",
"eslint": "^8.57.0",
"eslint-plugin-react": "^7.34.2",
"eslint-plugin-react-hooks": "^4.6.2",
"eslint-plugin-react-refresh": "^0.4.7",
"react-mui-sidebar": "^1.3.5",
"vite": "^5.2.13"
}
}
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@@ -0,0 +1 @@
<svg xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink" aria-hidden="true" role="img" class="iconify iconify--logos" width="31.88" height="32" preserveAspectRatio="xMidYMid meet" viewBox="0 0 256 257"><defs><linearGradient id="IconifyId1813088fe1fbc01fb466" x1="-.828%" x2="57.636%" y1="7.652%" y2="78.411%"><stop offset="0%" stop-color="#41D1FF"></stop><stop offset="100%" stop-color="#BD34FE"></stop></linearGradient><linearGradient id="IconifyId1813088fe1fbc01fb467" x1="43.376%" x2="50.316%" y1="2.242%" y2="89.03%"><stop offset="0%" stop-color="#FFEA83"></stop><stop offset="8.333%" stop-color="#FFDD35"></stop><stop offset="100%" stop-color="#FFA800"></stop></linearGradient></defs><path fill="url(#IconifyId1813088fe1fbc01fb466)" d="M255.153 37.938L134.897 252.976c-2.483 4.44-8.862 4.466-11.382.048L.875 37.958c-2.746-4.814 1.371-10.646 6.827-9.67l120.385 21.517a6.537 6.537 0 0 0 2.322-.004l117.867-21.483c5.438-.991 9.574 4.796 6.877 9.62Z"></path><path fill="url(#IconifyId1813088fe1fbc01fb467)" d="M185.432.063L96.44 17.501a3.268 3.268 0 0 0-2.634 3.014l-5.474 92.456a3.268 3.268 0 0 0 3.997 3.378l24.777-5.718c2.318-.535 4.413 1.507 3.936 3.838l-7.361 36.047c-.495 2.426 1.782 4.5 4.151 3.78l15.304-4.649c2.372-.72 4.652 1.36 4.15 3.788l-11.698 56.621c-.732 3.542 3.979 5.473 5.943 2.437l1.313-2.028l72.516-144.72c1.215-2.423-.88-5.186-3.54-4.672l-25.505 4.922c-2.396.462-4.435-1.77-3.759-4.114l16.646-57.705c.677-2.35-1.37-4.583-3.769-4.113Z"></path></svg>

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@@ -0,0 +1,40 @@
import { Sidebar, Menu, MenuItem, Submenu, Logo } from "react-mui-sidebar";
import './App.css';
const AnimatedSideBar = () => {
return (
<Sidebar className={"sidebar-container"} width={"270px"}>
<Logo img="https://adminmart.com/wp-content/uploads/2024/03/logo-admin-mart-news.png">
AdminMart
</Logo>
<Menu subHeading="HOME">
<MenuItem link="/" badge="true">
Modern
</MenuItem>
<MenuItem>eCommerce</MenuItem>
<MenuItem>Analytical</MenuItem>
</Menu>
<Menu subHeading="APPS">
<MenuItem>Chat</MenuItem>
<MenuItem>Calendar</MenuItem>
</Menu>
<Menu subHeading="OTHERS">
<Submenu title="Menu Level">
<MenuItem>Post</MenuItem>
<MenuItem>Details</MenuItem>
<Submenu title="Level 2">
<MenuItem>new</MenuItem>
<MenuItem>Hello</MenuItem>
</Submenu>
</Submenu>
<MenuItem>Chip</MenuItem>
<MenuItem target="_blank" link="google.com">
External Link
</MenuItem>
</Menu>
</Sidebar>
);
};
export default AnimatedSideBar;
@@ -0,0 +1,101 @@
@use "@material/checkbox";
@use "@material/icon-button";
@use "@material/data-table/data-table";
.root-div {
display: flex;
flex-direction: row;
align-items: flex-start;
}
.main-content-div {
display: flex;
flex-direction: row;
}
.title-div {
width: 100%;
}
.container {
display: flex;
}
.container-column {
display: flex;
flex-direction: column;
}
.container-row {
display: flex;
flex-direction: row;
align-items: stretch;
}
box.query-input-form {
/* p: 2, display: "flex", flexFlow: "column", alignItems: "stretch" */
display: flex;
flex-flow: column;
align-items: stretch;
}
/* li.ps-menuitem-root:hover {
background-color: #ff9922;
} */
.container-row-centered {
display: flex;
flex-direction: row;
justify-content: center;
align-items: center;
}
h1#main-header {
padding: 4px 8px 4px 8px;
text-align: center;
}
td:hover {
background-color: cadetblue;
}
td#cell-decimal {
text-align: right;
}
td#cell-integer {
text-align: right;
}
td#cell-string {
text-align: center;
}
td#cell-date-time {
text-align: center;
}
/* Sidebar.css */
/* .sidebar-container {
display: flex;
flex-direction: column;
}
.sidebar {
position: relative;
top: 0;
left: 0;
height: 100vh;
background-color: #333;
color: white;
overflow: hidden;
transition: transform 0.3s ease;
}
.sidebar.closed {
width: 0;
}
.sidebar.open {
width: 250px;
} */
@@ -0,0 +1,173 @@
import { ThemeProvider, CssBaseline, GlobalStyles } from '@mui/material';
import QueryStatusView from './QueryStatusView';
import useMediaQuery from '@mui/material/useMediaQuery';
import QueryControl from './QueryControl';
import DataTable from './DataTable';
import { useState, useEffect, useMemo } from 'react';
import useWebSocket, { ReadyState } from 'react-use-websocket';
import Sidebar from './SideBar';
import getTheme from './Theme';
import '@fontsource/noto-sans';
import './App.css';
import './SideBar.css';
const webSocketUrl = import.meta.env.VITE_DATASTREAM_WEBSOCKET_URL;
// Always use the same subscription id (1), because we only show 1 table at a time.
// The server will automatically dispose the previous subscription and start a new one
// if we're currently subscribed to another query.
const subscriptionId = "1";
var rpcReqIdCounter = 1;
function subscribeReq(query) {
return {
jsonrpc: "2.0",
id: rpcReqIdCounter++,
method: "subscribe",
params: {
subscription_id: subscriptionId,
query: query
}
};
}
function unsubscribeReq() {
return {
jsonrpc: "2.0",
id: rpcReqIdCounter++,
method: "unsubscribe",
params: {
subscription_id: subscriptionId,
}
};
}
const App = () => {
const prefersDarkMode = useMediaQuery('(prefers-color-scheme: dark)');
const theme = getTheme({ mode: prefersDarkMode ? 'dark' : 'light' });
const globalStyles = {
':root': {
'--primary-color': theme.palette.primary.main,
'--primary-dark-color': theme.palette.primary.dark,
'--secondary-color': theme.palette.secondary.main,
'--secondary-dark-color': theme.palette.secondary.dark,
'--background-color': theme.palette.background.default,
},
};
const [blueTable, setBlueTable] = useState({ columns: null, rows: null });
const [queryError, setQueryError] = useState(null);
const [queryState, setQueryState] = useState("Unsubscribed");
const queryStateDetails = useMemo(() => {
if (queryState == "Unsubscribed") {
return "Enter query above, then click the play button to subscribe";
}
if (queryState == "Subscribed") {
return null;
}
}, [queryState]);
const [sidebarIsOpen, setSidebarIsOpen] = useState(false);
const [cannedQuery, setCannedQuery] = useState(null);
const onCannedQueryClicked = (cannedQuery) => {
console.info(`Executing canned query: ${JSON.stringify(cannedQuery)}`);
const queryText = cannedQuery.query.join("\n");
setCannedQuery({ queryText: queryText, clickTime: Date.now() });
subscribe(queryText);
};
const { sendJsonMessage, getWebSocket, readyState } = useWebSocket(
webSocketUrl,
{
onOpen: (e) => console.info(`WebSocket open. ${JSON.stringify(e)}`),
onClose: (e) => console.info(`WebSocket closed. ${JSON.stringify(e)}`),
onError: (e) => console.error(`WebSocket error: ${JSON.stringify(e)}`),
shouldReconnect: () => true,
});
useEffect(() => {
console.info(`WebSocket readyState: ${readyState}`)
if (readyState != ReadyState.OPEN) {
return;
}
const ws = getWebSocket();
ws.onmessage = e => {
console.info(`Received message: ${e.data}`);
const msg = JSON.parse(e.data);
setQueryError(msg.error);
if (msg.error != null) {
setQueryState("Error");
} else if (msg.id != null) {
setQueryState(msg.result.status);
} else {
console.assert(msg.params.subscription_id == subscriptionId);
console.info(`Received rows: ${msg.params.table.all}`);
setBlueTable({ columns: msg.params.table.columns, rows: msg.params.table.all });
}
};
}, [getWebSocket, readyState]);
const subscribe = (query) => {
const req = subscribeReq(query);
console.info(`Subscribing: ${JSON.stringify(subscribeReq(query))}`);
sendJsonMessage(req);
};
const unsubscribe = () => {
const req = unsubscribeReq();
console.info(`Unsubscribing: ${JSON.stringify(req)}`);
sendJsonMessage(req);
};
const onOpened = () => {
setSidebarIsOpen(true);
};
const onClosed = () => {
setSidebarIsOpen(false);
};
const sidebarWidth = sidebarIsOpen ? '250px' : '65px';
return (
<ThemeProvider theme={theme}>
<CssBaseline />
<GlobalStyles styles={globalStyles} />
<div className='root-div'>
<div style={{
display: 'flex',
flexDirection: 'column',
alignItems: 'flex-start',
flexWrap: 'nowrap',
width: sidebarWidth,
transition: 'width 0.3s ease',
}}>
<Sidebar onSelection={onCannedQueryClicked} onOpened={onOpened} onClosed={onClosed} />
</div>
<div style={{
display: 'flex',
flexDirection: 'column',
left: sidebarWidth,
width: '100%',
transition: 'width 0.3s ease',
}}>
<div style={{ width: '100%', display: 'flex', flexDirection: 'column', alignItems: 'flex-start', margin: theme.spacing(2, 0, 0, 0) }}>
<div style={{ width: '90%', rightMargin: '100px' }}>
<QueryControl
queryState={queryState}
queryText={cannedQuery?.queryText}
queryTextResetTime={cannedQuery?.clickTime}
subscribe={subscribe}
unsubscribe={unsubscribe} />
</div>
<div style={{ width: '90%', rightMargin: '100px' }}>
<QueryStatusView queryState={queryState} details={queryStateDetails} error={queryError} />
<DataTable columns={blueTable?.columns ?? []} rows={blueTable?.rows ?? []} />
</div>
</div>
</div>
</div>
</ThemeProvider>
);
};
export default App;
@@ -0,0 +1,53 @@
@use "@material/checkbox";
@use "@material/icon-button";
@use "@material/data-table/data-table";
.data-grid-container {
overflow: auto;
white-space: nowrap;
}
.data-grid {
max-height: 1000px;
}
div[role=columnheader] {
border-top: 0px;
border-bottom: 0px;
background-color: var(--primary-dark-color);
}
/* div[role=columnheader] {
border-top: 0px;
border-bottom: 0px;
background-color: var(--primary-dark-color);
}
.rdg-row {
border: 0px;
border-top: 0px;
border-bottom: 0px;
background-color: rgba(var(--primary-dark-color), 0.8);
color: var(--primary-color);
}
.rdg-row-odd {
border: 0px;
border-top: 0px;
border-bottom: 0px;
background-color: var(--primary-dark-color);
color: var(--primary-color);
}
.rdg-cell {
border-bottom: 0px;
}
.rdg-cell.even {
border-bottom: 5px;
}
.rdg-cell.odd {
border-bottom: 5px;
} */
@@ -0,0 +1,32 @@
@use "@material/checkbox";
@use "@material/icon-button";
@use "@material/data-table/data-table";
th {
font-size: large;
padding: 15px;
}
td {
padding: 15px;
}
td:hover {
background-color: cadetblue;
}
td#cell-decimal {
text-align: right;
}
td#cell-integer {
text-align: right;
}
td#cell-string {
text-align: center;
}
td#cell-date-time {
text-align: center;
}
@@ -0,0 +1,74 @@
import PropTypes from 'prop-types';
import { useTheme } from '@mui/material/styles';
import { DataGrid } from '@mui/x-data-grid';
import './DataGrid.css';
import { useMemo, useState } from 'react';
export default function DataTable({ columns, rows }) {
const theme = useTheme();
const [columnWidths, setColumnWidths] = useState({});
const handleColumnResize = (params) => {
const newWidth = params.width;
setColumnWidths((prevWidths) => ({
...prevWidths,
[params.colDef.field]: params.width,
}));
};
const getGridColDef = useMemo(() => {
return col => {
return {
field: col.name,
headerName: col.name,
width: columnWidths[col.name],
};
};
}, [columnWidths]);
return (
<DataGrid
className='data-grid-container'
autosizeOnMount={false}
columns={columns?.map(getGridColDef) ?? []}
onColumnResize={handleColumnResize}
rows={rows ?? []}
sx={{
margin: theme.spacing(2, 0, 0, 0),
borderColor: 'primary.main',
backgroundColor: 'primary.dark',
color: 'text.primary',
'& .MuiDataGrid-columnHeader': {
color: 'primary.main',
fontWeight: 700,
backgroundColor: 'primary.dark'
},
'& .MuiDataGrid-filler': {
color: 'primary.main',
fontWeight: 700,
backgroundColor: 'primary.dark'
},
'& .MuiDataGrid-cell': {
color: 'text.primary',
},
'& .MuiDataGrid-cell:hover': {
color: 'primary.main',
},
'& .MuiDataGrid-row': {
'--DataGrid-rowBorderColor': 'secondary.dark'
}
}}
/>
);
}
DataTable.propTypes = {
columns: PropTypes.arrayOf(
PropTypes.shape({
name: PropTypes.string.isRequired,
type: PropTypes.string.isRequired,
})
).isRequired,
rows: PropTypes.arrayOf(PropTypes.array).isRequired,
apiRef: PropTypes.object,
};
@@ -0,0 +1,119 @@
import PropTypes from 'prop-types';
import DataTable from './DataTable';
import { useRef, useState, useEffect } from 'react';
import { useGridApiRef } from '@mui/x-data-grid';
import Box from '@mui/material/Box';
import Button from '@mui/material/Button';
import Grid from '@mui/material/Grid';
import Paper from '@mui/material/Paper';
import PlayArrowIcon from '@mui/icons-material/PlayArrow';
import StopIcon from '@mui/icons-material/Stop';
import TextField from '@mui/material/TextField';
import Tooltip from '@mui/material/Tooltip';
const QueryControl = (props) => {
const { queryState, queryText, queryTextResetTime, subscribe, unsubscribe } = props;
// const theme = useTheme();
let textInput = useRef();
const [queryTextChangeTime, setQueryTextChangeTime] = useState(null);
useEffect(() => {
if (queryText == null || textInput.current == null) {
return;
}
// Init text field (unless a non-empty string is already present, or the user has modified
// the query - we don't want to overwrite their changes).
if (queryTextChangeTime == null || queryTextResetTime > queryTextChangeTime) {
console.info(`Initializing query text: ${queryText}`)
textInput.current.value = queryText;
}
}, [queryText, queryTextChangeTime, queryTextResetTime]);
const onClearClick = () => {
textInput.current.value = '';
};
const onRunClick = () => {
subscribe(textInput.current.value);
};
const onStopClick = () => {
unsubscribe();
};
const onKeyDown = (e) => {
// Detect keyboard shortcuts.
// Ctrl+Enter : Run
if (e.ctrlKey && e.key === 'Enter') {
onRunClick();
}
};
const onChange = (e) => {
// So we know not to overwrite the changes with the canned query on re-render
setQueryTextChangeTime(Date.now());
};
return (
<Box sx={{ display: "flex", flexFlow: "column" }}>
<Paper elevation={3} sx={{ color: 'primary.main' }}>
<Box sx={{ p: 2 }}>
<TextField
fullWidth
multiline
rows={10}
variant="outlined"
onChange={onChange}
onKeyDown={onKeyDown}
inputRef={textInput}
placeholder="Enter Query..."
/>
</Box>
<Box sx={{ p: 2, borderTop: 1 }}>
<Grid container spacing={2} justifyContent="flex-start">
<Grid item xs>
<Tooltip title="Clear Query Text">
<Button onClick={onClearClick} sx={{ padding: '11px', color: 'text.dark' }}>
Clear
</Button>
</Tooltip>
</Grid>
<Grid item>
<Tooltip title="Run (Ctrl+Enter)">
<Button onClick={onRunClick} sx={{
color: `queryStartButton.${queryState}.color`,
bgcolor: `queryStartButton.${queryState}.backgroundColor`,
padding: '11px'
}}>
<PlayArrowIcon />
</Button>
</Tooltip>
</Grid>
<Grid item>
<Tooltip title="Stop">
<Button onClick={onStopClick} sx={{
color: `queryStopButton.${queryState}.color`,
bgcolor: `queryStopButton.${queryState}.backgroundColor`,
padding: '11px'
}}>
<StopIcon />
</Button>
</Tooltip>
</Grid>
</Grid>
</Box>
</Paper>
</Box>
);
};
QueryControl.propTypes = {
columns: PropTypes.array,
rows: PropTypes.array,
isRunning: PropTypes.bool,
queryText: PropTypes.string,
queryTextResetTime: PropTypes.number,
queryState: PropTypes.string,
subscribe: PropTypes.func,
unsubscribe: PropTypes.func,
};
export default QueryControl;
@@ -0,0 +1,73 @@
import { useState } from 'react';
import PropTypes from 'prop-types';
import { Box, Typography, Collapse } from '@mui/material';
import Alert from '@mui/material/Alert';
import AlertTitle from '@mui/material/AlertTitle';
import { useTheme } from '@mui/material/styles';
import { alpha } from '@mui/system';
const QueryStatusView = ({ queryState, details, error }) => {
const theme = useTheme();
const [open, setOpen] = useState(false);
let header = queryState;
let headerContent = null;
let detailElements = [];
let severity = queryState == "Subscribed" ? "success" : "info";
let cursor = details == null ? "default" : "pointer";
if (error != null) {
severity = "error";
cursor = "pointer";
header = `Error Code: ${error.code}`;
headerContent = error.message;
detailElements.push(<Typography variant="body1">{error.data.error_message}</Typography>);
detailElements.push(<Typography variant="subtitle1">Stack Trace:</Typography>);
(error.data.stack_trace ?? []).forEach(line => detailElements.push(
<Typography variant="body2" component="pre" sx={{ whiteSpace: 'pre-wrap' }}>
{line}
</Typography>));
} else if (details != null) {
detailElements.push(<Typography variant="body1">{details}</Typography>);
}
return (
<Box sx={{ margin: theme.spacing(2, 0, 0, 0) }}>
<Alert
severity={severity}
onClick={() => setOpen(!open)}
sx={{
margin: theme.spacing(2, 0, 0, 0),
cursor: cursor,
}}>
<AlertTitle>{header}</AlertTitle>
{headerContent}
</Alert>
{detailElements.length == 0
? null
: <Collapse in={open}>
<Box
sx={{
backgroundColor: alpha(theme.palette[severity].light, 0.75),
color: theme.palette[severity].contrastText,
padding: theme.spacing(2),
marginTop: theme.spacing(0),
borderRadius: theme.shape.borderRadius,
}}
>
{detailElements}
</Box>
</Collapse>}
</Box>
);
};
QueryStatusView.propTypes = {
queryState: PropTypes.string,
details: PropTypes.string,
error: PropTypes.shape({
code: PropTypes.number,
message: PropTypes.string,
data: PropTypes.object,
})
};
export default QueryStatusView;
@@ -0,0 +1,27 @@
import 'react-data-grid/lib/styles.css';
import PropTypes from 'prop-types';
import DataGrid from 'react-data-grid';
import './DataGrid.css';
function getGridColDef(col) {
return {
key: col.name,
name: col.name,
};
}
export default function ReactDataGrid({columns, rows}) {
return (
<DataGrid className={"data-grid"} rows={rows} columns={columns.map(getGridColDef)} />
);
}
ReactDataGrid.propTypes = {
columns: PropTypes.arrayOf(
PropTypes.shape({
name: PropTypes.string.isRequired,
type: PropTypes.string.isRequired,
})
).isRequired,
rows: PropTypes.arrayOf(PropTypes.array).isRequired,
};
@@ -0,0 +1,98 @@
/* Sidebar.css */
.app-container {
display: flex;
width: 100%;
overflow: hidden;
flex-direction: row;
justify-content: flex-start;
align-items: flex-start;
}
.sidebar {
display: flex;
flex-direction: row;
justify-content: flex-start;
align-items: flex-start;
background-color: transparent;
color: white;
overflow: hidden;
transition: width 0.3s ease;
}
.sidebar.open {
width: 100%;
}
.sidebar.closed {
width: 0%;
}
.sidebar-toggle-button {
border: 0px;
border-radius: 50%;
box-shadow: rgba(9, 30, 66, 0.08) 0px 0px 0px 1px, rgba(9, 30, 66, 0.08) 0px 2px 4px 1px;
color: var(--primary-color);
cursor: pointer;
height: 24px;
opacity: 1;
outline: 0px;
padding: 0px;
background-color: transparent;
transition: background-color 100ms linear 0s, color 100ms linear 0s, opacity 300ms cubic-bezier(0.2, 0, 0, 1) 0s, transform 300ms cubic-bezier(0.2, 0, 0, 1) 0s;
width: 20%;
}
.sidebar-toggle-button:hover {
transition: background-color 100ms linear 0s, color 100ms linear 0s, opacity 300ms cubic-bezier(0.2, 0, 0, 1) 0s, transform 300ms cubic-bezier(0.2, 0, 0, 1) 0s;
}
.main-content.open {
width: 165px;
transition: width 0.3s ease;
background-color: transparent;
}
.main-content.closed {
width: 0%;
/* min-width: 25px; */
transition: width 0.3s ease;
background-color: transparent;
}
.sidebar-menu-item {
width: 100%;
box-sizing: border-box;
}
.sidebar-menu-item.open {
width: 100%;
/* justify-content: flex-start; */
transition: width 0.3s ease;
}
.sidebar-menu-item.closed {
width: 0%;
min-width: 0px;
/* justify-content: flex-start; */
transition: width 0.3s ease;
}
.sidebar-menu-item-content.open {
width: 100%;
/* justify-content: flex-start; */
transition: width 0.3s ease;
}
.sidebar-menu-item-content.closed {
width: 0px;
/* justify-content: flex-start; */
transition: width 0.3s ease;
}
/* Ensure span can shrink */
.button-text {
display: block; /* Make span a block element */
width: 100%; /* Ensure it takes the full width of its parent */
overflow: hidden; /* Hide any overflow content */
white-space: nowrap; /* Prevent text wrapping */
}
@@ -0,0 +1,109 @@
import { useState, useEffect } from 'react';
import Button from '@mui/material/Button';
import { useTheme } from '@mui/material/styles';
import PropTypes from 'prop-types';
import Tooltip from '@mui/material/Tooltip';
import ChevronLeftRounded from "@mui/icons-material/ChevronLeftRounded";
import ChevronRightRounded from '@mui/icons-material/ChevronRightRounded';
import FileCopyIcon from '@mui/icons-material/FileCopy';
import './SideBar.css';
const Sidebar = ({ onSelection, onOpened, onClosed }) => {
const theme = useTheme();
const [isOpen, setIsOpen] = useState(false);
const [cannedQueries, setCannedQueries] = useState([]);
const Icon = isOpen ? ChevronLeftRounded : ChevronRightRounded;
const toggleIsOpen = () => {
if (isOpen) {
setIsOpen(false);
if (onClosed != null) {
onClosed();
}
} else {
setIsOpen(true);
if (onOpened != null) {
onOpened();
}
}
};
const onMenuItemClick = (event, cannedQuery) => {
console.info(`menu item clicked: ${cannedQuery.name}`);
onSelection(cannedQuery);
};
// const onMenuItemClick = async (event, cannedQuery) => {
// try {
// await navigator.clipboard.writeText(cannedQuery.query.join("\n"));
// alert(`Copied ${cannedQuery.name} to clipboard`);
// } catch (err) {
// console.error('Failed to copy query text: ', err);
// }
// };
useEffect(() => {
const fetchCannedQueries = async () => {
try {
const response = await fetch('api/cannedqueries');
const data = await response.json();
setCannedQueries(data);
} catch (error) {
console.error('Error fetching WebSocket config:', error);
}
};
fetchCannedQueries();
}, []);
const mainContentClass = `main-content ${isOpen ? 'open' : 'closed'}`;
const menuItemClass = `sidebar-menu-item ${isOpen ? 'open' : 'closed'}`;
const menuItemContentClass = `sidebar-menu-item-content ${isOpen ? 'open' : 'closed'}`;
const toggleButtonTitle = `${isOpen ? 'Hide' : 'Show'} Common Queries`;
return (
<div
className={"sidebar"}
style={{
display: 'flex',
flexDirection: 'row',
justifyContent: 'flexStart',
alignItems: 'flexStart',
margin: theme.spacing(2, 0, 0, 0)
}}
>
<div className={mainContentClass}>
{cannedQueries.map(cq =>
<Button key={cq.name} className={menuItemClass} onClick={(event) => onMenuItemClick(event, cq)}>
<div className={menuItemContentClass}>
<span className='button-text'>{cq.name}</span>
</div>
</Button>)
}
{/* {cannedQueries.map(cq =>
<Button
variant="contained"
color="primary"
startIcon={<FileCopyIcon />}
onClick={onMenuItemClick}
>
<div className={menuItemContentClass}>
<span className='button-text'>{cq.name}</span>
</div>
</Button>)} */}
</div>
<Tooltip title={toggleButtonTitle}>
<Button onClick={toggleIsOpen}>
<Icon className="w-5 h-5" />
</Button>
</Tooltip>
</div>
);
};
export default Sidebar;
Sidebar.propTypes = {
onSelection: PropTypes.func,
onOpened: PropTypes.func,
onClosed: PropTypes.func,
};
@@ -0,0 +1,112 @@
import { createTheme } from '@mui/material/styles';
import PropTypes from 'prop-types';
import '@fontsource/noto-sans';
import './App.css';
const getLightPalette = () => {
return {
mode: 'light',
primary: {
light: '#6573c3',
main: '#3f51b5',
dark: '#2c387e',
contrastText: '#ffffff',
},
secondary: {
light: '#f73378',
main: '#f50057',
dark: '#ab003c',
contrastText: '#ffffff',
},
text: {
primary: '#000000c4',
secondary: '#00000086',
disabled: '#0000005b',
hint: '#0000005b',
}
};
};
const getDarkPalette = () => {
return {
mode: 'dark',
primary: {
light: '#bcc5ff',
main: '#33baf9',
dark: '#202334',
contrastText: '#78a2ac',
},
secondary: {
light: '#9fd0b8',
main: '#5eb289',
dark: '#ffffff12',
contrastText: '#c8d4f7',
},
action: {
hoverOpacity: 0.08
},
text: {
primary: '#eaf8f8',
dark: '#eaf8f8a0'
},
queryStartButton: {
Subscribed: {
color: '#33baf9',
backgroundColor: '#ffffff40',
},
Unsubscribed: {
color: '#ffffff40',
backgroundColor: '#ffffff00',
}
},
queryStopButton: {
Subscribed: {
color: '#ff4444a0',
backgroundColor: '#ffffff40',
},
Unsubscribed: {
color: '#ff444450',
backgroundColor: '#ffffff00',
}
},
error: {
light: '#e57373',
main: '#f44336',
dark: '#d32f2f',
contrastText: '#fff',
},
warning: {
light: '#ffb74d',
main: '#ff9800',
dark: '#f57c00',
contrastText: '#000',
},
info: {
light: '#64b5f6',
main: '#2196f3',
dark: '#303030',
contrastText: '#fff',
},
success: {
light: '#81c784',
main: '#4caf50',
dark: '#388e3c',
contrastText: '#000',
},
};
};
const getTheme = ({ mode }) => {
return createTheme({
typography: {
fontFamily: '"Helvetica"'
},
palette: mode == 'dark' ? getDarkPalette() : getLightPalette()
});
};
export default getTheme;
getTheme.propTypes = {
mode: PropTypes.string.isRequired,
};
@@ -0,0 +1 @@
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After

Width:  |  Height:  |  Size: 4.0 KiB

@@ -0,0 +1,51 @@
.dark-high-contrast {
--md-sys-color-primary: rgb(251 250 255);
--md-sys-color-surface-tint: rgb(165 200 255);
--md-sys-color-on-primary: rgb(0 0 0);
--md-sys-color-primary-container: rgb(173 204 255);
--md-sys-color-on-primary-container: rgb(0 0 0);
--md-sys-color-secondary: rgb(250 250 255);
--md-sys-color-on-secondary: rgb(0 0 0);
--md-sys-color-secondary-container: rgb(159 208 255);
--md-sys-color-on-secondary-container: rgb(0 0 0);
--md-sys-color-tertiary: rgb(255 249 251);
--md-sys-color-on-tertiary: rgb(0 0 0);
--md-sys-color-tertiary-container: rgb(222 193 231);
--md-sys-color-on-tertiary-container: rgb(0 0 0);
--md-sys-color-error: rgb(255 249 249);
--md-sys-color-on-error: rgb(0 0 0);
--md-sys-color-error-container: rgb(255 186 177);
--md-sys-color-on-error-container: rgb(0 0 0);
--md-sys-color-background: rgb(17 19 24);
--md-sys-color-on-background: rgb(225 226 233);
--md-sys-color-surface: rgb(17 19 24);
--md-sys-color-on-surface: rgb(255 255 255);
--md-sys-color-surface-variant: rgb(67 71 78);
--md-sys-color-on-surface-variant: rgb(251 250 255);
--md-sys-color-outline: rgb(200 202 212);
--md-sys-color-outline-variant: rgb(200 202 212);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(225 226 233);
--md-sys-color-inverse-on-surface: rgb(0 0 0);
--md-sys-color-inverse-primary: rgb(0 42 83);
--md-sys-color-primary-fixed: rgb(219 231 255);
--md-sys-color-on-primary-fixed: rgb(0 0 0);
--md-sys-color-primary-fixed-dim: rgb(173 204 255);
--md-sys-color-on-primary-fixed-variant: rgb(0 22 49);
--md-sys-color-secondary-fixed: rgb(214 233 255);
--md-sys-color-on-secondary-fixed: rgb(0 0 0);
--md-sys-color-secondary-fixed-dim: rgb(159 208 255);
--md-sys-color-on-secondary-fixed-variant: rgb(0 24 42);
--md-sys-color-tertiary-fixed: rgb(249 222 255);
--md-sys-color-on-tertiary-fixed: rgb(0 0 0);
--md-sys-color-tertiary-fixed-dim: rgb(222 193 231);
--md-sys-color-on-tertiary-fixed-variant: rgb(33 14 42);
--md-sys-color-surface-dim: rgb(17 19 24);
--md-sys-color-surface-bright: rgb(55 57 62);
--md-sys-color-surface-container-lowest: rgb(12 14 19);
--md-sys-color-surface-container-low: rgb(25 28 32);
--md-sys-color-surface-container: rgb(29 32 36);
--md-sys-color-surface-container-high: rgb(40 42 47);
--md-sys-color-surface-container-highest: rgb(50 53 58);
}
@@ -0,0 +1,51 @@
.dark-medium-contrast {
--md-sys-color-primary: rgb(173 204 255);
--md-sys-color-surface-tint: rgb(165 200 255);
--md-sys-color-on-primary: rgb(0 22 49);
--md-sys-color-primary-container: rgb(112 146 198);
--md-sys-color-on-primary-container: rgb(0 0 0);
--md-sys-color-secondary: rgb(159 208 255);
--md-sys-color-on-secondary: rgb(0 24 42);
--md-sys-color-secondary-container: rgb(100 149 193);
--md-sys-color-on-secondary-container: rgb(0 0 0);
--md-sys-color-tertiary: rgb(222 193 231);
--md-sys-color-on-tertiary: rgb(33 14 42);
--md-sys-color-tertiary-container: rgb(162 136 171);
--md-sys-color-on-tertiary-container: rgb(0 0 0);
--md-sys-color-error: rgb(255 186 177);
--md-sys-color-on-error: rgb(55 0 1);
--md-sys-color-error-container: rgb(255 84 73);
--md-sys-color-on-error-container: rgb(0 0 0);
--md-sys-color-background: rgb(17 19 24);
--md-sys-color-on-background: rgb(225 226 233);
--md-sys-color-surface: rgb(17 19 24);
--md-sys-color-on-surface: rgb(251 250 255);
--md-sys-color-surface-variant: rgb(67 71 78);
--md-sys-color-on-surface-variant: rgb(200 202 212);
--md-sys-color-outline: rgb(160 163 171);
--md-sys-color-outline-variant: rgb(128 131 139);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(225 226 233);
--md-sys-color-inverse-on-surface: rgb(40 42 47);
--md-sys-color-inverse-primary: rgb(35 73 120);
--md-sys-color-primary-fixed: rgb(212 227 255);
--md-sys-color-on-primary-fixed: rgb(0 17 40);
--md-sys-color-primary-fixed-dim: rgb(165 200 255);
--md-sys-color-on-primary-fixed-variant: rgb(10 55 100);
--md-sys-color-secondary-fixed: rgb(206 229 255);
--md-sys-color-on-secondary-fixed: rgb(0 18 34);
--md-sys-color-secondary-fixed-dim: rgb(154 203 250);
--md-sys-color-on-secondary-fixed-variant: rgb(0 57 91);
--md-sys-color-tertiary-fixed: rgb(247 216 255);
--md-sys-color-on-tertiary-fixed: rgb(28 9 37);
--md-sys-color-tertiary-fixed-dim: rgb(218 189 226);
--md-sys-color-on-tertiary-fixed-variant: rgb(67 46 76);
--md-sys-color-surface-dim: rgb(17 19 24);
--md-sys-color-surface-bright: rgb(55 57 62);
--md-sys-color-surface-container-lowest: rgb(12 14 19);
--md-sys-color-surface-container-low: rgb(25 28 32);
--md-sys-color-surface-container: rgb(29 32 36);
--md-sys-color-surface-container-high: rgb(40 42 47);
--md-sys-color-surface-container-highest: rgb(50 53 58);
}
@@ -0,0 +1,51 @@
.dark {
--md-sys-color-primary: rgb(165 200 255);
--md-sys-color-surface-tint: rgb(165 200 255);
--md-sys-color-on-primary: rgb(0 49 94);
--md-sys-color-primary-container: rgb(34 72 118);
--md-sys-color-on-primary-container: rgb(212 227 255);
--md-sys-color-secondary: rgb(154 203 250);
--md-sys-color-on-secondary: rgb(0 51 83);
--md-sys-color-secondary-container: rgb(12 74 114);
--md-sys-color-on-secondary-container: rgb(206 229 255);
--md-sys-color-tertiary: rgb(218 189 226);
--md-sys-color-on-tertiary: rgb(61 41 70);
--md-sys-color-tertiary-container: rgb(85 63 93);
--md-sys-color-on-tertiary-container: rgb(247 216 255);
--md-sys-color-error: rgb(255 180 171);
--md-sys-color-on-error: rgb(105 0 5);
--md-sys-color-error-container: rgb(147 0 10);
--md-sys-color-on-error-container: rgb(255 218 214);
--md-sys-color-background: rgb(17 19 24);
--md-sys-color-on-background: rgb(225 226 233);
--md-sys-color-surface: rgb(17 19 24);
--md-sys-color-on-surface: rgb(225 226 233);
--md-sys-color-surface-variant: rgb(67 71 78);
--md-sys-color-on-surface-variant: rgb(195 198 207);
--md-sys-color-outline: rgb(141 145 153);
--md-sys-color-outline-variant: rgb(67 71 78);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(225 226 233);
--md-sys-color-inverse-on-surface: rgb(46 48 53);
--md-sys-color-inverse-primary: rgb(60 96 144);
--md-sys-color-primary-fixed: rgb(212 227 255);
--md-sys-color-on-primary-fixed: rgb(0 28 58);
--md-sys-color-primary-fixed-dim: rgb(165 200 255);
--md-sys-color-on-primary-fixed-variant: rgb(34 72 118);
--md-sys-color-secondary-fixed: rgb(206 229 255);
--md-sys-color-on-secondary-fixed: rgb(0 29 50);
--md-sys-color-secondary-fixed-dim: rgb(154 203 250);
--md-sys-color-on-secondary-fixed-variant: rgb(12 74 114);
--md-sys-color-tertiary-fixed: rgb(247 216 255);
--md-sys-color-on-tertiary-fixed: rgb(39 20 48);
--md-sys-color-tertiary-fixed-dim: rgb(218 189 226);
--md-sys-color-on-tertiary-fixed-variant: rgb(85 63 93);
--md-sys-color-surface-dim: rgb(17 19 24);
--md-sys-color-surface-bright: rgb(55 57 62);
--md-sys-color-surface-container-lowest: rgb(12 14 19);
--md-sys-color-surface-container-low: rgb(25 28 32);
--md-sys-color-surface-container: rgb(29 32 36);
--md-sys-color-surface-container-high: rgb(40 42 47);
--md-sys-color-surface-container-highest: rgb(50 53 58);
}
@@ -0,0 +1,51 @@
.light-high-contrast {
--md-sys-color-primary: rgb(0 34 70);
--md-sys-color-surface-tint: rgb(60 96 144);
--md-sys-color-on-primary: rgb(255 255 255);
--md-sys-color-primary-container: rgb(29 68 114);
--md-sys-color-on-primary-container: rgb(255 255 255);
--md-sys-color-secondary: rgb(0 36 61);
--md-sys-color-on-secondary: rgb(255 255 255);
--md-sys-color-secondary-container: rgb(3 70 110);
--md-sys-color-on-secondary-container: rgb(255 255 255);
--md-sys-color-tertiary: rgb(46 26 55);
--md-sys-color-on-tertiary: rgb(255 255 255);
--md-sys-color-tertiary-container: rgb(81 59 89);
--md-sys-color-on-tertiary-container: rgb(255 255 255);
--md-sys-color-error: rgb(78 0 2);
--md-sys-color-on-error: rgb(255 255 255);
--md-sys-color-error-container: rgb(140 0 9);
--md-sys-color-on-error-container: rgb(255 255 255);
--md-sys-color-background: rgb(249 249 255);
--md-sys-color-on-background: rgb(25 28 32);
--md-sys-color-surface: rgb(249 249 255);
--md-sys-color-on-surface: rgb(0 0 0);
--md-sys-color-surface-variant: rgb(224 226 236);
--md-sys-color-on-surface-variant: rgb(32 36 43);
--md-sys-color-outline: rgb(63 67 74);
--md-sys-color-outline-variant: rgb(63 67 74);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(46 48 53);
--md-sys-color-inverse-on-surface: rgb(255 255 255);
--md-sys-color-inverse-primary: rgb(228 236 255);
--md-sys-color-primary-fixed: rgb(29 68 114);
--md-sys-color-on-primary-fixed: rgb(255 255 255);
--md-sys-color-primary-fixed-dim: rgb(0 45 88);
--md-sys-color-on-primary-fixed-variant: rgb(255 255 255);
--md-sys-color-secondary-fixed: rgb(3 70 110);
--md-sys-color-on-secondary-fixed: rgb(255 255 255);
--md-sys-color-secondary-fixed-dim: rgb(0 47 77);
--md-sys-color-on-secondary-fixed-variant: rgb(255 255 255);
--md-sys-color-tertiary-fixed: rgb(81 59 89);
--md-sys-color-on-tertiary-fixed: rgb(255 255 255);
--md-sys-color-tertiary-fixed-dim: rgb(57 37 66);
--md-sys-color-on-tertiary-fixed-variant: rgb(255 255 255);
--md-sys-color-surface-dim: rgb(217 218 224);
--md-sys-color-surface-bright: rgb(249 249 255);
--md-sys-color-surface-container-lowest: rgb(255 255 255);
--md-sys-color-surface-container-low: rgb(243 243 250);
--md-sys-color-surface-container: rgb(237 237 244);
--md-sys-color-surface-container-high: rgb(231 232 238);
--md-sys-color-surface-container-highest: rgb(225 226 233);
}
@@ -0,0 +1,51 @@
.light-medium-contrast {
--md-sys-color-primary: rgb(29 68 114);
--md-sys-color-surface-tint: rgb(60 96 144);
--md-sys-color-on-primary: rgb(255 255 255);
--md-sys-color-primary-container: rgb(83 118 167);
--md-sys-color-on-primary-container: rgb(255 255 255);
--md-sys-color-secondary: rgb(3 70 110);
--md-sys-color-on-secondary: rgb(255 255 255);
--md-sys-color-secondary-container: rgb(71 121 163);
--md-sys-color-on-secondary-container: rgb(255 255 255);
--md-sys-color-tertiary: rgb(81 59 89);
--md-sys-color-on-tertiary: rgb(255 255 255);
--md-sys-color-tertiary-container: rgb(133 108 141);
--md-sys-color-on-tertiary-container: rgb(255 255 255);
--md-sys-color-error: rgb(140 0 9);
--md-sys-color-on-error: rgb(255 255 255);
--md-sys-color-error-container: rgb(218 52 46);
--md-sys-color-on-error-container: rgb(255 255 255);
--md-sys-color-background: rgb(249 249 255);
--md-sys-color-on-background: rgb(25 28 32);
--md-sys-color-surface: rgb(249 249 255);
--md-sys-color-on-surface: rgb(25 28 32);
--md-sys-color-surface-variant: rgb(224 226 236);
--md-sys-color-on-surface-variant: rgb(63 67 74);
--md-sys-color-outline: rgb(91 95 103);
--md-sys-color-outline-variant: rgb(119 123 131);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(46 48 53);
--md-sys-color-inverse-on-surface: rgb(240 240 247);
--md-sys-color-inverse-primary: rgb(165 200 255);
--md-sys-color-primary-fixed: rgb(83 118 167);
--md-sys-color-on-primary-fixed: rgb(255 255 255);
--md-sys-color-primary-fixed-dim: rgb(58 93 141);
--md-sys-color-on-primary-fixed-variant: rgb(255 255 255);
--md-sys-color-secondary-fixed: rgb(71 121 163);
--md-sys-color-on-secondary-fixed: rgb(255 255 255);
--md-sys-color-secondary-fixed-dim: rgb(43 96 137);
--md-sys-color-on-secondary-fixed-variant: rgb(255 255 255);
--md-sys-color-tertiary-fixed: rgb(133 108 141);
--md-sys-color-on-tertiary-fixed: rgb(255 255 255);
--md-sys-color-tertiary-fixed-dim: rgb(107 84 116);
--md-sys-color-on-tertiary-fixed-variant: rgb(255 255 255);
--md-sys-color-surface-dim: rgb(217 218 224);
--md-sys-color-surface-bright: rgb(249 249 255);
--md-sys-color-surface-container-lowest: rgb(255 255 255);
--md-sys-color-surface-container-low: rgb(243 243 250);
--md-sys-color-surface-container: rgb(237 237 244);
--md-sys-color-surface-container-high: rgb(231 232 238);
--md-sys-color-surface-container-highest: rgb(225 226 233);
}
@@ -0,0 +1,51 @@
.light {
--md-sys-color-primary: rgb(60 96 144);
--md-sys-color-surface-tint: rgb(60 96 144);
--md-sys-color-on-primary: rgb(255 255 255);
--md-sys-color-primary-container: rgb(212 227 255);
--md-sys-color-on-primary-container: rgb(0 28 58);
--md-sys-color-secondary: rgb(46 98 140);
--md-sys-color-on-secondary: rgb(255 255 255);
--md-sys-color-secondary-container: rgb(206 229 255);
--md-sys-color-on-secondary-container: rgb(0 29 50);
--md-sys-color-tertiary: rgb(110 86 118);
--md-sys-color-on-tertiary: rgb(255 255 255);
--md-sys-color-tertiary-container: rgb(247 216 255);
--md-sys-color-on-tertiary-container: rgb(39 20 48);
--md-sys-color-error: rgb(186 26 26);
--md-sys-color-on-error: rgb(255 255 255);
--md-sys-color-error-container: rgb(255 218 214);
--md-sys-color-on-error-container: rgb(65 0 2);
--md-sys-color-background: rgb(249 249 255);
--md-sys-color-on-background: rgb(25 28 32);
--md-sys-color-surface: rgb(249 249 255);
--md-sys-color-on-surface: rgb(25 28 32);
--md-sys-color-surface-variant: rgb(224 226 236);
--md-sys-color-on-surface-variant: rgb(67 71 78);
--md-sys-color-outline: rgb(116 119 127);
--md-sys-color-outline-variant: rgb(195 198 207);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(46 48 53);
--md-sys-color-inverse-on-surface: rgb(240 240 247);
--md-sys-color-inverse-primary: rgb(165 200 255);
--md-sys-color-primary-fixed: rgb(212 227 255);
--md-sys-color-on-primary-fixed: rgb(0 28 58);
--md-sys-color-primary-fixed-dim: rgb(165 200 255);
--md-sys-color-on-primary-fixed-variant: rgb(34 72 118);
--md-sys-color-secondary-fixed: rgb(206 229 255);
--md-sys-color-on-secondary-fixed: rgb(0 29 50);
--md-sys-color-secondary-fixed-dim: rgb(154 203 250);
--md-sys-color-on-secondary-fixed-variant: rgb(12 74 114);
--md-sys-color-tertiary-fixed: rgb(247 216 255);
--md-sys-color-on-tertiary-fixed: rgb(39 20 48);
--md-sys-color-tertiary-fixed-dim: rgb(218 189 226);
--md-sys-color-on-tertiary-fixed-variant: rgb(85 63 93);
--md-sys-color-surface-dim: rgb(217 218 224);
--md-sys-color-surface-bright: rgb(249 249 255);
--md-sys-color-surface-container-lowest: rgb(255 255 255);
--md-sys-color-surface-container-low: rgb(243 243 250);
--md-sys-color-surface-container: rgb(237 237 244);
--md-sys-color-surface-container-high: rgb(231 232 238);
--md-sys-color-surface-container-highest: rgb(225 226 233);
}
@@ -0,0 +1,107 @@
:root {
font-family: Inter, system-ui, Avenir, Helvetica, Arial, sans-serif;
line-height: 1.5;
font-weight: 400;
color-scheme: light dark;
color: rgba(255, 255, 255, 0.87);
background-color: #242424;
font-synthesis: none;
text-rendering: optimizeLegibility;
-webkit-font-smoothing: antialiased;
-moz-osx-font-smoothing: grayscale;
}
a {
font-weight: 500;
color: #646cff;
text-decoration: inherit;
}
a:hover {
color: #535bf2;
}
body {
margin: 0;
display: flex;
place-items: center;
min-width: 320px;
min-height: 100vh;
}
button {
border-radius: 8px;
border: 1px solid transparent;
padding: 0.6em 1.2em;
font-size: 1em;
font-weight: 500;
font-family: inherit;
background-color: #1a1a1a;
cursor: pointer;
transition: border-color 0.25s;
}
button:hover {
border-color: #646cff;
}
button:focus,
button:focus-visible {
outline: 4px auto -webkit-focus-ring-color;
}
button#query-button {
height: 5em;
vertical-align: top;
}
button#play-button {
padding: '10px 20px';
font-size: '16px';
cursor: 'pointer';
background-color: '#28a745';
color: '#fff';
border: 'none';
border-radius: '5px';
};
button#pause-button {
background-color: #ffc107;
}
button#stop-button {
background-color: #dc3545;
}
h1 {
font-size: 3.2em;
line-height: 1.1;
}
p#footer {
float: none;
clear: both;
vertical-align: bottom;
}
table#query-output {
float: none;
clear: both;
}
textarea#query-input {
height: 5em;
width: 50em;
}
@media (prefers-color-scheme: light) {
:root {
color: #213547;
background-color: #ffffff;
}
a:hover {
color: #747bff;
}
button {
background-color: #f9f9f9;
}
}
@@ -0,0 +1,7 @@
import React from 'react';
import ReactDOM from 'react-dom/client';
import App from './App';
ReactDOM.createRoot(document.getElementById('root')).render(
<App />
)
@@ -0,0 +1,80 @@
import { fileURLToPath, URL } from 'node:url';
import { defineConfig } from 'vite';
import plugin from '@vitejs/plugin-react';
import fs from 'fs';
import path from 'path';
import child_process from 'child_process';
import process, { env } from 'process';
const baseFolder =
process.env.APPDATA !== undefined && process.env.APPDATA !== ''
? `${process.env.APPDATA}/ASP.NET/https`
: `${process.env.HOME}/.aspnet/https`;
const certificateName = "bts.datastreamwebapp.client";
const certFilePath = path.join(baseFolder, `${certificateName}.pem`);
const keyFilePath = path.join(baseFolder, `${certificateName}.key`);
if (!fs.existsSync(certFilePath) || !fs.existsSync(keyFilePath)) {
if (0 !== child_process.spawnSync('dotnet', [
'dev-certs',
'https',
'--export-path',
certFilePath,
'--format',
'Pem',
'--no-password',
], { stdio: 'inherit', }).status) {
throw new Error("Could not create certificate.");
}
}
const target = env.ASPNETCORE_HTTPS_PORT
? `https://localhost:${env.ASPNETCORE_HTTPS_PORT}`
: env.ASPNETCORE_URLS
? env.ASPNETCORE_URLS.split(';')[0]
: 'https://localhost:8443';
export default defineConfig(({ $$command, mode, $$isSsrBuild, $$isPreview }) => {
return {
plugins: [plugin()],
resolve: {
alias: {
'@': fileURLToPath(new URL('./src', import.meta.url))
}
},
build: {
minify: false,
sourcemap: true,
outDir: `../../../build/Bts.DataStreamWebApp.Client/${mode}/dist`
},
server: {
proxy: {
'^/api': {
target,
secure: false,
configure: (proxy) => {
proxy.on('error', (err) => {
console.log('proxy error', err);
});
proxy.on('proxyReq', (proxyReq, req) => {
console.log(`Forwarding ${proxyReq.method} ${proxyReq.protocol}//${proxyReq.host}${proxyReq.path} to ${req.socket.remoteAddress}${req.url}`);
});
proxy.on('proxyRes', (proxyRes, req, res) => {
console.log(`Forwarding response ${req.socket.localAddress} to ${res.socket.remoteAddress}. Status=${proxyRes.statusCode}`);
});
},
},
'^/ws': {
target,
secure: false
}
},
port: 5173,
https: {
key: fs.readFileSync(keyFilePath),
cert: fs.readFileSync(certFilePath),
}
}
};
});
@@ -0,0 +1,40 @@
<Project Sdk="Microsoft.NET.Sdk.Web">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<InvariantGlobalization>true</InvariantGlobalization>
<SpaRoot>..\Bts.DataStreamWebApp.Client</SpaRoot>
<SpaProxyLaunchCommand>npm run dev</SpaProxyLaunchCommand>
<SpaProxyServerUrl>https://localhost:5173</SpaProxyServerUrl>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="CommandLineParser" Version="2.9.1" />
<PackageReference Include="Microsoft.AspNetCore.SpaProxy" Version="8.0.18" />
<PackageReference Include="Microsoft.AspNetCore.SpaServices.Extensions" Version="8.0.18" />
<PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
<PackageReference Include="Swashbuckle.AspNetCore" Version="9.0.3" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Bts.DataStreamWebApp.Client\Bts.DataStreamWebApp.Client.esproj">
<ReferenceOutputAssembly>false</ReferenceOutputAssembly>
</ProjectReference>
<ProjectReference Include="..\DataStream\DataStream.csproj" />
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
<ProjectReference Include="..\..\client\spark_api\spark_api.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
<ProjectReference Include="..\..\client\spark_websocket\spark_websocket.csproj" />
</ItemGroup>
<ItemGroup>
<ConfigurationProfile Include="appsettings.Development.json" />
<ConfigurationProfile Include="appsettings.Production.json" />
<ConfigurationProfile Include="appsettings.ProductionAws.json" />
<ConfigurationProfile Include="appsettings.Staging.json" />
<ConfigurationProfile Include="appsettings.json" />
</ItemGroup>
</Project>
@@ -0,0 +1,5 @@
namespace Bts.DataStreamWebApp.Server;
public class CannedQueriesConfig {
public List<CannedQuery>? Items { get; set; }
}
@@ -0,0 +1,6 @@
namespace Bts.DataStreamWebApp.Server;
public class CannedQuery {
public string? Name { get; set; }
public List<string>? Query { get; set; }
}
@@ -0,0 +1,18 @@
namespace Bts.DataStreamWebApp.Server;
using Microsoft.AspNetCore.Mvc;
[ApiController]
[Route("api/[controller]")]
public class CannedQueriesController : ControllerBase {
readonly IConfiguration config;
public CannedQueriesController(IConfiguration config) =>
this.config = config;
[HttpGet(Name = "GetCannedQueries")]
public IEnumerable<CannedQuery>? Get() {
var cannedQueries = config.GetSection("CannedQueries").Get<List<CannedQuery>>()?.ToArray() ?? Array.Empty<CannedQuery>();
return cannedQueries;
}
}
@@ -0,0 +1,22 @@
// using Bts.DataStreamWebApp.Server;
// using Microsoft.AspNetCore.Mvc;
// [ApiController]
// [Route("api/[controller]")]
// public class ConfigController : ControllerBase {
// private readonly IConfiguration _configuration;
// public ConfigController(IConfiguration configuration) {
// _configuration = configuration;
// }
// [HttpGet("websocket")]
// public ActionResult<DataStreamWebSocketConfig> GetWebSocketConfig() {
// var endpoint = $"{_configuration["Kestrel:Endpoints:Http:Url"]}/ws";
// var webSocketConfig = new DataStreamWebSocketConfig {
// Endpoint = endpoint // or Https based on your setup
// };
// return Ok(webSocketConfig);
// }
// }
@@ -0,0 +1,37 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using Bts.DataStreamCore;
using Microsoft.AspNetCore.Mvc;
[Route("/ws")]
public class DataStreamSubscriptionController : ControllerBase {
readonly ILogger logger;
readonly IDataStreamFactory streamFactory;
public DataStreamSubscriptionController(ILogger<DataStreamSubscriptionController> logger, IEnumerable<IDataStreamFactory> streamFactories) {
this.logger = logger;
logger.LogInformation("Creating {ControllerType}", GetType().Name);
var streamFactoryList = streamFactories.ToList();
streamFactory = streamFactoryList.Count == 1
? streamFactoryList[0]
: new CompositeDataStreamFactory(streamFactoryList);
}
[Route("/ws")]
public async Task Get(CancellationToken cancellationToken) {
if (!HttpContext.WebSockets.IsWebSocketRequest) {
logger.LogError("Expected websocket request on path '{}'", HttpContext.Request.Path);
return;
}
logger.LogInformation("Establishing websocket connection...");
try {
using var webSocket = await HttpContext.WebSockets.AcceptWebSocketAsync();
logger.LogInformation("Websocket connection established.");
using var server = new DataStreamWebSocketServer(webSocket, streamFactory, logger);
await server.Run(cancellationToken);
} catch (Exception ex) {
logger.LogError("DataStreamSubscriptionController.Run threw exception: {Exception}", ex);
}
}
}
@@ -0,0 +1,133 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using BCG;
using bts.websocket_core.json_rpc;
using Bts.DataStreamCore;
using Bts.DataStreamWebApp.Server.Messages;
using System;
using System.Net.WebSockets;
using System.Text;
using System.Text.Json;
using System.Text.Json.Serialization;
class DataStreamSubscription : IDisposable, IHostedService {
public readonly ViewStream ViewStream;
public DataPacket? LastFired;
readonly ILogger logger;
readonly WebSocket webSocket;
public DataStreamSubscription(string id, JsonRpcId requestId, ViewStream viewStream, WebSocket webSocket, ILogger logger) {
ViewStream = viewStream;
RequestId = requestId;
Id = id;
this.webSocket = webSocket;
this.logger = logger;
}
public string Id { get; }
public JsonRpcId RequestId { get; }
public SubscriptionStatus Status { get; private set; }
public void Start() {
if (Status == SubscriptionStatus.Subscribed) {
logger.LogWarning("Ignoring redundant call to 'Start'. Id = {Id} Status = {Status}", Id, Status);
return;
}
logger.LogInformation("Subscribing to ViewStream. SubscriptionId = {SubscriptionId}", Id);
Status = SubscriptionStatus.Subscribed;
ViewStream.onChange += onChange;
}
public Task StartAsync(CancellationToken cancellationToken) {
cancellationToken.ThrowIfCancellationRequested();
Start();
return Task.CompletedTask;
}
public Task Clear() {
if (LastFired is null) {
return Task.CompletedTask;
}
logger.LogInformation("Clearing subscription (firing DataPacket to delete all rows). Id = {Id} Status = {Status}", Id, Status);
return sendDataPacket("clear", new(new BlueTable(LastFired.schema), new BlueTable(LastFired.schema), LastFired.newRows));
}
public void Stop() {
if (Status == SubscriptionStatus.Unsubscribed) {
logger.LogWarning("Ignoring redundant call to 'Stop'. Id = {Id} Status = {Status}", Id, Status);
return;
}
logger.LogInformation("Unsubscribing from ViewStream. SubscriptionId = {SubscriptionId}", Id);
Status = SubscriptionStatus.Unsubscribed;
ViewStream.onChange -= onChange;
}
public Task StopAsync(CancellationToken cancellationToken) {
cancellationToken.ThrowIfCancellationRequested();
Stop();
return Task.CompletedTask;
}
public void Dispose() =>
Stop();
async void onChange(object newValue) {
if (newValue is not DataPacket dp) {
logger.LogError("Expected DataPacket in stream callback (actually received {}).", newValue?.GetType());
return;
}
if (webSocket.State != WebSocketState.Open) {
logger.LogError(
"Unsubscribing from stream early because WebSocket state = {WebSocketState}", webSocket.State);
Dispose();
return;
}
await sendDataPacket("subscribe", dp);
}
async Task sendDataPacket(string method, DataPacket dp) {
var serializerOpts = new JsonSerializerOptions {
NumberHandling = JsonNumberHandling.AllowNamedFloatingPointLiterals
};
serializerOpts.Converters.Add(new DataPacketJsonConverter() {
IncludeCurrent = true,
UseObjectRows = true,
});
var res = JsonRpcRequest.CreateNotification(method, new DataStreamSubscriptionUpdate() {
SubscriptionId = Id,
Table = dp
});
var str = serialize(res, serializerOpts);
if (str is null) {
logger.LogError("Unsubscribing from stream early because we failed to serialize an outgoing DataPacket");
Dispose();
return;
}
logger.LogInformation(
"Sending DataPacket. NumRows = {NumRows} NumCols = {NumCols} MessageLength = {MessageLength}",
dp.newRows.Count,
dp.schema.columnNames.Length,
str.Length);
var bytes = Encoding.UTF8.GetBytes(str);
try {
await webSocket.SendAsync(bytes, WebSocketMessageType.Text, true, CancellationToken.None);
LastFired = dp;
} catch (WebSocketException ex) {
logger.LogError($"sendDataPacket failed on webSocket.SendAsync: {ex}");
}
}
string? serialize<T>(T message, JsonSerializerOptions? opts) {
opts ??= JsonSerializerOptions.Default;
try {
return JsonSerializer.Serialize(message, opts);
} catch (Exception ex) {
logger.LogError("Failed to serialize message of type {MessageType}: {Exception}", typeof(T), ex);
}
return null;
}
}
@@ -0,0 +1,13 @@
namespace Bts.DataStreamWebApp.Server;
using BCG;
using System.Text.Json.Serialization;
public class DataStreamSubscriptionUpdate {
[JsonPropertyName("subscription_id")]
public string? SubscriptionId { get; set; }
[JsonPropertyName("table")]
public DataPacket? Table { get; set; }
}
@@ -0,0 +1,89 @@
namespace Bts.DataStreamWebApp.Server;
using Bts.PubSub;
using CommandLine;
using System.Text.Json;
using System.Text.Json.Serialization;
class DataStreamWebAppServerConfig {
/// <summary>
/// The login user for sparkd
/// </summary>
[JsonPropertyName("user")]
[Option("user", HelpText = "The sparkd login user")]
public string? User { get; set; }
/// <summary>
/// The login password for sparkd
/// </summary>
[JsonPropertyName("password")]
[Option("pass", HelpText = "The sparkd login password")]
public string? Password { get; set; }
/// <summary>
/// The config server url for sparkd
/// </summary>
[JsonPropertyName("sparkd")]
[Option("sparkd", HelpText = "The sparkd config server")]
public string? Sparkd { get; set; }
[JsonPropertyName("pubsub")]
public PubSubConfig? PubSub { get; set; }
[Option("content-root-path")]
[JsonPropertyName("content_root_path")]
public string? ContentRootPath { get; set; }
[Option("web-root-path")]
[JsonPropertyName("web_root_path")]
public string? WebRootPath { get; set; }
[Option("environment-name")]
[JsonPropertyName("environment_name")]
public string? EnvironmentName { get; set; }
public DirectoryBrowserOptions? DirectoryBrowser { get; set; }
[Option(
"config",
MetaValue = "PATH",
HelpText = "Path to json file representing these options (DataStreamPublisherConfig)")]
[JsonIgnore]
public string? ConfigFile { get; set; }
public static DataStreamWebAppServerConfig Default() =>
new() {
User = "bts",
PubSub = PubSubConfig.Default(),
};
public void MergeWith(DataStreamWebAppServerConfig other) {
User ??= other.User;
Password ??= other.Password;
PubSub ??= other.PubSub;
Sparkd ??= other.Sparkd;
ContentRootPath ??= other.ContentRootPath;
WebRootPath ??= other.WebRootPath;
ConfigFile ??= other.ConfigFile;
}
/// <summary>
/// Merges options with those defined in `ConfigFile` (does not overwrite
/// non-null existing values).
/// </summary>
/// <exception cref="InvalidOperationException">
/// JsonSerializer.Deserialize returns null
/// </exception>
public void MergeWithConfigFile() {
if (ConfigFile is null) {
return;
}
var cfgString = File.ReadAllText(ConfigFile);
var parsedCfg = JsonSerializer.Deserialize<DataStreamWebAppServerConfig>(cfgString) ??
throw new InvalidOperationException($"Failed to parse json from {ConfigFile}");
MergeWith(parsedCfg);
ConfigFile = null;
}
}
@@ -0,0 +1,5 @@
namespace Bts.DataStreamWebApp.Server;
public class DataStreamWebSocketConfig {
public string? Endpoint { get; set; }
}
@@ -0,0 +1,151 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using bts.websocket_core.json_rpc;
using Bts.DataStreamCore;
using Bts.DataStreamWebApp.Server.Messages;
using System.Net.WebSockets;
using System.Text;
using System.Text.Json;
using System.Text.Json.Nodes;
public class DataStreamWebSocketServer : IDisposable, IAsyncDisposable {
readonly ILogger logger;
readonly WebSocket webSocket;
readonly Dictionary<string, DataStreamSubscription> subscriptions = new();
readonly IDataStreamFactory streamFactory;
public DataStreamWebSocketServer(WebSocket webSocket, IDataStreamFactory streamFactory, ILogger logger) {
this.webSocket = webSocket;
this.streamFactory = streamFactory;
this.logger = logger;
}
public async Task<int> Run(CancellationToken cancellationToken) {
logger.LogInformation("DataStreamWebSocketServer running");
await foreach (var req in JsonRpcRequestAsyncEnumerable.Create(webSocket, logger, cancellationToken)) {
await (req.Method switch {
"subscribe" => onSubscribe(req, cancellationToken),
"unsubscribe" => onUnsubscribe(req.Deserialize<UnsubscribeRequest>(), cancellationToken),
_ => Task.CompletedTask,
});
}
logger.LogInformation("DataStreamWebSocketServer stopped");
return 0;
}
/// <summary>
/// Disposes internal subscriptions. To additionally notify the client of the subscription status
/// change(s), use <see cref="DisposeAsync"/>.
/// </summary>
public void Dispose() {
GC.SuppressFinalize(this);
disposeSubscriptions();
}
/// <summary>
/// Disposes internal subscriptions (like <see cref="Dispose"/>), then sends 'subscription status change'
/// notifications to the client (unlike <see cref="Dispose"/>).
/// </summary>
public async ValueTask DisposeAsync() {
GC.SuppressFinalize(this);
var finalSubs = subscriptions.Values.Select(s => (s.RequestId, s.Id)).ToList();
disposeSubscriptions();
// Send a 'subscription status change' msg to the client for each one.
foreach (var (requestId, id) in finalSubs) {
await sendSubscriptionStatus(requestId, id, "unsubscribe", SubscriptionStatus.Unsubscribed, CancellationToken.None);
}
}
async Task onSubscribe(JsonRpcRequest<JsonNode> req, CancellationToken cancellationToken) {
ArgumentNullException.ThrowIfNull(req.Id);
ArgumentException.ThrowIfNullOrEmpty(req.Method);
if (!SubscribeRequest.Parse(req, out var subReq, out var parseErr, out var errCode)) {
logger.LogError("Invalid 'subscribe' request: {Reason}", parseErr);
var rpcError = JsonRpcResponse.CreateError<SubscriptionError>(
req.Id, new() { Code = (long)errCode, Message = "Failed to parse subscription request", Data = parseErr });
await send(rpcError, cancellationToken);
return;
}
var subId = subReq.SubscriptionId ?? throw new InvalidOperationException("SubscriptionId is null (parse false)");
disposeSubscription(subId);
if (!subReq.ParseQuery(streamFactory, out var vs, out parseErr, out errCode)) {
logger.LogError("Invalid 'subscribe' request: {Reason}", parseErr);
var rpcError = JsonRpcResponse.CreateError<SubscriptionError>(
req.Id, new() { Code = (long)errCode, Message = "Failed to parse subscription request", Data = parseErr });
await send(rpcError, cancellationToken);
return;
}
if (subscriptions.TryGetValue(subId, out var oldSub)) {
logger.LogInformation("Disposing existing subscription with id {SubscriptionId}", subId);
oldSub.Dispose();
}
var sub = new DataStreamSubscription(subId, req.Id.Value, vs, webSocket, logger);
subscriptions[subId] = sub;
await sendSubscriptionStatus(req.Id.Value, subId, req.Method, SubscriptionStatus.Subscribed, cancellationToken);
vs.ErrorChanged += OnStreamError;
await sub.StartAsync(cancellationToken);
async void OnStreamError(Exception exception) {
logger.LogError("Error in ViewStream (disposing subscription): {Exception}", exception);
subscriptions.Remove(sub.Id);
sub.Dispose();
var error = new SubscriptionError() {
ErrorMessage = "Error in ViewStream (disposing subscription)"
};
if (exception is not null) {
error.ErrorMessage += ". " + exception.Message;
error.StackTrace = exception.StackTrace?.Split("\n")?.ToList();
}
var rpcError = JsonRpcResponse.CreateError<SubscriptionError>(
req.Id, new() { Code = (long)ErrorCode.ViewStreamError, Message = "Error in ViewStream (disposing subscription)", Data = error });
await send(rpcError, cancellationToken);
}
}
async Task onUnsubscribe(JsonRpcRequest<UnsubscribeRequest> req, CancellationToken cancellationToken) {
ArgumentNullException.ThrowIfNull(req.Id);
ArgumentException.ThrowIfNullOrEmpty(req.Method);
var subId = req.Params?.SubscriptionId ?? string.Empty;
if (!disposeSubscription(subId)) {
logger.LogInformation("Unable to dispose subscription. Subscription with id {Id} not found.", subId);
}
await sendSubscriptionStatus(req.Id.Value, subId, "unsubscribe", SubscriptionStatus.Unsubscribed, cancellationToken);
}
bool disposeSubscription(string subId) {
if (!subscriptions.TryGetValue(subId, out var sub)) {
return false;
}
logger.LogInformation("Disposing subscription with id {Id}", subId);
sub.Dispose();
subscriptions.Remove(subId);
return true;
}
Task sendSubscriptionStatus(JsonRpcId reqId, string subId, string method, SubscriptionStatus status, CancellationToken cancellationToken) {
logger.LogInformation("Sending {Method} ack. SubscriptionId = {SubscriptionId}", method, subId);
var response = JsonRpcResponse.Create(reqId, new SubscriptionStatusMessage() {
SubscriptionId = subId,
Status = status,
});
return send(response, cancellationToken);
}
Task send<T>(T message, CancellationToken cancellationToken) {
if (message is null) {
return Task.CompletedTask;
}
var str = JsonSerializer.Serialize(message);
var bytes = Encoding.UTF8.GetBytes(str);
logger.LogTrace("Sending data. Length = {Length}", bytes.Length);
return webSocket.SendAsync(bytes, WebSocketMessageType.Text, true, cancellationToken);
}
void disposeSubscriptions() {
logger.LogInformation("Disposing DataStreamWebSocketServer subscriptions. Count: {Count}", subscriptions.Count);
subscriptions.Values.DisposeAll();
subscriptions.Clear();
}
}
@@ -0,0 +1,11 @@
FROM bluetradingsystems/linux_dotnet7
ARG SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
ARG WEB_ROOT="build/Bts.DataStreamWebApp.Client/production/dist"
ARG CONF_FILE="src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf"
RUN dotnet dev-certs https --trust
COPY --chown=bts:bts "${SOURCE_DIR}" "bin"
COPY --chown=bts:bts "${WEB_ROOT}" "bin/wwwroot"
COPY --chown=bts:bts "${CONF_FILE}" ".local/share/DataStream/conf/spark.conf"
WORKDIR "/home/bts/bin"
@@ -0,0 +1,5 @@
namespace Bts.DataStreamWebApp.Server;
public class CannedQueriesResponse {
public List<CannedQuery>? Items { get; set; }
}
@@ -0,0 +1,7 @@
namespace Bts.DataStreamWebApp.Server.Messages;
enum ErrorCode {
None = 0,
InvalidSubscriptionRequest,
ViewStreamError,
}
@@ -0,0 +1,78 @@
namespace Bts.DataStreamWebApp.Server.Messages;
using BCG;
using bts.websocket_core.json_rpc;
using Bts.DataStreamCore;
using Bts.DataStreamExpressions;
using System.Diagnostics.CodeAnalysis;
using System.Text.Json;
using System.Text.Json.Nodes;
using System.Text.Json.Serialization;
public class SubscribeRequest {
[JsonPropertyName("query")]
public string? Query { get; set; }
[JsonPropertyName("subscription_id")]
public string? SubscriptionId { get; set; }
internal static bool Parse(JsonRpcRequest<JsonNode> req, [NotNullWhen(true)]out SubscribeRequest? subscription, [NotNullWhen(false)]out SubscriptionError? error, out ErrorCode errorCode) {
subscription = null;
errorCode = ErrorCode.None;
var paramsJsonObj = req.Params?.AsObject();
error = null;
if (paramsJsonObj is null) {
errorCode = ErrorCode.InvalidSubscriptionRequest;
error = new() { ErrorMessage = "'params' object not found" };
return false;
}
subscription = paramsJsonObj.Deserialize<SubscribeRequest>();
if (subscription is null) {
errorCode = ErrorCode.InvalidSubscriptionRequest;
error = new() { ErrorMessage = "'params' object invalid" };
return false;
}
return true;
}
internal bool ParseQuery(
IDataStreamFactory streamFactory,
[NotNullWhen(true)] out ViewStream? stream,
[NotNullWhen(false)] out SubscriptionError? error,
out ErrorCode errorCode
) {
stream = null;
errorCode = ErrorCode.None;
error = null;
if (Query is null) {
errorCode = ErrorCode.InvalidSubscriptionRequest;
error = new() { ErrorMessage = "'params.query' field not found (expected a string)" };
return false;
}
var exp = DataStreamExpressionsInterpreter.Evaluate(Query);
if (exp is null) {
errorCode = ErrorCode.InvalidSubscriptionRequest;
error = new() { ErrorMessage = "'params.query' expression has invalid syntax" };
return false;
}
Exception? exception = null;
try {
stream = exp.getView(new Dictionary<string, StatementExpression>(0), streamFactory);
} catch (Exception ex) {
exception = ex;
}
if (stream is null) {
errorCode = ErrorCode.InvalidSubscriptionRequest;
error = new() { ErrorMessage = "Failed to create ViewStream from 'params.query' expression (check for typos in arguments/typenames)" };
if (exception is not null) {
error.ErrorMessage += ". " + exception.Message;
error.StackTrace = exception.StackTrace?.Split("\n")?.ToList();
}
return false;
}
return true;
}
}
@@ -0,0 +1,11 @@
namespace Bts.DataStreamWebApp.Server.Messages;
using System.Text.Json.Serialization;
public class SubscriptionError {
[JsonPropertyName("error_message")]
public string? ErrorMessage { get; set; }
[JsonPropertyName("stack_trace")]
public List<string>? StackTrace { get; set; }
}
@@ -0,0 +1,18 @@
namespace Bts.DataStreamWebApp.Server.Messages;
using System.Text.Json.Serialization;
enum SubscriptionStatus {
None,
Subscribed,
Unsubscribed,
}
class SubscriptionStatusMessage {
[JsonPropertyName("subscription_id")]
public string? SubscriptionId { get; set; }
[JsonPropertyName("status")]
[JsonConverter(typeof(JsonStringEnumConverter))]
public SubscriptionStatus Status { get; set; } = SubscriptionStatus.None;
}
@@ -0,0 +1,8 @@
namespace Bts.DataStreamWebApp.Server.Messages;
using System.Text.Json.Serialization;
public class UnsubscribeRequest {
[JsonPropertyName("subscription_id")]
public string? SubscriptionId { get; set; }
}
@@ -0,0 +1,87 @@
using Bts.DataStreamCore.Services;
using Bts.PubSub.Services;
using Bts.SharedStreams.Services;
using Spark.Api.Services;
using Spark.Core.Services;
using System.Reactive.Linq;
using System.Reflection;
var builder = WebApplication.CreateBuilder(new WebApplicationOptions {
Args = args,
ApplicationName = "Bts.DataStreamWebApp.Server",
});
ConfigureApp(builder.Configuration, builder.Environment.EnvironmentName);
ConfigureServices(builder.Services, builder.Configuration);
var app = builder.Build();
var wsOpts = new WebSocketOptions {
KeepAliveInterval = TimeSpan.FromMinutes(2)
};
if (app.Environment.IsDevelopment()) {
app.UseDirectoryBrowser("/browse");
app.UseSwagger();
app.UseSwaggerUI();
}
app.UseHttpsRedirection();
app.UseWebSockets(wsOpts);
app.UseDefaultFiles();
app.UseStaticFiles();
app.UseAuthorization();
app.MapControllers();
try {
Console.Write($"Starting Application");
app.Run();
Console.Write($"Application exited gracefully.");
} catch (Exception ex) {
Console.Error.Write($"Application crashed: {ex}");
return 1;
}
return 0;
static void ConfigureApp(ConfigurationManager configBuilder, string environment) {
// We prefix appsettings with the exe name because multiple exes will usually be in the build dir
// (this way, each exe can still load its own appsettings files from the current directory).
var exeName = Assembly.GetCallingAssembly().GetName().Name;
AddJsonFile($"{exeName}.appsettings.json");
AddJsonFile($"{exeName}.appsettings.{environment}.json");
var cfg = configBuilder.GetSection("config")?.Value;
if (!SetBasePath(cfg)) {
AddJsonFile(cfg);
}
bool SetBasePath(string? path) {
if (!Directory.Exists(path)) {
return false;
}
configBuilder.SetBasePath(path);
return true;
}
bool AddJsonFile(string? path) {
if (!File.Exists(path)) {
return false;
}
configBuilder.AddJsonFile(path);
return true;
}
}
static void ConfigureServices(IServiceCollection services, IConfiguration config) {
services.AddDirectoryBrowser()
.AddControllers().Services
.AddEndpointsApiExplorer()
.AddSwaggerGen();
services.AddSpaStaticFiles();
services.AddSpark(config.GetSection("Spark"))
.AddSparkApi(config.GetSection("SparkApi"))
.AddMasterWorker(config.GetSection("MasterWorker"))
.AddViewStreamDatabase()
.AddPrimitiveStreams(config.GetSection("PrimitiveStreams"))
.AddMarketDataStreams()
.AddNaturalLanguageStreams(config.GetSection("NaturalLanguageStream"))
.AddCompositeDataStreamFactory()
.AddPubSubClient(config.GetSection("PubSub"));
}
@@ -0,0 +1,29 @@
{
"$schema": "http://json.schemastore.org/launchsettings.json",
"profiles": {
"http": {
"commandName": "Project",
"dotnetRunMessages": true,
"launchBrowser": true,
"launchUrl": "swagger",
"applicationUrl": "http://localhost:8080",
"environmentVariables": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_ENVIRONMENT": "Development",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
"https": {
"commandName": "Project",
"dotnetRunMessages": true,
"launchBrowser": true,
"applicationUrl": "http://localhost:8080;https://localhost:8443",
"environmentVariables": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "Development",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
},
}
@@ -0,0 +1,52 @@
{
"PubSub": {
"Routing": {
"PublisherRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://localhost:22019",
"TagRegExp": ".*"
}
],
"SubscriberRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://localhost:22019",
"TagRegExp": ".*"
}
]
}
},
"CannedQueries": [
{
"Name": "BBO",
"Query": [
"bbo"
]
},
{
"Name": "Trades",
"Query": [
"timesales"
]
},
{
"Name": "Instruments",
"Query": [
"instruments"
]
},
{
"Name": "Books",
"Query": [
"books"
]
},
{
"Name": "Benzinga News",
"Query": [
"benzinga_news"
]
}
]
}
@@ -0,0 +1,45 @@
{
"NaturalLanguagePrompt": {
"prompts": [
{
"category": "Impact of financial events on the market",
"description": "Show how trading metrics (e.g., price movement, volume) are affected by events related to finance (rate announcements, earnings reports, etc.).",
"prompt": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings",
"examples": [
{
"natural_language": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings",
"dsl": [
"time_idx=EventTimeIndex.OpecMeetings(which: \"last 5\", duration: \"+5min\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==CL\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "How do OPEC meetings affect the price of Crude futures? Examine the 10 minutes after each meeting this year.",
"dsl": [
"time_idx=EventTimeIndex.OpecMeetings(duration: \"+10min\", predicate: \"timestamp.year==2024\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==CL\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "Show me how the SP 500 price moves after FOMC rate announcements that day",
"dsl": [
"time_idx=EventTimeIndex.FomcRateAnnouncements(which: \"timestamp.year==2024\", duration: \"+10min\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==ES\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "Analyze the impact of the FED's interest rate hikes in 2022 on the 10-year Treasury yield, focusing on the 2-week period following each hike.",
"dsl": [
"time_idx=FedInterestRateAnnouncements(predicate: \"timestamp.year==2022 && change_pct>0\", duration: \"+2 weeks\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==ZN\")",
"Bars(time_index: time_idx, contract_index: contract_idx)"
]
}
]
}
]
}
}
@@ -1,5 +1,8 @@
{
"Spark": {
"ConfigServer": "http://sparkd:8000/config"
},
"SparkApi": {
"IsEnabled": true
}
}
@@ -0,0 +1,115 @@
{
"MasterWorker": {
"Interval": "00:00:00.1"
},
"ViewStreamDatabase": {
"Interval": "00:00:00.1"
},
"Spark": {
"ConfigServer": "http://172.30.2.181:8000/config"
},
"SparkApi": {
"Credentials": {
"User": "bts",
"Password": ""
},
"EnableAdmin": true,
"EnableOrders": true,
"EnablePosition": true
},
"PubSub": {
"HeartbeatInterval": 15000,
"MissingHeartbeatsBeforeGc": 50,
"ServerPort": 22019,
"Routing": {
"PublisherRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://172.30.2.181:22019",
"TagRegExp": ".*"
}
],
"SubscriberRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://172.30.2.181:22019",
"TagRegExp": ".*"
}
]
},
"TagTypeToAssemblyMap": {
"Entries": [
{
"HandlerClass": "BCG.PubSubServerTagHandler",
"Assembly": "DataStreamCore.dll"
}
]
},
"TagHandlerFactory": {
"Handlers": [
{
"TagType": "DataStream",
"Assembly": "DataStreamCore",
"Class": "bts.PubsubServerStreamTagHandler"
},
{
"TagType": "System_Sub",
"Assembly": "PubSub",
"Class": "BCG.SystemSubscriptionMapPublisher"
},
{
"TagType": "System_Stats",
"Assembly": "PubSub",
"Class": "BCG.SystemStatsPublisher"
},
{
"TagType": ".*",
"Assembly": "DataStreamCore",
"Class": "bts.PubsubServerGenericDataHandler"
}
]
}
},
"Kestrel": {
"Endpoints": {
"Http": {
"Url": "http://172.30.2.181:8080"
},
"Https": {
"Url": "https://172.30.2.181:8443"
}
}
},
"CannedQueries": [
{
"Name": "BBO",
"Query": [
"bbo"
]
},
{
"Name": "Trades",
"Query": [
"timesales"
]
},
{
"Name": "Instruments",
"Query": [
"instruments"
]
},
{
"Name": "Books",
"Query": [
"books"
]
},
{
"Name": "Benzinga News",
"Query": [
"benzinga_news"
]
}
]
}
@@ -0,0 +1,44 @@
{
"CannedQueries": [
{
"Name": "BBO",
"Query": [
"bbo"
]
},
{
"Name": "Trades",
"Query": [
"timesales"
]
},
{
"Name": "Instruments",
"Query": [
"instruments"
]
},
{
"Name": "Books",
"Query": [
"books"
]
},
{
"Name": "Benzinga News",
"Query": [
"benzinga_news"
]
}
],
"Spark": {
"ConfigServer": "http://sparkd:8000/config"
},
"SparkApi": {
"IsEnabled": true,
"Credentials": {
"User": "bts",
"Password": ""
}
}
}
@@ -0,0 +1,443 @@
{
"Logging": {
"LogLevel": {
"Default": "Information",
"Microsoft.AspNetCore": "Warning"
}
},
"AllowedHosts": "*",
"Kestrel": {
"Endpoints": {
"Http": {
"Url": "http://0.0.0.0:8080"
},
"HttpIpv6": {
"Url": "http://[::1]:8080"
},
"Https": {
"Url": "https://0.0.0.0:8443"
},
"HttpsIpv6": {
"Url": "https://[::1]:8443"
}
}
},
"MasterWorker": {
"Interval": "00:00:00.1"
},
"ViewStreamDatabase": {
"Interval": "00:00:00.1"
},
"PrimitiveStream": {
"Assemblies": [
"DataStream.dll",
"SharedStreams.dll"
],
"ExcludedTypes": [
"SettlementPriceStream",
"OHLCVStream"
]
},
"StreamDatabase": {
"Path": "/home/bts/.local/share/bts/silver_pine/store.db",
"Query": "select * from metadata"
},
"NaturalLanguageStream": {
"prompts": [
{
"category": "Settlement",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is Settlement (symbol_or_contract, datetime1). ",
"The first argument is a future (like CL, for crude oil) or a specific future contract like crude oil Dec 24 future (CLZ4). ",
"The second argument is the date at which the settlement is to be fetched. There is an overloaded function, Settlement ",
"(symbol_or_contract, begin_dt, end_dt) which gets the settlements for all dates from begin_dt to end_dt. This will also have ",
"datetimes expressed as Today, Yesterday, Last Friday, First Friday of the month, Last Thursday of August etc. You will need to know ",
"what Today is, since there will be referecnes to last week, yesterday etc. These examples are assuming Today is 10/11/2024, however ",
"you should use the Today's real date"
],
"prompt": "What was the settlement for SP 500 Future on June 8th?",
"examples": [
{
"natural_language": "Find Settlement price of the SP500 future on 04/22/2023.",
"dsl": "Settlement(\"ES\", 4/22/2023)"
},
{
"natural_language": "Find Settlement price of the Silver Dec 24 Future on 04/22/2023.",
"dsl": "Settlement(\"SIZ4\", 4/22/2023)"
},
{
"natural_language": "Find Yesterday's Settlement of the Crude Oil Future.",
"dsl": "Settlement(\"CL\", 10/10/2024)"
},
{
"natural_language": "Find today's settlement of the 10 year treasury future.",
"dsl": "Settlement(\"ZN\", 10/11/2024)"
},
{
"natural_language": "Find the Settlement of Natural Gas Dec 24 future on the first Friday of Sept.",
"dsl": "Settlement(\"NGZ4\", 9/6/2024)"
},
{
"natural_language": "Find the Settlement of WTI Jan 25 future in the first Week of Sept.",
"dsl": "Settlement(\"CLF5\", 9/2/2024, 9/6/2024)"
},
{
"natural_language": "Find the Settlement price for the Sp 500 Dec 24 Mar 25 spread for the first two weeks of September.",
"dsl": "Settlement(\"ESZ4-ESH5\", 9/14/2024, 9/1/2024)"
},
{
"natural_language": "Find the Settlement of Natural Gas future on the first Friday of Sept.",
"dsl": "Settlement(\"NG\", 9/6/2024)"
}
]
},
{
"category": "BBO",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is Bbo(args...). ",
"It accepts the following parameters: ",
"symbol (a product code such as ZN for 10 year T-Note futures), ",
"contract (a specific contract, such as ZNZ4 for the 10 Year T-Note future Dec 2024 exp), ",
"venue (name of the exchange, such as CME, NASDAQ, NYSE, NYMEX, DERIBIT etc.), ",
"interval (sample frequency of the data), ",
"begin and end (inclusive beginning and end of the time window to query, respectively), ",
"Arguments are specified by name, for example: Bbo(symbol: \"ZN\", venue: \"CME\", interval: \"PT1M\", begin: \"2024-10-10\", end: \"2024-10-11\"). ",
"Depending on the wording of the request, some arguments may be omitted. ",
"The begin, end, and interval args should be expressed in iso 8601 format. ",
"Interpret dates according to the trading schedule rather than calendar date whenever possible. ",
"In some prompts, the time window will be expressed in relative terms (e.g., \"last Monday\", or \"yesterday\") ",
"which must be translated to exact dates. To correctly interpret the dsl in the examples, assume the current time is 2024-10-11T12:00-05:00."
],
"prompt": "Show me bbo for SP 500 futures on Sep 23rd of this year.",
"examples": [
{
"natural_language": "Get SP500 future bbo from Wednesday.",
"dsl": "Bbo(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\")"
},
{
"natural_language": "Get bbo for 10 year T-Notes in the first minute after the market opened yesterday.",
"dsl": "Bbo(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-10T17:00:00-06:00\", end: \"2024-10-10T17:01:00-06:00\", exclusive_end: true)"
},
{
"natural_language": "Retrieve NVIDIA L1 books from Oct 3",
"dsl": "Bbo(symbol: \"NVDA\", venue: \"NASDAQ\", begin: \"2024-10-02TT18:00:00-05:00\", end: \"2024-10-03T17:00:00-05:00\")"
},
{
"natural_language": "Show me L1 data for Crude oil futures this week",
"dsl": "Bbo(symbol: \"CL\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\")"
},
{
"natural_language": "Fetch hourly bbo for Gold futures this week",
"dsl": "Bbo(symbol: \"GC\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "What was the minute by minute bbo for Tesla yesterday?",
"dsl": "Bbo(symbol: \"TSLA\", venue: \"NASDAQ\", begin: \"2024-10-09T18:00:00-05:00\", end: \"2024-10-10T17:00:00-05:00\", interval: \"PT1M\")"
}
]
},
{
"category": "Order flow imbalance",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is OrderImbalance(args...). ",
"It accepts the following parameters: ",
"symbol (a product code such as ZN for 10 year T-Note futures), ",
"contract (a specific contract, such as ZNZ4 for the 10 Year T-Note future Dec 2024 exp), ",
"venue (name of the exchange, such as CME, NASDAQ, NYSE, NYMEX, DERIBIT etc.), ",
"interval (sample frequency of the data), ",
"levels (the number of price levels to examine)",
"begin and end (inclusive beginning and end of the time window to query, respectively), ",
"inclusive_end (a bool flag that, when true, makes the end time inclusive). ",
"Arguments are specified by name, for example: OrderImbalance(symbol: \"ZN\", venue: \"CME\", interval: \"PT1M\", begin: \"2024-10-10\", end: \"2024-10-11\"). ",
"Depending on the wording of the request, some arguments may be omitted. ",
"The begin, end, and interval args should be expressed in iso 8601 format. ",
"Interpret dates according to the trading schedule rather than calendar date whenever possible. ",
"In some prompts, the time window will be expressed in relative terms (e.g., \"last Monday\", or \"yesterday\") ",
"which must be translated to exact dates. To correctly interpret the dsl in the examples, assume the current time is 2024-10-11T12:00-05:00."
],
"examples": [
{
"natural_language": "Get SP500 order imbalance from Wednesday.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\", \"PT1M\")"
},
{
"natural_language": "Get SP500 order imbalance from Wednesday for the top 5 price levels.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\", levels: 5, interval: \"PT1M\")"
},
{
"natural_language": "Get orderflow imbalance for 10 year T-Notes in the first minute after the market opened yesterday.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-10T17:00:00-06:00\", end: \"2024-10-10T17:01:00-06:00\", interval: \"PT1S\")"
},
{
"natural_language": "Retrieve NVIDIA order flow from Oct 3",
"dsl": "OrderImbalance(symbol: \"NVDA\", venue: \"NASDAQ\", begin: \"2024-10-02TT18:00:00-05:00\", end: \"2024-10-03T17:00:00-05:00\", interval: \"PT1S\")"
},
{
"natural_language": "Show me order imbalance for Crude oil futures this week",
"dsl": "OrderImbalance(symbol: \"CL\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "Fetch hourly orderflow for Gold futures this week",
"dsl": "OrderImbalance(symbol: \"GC\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "What was the minute by minute orderflow for Tesla yesterday?",
"dsl": "OrderImbalance(symbol: \"TSLA\", venue: \"NASDAQ\", begin: \"2024-10-09T18:00:00-05:00\", end: \"2024-10-10T17:00:00-05:00\", interval: \"PT1M\")"
}
]
},
{
"category": "VWAP",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is VWAP (symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil, or ES for SP 500) or a specific future contract like crude oil Dec 24 future (CLZ4) or SP 500 Dec 2024 (ESZ4). The second argument is where the VWAP has to be calculated (also the beginning of the time window), and the third argument is datetime specifying the end of the time window. So, for example, a 20-day VWAP on 9/30/2023, the first argument will be 9/30/2023, and the third argument will be 9/10/2023 (20 days prior). This will also have datetimes expressed as Today, Yesterday, Last Friday, Last Sunday, etc. For the purpose of this few-shot prompts, let's assume today is 10/11/2024.",
"prompt": "What was the VWAP for SP 500 Future over the past 30 days?",
"examples": [
{
"natural_language": "Find the 20 day VWAP of the SP future on 04/22/2023.",
"dsl": "VWAP(\"ES\", 4/22/2023, 4/02/2023)"
},
{
"natural_language": "Find Yesterday's 10 day VWAP of the Crude Oil Future.",
"dsl": "VWAP(\"CL\", 10/10/2024, 10/1/2024)"
},
{
"natural_language": "Find today's 30-day VWAP of the 10 year treasury future.",
"dsl": "VWAP(\"ZN\", 10/11/2024, 9/11/2024)"
},
{
"natural_language": "Find the 10 hour VWAP of the Natural Gas future from yesterday at 5:00 PM.",
"dsl": "VWAP(\"NG\", 9/27/2024 17:00:00, 9/27/2024 7:00:00)"
}
]
},
{
"category": "Price Diff",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is OHLCVPriceDiff (symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil) or a specific future contract like crude oil Dec 24 future (CLZ4). The second and third arguments are dates, that the function finds the difference of prices at. Assume today is 10/15/2024",
"prompt": "What is the difference in SP 500 Future from July 10th to July 14th?",
"examples": [
{
"natural_language": "What is the difference in ZN price from July 10th to July 14th?",
"dsl": "OHLCVPriceDiff(\"ZN\", 7/14/2024, 7/10/2024)"
},
{
"natural_language": "What is the price difference in SP Future price from Sept 10th and Sept 5th?",
"dsl": "OHLCVPriceDiff(\"ES\", 9/10/2024, 9/5/2024)"
},
{
"natural_language": "What is the price difference in Natural Gas Dec Future price from Aug 30th and Aug 20th?",
"dsl": "OHLCVPriceDiff(\"NGZ4\", 8/30/2024, 8/20/2024)"
}
]
},
{
"category": "Absolute Volume",
"description": "this is a few shot learning example for an NL to DSL. The DSL function in question is AbsVolume(symbol, ContractType, datetime1, datetime2), which computes the highest volume in the date range, specified by datetime1, and datetime2. The first argument is a future symbol (like CL for crude oil, ES for SP 500 etc). The second argument is the ContractType, which is \"Future\" for futures and \"FutureSpread\" for future spreads. the 3rd argument is the begin date and the 4th argument is the end date, between which the max volume is computed. If no future is specified use \"*\" from the first arugment. For this prompt, assume today is 10/11/2024 ",
"prompt": "Which SP 500 Future traded the most between 7/14/2024 and 7/10/2024",
"examples": [
{
"natural_language": "Which SP Future traded the most between 7/14/2024 and 7/10/2024",
"dsl": "AbsVolume(\"ES\", \"Future\", 7/14/2024, 7/10/2024)"
},
{
"natural_language": "Which Gold Spread traded the most between Today and Sept 20th",
"dsl": "AbsVolume(\"GC\", \"FutureSpread\", 10/1/2024, 9/20/2024)"
},
{
"natural_language": "Which 10 year Spread traded the highest volume last week?",
"dsl": "AbsVolume(\"ZN\", \"FutureSpread\", 9/27/2024, 9/23/2024)"
},
{
"natural_language": "Which Corn Spread traded the most today?",
"dsl": "AbsVolume(\"ZC\", \"FutureSpread\", 10/1/2024, 10/1/2024)"
},
{
"natural_language": "Which Gold Future traded the most today?",
"dsl": "AbsVolume(\"GC\", \"Future\", 9/30/2024, 9/30/2024)"
}
]
},
{
"category": "Roll",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is FuturesRoll(symbol) which computes the rollover date for a future, ie when the highest volume swtches from one expiration to the next one. ",
"prompt": "When does the roll typically occur In SP 500?",
"examples": [
{
"natural_language": "When does the roll typically occur In CL?",
"dsl": "FuturesRoll(\"CL\")"
},
{
"natural_language": "When does the roll typically occur for 10 year treasury?",
"dsl": "FuturesRoll(\"ZN\")"
},
{
"natural_language": "When does the roll usually occur for Gold Future",
"dsl": "FuturesRoll(\"GC\")"
},
{
"natural_language": "At what date does the future rollover happens for SP500?",
"dsl": "FuturesRoll(\"ES\")"
},
{
"natural_language": "When does the future rollover happens for the Corn Future?",
"dsl": "FuturesRoll(\"ZC\")"
}
]
},
{
"category": "Daily Move",
"description": "This is a few shot learning example for an NL to DSL. ",
"prompt": "How often did Sp 500 Future settle + or - 10% over the previous day?",
"examples": [
{
"natural_language": "List all the days when the SP 500 closed + or -5% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"ES\"),\"ts_event\", -1, \"close\", \"close\", \"close_diff\", 5)"
},
{
"natural_language": "List all the days when the Crude Oil closed + or -2.5% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"CL\"),\"ts_event\", -1, \"close\", \"close\", \"close_diff\", 2.5)"
},
{
"natural_language": "Show me all the days when the Ten year Treaury Future opened + or -1% from the previous day's open",
"dsl": "ColDiff(filteredOHLCV(\"ZN\"),\"ts_event\", -1, \"open\", \"open\", \"open_diff\", 1.0)"
},
{
"natural_language": "List all the trading days when the Silver Future opened + or -1% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"SI\"),\"ts_event\", -1, \"open\", \"open\", \"open_diff\", 1.0)"
}
]
},
{
"category": "Average Volume",
"description": "This is a few shot learning example for an NL to DSL. For the purpose of this few shot prompts, lets assume today is 10/3/2024 ",
"prompt": "When does the most open interest typically shift from one contract to another in SP 500 Future?",
"examples": [
{
"natural_language": "When does the most open interest typically shift from one contract to another in e-minis? ",
"dsl": "FuturesRoll(\"ES\")"
},
{
"natural_language": "Usually when does the open interest move from one contract to another in WTI?",
"dsl": "FuturesRoll(\"CL\")"
}
]
},
{
"category": "Events",
"description": "This is a few shot learning example for an NL to DSL. In the NL prompt the user is asking to show the price of a future (treasury future, or SP 500 future etc) around an event type. The event type could be \"FOMC Announcement\" or \"Storage numbers\" etc. The DSL is as follows: EventsPriceAction(future_name, event_type, pre_event_window, post_event_window, number_of_events) first arg is the name of the future, (ex ES or ZN etc), the second argument is the event type, for example, \"FOMC announcement\", the 3rd argument is a time window for how much pre-event data to include in the end result, the 4th argument is how much post-event data to include in the end result. Both are strings of the form \"5d\" for 5 days, \"5h\" for 5 hours and \"120m\" for 120 minutes and so on. Usually, only one of the event periods is provided. Set the other to be half of what the user provided. The last argument is the number of events to consider. So if it’s 7, that means the most recent 7 events. If the user does not specify that, pass a large number.",
"prompt": "What did the volume and price of SP500 Future do following the release of the last 10 FOMC rates?",
"examples": [
{
"natural_language": "How did SP 500 Future do in the 5 days following the FOMC announcements?",
"dsl": "EventsPriceAction(\"ES\", \"FOMC Announcement\", \"2d\", \"5d\", 10)"
},
{
"natural_language": "How did the price of Treasury Future evolve in the 2 days following the Job Reports?",
"dsl": "EventsPriceAction(\"ZN\", \"Job Reports\", \"1d\", \"2d\", 10)"
},
{
"natural_language": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings.",
"dsl": "EventsPriceAction(\"CL\", \"OPEC Meeting\", \"2m\", \"5m\", 5)"
},
{
"natural_language": "Show me the price movement and volume of SP 500 futures preceding the 10-minute window of the last 5 OPEC meetings.",
"dsl": "EventsPriceAction(\"CL\", \"OPEC Meeting\", \"10m\", \"5m\", 5)"
}
]
},
{
"category": "Indicator, Standard Deviation",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. In the NL prompt the user is asking to show all the days when ",
"the price of a future (treasury future, or SP 500 future etc) moved more than m times the N days standard deviation, ",
"where both m and N are provided. For example, the DSL for \"Using a 90d standard deviation, give me the dates and ",
"amounts of the last 4+ standard deviation moves in WTI futures\" would be: ",
"r=standardDeviation(\"ES\", \"90d\")\n",
"r=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 4\")\n",
"r=filter(r,\"abs_daily_change >= comp\"). ",
"The first line, creates a stream for StandardDeviation, based on the number of days, for example 90d standard deviation, ",
"and assigned it to r, the second line takes r from the first line and passes it to a math stream that creates 2 new columns, ",
"abs_daily_change and comp. comp is the factor (4, from 4+ in the prompt) times standard deviation. The third line filters ",
"(like a sql where) of rows where abs_daily_change >= comp"
],
"prompt": "Using a 90d standard deviation, give me the dates and amounts of the last 1+ standard deviation moves in SP futures ?",
"examples": [
{
"natural_language": "Using a 90d standard deviation, give me the dates and amounts of the last 1+ standard deviation moves in WTI futures ?",
"dsl": "r=standardDeviation(\"CL\", \"90d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 1.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "Show me the times the SP Futures moved twice the 60 day standard deviation",
"dsl": "r=standardDeviation(\"ES\", \"60d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 2.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "List all the days the Gold Futures moved 1.5 times the 45 day standard deviation",
"dsl": "r=standardDeviation(\"GC\", \"45d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 1.5\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "List all the days the 10 year treasury future moved more than twice the 1 month standard deviation",
"dsl": "r=standardDeviation(\"ZN\", \"30d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 2.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
}
]
}
]
},
"SparkApi": {
"IsEnabled": false,
"Credentials": {
"User": "bts",
"Password": ""
}
},
"PubSub": {
"HeartbeatInterval": 15000,
"MissingHeartbeatsBeforeGc": 50,
"ServerPort": 22019,
"Routing": {
"PublisherRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://pubsub:22019",
"TagRegExp": ".*"
}
],
"SubscriberRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://pubsub:22019",
"TagRegExp": ".*"
}
]
},
"TagTypeToAssemblyMap": {
"Entries": [
{
"HandlerClass": "BCG.PubSubServerTagHandler",
"Assembly": "DataStreamCore.dll"
}
]
},
"TagHandlerFactory": {
"Handlers": [
{
"TagType": "DataStream",
"Assembly": "DataStreamCore",
"Class": "bts.PubsubServerStreamTagHandler"
},
{
"TagType": "System_Sub",
"Assembly": "PubSub",
"Class": "BCG.SystemSubscriptionMapPublisher"
},
{
"TagType": "System_Stats",
"Assembly": "PubSub",
"Class": "BCG.SystemStatsPublisher"
},
{
"TagType": ".*",
"Assembly": "DataStreamCore",
"Class": "bts.PubsubServerGenericDataHandler"
}
]
}
}
}
@@ -0,0 +1,15 @@
Logging {
value {
console {
default_level: "Info"
}
syslog {
default_level: "Info"
}
file {
default_level: "Info"
}
initial_queue_size: 120001
max_queue_growth: 4
}
}
@@ -0,0 +1,168 @@
<!DOCTYPE html>
<html>
<head>
<meta charset="utf-8" />
<title></title>
<style>
table {
border: 0
}
.commslog-data {
font-family: Consolas, Courier New, Courier, monospace;
}
.commslog-server {
background-color: red;
color: white
}
.commslog-client {
background-color: green;
color: white
}
</style>
</head>
<body>
<h1>ALT WebSocket Sample Application</h1>
<p id="stateLabel">Ready to connect...</p>
<div>
<label for="connectionUrl">WebSocket Server URL:</label>
<input id="connectionUrl" />
<button id="connectButton" type="submit">Connect</button>
</div>
<p></p>
<div>
<label for="sendMessage">Message to send:</label>
<input id="sendMessage" disabled />
<button id="sendButton" type="submit" disabled>Send</button>
<button id="closeButton" disabled>Close Socket</button>
</div>
<h2>Communication Log</h2>
<table style="width: 800px">
<thead>
<tr>
<td style="width: 100px">From</td>
<td style="width: 100px">To</td>
<td>Data</td>
</tr>
</thead>
<tbody id="commsLog">
</tbody>
</table>
<script>
var connectionUrl = document.getElementById("connectionUrl");
var connectButton = document.getElementById("connectButton");
var stateLabel = document.getElementById("stateLabel");
var sendMessage = document.getElementById("sendMessage");
var sendButton = document.getElementById("sendButton");
var commsLog = document.getElementById("commsLog");
var closeButton = document.getElementById("closeButton");
var socket;
var scheme = document.location.protocol === "https:" ? "wss" : "ws";
var port = document.location.port ? (":" + document.location.port) : "";
connectionUrl.value = scheme + "://" + document.location.hostname + port + "/ws" ;
function updateState() {
function disable() {
sendMessage.disabled = true;
sendButton.disabled = true;
closeButton.disabled = true;
}
function enable() {
sendMessage.disabled = false;
sendButton.disabled = false;
closeButton.disabled = false;
}
connectionUrl.disabled = true;
connectButton.disabled = true;
if (!socket) {
disable();
} else {
switch (socket.readyState) {
case WebSocket.CLOSED:
stateLabel.innerHTML = "Closed";
disable();
connectionUrl.disabled = false;
connectButton.disabled = false;
break;
case WebSocket.CLOSING:
stateLabel.innerHTML = "Closing...";
disable();
break;
case WebSocket.CONNECTING:
stateLabel.innerHTML = "Connecting...";
disable();
break;
case WebSocket.OPEN:
stateLabel.innerHTML = "Open";
enable();
break;
default:
stateLabel.innerHTML = "Unknown WebSocket State: " + htmlEscape(socket.readyState);
disable();
break;
}
}
}
closeButton.onclick = function () {
if (!socket || socket.readyState !== WebSocket.OPEN) {
alert("socket not connected");
}
socket.close(1000, "Closing from client");
};
sendButton.onclick = function () {
if (!socket || socket.readyState !== WebSocket.OPEN) {
alert("socket not connected");
}
var data = sendMessage.value;
socket.send(data);
commsLog.innerHTML += '<tr>' +
'<td class="commslog-client">Client</td>' +
'<td class="commslog-server">Server</td>' +
'<td class="commslog-data">' + htmlEscape(data) + '</td></tr>';
};
connectButton.onclick = function() {
stateLabel.innerHTML = "Connecting";
socket = new WebSocket(connectionUrl.value);
socket.onopen = function (event) {
updateState();
commsLog.innerHTML += '<tr>' +
'<td colspan="3" class="commslog-data">Connection opened</td>' +
'</tr>';
};
socket.onclose = function (event) {
updateState();
commsLog.innerHTML += '<tr>' +
'<td colspan="3" class="commslog-data">Connection closed. Code: ' + htmlEscape(event.code) + '. Reason: ' + htmlEscape(event.reason) + '</td>' +
'</tr>';
};
socket.onerror = updateState;
socket.onmessage = function (event) {
commsLog.innerHTML += '<tr>' +
'<td class="commslog-server">Server</td>' +
'<td class="commslog-client">Client</td>' +
'<td class="commslog-data">' + htmlEscape(event.data) + '</td></tr>';
};
};
function htmlEscape(str) {
return str.toString()
.replace(/&/g, '&amp;')
.replace(/"/g, '&quot;')
.replace(/'/g, '&#39;')
.replace(/</g, '&lt;')
.replace(/>/g, '&gt;');
}
</script>
</body>
</html>
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@@ -0,0 +1,176 @@
<!DOCTYPE html>
<html>
<head>
<meta charset="utf-8" />
<title></title>
<style>
table {
border: 0
}
.commslog-data {
font-family: Consolas, Courier New, Courier, monospace;
}
.commslog-server {
background-color: red;
color: white
}
.commslog-client {
background-color: green;
color: white
}
</style>
</head>
<body>
<h1>DataStreams via WebSocket</h1>
<p id="stateLabel">Ready to connect...</p>
<div>
<label for="connectionUrl">WebSocket Server URL:</label>
<input id="connectionUrl" />
<button id="connectButton" type="submit">Connect</button>
</div>
<p></p>
<div>
<label for="sendMessage">Query:</label>
<input id="sendMessage" disabled />
<button id="sendButton" type="submit" disabled>Send</button>
<button id="closeButton" disabled>Close Socket</button>
</div>
<h2>Communication Log</h2>
<table style="width: 800px">
<thead>
<tr>
<td style="width: 100px">From</td>
<td style="width: 100px">To</td>
<td>Data</td>
</tr>
</thead>
<tbody id="commsLog">
</tbody>
</table>
<script>
var connectionUrl = document.getElementById("connectionUrl");
var connectButton = document.getElementById("connectButton");
var stateLabel = document.getElementById("stateLabel");
var sendMessage = document.getElementById("sendMessage");
var sendButton = document.getElementById("sendButton");
var commsLog = document.getElementById("commsLog");
var closeButton = document.getElementById("closeButton");
var socket;
var scheme = document.location.protocol === "https:" ? "wss" : "ws";
var port = document.location.port ? (":" + document.location.port) : "";
connectionUrl.value = scheme + "://" + document.location.hostname + port + "/ws" ;
function updateState() {
function disable() {
sendMessage.disabled = true;
sendButton.disabled = true;
closeButton.disabled = true;
}
function enable() {
sendMessage.disabled = false;
sendButton.disabled = false;
closeButton.disabled = false;
}
connectionUrl.disabled = true;
connectButton.disabled = true;
if (!socket) {
disable();
} else {
switch (socket.readyState) {
case WebSocket.CLOSED:
stateLabel.innerHTML = "Closed";
disable();
connectionUrl.disabled = false;
connectButton.disabled = false;
break;
case WebSocket.CLOSING:
stateLabel.innerHTML = "Closing...";
disable();
break;
case WebSocket.CONNECTING:
stateLabel.innerHTML = "Connecting...";
disable();
break;
case WebSocket.OPEN:
stateLabel.innerHTML = "Open";
enable();
break;
default:
stateLabel.innerHTML = "Unknown WebSocket State: " + htmlEscape(socket.readyState);
disable();
break;
}
}
}
closeButton.onclick = function () {
if (!socket || socket.readyState !== WebSocket.OPEN) {
alert("socket not connected");
}
socket.close(1000, "Closing from client");
};
sendButton.onclick = function () {
if (!socket || socket.readyState !== WebSocket.OPEN) {
alert("socket not connected");
}
const rpcReq = {
jsonrpc: "2.0",
method: "subscribe",
params: {
query: sendMessage.value,
},
id: 1,
};
const rpcReqStr = JSON.stringify(rpcReq);
socket.send(rpcReqStr);
commsLog.innerHTML += '<tr>' +
'<td class="commslog-client">Client</td>' +
'<td class="commslog-server">Server</td>' +
'<td class="commslog-data">' + htmlEscape(rpcReqStr) + '</td></tr>';
};
connectButton.onclick = function() {
stateLabel.innerHTML = "Connecting";
socket = new WebSocket(connectionUrl.value);
socket.onopen = function (event) {
updateState();
commsLog.innerHTML += '<tr>' +
'<td colspan="3" class="commslog-data">Connection opened</td>' +
'</tr>';
};
socket.onclose = function (event) {
updateState();
commsLog.innerHTML += '<tr>' +
'<td colspan="3" class="commslog-data">Connection closed. Code: ' + htmlEscape(event.code) + '. Reason: ' + htmlEscape(event.reason) + '</td>' +
'</tr>';
};
socket.onerror = updateState;
socket.onmessage = function (event) {
commsLog.innerHTML += '<tr>' +
'<td class="commslog-server">Server</td>' +
'<td class="commslog-client">Client</td>' +
'<td class="commslog-data">' + htmlEscape(event.data) + '</td></tr>';
};
};
function htmlEscape(str) {
return str.toString()
.replace(/&/g, '&amp;')
.replace(/"/g, '&quot;')
.replace(/'/g, '&#39;')
.replace(/</g, '&lt;')
.replace(/>/g, '&gt;');
}
</script>
</body>
</html>
@@ -7,7 +7,7 @@
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Microsoft.Extensions.Hosting" Version="10.0.0" />
<PackageReference Include="Microsoft.Extensions.Hosting" Version="9.0.7" />
</ItemGroup>
</Project>
@@ -0,0 +1,59 @@
namespace Bts.Extensions.Hosting;
using Microsoft.Extensions.Configuration;
using Microsoft.Extensions.Hosting;
using System.Diagnostics;
public static class HostBuilderExtensions {
public static IHostBuilder CreateBtsBuilder(string[] args) {
// Obtain calling assembly name here, rather than in the lambda where it is actually needed,
// because want the name of the assembly that called this function, not the assembly that will eventually invoke
// the lambda...that will be the Microsoft.Extensions.Hosting assembly.
// Get the name of the assembly that called this function. That will act as the "appsettings"
// json file prefix
var exeName = GetCallingAssemblyName();
return Host.CreateDefaultBuilder(args)
.ConfigureAppConfiguration((context, configBuilder) =>
ConfigureApp(configBuilder, context.HostingEnvironment.EnvironmentName, exeName));
}
public static void ConfigureApp(IConfigurationBuilder configBuilder, string? environment = null, string? prefix = null) {
var baseFileName = prefix is null ? "appsettings" : $"{prefix}.appsettings";
AddJsonFile($"{baseFileName}.json");
if (environment is not null) {
AddJsonFile($"{baseFileName}.{environment}.json");
}
var cfg = configBuilder.Build().GetSection("config")?.Value;
if (!SetBasePath(cfg)) {
AddJsonFile(cfg);
}
bool SetBasePath(string? path) {
if (!Directory.Exists(path)) {
return false;
}
configBuilder.SetBasePath(path);
return true;
}
bool AddJsonFile(string? path) {
if (!File.Exists(path)) {
return false;
}
configBuilder.AddJsonFile(path);
return true;
}
}
public static string GetCallingAssemblyName() =>
new StackTrace()
.GetFrame(2)
?.GetMethod()
?.Module
?.Assembly
?.GetName()
?.Name
?? throw new InvalidOperationException("Failed to determine name of calling assembly (calling method is null)");
}
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