Compare commits
3
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
 arham
|
343ec38a1f | ||
|
arham
|
0e7ecffd98 | ||
|
arham
|
9ebbe5b4d4 |
No files matched your search
+11
-30
@@ -55,16 +55,14 @@ RUN \
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clangd-$clang_major
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# CMake
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RUN set -eux \
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&& apt-get update \
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&& apt-get install -y --no-install-recommends ca-certificates curl gpg \
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&& curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc \
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| gpg --dearmor -o /usr/share/keyrings/kitware-archive-keyring.gpg \
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&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
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> /etc/apt/sources.list.d/kitware.list \
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&& apt-get update \
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&& apt-get install -y --no-install-recommends cmake \
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&& rm -rf /var/lib/apt/lists/*
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RUN \
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curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
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| gpg --dearmor - \
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| tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
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&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
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| tee /etc/apt/sources.list.d/kitware.list > /dev/null \
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&& apt-get update \
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&& apt-get install -y cmake
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# Dotnet
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RUN apt-get update && apt-get install -y dotnet8
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@@ -82,14 +80,9 @@ RUN mkdir -p /etc/apt/keyrings \
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# Emumba (deps)
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RUN apt-get update && apt-get -y install rapidjson-dev
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# Emumba
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ARG EMUMBA_DERIBIT_CONNECTOR_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
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RUN --mount=type=secret,id=bitbucket_access_token \
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set -eux \
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&& apt-get update \
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&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
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&& curl -fL -H "Authorization: Bearer ${TOKEN}" $EMUMBA_DERIBIT_CONNECTOR_DEB_URL -o /tmp/emumba-deribit-connector.deb \
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&& apt-get install -y /tmp/emumba-deribit-connector.deb \
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&& rm -f /tmp/emumba-deribit-connector.deb
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COPY emumba /emumba
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RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
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&& rm -r /emumba
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# Pcap
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RUN apt-get update && apt-get install -y libpcap0.8-dev
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@@ -97,18 +90,6 @@ RUN apt-get update && apt-get install -y libpcap0.8-dev
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# Databento (deps)
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RUN apt-get update && apt-get -y install libzstd-dev
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# Rakurai
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ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.5_amd64.deb"
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RUN --mount=type=secret,id=bitbucket_access_token \
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set -eux \
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&& apt-get update \
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&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
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&& curl -fL -H "Authorization: Bearer ${TOKEN}" $RAKURAI_DEB_URL -o /tmp/rakurai.deb \
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# Need --force-overwrite because rakuirai and emumba-deribit-connector both include the same
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# spdlog headers.
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&& apt-get install -y -o Dpkg::Options::="--force-overwrite" /tmp/rakurai.deb \
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&& rm -f /tmp/rakuirai.deb
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# Docker in Docker
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RUN apt-get update && apt-get install -y \
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docker.io \
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@@ -1,11 +1,5 @@
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{
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"build": {
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"dockerfile": "../docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile",
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"options": [
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"--secret",
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"id=bitbucket_access_token,src=${localWorkspaceFolder}/.secrets/bitbucket_access_token.txt"
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]
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},
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"dockerFile": "Dockerfile",
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||||
"hostRequirements": {
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"memory": "8gb",
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"storage": "10gb"
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Binary file not shown.
@@ -0,0 +1,4 @@
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#!/usr/bin/env bash
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this_dir="$(realpath "$(dirname "$(readlink -f "${BASH_SOURCE[0]}")")")"
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sudo dpkg -i "$this_dir/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
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@@ -29,9 +29,6 @@
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# tools/deploy.sh --help
|
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#
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||||
|
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### Host/Runtime ###
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TZ=Etc/UTC
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|
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### Sparkd ###
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# The internal image for sparkd to use. For more info, view:
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# src/server/sparkd/Dockerfile
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@@ -41,9 +38,6 @@ SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
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# Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
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# Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
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# SPARKD__DATA_DIR=/home/bts/sparkdata/data
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# Mount volume or dir to "/md_recording" inside the docker. Defaults to volume
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# "sparkd_md_recording_<config_port>" (e.g., sparkd_md_recording_8000).
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# SPARKD__MD_RECORDING_DIR=/home/bts/md_recording
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SPARKD__SOURCE_DIR=install/sparkd-release-gcc
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SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
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SPARKD__CONFIG_PORT=8000
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@@ -51,8 +45,6 @@ SPARKD__QUICKBUS_PORT=8001
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SPARKD__SIM_FIX_PORT=8002
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SPARKD__SHM_SIZE=4gb
|
||||
SPARKD__PYTHON_REQUIREMENTS=requirements.txt
|
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SPARKD__SPARKD_ENTRYPOINT=src/app_sparkd/sparkd-entrypoint.sh
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SPARKD__MAIN_ENTRYPOINT=./sparkd-entrypoint.sh
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|
||||
### PubSubServer ###
|
||||
PUBSUB__CONFIG_DIR=src/DataStreamSuite/PubSubServer/Configurations/Development
|
||||
|
||||
Vendored
+36
-59
@@ -1,6 +1,25 @@
|
||||
{
|
||||
"version": "0.2.0",
|
||||
"configurations": [
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||||
{
|
||||
"name": "(gdb) Attach",
|
||||
"type": "cppdbg",
|
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"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
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Python Debugger: Current File with Arguments",
|
||||
"type": "debugpy",
|
||||
@@ -142,30 +161,17 @@
|
||||
"name": "DataStreamQueryAnalyzer",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"preLaunchTask": "Build DataStream (Debug)",
|
||||
//"preLaunchTask": "Build DataStreamQueryAnalyzer (Debug)",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"program": "DataStreamQueryAnalyzer.exe",
|
||||
"args": [
|
||||
"--config",
|
||||
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json"
|
||||
],
|
||||
"cwd": "build/Debug/bin/net8.0-windows",
|
||||
"env": {
|
||||
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
|
||||
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
|
||||
},
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal",
|
||||
},
|
||||
{
|
||||
"name": "DataStreamQueryAnalyzer (Skip Build)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"program": "DataStreamQueryAnalyzer.exe",
|
||||
"cwd": "build/Debug/bin/net8.0-windows",
|
||||
"env": {
|
||||
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
|
||||
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
|
||||
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
|
||||
},
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
@@ -183,10 +189,11 @@
|
||||
"windows": {
|
||||
"program": "PubSubServer.exe",
|
||||
},
|
||||
"args": [
|
||||
"--config",
|
||||
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
|
||||
],
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
@@ -213,7 +220,7 @@
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"preLaunchTask": "Build Spark Sdk (Debug)",
|
||||
"preLaunchTask": "Build Api Server (Debug)",
|
||||
"windows": {
|
||||
"program": "Bts.Spark.Sdk.Demo.exe",
|
||||
},
|
||||
@@ -285,7 +292,7 @@
|
||||
"windows": {
|
||||
"program": "Spark.exe",
|
||||
"args": [
|
||||
"--Spark:ConfigServer",
|
||||
"--sparkd",
|
||||
"${input:sparkConfigServer}"
|
||||
],
|
||||
"cwd": "build/Debug/bin/net8.0-windows",
|
||||
@@ -383,25 +390,6 @@
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Sparkd Attach",
|
||||
"type": "cppdbg",
|
||||
"request": "attach",
|
||||
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Set Disassembly Flavor to Intel",
|
||||
"text": "-gdb-set disassembly-flavor intel",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
],
|
||||
"inputs": [
|
||||
{
|
||||
@@ -427,16 +415,6 @@
|
||||
],
|
||||
"default": "MarketDataPublisher",
|
||||
},
|
||||
{
|
||||
"id": "dataStreamQueryAnalyzerEnvironment",
|
||||
"type": "pickString",
|
||||
"description": "DataStreamQueryAnalyzer Configuration",
|
||||
"options": [
|
||||
"Development",
|
||||
"Local",
|
||||
],
|
||||
"default": "Development",
|
||||
},
|
||||
{
|
||||
"id": "dataStreamPublisherEnvironment",
|
||||
"type": "pickString",
|
||||
@@ -448,15 +426,14 @@
|
||||
"default": "Local",
|
||||
},
|
||||
{
|
||||
"id": "pubSubServerEnvironment",
|
||||
"id": "pubSubServerConfig",
|
||||
"type": "pickString",
|
||||
"description": "PubSubServer Configuration",
|
||||
"description": "PubSub Configuration",
|
||||
"options": [
|
||||
"Development",
|
||||
"EchoServer",
|
||||
"Local",
|
||||
"PubSubServer",
|
||||
"SimpleEchoClient",
|
||||
],
|
||||
"default": "Development",
|
||||
"default": "PubSubServer",
|
||||
},
|
||||
{
|
||||
"id": "sdkDemoEnvironment",
|
||||
|
||||
Vendored
+1
-1
@@ -1 +1 @@
|
||||
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins;/workspaces/spark/tools/py
|
||||
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins
|
||||
Vendored
+15
-22
@@ -541,11 +541,12 @@
|
||||
"command": "",
|
||||
"windows": {
|
||||
"command": "DataStreamQueryAnalyzer.exe",
|
||||
"args": [
|
||||
"--config",
|
||||
"${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/${input:buildConfiguration}/bin/net8.0-windows"
|
||||
},
|
||||
},
|
||||
"icon": {
|
||||
@@ -560,11 +561,12 @@
|
||||
"command": "",
|
||||
"windows": {
|
||||
"command": "DataStreamQueryAnalyzer.exe",
|
||||
"args": [
|
||||
"--config",
|
||||
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
|
||||
],
|
||||
"options": {
|
||||
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
|
||||
},
|
||||
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
|
||||
},
|
||||
},
|
||||
"icon": {
|
||||
@@ -579,11 +581,12 @@
|
||||
"command": "",
|
||||
"windows": {
|
||||
"command": "DataStreamQueryAnalyzer.exe",
|
||||
"args": [
|
||||
"--config",
|
||||
"${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": {
|
||||
@@ -1045,16 +1048,6 @@
|
||||
],
|
||||
"default": "Debug",
|
||||
},
|
||||
{
|
||||
"id": "dataStreamQueryAnalyzerEnvironment",
|
||||
"type": "pickString",
|
||||
"description": "DataStreamQueryAnalyzer Configuration",
|
||||
"options": [
|
||||
"Development",
|
||||
"Local",
|
||||
],
|
||||
"default": "Development",
|
||||
},
|
||||
{
|
||||
"id": "sparkdCmakePreset",
|
||||
"type": "pickString",
|
||||
|
||||
+5
-2
@@ -11,7 +11,9 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bt
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{8949AF88-F1D3-4BC4-827F-B088B555F7B9}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{37E4E890-D025-4729-90F9-6F95862F47BC}"
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{37E4E890-D025-4729-90F9-6F95862F47BC}"
|
||||
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
|
||||
@@ -95,7 +97,8 @@ Global
|
||||
{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}
|
||||
{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
EndGlobalSection
|
||||
|
||||
+2
-58
@@ -43,13 +43,7 @@ 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}"
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
@@ -523,54 +517,6 @@ Global
|
||||
{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
|
||||
{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
|
||||
{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x64.Build.0 = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x86.Build.0 = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x64.Build.0 = Release|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x86.Build.0 = Release|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x64.Build.0 = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x86.Build.0 = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x64.Build.0 = Release|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x86.Build.0 = Release|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
@@ -589,9 +535,7 @@ Global
|
||||
{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}
|
||||
{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
|
||||
|
||||
+37
-94
@@ -2,7 +2,6 @@ services:
|
||||
sparkd:
|
||||
volumes:
|
||||
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
|
||||
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
|
||||
build:
|
||||
dockerfile: src/app_sparkd/Dockerfile
|
||||
args:
|
||||
@@ -10,35 +9,24 @@ services:
|
||||
- SOURCE_DIR=${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: "${SPARKD__SHM_SIZE:-512mb}"
|
||||
command: "do sleep 1; done"
|
||||
command: >
|
||||
sh -c "
|
||||
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/sparkd/data
|
||||
if [ -e "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" ]; then
|
||||
mv "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
|
||||
fi
|
||||
if [ -e "/home/bts/.local/share/bts/conf/.env.local" ]; then
|
||||
echo 'Sourcing /home/bts/.local/share/bts/conf/.env.local'
|
||||
set -a
|
||||
. /home/bts/.local/share/bts/sparkd/conf/.env.local
|
||||
set +a
|
||||
fi
|
||||
if [ -d /home/bts/.local/share/bts/sparkd/conf/plugins ]; then
|
||||
echo 'Copying /home/bts/.local/share/bts/sparkd/conf/plugins to runtime dir (/home/bts/bin)'
|
||||
cp -r /home/bts/.local/share/bts/sparkd/conf/plugins /home/bts/bin/
|
||||
fi
|
||||
./sparkd run"
|
||||
env_file:
|
||||
- .env
|
||||
- ${SPARKD__CONFIG_DIR}/.env
|
||||
@@ -54,7 +42,6 @@ services:
|
||||
sparkd-symbols:
|
||||
volumes:
|
||||
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
|
||||
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
|
||||
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
|
||||
build:
|
||||
dockerfile: src/app_sparkd/Dockerfile
|
||||
@@ -63,8 +50,26 @@ services:
|
||||
- SOURCE_DIR=${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/.local/share/bts/sparkd
|
||||
if [ -e "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" ]; then
|
||||
mv "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
|
||||
fi
|
||||
ls -alh /home/bts/.local/share/bts/sparkd/conf/
|
||||
cat /home/bts/.local/share/bts/sparkd/conf/.env.local
|
||||
if [ -e "/home/bts/.local/share/bts/sparkd/conf/.env.local" ]; then
|
||||
echo 'Sourcing /home/bts/.local/share/bts/sparkd/conf/.env.local'
|
||||
set -a
|
||||
. /home/bts/.local/share/bts/sparkd/conf/.env.local
|
||||
set +a
|
||||
fi
|
||||
if [ -d /home/bts/.local/share/bts/sparkd/conf/plugins ]; then
|
||||
echo 'Copying /home/bts/.local/share/bts/sparkd/conf/plugins to runtime dir (/home/bts/bin)'
|
||||
cp -r /home/bts/.local/share/bts/sparkd/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: ${SPARKD__MAIN_ENTRYPOINT}
|
||||
deploy:
|
||||
restart_policy:
|
||||
condition: any
|
||||
@@ -80,65 +84,7 @@ services:
|
||||
resources:
|
||||
limits:
|
||||
memory: "${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
|
||||
volumes:
|
||||
@@ -249,6 +195,3 @@ volumes:
|
||||
name: "md_publisher_22019"
|
||||
historic_md:
|
||||
name: "historic_md"
|
||||
md_recording:
|
||||
name: "sparkd_md_recording_${SPARKD__CONFIG_PORT:-8000}"
|
||||
external: true
|
||||
@@ -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.
|
||||
@@ -8,7 +8,6 @@ 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
|
||||
@@ -19,11 +18,6 @@ RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
|
||||
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"
|
||||
|
||||
@@ -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
|
||||
+1
-1
Submodule externals updated: 2755fd6b8f...4f6734703c.
+3
-3
@@ -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
|
||||
|
||||
+380
-281
@@ -1,306 +1,405 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 17
|
||||
VisualStudioVersion = 17.0.31903.59
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
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}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{51C40BA9-F226-4A35-939D-1ED6F5FF7299}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}"
|
||||
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
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{45292808-4EF3-4D4A-B3F5-B75C42EE5870}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{28A26DF7-5F7A-43A2-A548-B55FEBCC3958}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{7543386A-5EBA-4AF0-9E0F-35657B58557D}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{C13A5ABD-F739-4BE8-A2FE-511E989A5B43}"
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\DataStreamSuite\Bts.Net\Bts.Net.csproj", "{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{F7C6F079-67BA-4899-9B43-D3F8C121D264}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{ECBAA198-EC93-4174-8156-BDA5F5E95042}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{B6070F41-8759-448B-B56D-A7D15D489569}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{B2D721AB-920C-4CD6-8DBF-6778A115A449}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "client", "client", "{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "spark", "spark", "{42C014A0-00C5-0620-8552-38912E891A7F}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark", "src\client\spark\Spark.csproj", "{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{2B8243FF-60C6-4607-8AAE-7762D29B0A48}"
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{90A48718-F6A7-4747-97EA-89632B451008}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Debug|x64 = Debug|x64
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Debug|x86 = Debug|x86
|
||||
Release|Any CPU = Release|Any CPU
|
||||
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
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
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||||
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.MinSizeRel|x86.Build.0 = MinSizeRel|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}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.Release|x86.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
|
||||
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|Any CPU
|
||||
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.RelWithDebInfo|Any CPU.Build.0 = RelWithDebInfo|Any CPU
|
||||
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|Any CPU
|
||||
{51C40BA9-F226-4A35-939D-1ED6F5FF7299}.RelWithDebInfo|x86.Build.0 = RelWithDebInfo|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.MinSizeRel|x64.Build.0 = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.MinSizeRel|x86.Build.0 = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Release|x64.Build.0 = Release|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.Release|x86.Build.0 = Release|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.MinSizeRel|x64.Build.0 = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.MinSizeRel|x86.Build.0 = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Release|x64.Build.0 = Release|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.Release|x86.Build.0 = Release|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
|
||||
{90A48718-F6A7-4747-97EA-89632B451008}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
GlobalSection(NestedProjects) = preSolution
|
||||
{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{684863A1-3396-4D31-A731-C0725CF07F4E} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{45292808-4EF3-4D4A-B3F5-B75C42EE5870} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{28A26DF7-5F7A-43A2-A548-B55FEBCC3958} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{7543386A-5EBA-4AF0-9E0F-35657B58557D} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{C13A5ABD-F739-4BE8-A2FE-511E989A5B43} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{F7C6F079-67BA-4899-9B43-D3F8C121D264} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{ECBAA198-EC93-4174-8156-BDA5F5E95042} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{1E296FB3-D185-4A95-A1EB-AA5B37B85C60} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{B6070F41-8759-448B-B56D-A7D15D489569} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{B2D721AB-920C-4CD6-8DBF-6778A115A449} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{38EE36C6-892C-4C94-8BB0-1ACB164E1F20} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{42C014A0-00C5-0620-8552-38912E891A7F} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3} = {42C014A0-00C5-0620-8552-38912E891A7F}
|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{90A48718-F6A7-4747-97EA-89632B451008} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
|
||||
EndGlobalSection
|
||||
GlobalSection(Performance) = preSolution
|
||||
HasPerformanceSessions = true
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
File renamed without changes.
@@ -23,16 +23,16 @@ public static class DataStreamExtensions {
|
||||
public static ViewStream AsViewStream<T>(this IObservable<IDataPacket<T>> source, string? name = null, ILogger? logger = null) where T : IBlueRow =>
|
||||
source as ViewStream ?? new ObservableViewStream(source.Select(dp => new DataPacket(dp.newRows, dp.addedRows, dp.deletedRows)), name, logger);
|
||||
|
||||
public static IObservable<IDataPacket> AsObservable(this ViewStream source) {
|
||||
return source as IObservable<IDataPacket> ?? Observable.Create<IDataPacket>(Subscribe);
|
||||
public static IObservable<DataPacket> AsObservable(this ViewStream source) {
|
||||
return source as IObservable<DataPacket> ?? Observable.Create<DataPacket>(Subscribe);
|
||||
|
||||
IDisposable Subscribe(IObserver<IDataPacket> observer) {
|
||||
IDisposable Subscribe(IObserver<DataPacket> observer) {
|
||||
source.onChange += OnChange;
|
||||
return Disposable.Create(() => source.onChange -= OnChange);
|
||||
|
||||
void OnChange(object? newValue) =>
|
||||
observer.OnNext(newValue as IDataPacket ?? throw new ArgumentException(
|
||||
$"Expected IDataPacket, got {newValue?.GetType()}", nameof(newValue)));
|
||||
observer.OnNext(newValue as DataPacket ?? throw new ArgumentException(
|
||||
$"Expected DataPacket, got {newValue?.GetType()}", nameof(newValue)));
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -88,7 +88,8 @@ namespace BCG {
|
||||
return Task.CompletedTask;
|
||||
}
|
||||
|
||||
void _on_str(IDataPacket dp) {
|
||||
private void _on_str(DataPacket dp)
|
||||
{
|
||||
foreach (IBlueRow r in dp.newRows)
|
||||
{
|
||||
string name = r.get<string>("name");
|
||||
|
||||
@@ -9,7 +9,7 @@ namespace BCG {
|
||||
[DataStreamUserRespresentation("remoteQuery")]
|
||||
public class RemoteQueryStream : ViewStream {
|
||||
private readonly string _name, _stream_exp;
|
||||
private PublisherCore _publisher_core = PublisherCore.Create();
|
||||
private PublisherCore _publisher_core = new PublisherCore();
|
||||
private ViewStream _source_str;
|
||||
|
||||
public RemoteQueryStream(params string[] lines) {
|
||||
|
||||
@@ -14,8 +14,10 @@ namespace BCG
|
||||
public DistinctRowEvaluator(string colMapExpression, string[] columnNames)
|
||||
: base (colMapExpression, null, columnNames) {}
|
||||
|
||||
public override IBlueRow? evaluate(IDataPacket packet) {
|
||||
myOutputTable ??= new GroupByOutputTable(packet.Schema);
|
||||
|
||||
public override IBlueRow evaluate (DataPacket packet)
|
||||
{
|
||||
myOutputTable = myOutputTable == null ? new GroupByOutputTable (packet.schema) : myOutputTable;
|
||||
string hashString = GroupByStream.getRepString (packet, myGroupByCols);
|
||||
if (packet.newRows.Count == 0)
|
||||
//if there are no rows for this group we remove the group from the output table
|
||||
|
||||
@@ -42,7 +42,7 @@ namespace BCG
|
||||
return retVal;
|
||||
}
|
||||
|
||||
public abstract IBlueRow? evaluate(IDataPacket dp);
|
||||
public abstract IBlueRow evaluate (DataPacket dp) ;
|
||||
#endregion
|
||||
|
||||
#region Helper methods
|
||||
|
||||
@@ -8,13 +8,12 @@ namespace BCG {
|
||||
internal class GroupByStream : MethodDrivenStream {
|
||||
private class MyFuncGroupByEvaluator : IGroupByEvaluator {
|
||||
private string[] _groupby_cols;
|
||||
readonly Func<IDataPacket, IBlueRow> _groupby_func;
|
||||
public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, Func<IDataPacket, IBlueRow> groupby_func) {
|
||||
private Func<DataPacket, IBlueRow> _groupby_func;
|
||||
public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func) {
|
||||
_groupby_cols = groupby_cols.ToArray();
|
||||
_groupby_func = groupby_func;
|
||||
}
|
||||
public IBlueRow evaluate(IDataPacket packet) =>
|
||||
_groupby_func(packet);
|
||||
public IBlueRow evaluate(DataPacket packet) { return _groupby_func(packet); }
|
||||
|
||||
public string[] groupByColumns { get { return _groupby_cols; } }
|
||||
|
||||
@@ -33,7 +32,7 @@ namespace BCG {
|
||||
private IBlueTableSchema myOutputSchema;
|
||||
private int myIdGenerator = 0;
|
||||
|
||||
public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<IDataPacket, IBlueRow> groupby_func)
|
||||
public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func)
|
||||
: this(stream, new MyFuncGroupByEvaluator(groupby_cols, groupby_func)) { }
|
||||
|
||||
public GroupByStream(ViewStream stream, IGroupByEvaluator groupByEvaluator)
|
||||
@@ -188,11 +187,11 @@ namespace BCG {
|
||||
}
|
||||
}
|
||||
|
||||
public static string getRepString(IDataPacket dp, string[] colNames) {
|
||||
public static string getRepString(DataPacket dp, string[] colNames) {
|
||||
return BlueDataUtility.rowToString(getRepRow(dp), colNames);
|
||||
}
|
||||
|
||||
public static IBlueRow getRepRow(IDataPacket dp) {
|
||||
public static IBlueRow getRepRow(DataPacket dp) {
|
||||
if (dp.newRows.Count > 0)
|
||||
return BlueDataUtility.extractRow(dp.newRows, 0);
|
||||
else if (dp.addedRows.Count > 0)
|
||||
|
||||
@@ -1,3 +1,5 @@
|
||||
using System;
|
||||
|
||||
namespace BCG
|
||||
{
|
||||
/// <summary>
|
||||
@@ -12,7 +14,7 @@ namespace BCG
|
||||
/// deletetion) and the added and deletedRows being the increments. If a group has
|
||||
/// to be totally removed then a null should be returned
|
||||
/// </summary>
|
||||
IBlueRow? evaluate(IDataPacket packet);
|
||||
IBlueRow evaluate (DataPacket packet);
|
||||
|
||||
/// <summary>
|
||||
/// Returns the columns (belonging to the original schema) on which this IGroupByEvaluator
|
||||
|
||||
@@ -14,8 +14,9 @@ namespace BCG {
|
||||
public MaxGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
|
||||
: base(colMapEpression, outputCol, groupByCols) { }
|
||||
|
||||
public override IBlueRow? evaluate(IDataPacket dp) {
|
||||
myOutputTable ??= new GroupByOutputTable(dp.Schema);
|
||||
public override IBlueRow evaluate(DataPacket dp) {
|
||||
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) :
|
||||
myOutputTable;
|
||||
string hashString = BlueDataUtility.rowToString(GroupByStream.getRepRow(dp), myGroupByCols);
|
||||
IBlueRow currMaxRow = myOutputTable.getRow(hashString);
|
||||
IBlueRow maxRow = BlueDataUtility.computeMaxRow(dp.deletedRows, myOutputColumn);
|
||||
|
||||
@@ -1,3 +1,7 @@
|
||||
using System;
|
||||
|
||||
using BCG.Utilities;
|
||||
|
||||
namespace BCG {
|
||||
public class MinGroupByEvaluator : MaxGroupByEvaluator {
|
||||
public MinGroupByEvaluator(string outputCol, string[] groupByCols)
|
||||
@@ -6,8 +10,8 @@ namespace BCG {
|
||||
public MinGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols) :
|
||||
base(colMapEpression, outputCol, groupByCols) { }
|
||||
|
||||
public override IBlueRow? evaluate(IDataPacket dp) {
|
||||
myOutputTable ??= new GroupByOutputTable(dp.Schema);
|
||||
public override IBlueRow evaluate(DataPacket dp) {
|
||||
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
|
||||
string stringRep = BlueDataUtility.rowToString(GroupByStream.getRepRow(dp), myGroupByCols);
|
||||
IBlueRow currMinRow = myOutputTable.getRow(stringRep);
|
||||
IBlueRow minRow = BlueDataUtility.computeMinRow(dp.deletedRows, myOutputColumn);
|
||||
|
||||
@@ -1,3 +1,5 @@
|
||||
using System;
|
||||
|
||||
namespace BCG {
|
||||
/// <summary>
|
||||
/// Computes the sum for a given column
|
||||
@@ -8,8 +10,8 @@ namespace BCG {
|
||||
public SumGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
|
||||
: base(colMapEpression, outputCol, groupByCols) { }
|
||||
|
||||
public override IBlueRow evaluate(IDataPacket dp) {
|
||||
myOutputTable ??= new GroupByOutputTable(dp.Schema);
|
||||
public override IBlueRow evaluate(DataPacket dp) {
|
||||
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
|
||||
|
||||
IBlueRow sumRow = BlueDataUtility.computeSum(dp.newRows, myOutputColumn);
|
||||
return sumRow;
|
||||
@@ -31,7 +33,7 @@ namespace BCG {
|
||||
|
||||
#region IGroupByEvaluator Members
|
||||
|
||||
public IBlueRow evaluate(IDataPacket packet) => BlueDataUtility.computeSum(packet.newRows, myOutputCols);
|
||||
public IBlueRow evaluate(DataPacket packet) { return BlueDataUtility.computeSum(packet.newRows, myOutputCols); }
|
||||
|
||||
public string[] groupByColumns { get { return myGroupByCols; } }
|
||||
|
||||
@@ -49,8 +51,9 @@ namespace BCG {
|
||||
public SumGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
|
||||
: base(colMapEpression, outputCol, groupByCols) { }
|
||||
|
||||
public override IBlueRow evaluate(IDataPacket dp) {
|
||||
myOutputTable ??= new GroupByOutputTable(dp.Schema);
|
||||
public override IBlueRow evaluate(DataPacket dp) {
|
||||
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
|
||||
|
||||
IBlueRow sumRow = BlueDataUtility.computeSum<T>(dp.newRows, myOutputColumn);
|
||||
return sumRow;
|
||||
}
|
||||
@@ -65,7 +68,7 @@ namespace BCG {
|
||||
|
||||
#region IGroupByEvaluator Members
|
||||
|
||||
public IBlueRow evaluate(IDataPacket packet) => BlueDataUtility.computeSum<T>(packet.newRows, myOutputCols);
|
||||
public IBlueRow evaluate(DataPacket packet) { return BlueDataUtility.computeSum<T>(packet.newRows, myOutputCols); }
|
||||
|
||||
public string[] groupByColumns { get { return myGroupByCols; } }
|
||||
|
||||
|
||||
@@ -2,8 +2,6 @@ using BCG;
|
||||
|
||||
using MongoDB.Driver.Core.WireProtocol.Messages;
|
||||
|
||||
using Spark.Core.Diagnostics;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
@@ -39,7 +37,7 @@ namespace bts {
|
||||
}
|
||||
|
||||
void _handle_stream_update(object dp_obj) {
|
||||
var dp = ExceptionAssert.Argument.Is<IDataPacket>(dp_obj);
|
||||
DataPacket dp = dp_obj as DataPacket;
|
||||
IDictionary<int, List<IBlueRow>> groups = !String.IsNullOrEmpty(_group_by_col) ?
|
||||
BlueDataUtility.group_together(dp.newRows, new string[] { _group_by_col })
|
||||
:
|
||||
|
||||
@@ -70,7 +70,7 @@ namespace bts
|
||||
private readonly int _msg_size;
|
||||
private readonly TimeSpan _publish_period;
|
||||
private DateTime _last_publish_time = DateTime.MinValue;
|
||||
private PublisherCore _pub_core = PublisherCore.Create();
|
||||
private PublisherCore _pub_core = new PublisherCore();
|
||||
private BlueTable _table;
|
||||
private int _n_pubs = 0;
|
||||
private readonly int _max_pubs;
|
||||
@@ -224,4 +224,4 @@ namespace bts
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,7 +1,6 @@
|
||||
using BCG;
|
||||
using BCG.Utilities.General;
|
||||
|
||||
using Bts.PubSub;
|
||||
using Bts.PubSub.Routing;
|
||||
|
||||
using System;
|
||||
@@ -63,9 +62,7 @@ namespace bts
|
||||
|
||||
public static PayloadMessage deserialize(byte[] ser_bytes)
|
||||
{
|
||||
var str = new MemoryStream(ser_bytes) {
|
||||
Position = 0
|
||||
};
|
||||
var str = new MemoryStream(ser_bytes);
|
||||
BinaryReader br = new BinaryReader(str);
|
||||
string guid = br.ReadString();
|
||||
Int64 timestamp_ = br.ReadInt64();
|
||||
@@ -94,17 +91,11 @@ namespace bts
|
||||
};
|
||||
IOState _state = IOState.SEND;
|
||||
|
||||
public PubsubEchoTestStream()
|
||||
: this(new PubSubRouter(), TimeSpan.FromSeconds(1), 8, "ECHO_TEST", ViewStreamDatabase.instance) { }
|
||||
|
||||
public PubsubEchoTestStream(string server_url, TimeSpan publish_period, int payload_size, string tag_name)
|
||||
: this(server_url, publish_period, payload_size, tag_name, ViewStreamDatabase.instance) { }
|
||||
|
||||
public PubsubEchoTestStream(string server_url, TimeSpan publish_period, int payload_size, string tag_name, ViewStreamDatabase vsd)
|
||||
: this(createRouter(server_url), publish_period, payload_size, tag_name, vsd) { }
|
||||
|
||||
public PubsubEchoTestStream(IPubSubRouter router, TimeSpan publish_period, int payload_size, string tag_name, ViewStreamDatabase vsd) {
|
||||
_router = router;
|
||||
public PubsubEchoTestStream(string server_url, TimeSpan publish_period, int payload_size, string tag_name, ViewStreamDatabase vsd) {
|
||||
_router = new PubSubRouter(new PubSubRouterConfig() {
|
||||
PublisherRoutes = new() { new(server_url, ".*") },
|
||||
SubscriberRoutes = new() { new(server_url, ".*") },
|
||||
});
|
||||
_vsd = vsd;
|
||||
_payload_sz = payload_size;
|
||||
var schema = BlueDataUtility.form_schema("PubSubTest",
|
||||
@@ -125,7 +116,7 @@ namespace bts
|
||||
|
||||
protected override void myOnFirstSubscriber()
|
||||
{
|
||||
_pub_core = PublisherCore.Create(_router);
|
||||
_pub_core = new PublisherCore(_router);
|
||||
_sub_core = new SubscriberCore(_router);
|
||||
_sub_core.subscribe(_tag_name);
|
||||
_vsd.addWorker(this);
|
||||
@@ -138,12 +129,6 @@ namespace bts
|
||||
Log.notnull(_sub_core).unsubscribe(_tag_name);
|
||||
}
|
||||
|
||||
static PubSubRouter createRouter(string serverUrl) =>
|
||||
new(new PubSubRouterConfig() {
|
||||
PublisherRoutes = new() { new(serverUrl, ".*") },
|
||||
SubscriberRoutes = new() { new(serverUrl, ".*") },
|
||||
});
|
||||
|
||||
private void _fire_dp_after_send()
|
||||
{
|
||||
Log.notnull(_last_sent_msg);
|
||||
@@ -151,7 +136,7 @@ namespace bts
|
||||
BlueRow r = new BlueRow(_table.schema, _table.Count, _last_sent_msg.msg_id, _last_sent_msg.timestamp, DBNull.Value, DBNull.Value,
|
||||
DBNull.Value, DBNull.Value);
|
||||
_table.addRow(r);
|
||||
var dp_out = BlueDataUtility.build_dp_inc(_table, (myLastValue as IDataPacket)?.newRows);
|
||||
var dp_out = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
|
||||
myFireEvent(dp_out);
|
||||
}
|
||||
|
||||
@@ -167,10 +152,8 @@ namespace bts
|
||||
BlueRow nr = new BlueRow(_table.schema, id, _last_sent_msg.msg_id, _last_sent_msg.timestamp, _last_recvd_msg.msg_id, recv_ts,
|
||||
String.Compare(_last_recvd_msg.msg_id, _last_sent_msg.msg_id) == 0, recv_ts - _last_recvd_msg.timestamp);
|
||||
_table.addRow(nr);
|
||||
var dp_out = BlueDataUtility.build_dp_inc(_table, (myLastValue as IDataPacket)?.newRows);
|
||||
if (dp_out.HasChanges()) {
|
||||
myFireEvent(dp_out);
|
||||
}
|
||||
var dp_out = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
|
||||
myFireEvent(dp_out);
|
||||
}
|
||||
|
||||
private string _get_next_id()
|
||||
|
||||
@@ -15,6 +15,7 @@ using mbts;
|
||||
using BCG.Extensions;
|
||||
using System.Text.Json;
|
||||
using System.Text.Json.Nodes;
|
||||
using Newtonsoft.Json;
|
||||
using BCG;
|
||||
using System.Runtime.CompilerServices;
|
||||
using bts;
|
||||
@@ -294,7 +295,7 @@ namespace BCG {
|
||||
}
|
||||
|
||||
public static DataPacket build_dp_inc(IBlueRowCollection new_rows, IDataPacket last_fired_dp, bool deep_row_comapre = false) =>
|
||||
build_dp_inc(new_rows, last_fired_dp?.newRows ?? new BlueTable(new_rows.schema), deep_row_comapre);
|
||||
build_dp_inc(new_rows, last_fired_dp.newRows, deep_row_comapre);
|
||||
|
||||
public static DataPacket build_dp_inc(IBlueRowCollection new_rows, IBlueRowCollection lastRows, bool deep_row_comapre = false) {
|
||||
if (lastRows is null) {
|
||||
@@ -359,11 +360,11 @@ namespace BCG {
|
||||
}
|
||||
|
||||
public static Dictionary<string, string> convert_json_to_dictionary(string json_string) {
|
||||
Dictionary<string, string> dictionary = JsonSerializer.Deserialize<Dictionary<string, string>>(json_string);
|
||||
Dictionary<string, string> dictionary = JsonConvert.DeserializeObject<Dictionary<string, string>>(json_string);
|
||||
return dictionary;
|
||||
}
|
||||
public static IBlueRow convert_json_to_row(string json_string, int id = 0) {
|
||||
Dictionary<string, object> dictionary = JsonSerializer.Deserialize<Dictionary<string, object>>(json_string);
|
||||
Dictionary<string, object> dictionary = JsonConvert.DeserializeObject<Dictionary<string, object>>(json_string);
|
||||
if (!dictionary.ContainsKey("id")) {
|
||||
dictionary.Add("id", id);
|
||||
}
|
||||
|
||||
@@ -1,6 +1,4 @@
|
||||
#nullable enable
|
||||
using Bts.DataStreamCore;
|
||||
|
||||
using System;
|
||||
using System.Text.Json.Serialization;
|
||||
|
||||
@@ -9,7 +7,6 @@ namespace BCG {
|
||||
/// Resprsents information about a column schema, ie its ordinal, the type, the name and constant value or expression. where applicable
|
||||
/// </summary>
|
||||
[Serializable]
|
||||
[JsonConverter(typeof(ColumnInfoJsonConverter))]
|
||||
public class ColumnInfo : IComparable<ColumnInfo>, IComparable, IEquatable<ColumnInfo> {
|
||||
|
||||
//the default column info does not cach values in a lookup table, therefore it is in group 0
|
||||
@@ -70,12 +67,16 @@ namespace BCG {
|
||||
private Type myColType;
|
||||
private object? myColValue;
|
||||
|
||||
[JsonPropertyName("colNo")]
|
||||
public int colNo { get { return myColNo; } }
|
||||
|
||||
[JsonPropertyName("colName")]
|
||||
public string colName { get { return myColName; } }
|
||||
|
||||
[JsonPropertyName("colType")]
|
||||
public Type colType { get { return myColType; } }
|
||||
|
||||
[JsonIgnore]
|
||||
public object? colValue {get{return myColValue;}}
|
||||
}
|
||||
}
|
||||
@@ -1,27 +0,0 @@
|
||||
namespace Bts.DataStreamCore;
|
||||
|
||||
using BCG;
|
||||
|
||||
using Spark.Core.Json;
|
||||
|
||||
using System;
|
||||
using System.Text.Json;
|
||||
using System.Text.Json.Nodes;
|
||||
using System.Text.Json.Serialization;
|
||||
|
||||
public class ColumnInfoJsonConverter : JsonConverter<ColumnInfo> {
|
||||
public override ColumnInfo Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options) {
|
||||
var jobj = JsonSerializer.Deserialize<JsonObject>(ref reader);
|
||||
return new(
|
||||
jobj[nameof(ColumnInfo.colName)].GetValue<string>(),
|
||||
jobj[nameof(ColumnInfo.colNo)].GetValue<int>(),
|
||||
Type.GetType(jobj[nameof(ColumnInfo.colType)].GetValue<string>()));
|
||||
}
|
||||
|
||||
public override void Write(Utf8JsonWriter writer, ColumnInfo value, JsonSerializerOptions options) {
|
||||
using var _ = writer.WriteObject();
|
||||
writer.WriteString(nameof(ColumnInfo.colName), value.colName);
|
||||
writer.WriteNumber(nameof(ColumnInfo.colNo), value.colNo);
|
||||
writer.WriteString(nameof(ColumnInfo.colType), value.colType.ToString());
|
||||
}
|
||||
}
|
||||
@@ -41,7 +41,7 @@ namespace BCG {
|
||||
}
|
||||
|
||||
public IBlueRowCollection newRows, addedRows, deletedRows;
|
||||
public Dictionary<string, object> meta_data = null;
|
||||
public IDictionary<string, object> meta_data = null;
|
||||
public DataPacket() { }
|
||||
|
||||
public DataPacket(IBlueTableSchema schema)
|
||||
@@ -53,7 +53,7 @@ namespace BCG {
|
||||
this.deletedRows = deletedRows;
|
||||
}
|
||||
public DataPacket(IBlueRowCollection newRows, IBlueRowCollection addedRows, IBlueRowCollection deletedRows,
|
||||
Dictionary<string, object> meta_data) {
|
||||
IDictionary<string, object> meta_data) {
|
||||
this.newRows = newRows;
|
||||
this.addedRows = addedRows;
|
||||
this.deletedRows = deletedRows;
|
||||
@@ -63,7 +63,6 @@ namespace BCG {
|
||||
IBlueRowCollection IDataPacket.newRows => newRows;
|
||||
IBlueRowCollection IDataPacket.addedRows => addedRows;
|
||||
IBlueRowCollection IDataPacket.deletedRows => deletedRows;
|
||||
IReadOnlyDictionary<string, object> IDataPacket.Metadata => meta_data;
|
||||
|
||||
public void get_new_added_deleted(out ICollection new_rows, out ICollection added_rows, out ICollection deleted_rows) {
|
||||
new_rows = newRows;
|
||||
|
||||
@@ -8,6 +8,7 @@
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
|
||||
<PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
|
||||
<PackageReference Include="OpenAI" Version="2.0.0" />
|
||||
<PackageReference Include="SimMetrics.Net" Version="1.0.5" />
|
||||
</ItemGroup>
|
||||
|
||||
@@ -44,6 +44,11 @@ namespace BCG {
|
||||
/// </summary>
|
||||
/// <param name="assemblyName"></param>
|
||||
public void loadAssembly(string assemblyName) {
|
||||
Func<Type, bool> is_blue_orb = (t) => {
|
||||
//if (!assemblyName.Contains("SharedStreams.dll"))
|
||||
// return true;
|
||||
return t.Namespace == "bts.BlueOrb";// || t.Namespace == "BCG";
|
||||
};
|
||||
bts.Log.Gen.info($"PrimitiveManager.loadAssembly assemblyName: {assemblyName}");
|
||||
if (myAssemblyNames.Contains(assemblyName))
|
||||
return;
|
||||
@@ -53,7 +58,7 @@ namespace BCG {
|
||||
Assembly.LoadFrom(assemblyName);
|
||||
|
||||
foreach (Type type in loadedAssembly.GetTypes())
|
||||
if (!type.IsInterface
|
||||
if (!type.IsInterface && is_blue_orb(type)
|
||||
&& !type.IsAbstract
|
||||
&& type.IsSubclassOf(typeof(ViewStream))
|
||||
&& type.IsPublic) {
|
||||
|
||||
@@ -13,7 +13,6 @@ namespace BCG {
|
||||
IBlueRowCollection newRows { get; }
|
||||
IBlueRowCollection addedRows { get; }
|
||||
IBlueRowCollection deletedRows { get; }
|
||||
IReadOnlyDictionary<string, object> Metadata { get; }
|
||||
//this is an ICollection of IDictionary
|
||||
void get_new_added_deleted(out ICollection new_rows, out ICollection added_rows, out ICollection deleted_rows);
|
||||
}
|
||||
|
||||
@@ -1,10 +1,15 @@
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq.Expressions;
|
||||
using System.Xml.Serialization;
|
||||
|
||||
using BCG.Utilities;
|
||||
|
||||
using bts;
|
||||
|
||||
using Bts.DataStreamCore;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace BCG {
|
||||
/// <summary>
|
||||
/// This class will be used by the clients to publish tabular data to the pubsub
|
||||
@@ -17,7 +22,7 @@ namespace BCG {
|
||||
protected bool myWaitingForFirstOp = false;
|
||||
|
||||
public PubTableBroker()
|
||||
: this(PublisherCore.Create()) { }
|
||||
: this(new PublisherCore()) { }
|
||||
|
||||
public PubTableBroker(IPublisherCore publisher) {
|
||||
_publisher_core = publisher;
|
||||
|
||||
@@ -11,20 +11,10 @@
|
||||
<PackageReference Include="CommandLineParser" Version="2.9.1" />
|
||||
</ItemGroup>
|
||||
|
||||
<Choose>
|
||||
<When Condition="'$(UseProjectRefs)' == 'true'">
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
|
||||
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
|
||||
</ItemGroup>
|
||||
</When>
|
||||
<Otherwise>
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Bts.Extensions.Hosting" Version="$(SparkVersion)" />
|
||||
<PackageReference Include="SharedStreams" Version="$(SparkVersion)" />
|
||||
</ItemGroup>
|
||||
</Otherwise>
|
||||
</Choose>
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
|
||||
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ConfigurationProfile Include="appsettings.Development.json" />
|
||||
|
||||
@@ -8,11 +8,11 @@ using Bts.DataStreamCore;
|
||||
using Bts.DataStreamExpressions;
|
||||
using Bts.PubSub;
|
||||
|
||||
using global::Spark.Core.Disposables;
|
||||
|
||||
using Microsoft.Extensions.Hosting;
|
||||
using Microsoft.Extensions.Options;
|
||||
|
||||
using Spark.Core.Disposables;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
+1
-1
@@ -6,9 +6,9 @@
|
||||
"Interval": "00:00:00.1"
|
||||
},
|
||||
"Spark": {
|
||||
"ConfigServer": "http://127.0.0.1:8000/config"
|
||||
},
|
||||
"SparkApi": {
|
||||
"IsEnabled": false,
|
||||
"Credentials": {
|
||||
"User": "bts",
|
||||
"Password": ""
|
||||
@@ -16,12 +16,6 @@
|
||||
<ProjectReference Include="..\BaseUtilities\BaseUtilities.csproj" />
|
||||
<ProjectReference Include="..\GuiUtilities\GuiUtilities.csproj" />
|
||||
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
|
||||
<ProjectReference Include="..\..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ConfigurationProfile Include="appsettings.json" />
|
||||
<ConfigurationProfile Include="appsettings.*.json" />
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
@@ -2,6 +2,21 @@
|
||||
{
|
||||
public partial class MainForm
|
||||
{
|
||||
/// <summary>
|
||||
/// Clean up any resources being used.
|
||||
/// </summary>
|
||||
protected override void Dispose(bool disposing)
|
||||
{
|
||||
if (disposing)
|
||||
{
|
||||
if (components != null)
|
||||
{
|
||||
components.Dispose();
|
||||
}
|
||||
}
|
||||
base.Dispose(disposing);
|
||||
}
|
||||
|
||||
#region Windows Form Designer generated code
|
||||
/// <summary>
|
||||
/// Required method for Designer support - do not modify
|
||||
|
||||
@@ -1,25 +1,16 @@
|
||||
using bts;
|
||||
|
||||
using Bts.DataStream;
|
||||
using Bts.DataStreamExpressions;
|
||||
using Bts.PubSub;
|
||||
|
||||
using Spark.Core.Disposables;
|
||||
using Spark.Core.Reactive;
|
||||
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections;
|
||||
using System.ComponentModel;
|
||||
using System.Diagnostics;
|
||||
using System.Drawing;
|
||||
using System.IO;
|
||||
using System.Linq;
|
||||
using System.Reactive;
|
||||
using System.Reactive.Linq;
|
||||
using System.Reactive.Subjects;
|
||||
using System.Text.RegularExpressions;
|
||||
using System.Threading;
|
||||
using System.Windows.Forms;
|
||||
|
||||
namespace BCG
|
||||
@@ -44,11 +35,8 @@ namespace BCG
|
||||
private string mySite = "TODO";
|
||||
private string myLastClassName = "MyView";
|
||||
private ViewStream? myAllTagsStream;
|
||||
IBlueRowCollection? tagRows;
|
||||
private string myKQ;
|
||||
private TextWriter? myConsoleOutput;
|
||||
IDataPacket? pendingData;
|
||||
IDisposable? titleSub;
|
||||
|
||||
public MainForm()
|
||||
{
|
||||
@@ -56,17 +44,6 @@ namespace BCG
|
||||
InitializeComponent();
|
||||
// myKQ = ConfigurationRequester.getApplicationQualifier();
|
||||
myKQ = "TODO";
|
||||
var handleCreatedSubject = new Subject<bool>();
|
||||
HandleCreated += (s, e) => handleCreatedSubject.OnNext(true);
|
||||
titleSub = Disposable.Create(
|
||||
handleCreatedSubject.SelectSeries(_ =>
|
||||
Observable.FromEvent(
|
||||
cb => Invoke(() => titleInvalidated += cb),
|
||||
cb => Invoke(() => titleInvalidated -= cb))
|
||||
.Prepend(Unit.Default)
|
||||
.SelectSeries(_ => new PubsubRoutesStream().AsObservable().Take(1)))
|
||||
.Subscribe(dp => BeginInvoke(() => refreshTitle(dp.newRows))),
|
||||
handleCreatedSubject);
|
||||
mySetText();
|
||||
|
||||
myWindowState = new PersistWindowState();
|
||||
@@ -81,25 +58,11 @@ namespace BCG
|
||||
};
|
||||
}
|
||||
|
||||
event Action? titleInvalidated;
|
||||
|
||||
public string query_text
|
||||
{
|
||||
get { return myQueryTextBox.Text; }
|
||||
set { myQueryTextBox.Text = value; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Clean up any resources being used.
|
||||
/// </summary>
|
||||
protected override void Dispose(bool disposing) {
|
||||
if (disposing) {
|
||||
Disposable.Dispose(ref titleSub);
|
||||
components?.Dispose();
|
||||
}
|
||||
base.Dispose(disposing);
|
||||
}
|
||||
|
||||
private ViewStream myGetAllTagsStream()
|
||||
{
|
||||
// TODO: Port PublishedTagsStream from edge (then we can uncomment impl below)
|
||||
@@ -111,10 +74,9 @@ namespace BCG
|
||||
|
||||
private void mySetText()
|
||||
{
|
||||
titleInvalidated?.Invoke();
|
||||
}
|
||||
|
||||
void refreshTitle(IBlueRowCollection rows) {
|
||||
ViewStream routes = new PubsubRoutesStream();
|
||||
routes.onChange += (o) => { };
|
||||
var rows = routes.rows;
|
||||
string route_txt = String.Empty;
|
||||
foreach (IBlueRow r in rows)
|
||||
{
|
||||
@@ -182,10 +144,8 @@ namespace BCG
|
||||
|
||||
private void myHandleTableListChange(object o)
|
||||
{
|
||||
BeginInvoke(() => {
|
||||
tagRows = ((IDataPacket)o).newRows;
|
||||
myUpdateTableList();
|
||||
});
|
||||
IBlueRowCollection rows = (o as DataPacket).newRows;
|
||||
myUpdateTableList();
|
||||
}
|
||||
|
||||
|
||||
@@ -374,24 +334,18 @@ namespace BCG
|
||||
// this is the stream callback
|
||||
private void myCallback(object o)
|
||||
{
|
||||
var dp = (IDataPacket)o;
|
||||
Log.Ui.diag(dp.GetIncrementalIdString());
|
||||
Volatile.Write(ref pendingData, dp);
|
||||
}
|
||||
|
||||
private Stopwatch myCrono = new();
|
||||
|
||||
private DataStreamExpression? myExp;
|
||||
|
||||
private void myTimer_Tick(object sender, System.EventArgs e)
|
||||
{
|
||||
var dp = Interlocked.Exchange(ref pendingData, null);
|
||||
if (dp is null) {
|
||||
return;
|
||||
}
|
||||
_stopwatch.Stop();
|
||||
var timer = Stopwatch.StartNew();
|
||||
DataPacket dp = o as DataPacket;
|
||||
myCrono.Stop();
|
||||
Log.Ui.diag($"Received callback for {dp.schema.tableName}");
|
||||
if (o == null)
|
||||
{
|
||||
System.Windows.Forms.MessageBox.Show(this, "Received a Null Data packet",
|
||||
"Invalid Data", MessageBoxButtons.OK, MessageBoxIcon.Error);
|
||||
return;
|
||||
}
|
||||
Log.Ui.diag(dp.toIncrementalIDString());
|
||||
myToolStripStatusLabelTime.BackColor = Color.Black;
|
||||
myToolStripStatusLabelRows.BackColor = Color.Black;
|
||||
myToolStripStatusLabelTime.ForeColor = Color.White;
|
||||
@@ -408,7 +362,7 @@ namespace BCG
|
||||
{
|
||||
myChangeStyle = false;
|
||||
myDataGrid.Columns.Clear();
|
||||
myDataGrid.Columns.AddRange(Array.ConvertAll(dp.Schema.columnInfo, _column_factory));
|
||||
myDataGrid.Columns.AddRange(Array.ConvertAll(dp.schema.columnInfo, _column_factory));
|
||||
}
|
||||
myCrono.Restart();
|
||||
// myDataGrid.CaptionText = myCrono.time.TotalMilliseconds + " ms ";
|
||||
@@ -419,13 +373,35 @@ namespace BCG
|
||||
|
||||
var varNames = new List<string>(0);
|
||||
var code = myExp?.print(9, varNames);
|
||||
myPrintCode(dp.Schema, varNames, code);
|
||||
myPrintCode(dp.schema, varNames, code);
|
||||
myConsoleRichTextBox.Clear();
|
||||
// this was was very very slow
|
||||
//myConsoleRichTextBox.Text = BlueDataUtility.get_printed_rows(dp.newRows, (col) => 30);
|
||||
timer.Stop();
|
||||
Log.Gen.info(
|
||||
$"DSQA MainForm.myCallback table: {dp.Schema.tableName} rows: {dp.newRows.Count} time: {timer.Elapsed.TotalMilliseconds:0.00}ms");
|
||||
$"DSQA MainForm.myCallback table: {dp.schema.tableName} rows: {dp.newRows.Count} time: {timer.Elapsed.TotalMilliseconds:0.00}ms");
|
||||
}
|
||||
|
||||
private Stopwatch myCrono = new();
|
||||
|
||||
private DataStreamExpression? myExp;
|
||||
|
||||
private void myTimer_Tick(object sender, System.EventArgs e)
|
||||
{
|
||||
// try
|
||||
// {
|
||||
ViewStreamDatabase.instance.doWork();
|
||||
MasterWorker.getInstance(false).doWork();
|
||||
//}
|
||||
// catch (Exception exc) {
|
||||
// Log.Ui.warn(exc.ToString());
|
||||
|
||||
// myDataGrid.DataSource = null;
|
||||
// //myTabControl.SelectedIndex = 1;
|
||||
// myTabControl.SelectedTab = myErrorTabPage;
|
||||
// myErrorTextBox.Text = exc.Message;
|
||||
// myErrorTextBox.Text += "\n" + exc.StackTrace;
|
||||
// }
|
||||
}
|
||||
|
||||
class StringWrapper
|
||||
@@ -708,7 +684,7 @@ namespace BCG
|
||||
|
||||
private void myUpdateTableList()
|
||||
{
|
||||
var rows = tagRows;
|
||||
IBlueRowCollection rows = myAllTagsStream.rows;
|
||||
if (rows == null)
|
||||
return;
|
||||
|
||||
@@ -766,25 +742,20 @@ namespace BCG
|
||||
|
||||
ViewStream s = new LoaderStream(@"P:\Dropbox\Data\spread_md_esoa_cme");
|
||||
s = new MutableAppendStream(s, s);
|
||||
s.onChange += OnChange;
|
||||
//s = new MutableAppendStream(s, s);
|
||||
List<IBlueRow> rows = new List<IBlueRow>();
|
||||
foreach (IBlueRow r in s.rows)
|
||||
rows.Add(r);
|
||||
|
||||
void OnChange(object? obj) {
|
||||
s.onChange -= OnChange;
|
||||
//s = new MutableAppendStream(s, s);
|
||||
var rowCollection = ((IDataPacket)obj!).newRows;
|
||||
var rows = new List<IBlueRow>(rowCollection.Count);
|
||||
rows.AddRange(rowCollection.Cast<IBlueRow>());
|
||||
|
||||
for (int i = 0; i < 100; i++)
|
||||
for (int i = 0; i < 100; i++)
|
||||
{
|
||||
timer.Restart();
|
||||
rows.Sort(delegate (IBlueRow r1, IBlueRow r2)
|
||||
{
|
||||
timer.Restart();
|
||||
rows.Sort(delegate (IBlueRow r1, IBlueRow r2)
|
||||
{
|
||||
return _sort_dicts_index(r1, r2, 5, true);
|
||||
});
|
||||
timer.Stop();
|
||||
Log.Ui.diag($"nrows = {rows.Count} sorting time = {timer.Elapsed.TotalMilliseconds:0.00}ms");
|
||||
}
|
||||
return _sort_dicts_index(r1, r2, 5, true);
|
||||
});
|
||||
timer.Stop();
|
||||
Log.Ui.diag($"nrows = {rows.Count} sorting time = {timer.Elapsed.TotalMilliseconds:0.00}ms");
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -1,61 +1,59 @@
|
||||
using BCG;
|
||||
|
||||
using Bts.DataStream.Services;
|
||||
using Bts.DataStreamCore.Services;
|
||||
using Bts.Extensions.Hosting;
|
||||
using Bts.PubSub.Services;
|
||||
using bts;
|
||||
using bts.api.core;
|
||||
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
using Microsoft.Extensions.Hosting;
|
||||
using Bts.DataStreamQueryAnalyzer;
|
||||
using Bts.PubSub;
|
||||
|
||||
using CommandLine;
|
||||
|
||||
using Spark.Api.MarketData;
|
||||
using Spark.Api.Services;
|
||||
using Spark.Core.Services;
|
||||
|
||||
using System;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Forms;
|
||||
|
||||
static class Program {
|
||||
static async Task<int> Main(string[] args) {
|
||||
Console.Write("Starting DataStreamQueryAnalyzer");
|
||||
int exitCode = 0;
|
||||
IHost? host = null;
|
||||
try {
|
||||
host = HostBuilderExtensions.CreateBtsBuilder(args)
|
||||
.ConfigureServices(ConfigureServices)
|
||||
.Build();
|
||||
var mdClient = host.Services.GetService<IMarketDataClient>();
|
||||
if (mdClient is not null) {
|
||||
[STAThread]
|
||||
static async Task Main(string[] args) {
|
||||
await Parser.Default.ParseArguments<DataStreamQueryAnalyzerConfig>(args)
|
||||
.MapResult(RunAsync, errs => Task.FromResult(1));
|
||||
|
||||
async Task<int> RunAsync(DataStreamQueryAnalyzerConfig cfg) {
|
||||
try {
|
||||
cfg.MergeWithConfigFile();
|
||||
cfg.MergeWith(DataStreamQueryAnalyzerConfig.Default());
|
||||
PubSubConfig.SetGlobalConfig(Log.notnull(cfg.PubSub));
|
||||
var configLoader = new SparkConfigLoader(new SparkConfigLoaderOpts() { ConfigServer = cfg.Sparkd });
|
||||
var serviceContext = new ServiceContext(configLoader);
|
||||
var credentials = new SparkApiCredentials() {
|
||||
User = cfg.User,
|
||||
Password = cfg.Password
|
||||
};
|
||||
var loginService = new SparkdLoginService(serviceContext, credentials, configLoader);
|
||||
var permissions = new UserDataPermissions(loginService);
|
||||
var mdClientConfig = new MarketDataClientConfig() { HotPollInterval = TimeSpan.FromSeconds(0.5) };
|
||||
var mdClient = new MarketDataClient(configLoader, loginService, permissions, mdClientConfig);
|
||||
PrimitiveManager.SetMarketDataClient(mdClient);
|
||||
using var vsd = new ViewStreamDatabase(new SubscriberCoreFactory());
|
||||
ViewStreamDatabase.SetGlobalInstance(new ViewStreamDatabase(new SubscriberCoreFactory()));
|
||||
Log.Gen.info("Starting DataStreamQueryAnalyzer");
|
||||
var mainForm = new MainForm();
|
||||
if (cfg.StreamFile is not null) {
|
||||
mainForm.loadFile(cfg.StreamFile);
|
||||
}
|
||||
Application.Run(mainForm);
|
||||
} catch (Exception ex) {
|
||||
// Write the error to console first, in case the logging system is compromised.
|
||||
var error_msg = $"DataStreamPublisher threw exception:\n{ex}";
|
||||
Console.Error.WriteLine(error_msg);
|
||||
Console.Error.Flush();
|
||||
bts.Log.Gen.error(error_msg);
|
||||
return 1;
|
||||
}
|
||||
await host.StartAsync();
|
||||
var winFormsThread = new Thread(RunWinFormsApp);
|
||||
winFormsThread.SetApartmentState(ApartmentState.STA);
|
||||
winFormsThread.Start();
|
||||
winFormsThread.Join();
|
||||
} catch (Exception ex) {
|
||||
Console.Error.Write($"DataStreamQueryAnalyzer crashed: {ex}");
|
||||
exitCode = 1;
|
||||
return 0;
|
||||
}
|
||||
if (host is not null) {
|
||||
await host.StopAsync();
|
||||
}
|
||||
return exitCode;
|
||||
}
|
||||
|
||||
static void RunWinFormsApp() {
|
||||
var win = new MainForm();
|
||||
Application.Run(win);
|
||||
}
|
||||
|
||||
static void ConfigureServices(HostBuilderContext context, IServiceCollection services) =>
|
||||
services.AddSpark(context.Configuration.GetSection("Spark"))
|
||||
.AddSparkApi(context.Configuration.GetSection("SparkApi"))
|
||||
.AddMasterWorker(context.Configuration.GetSection("MasterWorker"))
|
||||
.AddViewStreamDatabase()
|
||||
.AddPubSubClient(context.Configuration.GetSection("PubSub"))
|
||||
.AddPubTableBroker()
|
||||
.AddRemoteQueryManager();
|
||||
}
|
||||
@@ -37,11 +37,9 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "Bt
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{5C528A65-E43C-48A2-8CA9-ED2D0E356A37}"
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{5C528A65-E43C-48A2-8CA9-ED2D0E356A37}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "..\cs\Bts.Net\Bts.Net.csproj", "{496333E0-E11D-45EE-B0D6-BBAA824A120D}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "..\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}"
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "Bts.Net\Bts.Net.csproj", "{496333E0-E11D-45EE-B0D6-BBAA824A120D}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
@@ -281,18 +279,6 @@ Global
|
||||
{496333E0-E11D-45EE-B0D6-BBAA824A120D}.Release|x64.Build.0 = Release|Any CPU
|
||||
{496333E0-E11D-45EE-B0D6-BBAA824A120D}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{496333E0-E11D-45EE-B0D6-BBAA824A120D}.Release|x86.Build.0 = Release|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x64.Build.0 = Release|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x86.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
|
||||
@@ -5,7 +5,7 @@ using BCG.Utilities.General;
|
||||
|
||||
using Bts.DataStreamCore;
|
||||
|
||||
using global::Spark.Core.Collections;
|
||||
using Spark.Core.Collections;
|
||||
|
||||
public class TestDriverStream : ViewStream, IWorker {
|
||||
readonly IBlueTableSchema schema;
|
||||
|
||||
@@ -17,6 +17,11 @@ public class PubSubTagHandlerFactoryConfig {
|
||||
public static PubSubTagHandlerFactoryConfig Default() {
|
||||
return new() {
|
||||
Handlers = new() {
|
||||
new() {
|
||||
TagType = string.Empty,
|
||||
Assembly = "DataStreamCore",
|
||||
Class = "bts.PubsubServerStreamTagHandler",
|
||||
},
|
||||
new() {
|
||||
TagType = DSTagManager.DataStreamTagType,
|
||||
Assembly = "DataStreamCore",
|
||||
@@ -31,12 +36,7 @@ public class PubSubTagHandlerFactoryConfig {
|
||||
TagType = "System_Stats",
|
||||
Assembly = "PubSub",
|
||||
Class = "BCG.SystemStatsPublisher",
|
||||
},
|
||||
new() {
|
||||
TagType = ".*",
|
||||
Assembly = "DataStreamCore",
|
||||
Class = "bts.PubsubServerGenericDataHandler",
|
||||
},
|
||||
}
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
File renamed without changes.
File renamed without changes.
@@ -0,0 +1,273 @@
|
||||
<?xml version="1.0" ?>
|
||||
<Project DefaultTargets="Build" ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<PropertyGroup>
|
||||
<ProjectType>Local</ProjectType>
|
||||
<ProductVersion>9.0.30729</ProductVersion>
|
||||
<SchemaVersion>2.0</SchemaVersion>
|
||||
<ProjectGuid>{41DBB1A3-1A4E-457D-BB2C-BFDE486E328B}</ProjectGuid>
|
||||
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
|
||||
<Platform Condition=" '$(Platform)' == '' ">x64</Platform>
|
||||
<ApplicationIcon>
|
||||
</ApplicationIcon>
|
||||
<AssemblyKeyContainerName>
|
||||
</AssemblyKeyContainerName>
|
||||
<AssemblyName>CompressionUtilities</AssemblyName>
|
||||
<AssemblyOriginatorKeyFile>..\..\StrongNameKeys\Builder.snk</AssemblyOriginatorKeyFile>
|
||||
<DefaultClientScript>JScript</DefaultClientScript>
|
||||
<DefaultHTMLPageLayout>Grid</DefaultHTMLPageLayout>
|
||||
<DefaultTargetSchema>IE50</DefaultTargetSchema>
|
||||
<DelaySign>false</DelaySign>
|
||||
<OutputType>Library</OutputType>
|
||||
<RootNamespace>CompressionUtilities</RootNamespace>
|
||||
<RunPostBuildEvent>OnBuildSuccess</RunPostBuildEvent>
|
||||
<StartupObject>
|
||||
</StartupObject>
|
||||
<SignAssembly>false</SignAssembly>
|
||||
<TargetFrameworkVersion>v4.0</TargetFrameworkVersion>
|
||||
<ApplicationRevision>0</ApplicationRevision>
|
||||
<ApplicationVersion>1.0.0.%2a</ApplicationVersion>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
|
||||
<AllowUnsafeBlocks>false</AllowUnsafeBlocks>
|
||||
<BaseAddress>285212672</BaseAddress>
|
||||
<CheckForOverflowUnderflow>false</CheckForOverflowUnderflow>
|
||||
<ConfigurationOverrideFile>
|
||||
</ConfigurationOverrideFile>
|
||||
<DefineConstants>DEBUG;TRACE</DefineConstants>
|
||||
<DocumentationFile>
|
||||
</DocumentationFile>
|
||||
<DebugSymbols>true</DebugSymbols>
|
||||
<FileAlignment>4096</FileAlignment>
|
||||
<NoStdLib>false</NoStdLib>
|
||||
<NoWarn>
|
||||
</NoWarn>
|
||||
<Optimize>false</Optimize>
|
||||
<RegisterForComInterop>false</RegisterForComInterop>
|
||||
<RemoveIntegerChecks>false</RemoveIntegerChecks>
|
||||
<TreatWarningsAsErrors>true</TreatWarningsAsErrors>
|
||||
<WarningLevel>4</WarningLevel>
|
||||
<DebugType>full</DebugType>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
|
||||
<AllowUnsafeBlocks>false</AllowUnsafeBlocks>
|
||||
<BaseAddress>285212672</BaseAddress>
|
||||
<CheckForOverflowUnderflow>false</CheckForOverflowUnderflow>
|
||||
<ConfigurationOverrideFile>
|
||||
</ConfigurationOverrideFile>
|
||||
<DefineConstants>DEBUG;TRACE</DefineConstants>
|
||||
<DocumentationFile>
|
||||
</DocumentationFile>
|
||||
<DebugSymbols>true</DebugSymbols>
|
||||
<FileAlignment>4096</FileAlignment>
|
||||
<NoStdLib>false</NoStdLib>
|
||||
<NoWarn>
|
||||
</NoWarn>
|
||||
<Optimize>false</Optimize>
|
||||
<RegisterForComInterop>false</RegisterForComInterop>
|
||||
<RemoveIntegerChecks>false</RemoveIntegerChecks>
|
||||
<TreatWarningsAsErrors>true</TreatWarningsAsErrors>
|
||||
<WarningLevel>4</WarningLevel>
|
||||
<DebugType>full</DebugType>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<DefineDebug>true</DefineDebug>
|
||||
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Test|AnyCPU' ">
|
||||
<DebugSymbols>true</DebugSymbols>
|
||||
<DefineConstants>DEBUG;TRACE</DefineConstants>
|
||||
<BaseAddress>285212672</BaseAddress>
|
||||
<DebugType>full</DebugType>
|
||||
<PlatformTarget>x64</PlatformTarget>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|x64' ">
|
||||
<DebugSymbols>true</DebugSymbols>
|
||||
<DefineConstants>DEBUG;TRACE</DefineConstants>
|
||||
<BaseAddress>285212672</BaseAddress>
|
||||
<FileAlignment>4096</FileAlignment>
|
||||
<DebugType>full</DebugType>
|
||||
<PlatformTarget>x64</PlatformTarget>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|x64' ">
|
||||
<DebugSymbols>true</DebugSymbols>
|
||||
<DefineDebug>true</DefineDebug>
|
||||
<DefineConstants>DEBUG;TRACE</DefineConstants>
|
||||
<BaseAddress>285212672</BaseAddress>
|
||||
<FileAlignment>4096</FileAlignment>
|
||||
<DebugType>full</DebugType>
|
||||
<PlatformTarget>x64</PlatformTarget>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Test|x64' ">
|
||||
<DebugSymbols>true</DebugSymbols>
|
||||
<DefineConstants>DEBUG;TRACE</DefineConstants>
|
||||
<BaseAddress>285212672</BaseAddress>
|
||||
<DebugType>full</DebugType>
|
||||
<PlatformTarget>x64</PlatformTarget>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
|
||||
</PropertyGroup>
|
||||
<ItemGroup>
|
||||
<Reference Include="System">
|
||||
<Name>System</Name>
|
||||
</Reference>
|
||||
<Reference Include="System.Core">
|
||||
<RequiredTargetFramework>4.0</RequiredTargetFramework>
|
||||
</Reference>
|
||||
<Reference Include="System.Data">
|
||||
<Name>System.Data</Name>
|
||||
</Reference>
|
||||
<Reference Include="System.Xml">
|
||||
<Name>System.XML</Name>
|
||||
</Reference>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Compile Include="AssemblyInfo.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="BlueCompressUtilities\IBlueCompressor.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="BlueCompressUtilities\SharpZipCompressor.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\BZip2\BZip2.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\BZip2\BZip2Constants.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\BZip2\BZip2InputStream.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\BZip2\BZip2OutputStream.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Checksums\Adler32.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Checksums\Crc32.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Checksums\IChecksum.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Checksums\StrangeCrc.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\GZip\GZipConstants.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\GZip\GZipInputStream.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\GZip\GZipOutputStream.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Tar\InvalidHeaderException.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Tar\TarArchive.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Tar\TarBuffer.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Tar\TarEntry.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Tar\TarHeader.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Tar\TarInputStream.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Tar\TarOutputStream.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\ZipException.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\Deflater.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\DeflaterConstants.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\DeflaterEngine.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\DeflaterHuffman.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\DeflaterPending.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\Inflater.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\InflaterDynHeader.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\InflaterHuffmanTree.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\PendingBuffer.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\Streams\DeflaterOutputStream.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\Streams\InflaterInputStream.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\Streams\OutputWindow.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\Compression\Streams\StreamManipulator.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\ZipConstants.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\ZipEntry.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\ZipFile.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\ZipInputStream.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SharpZipLib\Zip\ZipOutputStream.cs">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<BootstrapperPackage Include="Microsoft.Net.Client.3.5">
|
||||
<Visible>False</Visible>
|
||||
<ProductName>.NET Framework 3.5 SP1 Client Profile</ProductName>
|
||||
</BootstrapperPackage>
|
||||
<BootstrapperPackage Include="Microsoft.Net.Framework.3.5.SP1">
|
||||
<Visible>False</Visible>
|
||||
<ProductName>.NET Framework 3.5 SP1</ProductName>
|
||||
</BootstrapperPackage>
|
||||
<BootstrapperPackage Include="Microsoft.Windows.Installer.3.1">
|
||||
<Visible>False</Visible>
|
||||
<ProductName>Windows Installer 3.1</ProductName>
|
||||
</BootstrapperPackage>
|
||||
</ItemGroup>
|
||||
<Import Project="..\..\build\blue2.cs.targets"/>
|
||||
<PropertyGroup>
|
||||
<PreBuildEvent>
|
||||
</PreBuildEvent>
|
||||
<PostBuildEvent>
|
||||
</PostBuildEvent>
|
||||
</PropertyGroup>
|
||||
</Project>
|
||||
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+3
-4
@@ -44,6 +44,8 @@ using BCG.Utilities.SharpZipLib.Checksums;
|
||||
using BCG.Utilities.SharpZipLib.Zip.Compression;
|
||||
using BCG.Utilities.SharpZipLib.Zip.Compression.Streams;
|
||||
|
||||
using Spark.Core.Diagnostics;
|
||||
|
||||
namespace BCG.Utilities.SharpZipLib.Zip {
|
||||
|
||||
/// <summary>
|
||||
@@ -394,10 +396,7 @@ namespace BCG.Utilities.SharpZipLib.Zip {
|
||||
}
|
||||
}
|
||||
|
||||
if (entries is null) {
|
||||
throw new InvalidOperationException("Unable to add entry (entries array is null)");
|
||||
}
|
||||
entries.Add(curEntry);
|
||||
ExceptionAssert.MemberNotNull(entries).Add(curEntry);
|
||||
curEntry = null;
|
||||
}
|
||||
|
||||
File renamed without changes.
@@ -4,20 +4,17 @@
|
||||
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
|
||||
<TargetFramework>net8.0</TargetFramework>
|
||||
<Nullable>enable</Nullable>
|
||||
<PackageId>Bts.PubSub</PackageId>
|
||||
</PropertyGroup>
|
||||
|
||||
<Choose>
|
||||
<When Condition="'$(UseProjectRefs)' == 'true'">
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\..\cs\Bts.IO.Compression\Bts.IO.Compression.csproj" />
|
||||
<ProjectReference Include="..\..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj" />
|
||||
<ProjectReference Include="..\..\cs\Bts.Net\Bts.Net.csproj" />
|
||||
<ProjectReference Include="..\Bts.Net\Bts.Net.csproj" />
|
||||
</ItemGroup>
|
||||
</When>
|
||||
<Otherwise>
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Bts.IO.Compression" Version="$(SparkVersion)" />
|
||||
<PackageReference Include="Bts.Spark.Core" Version="$(SparkVersion)" />
|
||||
<PackageReference Include="Bts.Net" Version="$(SparkVersion)" />
|
||||
</ItemGroup>
|
||||
|
||||
@@ -43,7 +43,10 @@ namespace BCG {
|
||||
|
||||
#region constructors
|
||||
|
||||
public PublisherCore(IPubSubRouter router, IPubSubTagHandlerFactory tagHandlerFactory) {
|
||||
public PublisherCore(IPubSubRouter? router = null, IPubSubTagHandlerFactory? tagHandlerFactory = null, IServiceProvider? serviceProvider = null) {
|
||||
router ??= new PubSubRouter();
|
||||
serviceProvider ??= PubSubServices.ServiceProvider;
|
||||
tagHandlerFactory ??= new PubsubTagHandlerFactory(serviceProvider, PubSubTagHandlerFactoryConfig.Default());
|
||||
_router = router;
|
||||
_state = new(tagHandlerFactory);
|
||||
Thread pump_thread = new Thread(new ThreadStart(_message_pump));
|
||||
@@ -51,14 +54,6 @@ namespace BCG {
|
||||
pump_thread.Start();
|
||||
}
|
||||
|
||||
public static PublisherCore Create(IPubSubRouter? router = null, IPubSubTagHandlerFactory? tagHandlerFactory = null, IServiceProvider? serviceProvider = null) {
|
||||
router ??= new PubSubRouter();
|
||||
tagHandlerFactory ??= new PubsubTagHandlerFactory(
|
||||
serviceProvider ?? PubSubServices.ServiceProvider,
|
||||
PubSubConfig.Instance.TagHandlerFactory ?? PubSubTagHandlerFactoryConfig.Default());
|
||||
return new(router, tagHandlerFactory);
|
||||
}
|
||||
|
||||
public void Dispose() { }
|
||||
#endregion
|
||||
|
||||
|
||||
@@ -114,7 +114,6 @@ public static class PubSubServices {
|
||||
PubSubConfig.SetGlobalConfig(configurationSection.Get<PubSubConfig>() ?? PubSubConfig.Default());
|
||||
return services.AddGlobalServiceProvider()
|
||||
.AddPubSubRouter(configurationSection.GetSection(nameof(PubSubConfig.Routing)))
|
||||
.AddTagHandlerFactory(configurationSection.GetSection(nameof(PubSubConfig.TagHandlerFactory)))
|
||||
.AddPublisherCore()
|
||||
.AddSubscriberCore()
|
||||
.AddManagedSubscriber();
|
||||
|
||||
@@ -1,5 +1,10 @@
|
||||
using BCG;
|
||||
|
||||
using bts;
|
||||
|
||||
using System;
|
||||
using System.IO;
|
||||
using System.Runtime.Serialization;
|
||||
|
||||
namespace BCG {
|
||||
public class TestPubItem : IPubItem {
|
||||
@@ -19,7 +24,7 @@ namespace BCG {
|
||||
}
|
||||
public class TestPublisher {
|
||||
TestPubItem _tbi = new TestPubItem();
|
||||
IPublisherCore pcore = PublisherCore.Create();
|
||||
IPublisherCore pcore = new PublisherCore();
|
||||
bool _hit_key_to_send = false;
|
||||
public TestPublisher(bool hit_key_to_send) {
|
||||
_hit_key_to_send = hit_key_to_send;
|
||||
@@ -45,4 +50,4 @@ namespace BCG {
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
Loaded 100 of 558 files, more files were not shown because too many files have changed in this diff.
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Reference in new issue
Block a user