platformmap needed value for glbx

CMakeLists.txt

@@ -25,7 +25,7 @@ if (WIN32)
   set(BUILD_ADMIN_WEB_APP OFF CACHE BOOL "Build the Admin WebApp")
 else()
   set(BUILD_SPARKD ON CACHE BOOL "Build sparkd")
-  set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
+  # set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
 endif()
 
 include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
@@ -117,7 +117,7 @@ else()
   endif()
   add_subdirectory(src/lib)
   if (BUILD_ADMIN_WEB_APP)
-    add_subdirectory(src/Spark.Admin.WebApp)
+    # add_subdirectory(src/Spark.Admin.WebApp)
   endif()
   if(BUILD_DOCS)
     add_subdirectory(doc/user)

CMakePresets.json

@@ -267,7 +267,6 @@
       "hidden": true,
       "targets": [
         "data_files_dir",
-        "admin_web_app_bundle",
         "install",
         "libspark",
         "rapidjson_project",

src/lib/api/md/GlbxMarketDataConfig.proto

@@ -0,0 +1,22 @@
+syntax = "proto3";
+
+import "lib/api/domain/SecurityCriteria.proto";
+
+package bts.api.md;
+
+option csharp_namespace = "bts.api.md";
+
+
+message GlbxMarketDataConfig {
+  uint32 unique_check_value = 1;
+  //uint32 num_depth_levels = 1;
+  //uint32 depth_throttle_ms = 2;
+  bts.api.domain.SecurityCriteria security_criteria = 3;
+  // Market data isn't subscribed for securities listed here (even if they are
+  // included by 'security_criteria'). There are some securities that don't
+  // fit into our system just yet, such as 'BTCBIDR', which trades in prices
+  // larger than our cpp 'domain::Price' class supports.
+  //repeated string excluded_securities = 4;
+  //string url_rest_base = 5;
+  //string url_ws_base = 6;
+}

src/lib/api/md/MarketDataConfig.proto

@@ -10,7 +10,7 @@ import "lib/api/md/MarketDataReplayConfig.proto";
 import "lib/api/md/DeribitMarketDataConfig.proto";
 import "lib/api/md/EmumbaDeribitMarketDataConfig.proto";
 import "lib/api/md/OkxMarketDataConfig.proto";
-
+import "lib/api/md/GlbxMarketDataConfig.proto";
 
 option csharp_namespace = "bts.api.md";
 
@@ -24,6 +24,7 @@ message MarketDataConfig {
   repeated DeribitMarketDataConfig deribit = 5;
   repeated CoinbaseMarketDataConfig coinbase =6;
   repeated OkxMarketDataConfig okx = 7;
+  repeated GlbxMarketDataConfig glbx = 8;
   // Add an entry here for all the exchanges that need their market data to be recorded
 
   repeated EmumbaDeribitMarketDataConfig emumba_deribit = 100;

src/lib/api/md/MarketDataConfigUtils.cpp

@@ -19,6 +19,8 @@ std::set<bts::api::Venue> MarketDataConfigUtils::get_live_exchanges(
       rv.insert(bts::api::VENUE_BINANCE_US);
    if (cfg.deribit_size() > 0)
       rv.insert(bts::api::VENUE_DERIBIT);
+   if (cfg.glbx_size()>0)
+      rv.insert(bts::api::VENUE_GLBX);
    return rv;
 }
 

src/lib/config/ConfigurationState.cpp

@@ -157,7 +157,7 @@ void ConfigurationState::initialize_builtins(ConfigLog *log) {
    sys.set_platform(os::platform_name());
    sys.set_unittest_environment(utils::internal::is_unittest_environment());
    sys.set_config_path(os::app_data_path("conf/").string());
-   sys.set_data_path(os::app_data_path("data/").string());
+   sys.set_data_path(os::app_data_path("data/").string());//look at this
    sys.set_os_user(os::username());
 #ifndef NDEBUG
    sys.set_build_type("debug");

src/lib/config/profiles/default/market_data.conf

@@ -9,7 +9,7 @@ HistoricMarketDataConfig {
 
 PlatformMap {
   value {
-    glbx_platform: "PLATFORM_SIM"
+    glbx_platform: "PLATFORM_MDP3ONIXS"
     ice_platform: "PLATFORM_ICEONIXS"
   }
 }
@@ -24,6 +24,8 @@ PublisherOptions {
     hot_growth: 1024
     cold_initial: 8192
     cold_growth: 2048
+    channel_prefix: ""
+    disable_heartbeat: false
   }
 }
 
@@ -97,11 +99,18 @@ CMEOptions {
     feed_engine {
       name: "mdp3feed"
       spin_time: 0
+      channels_per_thread: 3
+      data_wait: 10
+      upp_socket_buffer_size: 268435456
     }
     channel {
       id: "*"
       feed_engine: "mdp3feed"
       use_tcp_replay: false
+      recovery_queue_size: 640000
+      lost_packet_wait_timeout_ms: 10
+      use_natural_refresh: false
+      join_snapshot_on_gap: false
     }
   }
 }
@@ -222,3 +231,10 @@ MarketDataConfig {
     }
   }
 }
+
+
+ OnixsOptions {
+  value{
+      onixs_license: "{default}"
+  }
+}

src/lib/config/profiles/default/toggles.conf

@@ -9,7 +9,11 @@ OrdersSoftCleanup {
       enabled: true
    }
 }
-
+PlacementInQueue {
+  vlaue{
+    enabled: true;
+  }
+}
 RiskLimit {
 value{
   risk_limits{

src/lib/md/MDProducer.cpp

@@ -140,7 +140,9 @@ MDProducer::MDProducer(
     : _mutex(new std::mutex()), _producers(),
       _id_recorder(std::make_unique<SecurityIDRecorder>(recorder)),
       _platform(platform), _flags(flags),
-      _smapper(flags & MDProducerFlags::SecurityMapper) {}
+      _smapper(flags & MDProducerFlags::SecurityMapper) {
+         //LOG(md, Info, "MDProducer::MDProducer Constructor done");
+         }
 #endif
 MDProducer::MDProducer(MDProducer &&other)
     : _mutex(std::move(other._mutex)), _producers(std::move(other._producers)),

src/lib/md/MarketDataGateway.cpp

@@ -1,3 +1,4 @@
+#include "server/sparkd/md/platforms/mdp3_onixs/MDP3Main.h"
 #if !defined(_WIN32) && defined(SPARK_ENABLE_CCAPI)
 #include "MarketDataGateway.h"
 #include "lib/api/md/EmumbaDeribitMarketDataConfig.pb.h"
@@ -141,6 +142,10 @@ void MarketDataGateway::run() {
       bts_assert(me_->md_config.emumba_deribit().size() == 1);
       _start_emumba_deribit(me_->md_config.emumba_deribit().at(0));
    }
+   if(!me_->md_config.glbx().empty()){
+      bts_assert(me_->md_config.glbx().size() == 1);
+      _start_onix_glbx(me_->md_config.glbx().at(0));
+   }
    _start_replays(me_->md_config);
    while (true) {
       std::this_thread::sleep_for(std::chrono::seconds(1));
@@ -236,6 +241,46 @@ void MarketDataGateway::unsubscribe(MarketDataListenerID id) {
    LOG(md, Info, "Unsubscribing listener {}", id);
    me_->listeners.erase(id);
 }
+/// glbx //////////////////////////////////////////////////////////////////////
+//////////////////////////////////////////////////////////////////////////////
+static void run_onixs() {
+   LOG(md, Info, "MarketDataGateway::run_onixs t_id:{} t_name", os::get_thread_id(),
+       os::get_thread_name());
+   bts::md::MBOWriter *mbo = nullptr;
+   bts::md::TradeSummarySignalDispatcher *tssd = nullptr;
+   std::vector<std::shared_ptr<bts::md::IMDPlatform>> platforms;
+   // get all glbx symbols
+   auto cme_symbols =
+       SymbolLoader::load(bts::domain::SecurityCriteria::create({api::domain::VENUE_GLBX}));
+   if (!cme_symbols.empty()) {
+      auto *main = new bts::md::MDP3Main();
+      main->start(
+          {cme_symbols.begin(), cme_symbols.end()}, mbo, tssd);
+      platforms.emplace_back(main);
+   }
+   // deribit
+   // auto *d_platform = new bts::md::EmMDListener()
+   // Timers
+   auto &disp = utils::Dispatcher::current();
+   utils::DispatcherTimer heartbeat_timer(disp, 250, [&]() {
+      for (auto &p : platforms)
+         p->send_heartbeats();
+   });
+   heartbeat_timer.start();
+
+   disp.run();
+}
+
+
+
+void MarketDataGateway::_start_onix_glbx( bts::api::md::GlbxMarketDataConfig cfg){
+   LOG(md, Info,
+       "MarketDataGateway::_start_onix_glbx starting t_id:{} t_name:{}. "
+       "cfg:\n{}",
+       os::get_thread_id(), os::get_thread_name(), cfg.DebugString());
+   bts::md::run_onixs();
+}
+
 
 // deribit ////////////////////////////////////////////////////////////////////
 ///////////////////////////////////////////////////////////////////////////////

src/lib/md/MarketDataGateway.h

@@ -1,4 +1,5 @@
 #pragma once
+#include "lib/api/md/GlbxMarketDataConfig.pb.h"
 #if !defined(_WIN32) && defined(SPARK_ENABLE_CCAPI)
 #include "MarketDataListenerID.h"
 #include <memory>
@@ -31,6 +32,8 @@ class MarketDataGateway {
    MarketDataRegistration _start_cc(const api::md::MarketDataConfig &) noexcept;
    static void _start_emumba_deribit(
        bts::api::md::EmumbaDeribitMarketDataConfig cfg);
+   static void _start_onix_glbx(
+       bts::api::md::GlbxMarketDataConfig cfg);
    void _start_replays(const bts::api::md::MarketDataConfig &cfg);
 };
 

src/lib/md/SecurityIDRecorder.cpp

@@ -77,6 +77,7 @@ SecurityIDRecorder::SecurityIDRecorder(SecurityIDRecorderParams params)
    if (params.dispatcher) {
       _self->run(*params.dispatcher);
    }
+  // LOG(md, Info, "SecurityIDRecorder::Constructor done");
 }
 
 SecurityIDRecorder::~SecurityIDRecorder() {}
@@ -103,6 +104,7 @@ void SecurityIDRecorder::init() {
    sqlite::exec_nofail(
        _self->db, "CREATE TABLE IF NOT EXISTS security_keys (descriptor STRING "
                   "NOT NULL PRIMARY KEY, type int);");
+   LOG(md, Info, "SecurityIDRecorder::exit");
 }
 
 void SecurityIDRecorder::ensure_key(MDProducerHandle handle) {

src/lib/md/SecurityMapper.cpp

@@ -70,11 +70,17 @@ struct CppOverride : public ISecurityMapper {
 };
 
 SecurityMapper::SecurityMapper(bool enabled) : _impl() {
+   LOG(md, Info, "SecurityMapper::SecurityMapper Constructor start");
    if (enabled) {
+      LOG(md, Info, "SecurityMapper::SecurityMapper Constructor 1");
       _impl.push_back(std::make_unique<DisplayFactorMapper>());
+      LOG(md, Info, "SecurityMapper::SecurityMapper Constructor 2");
       _impl.push_back(std::make_unique<CppOverride>());
+      LOG(md, Info, "SecurityMapper::SecurityMapper Constructor 3");
       // Register more mappers HERE
    }
+   LOG(md, Info, "SecurityMapper::SecurityMapper Constructor end");
+
 }
 
 #else

src/lib/md/cme/MDP3Utils.cpp

@@ -61,7 +61,7 @@ void await_cme_config() {
    std::lock_guard<std::mutex> guard(config_mutex);
    std::string config_url;
    std::string templates_url;
-
+   // LOG(md, Info, "MDP3Utils::await_cme_confi: data_path:{}", data_path());
    if (config::get<config::DeploymentType>().type() != "dev") {
       config_url =
           "ftp://ftp.cmegroup.com/SBEFix/Production/Configuration/config.xml";

src/lib/md/vendor/OnixsUtils.cpp

@@ -41,7 +41,7 @@ OnixsTemplLicense onixs_create_temporary_license() {
    const auto &options = config::get<OnixsOptions>();
    OnixsTemplLicense linfo;
    linfo.path = options.onixs_license();
-   if (linfo.path == "{default}") {
+   if (linfo.path == "{default}" || linfo.path =="") {
       linfo.path = Path{config::get<SystemConfig>().data_path()} / "licenses";
       auto ident = boost::filesystem::unique_path("%%%%-%%%%-%%%%-%%%%.lic");
       linfo.license = {linfo.path / ident};

src/lib/orderman/gateways/ExecutionGatewayFactory.cpp

@@ -30,9 +30,10 @@ std::unique_ptr<IExecutionGateway> ExecutionGatewayFactory::create_gateway(
        conn.venue() == bts::api::VENUE_SIMICE)
       return std::make_unique<ICEExecutionGateway>(conn, pl, o);
    else if (conn.venue() == bts::api::VENUE_GLBX) {
-      if (conn.use_ilink3())
-         return std::make_unique<ilink3::GLBXiLink3ExecutionGateway>(
-             conn, pl, o);
+      //ADD ASSERT
+      // if (conn.use_ilink3())
+         // return std::make_unique<ilink3::GLBXiLink3ExecutionGateway>(
+         //     conn, pl, o);
       return std::make_unique<GLBXExecutionGateway>(conn, pl, o);
    } else if (conn.venue() == bts::api::VENUE_DERIBIT)
       //   return std::make_unique<EMExecutionGateway>(o);

src/server/sparkd/cmds/md/cmds/Run.cpp

@@ -51,7 +51,7 @@ static void run_replay() {
        replay_opts.url(), config::get<bts::md::RelayOptions>().naggle_ms(),
        replay_opts.fallback());
 }
-
+//THIS IS 
 static void run_onixs(
     bts::md::MBOWriter *mbo_writer,
     bts::md::TradeSummarySignalDispatcher *tss_dispatcher) {

src/server/sparkd/md/platforms/mdp3_onixs/MDP3Main.cpp

@@ -25,7 +25,7 @@
 using namespace std;
 using namespace bts::co2;
 using std::size_t;
-
+//THIS IS ALSO IMPORTANT 
 namespace bts {
 namespace md {
 
@@ -37,7 +37,7 @@ MDP3Main::MDP3Main()
                      }}),
       _producer(PLATFORM_MDP3ONIXS, _recorder),
       // _settlement_recorder(PLATFORM_MDP3ONIXS),
-      _engines(), _handlers(), _listeners(), _recovery() {}
+      _engines(), _handlers(), _listeners(), _recovery() {LOG(md, Info, "MDP3Main::MDP3Main::Constructor done");}
 
 MDP3Main::~MDP3Main() {}
 
@@ -86,6 +86,7 @@ const onixs::FeedEngineSettings feed_engine_settings_from_config(
    if (settings.num_threads() != 0) {
       result.threadCount(settings.num_threads());
    } else {
+      bts_assert(settings.channels_per_thread()>0);
       // If num_threads is absent determine thread count based on #channels
       result.threadCount((feed_count / settings.channels_per_thread()) + 1);
    }