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Author SHA1 Message Date
Taha Afzal 66ad51280f Reversehedging fixed 2025-04-08 22:13:33 +00:00
arham 029edd8a86 Format: ran clang format on file 2025-04-07 15:39:57 +00:00
arham dfdcbab2a0 Add: config changes to make server controller work and set up hk zen server 2025-04-07 15:33:26 +00:00
Taha Afzal 6d7c0702f0 Fixing build: 2025-04-05 23:38:05 +00:00
Taha Afzal 86eaddea93 Fixing a bug, where the spreader was isidentifying the quoting leg 2025-04-05 15:38:30 +00:00
John Colvin 57f8f3ff58 ui: Add Sniper and Reverse Hedge controls 2025-04-04 00:19:38 -04:00
John Colvin 775df2850d Add Sniper and Reverse Hedge params to spreader proto 2025-04-04 00:19:38 -04:00
Taha Afzal cb2b15f10b Adding IOC to SimExecution 2025-04-03 23:24:30 +00:00
Taha Afzal 60362a4c95 Adding reverse-hedge to spreader 2025-04-03 23:24:30 +00:00
John Colvin c6d7a8f38c ui (pnl): Use dark theme fg in "Selected" and "Total" labels
Previously, it was black and hard to read since the background is dark.
2025-03-26 14:46:44 -04:00
John Colvin 7931c62b46 ui (pnl): Hide "Override Cpp" menu item
The overrides aren't respected in (new) pnl calcs.
2025-03-26 14:35:23 -04:00
John Colvin 58518451c8 ui (pnl): Show realized/unrealized pnl in row group totals 2025-03-26 14:31:04 -04:00
John Colvin e3bad78aef fix (pnl ui): Get cash per point from security
Previously, it was hardcoded to 1.
2025-03-24 16:54:37 -04:00
John Colvin 8e9ab8f2eb fix: Don't apply cme cpp overrides to non-cme securities
Bugs (fixed):
  * The cash per point for many securities is wrong. For example, it is
    5 for all BTC securities (which is wrong).

    Cause: cpp override config that should be specific to cme is applied
    to ALL securities.
2025-03-24 20:20:53 +00:00
John Colvin 8512f414d6 fix: Don't duplicate animations when migrating pnl window settings 2025-03-24 14:53:09 -04:00
John Colvin 513fc353cf ui (pnl): Increase default width for a few columns
I noticed some data was truncated when connected to Alphaworx prod
server.
2025-03-24 14:39:40 -04:00
John Colvin 4a04beafd2 cleanup: Consoildate order extension methods 2025-03-24 11:19:51 -04:00
John Colvin 79a3251f26 fix: Make security comparison deterministic again 2025-03-24 11:19:51 -04:00
John Colvin 8785e0fecd fix: Bootstrap all observers w/ snapshot on first update
Previously, the Subscribe impl only bootstrapped the first observer
(i.e., only in first call to Subscribe).

Bugs (fixed):
  * The ladder crashes if there are working orders when the
    ticks-per-row setting is changed.

    Cause: The ladder viewmodel resubscribes to order updates each time
    the ticks per row setting changes (as this determines the size of
    the price buckets into which orders are grouped). The IObservable
    "Bootstrap" extension fn doesn't properly clean up state leftover
    from the previous subcsription when this happens.
2025-03-24 11:17:04 -04:00
John Colvin 04251c96b6 ui (pnl): Compute pnl as sum of realized + unrealized
This addresses a subtle inconsistency in the pnl window.

The old "start_pnl" and "day_pnl" values (from IPNLUnit) are computed
with respect to the mid market for both long and short positions, while
the new "unrealized" pnl values are computed with respect to the side of
the market needed to close the position (i.e., bid market for long pos,
ask for short). Consequently, the combined pnl columns weren't equal to
the sum of realized and unrealized pnl.
2025-03-24 10:13:24 -04:00
John Colvin c2d400af1a fix (pnl ui): Don't overwrite menu display settings w/ defaults 2025-03-24 10:13:24 -04:00
John Colvin 133cc16628 ui: Add menu item to open mview from pnl
Populated with the same securities as the pnl window
2025-03-24 10:13:24 -04:00
John Colvin 16f7aede93 fix: Add case for Synthetic sec type in proto conversions 2025-03-24 10:13:24 -04:00
John Colvin 2b9488faff ui: Make pnl default settings pretty
* Make profit (green) and loss (red) easier to read against dark bg
* Hide 'SOD' and 'Day' columns (just show totals)
2025-03-24 10:13:24 -04:00
John Colvin 51b6d592d3 fix (pnl ui): Negate short avg cost when translating to avg price 2025-03-23 15:17:41 -04:00
John Colvin 1eb4ceba0a ui: Add columns for long/short avg pnl
When looking at avg cost, you often really want to know the difference
between it and the current market. These columns provide that information
so you don't need to do the arithmetic in your head.
2025-03-23 15:17:41 -04:00
John Colvin dbf5cadb44 ui: Add columns for realized/unrealized pnl 2025-03-23 15:17:41 -04:00
John Colvin 90f1bb0851 refactor: Move PNL data types to spark_api csproj 2025-03-23 13:08:46 -04:00
John Colvin 547d83e1b8 cleanup: Remove unused pnl enum WaterfallPriceFlags 2025-03-23 13:08:41 -04:00
John Colvin e888149c41 Add order msg throttle to sparkd config profiles 2025-03-20 17:29:43 +00:00
John Colvin b944c3980f Show 6 decimals in spreader order log
So we can better track those rascally iceberg orders w/ small fractional
quantities
2025-03-20 14:30:35 +00:00
Taha Afzal c2a8266106 merging 2025-03-20 01:23:05 +00:00
Mohammad Arham 4277ba61b9 Fix: Okx execution only sends 2025-03-19 13:26:57 -04:00
Mohammad Arham 35cfe9533b Add filter for okx er we that were caused by orders from outside the system 2025-03-19 13:26:39 -04:00
John Colvin d49efef93d Increase ram to 8gb in alphaworx_prod config
The previous value of 4gb wasn't enough, as the container would
occasionally crash with a SIGKILL interrupt.
2025-03-19 15:26:14 +00:00
John Colvin 502ed13456 fix: Round IcebergAlgo remaining quantity
Bugs (fixed, 2nd attempt):
  * Iceberg orders w/ fractional quantities can get into a state where
    they send an infinite stream of orders w/ 0 qty
2025-03-19 14:43:24 +00:00
John Colvin 716c4dd674 tool: Add script to dump sparkd logs to sqlite db 2025-03-19 14:41:23 +00:00
John Colvin 4a2b189a07 diag: Format Price and Quantity w/ up to 6 decimal places 2025-03-17 13:00:15 +00:00
John Colvin a42edaf9fa diag: Trivial fix for log msgs in SpreaderOrder
* Format qty with fractional part
* Remove redundant log
2025-03-17 13:00:15 +00:00
John Colvin cbc142ab15 fix: Account for rounding error in IcebergAlgo fills
Bugs (fixed):
  * Iceberg orders w/ fractional quantities can get into a state where
    they send an infinite stream of orders w/ 0 qty

    Note: I also changed the number of decimal places used when rounding
    order quantities from 6 to 7 (the level of precision guarenteed by
    IEEE 754).
2025-03-17 13:00:15 +00:00
John Colvin 3980f2d030 Add order msg throttle to alphaworx_prod config 2025-03-17 13:00:15 +00:00
John Colvin 00f6d269c9 fix: Set binance routing record "operator_id" to username (not account)
Must have been a typo
2025-03-17 00:51:54 +00:00
John Colvin 10b2d38de8 tool: Add cmd to tail sparkd log file using docker compose 2025-03-17 00:51:54 +00:00
John Colvin 6d4d8f6ac1 fix: Disable ccapi order book cross check for Binance md
When enabled, the checks fail regularly (usually more than once per
hour). Sometimes many of them happen in rapid succession before sparkd
crashes. I'm disabling them in the hopes that the crosses are benign,
and this will stop the crashes.
2025-03-17 00:51:54 +00:00
John Colvin 5db89e1e8d diag: Tone down noisy order management logs
* EMNativeOrder
* OrderRouter - only log routing record result if there are errors
* OrderServiceServer
* OrderStore - also avoid calling pb::to_string twice per change (it's
  expensive)
* ServiceBridge
2025-03-17 00:51:47 +00:00
John Colvin 379a46afa2 Add order msg throttle to sim_dev config 2025-03-15 20:07:14 +00:00
John Colvin d9eff37184 fix: Don't let rounding error accumulate in mview order summarizer
Bugs (fixed):
  * Sometimes mview shows that a security has working orders when it
    doesn't. It appears to be rounding-related as the price and qty of
    the phony working orders is NaN and 0, respectively.

  Cause: Rounding error accumulates in the order summarizer. If it gets
  bad enough, the working quantity (which is computed incrementally as
  orders transition to/from a working state) may still be non-zero after
  all orders become non-working.
2025-03-15 15:21:56 -04:00
John Colvin 3d055de139 cleanup: Rename _tick_factors -> _qty_tick in mview order summarizer
It is specifically for quantity (not price).
2025-03-15 15:21:56 -04:00
John Colvin 648be7dd97 improvement: Don't resort orderbook on every order update
This causes performace issues when the orderbook is sufficiently large
(noticeable when around 20k orders).
2025-03-15 15:21:56 -04:00
John Colvin 2cac9affe4 fix: Use consistent price comp in ladder order stream
Bugs (fixed):
  * The ladder occasionally crashes when orders are changing.

    Cause: Subtle differences between the ordinal and equality comparers
    made it possible for 2 prices to be considered equal by the former,
    and not equal by the latter. Since the ladder indexes orders by
    price, a "Key not found" exception could be thrown if the equality
    comparer detected a price change that the ordinal comparer did not.
2025-03-15 15:21:55 -04:00
John Colvin 30ff3ba707 Add some null checks in LadderGridHost 2025-03-15 15:21:55 -04:00
John Colvin 9d3afd68aa ui: Format Perp and Spot exps as "Perp" and "None" 2025-03-15 15:21:55 -04:00
John Colvin 8c3de1789b fix: Apply leg price mults when computing synth book
This is necessary to support synths with BTC-USDC-SWAP legs at Okx
(because 1 "contract" == 0.01 BTC).

Bugs (fixed):
  * Price multiplier has no effect in synthetic book
2025-03-14 19:32:04 +00:00
John Colvin b251e1d47e build: Generate semantic version header from git
Dump it to console and log file when sparkd runs
2025-03-14 16:00:06 +00:00
arham 6ccd48a8ba Fix, 1e-5 orders working okx 2025-03-13 17:49:14 +00:00
John Colvin 41d84f7f73 Change externals submodule url from ssh to https 2025-03-13 17:08:04 +00:00
John Colvin 795062864d fix: Fix typo in permission filter comparison (change == to !=)
Bugs (fixed):
  * The orderbook and ladder blink/flicker when orders change if logged
    in as non-bts user.

    Cause: The permission filter acted as if the predicate itself
    changed everytime an order changed. As a result, it would fire one
    update to cleared all values, then fire another to add items that
    pass the "new" predicate.
2025-03-13 10:39:33 -04:00
John Colvin 1ff72e9444 fix (ui): Show fractional order qty in activity log
Also fix formatting - change "price @ qty" to "qty @ price"
2025-03-13 10:39:33 -04:00
John Colvin e13b5066a3 fix: Preserve fractional qty when modifying existing order in ticket 2025-03-13 10:39:33 -04:00
Mohammad Arham 5ba7901258 Fix: undo special case for btc swap and add ccp for swaps 2025-03-12 20:47:44 +00:00
Mohammad Arham bc6eb59110 Fix: Change cttype from optional to string 2025-03-12 20:45:27 +00:00
John Colvin 5ae5a5dcbf fix: Add switch case for PositionSide::BOTH in binance futs gw
In this case, the position is signed (unlike LONG and SHORT).
2025-03-12 14:55:56 +00:00
John Colvin 7966bcce77 fix: Change trade id from uint32 to int64 2025-03-12 04:27:54 +00:00
Mohammad Arham ff86b10895 Fix: temp fix to move okx btc swap to config for min tick 2025-03-11 20:35:24 +00:00
John Colvin ea3c0717d8 fix: Remove erroneous assert from binance usds futs gateway 2025-03-11 19:48:11 +00:00
John Colvin d0abca3fd9 Fix symbols and account alphaworx_prod config 2025-03-11 19:47:34 +00:00
John Colvin 7895fe7357 Remove taifex and glbx from NotSimExecution in conf profiles 2025-03-11 15:24:08 +00:00
Mohammad Arham 6f5f4f5cc2 Fix: okx excution working now 2025-03-11 14:25:42 +00:00
John Colvin 066a0ba693 ui: Use dark theme foreground in mini orderbook, fills popups
It was black in a couple places before, making it hard to read.
2025-03-10 14:47:58 -04:00
John Colvin c2b67b4813 fix: Check for null in orderbook root algo type filter 2025-03-10 14:47:58 -04:00
John Colvin ecad456a2d fix: Apply exp filter to popup grids in pnl window 2025-03-10 14:47:58 -04:00
Taha Afzal 2cb3cfdcdd Spreader's orders were hardcoded to be DAY, now it gets it from the parent 2025-03-10 17:22:08 +00:00
Taha Afzal 0ebc8e5b4b Orders in DB are deleted on server bounce 2025-03-10 15:42:12 +00:00
John Colvin 2072105c0f cleanup: Add using aliases to make code more concise 2025-03-10 14:53:07 +00:00
John Colvin d663c86aa0 improvement: Only load synth metadata from disk once in md dumper
Instead of every time a synth is dumped (i.e., do it lazily, outside the
loop body)
2025-03-10 14:53:07 +00:00
John Colvin 4a2dfa46a1 improvement: Print delimiter line when dumping secs to console 2025-03-10 14:53:07 +00:00
John Colvin 6e35db6a24 improvement: Apply filter to shared mem secs in md dumper
Previously, filter only applied to db securities (i.e., when --db flag
was used)
2025-03-10 14:52:39 +00:00
John Colvin b45dc3bc2d fix: Preserve create time when order is updated
Bugs (fixed):
  * Order create time mirrors last update time (it should never change).
2025-03-10 05:24:49 +00:00
John Colvin a1912907b8 Add brief readmes for sparkd config profiles 2025-03-10 05:24:49 +00:00
John Colvin b1b3dcdeb8 Add sim_dev config profile for sparkd 2025-03-10 05:24:49 +00:00
John Colvin 03dc8ef767 Add boto3 to py venv, so we can retrieve secrets from aws 2025-03-10 05:24:49 +00:00
John Colvin 975bf56c2a fix: Don't spam binance w/ listen key requests
Sleep for a few seconds before trying again on failure.
2025-03-10 05:24:49 +00:00
John Colvin 3f58c2ce84 Add script to install aws cli
The aws cli can be used to configure credentials in the shell in order
to retrieve secrets (e.g., production api keys for alphaworx, etc.).
2025-03-10 05:24:49 +00:00
John Colvin 96f28acf91 Add dev config profile for sparkd 2025-03-10 05:24:49 +00:00
John Colvin c2c2658e21 Add alphaworx_prod config profile for sparkd 2025-03-10 05:24:49 +00:00
John Colvin d6b8e359cd Expand environment vars in binance gw config 2025-03-10 03:05:59 +00:00
John Colvin 84a0850d95 Tweak binance_dev config profile
* Factor out repeated symbol list into SymbolLists entry
* Change "binance_dev" account to "BINANCE_DEV" in exe gw json
* Adjust log level
* Remove unused config:
  - ExchangeSubAccounts
  - JetFIX_Connection.max_order_msgs_per_window
2025-03-10 03:05:59 +00:00
John Colvin 4effdc4160 diag: Log when http buffers are resized in binance exe gws 2025-03-10 03:05:59 +00:00
John Colvin b9fe39f6e3 refactor: Make MDRecorder join the run thread in destructor
This wasn't broken, but detached threads bother me.
2025-03-10 03:05:59 +00:00
John Colvin b555850015 build: Package & deploy sparkd with docker compose 2025-03-10 03:05:59 +00:00
John Colvin 23794fa30d devcontainer: Add docker in docker
Also remove default port bindings in devcontainer (so the "docker in
docker" sparkd can use them). It's easy enough to manually bind ports
in vs code.
2025-03-08 05:20:08 +00:00
John Colvin 90b5a309a3 cleanup: Make a couple fns const
Probably a typo, since these fns don't mutate anything.
2025-03-08 05:20:08 +00:00
John Colvin 07beda3fc6 fix: Support fractional show qty in iceberg orders 2025-03-07 20:42:24 +00:00
Taha Afzal e3c1ea70f2 Spreader orders can now be entered in fractional qty 2025-03-07 05:24:39 +00:00
Mohammad Arham 93b93969f5 Add: config to control databento md better 2025-03-06 02:44:40 +00:00
Mohammad Arham 0a10111846 Small changes to make cboe md work 2025-03-06 02:44:07 +00:00
John Colvin eee00cc407 diag: Integrate websocketpp with our logging system
* Unifies log message structure for improved readability
* Grants us runtime control over log levels via config
2025-03-05 20:48:14 +00:00
John Colvin 0eb58eaba8 fix (preemptive): Pass websocket io_context to PImpl ctr
The 'io_context' member var is accessed in the constructor (it must be
initialized before that happens).
2025-03-05 20:42:50 +00:00
John Colvin 12f6733d1e cleanup: Remove unnecessary account mapping in binance_dev conf 2025-03-05 18:04:04 +00:00
John Colvin 93a0984ed1 Filter out non usdc/usdt spots in binance_dev conf 2025-03-05 18:04:04 +00:00
John Colvin b7e9c393a0 fix: Don't sign binance listen key requests
The spots and usds futures apis ignore the unnecessary signature params,
but the cross margin api responds with an error.
2025-03-05 18:04:04 +00:00
John Colvin aa602b3fd6 tool: Add cross margin reqs to binance.env 2025-03-05 18:04:04 +00:00
John Colvin b4b8cabdae tool: Add listen key reqs to binance.env 2025-03-05 18:04:04 +00:00
John Colvin cfe06869b3 tool: Support empty query params in binance_orders_client.sh 2025-03-05 18:04:04 +00:00
John Colvin b177ed1cc0 fix: Include listenKey param in listen key refresh req (binance)
The cross margin api requires this. Spots and futures apis don't, but
including it for them is harmless. I also changed the response json impl
to treat the 'listenKey' field as optional (it's omitted in the cross
margin api).
2025-03-05 18:04:04 +00:00
John Colvin ff17a64933 cleanup: Remove unnecessary includes 2025-03-05 18:04:04 +00:00
John Colvin 81a1fe11f6 feat: Add binance gw for cross margin orders
Spots only
2025-03-05 18:04:04 +00:00
John Colvin ad5bf88fcf refactor: Rename user_data_streams dir, ns without plural 's'
There is one user data stream for Binance Spots, and another for Usds
Futures. We model both of these user data streams in separate folders,
so each "user_data_stream" dir represents a single stream.
2025-03-05 18:04:04 +00:00
John Colvin e15f155ac9 refactor: Abstract out common binance gw code
For all sub-venues to use
2025-03-05 18:04:04 +00:00
John Colvin 6d6822cd65 refactor: Rename binance exe gw filenames so they are unique
The debugger gets confused when a particular lib contains multiple
source files with the same name (in different dirs).
2025-03-05 18:04:04 +00:00
John Colvin ace0c70516 fix: Trim account name string when converting to Fill proto 2025-03-05 18:04:04 +00:00
John Colvin e9e5059bc2 fix: Disable CURLOPT_FAILONERROR to always get response body
Even when the http error code indicates failure. The payload may contain useful
information about the error.
2025-03-05 18:04:04 +00:00
John Colvin cde72f51a0 Improve logging/error reporting in binance execution gw
In the process, consolidate binance exe report stores into single class.
2025-03-05 18:04:04 +00:00
John Colvin e1fd49ae32 cleanup: Specify bts account directly in binance gw config
This eliminates the need for an ExchangeSubAccountResolver.
2025-03-05 16:00:43 +00:00
John Colvin 274f3f98e4 cleanup: Replace includes w/ fwd declares in header 2025-03-05 16:00:43 +00:00
John Colvin a4b7d84318 fix: Reject orders w/ invalid TimeInForce at binance
Do this internally (before sending them to the exchange)
2025-03-05 16:00:43 +00:00
John Colvin be17205094 fix: Report internal reject msgs to ExecutionReport
For Binance execution gateways (spots and usds futures)
2025-03-05 16:00:43 +00:00
John Colvin 6ef9bee8e4 Add reconnect behavior to WebsocketClient 2025-03-05 16:00:43 +00:00
John Colvin 2c8b3563f1 cleanup: Perform basic init in WebsocketClient ctr 2025-03-05 16:00:43 +00:00
John Colvin 71f7e64ccb Move config profiles dir to server/sparkd 2025-03-05 16:00:43 +00:00
John Colvin c31b44ecfb diag: Log when config server starts and show url 2025-03-03 19:32:16 +00:00
John Colvin 19efb77e07 tool: Add some usds futures requests to binance.env 2025-02-24 15:12:45 +00:00
John Colvin 76de640421 diag: Show Binance sub-venue in log message prefix
Otherwise it's hard to tell which Binance venue the log is about (e.g.,
spots, usds futures, etc.).
2025-02-24 06:16:22 +00:00
John Colvin fb030742d3 Clean up binance_orders_client.sh a bit, add docs 2025-02-24 06:06:15 +00:00
John Colvin 73608f1b45 perf: Run each ccapi md session on its own thread 2025-02-24 06:04:52 +00:00
John Colvin 58aebe7002 diag: Reduce log noise in CCApiMarketDepthAdaptor 2025-02-24 06:04:52 +00:00
John Colvin 299cb0b29e diag: Log when curl_global_init/cleanup is called
It should only happen once for the whole app (so it shouldn't be noisy).
2025-02-23 20:08:52 +00:00
John Colvin 06663f711e improvement: Only call curl_global_init/cleanup once
Avoids unnecessary overhead (plus their docs say it only needs to be
done once for the whole app). These fns have "global" in their name for
a reason.

https://curl.se/libcurl/c/curl_global_init.html
2025-02-23 20:08:52 +00:00
John Colvin 51479f4885 fix: Disable signal handling in curl
This avoids a strange stack corruption bug related to set/longjmp.

https://stackoverflow.com/questions/9191668/error-longjmp-causes-uninitialized-stack-frame
2025-02-23 20:08:50 +00:00
John Colvin 5b520ba241 cleanup: Get rid of custom fmt::formatter for security proto
Security proto objects are large, so we shouldn't pass them by value to
the log system. The custom formatter's presence makes this easy to do by
accident.
2025-02-23 19:05:42 +00:00
John Colvin f0651a5341 tool: Add flag to roll logs without running sparkd 2025-02-23 15:36:10 +00:00
John Colvin 897e0990a2 diag: Improve logging in SecurityCache 2025-02-23 15:36:10 +00:00
John Colvin 30e1ae5c3c Add Binance execution to config profile 2025-02-23 15:36:10 +00:00
John Colvin efe83f81ec fix: Index live securities (as well as db ones) in SecurityCache 2025-02-23 15:36:10 +00:00
John Colvin 5fb21ada97 diag: Add sec id to PositionMap log 2025-02-23 15:36:10 +00:00
John Colvin 58edd07f6b fix: Check for empty string in strn fns 2025-02-23 15:36:10 +00:00
John Colvin 9d81354c3a Add binance_orders_client.sh for quick/easy troubleshooting 2025-02-23 15:36:10 +00:00
John Colvin 0f37be89a4 Fix typos in binance.env 2025-02-23 15:36:10 +00:00
John Colvin f6586fe636 Activate ccapi exchanges according to md config at runtime
Previously, the list of exchanges ccapi would activate was determined at
build time.
2025-02-23 15:36:08 +00:00
John Colvin 7827ccc0e7 Update externals to get ccapi v6.12.0 2025-02-23 15:35:35 +00:00
John Colvin af6a2acc0a perf: Send Binance md rest reqs on background thread 2025-02-23 06:10:36 +00:00
John Colvin 84abf59a55 feat: Add binance spots execution 2025-02-23 06:10:36 +00:00
John Colvin 2fc1d30bf1 Add binance_usds_futures_testnet config profile
To activate this config profile, run:

tools/sparkd_profile.sh binance_usds_futures_testnet
2025-02-23 06:10:36 +00:00
John Colvin 4dcd5d63a1 tool: Add script to easily switch between spark.conf profiles 2025-02-23 06:10:36 +00:00
John Colvin 63e5697b20 Unify conf and conf_json dirs
Put all files (.conf and .json) in sparkdata/conf. This allows us to
implement config profiles via symlink.
2025-02-23 06:10:36 +00:00
John Colvin 8e5cb100a7 fix: Assign BTS account to ExecutionReport
Not external exch account
2025-02-23 06:10:36 +00:00
John Colvin 938bee1817 Validate ExecutionReport before invoking callback 2025-02-23 06:10:36 +00:00
John Colvin d48af15480 diag: Log warning if ExecutionReport acct not same as order def 2025-02-23 06:10:36 +00:00
John Colvin e3b2e98cd9 fix build: Add JsonReader.cpp to client & api server builds 2025-02-20 00:55:48 -05:00
John Colvin ee53fb854c ui: Make buy/sell button bg darker in order ticket
The buttons looked washed out; too bright, yet pale.
2025-02-20 00:49:59 -05:00
Taha d36e2d61f6 Fixing PNL for both crypto and non crypto 2025-02-19 19:06:12 -05:00
John Colvin bfff3ea5fe fix (preemptive): Check for null sec in ExecutionReport::to_string
I don't think it's ever a nullptr in practice, but if that changes, this
fn shouldn't seg fault.
2025-02-19 23:14:18 +00:00
John Colvin 059c03d289 cleanup: Removing docker submodules again
...they're back. It's like Night of the Living Dead submodules!
2025-02-19 22:50:29 +00:00
John Colvin 8c561f7886 improvement: Pass account/order updates by move (not value) 2025-02-19 22:50:29 +00:00
John Colvin 288567d1eb cleanup: Pass JetFIX cfg directly to binance usds futs exe gw 2025-02-19 22:50:29 +00:00
John Colvin ecfc5405fe refactor: Move macro defined json fns to cpp file
Some fns are big (shouldn't be inlined); plus its best to avoid exposing
macros in headers.
2025-02-19 22:50:29 +00:00
John Colvin 8db34a2a11 Add json & fmt formatters for order & sec protos 2025-02-19 22:50:29 +00:00
John Colvin 91094c4d84 refactor: Make parse_uint support generic char iterator 2025-02-19 22:50:29 +00:00
John Colvin dae8c85d73 fix: Check strlen when making order/fill keys
Although the string data is stored in a fixed size array, it isn't
necessarily the full length.
2025-02-19 22:50:29 +00:00
John Colvin abdd98082f Move BrokerProxy do_work fn to cpp
Doesn't make sense to inline; it's too big.
2025-02-19 22:50:29 +00:00
John Colvin 2f6aa785ab Use object_pool wrapper to count allocations and assert if too many 2025-02-19 22:50:29 +00:00
John Colvin 7acf1f7043 diag: Improve logging in PositionMap 2025-02-19 22:49:30 +00:00
John Colvin 1c3c7a078a diag: Improve logging in binance usds futures exe gateway
Also propagate error msgs through the execution report (so we can see
them in the front end).
2025-02-19 22:49:30 +00:00
John Colvin 93ace52bfa diag: Periodically log ActorThread work cycle speed
So we can better detect slowness, blockage, etc.
2025-02-19 22:49:30 +00:00
John Colvin b5d97c0b1b refactor: Consolidate ExecutionGatewayProvider/Factory code
It's easier to read and manage code when you're not constantly jumping
to and fro across a bunch of files.
2025-02-19 22:49:30 +00:00
John Colvin 284aa53ad4 Add script to run sparkd and roll over log w/ timestamp suffix
So each run gets its own log file
2025-02-19 22:49:30 +00:00
John Colvin 8a9952f52d diag: Improve logging in ServiceBridge 2025-02-19 22:49:30 +00:00
John Colvin 748aafaab3 cleanup: Remove unnecessary includes 2025-02-19 22:49:30 +00:00
John Colvin 3ba30c70de cleanup: Normalize indentation in orderman_cfg.conf
It was all over the place before; unreadable
2025-02-19 22:49:30 +00:00
John Colvin e72f465999 diag: Improve logging in OrderManager 2025-02-19 22:49:30 +00:00
John Colvin f3d93f7749 fix leak: Replace object pool raw ptrs w/ shared ptrs 2025-02-19 22:49:30 +00:00
Mohammad Arham 8d142b8a74 Fix: forgot to push a file 2025-02-19 03:36:14 +00:00
Mohammad Arham 8210b9f35f Fix: change onix exe so it uses dispatch fix msgs 2025-02-19 03:33:00 +00:00
Mohammad Arham 12b20b05ce Fix: OKX executions sends er only when dispatch called 2025-02-18 16:02:10 +00:00
Mohammad Arham 72efbccdbd Fix: USDC swaps md working for okx 2025-02-14 23:02:49 +00:00
Mohammad Arham 33643e9eab Fix: make log resize work again 2025-02-14 22:59:35 +00:00
Mohammad Arham 0f6dc6f40b Fix: Typo in Okx execution 2025-02-13 23:38:27 +00:00
Mohammad Arham 8c778f5e41 Fix: Added tdmode to config for okx execution 2025-02-13 23:32:53 +00:00
Mohammad Arham f308654200 Fix: okx execution fix large spreader orderd 2025-02-13 23:27:32 +00:00
Mohammad Arham bdf5b980fc Add: config for sim trading 2025-02-13 22:06:23 +00:00
Mohammad Arham 914ac597cd Vesrsion: Update to v2.2.5 deploying to jame prod 2025-02-13 14:40:27 +00:00
Mohammad Arham 4aa6a77680 Fix: OKX execution works as long as spreader not to big 2025-02-13 06:09:43 +00:00
Mohammad Arham 6b59dd84ee Fix: Ordermanager will not try to remake orders from er after restart 2025-02-13 06:09:01 +00:00
Mohammad Arham 4e2c5f2d17 Fix: Okx USDT perps fix re added 2025-02-13 06:08:27 +00:00
Mohammad Arham 9a1b94a1b0 Add: fill id to okx execution report 2025-02-13 01:13:50 +00:00
Mohammad Arham 13b3c55771 Change: lst msg only entered if error 2025-02-12 23:13:59 +00:00
Mohammad Arham d0a6fcdb9c Add: Stricter Assert if websocket goes down okx execution 2025-02-12 22:23:53 +00:00
John Colvin 1eb13028c1 ui: Get qty display settings from md instead of config 2025-02-12 15:59:51 -05:00
John Colvin 424e5ff16b Get Spark version at runtime via reflection
So it doesn't need to be hardcoded per release
2025-02-12 15:59:51 -05:00
John Colvin bed389885b Support qty tick size 10e-9
Some spots at OKX need this (e.g., BTC-AED)
2025-02-12 20:42:28 +00:00
John Colvin 85cf25a57a fix: Get min qty and min increment from correct fields in okx json
"lotSz" represents min qty, and "minSz" represents min qty increment. We
had them backwards before.
2025-02-12 20:36:40 +00:00
John Colvin 61471d4675 diag: Show qty info fields in FixedSecurity json 2025-02-12 20:34:48 +00:00
John Colvin d83435d49d Move FixedSecurity to_json fn to cpp
Doesn't make sense to inline; it's too big.
2025-02-12 20:34:47 +00:00
John Colvin 582fc10dce Add get_binance_md.sh for quick/easy troubleshooting 2025-02-12 20:34:47 +00:00
John Colvin 5969985d24 cleanup: Remove unnecessary includes 2025-02-12 20:34:47 +00:00
John Colvin fabe7d665c devcontainer: Install clang-format extension 2025-02-12 20:34:47 +00:00
John Colvin 7ce75bb8e7 devcontainer: Increase ram and shared mem
In order to support large symbol sets for Alphaworx
2025-02-12 20:34:47 +00:00
Mohammad Arham b8e1c3cd60 Add: Fix build Issue 2025-02-12 19:48:52 +00:00
Taha 4909944694 Fixing PNL for perps (its base don mid market now) 2025-02-12 11:20:55 -05:00
Mohammad Arham 7258af09b4 Add: Basic Okx execution working 2025-02-12 11:55:50 +00:00
Mohammad Arham 7f2ce6c1a9 Add: Okx execution cfg 2025-02-12 11:06:45 +00:00
Mohammad Arham 4835725e1c Add: diag logging to gttp client 2025-02-12 11:06:09 +00:00
Mohammad Arham 6a9e8de475 Deployment: Updating version numbers 2025-02-11 05:06:21 +00:00
Taha Afzal 4639951acc Fixing Sprader's reportin of its filled qty 2025-02-11 03:04:30 +00:00
Taha d8de211aac Front end does NOT filter nay CBOE or CME expirations 2025-02-10 17:49:14 -05:00
John Colvin 87394bc60b ui: Increase Currency col width so filter icon isn't clipped 2025-02-10 15:31:31 -05:00
John Colvin beba30f65c fix (ui): Remove temp hack that assumed synth qty always notional 2025-02-10 15:31:31 -05:00
John Colvin 2d58424d8f ui (mview): Hook up currency filter in vm
Make it a discrete values filter (listbox) while we're at it. This seems
more practical than regex.
2025-02-10 15:31:31 -05:00
John Colvin d1bbfa3791 Revert batch subscribe change in Binance 2025-02-10 19:59:42 +00:00
John Colvin aab17f460f cleanup: Remove docker submodules again
They just keep coming back.
2025-02-10 19:59:32 +00:00
John Colvin 461ef53322 devcontainer: Clean up and simplify
* Remove mounted dirs (the repo is automatically persisted in a volume)
* Remove user specific shell env initialization scripts (they're more
  trouble than they're worth, often break the devcontainer build)
* Remove redundant settings already defined in settings.json
2025-02-10 16:55:53 +00:00
Taha Afzal 2486bc90b2 Spreader is hooked to the priceCal dropdown while creating the spreader 2025-02-10 03:10:11 +00:00
John Colvin 1c5cbaf60b Change: Update version to 2.2.4-1 2025-02-08 13:19:41 -05:00
John Colvin b8de447cfb fix (pnl ui): Assume rows w/ exp DateTime.MinValue are Spots
Not the most elegant fix, but it'll do for now.

Bugs (fixed):
  * The Pnl window groups perpetual futures with spots
2025-02-08 13:18:27 -05:00
Mohammad Arham 8bfc2d40f9 Update: V2.2.4 pnl working now 2025-02-08 12:43:13 -05:00
Taha c09fd71c94 Fixing PNL for spots 2025-02-08 06:55:07 -05:00
Mohammad Arham f3b037553e Add: Batch subs in binance sub 2025-02-08 06:44:10 +00:00
Taha Afzal d386d93166 SpreaderChildOrder::on_order_udpate, changing an asserrt to an error lgo to monitor condition 2025-02-07 15:06:16 +00:00
Mohammad Arham 5217742c71 Add: SendingTime tag to cboe execution 2025-02-07 12:26:11 +00:00
Taha c59ec95460 Sheets and spreadbox theos can now optionally be set to market mid 2025-02-06 17:42:12 -05:00
Mohammad Arham 70f01583ec ADD: CBOE TIME and SALES working 2025-02-06 20:42:58 +00:00
Mohammad Arham 66d2f9eb63 Add: Quote algo updates, theos removed 2025-02-06 03:08:46 +00:00
John Colvin 4625bed8b8 Change: Update version to v2.2.3-1 2025-02-05 17:01:11 -05:00
John Colvin f18fb332b5 fix (orderbook): Make ColumnKeys enum 64bit
We rely on bit flags to indicate "dirty" columns in the vm. Need to do
this now that we have > 31 columns.
2025-02-05 17:01:11 -05:00
John Colvin 8746a6f5ca fix (orderbook): Refresh Notional Value view when it changes in vm 2025-02-05 16:30:13 -05:00
John Colvin 702d47abb5 fix (orderbook): Fix typos in default settings for Notional Value 2025-02-05 16:29:29 -05:00
John Colvin bf2a54717c ui (orderbook): Add Filled Notional Value column 2025-02-05 16:13:34 -05:00
John Colvin 9db779fb25 fix (hack): Assume synth quantities are always notional values 2025-02-05 16:07:07 -05:00
Mohammad Arham f55ddec708 Add: Vesrion logs to bothserver and client 2025-02-05 09:50:33 -05:00
Mohammad Arham 6e942dd2d4 Change: Updated version to v2.2.3 2025-02-05 08:38:31 -05:00
Mohammad Arham 142310a17a Add: SPXW to default for cboe 2025-02-05 12:16:47 +00:00
John Colvin 7f99a89a95 ui (fills): Add notional value column 2025-02-05 00:00:41 -05:00
John Colvin bfce663b4b fix (orderbook): Hook up notional val filter in vm, persist settings 2025-02-04 23:42:58 -05:00
John Colvin 33c743643d fix (orderbook): Include fractional qty in notional val 2025-02-04 23:34:47 -05:00
Taha Afzal 858e0a389b Fixed the issue where a notioanal quoter would send a 0 qty order 2025-02-05 04:16:53 +00:00
Taha Afzal 9c3bb85674 Notional qty handling in spreader 2025-02-05 04:16:53 +00:00
Taha Afzal f4930e8cd4 Added notional to PriceCalc type for the sprader, added code to compute notional books in SpreaderUtils 2025-02-05 04:16:53 +00:00
John Colvin f21e7f3602 ui (orderbook): Show synth notional value in terms of first leg 2025-02-04 16:54:37 -05:00
John Colvin b56c35aca4 ui (ladder): Show synth notional value in terms of first leg 2025-02-04 16:54:37 -05:00
John Colvin e6ac83196e fix (benign): Actually dispose _vm_sub in LadderGridHost 2025-02-04 16:54:37 -05:00
John Colvin 7b6f74fc4a cleanup: Get rid of 'mimic tt' ladder config
This config was leftover from custom DJ work. We no longer need it.
2025-02-04 16:54:37 -05:00
John Colvin f754953fac cleanup: Remove duplicate equality check 2025-02-04 16:54:37 -05:00
Taha 2dd1143d9f Fixed spx spreadbox theos 2025-02-04 16:31:17 -05:00
Mohammad Arham e1ee3275d8 Add: Filter secs upto n months databento 2025-01-31 21:46:11 +00:00
John Colvin 2549e406f3 fix: Compute notional value correctly when ticks per row > 1
It's the sum of price * qty for each level in the row. Previously, we
were multiplying the total qty by the same price (smallest in the row).
2025-01-29 16:28:28 -05:00
John Colvin d5024f1858 fix build: Don't check if unsigned int < 0 2025-01-28 20:20:06 +00:00
John Colvin 3623ac96db fix: Multiply array size by sizeof(T) 2025-01-28 20:19:51 +00:00
John Colvin 19834625f9 fix: Don't fall through switch case 2025-01-28 19:59:32 +00:00
John Colvin c8fc649b6b fix build: Pass config arg to cmake --build
For Ninja Multi-Config builds (i.e., api server and data streams)
2025-01-28 19:59:09 +00:00
John Colvin 6b1fc1c413 cleanup: Remove unused code 2025-01-28 19:59:09 +00:00
John Colvin 6f086532ac cleanup: Convert co2::TradeMessage in DomainSecurityUtils
Instead of domain::TradeRecord constructor. The domain types should have
minimal dependency on protos.
2025-01-28 19:59:09 +00:00
John Colvin dc66282225 cleanup: Rename UINT32 -> VALUE in qty macro names
Should have done this when we changed qty primitive from uint32 to float
2025-01-28 19:59:09 +00:00
John Colvin e2c74c0bb3 cleanup: Don't redefine CONTAINS macro 2025-01-28 19:59:09 +00:00
John Colvin e89d50eec1 cleanup: Move large fns from header to cpp 2025-01-28 19:59:08 +00:00
John Colvin 8bebbc278d cleanup: Get rid of 'using namespaces'
In headers, this is an objectively bad practice, since the type aliases
leak into dependent code and can cause unexpected naming conflicts. In
source files, it is debatable, but I prefer explicit aliases of the form
'using Foo = Bar'. The intentions are clear, and the resulting code is
naturally resistent to naming conflicts.
2025-01-28 19:59:08 +00:00
John Colvin 2e6d12c9c1 cleanup: Remove unnecessary includes 2025-01-28 19:59:08 +00:00
John Colvin 102a5e23ea vscode: Add Tests Sparkd entries to tasks.json 2025-01-28 19:59:08 +00:00
John Colvin 582dc791db vscode: Add Run Sparkd (Skip Build) entry to tasks.json 2025-01-28 19:59:08 +00:00
John Colvin afb35d8c25 Compute synth book qty in terms of first leg 2025-01-28 19:59:08 +00:00
John Colvin 3a32ed5fe6 Fix BookSide equality operators 2025-01-27 16:35:22 +00:00
John Colvin 4e01697327 Add equality and output operators to BookLevel 2025-01-27 16:25:32 +00:00
John Colvin 22032c1742 Add fmt::formatter for domain::Side
So we can pass it to LOG macros, etc.
2025-01-27 16:25:15 +00:00
John Colvin 0a9bce317c Add contract qty info to security proto (and FixedSecurity)
We should get this kind of security metadata from the exchange rather
than config.
2025-01-25 20:41:47 +00:00
Mohammad Arham 40e44db597 Fix: Added GCHandle in attempt to fix ui crash 2025-01-22 02:15:55 -05:00
Mohammad Arham 4a447e44e1 Add: Version to first log 2025-01-22 02:14:19 -05:00
John Colvin b1f4654b3c Fix benign typo in publish_spark.py 2025-01-21 17:28:50 -05:00
John Colvin 9d350334c0 fix build (installer): Fix install path typo in publish_spark.py 2025-01-21 17:28:05 -05:00
John Colvin ac597f505f fix build (installer): Set CMAKE_INSTALL_PATH for spark preset 2025-01-21 17:19:15 -05:00
John Colvin 147d9ceb1f ui: Enable net change price display for synths in ladder 2025-01-21 13:11:16 -05:00
John Colvin 377804dfb9 fix (ui): Don't crash on bad regex in grid filters
Wrap Regex construction in try/catch. This is from user input, so of
course we can't assume it will be valid.
2025-01-21 09:26:37 -05:00
John Colvin 0d26401961 fix: Preserve tick_factors in TickDisplaySettings "with" ext
Not sure this was a bug in practice, but it was definitely wrong.
2025-01-21 01:24:23 -05:00
John Colvin 889e226151 feat: Add setting to show notional values in ladder 2025-01-21 01:24:23 -05:00
John Colvin 986d53f4e0 ui: Make ladder size format text editable
This is the best of both worlds: the user can choose from one of the
canned presets in the dropdown, or specify a custom string format.
2025-01-21 01:24:23 -05:00
Taha d13ba2968a DateTimeExpanstionStream col name changes 2025-01-20 15:34:11 -05:00
John Colvin 1a192c8117 feat: Add setting to show ladder prices in basis pts from mid 2025-01-20 14:15:49 -05:00
John Colvin 5e36d4801c cleanup: Remove redundant if/else code 2025-01-20 13:31:41 -05:00
John Colvin 2cf6411ca7 fix: Send exchangeInfo req via our HttpClient instead of ccapi
Bugs (fixed):
  * We get a boost beast exception about the read limit being exceeded
    when requesting securities from Binance prod url (testnet works).
2025-01-19 14:21:11 +00:00
John Colvin e99df129d5 cleanup: Remove erroneous include 2025-01-18 22:54:06 +00:00
John Colvin d07c01bd17 ui: Support ladder ticks-per-row setting for synths
The ticks-per-row control was likely hidden by accident in the first
place. I'm guessing the original intent was to only hide the Price Terms
control for synthetics. At the time, there were no other controls in the
group box, so it made since to hide the whole thing. Some time later, we
added the ticks-per-row setting to the same group box, and forgot to
make the groupbox visible again.
2025-01-17 13:11:09 -05:00
Taha Afzal d69673c524 Previous change was not setting the create time for orders, fixing that + changign one log level to Dag 2025-01-17 07:00:57 +00:00
Taha Afzal 4ee595cdaf Fixing the issue were fractional fills on a working order could result in overfills being reported (it was only a reporting issue) 2025-01-17 06:38:38 +00:00
Mohammad Arham 6fcaf07df0 Fix: binance execution working on sim 2025-01-17 00:59:22 +00:00
Taha Afzal 492d48d886 Added qty_multiplier to spreader.proto 2025-01-16 20:18:26 +00:00
Taha Afzal b6a56e768b Adding config boolan config publish_boostrap_books_only to MarketDataReplayConfig which allows MDReplayer to only publish the bootstrap of all the books 2025-01-16 20:18:26 +00:00
Taha Afzal 3e2b5976a8 Minor changes and ocmments, to allow for fractional qtys 2025-01-16 20:18:26 +00:00
Mohammad Arham edd3f6cbd6 FIX: Orderbook quantity display fixed 2025-01-15 14:47:09 -05:00
John Colvin 2e9347341b fix: Don't throw ex just because leg qty is 0
ContractLegEnumerable shouldn't be responsible for security validation.
2025-01-14 12:58:58 -05:00
John Colvin 2061e38349 fix: Hook up mview venue filter in vm 2025-01-13 00:11:43 -05:00
Mohammad Arham 650dd57b6d FIX: increase max symbo count from 32 to 1024 2025-01-13 04:42:13 +00:00
Mohammad Arham 82747f7dc0 Fix: OKX perp swaps are same as futures now 2025-01-13 04:41:29 +00:00
John Colvin 04b26904a3 ui: Sort exchanges in grid filter dropdown 2025-01-12 15:10:20 -05:00
John Colvin f123e4c72c ui: Add Exchange col to mview 2025-01-12 15:10:20 -05:00
John Colvin b887cbebab fix: Actually capture emumba deribit cfg obj by value
The previous "fix" didn't actually work because, although the lambda
captured the obj by value, the thread captured the lambda by reference!
2025-01-09 16:53:22 +00:00
John Colvin 14e975bc7e vscode: Add Spark (Skip Build) entry to tasks.json 2025-01-09 11:23:30 -05:00
John Colvin 064f557057 ui: Sort accounts in ladder/ticket dropdown 2025-01-09 11:23:30 -05:00
John Colvin 4d106b5e6c ui: Fix alignment issues in order ticket 2025-01-09 11:23:30 -05:00
John Colvin 9fbeaf0d68 ui: Make TickUpDown style match default (dark) Button
* Set BorderThickness to 0
* Use same mouse-hover background as Button
2025-01-09 11:23:30 -05:00
John Colvin 4018ac8b78 ui: Add tooltips to order ticket 2025-01-09 11:23:30 -05:00
John Colvin 81c9503300 ui: Apply dark theme to order ticket buttons 2025-01-09 11:23:30 -05:00
John Colvin 477210926d ui: Fix text color in algo popup 2025-01-09 11:23:29 -05:00
John Colvin 0aa48a79a9 ui: Remove single quotes from tooltip
It looked busy
2025-01-09 01:38:26 -05:00
John Colvin 9e71c7af02 ui: Add tooltips to ladder 2025-01-09 01:38:26 -05:00
John Colvin 4647751409 vscode: Add Spark Test entry to launch.json, tasks.json 2025-01-09 01:03:33 -05:00
John Colvin a3087b874b cleanup: Remove unused code 2025-01-09 01:03:32 -05:00
John Colvin 5b2f5c5c8f Don't throw/catch type exception needlessly 2025-01-09 01:03:32 -05:00
John Colvin 479227090e ui: Remove overly rigid validation for "ticks per row" setting 2025-01-09 01:03:32 -05:00
John Colvin 2dfcf320f5 fix: Refresh ladder levels when "ticks per row" changes 2025-01-09 01:03:32 -05:00
John Colvin b4c7213cb2 fix: Refresh ladder prices in view when they change
Bugs (fixed):
  * Sometimes the prices in the left panel of the ladder get stale
2025-01-09 01:03:32 -05:00
John Colvin c7dfd69b90 Consolidate tick rounding functions
Too many functions were performing essentially the same service:
rounding ticks. It was confusing.
2025-01-09 01:03:32 -05:00
John Colvin 4fdc866485 build: Propagate py script exit codes back to the shell
I noticed the build cmds were broken on Windows because the debugger
would still start even when the preLaunchTask (build) failed!
2025-01-09 01:03:32 -05:00
John Colvin f5d5ca9a1c ui: Use appropriate colors in font picker control
We must have missed this when we switched to dark theme.
2025-01-09 01:03:32 -05:00
John Colvin cfafcf77b9 ui: Use appropriate text color in ladder settings dialog
We must have missed this black text when we switched to dark theme.
While we're at it, freeze the brushes it uses, since they are stored in
a StaticResource which could potentially be shared by multiple controls.
2025-01-09 01:03:32 -05:00
John Colvin 8ebe783139 fix: Clear low/high lines in ladder when scrolled out of view 2025-01-09 01:03:32 -05:00
John Colvin 1851a96a58 vscode: Add Spark (Skip Build) entry to launch.json 2025-01-09 01:03:32 -05:00
John Colvin 0b334ef870 fix: Remove erroneous early exit condition in Ladder render
Bugs (fixed):
  * The ladder doesn't always render ask prices
2025-01-09 01:03:32 -05:00
John Colvin ee811a729a ui: Make ladder price line colors match button text 2025-01-09 01:03:32 -05:00
John Colvin cb15be276d ui: Show bid, ask, mid lines in ladder by default 2025-01-09 01:03:32 -05:00
John Colvin 7d5af6729b ui: Show bid, ask, mid prices in ladder left panel 2025-01-09 01:03:31 -05:00
John Colvin e5679cf082 ui: Make ladder price links prettier
* Change them from hyperlinks to buttons
* Add mouse hover animation
* Align text to the right (so decimal places line up)
2025-01-09 01:03:31 -05:00
John Colvin 98f89b9ad4 fix: Capture emumba deribit cfg by value in thread body
Bugs (fixed):
  * Sparkd occasionally assert crashes on startup because it fails to
    read emumba deribit config.

    Cause: This is a simple race bug. The config obj isn't captured by
    value, so it can be destructed before the thread references it.
2025-01-08 19:03:01 +00:00
John Colvin ba4f8f67e3 fix: Disable binance usds futs symbol filter config
This was a premature optimization, and has become a burden now that we
need to subscribe to large symbol sets for Alphaworx.
2025-01-06 05:00:04 +00:00
John Colvin 9c78380490 fix build (gcc rel): Don't fallthrough switch cases 2025-01-06 03:52:25 +00:00
John Colvin f6166f0674 fix: Show iceberg show qty in algo params grid
Bugs (fixed):
  * In the ladder, you can't view/edit the iceberg show quantity.

  Cause: No view template was defined for nullable double params. Most
  likely, we changed the show qty in the vm from double to nullable
  double at some point, and forgot to reflect this change in the view.
  An easy mistake to make as it would not have broken the build.
2025-01-05 15:58:29 -05:00
John Colvin 6334a902e7 fix: Reclaim keyboard focus when mview popup is clicked 2025-01-05 15:29:11 -05:00
John Colvin 082ca62fff fix: Focus price textbox when mview order ticket popup opens 2025-01-05 15:18:46 -05:00
John Colvin 9dbd8dd7c6 fix: Set focus through FocusScope element if one exists 2025-01-05 15:18:46 -05:00
John Colvin 8f7a4d0df6 Fix typo in AutoFocusTargetProvider dependency prop 2025-01-05 15:18:46 -05:00
John Colvin f372dd56b3 fix: Return synthetic name in get_security_desc
If the security is a synthetic (of course).

Bugs (fixed):
  * Changing limits in the risk ui causes sparkd to assert crash
2025-01-05 20:15:10 +00:00
John Colvin 86eba20d61 build: Make compiler/build type case insensitive 2025-01-05 06:25:11 +00:00
John Colvin 35a985280d fix: Run heartbeat timer in MarketDataGateway
This is why we were getting those heartbeat asserts. Previously, only
ExchangeSimApplication would start this timer. Since MarketDataGateway
doesn't share its MDProducer with ExchangeSimApplication, it must start
one itself.
2025-01-03 16:59:07 +00:00
John Colvin f5e1b3319c cleanup: Don't write to cout in SparkDataDirectory
Don't need that noise.
2025-01-03 16:59:07 +00:00
John Colvin 65c3948e4f cleanup: Remove unused code 2025-01-03 16:59:07 +00:00
John Colvin 002bdff9a3 fix: Don't parse non-existent json files in SparkDataDirectory
Bugs (fixed):
  * Sparkd assert crashes if binance_usds_futures_execution.json file
    doesn't exist
2025-01-03 16:59:07 +00:00
John Colvin bb6e5dd548 diag: Fix sparkd log path in show_last_run.sh 2025-01-03 16:59:07 +00:00
John Colvin 7c1aed3339 fix build (api server): Remove old cpps from source file list 2025-01-03 16:59:07 +00:00
John Colvin 22ae51fb99 build: Clean up build py scripts 2025-01-03 16:59:07 +00:00
John Colvin a53d347f81 fix build (warns): Update cmake min version to 3.10
Versions < 3.10 will soon be deprecated (we just started getting
warnings about it).
2025-01-03 16:59:07 +00:00
John Colvin 838dbcd886 build: In py build scripts, exit with code 1 on failure
Previously, they would exit with 0 no matter what happened.
2025-01-03 16:59:07 +00:00
John Colvin 5ed2309d22 fix: Add switch case for VENUE_BTS in VenueIndex 2025-01-03 16:59:07 +00:00
John Colvin 4d41704dd2 build: Configure admin webapp build entirely in CMakeLists
Get rid of build_admin_web_app.py
2025-01-03 16:59:07 +00:00
John Colvin bd1000e518 build: Get rid of explicit "targets" in CMakePresets for sparkd
So we don't have to worry about keeping it synchronized with the actual
targets in the build (just one more thing that can break). You can build
specific targets via the cmake cli anyways.
2025-01-03 16:59:07 +00:00
John Colvin dd4aa3c2ed build: Update fable in dotnet-tools.json 2025-01-03 16:59:07 +00:00
John Colvin fee9d3f597 build: Update webpack-cli in admin webapp 2025-01-03 16:59:07 +00:00
John Colvin 416f9aef31 vscode: Add Sparkd Test to launch.json 2025-01-03 16:59:07 +00:00
John Colvin 48f5e4c201 vscode: Fix sparkd launch.json 2025-01-03 16:59:07 +00:00
John Colvin 4438b4ca8d feat: Support fractional quantities in synthetic book 2025-01-03 16:59:07 +00:00
John Colvin 73356e0d61 cli: Add cmd to print security info from the db to console
Usage: sparkd md dump --db
2025-01-03 16:59:07 +00:00
John Colvin 4a285fa581 cleanup: Make fn const 2025-01-03 16:59:07 +00:00
John Colvin cfa82c2177 cleanup: Remove erroneous fwd declared class 2025-01-03 16:59:07 +00:00
John Colvin 0410a0431a fix: Encode exp in valid date int when storing in sqlite
The strange bit shifting we were doing before doesn't support large
dates.

Bugs (fixed):
  * Synthetics with Binance perpetual future legs don't appear on the
    front end after sparkd restarts.

  * Cause: Exp dates for Binance perpetual futures aren't properly
    encoded in the database. As a result, when loaded from disk, they
    are mistakenly identified as expired, along with any synthetics that
    have them as legs.
2025-01-03 16:59:07 +00:00
John Colvin 02843f14ff cleanup: Get rid of trivial fn that's only used in one place
Move the logic into the function that used to call it.
2025-01-03 16:59:07 +00:00
John Colvin f1f1d4259c diag: Add logs around security discovery in MDConsumer
This is multi-threaded event driven code. Without descriptive logs in
the right places, diagnosing problems is difficult and tedious.
2025-01-03 16:59:07 +00:00
John Colvin 71fc43af68 cleanup: Flatten nested if blocks with continue statements
Easier to read
2025-01-03 16:59:07 +00:00
John Colvin 350144ffd5 fix: Use security desc to get unique id (along with venue, type)
I'm guessing this typo went unnoticed because it didn't break the build
(another arg of the same was being used instead).
2025-01-03 16:59:07 +00:00
John Colvin da227a5550 Support synths at Binance, Binance USDS Futures, Deribit, and Okx 2025-01-03 16:59:07 +00:00
John Colvin 0c92cf3a87 Add double ops to IntPrice 2025-01-03 16:59:07 +00:00
John Colvin 1188af391e Add trivial fns to TimeStamp for convenience
* += and -= operators
* 'date' fn
* 'to_date_int' fn
2025-01-03 16:59:07 +00:00
John Colvin 0bb85cf915 refactor: Change month and day params from uint32 to uint8
They only need to hold values 1-12 and 1-31, respectively. A single byte
is more than sufficient. Also add ymdhms TimeStamp constructor.
2025-01-03 16:59:07 +00:00
John Colvin d77f5996fe cleanup: Make a couple TimeStamp fns const 2025-01-03 16:59:07 +00:00
John Colvin 940c41a274 Add int32 arithmetic operators to domain::Price 2025-01-03 16:59:07 +00:00
John Colvin e671960dc3 Add double arithmetic operators to domain::Price 2025-01-03 16:59:07 +00:00
John Colvin 8fa34b6b39 fix: Multiply additive factors by exponent in domain::Price
We must not have been using these operators because the implementation
was very broken (yet it doesn't seemed to have caused any bugs).
2025-01-03 16:59:07 +00:00
John Colvin f9d5429b5b cleanup: Remove unused code 2025-01-03 16:53:05 +00:00
Mohammad Arham 2c342482eb Merge branch 'development.crypto' of bitbucket.org:bluetradesys/spark into development.crypto 2025-01-02 15:30:13 -05:00
Mohammad Arham 3aefac26c2 fix: Timer condition was incorrect 2025-01-02 20:15:38 +00:00
John Colvin 1554594cdd diag: Throttle noisy log in Ladder 2025-01-02 12:15:22 -05:00
John Colvin 727a0f38b5 fix: Prevent arithmetic overflow when converting long to int in Ladder 2025-01-02 12:13:58 -05:00
John Colvin 7a0e8cdb26 fix: Properly format spread/synth leg qty in generated desc 2025-01-01 13:12:17 -05:00
John Colvin a4e97b04d7 fix: Don't propagate security criteria changes to other windows
Bugs (fixed):
  * Security criteria changes in mview and time/sales propagate to other
    windows of the same type.
2024-12-31 11:06:24 -05:00
John Colvin 463980a6ef Fix typo in get_binance_md.py 2024-12-29 18:37:54 +00:00
John Colvin 9b25857042 fix: Ensure "earliest_expiration" fn actually returns min exp
Previously, it assumed the first leg would have the earliest exp. While
this may be true for most securities, it isn't guarenteed by our data
model.
2024-12-29 13:26:44 -05:00
John Colvin ef19e7d76b fix: Don't assume all securities have expirations in pnl vm
Bugs (fixed):
  * PNL window crashes if data has Spots (i.e., securities without exps)
2024-12-29 13:17:17 -05:00
Taha Afzal 471faec2cb Added more etsts for fractional qtys 2024-12-28 08:31:16 +00:00
Taha Afzal ce96d42db8 Merging 2024-12-26 07:01:30 +00:00
Mohammad Arham 187894ca84 FIX: makes gateway factory work 2024-12-24 17:56:49 +00:00
John Colvin 63492c4575 fix: Remove erroneous assert in LadderRender 2024-12-21 23:24:52 -05:00
John Colvin e150c611f6 fix: Round fractional order qty to 6 decimal places
It was previously rounding to 2 decimal places, which isn't enough for
many crypto currencies (e.g., BTCUSDT at Binance)
2024-12-21 23:17:52 -05:00
John Colvin bb837d6c26 fix build: Trivial changes in DatabentoDataHandler 2024-12-22 04:00:23 +00:00
John Colvin 965e541ac8 Fix json structures and endpoints for Binance USDS Futures md 2024-12-22 04:00:23 +00:00
John Colvin 1b232aa610 feat: Add Binance USDS Futures execution 2024-12-22 04:00:23 +00:00
John Colvin 25439b094a improvement: Perform sec lookup in const time 2024-12-21 20:08:19 +00:00
John Colvin f927ef2c5e Add conf_json dir to spark data file tree
So we don't have to add proto files to the build for trivial config.
2024-12-21 20:08:19 +00:00
John Colvin d42389b75a Don't needlessly download cme config xml
When we aren't subscribing to cme md (i.e., no glbx symbols in spark
conf).
2024-12-21 20:08:19 +00:00
John Colvin 671cbcf03a Fix bts::Quantity string fmt so it includes fractional qty 2024-12-21 20:01:55 +00:00
John Colvin e589e23f41 Add py script to get md at binance
For quick/easy troubleshooting (much easier than doing stuff in c++)
2024-12-21 20:01:55 +00:00
John Colvin 11fadc0a3e Expose "run" fn in WebsocketClient
So it doesn't have to be hidden in a background thread
2024-12-21 20:01:55 +00:00
John Colvin b8c2d93866 Add ping/pong facilities to WebsocketClient 2024-12-21 20:01:55 +00:00
John Colvin 67a23dd196 Add open/close callbacks to WebsocketClient 2024-12-21 20:01:55 +00:00
John Colvin ff22c4eb5f diag: Change WebsocketClient log category to "Http"
A better fit than "Gen"
2024-12-21 20:01:55 +00:00
John Colvin 5addff4c50 cleanup: Remove redundant fn HttpRequest::perform
This was doing the same thing as HttpClient::send. I likely refactored
this function during development, then forgot to remove it.
2024-12-21 20:01:55 +00:00
John Colvin 142e1bd2da Add HttpMethod "DELETE"
In Binance's REST api, orders are canceled via DELETE requests.
2024-12-21 20:01:55 +00:00
John Colvin d05d91bbe7 diag: Log Http requests 2024-12-21 20:01:55 +00:00
Mohammad Arham 3a90ca9cb5 Add: Johns changes to sec oracle 2024-12-17 14:47:37 +00:00
John Colvin 85a46727be Improve c++ http client facilities 2024-12-11 19:28:36 +00:00
Mohammad Arham 624fd2c976 FIX: BUILD Error 2024-12-09 01:34:29 +00:00
Mohammad Arham 16d599d2d6 Add: OKX execution gateway connected 2024-12-08 20:14:16 -05:00
John Colvin c00e4fcb6b feat: Add Binance Coin Futures market data 2024-12-06 00:39:41 +00:00
John Colvin 03e19afe1d Fix qty display conf for BTC/ETH futs at Binance
Need to show 3 decimal places (qty tick size is 0.001)
2024-12-05 21:05:53 +00:00
John Colvin 058e11eadc fix build: Fix install path for sparkd 2024-12-05 18:31:36 +00:00
John Colvin 6ff52e7107 fix build: Add onixs libs again
Taha accidentally reverted externals
2024-12-04 16:56:46 +00:00
John Colvin ee4c28ed41 Port ws client over from cme-websocket-connector
Need this to implement execution at crypto exchanges (beginning with
Binance and OKX)
2024-12-04 16:56:46 +00:00
Mohammad Arham 50d26f0060 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-12-03 09:52:09 -05:00
Mohammad Arham 36378e6074 Add:: Recording md to sql 2024-12-03 14:51:32 +00:00
John Colvin 8cde8ee6e1 build: Add script to publish the api server
This will build the app as a self-contained executable here:
build/Release/bin/net7.0/linux-x64/publish
2024-11-28 16:35:21 +00:00
John Colvin 4f8fad444e fix build: Add missing csproj deps to Spark.Api.Server.sln 2024-11-28 16:35:20 +00:00
John Colvin 832c645a30 build: Map cmake install dir to associated preset
Cpp bins are now installed to "install/<cmake_preset>/bin". For example,
"install/sparkd-release-gcc/bin", "install/spark-api-server-linux/bin", etc.
2024-11-28 16:35:20 +00:00
John Colvin 691343d9b6 feat: Add datastreams to spark api server 2024-11-28 06:14:00 +00:00
Taha 461cbad338 Adding FakeBBO stream 2024-11-27 13:36:14 -05:00
Taha fecbcbb6b6 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-11-26 22:33:31 -05:00
Taha aab8e83543 Some rewrite of streams that fetch bars, and making the other business streams thin wrapper over stream primitives 2024-11-26 22:33:26 -05:00
Mohammad Arham 420b46741e ADD: Config for sql writer in mdrecorder 2024-11-24 19:14:45 +00:00
Mohammad Arham e8f65f95bd Wrapped proto write in function in mdrecorder 2024-11-24 19:13:36 +00:00
Mohammad Arham 0e893b9b5d Fix: Multiple Exchange data sources work without timee 2024-11-20 23:48:50 +00:00
Mohammad Arham 0593ae0320 Fix: Logging path was incorrect 2024-11-20 23:48:24 +00:00
Mohammad Arham 960149b9c5 Fix: Stupid bug on sleep time 2024-11-20 22:49:22 +00:00
Mohammad Arham b5f5f2f3d5 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-11-20 17:21:45 -05:00
John Colvin bd8c97244a refactor: Return row id in IStore::retrieve_one
This is a prerequisite to synchronizing security ids stored via IDGenerator
(the "new" way to store ids, added when we implemented Deribit), and
SecurityDB (the original way from spark days). The problem was that these
2 implementations were using separate databases. We need to unify the
interfaces between these storage services to avoid breaking existing code.
2024-11-20 22:17:08 +00:00
John Colvin cb187e6997 Interpret db strng param as name or path in SqliteStore ctr 2024-11-20 22:17:08 +00:00
John Colvin 4004ed2267 refactor: Normalize sec key indexing for old md sources
Now both old and new (domain) md sources index securities by
the same string format.
2024-11-20 22:17:08 +00:00
John Colvin a00347ac3f Add ostream operator for Venue 2024-11-20 22:17:08 +00:00
John Colvin c4d08840bd Add ostream operator for SecurityType 2024-11-20 22:17:08 +00:00
John Colvin 84c0684b63 refactor: Normalize sec key indexing for new (domain) md sources
This is part of a larger effort to unify the way we index securities in order
to generate unique ids. Older md sources (e.g., MDP3Listener) use
SecurityIDRecorder to generate ids, which uses a different database and
different key-string formatting than the IDGenerator used by the newer md
sources (e.g., GeneralMarketDataListener and various ccapi-based sources).
2024-11-20 22:17:08 +00:00
Mohammad Arham bca8df6d99 Fix: Release Crash fixed still has timer 2024-11-20 22:14:48 +00:00
Mohammad Arham 98f8e58f3f Add optional tags to config 2024-11-20 22:12:06 +00:00
Mohammad Arham 76f18f3443 Fix: typo in fixed securities 2024-11-20 20:17:29 +00:00
Mohammad Arham b67d748ba1 removed: moved onix glbx to main controler thread 2024-11-20 06:58:14 +00:00
Mohammad Arham 0113721355 Add: Config for marex reconnect attemps 2024-11-20 06:29:41 +00:00
Mohammad Arham 715f7f7c70 Fix: Race condition causes crash not sure if fixed 2024-11-20 06:17:28 +00:00
Mohammad Arham 89955597c1 Add: Onix/Marex fix adapter, listener, and state handler 2024-11-20 06:16:58 +00:00
Mohammad Arham 96d9aae048 Add: IFIXGenericAdapter 2024-11-20 04:45:36 +00:00
Mohammad Arham f28d32946f Add: General Execution Gateway (between system and IFIXAdapter ) 2024-11-20 04:39:43 +00:00
Mohammad Arham 924efb2c3f Add: Added proto for marex fix config 2024-11-20 04:26:39 +00:00
Mohammad Arham 50abb1d784 Fix: Refactored to Switch Statement instead of if and aadded cboe 2024-11-20 04:24:51 +00:00
Mohammad Arham b5ef39ee4b Fix: Change default tick_config for taifed 2024-11-20 04:18:58 +00:00
Mohammad Arham 5b61b4fe69 Add: Accounts for CBOE Execution, subaccounts dont work 2024-11-20 03:22:18 +00:00
Mohammad Arham 2d8523ae67 FIX: Order cancel now working in emnative order 2024-11-20 03:18:31 +00:00
Mohammad Arham f0eef447d3 Add: Exchange parameter added to EMNAtive Order 2024-11-20 03:18:04 +00:00
Mohammad Arham 8604d5672c ADD: Comments for CME execution for later 2024-11-20 03:11:54 +00:00
Mohammad Arham 30822fb1f1 Fix: move start glbx onix to seperate thread 2024-11-20 03:09:07 +00:00
Mohammad Arham 826bbf76a9 Add: load_reference_data config for databento 2024-11-20 02:53:19 +00:00
John Colvin eb8c97a1b7 fix: Detect integer ticks of all sizes (not just 1)
Also don't divide by zero!

Bugs (fixed):
  * Spark crashes when opening a ladder with integer tick size of 5.
    This was first observed with TAIFEX futures.

    Cause: The ladder throws a DivideByZero exception when calculating
    the number of ticks per dollar. It isn't caught until it bubbles up
    to the scope in which 'Dispatcher.Run' was called. The catch handler
    then deliberately assert crashes.
2024-11-12 16:15:47 -05:00
John Colvin 5517c58724 fix (ui): Display trade time w/ microsecond precision
Was only showing milliseconds before
2024-11-12 11:42:23 -05:00
John Colvin e9bcdd0c65 fix build: Update Newtonsoft.Json to 13.0.3 in Spark.csproj 2024-11-12 10:35:51 -05:00
Taha 83b37c6661 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-10-30 13:36:33 -04:00
Taha 6163887cd3 Bunch of CME queries are now working 2024-10-30 13:36:23 -04:00
Mohammad Arham 214641aa1e Add: cpp tp sec_common 2024-10-25 07:02:46 +00:00
Mohammad Arham 06bc7af232 FIx: Taifex md working 2024-10-25 06:59:52 +00:00
Mohammad Arham 36b6168dec Taifex State working 2024-10-18 21:13:56 +00:00
Taha f9aa9dd982 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-10-15 23:48:34 -04:00
Taha 22f1ab44f9 Basic set of streams that can talks ot the LLM and get DSL back from few-shot prompt 2024-10-15 23:38:49 -04:00
John Colvin e4c87c267d Fix DateTimeConstant token regex for DataStreams
The previous regex was overly ambitious (and needlessly complex as a
result). The new regex is simpler, and doesn't impose bounds on month
and day ints, aside from requiring 1-2 digits.

Bugs (fixed):
  * The DataStreamExpressionInterpretter fails to parse certain date
    constants, such as "8/30/2024"
2024-10-15 11:46:58 -04:00
Mohammad Arham 86899a6ff0 FIX: TAifex state working 2024-10-14 17:19:03 +00:00
Adeel Khan 2324fd3ad2 CHANGE: Taifex State Mgmt 2024-10-14 20:59:34 +05:00
Taha 288b7712db Added and modified more streams to address teh CME NL queries 2024-10-09 13:59:01 -04:00
Mohammad Arham 8850bf4903 Remove: Assert in taifex code 2024-10-09 14:53:20 +00:00
Mohammad Arham 11112b41d1 Add: Missing config entry databento 2024-10-09 02:36:35 +00:00
Adeel Khan 2a98889b67 UPDATE: TaifexDataGateway 2024-10-09 02:18:28 +00:00
Adeel Khan 8060518a28 FIX: Removed Taifex Bugs 2024-10-08 21:29:44 +00:00
Mohammad Arham 68440d3df3 ADD: Config for one year security filter 2024-10-08 13:50:38 +00:00
Mohammad Arham 7d775afc4c Add: Taifex after hours ip change config 2024-10-08 13:49:36 +00:00
Mohammad Arham 50c7764ef7 Add: Databento security filter 2024-10-07 20:33:38 +00:00
Mohammad Arham fb8b2d28f3 Fix: DATABENTO live working 2024-10-07 20:05:38 +00:00
Mohammad Arham bcc2c4a514 CHANGE: Taifex Refactored 2024-10-07 16:26:12 +00:00
Mohammad Arham 9352298be0 Add: Taifex statehandler 2024-10-07 08:51:55 +00:00
Mohammad Arham 180bd11740 FIX: Taifex replay types of files handled 2024-10-06 21:31:34 +00:00
Mohammad Arham 57ea841381 ADD: i084 taifex 2024-10-06 20:31:07 +00:00
Mohammad Arham 7d9d176fa2 Change: Rename taifex files 2024-10-06 18:38:36 +00:00
Mohammad Arham a8f4ec07c8 Change: moved file paths to config for taifex file replay 2024-10-06 08:29:27 +00:00
Mohammad Arham 58c5be268f Add: Refactored taifex code to break it down 2024-10-06 08:01:22 +00:00
Mohammad Arham bf4859a2a9 Change: Refactored read binary file taifex 2024-10-06 07:28:12 +00:00
Adeel Khan db1cf93994 Add: Incremental Books 2024-10-04 23:23:54 +05:00
Adeel Khan ecb1c4fea0 Add: Taifex Trades 2024-10-04 23:23:41 +05:00
Mohammad Arham a513933044 Add: Exceptions handling for databento 2024-10-04 13:06:56 +00:00
Mohammad Arham 764d65b595 Remove: code to remove secuties 2024-10-03 12:06:55 +00:00
Mohammad Arham bc0d606252 Add: code to connect to Live databento 2024-10-03 12:03:48 +00:00
Mohammad Arham ceb8a68902 Add: databento repllay filename to cofig 2024-09-27 03:20:20 +00:00
Mohammad Arham 0b3183fd30 Add: added onix fix to lib to build dir 2024-09-26 16:23:19 +00:00
Mohammad Arham b6dbe37818 Add: entry for onix fix 2024-09-24 13:41:45 +00:00
Mohammad Arham c78b8bc8e1 Add databento to external 2024-09-24 13:37:57 +00:00
Taha Afzal 314f3e3715 Adding comments 2024-09-23 18:40:06 +00:00
Taha Afzal 26a1d5fc03 Creating scaffolding for incremental book updates in GeneralMarketDataListener 2024-09-23 18:39:12 +00:00
John Colvin 37e5003cf9 Merge remote-tracking branch 'origin/development.ps_linux' into development 2024-09-19 05:40:59 +00:00
John Colvin 07f3868ffc Add CBOE to spark admin webapp 2024-09-18 19:03:43 +00:00
John Colvin 46f0b17138 Add TAIFEX to spark admin webapp 2024-09-18 19:03:43 +00:00
Taha 33a8e06a3a Fixing implied vols for SPX (market data was getting divide dby the fwd) 2024-09-17 22:17:31 -04:00
John Colvin 74afdde8de fix build: Add ".list" to SymbolLists config
For new exchanges, TAIFEX and CBOE
2024-09-17 13:01:05 +00:00
John Colvin 0a92ad2eb1 fix (build): Add break statement to new venue switch cases
Namely, TAIFEX and CBOE
2024-09-17 13:00:14 +00:00
John Colvin 56d207c3f1 fix: Preserve vs exp sec type (Option) when computing implied vol
Because the exp keys in the data map have sec type Option.
2024-09-16 13:46:53 -04:00
John Colvin 9172e752e3 ui: Highlight launcher buttons when selected
Namely, the expandable menu buttons in Analytics shell module
2024-09-16 13:46:53 -04:00
John Colvin adc9f2acfc Replace trivial refs to ThreadedBlackboard w/ IBus 2024-09-15 23:45:15 -04:00
John Colvin 41d17e67d2 fix: Move accounts subscription to dispatcher thread
We update a collection that is bound to the view in the callback (mutation
ops throw if performed on a different thread).
2024-09-15 23:45:15 -04:00
John Colvin 5cacff073b fix: Check 'HasTimestamp' before accessing prop in man fill row
Pending adds (i.e., unpersisted new rows) don't have timestamps.
In such cases, the 'Timestamp' getter throws an exception.
2024-09-15 23:45:15 -04:00
John Colvin c8da92c250 Cache/index options for faster lookups in SystemContractData 2024-09-15 23:45:15 -04:00
John Colvin c4e76076e3 fix: Include venue w/ symbol when publishing interp greeks 2024-09-15 23:45:14 -04:00
John Colvin 6a715b9a68 Fix typo in comment 2024-09-15 23:45:11 -04:00
John Colvin 1f28940c95 fix: SelectorList.RemoveAt doesn't need 'convert_back' delegate
So don't throw an exception if it is null.
2024-09-15 23:45:11 -04:00
John Colvin ebff40b88f fix: Don't assume venue is in spread def string
Pass it as an argument to the parse fn. This should be fine for now, but
obviously a singular venue param won't work for cross exchange spreads.
2024-09-15 23:45:11 -04:00
John Colvin a6d14a3ac3 improvement: Move system contracts sub off of dispatcher thread
Also add 200ms throttle. Contracts shouldn't change that often, so we don't need
lightening speed here. Furthermore, such changes may trigger expensive cpu ops.

Note: this change also replaces refs to ThreadedBlackboard w/ IBus (the
former is somewhat tethered to the dispatcher thread, particularly by
its timer_callback).
2024-09-15 23:45:11 -04:00
John Colvin af96bcb9e3 fix: Pass symbol/venue from vs usage cfg to AnalyticsService proto 2024-09-15 23:28:59 -04:00
John Colvin 619702cb04 cleanup: Remove unused code 2024-09-15 23:28:59 -04:00
John Colvin 5baec19aff refactor: Index vol and theos data by symbol/venue tuple
Rather than just symbol, to avoid conflicts when the same symbol exists
at multiple exchanges
2024-09-13 10:50:23 -04:00
John Colvin 39ef30c1e3 cleanup: Remove redundant type VolSurfaceSymbolStructure
There is an identical type (in terms of prop types and corresponding proto indices)
called VolSurfaceSymbolRelationship that is used in more places.
2024-09-13 10:50:23 -04:00
John Colvin c2f2d28914 Move nested vm classes into own files
VolSurfaceSettingsEditor has too much code (still). It is hard to
navigate.
2024-09-13 10:50:23 -04:00
John Colvin e06bc3bdf5 Simplify driver symbol structure in vs settings vm
The code was confusing and difficult to follow.
2024-09-13 10:50:23 -04:00
John Colvin e19c19c013 fix: Raise prop changed event when is_selected changes 2024-09-13 10:50:23 -04:00
John Colvin 8f324bc507 Add venue to vs calc fns 2024-09-13 10:50:23 -04:00
John Colvin 12107c42ce fix: Provide venue param w/ symbol when computing fut slide 2024-09-13 10:50:23 -04:00
John Colvin 91c6fb4e52 diag: Log added/removed exps when syncing vs input w/ system exps
This shouldn't happen often, but if it does, we should know about it.

PS: We recently fixed a bug caused by inequalities between
VolSurfaceExpirations in vs input, and in SystemContractData. User
inputs to the vs grid would be immediately reverted, as the exps
associated with the inputs were not found in the SystemContractData.
This bug would have been easier to track down with this logging in
place.
2024-09-13 10:50:23 -04:00
John Colvin 7044355547 Add venue to VolSurface(DisplayGrid)Expiration
So we can handle symbol/exp date conflicts for securities that differ
only by venue (exchange)
2024-09-13 10:50:23 -04:00
John Colvin 583ae65fb2 Clean up VolSurfaceExpiration
* Enable nullable lang feat
* Use file-scoped namespace
* Sort members
* Include sec type in Compare impl
2024-09-13 10:50:22 -04:00
John Colvin 552fec0edc Add null check in SelectorList ctr 2024-09-13 10:50:22 -04:00
John Colvin fcf6927fbf cleanup: Remove unused code 2024-09-13 10:50:22 -04:00
John Colvin 23f6d827d5 refactor: Replace ThreadedBlackboard w/ IBus
In SingleVolSurfaceCommittedOutputRetriever
2024-09-13 10:50:22 -04:00
John Colvin f083d0abab Clean up VolSurfaceTimeParameters
* Enable nullable lang feat
* Use file-scoped namespace
* Implement ICloneable
2024-09-13 10:50:22 -04:00
John Colvin a895e36922 cleanup: Remove unnecessary ternary op 2024-09-13 10:50:22 -04:00
John Colvin 59d7a72288 fix: Actually use (sec) type arg in to_security_expiration 2024-09-13 10:50:22 -04:00
John Colvin 7731f2f4d1 fix: Check security_type in vs exp Equals impl 2024-09-13 10:50:22 -04:00
John Colvin 41ae5897c0 fix: Maintain sec type when converting SecurityExpiration to vs exp
Avoids data loss
2024-09-13 10:50:22 -04:00
John Colvin c7949ccfba refactor: Get rid of sec type 'Option' default (magic const)
Better to be explict
2024-09-13 10:50:22 -04:00
John Colvin 567af79c7f Fix selection binding issues in vs settings editor
This specifically addresses issues in the driver symbol grids.
Unfortunately, we can't bind directly to ComboCheckBox.SelectedItems
because the view is contained in TabControl. When the selected tab
changes, the previously selected tab clears its ItemsSource (and
consequently the SelectedItems) as a side effect of being unloaded.
2024-09-13 10:50:22 -04:00
John Colvin 6bb4a7b25c refactor: Enable nullable (ref types) in ImmutableListExtensions 2024-09-13 10:50:22 -04:00
John Colvin bc7cef4c34 Fix typo in namespace bts.collection -> bts.collections 2024-09-13 10:50:22 -04:00
John Colvin ab9dc361d6 fix: Use ComboCheckBoxItem.IsSelectedProperty
Instead of Selector.IsSelectedProperty. Unlike ComboBoxItem, ComboCheckItem's
IsSelectedProperty isn't linked to Selector.IsSelectedProperty.
2024-09-13 10:50:21 -04:00
John Colvin 39da0a4dde Add currency column to mview 2024-09-13 10:50:21 -04:00
John Colvin 44e864d697 fix: Use SetCurrentValue instead of SetValue
So we propagate values to/from the binding data source,
rather than overwrite the data source itself.
2024-09-13 10:50:21 -04:00
John Colvin 0a02da3aba Add venue, sec type dropdown filters to exp params ui 2024-09-13 10:50:21 -04:00
John Colvin 836771a7f0 fix: Add null check in ComboCheckBox.SelectedItemsCollectionChanged 2024-09-13 10:50:21 -04:00
John Colvin f386badcfb fix: Disconnect old INotifyCollectionChanged source when dp changes 2024-09-13 10:50:21 -04:00
John Colvin 1d43a484db fix: Index opt/fut exps by venue in vs analytics 2024-09-13 10:50:21 -04:00
John Colvin 91042cb41e fix: Support multiple exchanges in exp params view/vm 2024-09-13 10:50:21 -04:00
John Colvin 10c0e4247d cleanup: Remove unused 'option_symbol' param from compute_atm_data 2024-09-13 10:50:21 -04:00
John Colvin 8e34264e6d fix: Filter by exch when getting atm data for sheets
This is necessary now that we support exchanges with overlapping securities
2024-09-13 10:50:21 -04:00
John Colvin 0a840d256b fix: Remove sec id prop from SecurityExpiration
This class isn't designed to represent a particular contract; it's
basically a key to get option theos.
2024-09-13 10:50:21 -04:00
John Colvin 8a69c51cac refactor: Add 'onDispatcher' param to 'ThreadedBlackboard.subscribe'
This will allow us to gradually move subscriptions off of the dispatcher
(render) thread. When the render thread is pegged, the ui is laggy and
unresponsive. The new param defaults to true, so it won't change
anything until we explicitly set it to false in 'subscribe' calls.
2024-09-13 10:50:21 -04:00
John Colvin 0262fd40bc fix: Remove redundant SparkTimer threads
This addresses some slowness on the front end. Prior to this commit,
each ThreadedBlackboard would start its own timer thread. Since multiple
ThreadedBlackboard run concurrently, this multiplied the frequency of
the SparkTimer callbacks by the number of active ThreadedBlackboards.

The fix is to start this thread in an IShellDaemon rather than the
ThreadedBlackboard. This avoids duplicate threads because the former is
guarenteed to be instantiated only once, via dependency injection.
2024-09-13 10:50:21 -04:00
John Colvin 859dfe3544 refactor: Simplify FakeMDDaemon code that delays post
Use Task.Delay/ContinueWith instead of subscribing to the SparkTimer tag.
2024-09-13 10:50:21 -04:00
John Colvin 9c624a2f79 refactor: Use IBus instead of ThreadedBlackboard
This should address some slowness/mouse lag in the front end (recently
reported by Brandon at Immutable Cap)
2024-09-13 10:50:20 -04:00
John Colvin dec1061b40 fix: Detect and log ccapi depth msg parse errors
This fixes a crash that would happen if a depth item's price or quantity
were an empty string (now we log an error and keep going).
2024-09-13 10:50:20 -04:00
John Colvin be4895faa6 fix: Actually store currency in shared mem
This field has always been in the Security proto, though it until now it
had been omitted from the shared memory representation (FixedSecurity).
2024-09-13 10:50:20 -04:00
Mohammad Arham 3c9755f0dd ADD: Added delay to databento file reader 2024-09-12 15:10:34 +00:00
Mohammad Arham 61ed847d7d Add: Replay speed added to mdreplayer 2024-09-11 06:50:37 +00:00
Mohammad Arham fc9094fea8 Added: CBOE working on databento 2024-09-11 06:17:26 +00:00
Mohammad Arham e36c0efc4b Added: GLBX working on databento 2024-09-11 06:16:42 +00:00
Mohammad Arham 4158a14cff Added: option to send timestamp in onbook IMDListener 2024-09-11 06:15:40 +00:00
Mohammad Arham 201a45cba0 taifex deo 2024-09-05 00:59:00 +00:00
Mohammad Arham ab31b9b253 Add: Multiple files working taifex 2024-09-03 15:15:55 +00:00
Adeel Khan 780ddc79a7 Add: Taifex I083 Message 2024-09-03 20:06:48 +05:00
Mohammad Arham d5a2adaed6 fix: removed errernous code 2024-09-03 13:09:54 +00:00
Mohammad Arham 008ab3f068 Merge branch 'development.new_exchanges' of bitbucket.org:bluetradesys/spark into development.new_exchanges 2024-09-02 16:31:14 -04:00
Mohammad Arham 7d926f588d FIX: typo, changed date to day 2024-09-02 16:31:10 -04:00
Mohammad Arham 707cd07876 Add: CBOE L1 books and contracts working 2024-08-28 16:22:51 +00:00
Mohammad Arham f7ecb9090c add: code to start working on cboe 2024-08-27 12:33:23 +00:00
Mohammad Arham a19e8a7315 change: changes to make taifex work 2024-08-27 07:45:59 -04:00
John Colvin cf189ecf81 refactor: Start cboe and taifex md 'start_databento'
Similar to how we start all ccapi implemented exchanges in "_start_cc"
(in MarketDataGateway)
2024-08-26 19:13:59 +00:00
John Colvin 4405b7adcb refactor: Rename cc_md_listeners -> venue_listeners
They are general purpose, not specific to ccapi.
2024-08-26 19:09:57 +00:00
John Colvin e51ee7b7b9 refactor: Wrap IDGenerator and IMarketDataListeners in shared_ptrs
Our various market data providers (ccapi, emumba, replay, onixs)
dereference pointers to common instances of these types concurrently on
different threads. Although we've correctly managed memory ownership
thus far, we really should be using smart pointers (this is why they
were made).
2024-08-26 19:03:29 +00:00
John Colvin dfaa74f426 build: Add databento dep via FetchContent
Now we actually build libdatabento in the devcontainer along with our
code (as we do with the vcpkg deps, though this is not part of vcpkg)
2024-08-26 17:13:51 +00:00
Mohammad Arham 1d2ce59009 add: added taifex entries 2024-08-22 23:13:05 +00:00
Adeel Khan 3602cc05bb added: TaifexDataHandler, temp 2024-08-23 02:06:47 +05:00
Adeel Khan ac88a81ac6 Security Extensions 2024-08-23 01:42:24 +05:00
Adeel Khan 01fa8e0c63 added: files for Taifex, Cboe 2024-08-23 00:57:40 +05:00
Taha 322c06bfbe Fixing build relted to BCG vs bts namespace 2024-08-21 16:24:22 -04:00
Taha b68fceb362 Cleaning up FileStreams 2024-08-21 16:11:57 -04:00
John Colvin 59547e0f37 fix build: Lock fmt version to 10.2.1 in vcpkg
This fixes the front-end (Windows) libspark build
2024-08-21 13:45:43 -04:00
John Colvin 3ce100a9cf build: Add databento to sparkd
* Install databento deps in docker
  - libzstd-dev
* Add databento cmake module to externals
2024-08-21 13:49:53 +00:00
John Colvin 6513fb0cd5 cleanup: Remove unused include 'date.h' from MDSource
This was an external header, and may interfere with a dependency in the
databento lib (which we are about to add).
2024-08-21 13:49:24 +00:00
Taha Afzal fd0fb1f760 Adding incremental book updates to IMarketDataListener 2024-08-12 22:49:27 -04:00
Taha Afzal 5db586c4d3 spaces, newlines? 2024-08-12 21:27:43 -04:00
Taha 31df1a3827 Added benzinga streamd to MDPub's test config 2024-07-17 14:32:57 -04:00
Taha 7e219aec7c Merging 2024-07-17 02:06:17 -04:00
Taha 37f8b98df9 Icomplete SharedStreamsConfig was breaking build, fixing 2024-07-17 02:03:43 -04:00
Taha f06beff22f Added new benzinga streams 2024-07-17 02:02:01 -04:00
Taha Afzal 6aa39a716a PubSubSingleTagState is not needed any more 2024-07-16 01:15:51 +00:00
Taha Afzal 5088b5ebe0 Fixing problems where PSS's client socket's IP was different than what the client was sending in PubSubClientSubscription 2024-07-08 23:09:53 +00:00
Taha Afzal 010dd3a26f Fixing PubsubEchoTestStream 2024-07-07 06:13:22 +00:00
Taha Afzal 1a18755176 Added pss_echo() 2024-07-06 06:53:35 +00:00
Taha Afzal 233e2576af Merging 2024-07-05 21:21:27 +00:00
Taha Afzal 543c655bca src/DataStreamSuite/PubSub/ManagedTCP/AsyncTCPConnection_AsyncWrapper.cs 2024-07-05 21:13:36 +00:00
Taha 050e21e22b Adding TableMetaDataStream 2024-07-04 23:39:04 -04:00
Taha Afzal 672ad6d237 Cleaning Config 1.0 (not completely done) 2024-06-30 23:17:20 -04:00
Taha 0a8f6e866f Added pubsub routes to the Title of DSQA 2024-06-27 14:04:07 -04:00
Taha b177ffef04 Fixing the bug where messages were being sent by the pubsubserver out of order 2024-06-27 00:17:22 -04:00
Taha 393f304be4 some buf gixes + cleanup 2024-06-26 00:23:19 -04:00
Taha 151816bf5e PubSuMessageReactor empties the message queue (instead oif one elem ata a time) in the main loop 2024-06-24 02:29:28 -04:00
Taha 5cf7eacd82 Fixing the extra .0 in the default pubsub server routeplusfixing acorner cae issue of gettign a fast streaming data cakback after an unsubscribe 2024-06-24 00:28:07 -04:00
Taha 87b6a2044c PubSubServer's linux issues fixed 2024-06-23 21:13:37 -04:00
John Colvin 087d8ab8c9 Set text=auto in gitattributes
Otherwise git can cause files to show as "permanently modified" when you
apply changes from the index (e.g., by running 'git rebase', or 'git
stash pop')
2024-06-11 17:39:12 +00:00
John Colvin b69b7b3350 vscode: Use '\' dir separator in show_last_run.cmd
This script only runs on Windows
2024-06-08 15:08:25 -05:00
John Colvin 5620f33524 vscode: Add task to view logs for last PubSubServer run 2024-06-08 14:42:13 +00:00
John Colvin f3e33fa390 vscode: Add task to run PubSubServer without building 2024-06-07 16:41:42 +00:00
John Colvin 3b631e0d5f Fix a couple more typos in logs 2024-06-07 16:35:06 +00:00
John Colvin f93d28ee76 vscode: Add task to view logs for last DSQA run 2024-06-07 11:34:36 -05:00
John Colvin 23d7d3775d cleanup: Delete unused files 2024-06-07 10:40:34 -05:00
John Colvin 4940771166 fix: Don't login to sparkd from DSQA 2024-06-07 10:02:42 -05:00
John Colvin c1967a8f6a vscode: Add tasks to edit Spark, DataStream config 2024-06-06 11:12:56 -05:00
John Colvin 8c797ee76b Fix typo in log msg 2024-06-06 09:21:01 -05:00
John Colvin ce80957d07 DSQA shouldn't connect to sparkd by default 2024-06-06 09:21:01 -05:00
John Colvin c60018b59e DataStreamPublisher shouldn't connect to sparkd by default
It only needs to connect to sparkd if it's publishing market data
2024-06-06 09:21:01 -05:00
John Colvin 3a27af87d1 PubSubServer shouldn't download config from sparkd by default
As far as I know, it only needs spark/protobuf config to initialize the
c++ logging system. Eventually, we should get rid of that dependency and
use builtin Microsoft Logging facilities for c# instead. In the
meantime, PubSubServer will load config from local files by default
(i.e., spark.conf).
2024-06-06 09:21:01 -05:00
John Colvin 068c1c6973 cleanup: Remove erroneous comment 2024-06-06 09:21:01 -05:00
John Colvin 645a58c97d vscode: Add launch.json 2024-06-06 09:21:01 -05:00
John Colvin b7f455b29a vscode: Remove launch/tasks.json from gitignore 2024-06-06 09:21:00 -05:00
John Colvin 4a2735839e Change line endings to crlf in a few cs files 2024-06-06 09:21:00 -05:00
John Colvin d2e9fe8237 Change line endings to crlf in a few cs files 2024-06-06 09:21:00 -05:00
John Colvin cfc60766d8 Change line endings to crlf in a few cs files 2024-06-06 09:21:00 -05:00
John Colvin b03fec7f79 Change line endings to crlf in a few cs files 2024-06-06 09:20:59 -05:00
John Colvin fb8e7c5b81 Ensure crlf line endings for cs files 2024-06-06 09:20:05 -05:00
John Colvin e44601d1b1 fix merge: Bring back few fns that SchemaGuesserStream needs
* BlueDataUtility.get_typed_schema
* BlueDataUtility.get_typed_table
2024-06-06 09:20:05 -05:00
Taha 07bade53c0 Fixing AsyncTCPCOnnection_APM's double partial messages for messages > 100 MB 2024-06-06 09:20:05 -05:00
Taha fac0a9c25b RemoteQueryStream 2024-06-06 09:20:05 -05:00
John Colvin 1d1de3dd18 Ensure proper line endings for sh, cmd scripts
Via new gitattributes file
2024-06-06 09:20:05 -05:00
John Colvin cfcbf004ba vscode: Use consistent naming conventions in tasks.json 2024-06-06 09:20:05 -05:00
John Colvin 78c7dadbbe vscode: Add parameterless task variants
This allows us to build as a 'preLaunchTask' when debugging (without
requiring users to redundantly specify 'Debug' as the build type).
2024-06-06 09:20:01 -05:00
John Colvin 7b5a6031af build: Use consistent naming conventions in CMake presets
We'll use similar naming conventions for our (vscode) tasks
2024-06-06 09:15:17 -05:00
John Colvin c13a7782c8 build: Name sparkd binary dirs after cmake preset
All other builds follow this pattern. Given the fact that we have so
many different builds now (spark, sparkd, data-streams, api-server,
etc.), it behooves us to adopt consistent naming conventions.
2024-06-06 09:15:17 -05:00
John Colvin 45f02391d1 cleanup: Remove sparkd login creds from PubSubServerConfig
It only needs a Sparkd url to download logging config. TBH, we can probably
get rid of that too, and simply read the local spark.conf.
2024-06-06 09:15:17 -05:00
John Colvin a3ca06addc Reduce 'internal_publish' log level to Diag
It was a bit noisy for the Info level
2024-06-06 09:15:17 -05:00
John Colvin 32869e54ec fix: Fix typos in c# Logs
Prefix a few msgs with '$' so vars in curly braces are expanded via
interpolation
2024-06-06 09:15:17 -05:00
John Colvin ca73220a2e Add new PubSub cfg to DSQA
At least the server address (port) needs to be exposed
2024-06-06 09:15:17 -05:00
John Colvin 9fc3c2618e cleanup: Remove unnecessary reference to SharedStreams
From DataStreamPublisher
2024-06-06 09:15:17 -05:00
John Colvin e72e0c0a30 fix: Make PubSubServer actually use sparkd url in config 2024-06-06 09:15:17 -05:00
John Colvin a5bfc75278 cleanup: Fix a few nullability warnings in DSQA 2024-06-06 09:15:17 -05:00
John Colvin 261a184d25 refactor: Replace legacy Crono type w/ dotnet Stopwatch 2024-06-06 09:15:16 -05:00
John Colvin 54e96a06cb build: Build DSQA on Windows in build_data_stream.py
It was only building DataStreamSuite.sln before, which is crossplatform
now so it no longer includes DSQA.
2024-06-06 09:15:16 -05:00
John Colvin 17e60df32b cleanup: Remove unused file PubSub3Config.cs 2024-06-06 09:15:16 -05:00
John Colvin c99d5fe24c Add support for core PubSub config via json 2024-06-06 09:15:16 -05:00
John Colvin 6049826e90 build: Make build_data_stream.py cross platform
Previously it only worked on Windows
2024-06-06 09:15:16 -05:00
John Colvin 672149dd89 Add more descriptive logs (via stdout) during initialization
The C++ configure/initialize routines were particularly opaque
2024-06-06 09:15:16 -05:00
John Colvin 8c99147f04 build: Build cmake presets in distinct binary dirs
It may use more disk space, but we really don't have a choice. CMake
projects with different parameters, preprocessors, source files, etc.
are not designed to share binary dirs. For example, the libspark.so file
that the Spark front-end is supposed to use is not necessarily the same
as the libspark.so file the Api Server is supposed use.
2024-06-06 09:15:16 -05:00
John Colvin 4d4b0b7ae3 build: Give api server distinct shm prefix 2024-06-06 09:15:16 -05:00
John Colvin 1a7955c1b1 build: Remove unnecessary cache var/macro for api server
* BUILD_API_SERVER (cmake cache var)
* SPARK_ENABLE_API_SERVER (preprocessor defined conditionally w/ BUILD_API_SERVER)

They were originally added to control whether or not MD Consumer extern
fns were built. They have been made redundant by the more appropriately
named EXPORT_MD_CONSUMER cache var/macro (both have same name now).
2024-06-06 09:15:16 -05:00
John Colvin f8fc2a1d96 cleanup: Remove static service Locator class
It relied on a static singleton 'ServiceContext'. Replace references
with a properly scoped (i.e., non-static) ServiceContext
2024-06-06 09:15:16 -05:00
John Colvin 9a7b3cb77c refactor: Reduce code (simplify) in BTS.init
Remove the 'args' parameter, since the cmd line can be obtained from
Environment.GetCommandLine anyways
2024-06-06 09:15:16 -05:00
John Colvin 8a3e4edb4d Dispose connections in SimpleTCPServer.Dispose 2024-06-06 09:15:15 -05:00
John Colvin e59183bb1e improvement: Allow app data dir to be overriden w/ env var
Historically, this has been hardcoded to ~/sparkdata on Linux, and
%APPDATA%/bts on Windows.
2024-06-06 09:15:15 -05:00
John Colvin dd4d4e8dc6 fix: Expand path vars in cmake presets at runtime
The binaries should be portable to other machines (paths shouldn't
be fixed to the user's home dir at compile time).
2024-06-06 09:15:15 -05:00
John Colvin f1744450ca build: Add script to build api server 2024-06-06 09:15:15 -05:00
John Colvin 3a7827a75b build: Automatically load vs dev prompt for win builds 2024-06-06 09:15:15 -05:00
John Colvin 8d22e91c0d fix build: Remove references to HighPerformanceTimer
An old custom timer class from Edge that we no longer need. We're
replacing it w/ a dotnet builtin timer class called 'Stopwatch'.
2024-06-06 09:15:15 -05:00
John Colvin c425145fc9 Remove mongo stream from MarketDataPublisher.json
It doesn't work unless you have mongodb running (a bit of a burden when you
just want to publish market data)
2024-06-06 09:15:15 -05:00
John Colvin 4855935ae0 improvement: Get PubSubRoutes from config (json)
Previously, we were using hardcoded default routes.
2024-06-06 09:15:15 -05:00
John Colvin 65f412ec9f fix: Fix myLoadAllTypes impl
* Fix lowercase typo in hardcoded assemblies (case matters now that we
  run on Linux)
* Fix resolution to full path (previous impl used deprecated functions,
  and incorrectly appended relative paths)
2024-06-06 09:15:15 -05:00
John Colvin 40681c6093 Add MaybeNullWhen(false) attribute to TryGetFirst result
So callers can assume non-null when it returns true (for IEnumerables of
non-null ref types)
2024-06-06 09:15:15 -05:00
John Colvin ab2d36e523 vscode: Add tasks.json
This provides a good base of operations to build/launch our now numerous
projects
2024-06-06 09:15:09 -05:00
John Colvin b1ab3a66d2 build: Fix old build_sparkd.py script
Things have become a lot simpler since it was originally written.
2024-06-05 15:44:36 +00:00
John Colvin 5e7e7e8ef4 test: Add FilterStreamTests 2024-06-05 15:44:35 +00:00
John Colvin 9291d30ae9 build: Add cmake opt to export MDConsumerInterop fns
Now that we have all these different builds (sparkd, spark, api server,
data streams) - many of which are cross platform - we need a proper
toggle for this (relying on 'IF WIN32' preprocessors doesn't cut it)
2024-06-05 15:44:35 +00:00
John Colvin 549708fcc2 fix: Use ".dll" file ext when loading assemblies by path 2024-06-05 15:44:35 +00:00
John Colvin 1d5551f301 build: Add cmake preset to build data streams on linux 2024-06-05 15:44:35 +00:00
John Colvin 283db0f9ea build: Define shm prefix and app data dir in CMakePresets
It's more organized this way, with the input variables for each
configuration defined in one place.
2024-06-05 15:44:35 +00:00
John Colvin 9fb04b2db9 cleanup: Remove unused cmake preset 'spark-api-server-base'
This was a hidden preset designed for common Linux/Windows config.
Neither Linux nor Windows configs were inheriting it.
2024-06-05 15:44:35 +00:00
John Colvin ceca96e10a Add build_data_stream.sh script for Linux 2024-06-05 15:44:35 +00:00
John Colvin fc48cc64af fix build (webapp): Add --include=dev arg to npm install
The apt repo finally updated npm from 8.X.X to 10.8.0. This broke the
Spark.Admin.WebApp build because the new version doesn't install dev
dependencies by default.
2024-06-05 15:44:35 +00:00
John Colvin 015d846941 feat: Add Pandas(Script)Stream 2024-06-05 15:44:35 +00:00
John Colvin e39108bbda fix build (sparkd): Fix typo
'git' was appended to a type name. I suspect a keyboard focus conflict
between vs code editor/terminal panes.
2024-06-03 13:46:51 +00:00
John Colvin 6240d89a08 Map PubSubServerConfig json to historic PubSub3Config 2024-06-03 13:46:51 +00:00
John Colvin c76700e5e5 cleanup: Remove unused PubSubRoute array from DSQA 2024-06-03 13:46:51 +00:00
John Colvin a8a0e8dea0 cleanup: Remove unused PubSubConfigureForm 2024-06-03 13:46:51 +00:00
John Colvin d65a2d6ed6 test: Add DataPacketBuilderTests
This tests somes facilities used in the new MongoCollectionStream
2024-06-03 13:46:51 +00:00
John Colvin 1824d5f9a4 feat: Add [incremental] MongoCollectionStream 2024-06-03 13:46:51 +00:00
John Colvin d3eb29087b refactor: Impl IDictionary<int, IBlueRow> in BlueTable 2024-06-03 13:46:51 +00:00
John Colvin d6fae238f9 Add IObservable ViewStream wrapper 2024-06-03 13:46:51 +00:00
John Colvin 44b46033e3 cleanup: Remove HighPerformanceTimer 2024-06-03 13:46:51 +00:00
John Colvin 5741ec9ab2 cleanup: Remove unnecessary usings (namespaces) 2024-06-03 13:46:51 +00:00
John Colvin 596975b309 style: Apply modern formatting to Crono 2024-06-03 13:46:51 +00:00
John Colvin 9050318ceb refactor: Replace HighPerformanceTimer w/ Stopwatch
This is needed to build DataStreamSuite on Linux.

'Stopwatch' is a platform independent timer class included with the
System.Runtime library in modern dotnet. 'HighPerformanceTimer' is a BTS
class that predates Stopwatch, and is NOT platform independent as it
relies on Windows kernel32.dll QueryPerformanceCounter/Frequency fns.
2024-06-03 13:46:51 +00:00
John Colvin 7ee6933789 refactor: Add formal config classes for prepublish streams
They can be passed to command line via --config <json_file>
2024-06-03 13:46:51 +00:00
John Colvin 306c572b53 improvement: Polish clis in DataStreamSuite
Specifically PubSubServer, DataStreamPublisher and DSQA

* Use CommandLineParser (nuget pkg)
* Clean up csproj files a bit while we're at it
2024-06-03 13:46:51 +00:00
John Colvin 63306173b1 refactor: Reorganize NumericComparer, support all types
Get rid of redundant UniversalNumericComparer while we're at it
2024-05-25 15:37:33 +00:00
John Colvin df1b45ca3e cleanup: Remove leftover legacy files 2024-05-25 15:37:33 +00:00
John Colvin c31a1f1bf3 cleanup: Switch assert statements to 'constraint model'
This gets rid of a few more build warnings in DataStreamSuite
2024-05-25 15:37:33 +00:00
John Colvin e95997ea17 cleanup: Chip away a few nullability warnings in DataStreamSuite
This is a start, but there're still > 700 of them!
2024-05-25 15:37:33 +00:00
John Colvin 12a070fd8d build: Remove DSQA from DataStreamSuite.sln to its own sln
So we can build DataStreamSuite.sln on Linux (DSQA depends on WinForms)
2024-05-25 15:37:33 +00:00
John Colvin e0459c54fd build: Fix 'pubsub' -> 'PubSub' typo in csproj ProjectReferences
Now all DataStream projects build on Linux (except DSQA, which is a winforms app)
2024-05-25 15:37:33 +00:00
John Colvin 15262a5a95 build: Move winform deps from BlueRegistry.csproj to DSQA
So we can build all DataStream projects (except DSQA) on Linux
2024-05-25 15:37:33 +00:00
Taha Afzal 90ec64d25c deleting old serializers 2024-05-25 15:37:33 +00:00
Taha Afzal 061481419e Streams can be published and subscribed now 2024-05-25 15:37:33 +00:00
Taha Afzal 8035255868 Cleaned up the cashe held by PublisherCore 2024-05-25 15:37:33 +00:00
Taha Afzal 7feaf869dc Stream serialization revamp, all tests pass (TestsStream.s) 2024-05-25 15:37:33 +00:00
Taha Afzal 7104e90fc9 Adding tests for stream serialization 2024-05-25 15:37:33 +00:00
Taha Afzal 52c1e500e6 Re-fixing PubSubserver exception caused by null server in internal tags 2024-05-25 15:37:33 +00:00
Taha Afzal 07274f897a Pubsub stats 2024-05-25 15:37:33 +00:00
Taha Afzal f626e53415 CPublisherCore, SubscriberCore, PubsubMessageReactor claned 2024-05-25 15:37:33 +00:00
Taha Afzal 5a7b2965be PubUBState cleaned up and modernized 2024-05-25 15:37:33 +00:00
Taha Afzal 0aab1628bc removing old handlers from PubsubMessageReactor 2024-05-25 15:37:33 +00:00
Taha Afzal b9649e1d8e Clearing up PubSubMessageReactor 2024-05-25 15:37:33 +00:00
Taha Afzal 3bc9bf2207 Starting the server cleanup work 2024-05-25 15:37:33 +00:00
Taha Afzal 888c06262b PublisherCore cleaned up 2024-05-25 15:37:33 +00:00
Taha Afzal 03e80dabcb CHanging member names from old style 2024-05-25 15:37:33 +00:00
Taha Afzal 54184d0875 Cleaning up ISubscriberCore to use ne PubSubClientMssage class 2024-05-25 15:37:33 +00:00
Taha Afzal 90bcf5a455 Adding testss for PubSubMessages 2024-05-25 15:37:33 +00:00
Taha Afzal d32d5ef40c Cleaning up PubSubMessages, as types messages instead of PubSubMetaData untypes dictionary 2024-05-25 15:37:33 +00:00
Taha Afzal 2e0e0658c6 Fixing merging 2024-05-23 10:34:40 -04:00
Taha Afzal bbdb50a41e FIX bridge for Trafix 2024-05-23 10:34:40 -04:00
John Colvin 90705cac83 Integrate theos into Algo Testing Framework
(For Laguna)
2024-05-13 14:28:16 +00:00
John Colvin b91cdd6d91 Expose get/set test secs fn for Algo Testing Framework
Laguna needs this. Historically, the test securities were extracted from
coconut md replay files. Eventually, we'll extract them from the new
replay file format, but until then, this gives Laguna a way to manually
set securities for algo tests (I hardcoded 1 ES sec for convenience by
default).
2024-05-13 14:23:31 +00:00
Mohammad Arham 64f2bd7a88 removed quoting algo so can be loaded dynamically 2024-04-04 20:38:15 -04:00
Mohammad Arham 3e32f684e3 removed redundant code 2024-04-03 16:56:31 -04:00
Mohammad Arham ff73756a55 removed assert if delete order that is completed 2024-04-03 16:55:29 -04:00
Mohammad Arham 1e64811d93 changed error code 2024-04-03 16:54:51 -04:00
John Colvin 2488597cf2 fix build (linux api server): Remove srcs that moved to sparkd 2024-04-02 16:25:13 +00:00
John Colvin 2d8047ba80 build: Tidy up build/publish_spark scripts
In preparation for the first deployment of the "development" branch.
2024-04-02 01:47:47 -05:00
John Colvin 3cb602b77e dev: Remove irrelevant comment from devcontainer.json
It was added by accident
2024-04-02 06:10:25 +00:00
John Colvin 51e1005e79 dev: Fix compile-commands-dir in devcontainer.json
It should be '${workspaceFolder}/build/clang/debug'
2024-04-02 06:01:14 +00:00
John Colvin ef7ea64973 dev: Add -y to 'apt install libpcap' in Dockerfile
Fixes the docker build
2024-04-02 05:57:03 +00:00
Mohammad Arham 0267c16e5a Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-04-01 19:02:32 -04:00
Mohammad Arham ca40e278ff quoting crash fix and comments 2024-04-01 19:01:27 -04:00
John Colvin 1c5da7ad48 cleanup: Tidy up hdrs included in cpp algo sdk 2024-04-01 10:09:35 -04:00
John Colvin 9bb3d5c569 refactor: Move ChildOrder defs to cpp file
So deps can be omitted in header
2024-04-01 10:09:35 -04:00
John Colvin 92ba43bfad refactor: Move ccapi logger into its own file 2024-04-01 10:09:35 -04:00
John Colvin ddeb5e59f0 fix: Add missing exchs to risk webapp 2024-04-01 10:09:35 -04:00
John Colvin 6b0b3e31cc cleanup: Move nested Trade class into its own file
Cut down on dep clutter
2024-04-01 10:09:35 -04:00
John Colvin 3f6c904ccc cleanup: Get rid of redundant SecurityKey def
Make bts::Security an alias for bts::md::Security instead
2024-04-01 10:09:35 -04:00
John Colvin d433919f1b refactor: Move OrderBuilder defs to cpp file
So impl deps don't leak into the sdk through headers
2024-04-01 10:09:35 -04:00
John Colvin 75da9af39d improvement: Add fmt impl for SecurityKey 2024-04-01 10:09:34 -04:00
John Colvin 22eff44926 cleanup: Tidy up Book.h 2024-04-01 10:09:34 -04:00
John Colvin cd6a052d0c cleanup: Tidy up IAlgoOrder, add fmt impl for ChildState
Part of a larger effort to polish the sdk for laguna
2024-04-01 10:09:34 -04:00
John Colvin 3b6cf0b187 cleanup: Remove unnecessary includes 2024-04-01 10:09:34 -04:00
John Colvin c170dd7a9e refactor: Include ostream in EnumMacros.h
So it doesn't need to be explicitly included to support ENUM_CLASS_DEF
2024-04-01 10:09:34 -04:00
John Colvin 154775bc70 refactor: Move misplaced code from libspark to sparkd
This will reduce the dependency load on libspark and the c++ algo sdk.
This has been on the backburner for a while; we're doing it now so we
can deliver a clean sdk to Laguna.

Migrating the following code:
  * general server-side md utils (MarketDataGateway, etc.)
  * emumba dependent code, including md impl for:
    - deribit
  * ccapi dependent code, including md impl for
    - binance
    - binance_us
    - binance_usds_futures
    - ftx
    - coinbase
    - okx
    - deribit
  * md recording

Note: I first began this migration to eliminate the c++ algo sdk's
wependency on emumba. There seemed to be a conflict related to ssl
versions (the build in the sdk docker would fail with unresolved
external symbols for OPENSSL macros)
2024-04-01 10:09:34 -04:00
John Colvin 7f936f3ba9 fix: Inline defs in hdr file 2024-04-01 10:09:24 -04:00
John Colvin 9b30a947a8 fix build: Add a few includes, suppress some werrors
Not sure how this slipped through the cracks, but I'm guessing the build
broke when we upgraded the cpp compilers (to clang 17 and gcc 13).

* Include <cstdint> in a few places
* Suppress -Wstringop-overflow in sparkd-gcc-release build
* Change const char * param to explicit std::string for proper type
  deduction in call to 'std::make_tuple'. For some reason, the gcc build
  was failing with an array-bounds werror (changing the arg fixed it).
2024-04-01 10:09:24 -04:00
John Colvin 2ee58d8f99 dev: Add devcontainer.json (for linux) 2024-04-01 10:09:24 -04:00
John Colvin 0537b3e9c7 cleanup: Remove mongodb.js file that was added by accident 2024-04-01 10:09:24 -04:00
John Colvin 8ae940bcbc fix: Change "init" call to "initAsync" in spark_api_server main
WebsocketDataSync.init was refactored to initAsync
2024-04-01 10:09:23 -04:00
Mohammad Arham 966ccb5f2c fixed order entry 2024-04-01 07:48:36 -04:00
Mohammad Arham fae9c3e59e quantity connected, fills reported, limit set as default 2024-04-01 07:46:36 -04:00
Mohammad Arham cb1dfb257d updated defaults to have max_order_msgs_per_window 2024-03-29 16:00:36 -04:00
Mohammad Arham 76c3fe86c2 quote algo quantity hooked 2024-03-29 14:42:15 -04:00
Mohammad Arham 7e3b1de70f bug fix 2024-03-29 00:38:33 -04:00
Mohammad Arham 2a07e3cf3c custom orders working on api 2024-03-29 00:37:04 -04:00
Mohammad Arham 6d0249825d quotingalgo working 2024-03-29 00:35:49 -04:00
Mohammad Arham 63810e3966 build fix 2024-03-26 18:07:48 -04:00
Mohammad Arham 4c013a8886 reorganise code 2024-03-26 18:07:01 -04:00
Mohammad Arham 9509818978 set theos 2024-03-26 18:06:07 -04:00
Mohammad Arham 4fdf3b8b60 just cleaner code 2024-03-26 02:10:06 -04:00
Mohammad Arham ee9a58486d cleaner code same logic 2024-03-25 02:52:51 -04:00
Mohammad Arham 75d6939c8b added new rules for onix decode ticks 2024-03-25 01:48:22 -04:00
Mohammad Arham fb1697b571 spelling fix 2024-03-24 23:17:02 -04:00
Mohammad Arham 4080d606d8 fixed get trades 2024-03-24 23:16:38 -04:00
Mohammad Arham 7655fd47dd fixed spelling 2024-03-24 23:14:11 -04:00
Taha Afzal d029b0fce7 SimExecution works with GLBX now 2024-03-18 23:54:19 -04:00
1433 changed files with 79148 additions and 56843 deletions

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+2 -2
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@@ -9,7 +9,7 @@
]
},
"fable": {
"version": "4.0.6",
"version": "4.24.0",
"commands": [
"fable"
]
@@ -27,4 +27,4 @@
]
}
}
}
}
+131
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@@ -0,0 +1,131 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
# Note installations that take a while (more than 10s)
RUN apt-get update
RUN apt-get install -y ca-certificates
RUN apt-get install -y ccache
RUN apt-get install -y curl
RUN apt-get install -y fish
RUN apt-get install -y gdb
# git-all: ~250s
RUN apt-get install -y git-all
RUN apt-get install -y gnupg
# liblttng-ust-dev: ~30s
RUN apt-get install -y liblttng-ust-dev
RUN apt-get install -y libssh2-1-dev
RUN apt-get install -y locales
RUN apt-get install -y ninja-build
# openssh-server: ~40s
RUN apt-get install -y openssh-server
RUN apt-get install -y pkg-config
RUN apt-get install -y software-properties-common
RUN apt-get install -y sudo
RUN apt-get install -y tzdata
RUN apt-get install -y vim
RUN apt-get install -y zip
# Python: ~30s
RUN apt-get install -y \
python3-pip \
python3-venv \
&& python3 -m pip install --upgrade pip
# GCC
ARG gcc_major=13
RUN \
add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
# Clang
ARG clang_major=17
RUN \
curl -fsSL https://apt.llvm.org/llvm-snapshot.gpg.key 2> /dev/null \
| gpg --dearmor - \
| tee /usr/share/keyrings/llvm-snapshot.gpg > /dev/null \
&& echo "deb [signed-by=/usr/share/keyrings/llvm-snapshot.gpg] http://apt.llvm.org/$(lsb_release -cs)/ llvm-toolchain-$(lsb_release -cs)-$clang_major main" \
| tee -a "/etc/apt/sources.list.d/llvm.list" \
&& apt-get update \
&& apt-get install -y \
clang-$clang_major \
clang-format-$clang_major \
clangd-$clang_major
# CMake
RUN \
curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
| gpg --dearmor - \
| tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
| tee /etc/apt/sources.list.d/kitware.list > /dev/null \
&& apt-get update \
&& apt-get install -y cmake
# Dotnet
RUN apt-get update && apt-get install -y dotnet7
# Node
ARG node_major=18
RUN mkdir -p /etc/apt/keyrings \
&& curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
| gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
&& echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
| tee /etc/apt/sources.list.d/nodesource.list \
&& apt-get update \
&& apt-get install -y nodejs
# Emumba (deps)
RUN apt-get update && apt-get -y install rapidjson-dev
# Emumba
COPY emumba /emumba
RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
&& rm -r /emumba
# Pcap
RUN apt-get update && apt-get install -y libpcap0.8-dev
# Databento (deps)
RUN apt-get update && apt-get -y install libzstd-dev
# Docker in Docker
RUN apt-get update && apt-get install -y \
docker.io \
docker-compose \
docker-compose-v2
# Set up default executables (update-alternatives)
RUN \
update-alternatives --install /usr/bin/clang clang /usr/bin/clang-$clang_major 100; \
update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-$clang_major 100; \
update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-$clang_major 100; \
update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-$clang_major 100; \
update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-$gcc_major 100; \
update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-$gcc_major 100
# Add compiler symlinks for ccache
RUN \
ln -s /usr/bin/ccache /usr/local/bin/clang; \
ln -s /usr/bin/ccache /usr/local/bin/clang++; \
ln -s /usr/bin/ccache /usr/local/bin/clang-$clang_major; \
ln -s /usr/bin/ccache /usr/local/bin/clang++-$clang_major; \
ln -s /usr/bin/ccache /usr/local/bin/gcc; \
ln -s /usr/bin/ccache /usr/local/bin/g++
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
+31
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@@ -0,0 +1,31 @@
{
"dockerFile": "Dockerfile",
"hostRequirements": {
"memory": "8gb",
"storage": "10gb"
},
"containerUser": "bts",
"updateRemoteUserUID": true,
"shutdownAction": "none",
// Note: If running multiple containers on the same host, each must use a
// unique set of ports. Usually we just add 1000 to each port as needed. For
// example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
"runArgs": [
"--shm-size",
"8gb"
],
"mounts": [
"source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
],
"customizations": {
"vscode": {
"extensions": [
"eamodio.gitlens",
"llvm-vs-code-extensions.vscode-clangd",
"ms-vscode.cmake-tools",
"ms-vscode.cpptools",
"xaver.clang-format"
]
}
}
}
+4
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@@ -0,0 +1,4 @@
#!/usr/bin/env bash
this_dir="$(realpath "$(dirname "$(readlink -f "${BASH_SOURCE[0]}")")")"
sudo dpkg -i "$this_dir/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
+48
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@@ -0,0 +1,48 @@
# This file defines the global default configuration for docker deployments.
# It is tracked in source control. For temporary modifications, please create
# a separate file called ".env.local" (it's in .gitignore, so won't be tracked).
# If a variable is defined in both files, the value in .env.local will be used.
#
# About the deployment procedure:
# We use Docker Compose to build images and launch containers for various services
# that make up our software suite:
# - sparkd
# - TODO: pubsub
# - TODO: md-publisher
# - TODO: webapp (DSQA on the web)
# - TODO: api-server (websocket based)
# From inside a devcontainer, you can launch all services in separate containers
# on your machine by running:
#
# tools/deploy.sh
#
# This script builds release versions for each service, packaged (generally) in
# self-contained directories. Next, it runs a few "docker compose" commands to
# build docker images loaded with the self-contained binaries from the previous
# step, and start containers with those images to run each service. To view the
# commands that deploy.sh runs internally (without actually running them), run:
#
# tools/deploy.sh --dry-run
#
# For additional information/help, run:
#
# tools/deploy.sh --help
#
### Sparkd ###
# The internal image for sparkd to use. For more info, view:
# src/server/sparkd/Dockerfile
SPARKD__IMAGE=sparkd
# The config dir for this service to use
SPARKD__CONFIG_DIR=src/server/sparkd/configurations/dev
# Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
# Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
# SPARKD__DATA_DIR=/home/bts/sparkdata/data
SPARKD__SOURCE_DIR=install/sparkd-release-gcc
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
SPARKD__CONFIG_PORT=8000
SPARKD__QUICKBUS_PORT=8001
SPARKD__SIM_FIX_PORT=8002
SPARKD__SHM_SIZE=4gb
# TODO: add config for other services (pubsub, md-publisher, webapp, api-server, etc.)
+3
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@@ -0,0 +1,3 @@
*.cmd text=auto eol=crlf
*.cs text=auto eol=crlf
*.sh text=auto eol=lf
+5 -2
View File
@@ -8,7 +8,9 @@ cmake-build-debug/
.idea/
.dir-locals.el
*.pyc
**.vscode
**.vscode/*
!.vscode/launch.json
!.vscode/tasks.json
.vs
obj/
*.csproj.user
@@ -54,6 +56,7 @@ trace_data/
/src/Spark.Admin.WebApp/src/bin/
**/CMakeDeps.cmake
**/CMakeDeps_win.cmake
**/.devcontainer
.devcontainer/
*.Generated.cs
*.lst
.env.local
+1 -1
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@@ -1,6 +1,6 @@
[submodule "externals"]
path = externals
url = git@bitbucket.org:bluetradesys/externals.git
url = https://bitbucket.org/bluetradesys/externals.git
[submodule "vcpkg"]
path = vcpkg
url = https://github.com/microsoft/vcpkg.git
+329
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@@ -0,0 +1,329 @@
{
"version": "0.2.0",
"configurations": [
{
"name": ".NET Core Attach",
"type": "coreclr",
"request": "attach"
},
{
"name": "DataStreamPublisher",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream (Debug)",
"program": "",
"linux": {
"program": "DataStreamPublisher",
},
"windows": {
"program": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json"
],
"cwd": "build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "(gdb) Launch",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests2",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader2]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "DataStreamQueryAnalyzer",
"type": "coreclr",
"request": "launch",
//"preLaunchTask": "Build DataStreamQueryAnalyzer (Debug)",
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json"
],
"cwd": "build/Debug/bin/net7.0-windows",
"env": {
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
},
"stopAtEntry": false,
"console": "integratedTerminal",
},
{
"name": "PubSubServer",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream (Debug)",
"program": "",
"linux": {
"program": "PubSubServer",
},
"windows": {
"program": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
],
"cwd": "build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.exe",
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Spark.exe",
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark (Parameterized)",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build Spark (Debug)",
"program": "",
"windows": {
"program": "Spark.exe",
"args": [
"--sparkd",
"${input:sparkConfigServer}"
],
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark Test",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.Console.exe",
"cwd": "build/Debug/bin/net7.0",
"args": [
"test",
"${input:sparkTest}"
]
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark Test (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Spark.Console.exe",
"cwd": "build/Debug/bin/net7.0",
"args": [
"test",
"${input:sparkTest}"
]
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Sparkd",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"preLaunchTask": "Build Sparkd (Debug)",
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd Test",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"preLaunchTask": "Build Sparkd (Debug)",
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"${input:sparkdTest}",
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd Test (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"${input:sparkdTest}",
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
],
"inputs": [
{
"id": "dataStreamPublisherConfig",
"type": "pickString",
"description": "Publisher Configuration",
"options": [
"MarketDataPublisher",
"SimpleEchoClient",
"SimpleTestDataPublisher",
"TestDataPublisher",
],
"default": "MarketDataPublisher",
},
{
"id": "pubSubServerConfig",
"type": "pickString",
"description": "PubSub Configuration",
"options": [
"PubSubServer",
"SimpleEchoClient",
],
"default": "PubSubServer",
},
{
"id": "sparkConfigServer",
"type": "promptString",
"description": "Config Server URL",
"default": "http://localhost:8000/config",
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
]
}
+930
View File
@@ -0,0 +1,930 @@
{
"version": "2.0.0",
"tasks": [
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"label": "Build Api Server",
"group": "build",
"type": "process",
"command": "",
"linux": {
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"windows": {
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{
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{
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{
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{
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{
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{
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{
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{
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},
},
{
"label": "Edit DataStream Config",
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"linux": {
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"args": [
"${env:HOME}/.local/share/DataStream/conf/spark.conf"
],
},
"windows": {
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"args": [
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],
},
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"panel": "shared",
"showReuseMessage": false,
"close": true,
},
"icon": {
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},
},
{
"label": "Edit Spark Config",
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"command": "",
"windows": {
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"args": [
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],
},
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},
{
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{
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{
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},
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},
{
"label": "Run DataStreamPublisher",
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"linux": {
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},
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
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},
},
{
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},
"windows": {
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},
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},
{
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},
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{
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{
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{
"label": "Run PubSubServer (Debug | Skip Build)",
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},
"windows": {
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},
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{
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{
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{
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},
{
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},
{
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},
{
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},
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},
{
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},
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},
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],
"options": {
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{
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{
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{
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},
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],
"options": {
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},
{
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"icon": {
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"color": "terminal.ansiYellow",
},
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],
"options": {
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}
},
},
{
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},
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],
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},
{
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},
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],
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},
{
"label": "View DataStreamQueryAnalyzer Logs (Last Run)",
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"close": true,
},
"icon": {
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},
},
{
"label": "View PubSubServer Logs (Last Run)",
"type": "process",
"command": "",
"linux": {
"command": "tools/logging/show_last_run.sh",
"args": [
"${env:HOME}/.local/share/DataStream/data/logging.PubSubServer",
"Starting PubSubServer"
]
},
"windows": {
"command": "tools/logging/show_last_run.cmd",
"args": [
"DataStream",
"PubSubServer.exe",
"Starting PubSubServer"
]
},
"presentation": {
"reveal": "always",
"focus": true,
"panel": "shared",
"showReuseMessage": false,
"close": true,
},
"icon": {
"id": "wrench"
},
},
],
"inputs": [
{
"id": "buildConfiguration",
"type": "pickString",
"description": "Configuration",
"options": [
"Debug",
"Release",
],
"default": "Debug",
},
{
"id": "sparkdCmakePreset",
"type": "pickString",
"description": "Configuration",
"options": [
"sparkd-debug-clang",
"sparkd-debug-gcc",
"sparkd-release-clang",
"sparkd-release-gcc",
],
"default": "sparkd-debug-clang",
},
{
"id": "sparkdCompiler",
"type": "pickString",
"description": "Configuration",
"options": [
"clang",
"gcc",
],
"default": "sparkd-debug-clang",
},
{
"id": "dataStreamPublisherConfig",
"type": "pickString",
"description": "Publisher Configuration",
"options": [
"MarketDataPublisher",
"SimpleEchoClient",
"SimpleTestDataPublisher",
"TestDataPublisher",
],
"default": "MarketDataPublisher",
},
{
"id": "pubSubServerConfig",
"type": "pickString",
"description": "PubSub Configuration",
"options": [
"PubSubServer",
"SimpleEchoClient",
],
"default": "PubSubServer",
},
{
"id": "sparkConfigQuery",
"type": "promptString",
"description": "Config Type(s)"
},
{
"id": "sparkdConfigQuery",
"type": "promptString",
"description": "Config Type(s)"
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
]
}
+32 -20
View File
@@ -1,7 +1,10 @@
cmake_minimum_required(VERSION 3.12)
project(spark)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/GitVersion.cmake)
set(CMAKE_CXX_STANDARD 20)
get_version_from_git()
if(WIN32)
set(platform "windows")
else()
@@ -14,12 +17,17 @@ set(
CACHE
STRING
"External dependencies root folder (should contain folders: lib, bin, include")
# SHARED_MEMORY_PREFIX serves as a kind of namespace so multiple applications
# can run simultaneously without fighting over the same shm files (e.g., sparkd,
# api server, etc.).
set(SHARED_MEMORY_PREFIX "bts" CACHE STRING "Prefix to use when creating shared memory files")
set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
set(SPARK_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
set(BUILD_API_SERVER OFF CACHE BOOL "Build the api server")
set(BUILD_DOCS OFF CACHE BOOL "Build documentation")
set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
set(EXPORT_MD_CONSUMER OFF CACHE BOOL "Export (extern) C functions for MD consumer interop")
if (WIN32)
set(BUILD_SPARKD OFF CACHE BOOL "Build sparkd")
set(BUILD_ADMIN_WEB_APP OFF CACHE BOOL "Build the Admin WebApp")
@@ -31,29 +39,21 @@ endif()
include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
link_directories(${SPARK_LIB})
if(BUILD_API_SERVER)
add_compile_definitions(SPARK_ENABLE_API_SERVER)
add_compile_definitions(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
if(DEFINED APP_DATA_DIR_OVERRIDE)
add_compile_definitions(APP_DATA_DIR_OVERRIDE="${APP_DATA_DIR_OVERRIDE}")
endif()
add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
if(WIN32)
add_compile_definitions(SHARED_MEMORY_PREFIX="spark")
add_compile_definitions(APP_DATA_DIR="\$\{APPDATA\}/bts/")
# subdirs
add_subdirectory(src/lib)
else()
# make sparkd look for libspark.so in its directory
set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
set(CMAKE_INSTALL_RPATH ".")
set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install")
set(SPARK_INSTALL_PREFIX "${CMAKE_INSTALL_PREFIX}/$<CONFIG>")
if(BUILD_API_SERVER)
add_compile_definitions(APP_DATA_DIR="\$\{HOME\}/spark_api/")
add_compile_definitions(SHARED_MEMORY_PREFIX="spark_api")
elseif(BUILD_SPARKD)
add_compile_definitions(SHARED_MEMORY_PREFIX="sparkd")
add_compile_definitions(APP_DATA_DIR="\$\{HOME\}/sparkdata/")
if(BUILD_SPARKD)
# Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
# read by their code). We override some below.
add_compile_definitions(SPARK_ENABLE_CCAPI)
@@ -90,9 +90,15 @@ else()
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance USDS Futures **
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
# ** Binance Coin Futures **
add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
# ** Deribit **
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
@@ -112,6 +118,7 @@ else()
# subdirs
if (BUILD_SPARKD)
add_subdirectory(src/lib_binance_execution)
add_subdirectory(src/server/sparkd)
add_subdirectory(src/data_files)
endif()
@@ -133,6 +140,8 @@ else()
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}/libonixs-fix-engine.so.4 ${CMAKE_BINARY_DIR}/server
COMMAND
ln ARGS -sf
${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
@@ -146,11 +155,14 @@ else()
install(
DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins"
DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
DESTINATION "${CMAKE_INSTALL_BINDIR}")
install(
FILES
"${SPARK_LIB}/libACE-5.7.5.so"
"${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
"${SPARK_LIB}/libonixs-fix-engine.so.4.10.1"
"${SPARK_LIB}/libonixs-fix-engine.so.4"
"${SPARK_LIB}/libonixs-fix-engine.so"
DESTINATION "${CMAKE_INSTALL_BINDIR}")
endif()
endif()
+116 -73
View File
@@ -15,22 +15,30 @@
"rhs": "Windows"
},
"generator": "Visual Studio 17 2022",
"binaryDir": "${sourceDir}/build",
"binaryDir": "${sourceDir}/build/${presetName}",
"environment": {
"SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++20 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
},
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{APPDATA}/bts",
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_DATA_DIR}",
"CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
"CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
"CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
"CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"EXTERNALS_ROOT": "${sourceDir}/externals/windows",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"DOTNET_WINDOWS_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0-windows"
"DOTNET_WINDOWS_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
},
"SHARED_MEMORY_PREFIX": "spark"
}
},
@@ -46,13 +54,15 @@
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"platform": "",
"APP_DATA_DIR": "${dollar}{HOME}/sparkdata",
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARKD_DATA_DIR}",
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "ON"
},
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_RPATH": ".",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
"EXTERNALS_ROOT": "${sourceDir}/externals/linux",
"BUILD_SDK": {
@@ -62,7 +72,8 @@
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "ON"
}
},
"SHARED_MEMORY_PREFIX": "sparkd"
}
},
@@ -95,98 +106,72 @@
{
"name": "sparkd-debug-clang",
"inherits": "sparkd-debug",
"displayName": "Debug (clang)",
"displayName": "Sparkd (Debug | Clang)",
"description": "Debug build compiled w/ clang",
"binaryDir": "${sourceDir}/build/clang/debug",
"cacheVariables": {
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/clang/debug/sparkd"
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG"
}
},
{
"name": "sparkd-debug-gcc",
"inherits": "sparkd-debug",
"displayName": "Debug (gcc)",
"displayName": "Sparkd (Debug | Gcc)",
"description": "Debug build compiled w/ gcc",
"binaryDir": "${sourceDir}/build/gcc/debug",
"cacheVariables": {
"CMAKE_C_COMPILER": "gcc",
"CMAKE_CXX_COMPILER": "g++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -DDEBUG",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/gcc/debug/sparkd"
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -DDEBUG"
}
},
{
"name": "sparkd-release-clang",
"inherits": "sparkd-release",
"displayName": "Release (clang)",
"displayName": "Sparkd (Release | Clang)",
"description": "Release build compiled w/ clang",
"binaryDir": "${sourceDir}/build/clang/release",
"cacheVariables": {
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/clang/release/sparkd"
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3"
}
},
{
"name": "sparkd-release-gcc",
"inherits": "sparkd-release",
"displayName": "Release (gcc)",
"displayName": "Sparkd (Release | Gcc)",
"description": "Release build compiled w/ gcc",
"binaryDir": "${sourceDir}/build/gcc/release",
"cacheVariables": {
"CMAKE_C_COMPILER": "gcc",
"CMAKE_CXX_COMPILER": "g++",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/gcc/release/sparkd"
}
},
{
"name": "spark-api-server-base",
"hidden": true,
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"BUILD_API_SERVER": {
"type": "bool",
"value": "ON"
},
"CONFIG_DEFAULTS_PATH": "config/profiles/md_dev/*.conf;config/profiles/default/*.conf"
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-stringop-overflow --std=c++20 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3"
}
},
{
"name": "spark-api-server-windows",
"inherits": "spark",
"displayName": "Spark Api Server",
"displayName": "Spark Api Server (Windows)",
"cacheVariables": {
"BUILD_API_SERVER": {
"type": "bool",
"value": "ON"
}
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_API_SERVER_DATA_DIR}",
"SHARED_MEMORY_PREFIX": "spark_api_server"
}
},
{
"name": "spark-api-server-linux",
"inherits": "sparkd",
"displayName": "Spark Api Server",
"displayName": "Spark Api Server (Linux)",
"generator": "Ninja Multi-Config",
"cacheVariables": {
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_API_SERVER_DATA_DIR}",
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_API_SERVER": {
"type": "bool",
"value": "ON"
},
"BUILD_SPARKD": {
"type": "BOOL",
"value": "OFF"
@@ -197,7 +182,11 @@
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0"
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
}
}
},
@@ -220,13 +209,62 @@
},
{
"name": "data-stream-suite",
"name": "data-stream-suite-windows",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"inherits": "spark",
"displayName": "Data Stream Suite",
"displayName": "Data Stream Suite (Windows)",
"description": "Data Stream utils ported over from Edge",
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf"
"APP_DATA_DIR": "${dollar}{APPDATA}/bts/DataStream",
"APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"SHARED_MEMORY_PREFIX": "data_stream"
}
},
{
"name": "data-stream-suite-linux",
"displayName": "Data Stream Suite (Linux)",
"description": "Data Stream utils ported over from Edge",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"inherits": "sparkd",
"generator": "Ninja Multi-Config",
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{HOME}/.local/share/DataStream",
"APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_SDK": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_SPARKD": {
"type": "BOOL",
"value": "OFF"
},
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
},
"SHARED_MEMORY_PREFIX": "data_stream"
}
}
],
@@ -244,7 +282,7 @@
{
"name": "spark-debug",
"displayName": "Debug",
"displayName": "Spark (Debug)",
"inherits": "spark",
"configurePreset": "spark",
"configuration": "Debug"
@@ -252,7 +290,7 @@
{
"name": "spark-release",
"displayName": "Release",
"displayName": "Spark (Release)",
"inherits": "spark",
"configurePreset": "spark",
"configuration": "Release"
@@ -265,43 +303,34 @@
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"hidden": true,
"targets": [
"data_files_dir",
"admin_web_app_bundle",
"install",
"libspark",
"rapidjson_project",
"server_layout",
"sparkd"
]
"hidden": true
},
{
"name": "sparkd-debug-clang",
"configurePreset": "sparkd-debug-clang",
"displayName": "Debug (clang)",
"displayName": "Sparkd (Debug | Clang)",
"inherits": "sparkd"
},
{
"name": "sparkd-debug-gcc",
"configurePreset": "sparkd-debug-gcc",
"displayName": "Debug (gcc)",
"displayName": "Sparkd (Debug | Gcc)",
"inherits": "sparkd"
},
{
"name": "sparkd-release-clang",
"configurePreset": "sparkd-release-clang",
"displayName": "Release (clang)",
"displayName": "Sparkd (Release | Clang)",
"inherits": "sparkd"
},
{
"name": "sparkd-release-gcc",
"configurePreset": "sparkd-release-gcc",
"displayName": "Release (gcc)",
"displayName": "Sparkd (Release | Gcc)",
"inherits": "sparkd"
},
@@ -318,14 +347,14 @@
{
"name": "spark-api-server-windows-debug",
"displayName": "Spark Api Server (Debug)",
"displayName": "Spark Api Server (Windows | Debug)",
"inherits": "spark-api-server-windows",
"configuration": "Debug"
},
{
"name": "spark-api-server-windows-release",
"displayName": "Spark Api Server (Debug)",
"displayName": "Spark Api Server (Windows | Release)",
"inherits": "spark-api-server-windows",
"configuration": "Release"
},
@@ -344,14 +373,14 @@
{
"name": "spark-api-server-linux-debug",
"inherits": "spark-api-server-linux",
"displayName": "Spark Api Server (Debug)",
"displayName": "Spark Api Server (Linux | Debug)",
"configuration": "Debug"
},
{
"name": "spark-api-server-linux-release",
"inherits": "spark-api-server-linux",
"displayName": "Spark Api Server (Release)",
"displayName": "Spark Api Server (Linux | Release)",
"configuration": "Release"
},
@@ -371,16 +400,30 @@
},
{
"name": "data-stream-suite-debug",
"displayName": "DataStreamSuite (Debug)",
"configurePreset": "data-stream-suite",
"name": "data-stream-suite-windows-debug",
"displayName": "Data Stream Suite (Windows | Debug)",
"configurePreset": "data-stream-suite-windows",
"configuration": "Debug"
},
{
"name": "data-stream-suite-release",
"displayName": "DataStreamSuite (Release)",
"configurePreset": "data-stream-suite",
"name": "data-stream-suite-windows-release",
"displayName": "Data Stream Suite (Windows | Release)",
"configurePreset": "data-stream-suite-windows",
"configuration": "Release"
},
{
"name": "data-stream-suite-linux-debug",
"displayName": "Data Stream Suite (Linux | Debug)",
"configurePreset": "data-stream-suite-linux",
"configuration": "Debug"
},
{
"name": "data-stream-suite-linux-release",
"displayName": "Data Stream Suite (Linux | Release)",
"configurePreset": "data-stream-suite-linux",
"configuration": "Release"
}
]
+139
View File
@@ -14,6 +14,34 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\sp
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{89D666E6-B500-498F-B026-4D167F68ADFC}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{EF26A475-6101-4C9C-A717-D60BB92A2302}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{911B08A3-515A-441D-84C8-8A43740B5FC1}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{14140310-2233-430A-821B-F3058A25234B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ExpressionCore", "src\DataStreamSuite\ExpressionCore\ExpressionCore.csproj", "{6F22DB96-6EAB-4034-99D9-287021C36F01}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{A5C33956-A41F-49B3-A41D-1082CBA59D02}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ColumnMapExpressions", "src\DataStreamSuite\ColumnMapExpressions\ColumnMapExpressions.csproj", "{B945A183-2174-4ACB-B289-8A5C546656FE}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{9F6D7DE8-185B-4C1D-B809-3314D092DF28}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{39AEA075-6457-46C0-8821-1158BE6EFA57}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
@@ -70,6 +98,102 @@ Global
{89D666E6-B500-498F-B026-4D167F68ADFC}.Release|x64.Build.0 = Release|x64
{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.ActiveCfg = Debug|x64
{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.Build.0 = Debug|x64
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Debug|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Debug|x64.Build.0 = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Release|x64.ActiveCfg = Release|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Release|x64.Build.0 = Release|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Debug|x64.ActiveCfg = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Debug|x64.Build.0 = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Release|x64.ActiveCfg = Release|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Release|x64.Build.0 = Release|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Debug|x64.ActiveCfg = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Debug|x64.Build.0 = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Release|x64.ActiveCfg = Release|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Release|x64.Build.0 = Release|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Debug|x64.ActiveCfg = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Debug|x64.Build.0 = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Release|x64.ActiveCfg = Release|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Release|x64.Build.0 = Release|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Debug|x64.ActiveCfg = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Debug|x64.Build.0 = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Release|x64.ActiveCfg = Release|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Release|x64.Build.0 = Release|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Debug|x64.ActiveCfg = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Debug|x64.Build.0 = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Release|x64.ActiveCfg = Release|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Release|x64.Build.0 = Release|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Debug|x64.ActiveCfg = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Debug|x64.Build.0 = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Release|x64.ActiveCfg = Release|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Release|x64.Build.0 = Release|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Debug|x64.ActiveCfg = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Debug|x64.Build.0 = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Release|x64.ActiveCfg = Release|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Release|x64.Build.0 = Release|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Debug|x64.ActiveCfg = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Debug|x64.Build.0 = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Release|x64.ActiveCfg = Release|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Release|x64.Build.0 = Release|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x64.ActiveCfg = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x64.Build.0 = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.ActiveCfg = Release|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.Build.0 = Release|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Debug|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Debug|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.ActiveCfg = Release|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.Build.0 = Release|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.ActiveCfg = Release|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.Build.0 = Release|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@@ -80,4 +204,19 @@ Global
GlobalSection(Performance) = preSolution
HasPerformanceSessions = true
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
{EF26A475-6101-4C9C-A717-D60BB92A2302} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{911B08A3-515A-441D-84C8-8A43740B5FC1} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{14140310-2233-430A-821B-F3058A25234B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6F22DB96-6EAB-4034-99D9-287021C36F01} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{A5C33956-A41F-49B3-A41D-1082CBA59D02} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{B945A183-2174-4ACB-B289-8A5C546656FE} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
EndGlobalSection
EndGlobal
+48
View File
@@ -0,0 +1,48 @@
include_guard(GLOBAL)
function(get_version_from_git)
find_package(Git QUIET)
if(NOT Git_FOUND)
message(WARNING "Git not found")
return()
endif()
execute_process(
COMMAND ${GIT_EXECUTABLE} describe --tags --always
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE GIT_TAG
OUTPUT_STRIP_TRAILING_WHITESPACE
RESULT_VARIABLE GIT_RESULT
)
if(NOT GIT_RESULT EQUAL 0)
message(WARNING "Failed to get git tag")
return()
endif()
execute_process(
COMMAND ${GIT_EXECUTABLE} rev-parse --short=7 HEAD
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE GIT_COMMIT_SHORT_HASH
OUTPUT_STRIP_TRAILING_WHITESPACE
)
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH})
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH} PARENT_SCOPE)
string(REGEX REPLACE "^v" "" CLEAN_TAG "${GIT_TAG}")
if(CLEAN_TAG MATCHES "^([0-9]+)\\.([0-9]+)\\.([0-9]+)(-.*)?$")
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1})
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1} PARENT_SCOPE)
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2})
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2} PARENT_SCOPE)
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3})
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3} PARENT_SCOPE)
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}")
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}" PARENT_SCOPE)
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}")
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}" PARENT_SCOPE)
else()
message(WARNING "Tag '${CLEAN_TAG}' does not match semver format")
endif()
endfunction()
+49
View File
@@ -0,0 +1,49 @@
include_guard(DIRECTORY)
function(protobuf_generate_fs)
set(_options)
set(_one_value_args TARGET_NAME OUT_DIR PROTOC)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_TARGET_NAME)
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_fs_protos")
endif()
if (NOT DEFINED _ARGS_PROTOC)
set(_ARGS_PROTOC "${SPARK_BIN}/protoc")
endif()
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
set(_outputs)
foreach(_proto_source ${_ARGS_PROTO_SOURCES})
# get_filename_component(_abs_proto_source ${_proto_source} ABSOLUTE)
get_filename_component(_proto_source_we ${_proto_source} NAME_WE)
# get_filename_component(_proto_source_dir ${_proto_source} DIRECTORY)
list(APPEND _outputs ${_ARGS_OUT_DIR}/${_proto_source_we}.fable.fs)
endforeach()
set(_venv_exec ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh)
set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py)
set(_template_fs ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/templates/fs/fable.fs)
add_custom_command(
OUTPUT ${_outputs}
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
COMMAND ${_venv_exec}
${_ARGS_PROTOC}
--plugin=protoc-gen-service=${_plugin_py}
--service_out=lang=fs,strip_out_path=1:${_ARGS_OUT_DIR}
${_proto_include_cli_args}
${_ARGS_PROTO_SOURCES}
DEPENDS
${_venv_exec}
${_plugin_py}
${_template_fs}
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
${_ARGS_PROTO_SOURCES}
)
add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS "${_outputs}")
endfunction()
+33
View File
@@ -0,0 +1,33 @@
include_guard(DIRECTORY)
function(protobuf_generate_js)
set(_options)
set(_one_value_args TARGET_NAME OUTPUT)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_TARGET_NAME)
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_js_protos")
endif()
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -p ${_dir})
endforeach()
add_custom_command(
OUTPUT ${_ARGS_OUTPUT}
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
COMMAND npx
--no-install pbjs
-t json-module
-w commonjs
-o ${_ARGS_OUTPUT}
${_proto_include_cli_args}
${_ARGS_PROTO_SOURCES}
DEPENDS
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
${_ARGS_PROTO_SOURCES}
)
add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS ${_ARGS_OUTPUT})
endfunction()
+49
View File
@@ -0,0 +1,49 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
function(sym_link_dir)
set(_options)
set(_one_value_args TARGET_NAME SOURCE DEST COMMENT)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
add_custom_command(
OUTPUT ${_ARGS_DEST}
COMMAND ln ARGS -sf ${_ARGS_SOURCE} ${_ARGS_DEST}
)
set_ternary(_comment _ARGS_COMMENT "${_ARGS_COMMENT}" "linking dir ${_ARGS_SOURCE} -> ${_ARGS_DEST}")
add_custom_target(
${_ARGS_TARGET_NAME} ALL
DEPENDS ${_ARGS_DEST}
COMMENT "${_comment}"
)
endfunction()
function(sym_link_file)
set(_options)
set(_one_value_args SOURCE DEST INSTALL_DEST)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
file(
CREATE_LINK
${_ARGS_SOURCE}
${_ARGS_DEST}
SYMBOLIC
)
if (DEFINED _ARGS_INSTALL_DEST)
install(
FILES
${_ARGS_SOURCE}
DESTINATION ${_ARGS_INSTALL_DEST}
)
endif()
endfunction()
function(sym_link_local_lib LIB_NAME)
set(_lib_file_name "${CMAKE_SHARED_LIBRARY_PREFIX}${LIB_NAME}.so")
file(
CREATE_LINK
"${CMAKE_BINARY_DIR}/src/lib_${LIB_NAME}/${_lib_file_name}"
"${CMAKE_CURRENT_BINARY_DIR}/${_lib_file_name}"
SYMBOLIC
)
endfunction()
+9
View File
@@ -0,0 +1,9 @@
include_guard(GLOBAL)
macro(set_ternary RESULT CONDITION TRUE_VALUE FALSE_VALUE)
if(${CONDITION})
set(${RESULT} ${TRUE_VALUE})
else()
set(${RESULT} ${FALSE_VALUE})
endif()
endmacro()
+11
View File
@@ -0,0 +1,11 @@
#ifndef BTS_SPARK_VERSION_H
#define BTS_SPARK_VERSION_H
#define BTS_SPARK_VERSION_MAJOR @PROJECT_VERSION_MAJOR@
#define BTS_SPARK_VERSION_MINOR @PROJECT_VERSION_MINOR@
#define BTS_SPARK_VERSION_PATCH @PROJECT_VERSION_PATCH@
#define BTS_SPARK_VERSION_BUILD_METADATA @PROJECT_VERSION_BUILD_METADATA@
#define BTS_SPARK_VERSION "@PROJECT_VERSION@"
#define BTS_SPARK_VERSION_FULL "@PROJECT_VERSION_FULL@"
#endif
+100
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@@ -0,0 +1,100 @@
services:
sparkd:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
build:
dockerfile: src/server/sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/sparkdata/data
if [ -e "/home/bts/sparkdata/data/logging.sparkd/log" ]; then
mv "/home/bts/sparkdata/data/logging.sparkd/log" "/home/bts/sparkdata/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
fi
if [ -e "/home/bts/sparkdata/conf/.env.local" ]; then
echo 'Sourcing /home/bts/sparkdata/conf/.env.local'
set -a
. /home/bts/sparkdata/conf/.env.local
set +a
fi
./sparkd run"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
deploy:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-symbols:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/sparkdata/conf
build:
dockerfile: src/server/sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/sparkdata/data
if [ -e "/home/bts/sparkdata/data/logging.sparkd/log" ]; then
mv "/home/bts/sparkdata/data/logging.sparkd/log" "/home/bts/sparkdata/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
fi
ls -alh /home/bts/sparkdata/conf/
cat /home/bts/sparkdata/conf/.env.local
if [ -e "/home/bts/sparkdata/conf/.env.local" ]; then
echo 'Sourcing /home/bts/sparkdata/conf/.env.local'
set -a
. /home/bts/sparkdata/conf/.env.local
set +a
fi
./sparkd run"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
deploy:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-tail:
image: bluetradingsystems/linux_dotnet7
volumes:
- type: volume
read_only: true
source: sparkd_data
target: /home/bts/sparkdata/data/logging.sparkd
volume:
subpath: logging.sparkd
command: ["tail", "-f", "/home/bts/sparkdata/data/logging.sparkd/log"]
sparkd-ping-test:
depends_on:
- sparkd
profiles:
- ping-test
build:
context: .
dockerfile_inline: |
FROM bluetradingsystems/linux_dotnet7
USER "root"
RUN apt-get update && apt-get -y install iputils-ping
command: [ "ping", "sparkd" ]
volumes:
sparkd_data:
name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
@@ -0,0 +1,38 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y pkg-config
RUN apt-get update && apt-get install -y locales
RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
RUN apt-get update \
&& apt-get install -y dotnet7
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
USER bts
WORKDIR /home/bts
-45
View File
@@ -1,45 +0,0 @@
/* global use, db */
// MongoDB Playground
// To disable this template go to Settings | MongoDB | Use Default Template For Playground.
// Make sure you are connected to enable completions and to be able to run a playground.
// Use Ctrl+Space inside a snippet or a string literal to trigger completions.
// The result of the last command run in a playground is shown on the results panel.
// By default the first 20 documents will be returned with a cursor.
// Use 'console.log()' to print to the debug output.
// For more documentation on playgrounds please refer to
// https://www.mongodb.com/docs/mongodb-vscode/playgrounds/
// Select the database to use.
use('mongodbVSCodePlaygroundDB');
// Insert a few documents into the sales collection.
db.getCollection('sales').insertMany([
{ 'item': 'abc', 'price': 10, 'quantity': 2, 'date': new Date('2014-03-01T08:00:00Z') },
{ 'item': 'jkl', 'price': 20, 'quantity': 1, 'date': new Date('2014-03-01T09:00:00Z') },
{ 'item': 'xyz', 'price': 5, 'quantity': 10, 'date': new Date('2014-03-15T09:00:00Z') },
{ 'item': 'xyz', 'price': 5, 'quantity': 20, 'date': new Date('2014-04-04T11:21:39.736Z') },
{ 'item': 'abc', 'price': 10, 'quantity': 10, 'date': new Date('2014-04-04T21:23:13.331Z') },
{ 'item': 'def', 'price': 7.5, 'quantity': 5, 'date': new Date('2015-06-04T05:08:13Z') },
{ 'item': 'def', 'price': 7.5, 'quantity': 10, 'date': new Date('2015-09-10T08:43:00Z') },
{ 'item': 'abc', 'price': 10, 'quantity': 5, 'date': new Date('2016-02-06T20:20:13Z') },
]);
// Run a find command to view items sold on April 4th, 2014.
const salesOnApril4th = db.getCollection('sales').find({
date: { $gte: new Date('2014-04-04'), $lt: new Date('2014-04-05') }
}).count();
// Print a message to the output window.
console.log(`${salesOnApril4th} sales occurred in 2014.`);
// Here we run an aggregation and open a cursor to the results.
// Use '.toArray()' to exhaust the cursor to return the whole result set.
// You can use '.hasNext()/.next()' to iterate through the cursor page by page.
db.getCollection('sales').aggregate([
// Find all of the sales that occurred in 2014.
{ $match: { date: { $gte: new Date('2014-01-01'), $lt: new Date('2015-01-01') } } },
// Group the total sales for each product.
{ $group: { _id: '$item', totalSaleAmount: { $sum: { $multiply: ['$price', '$quantity'] } } } }
]);
+14
View File
@@ -1,11 +1,20 @@
astroid==2.7.3
autopep8==1.5.7
blinker==1.9.0
boto3==1.37.9
botocore==1.37.9
certifi==2023.5.7
charset-normalizer==3.1.0
click==8.1.8
colorama==0.4.4
Flask==3.1.0
idna==3.4
isort==5.9.3
itsdangerous==2.2.0
Jinja2==3.1.6
jmespath==1.0.1
lazy-object-proxy==1.6.0
MarkupSafe==3.0.2
mccabe==0.6.1
platformdirs==2.3.0
protobuf==4.21.12
@@ -14,9 +23,14 @@ pycodestyle==2.7.0
pycparser==2.20
pylint==2.10.2
PyMeta3==0.5.1
python-dateutil==2.9.0.post0
python-dotenv==1.0.1
requests==2.31.0
s3transfer==0.11.4
six==1.17.0
termcolor==1.1.0
toml==0.10.2
urllib3==2.0.3
Werkzeug==3.1.3
wrapt==1.12.1
yapf==0.31.0
File diff suppressed because it is too large. Load diff
+15 -34
View File
@@ -1,41 +1,22 @@
using mbts.spark;
using System.Diagnostics;
using System;
using System.Runtime;
namespace BCG.Utilities.General;
namespace BCG.Utilities.General
{
/// <summary>
/// Summary description for Crono.
/// </summary>
public class Crono
{
public Crono()
{
myTimer = new HighPerformanceTimer();
}
/// <summary>
/// Summary description for Crono.
/// </summary>
public class Crono {
readonly Stopwatch myTimer = new();
public void start()
{myTimer.start();}
public void start() =>
myTimer.Start();
public void stop()
{myTimer.stop();}
public void stop() =>
myTimer.Stop();
public TimeSpan time
{
get
{
return new TimeSpan((long) (myTimer.totalMilliseconds * TimeSpan.TicksPerMillisecond));
}
}
public double miliseconds
{
get
{return myTimer.totalMilliseconds;}
}
private HighPerformanceTimer myTimer;
}
public TimeSpan time =>
myTimer.Elapsed;
public double miliseconds =>
myTimer.Elapsed.TotalMilliseconds;
}
+192 -192
View File
@@ -1,192 +1,192 @@
using System;
using System.Collections;
using System.Collections.Generic;
using System.Collections.Concurrent;
using System.Reflection;
using Microsoft.Win32;
namespace BCG
{
public enum RegistryRoot { HKCU, HKLM }
[Serializable]
public class BlueRegistry
{
public const string BlueSubKey = @"Software\Blue Capital Group\";
public static readonly string ApplicationPrefix;
protected string myFullPath;
public BlueRegistry(string subPath)
{
myFullPath = string.Concat(BlueRegistry.ApplicationPrefix, @"\", subPath);
}
public BlueRegistry(BlueRegistry parent, string subPath)
{
myFullPath = string.Concat(parent.myFullPath, @"\", subPath);
}
static BlueRegistry()
{
string app = "Applications";
Assembly ass = Assembly.GetEntryAssembly();
if (ass != null)
{
app = ass.GetName().Name;
object[] attrs = ass.GetCustomAttributes(
Type.GetType("System.Reflection.AssemblyTitleAttribute"), true);
if (attrs.Length > 0 && ((AssemblyTitleAttribute)attrs[0]).Title != string.Empty)
{
app = ((AssemblyTitleAttribute)attrs[0]).Title;
}
}
ApplicationPrefix = string.Concat(BlueRegistry.BlueSubKey, app);
}
public object getValue(string name)
{
return getValue(RegistryRoot.HKCU, name);
}
public object getValue(string name, object defaultValue)
{
return getValue(RegistryRoot.HKCU, name, defaultValue);
}
public void setValue(string name, object value)
{
setValue(RegistryRoot.HKCU, name, value);
}
public void deleteValue(string name)
{
deleteValue(RegistryRoot.HKCU, name);
}
private RegistryKey myGetRegistryKey(RegistryRoot root)
{
if (root == RegistryRoot.HKCU)
return Registry.CurrentUser.CreateSubKey(myFullPath);
else
return Registry.LocalMachine.CreateSubKey(myFullPath);
}
#region Generic Methods
internal virtual void setValue(RegistryRoot root, string name, object value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
rk.SetValue(name, value);
}
}
internal virtual object getValue(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return rk.GetValue(name);
}
}
internal virtual void deleteValue(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
rk.DeleteValue(name);
}
}
internal virtual object getValue(RegistryRoot root, string name, object defaultValue)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return rk.GetValue(name, defaultValue);
}
}
#endregion
#region Double
internal virtual void setDouble(RegistryRoot root, string name, double value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
DoubleRegistryHandler.setValue(rk, name, value);
}
}
internal virtual double getDouble(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return DoubleRegistryHandler.getValue(rk, name);
}
}
#endregion
#region Enum
internal virtual void setEnum(RegistryRoot root, string name, Enum value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
EnumRegistryHandler.setValue(rk, name, value);
}
}
internal virtual Enum getEnum(RegistryRoot root, string name, Type enumType)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return EnumRegistryHandler.getValue(rk, name, enumType);
}
}
#endregion
#region Array
internal virtual void setArray(RegistryRoot root, string name, Array array)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
ArrayRegistryHandler.setValue(rk, name, array);
}
}
internal virtual Array getArray(RegistryRoot root, string name, Type elementType)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return ArrayRegistryHandler.getValue(rk, name, elementType);
}
}
#endregion
#region SortedList
internal virtual void setSortedList(RegistryRoot root, string name, SortedList slist)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
SortedListRegistryHandler.setValue(rk, name, slist);
}
}
internal virtual SortedList getSortedList(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return SortedListRegistryHandler.getValue(rk, name);
}
}
internal virtual void deleteSortedList(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
SortedListRegistryHandler.deleteValue(rk, name);
}
}
#endregion
}
}
using System;
using System.Collections;
using System.Collections.Generic;
using System.Collections.Concurrent;
using System.Reflection;
using Microsoft.Win32;
namespace BCG
{
public enum RegistryRoot { HKCU, HKLM }
[Serializable]
public class BlueRegistry
{
public const string BlueSubKey = @"Software\Blue Capital Group\";
public static readonly string ApplicationPrefix;
protected string myFullPath;
public BlueRegistry(string subPath)
{
myFullPath = string.Concat(BlueRegistry.ApplicationPrefix, @"\", subPath);
}
public BlueRegistry(BlueRegistry parent, string subPath)
{
myFullPath = string.Concat(parent.myFullPath, @"\", subPath);
}
static BlueRegistry()
{
string app = "Applications";
Assembly ass = Assembly.GetEntryAssembly();
if (ass != null)
{
app = ass.GetName().Name;
object[] attrs = ass.GetCustomAttributes(
Type.GetType("System.Reflection.AssemblyTitleAttribute"), true);
if (attrs.Length > 0 && ((AssemblyTitleAttribute)attrs[0]).Title != string.Empty)
{
app = ((AssemblyTitleAttribute)attrs[0]).Title;
}
}
ApplicationPrefix = string.Concat(BlueRegistry.BlueSubKey, app);
}
public object getValue(string name)
{
return getValue(RegistryRoot.HKCU, name);
}
public object getValue(string name, object defaultValue)
{
return getValue(RegistryRoot.HKCU, name, defaultValue);
}
public void setValue(string name, object value)
{
setValue(RegistryRoot.HKCU, name, value);
}
public void deleteValue(string name)
{
deleteValue(RegistryRoot.HKCU, name);
}
private RegistryKey myGetRegistryKey(RegistryRoot root)
{
if (root == RegistryRoot.HKCU)
return Registry.CurrentUser.CreateSubKey(myFullPath);
else
return Registry.LocalMachine.CreateSubKey(myFullPath);
}
#region Generic Methods
public virtual void setValue(RegistryRoot root, string name, object value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
rk.SetValue(name, value);
}
}
internal virtual object getValue(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return rk.GetValue(name);
}
}
internal virtual void deleteValue(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
rk.DeleteValue(name);
}
}
public virtual object getValue(RegistryRoot root, string name, object defaultValue)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return rk.GetValue(name, defaultValue);
}
}
#endregion
#region Double
internal virtual void setDouble(RegistryRoot root, string name, double value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
DoubleRegistryHandler.setValue(rk, name, value);
}
}
internal virtual double getDouble(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return DoubleRegistryHandler.getValue(rk, name);
}
}
#endregion
#region Enum
internal virtual void setEnum(RegistryRoot root, string name, Enum value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
EnumRegistryHandler.setValue(rk, name, value);
}
}
internal virtual Enum getEnum(RegistryRoot root, string name, Type enumType)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return EnumRegistryHandler.getValue(rk, name, enumType);
}
}
#endregion
#region Array
internal virtual void setArray(RegistryRoot root, string name, Array array)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
ArrayRegistryHandler.setValue(rk, name, array);
}
}
internal virtual Array getArray(RegistryRoot root, string name, Type elementType)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return ArrayRegistryHandler.getValue(rk, name, elementType);
}
}
#endregion
#region SortedList
internal virtual void setSortedList(RegistryRoot root, string name, SortedList slist)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
SortedListRegistryHandler.setValue(rk, name, slist);
}
}
internal virtual SortedList getSortedList(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return SortedListRegistryHandler.getValue(rk, name);
}
}
internal virtual void deleteSortedList(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
SortedListRegistryHandler.deleteValue(rk, name);
}
}
#endregion
}
}
@@ -1,10 +1,9 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0-windows</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
<UseWindowsForms>true</UseWindowsForms>
</PropertyGroup>
</Project>
File diff suppressed because it is too large. Load diff
File diff suppressed because it is too large. Load diff
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File diff suppressed because it is too large. Load diff
@@ -18,8 +18,11 @@
<ItemGroup>
<PackageReference Include="HtmlAgilityPack" Version="1.11.57" />
<PackageReference Include="Microsoft.Data.Analysis" Version="0.21.1" />
<PackageReference Include="MongoDB.Bson" Version="2.23.1" />
<PackageReference Include="MongoDB.Driver" Version="2.23.1" />
<PackageReference Include="Parquet.Net" Version="5.0.1" />
<PackageReference Include="System.Data.SQLite" Version="1.0.118" />
</ItemGroup>
</Project>
@@ -0,0 +1,26 @@
namespace Bts.DataStream;
using BCG;
using Spark.Core.Disposables;
using System;
using System.Reactive.Linq;
public static class DataStreamExtensions {
public static ViewStream AsViewStream(this IObservable<DataPacket> source) =>
source as ViewStream ?? new ObservableViewStream(source);
public static IObservable<DataPacket> AsObservable(this ViewStream source) {
return source as IObservable<DataPacket> ?? Observable.Create<DataPacket>(Subscribe);
IDisposable Subscribe(IObserver<DataPacket> observer) {
source.onChange += OnChange;
return Disposable.Create(() => source.onChange -= OnChange);
void OnChange(object? newValue) =>
observer.OnNext(newValue as DataPacket ?? throw new ArgumentException(
$"Expected DataPacket, got {newValue?.GetType()}", nameof(newValue)));
}
}
}
@@ -0,0 +1,32 @@
namespace bts.SilverPine {
using System;
using BCG;
using System.Collections.Generic;
using Bts.DataStreamExpressions;
// All this does is take in a dsl expression, parse it and fire the data that come out of running it.
// So for example, if an expresison is passed
[DataStreamUserRespresentation("dsl")]
public class DSLStream : ViewStream {
private readonly string _dsl;
public DSLStream(string dsl) {
Log.Gen.info($"DSLStream.cons dsl: {dsl}");
_dsl = dsl;
ViewStream rs = build_stream(dsl);
rs = rs ?? new LiteralStream("error", $"msg:invalid dsl \"{dsl}\"");
mySetRealSource(rs);
}
static ViewStream? build_stream(string stream_expression) {
try {
var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
var rv = exp.getView(new Dictionary<string, StatementExpression>(0));
return rv;
} catch (Exception ex) {
Log.Gen.error($"Could not build stream: {stream_expression} ex: {ex}");
return null;
}
}
}
}
@@ -0,0 +1,29 @@
namespace Bts.DataStream;
using BCG;
using bts;
using System;
using System.IO;
public class PandasScriptStream : ViewStream {
public PandasScriptStream(ViewStream vs, string file)
: this(vs, file, null) { }
public PandasScriptStream(ViewStream vs, string file, string? pythonExe)
: this(vs, file, pythonExe, ViewStreamDatabase.instance) { }
public PandasScriptStream(ViewStream vs, string file, string? pythonExe, ViewStreamDatabase vsd) {
mySetRealSource(new PandasStream(vs, readFile(), pythonExe, vsd));
string readFile() {
try {
return File.ReadAllText(file);
} catch (Exception ex) {
Log.Gen.error($"PandasScriptStream error reading file: {ex}");
throw;
}
}
}
}
@@ -1,62 +1,130 @@
// using System;
// using System.Diagnostics;
// using BCG;
// using BCG.Utilities.General;
// namespace bts {
// public class PandasStream : ViewStream, IWorker {
// //C:\Users\Owner\AppData\Local\Microsoft\WindowsApps\python.exe
// public PandasStream(ViewStream vs, ViewStreamDatabase vsd, string pandas_code) {
// }
// public PandasStream(ViewStream vs, string pandas_code) :
// this(vs, ViewStreamDatabase.instance, pandas_code) {
// }
// protected override void myOnFirstSubscriber() {
// // string python_code = @"
// // import winsound
// // frequency = 2500 # Set frequency (in Hz)
// // duration = 1000 # Set duration (in milliseconds)
// // winsound.Beep(frequency, duration)
// // ";
// string python_code = @"
// file_path = \"C:\\Temp\\test2.txt\\" # r prefix for raw string to avoid escape characters
// with open(file_path, \"w\") as f:
// f.write(\"Hello, world!\n\")
// ";
// execute_python_code(python_code);
// }
// static void execute_python_code(string python_code) {
// ProcessStartInfo start = new ProcessStartInfo();
// start.FileName = "python"; // Python executable
// start.Arguments = "-c \"" + python_code.Replace("\"", "\\\"") + "\""; // Pass code as argument
// start.UseShellExecute = false;
// start.RedirectStandardOutput = true;
// using (Process process = Process.Start(start)) {
// using (System.IO.StreamReader reader = process.StandardOutput) {
// string result = reader.ReadToEnd();
// Console.Write(result);
// }
// }
// }
// protected override void myOnLastSubscriber() {
// }
// public void doWork() {
// }
// }
// }
namespace Bts.DataStream;
using BCG;
using BCG.Extensions;
using BCG.Utilities.General;
using bts;
using bts.collections;
using Bts.DataStreamCore;
using Spark.Core.Disposables;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.IO;
using System.Linq;
using System.Runtime.CompilerServices;
using System.Text;
public class PandasStream : ViewStream, IWorker {
readonly string inputFile = $"PandasStream_{Guid.NewGuid()}.csv";
readonly string outputFile = $"PandasStream_{Guid.NewGuid()}.csv";
readonly string pythonExe;
readonly ViewStreamDatabase vsd;
readonly CSVSaverStream inputCsvStream;
readonly Lazy<string> pythonCode;
IDictionary<int, IBlueRow>? lastRowMap = null;
int inputVersion = 0;
int outputVersion = 0;
DateTime lastFireTime = DateTime.MinValue;
TimeSpan fireThrottle = TimeSpan.FromSeconds(3);
IDisposable? dispose;
public PandasStream(ViewStream vs, string dataFrameExpression)
: this(vs, dataFrameExpression, null, ViewStreamDatabase.instance) { }
public PandasStream(ViewStream vs, string dataFrameExpression, string? pythonExe, ViewStreamDatabase vsd) {
pythonExe ??= Environment.GetEnvironmentVariable("PYTHON_EXE") ?? @"C:\Users\johnc\GoogleDrive\Repos\bts\spark\.venv\Scripts\python.exe";
this.pythonExe = pythonExe;
this.vsd = vsd;
// This should fire an update when it writes to the output file
inputCsvStream = new CSVSaverStream(vs, inputFile, true, int.MaxValue, true);
pythonCode = new(getPythonCode);
string getPythonCode() {
var imports =
@"import numpy as np
import pandas as pd
import sys
";
var bd = new StringBuilder(imports);
bd.AppendLine($"df=pd.read_csv('{inputFile}')");
bd.AppendLine(dataFrameExpression);
bd.AppendLine($"df.to_csv('{outputFile}', index=False)");
return bd.ToString();
}
}
protected override void myOnFirstSubscriber() {
vsd.addWorker(this);
inputCsvStream.onChange += onInputChanged;
this.dispose = Disposable.Create(dispose);
void onInputChanged(object newValue) =>
inputVersion++;
void dispose() {
inputCsvStream.onChange -= onInputChanged;
vsd.removeWorker(this);
deleteFile(inputFile);
deleteFile(outputFile);
}
void deleteFile(string file, [CallerArgumentExpression(nameof(file))] string name = "") {
if (!File.Exists(file)) {
return;
}
try {
File.Delete(file);
} catch (Exception ex) {
Log.Gen.error($"PandasStream. Error deleting {name} file '{file}': {ex}");
}
}
}
protected override void myOnLastSubscriber() =>
Disposable.dispose(ref dispose);
static void executePythonCode(string pythonCode, string? pythonExe = null) {
pythonExe ??= "python";
var start = new ProcessStartInfo {
FileName = pythonExe,
Arguments = "-c \"" + pythonCode.Replace("\"", "\\\"") + "\"",
UseShellExecute = false,
RedirectStandardOutput = true
};
using var process = Process.Start(start)
?? throw new InvalidOperationException("Failed to launch python");
process.WaitForExit();
}
void IWorker.doWork() {
if (outputVersion == inputVersion) {
return;
}
var now = DateTime.Now;
var elapsedSinceLastFire = now - lastFireTime;
if (elapsedSinceLastFire < fireThrottle) {
return;
}
outputVersion = inputVersion;
executePythonCode(pythonCode.Value, pythonExe);
var rows = BlueDataUtility.createRowsFromCSVFileWithoutTypes(outputFile, out var schema);
var rowMap = rows as IDictionary<int, IBlueRow> ?? rows.Cast<IBlueRow>().ToDictionary(r => r.Id());
var comp = BlueRowEqualityComparer.Instance;
var deletedRows = new BlueTable(schema);
var addedRows = new BlueTable(schema);
if (lastRowMap is not null) {
deletedRows.SetItems(lastRowMap.Where(oldRow =>
!(rowMap.TryGetValue(oldRow.Key, out var newRow) && comp.Equals(newRow, oldRow.Value))));
addedRows.SetItems(rowMap.Where(newRow =>
!(lastRowMap.TryGetValue(newRow.Key, out var oldRow) && comp.Equals(oldRow, newRow.Value))));
}
lastRowMap = rowMap;
lastFireTime = DateTime.Now;
myFireEvent(new DataPacket(rows, addedRows, deletedRows));
}
}
@@ -39,8 +39,8 @@ namespace BCG {
protected override void myOnFirstSubscriber() {
MasterWorker.getInstance(false).addWorker(this, _send_period);
var server_address = new BlutoSubAddress(_ip, _port);
bts.AsyncTCPConnector_APM.connect_to(server_address, this);
var server_rci = new RemoteConnectionInfo(_ip, _port);
bts.AsyncTCPConnector_APM.connect_to(server_rci, this);
}
protected override void myOnLastSubscriber() {
@@ -0,0 +1,37 @@
namespace Bts.DataStream;
using BCG;
using bts;
using System;
public class ObservableViewStream : ViewStream, IObservable<DataPacket>, IDisposable {
readonly IObservable<DataPacket> source;
IDisposable? subscription;
public ObservableViewStream(IObservable<DataPacket> source) =>
this.source = source;
public void Dispose() {
GC.SuppressFinalize(this);
if (subscription is not null) {
subscription.Dispose();
subscription = null;
}
}
protected override void myOnFirstSubscriber() {
Log.isnull(subscription);
subscription = source.Subscribe(myFireEvent);
}
protected override void myOnLastSubscriber() {
Log.notnull(subscription);
subscription.Dispose();
subscription = null;
}
IDisposable IObservable<DataPacket>.Subscribe(IObserver<DataPacket> observer) =>
source.Subscribe(observer);
}
@@ -1,32 +0,0 @@
using BCG;
namespace BCG
{
// this is a stream so we can run it from the DSQA (since dsqa can only load streams)
[DataStreamUserRespresentation("add_to_cloud")]
public class AddToCloudStream : ViewStream
{
private readonly string _name, _stream_exp;
private StreamOffloadRequestor _requestor = new StreamOffloadRequestor();
public AddToCloudStream(string name, params string[] lines)
: this(name, 0, lines)
{
}
public AddToCloudStream(string name, int persist, params string[] lines)
{
_name = name;
_stream_exp = getExpression(lines);
_requestor.add_to_cloud(_name, _stream_exp, persist == 1);
mySetRealSource(new TableStream("cloud_streams"));
}
static string getExpression(params string[] lines) {
for (int i = 0; i < lines.Length; i++) {
// unescape quotes
lines[i] = lines[i].Replace("\\\"", "\"");
}
return string.Join("\n", lines);
}
}
}
@@ -1,31 +1,22 @@
using BCG;
using System;
using System.Collections.Generic;
using mbts.config;
using bts.utils;
using System.Threading.Tasks;
using Bts.DataStreamExpressions;
using System.Collections.Generic;
using BCG.Utilities.General;
using bts;
namespace BCG
{
namespace BCG {
// listens to the requests posted on "cloud_streams" request table, and
// if unfulfilled starts a ViewPubsliher
public class CloudStreamManager : IWorker
{
public class StreamPubUnit
{
public class RemoteQueryManager : IWorker {
public class StreamPubUnit {
public string name;
public string stream_expression;
public ViewStream stream;
public bool persist;
public ViewPublisher view_publisher;
public StreamPubUnit(string name_, string stream_expression_, ViewStream stream_, bool persist_, ViewPublisher view_publisher_)
{
public StreamPubUnit(string name_, string stream_expression_, ViewStream stream_, bool persist_, ViewPublisher view_publisher_) {
name = name_;
stream_expression = stream_expression_;
stream = stream_;
@@ -33,7 +24,7 @@ namespace BCG
view_publisher = view_publisher_;
}
}
static ViewStream build_stream(string stream_expression)
static ViewStream? build_stream(string stream_expression)
{
try
{
@@ -41,9 +32,7 @@ namespace BCG
var rv = exp.getView(new Dictionary<string, StatementExpression>(0));
return rv;
}
catch (Exception ex)
{
} catch (Exception ex) {
bts.Log.assert(false, $"Could not build stream: {stream_expression} ex: {ex}");
return null;
}
@@ -52,34 +41,37 @@ namespace BCG
_stream_pub_map = new Dictionary<string, StreamPubUnit>();
private ViewStream _stream = new TableStream("cloud_streams");
private PubTableBroker _broker = new PubTableBroker();
private ManagedSubscriber _sub = ManagedSubscriber.instance;
public CloudStreamManager()
{
public RemoteQueryManager() {
_stream.onChange += _on_str;
_sub.subscribe("RemoteRequest", (string tag, byte[] data) => {
RemoteRequest req = RemoteRequest.construct_from_bytes(data);
_spawn_remote_stream(req.published_table_name, req.stream_expression, false);
});
}
private void _on_str(object obj)
{
DataPacket dp = obj as DataPacket;
if (obj is not DataPacket dp) {
return;
}
foreach (IBlueRow r in dp.newRows)
{
string name = r.get<string>("name");
bool persist = r.get<bool>("persist");
string stream_exp = r.get<string>("stream_exp");
if (!_stream_pub_map.ContainsKey(name))
{
_assign(name, stream_exp, persist);
if (!_stream_pub_map.ContainsKey(name)) {
_spawn_remote_stream(name, stream_exp, persist);
}
}
}
private void _assign(string name, string stream_expression, bool persist)
{
private void _spawn_remote_stream(string name, string stream_expression, bool persist) {
bts.Log.Gen.info($"CloudStreamManager.assign name: {name} stream_expression: {stream_expression}");
ViewStream stream = build_stream(stream_expression);
_expose_to_ws(name, stream);
if (persist)
{
if (persist) {
stream = new PersistorStream(stream, name, "C:\\Temp\\", 1000000); // 10MBs
}
ViewPublisher view_pub = new ViewPublisher(name, _broker, stream);
@@ -87,14 +79,12 @@ namespace BCG
_stream_pub_map.Add(name, u);
}
private void _expose_to_ws(string name, ViewStream stream)
{
private void _expose_to_ws(string name, ViewStream stream) {
// TODO: john
}
public void doWork()
{
public void doWork() {
}
}
}
}
@@ -0,0 +1,48 @@
using BCG;
using bts;
using System;
namespace BCG {
// this is a stream so we can run it from the DSQA (since dsqa can only load streams)
[DataStreamUserRespresentation("remoteQuery")]
public class RemoteQueryStream : ViewStream {
private readonly string _name, _stream_exp;
private PublisherCore _publisher_core = new PublisherCore();
private ViewStream _source_str;
public RemoteQueryStream(params string[] lines) {
_stream_exp = get_expression(lines);
_name = Guid.NewGuid().ToString();
_name = $"remotereq_{DateTimeOffset.UtcNow.ToUnixTimeMilliseconds().ToString()}";
//_name.Replace("-", "_");
}
protected override void myOnFirstSubscriber() {
RemoteRequest rem_req = new RemoteRequest(_stream_exp, _name);
byte[] rem_req_bytes = rem_req.serialize();
_publisher_core.publish("System", "RemoteRequest", rem_req_bytes);
_source_str = new TableStream(_name);
_source_str.onChange += new ChangeDelegate(_handle_data);
}
protected override void myOnLastSubscriber() {
//maybe there should be a way to turn remote requests off ?
_source_str.onChange -= new ChangeDelegate(_handle_data);
}
static string get_expression(params string[] lines) {
for (int i = 0; i < lines.Length; i++) {
// unescape quotes
lines[i] = lines[i].Replace("\\\"", "\"");
}
return string.Join("\n", lines);
}
private void _handle_data(object o) {
myFireEvent(o);
}
}
}
@@ -0,0 +1,31 @@
namespace bts {
using System.IO;
using BCG;
using System.IO;
using System.Threading.Tasks.Dataflow;
public class RemoteRequest {
public readonly string stream_expression;
public readonly string published_table_name;
public RemoteRequest(string stream_expression_, string published_table_name_) {
stream_expression = stream_expression_;
published_table_name = published_table_name_;
}
public byte[] serialize() {
var str = new MemoryStream();
var bw = new BinaryWriter(str);
bw.write_string_cpp(stream_expression);
bw.write_string_cpp(published_table_name);
return str.ToArray();
}
public static RemoteRequest construct_from_bytes(byte[] ser_bytes) {
BinaryReader br = new BinaryReader(new MemoryStream(ser_bytes));
string stream_expression_ = br.read_string_cpp();
string published_table_name_ = br.read_string_cpp();
return new RemoteRequest(stream_expression_, published_table_name_);
}
}
}
@@ -1,59 +1,54 @@
using BCG;
// using BCG;
using System.Linq;
// using bts;
namespace BCG
{
public class StreamOffloadRequestor
{
public class OffloadOp
{
string name;
string stream_exp;
}
private IBlueTableSchema _schema;
private IBlueRowCollection _rows;
private PubTableBroker _broker = new PubTableBroker();
ViewStream _existing_offloads_vs = new TableStream("cloud_streams");
public StreamOffloadRequestor()
{
_schema = new BlueTableSchema("cloud_streams",
new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("name", 1, typeof(string)),
new ColumnInfo("persist", 2, typeof(bool)),
new ColumnInfo("stream_exp", 3, typeof(string)));
_existing_offloads_vs.onChange += _on_str;
}
private void _on_str(object obj)
{
DataPacket dp = obj as DataPacket;
_rows = dp.newRows;
// this is needed so the broker knows the state of the table
_broker.createTable(_rows);
}
public void add_to_cloud(string name, string stream_exp, bool persist)
{
// check if it exists
if (_rows == null)
{
BlueTable table = new BlueTable(_schema);
IBlueRow nr = new BlueRow(_schema, 0, name, persist, stream_exp);
table.addRow(nr);
_broker.createTable(table);
// create table
}
else
{
if (exists(name))
return;
IBlueRow nr = new BlueRow(_schema, _rows.Count, name, persist, stream_exp);
_broker.addRow(nr);
}
}
// using System.Linq;
bool exists(string name)
{
return _rows.to_ienum().Where(r => name == r.get<string>("name")).Count() > 0;
}
}
}
// namespace BCG {
// // used on the client
// public class StreamOffloadRequestor {
// public class OffloadOp {
// string name;
// string stream_exp;
// }
// private IBlueTableSchema _schema;
// private IBlueRowCollection _rows;
// private PubTableBroker _broker = new PubTableBroker();
// ViewStream _existing_offloads_vs = new TableStream("cloud_streams");
// public StreamOffloadRequestor() {
// _schema = new BlueTableSchema("cloud_streams",
// new ColumnInfo("id", 0, typeof(int)),
// new ColumnInfo("name", 1, typeof(string)),
// new ColumnInfo("persist", 2, typeof(bool)),
// new ColumnInfo("stream_exp", 3, typeof(string)));
// _existing_offloads_vs.onChange += _on_str;
// }
// private void _on_str(object obj) {
// DataPacket dp = obj as DataPacket;
// _rows = dp.newRows;
// // this is needed so the broker knows the state of the table
// _broker.create_table(_rows);
// }
// public void add_to_cloud(string name, string stream_exp, bool persist) {
// // check if it exists
// if (_rows == null) {
// BlueTable table = new BlueTable(_schema);
// IBlueRow nr = new BlueRow(_schema, 0, name, persist, stream_exp);
// table.addRow(nr);
// _broker.create_table(table);
// // create table
// } else {
// if (exists(name))
// return;
// IBlueRow nr = new BlueRow(_schema, _rows.Count, name, persist, stream_exp);
// // TODO: use make_batch_changes instead
// Log.assert(false, "Fix addRow");
// //_broker.addRow(nr);
// }
// }
// bool exists(string name) {
// return _rows.to_ienum().Where(r => name == r.get<string>("name")).Count() > 0;
// }
// }
// }
@@ -1,17 +1,14 @@
using System;
using System.Collections;
namespace BCG
{
internal class AddColumnsRow : IBlueRow
{
namespace BCG {
internal class AddColumnsRow : IBlueRow {
private IBlueTableSchema mySchema;
private IBlueRow myRow;
//private object[] myCachedValues;
#region Constructors
public AddColumnsRow (IBlueTableSchema schema, IBlueRow row)
{
public AddColumnsRow(IBlueTableSchema schema, IBlueRow row) {
mySchema = schema;
myRow = row;
//myCachedValues = new object[schema.columnNames.Length];
@@ -19,85 +16,78 @@ namespace BCG
#endregion
#region IBlueRow members
public IBlueTableSchema schema{get{return mySchema;}}
public IBlueTableSchema schema { get { return mySchema; } }
#endregion
#region ICollection members
public int Count {get{return mySchema.columnNames.Length;}}
public int Count { get { return mySchema.columnNames.Length; } }
public bool IsSynchronized {get{return false;}}
public bool IsSynchronized { get { return false; } }
public object SyncRoot {get{return this;}}
public object SyncRoot { get { return this; } }
public void CopyTo (Array array, int index)
{
public void CopyTo(Array array, int index) {
int i = index;
foreach (object o in this as IEnumerable)
array.SetValue (o, i++);
array.SetValue(o, i++);
}
#endregion
#region IDictionary members
public bool IsFixedSize {get{return true;}}
public bool IsFixedSize { get { return true; } }
public bool IsReadOnly {get{return true;}}
public bool IsReadOnly { get { return true; } }
/// <summary>
/// The key can either be the string corrsponding to the column name or
/// the order of the column
/// </summary>
public object this [object key]
{
get
{
public object this[object key] {
get {
if (key is string)
return this[(string)key];
return this[(int)key];
}
set {throw new NotSupportedException ("The IBlueRow is readonly");}
set { throw new NotSupportedException("The IBlueRow is readonly"); }
}
public object this[int index]
{
get
{
public object this[int index] {
get {
//if (myCachedValues[index] == null)
// myCachedValues[index] = mySchema[index].isConstant ? mySchema[index].colValue : myRow[index];
//return myCachedValues[index];
return mySchema[index].isConstant ? mySchema[index].colValue : myRow[index];
return mySchema[index].isConstant ? DBNull.Value : myRow[index];
}
}
public object this[string colName] {get{return this[mySchema[colName].colNo];}}
public object this[string colName] { get { return this[mySchema[colName].colNo]; } }
public ICollection Keys{get{return mySchema.columnNames;}}
public ICollection Keys { get { return mySchema.columnNames; } }
public ICollection Values
{
get
{
public ICollection Values {
get {
object[] retVal = new object[mySchema.columnNames.Length];
CopyTo (retVal, 0);
CopyTo(retVal, 0);
return retVal;
}
}
public void Add (object key, object value) {throw new NotSupportedException ("The IBlueRow is readonly");}
public void Add(object key, object value) { throw new NotSupportedException("The IBlueRow is readonly"); }
public void Clear () {throw new NotSupportedException ("The IBlueRow is readonly");}
public void Clear() { throw new NotSupportedException("The IBlueRow is readonly"); }
public bool Contains (object key){return mySchema[(string)key] != null;}
public bool Contains(object key) { return mySchema[(string)key] != null; }
/// <summary>
/// Note, the default enumerator is the IDictionary's enumerator, so if user needs to
/// iterate through the values, typecast this into an IEnumerable
/// </summary>
/// <returns></returns>
public IDictionaryEnumerator GetEnumerator() {return new BlueRowDictionaryEnumerator(this);}
IEnumerator IEnumerable.GetEnumerator () {return new BlueRowEnumerator(this);}
public IDictionaryEnumerator GetEnumerator() { return new BlueRowDictionaryEnumerator(this); }
public void Remove (object key) {throw new NotSupportedException ("The IBlueRow is readonly");}
IEnumerator IEnumerable.GetEnumerator() { return new BlueRowEnumerator(this); }
public void Remove(object key) { throw new NotSupportedException("The IBlueRow is readonly"); }
#endregion
}
@@ -1,6 +1,34 @@
namespace BCG;
public class AddColumnsStream : MapStream {
public AddColumnsStream(ViewStream vs, string columnDef)
: base(vs, new ColumnAdder(columnDef)) { }
}
using System;
namespace BCG {
public class AddColumnsStream : ViewStream {
public static Tuple<string, Type, object> parse_exp(string exp) {
string[] toks = exp.Split(':');
string col_name = toks[0];
string col_value = toks[1];
Tuple<Type, object> tup = BlueDataUtility.guess_type(col_value);
return Tuple.Create(col_name, tup.Item1, tup.Item2);
}
private Tuple<string, Type, object> _new_col;
private IBlueTableSchema _out_schema;
public AddColumnsStream(ViewStream vs, string col_def) {
_new_col = parse_exp(col_def);
ViewStream rs = new MapStream(vs, (IBlueTableSchema s) => _get_schema(s), (IBlueRow r) => _map(r));
mySetRealSource(rs);
}
private IBlueTableSchema _get_schema(IBlueTableSchema input_schema) {
if (_out_schema == null)
_out_schema = BlueDataUtility.add_column(input_schema, _new_col.Item1, _new_col.Item2);
return _out_schema;
}
private IBlueRow _map(IBlueRow r) {
MutableBlueRow rv = new MutableBlueRow(_get_schema(r.schema), r);
rv.setValue(_new_col.Item1, _new_col.Item3);
return rv;
}
}
}
@@ -1,23 +1,24 @@
using bts;
using System;
using System.Collections;
namespace BCG
{
namespace BCG {
/// <summary>
/// Provides a stream that with distinct rows with respect to the columns
/// the user specifies in the argument
/// </summary>
[DataStreamUserRespresentation ("distinct")]
public class DistinctRowStream : ViewStream
{
public DistinctRowStream (ViewStream stream, params string[] cols)
{
ArrayList groupByCols = new ArrayList ();
foreach (string col in cols)
foreach (string c in col.Split (' '))
groupByCols.Add (c);
mySetRealSource (new GroupByStream (stream,
new DistinctRowEvaluator (groupByCols.ToArray (typeof(string)) as string[]), false));
[DataStreamUserRespresentation("distinct")]
public class DistinctRowStream : ViewStream {
public DistinctRowStream(ViewStream stream, params string[] cols) {
var g_by_eval = new DistinctRowEvaluator(cols);
ViewStream r = new GroupByStream(stream, g_by_eval);
var proj_exp = String.Empty;
foreach (var c in cols)
proj_exp += $"{c} ";
proj_exp = proj_exp.Trim();
r = new NewProjectStream(r, proj_exp);
mySetRealSource(r);
}
}
}
@@ -1,49 +0,0 @@
// using System;
// using System.Collections.Generic;
// using System.Text;
// using System.IO;
// using System.Runtime.Serialization.Formatters.Binary;
// namespace BCG
// {
// public class DumpLoaderStream : ViewStream, ISideEffectStream
// {
// //wtf
// //public class Exception : System.Exception
// //{public Exception(string msg) : base(msg) { }}
// public DumpLoaderStream(string fileName, int secondsBetweenPolls)
// {
// mySetRealSource(
// new PollStream(() => new LoaderStream(fileName).rows, secondsBetweenPolls,
// ViewStreamDatabase.instance));
// }
// public DumpLoaderStream(string fileName)
// {
// if (fileName == null)
// throw new LoaderStream.Exception("File name cannot be null");
// for (int i = 0; i < 5; i++)
// try
// {
// using (FileStream fs = new FileStream(fileName, FileMode.Open, FileAccess.Read))
// {
// IClientDeserializer deser = new ClientUniversalDeserializer();
// byte[] the_ops;
// Array the_rows;
// deser.deserialize(new Stream[] { fs }, out the_ops, out the_rows);
// mySetRealSource(new BlueRowCollectionStaticStream((IBlueRowCollection)the_rows.GetValue(0)));
// }
// break;
// }
// catch (IOException)
// {
// System.Threading.Thread.Sleep(50);
// }
// }
// }
// }
@@ -1,48 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
using System.IO;
using BCG;
using System.Runtime.Serialization.Formatters.Binary;
namespace BCG
{
namespace bts {
// This is the other side of the SaverStream, its "loads" the stream and fires once
[DataStreamUserRespresentation("loader")]
public class LoaderStream : ViewStream, ISideEffectStream
{
public class Exception : System.Exception
{public Exception(string msg) : base(msg) { }}
public class LoaderStream : ViewStream {
public LoaderStream(string fileName, int secondsBetweenPolls)
{
mySetRealSource(
new PollStream(() => new LoaderStream(fileName).rows, secondsBetweenPolls,
ViewStreamDatabase.instance));
private string _filename;
private IStreamMsgDeserilizer _deser = new StreamIODeserializationController();
public LoaderStream(string filename) {
_filename = filename;
}
public LoaderStream(string fileName)
{
if (fileName == null)
throw new LoaderStream.Exception("File name cannot be null");
for (int i = 0; i < 5; i++)
try
{
using (FileStream fs = new FileStream(fileName, FileMode.Open, FileAccess.Read))
{
BinaryFormatter bf = new BinaryFormatter();
#pragma warning disable SYSLIB0011
BlueTable bt = (BlueTable)bf.Deserialize(fs);
#pragma warning restore SYSLIB0011
mySetRealSource(new BlueRowCollectionStaticStream(bt));
}
break;
}
catch (IOException)
{
System.Threading.Thread.Sleep(50);
}
protected override void myOnFirstSubscriber() {
byte[] ser_msg = StreamSerializationUtils.read_from_file(_filename);
StreamIOMessage msg = _deser.deserialize(ser_msg);
Log.assert(msg.op == StreamIOMessage.StreamOp.CREATE);
IBlueRowCollection rows = msg.create_message.rows;
DataPacket dp = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
myFireEvent(dp);
}
}
}
@@ -5,9 +5,11 @@ using System.Text;
using System.IO;
using Google.Protobuf;
using System.Globalization;
using BCG;
namespace BCG {
// Writes all the udpates to a stream in a file.
namespace bts {
// Writes all the udpates to a stream in a file or multiples files dependong on the rollover size (as opposed to Saver
// which just writes one update, as a create)
// File naming:
// token_epoch_yyyyMMdd_HHmmss
// File location: directory(passed)\token\
@@ -24,7 +26,7 @@ namespace BCG {
private ViewStream _source_stream;
private string _token;
private FileStream _out_fs;
private IBlueDataSerializer _serializer;
private IStreamIOMsgSerializer _serializer;// = new UniversalStreamIOSerializer();
private string _file_name = String.Empty;
private long _rollover_size;
private readonly string _directory_path;
@@ -93,20 +95,19 @@ namespace BCG {
void _on_change(object new_value) {
DataPacket dp = new_value as DataPacket;
byte[] serialized_update = null;
bool _write_create = _serializer == null || _n_updates_in_current_file == 0;
_serializer = _serializer ?? new UniversalSerializer(dp.schema);
if (_write_create) {
// new files always starts with create
_serializer.serialize(StreamOpCode.create, new IBlueRowCollection[] { dp.newRows }, out serialized_update);
bool first_write = _serializer == null || _n_updates_in_current_file == 0;
_serializer = _serializer ?? new UniversalStreamIOSerializer();
if (first_write) {
// first file always starts with create
serialized_update = _serializer.serialize(new bts.StreamIOMessage(new bts.StreamIOMessage.CreateMessage(dp.newRows)));
} else
_serializer.serialize(StreamOpCode.multipleRemoveAdd, new IBlueRowCollection[] { dp.deletedRows, dp.addedRows }, out serialized_update);
serialized_update = _serializer.serialize(new bts.StreamIOMessage(new bts.StreamIOMessage.MultipleRemoveAddMessage(dp.deletedRows, dp.addedRows)));
BinaryWriter bw = new BinaryWriter(_out_fs);
long utc_epoch = epoch_now();
//time, length of data, data
bw.Write(utc_epoch);
bw.Write(serialized_update.Length);
//bw.Write(utc_epoch);
//bw.Write(serialized_update.Length);
bw.Write(serialized_update);
_out_fs.Flush();
myFireEvent(dp);
@@ -1,190 +0,0 @@
// using System;
// using System.Collections.Generic;
// using System.Linq;
// using System.Text;
// using System.IO;
// using System.Runtime.Serialization.Formatters.Binary;
// using BCG.Utilities.General;
// using bts.collections;
// using System.Reflection.Metadata;
// namespace BCG {
// public class PlaybackStream : ViewStream, IWorker {
// private readonly PlaybackType _type;
// private BlueTable _current_table;
// private IClientDeserializer _deserilializer = new ClientUniversalDeserializer();
// // these are the packets already downloaded from the current file
// private List<PlaybackPacket> _packets = new List<PlaybackPacket>();
// //private IEnumerable<FileStream> _file_streams = new List<FileStream>();
// private IEnumerable<string> _file_names;
// private Tuple<int, FileStream> _current_fs = new Tuple<int, FileStream>(-1, null);
// private DateTime _playback_t0, _playback_t1;
// private bool _all_files_read = false;
// SnapshotData _snapshot_data = null; // only initialized when in snapshot mode
// public PlaybackStream(string datetime_start, string datetime_end, string directory_name, string token) {
// _type = PlaybackType.Streaming;
// _playback_t0 = PersistorStream.parse_datetime(datetime_start);
// _playback_t1 = PersistorStream.parse_datetime(datetime_end);
// string token_directory_name = $"{directory_name}\\{token}";
// bts.Log.Gen.info($"PlaybackStream t0: {_playback_t0} t1: {_playback_t1} dir: {token_directory_name}");
// List<string> files_in_range = new List<string>();
// if (Directory.Exists(token_directory_name)) {
// _file_names =
// Directory.GetFiles(token_directory_name).Where(f => {
// DateTime file_time = PersistorStream.parse_datetime_from_filename(f);
// return file_time > _playback_t0 && file_time < _playback_t1;
// });
// }
// }
// protected override void myOnFirstSubscriber() {
// FileStream fs = new FileStream(_snapshot_data.snapshot_file, FileMode.Open, FileAccess.Read);
// _snapshot_data.packets = StreamPersistorUtils.load_packets_from_file(fs);
// PlaybackPacket snapshot_packet = StreamPersistorUtils.find_packet_at_time(_snapshot_data.packets, _snapshot_data.snapshot_time);
// if (snapshot_packet != null) {
// foreach (PlaybackPacket p in _snapshot_data.packets) {
// byte[] ops;
// Array row_array;
// _deserilializer.deserialize(new Stream[] { new MemoryStream(p.data) }, out ops, out row_array);
// for (int i = 0; i < ops.Length; i++) {
// IBlueRowCollection[] rows_args = row_array.GetValue(i) as IBlueRowCollection[];
// byte op = ops[i];
// if (op == StreamOpCode.create) {
// IBlueRowCollection full_table = rows_args[0];
// _current_table = new BlueTable(full_table);
// } else if (op == StreamOpCode.multipleRemoveAdd) {
// //IBlueRowCollection[] del_added = rows_args.GetValue(0) as IBlueRowCollection[];
// IBlueRowCollection dels = rows_args.GetValue(0) as IBlueRowCollection;
// IBlueRowCollection adds = rows_args.GetValue(1) as IBlueRowCollection;
// BlueDataUtility.absorbChanges(_current_table, dels, adds);
// } else {
// bts.Log.assert(false, $"Oprator: {op} is not expected");
// }
// if (p.idx == snapshot_packet.idx) {
// myFireEvent(new DataPacket(_current_table, _current_table, new BlueTable(_current_table.schema)));
// break;
// }
// }
// }
// }
// }
// private void _load_packets_from_current_file() {
// int curr_idx = _current_fs.Item1;
// FileStream curr_fs = _current_fs.Item2;
// _packets = new List<PlaybackPacket>();
// _packets.AddRange(StreamPersistorUtils.load_packets_from_file(curr_fs));
// }
// private bool current_file_all_replayed {
// get {
// bool rv = true;
// _packets.ForEach(p => rv = rv && p.replayed);
// return rv;
// }
// }
// protected override void myOnLastSubscriber() {
// var fs = _current_fs.Item2;
// if (fs != null) {
// fs.Close();
// }
// ViewStreamDatabase.instance.removeWorker(this);
// }
// // public event PlaybackStreamProgress onProgress;
// // public event Action onFileExhausted;
// private PlaybackPacket _locate_packet_to_replay() {
// foreach (var p in _packets) {
// // returns the first non replayed packet
// if (!p.replayed)
// return p;
// }
// //else
// {
// double secondsElapsed = new BinaryReader(myFileReader).ReadDouble();
// myNextPacketTime = myPlaybackStart + new TimeSpan(0, 0, 0, 0, (int)(1000 * secondsElapsed / myPlaybackSpeed));
// if (onProgress != null)
// onProgress(myFileReader.Position, myFileReader.Length);
// }
// }
// #region IWorker Members
// public void doWork() {
// if (_all_files_read)
// return;
// if (current_file_all_replayed) {
// _load_next_file();
// }
// PlaybackPacket curr_packet = _locate_packet_to_replay();
// if (curr_packet.idx == 0) { // first packet in the file, fire it rightaway
// byte[] ops;
// Array row_array;
// // what a stupid interface!
// _deserilializer.deserialize(new Stream[] { new MemoryStream(curr_packet.data) }, out ops, out row_array);
// _fire_packet(ops, row_array);
// curr_packet.replay_timestamp = PersistorStream.epoch_now();
// } else {
// PlaybackPacket prev_packet = _get_previous_packet(curr_packet);
// // this is the time we need to fire (replay) this packet
// long time_to_fire = prev_packet.replay_timestamp + curr_packet.offset_from_previous;
// long now_epoch = PersistorStream.epoch_now();
// // fire when we are past the
// if (now_epoch >= time_to_fire) {
// byte[] ops;
// Array row_array;
// _deserilializer.deserialize(new Stream[] { new MemoryStream(curr_packet.data) }, out ops, out row_array);
// _fire_packet(ops, row_array);
// curr_packet.replay_timestamp = PersistorStream.epoch_now();
// }
// }
// }
// private void _fire_packet(byte[] ops, Array row_array) {
// for (int i = 0; i < ops.Length; i++) {
// IBlueRowCollection[] rows_args = row_array.GetValue(i) as IBlueRowCollection[];
// byte op = ops[i];
// if (op == StreamOpCode.create) {
// IBlueRowCollection full_table = rows_args[0];
// _current_table = new BlueTable(full_table);
// //_current_table.addRows(full_table);
// myFireEvent(new DataPacket(full_table, full_table, myLastValue == null ? new BlueTable(full_table.schema) :
// (myLastValue as DataPacket).newRows));
// } else if (op == StreamOpCode.multipleRemoveAdd) {
// //IBlueRowCollection[] del_added = rows_args.GetValue(0) as IBlueRowCollection[];
// IBlueRowCollection dels = rows_args.GetValue(0) as IBlueRowCollection;
// IBlueRowCollection adds = rows_args.GetValue(1) as IBlueRowCollection;
// BlueDataUtility.absorbChanges(_current_table, dels, adds);
// myFireEvent(new DataPacket(_current_table, adds, dels));
// } else {
// bts.Log.assert(false, $"Oprator: {op} is not expected");
// }
// }
// }
// private void _load_next_file() {
// var new_idx = _current_fs.Item1 + 1;
// if (new_idx >= _file_names.Count()) {
// _all_files_read = true;
// bts.Log.Gen.info("All files read");
// return;
// }
// var prev_fs = _current_fs.Item2;
// if (prev_fs != null)
// prev_fs.Close();
// var new_filename = _file_names.ElementAt(new_idx);
// bts.Log.Gen.info("PlaybackStream_load_next_file new_filename=: {new_filename}");
// var new_fs = new FileStream(new_filename, FileMode.Open, FileAccess.Read);
// _current_fs = new Tuple<int, FileStream>(new_idx, new_fs);
// _load_packets_from_current_file();
// }
// #endregion
// }
// }
@@ -1,68 +0,0 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.IO;
namespace BCG
{
public class RecorderStream : ViewStream
{
private ViewStream mySource;
private DateTime myStartTime;
private FileStream myOutFile;
private string myFileName;
private IBlueDataSerializer mySerializer;
public RecorderStream(ViewStream src, string recordFile)
{
mySource = src;
myFileName = recordFile;
myFileName = myFileName.Replace("%DATE%", DateTime.Now.ToString("yyyyMMdd_HHmmss"));
}
protected override void myOnFirstSubscriber()
{
myStartTime = DateTime.Now;
mySource.onChange += new ChangeDelegate(mySource_onChange);
myOutFile = new FileStream(myFileName, FileMode.OpenOrCreate);
}
protected override void myOnLastSubscriber()
{
mySource.onChange -= mySource_onChange;
myOutFile.Close();
}
void mySource_onChange(object newValue)
{
DataPacket dp = (DataPacket)newValue;
BlueTable toWrite = new BlueTable(dp.schema);
if (mySerializer == null)
{
mySerializer = new UniversalSerializer(dp.schema);
}
foreach (IBlueRow r in dp.newRows)
toWrite.addRow(r);
byte[] result;
if (myLastValue == null)
mySerializer.serialize(StreamOpCode.create, new IBlueRowCollection[] { dp.newRows }, out result);
else
mySerializer.serialize(StreamOpCode.multipleRemoveAdd, new IBlueRowCollection[] { dp.deletedRows, dp.addedRows }, out result);
BinaryWriter bw = new BinaryWriter(myOutFile);
//write down what time this happened
bw.Write((DateTime.Now - myStartTime).TotalSeconds);
bw.Write(result.Length);
bw.Write(result);
myOutFile.Flush();
myFireEvent(dp);
}
}
}
@@ -1,64 +1,37 @@
// using System;
// using System.Collections.Generic;
// using System.Text;
// using System.IO;
using System;
using System.Collections.Generic;
using System.Text;
using System.IO;
using BCG;
// using System.Runtime.Serialization.Formatters.Binary;
namespace bts {
// this saves the updates as a Create on the same file, each update calls -save, which
// reqrites the whole data to the packet. The other side of this stream is the Loader
[DataStreamUserRespresentation("saver")]
public class SaverStream : ViewStream {
private ViewStream _stream;
private string _filename;
private IStreamIOMsgSerializer _serializer = new StreamIOSerializationController();
// namespace BCG
// {
// [DataStreamUserRespresentation("saver")]
// public class SaverStream : ViewStream, ISideEffectStream
// {
// private ViewStream myStream;
// private string myFileName;
public SaverStream(ViewStream vs, string filename) {
_stream = vs;
_filename = filename;
}
// public class Exception : System.Exception
// {
// public Exception(string msg) : base(msg) { }
// }
protected override void myOnFirstSubscriber() { _stream.onChange += new ChangeDelegate(_handle_changes); }
// public SaverStream(ViewStream vs, string fileName)
// {
// if (fileName == null)
// throw new SaverStream.Exception("File name cannot be null");
// myStream = vs;
// myFileName = fileName;
void _handle_changes(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
_save(dp);
myFireEvent(dp_obj);
}
// }
protected override void myOnLastSubscriber() { _stream.onChange -= new ChangeDelegate(_handle_changes); }
// protected override void myOnFirstSubscriber()
// { myStream.onChange += new ChangeDelegate(myHandleChanges); }
// void myHandleChanges(object newValue)
// {
// DataPacket dp = newValue as DataPacket;
// mySave(dp);
// myFireEvent(newValue);
// }
// protected override void myOnLastSubscriber()
// { myStream.onChange -= new ChangeDelegate(myHandleChanges); }
// protected void mySave(DataPacket dp)
// {
// for (int i = 0; i < 5 ; i++)
// try
// {
// using (FileStream fs = new FileStream(myFileName, FileMode.Create, FileAccess.Write))
// {
// BinaryFormatter bf = new BinaryFormatter();
// BlueTable t = new BlueTable(dp.schema);
// foreach (IBlueRow r in dp.newRows) // to guarantee table is serializable
// t.addRow(new BlueRow(r));
// bf.Serialize(fs, t);
// }
// break;
// }
// catch (IOException)
// {
// System.Threading.Thread.Sleep(5);
// }
// }
// }
// }
protected void _save(DataPacket dp) {
StreamIOMessage.CreateMessage cr_msg = new StreamIOMessage.CreateMessage(dp.newRows);
byte[] str_bytes = _serializer.serialize(new StreamIOMessage(cr_msg));
StreamSerializationUtils.write_to_file(str_bytes, _filename);
}
}
}
@@ -1,12 +1,12 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.IO;
using System.Runtime.Serialization.Formatters.Binary;
using BCG.Utilities.General;
using bts.collections;
using System.Reflection.Metadata;
// using System;
// using System.Collections.Generic;
// using System.Linq;
// using System.Text;
// using System.IO;
// using System.Runtime.Serialization.Formatters.Binary;
// using BCG.Utilities.General;
// using bts.collections;
// using System.Reflection.Metadata;
namespace BCG {
@@ -15,115 +15,115 @@ namespace BCG {
FirstOfDay,
LastOfDay
};
private BlueTable _current_table;
private IClientDeserializer _deserilializer = new ClientUniversalDeserializer();
public DateTime _snapshot_time;
public string _snapshot_file;
public IEnumerable<PlaybackPacket> _packets;
public SnapshotStream(string snapshot_date, string specific_snapshot, string directory_name, string token) {
DateTime dt;
var parsed = DateTime.TryParse(snapshot_date, out dt);
dt = dt.Date;
bts.Log.assert(parsed);
SpecificSnapshot specific_snapshot_enum;
parsed = Enum.TryParse<SpecificSnapshot>(specific_snapshot, out specific_snapshot_enum);
bts.Log.assert(parsed);
string snapshot_dt = StreamPersistorUtils.find_snapshot_file($"{directory_name}\\{token}", dt, specific_snapshot_enum);
ViewStream rs = new SnapshotStream(snapshot_dt, directory_name, token);
mySetRealSource(rs);
}
// private BlueTable _current_table;
// private IClientDeserializer _deserilializer = new ClientUniversalDeserializer();
// public DateTime _snapshot_time;
// public string _snapshot_file;
// public IEnumerable<PlaybackPacket> _packets;
// public SnapshotStream(string snapshot_date, string specific_snapshot, string directory_name, string token) {
// DateTime dt;
// var parsed = DateTime.TryParse(snapshot_date, out dt);
// dt = dt.Date;
// bts.Log.assert(parsed);
// SpecificSnapshot specific_snapshot_enum;
// parsed = Enum.TryParse<SpecificSnapshot>(specific_snapshot, out specific_snapshot_enum);
// bts.Log.assert(parsed);
// string snapshot_dt = StreamPersistorUtils.find_snapshot_file($"{directory_name}\\{token}", dt, specific_snapshot_enum);
// ViewStream rs = new SnapshotStream(snapshot_dt, directory_name, token);
// mySetRealSource(rs);
// }
public SnapshotStream(string snapshot_dt, string directory_name, string token) {
_snapshot_time = PersistorStream.parse_datetime(snapshot_dt);
string token_directory_name = $"{directory_name}\\{token}";
_snapshot_file = StreamPersistorUtils.find_snapshot_file(token_directory_name, _snapshot_time);
}
// public SnapshotStream(string snapshot_dt, string directory_name, string token) {
// _snapshot_time = PersistorStream.parse_datetime(snapshot_dt);
// string token_directory_name = $"{directory_name}\\{token}";
// _snapshot_file = StreamPersistorUtils.find_snapshot_file(token_directory_name, _snapshot_time);
// }
protected override void myOnFirstSubscriber() {
FileStream fs = new FileStream(_snapshot_file, FileMode.Open, FileAccess.Read);
_packets = StreamPersistorUtils.load_packets_from_file(fs);
PlaybackPacket snapshot_packet = StreamPersistorUtils.find_packet_at_time(_packets, _snapshot_time);
if (snapshot_packet != null) {
foreach (PlaybackPacket p in _packets) {
byte[] ops;
Array row_array;
_deserilializer.deserialize(new Stream[] { new MemoryStream(p.data) }, out ops, out row_array);
for (int i = 0; i < ops.Length; i++) {
IBlueRowCollection[] rows_args = row_array.GetValue(i) as IBlueRowCollection[];
byte op = ops[i];
if (op == StreamOpCode.create) {
IBlueRowCollection full_table = rows_args[0];
_current_table = new BlueTable(full_table);
} else if (op == StreamOpCode.multipleRemoveAdd) {
//IBlueRowCollection[] del_added = rows_args.GetValue(0) as IBlueRowCollection[];
IBlueRowCollection dels = rows_args.GetValue(0) as IBlueRowCollection;
IBlueRowCollection adds = rows_args.GetValue(1) as IBlueRowCollection;
BlueDataUtility.absorbChanges(_current_table, dels, adds);
} else {
bts.Log.assert(false, $"Oprator: {op} is not expected");
}
if (p.idx == snapshot_packet.idx) {
myFireEvent(new DataPacket(_current_table, _current_table, new BlueTable(_current_table.schema)));
break;
}
}
}
}
}
// protected override void myOnFirstSubscriber() {
// FileStream fs = new FileStream(_snapshot_file, FileMode.Open, FileAccess.Read);
// _packets = StreamPersistorUtils.load_packets_from_file(fs);
// PlaybackPacket snapshot_packet = StreamPersistorUtils.find_packet_at_time(_packets, _snapshot_time);
// if (snapshot_packet != null) {
// foreach (PlaybackPacket p in _packets) {
// byte[] ops;
// Array row_array;
// _deserilializer.deserialize(new Stream[] { new MemoryStream(p.data) }, out ops, out row_array);
// for (int i = 0; i < ops.Length; i++) {
// IBlueRowCollection[] rows_args = row_array.GetValue(i) as IBlueRowCollection[];
// byte op = ops[i];
// if (op == StreamOpCode.create) {
// IBlueRowCollection full_table = rows_args[0];
// _current_table = new BlueTable(full_table);
// } else if (op == StreamOpCode.multipleRemoveAdd) {
// //IBlueRowCollection[] del_added = rows_args.GetValue(0) as IBlueRowCollection[];
// IBlueRowCollection dels = rows_args.GetValue(0) as IBlueRowCollection;
// IBlueRowCollection adds = rows_args.GetValue(1) as IBlueRowCollection;
// BlueDataUtility.absorbChanges(_current_table, dels, adds);
// } else {
// bts.Log.assert(false, $"Oprator: {op} is not expected");
// }
// if (p.idx == snapshot_packet.idx) {
// myFireEvent(new DataPacket(_current_table, _current_table, new BlueTable(_current_table.schema)));
// break;
// }
// }
// }
// }
// }
private void _absorb_packet(byte[] ops, Array row_array) {
for (int i = 0; i < ops.Length; i++) {
IBlueRowCollection[] rows_args = row_array.GetValue(i) as IBlueRowCollection[];
byte op = ops[i];
if (op == StreamOpCode.create) {
IBlueRowCollection full_table = rows_args[0];
_current_table = new BlueTable(full_table);
} else if (op == StreamOpCode.multipleRemoveAdd) {
//IBlueRowCollection[] del_added = rows_args.GetValue(0) as IBlueRowCollection[];
IBlueRowCollection dels = rows_args.GetValue(0) as IBlueRowCollection;
IBlueRowCollection adds = rows_args.GetValue(1) as IBlueRowCollection;
BlueDataUtility.absorbChanges(_current_table, dels, adds);
} else {
bts.Log.assert(false, $"Operator: {op} is not expected");
}
}
}
// private void _absorb_packet(byte[] ops, Array row_array) {
// for (int i = 0; i < ops.Length; i++) {
// IBlueRowCollection[] rows_args = row_array.GetValue(i) as IBlueRowCollection[];
// byte op = ops[i];
// if (op == StreamOpCode.create) {
// IBlueRowCollection full_table = rows_args[0];
// _current_table = new BlueTable(full_table);
// } else if (op == StreamOpCode.multipleRemoveAdd) {
// //IBlueRowCollection[] del_added = rows_args.GetValue(0) as IBlueRowCollection[];
// IBlueRowCollection dels = rows_args.GetValue(0) as IBlueRowCollection;
// IBlueRowCollection adds = rows_args.GetValue(1) as IBlueRowCollection;
// BlueDataUtility.absorbChanges(_current_table, dels, adds);
// } else {
// bts.Log.assert(false, $"Operator: {op} is not expected");
// }
// }
// }
protected override void myOnLastSubscriber() {
}
// protected override void myOnLastSubscriber() {
// }
// public event SnapshotStream.Progress onProgress;
// public event Action onFileExhausted;
private PlaybackPacket _locate_packet_to_replay() {
foreach (var p in _packets) {
// returns the first non replayed packet
if (!p.replayed)
return p;
}
return null;
}
// // public event SnapshotStream.Progress onProgress;
// // public event Action onFileExhausted;
// private PlaybackPacket _locate_packet_to_replay() {
// foreach (var p in _packets) {
// // returns the first non replayed packet
// if (!p.replayed)
// return p;
// }
// return null;
// }
private void _fire_packet(byte[] ops, Array row_array) {
for (int i = 0; i < ops.Length; i++) {
IBlueRowCollection[] rows_args = row_array.GetValue(i) as IBlueRowCollection[];
byte op = ops[i];
if (op == StreamOpCode.create) {
IBlueRowCollection full_table = rows_args[0];
_current_table = new BlueTable(full_table);
//_current_table.addRows(full_table);
myFireEvent(new DataPacket(full_table, full_table, myLastValue == null ? new BlueTable(full_table.schema) :
(myLastValue as DataPacket).newRows));
} else if (op == StreamOpCode.multipleRemoveAdd) {
//IBlueRowCollection[] del_added = rows_args.GetValue(0) as IBlueRowCollection[];
IBlueRowCollection dels = rows_args.GetValue(0) as IBlueRowCollection;
IBlueRowCollection adds = rows_args.GetValue(1) as IBlueRowCollection;
BlueDataUtility.absorbChanges(_current_table, dels, adds);
myFireEvent(new DataPacket(_current_table, adds, dels));
} else {
bts.Log.assert(false, $"Oprator: {op} is not expected");
}
// private void _fire_packet(byte[] ops, Array row_array) {
// for (int i = 0; i < ops.Length; i++) {
// IBlueRowCollection[] rows_args = row_array.GetValue(i) as IBlueRowCollection[];
// byte op = ops[i];
// if (op == StreamOpCode.create) {
// IBlueRowCollection full_table = rows_args[0];
// _current_table = new BlueTable(full_table);
// //_current_table.addRows(full_table);
// myFireEvent(new DataPacket(full_table, full_table, myLastValue == null ? new BlueTable(full_table.schema) :
// (myLastValue as DataPacket).newRows));
// } else if (op == StreamOpCode.multipleRemoveAdd) {
// //IBlueRowCollection[] del_added = rows_args.GetValue(0) as IBlueRowCollection[];
// IBlueRowCollection dels = rows_args.GetValue(0) as IBlueRowCollection;
// IBlueRowCollection adds = rows_args.GetValue(1) as IBlueRowCollection;
// BlueDataUtility.absorbChanges(_current_table, dels, adds);
// myFireEvent(new DataPacket(_current_table, adds, dels));
// } else {
// bts.Log.assert(false, $"Oprator: {op} is not expected");
// }
}
}
// }
// }
}
}
}
@@ -3,6 +3,7 @@ using System.Collections.Generic;
using System.Linq;
using System.Globalization;
using System.IO;
using bts;
namespace BCG {
@@ -1,16 +1,10 @@
using BCG;
using System;
using System.Data;
using System.Collections;
using BCG.Utilities;
using System.Text.RegularExpressions;
using Bts.DataStream;
using mbts;
using mbts.spark;
using mbts.config;
using System;
using System.Text.RegularExpressions;
namespace BCG.StreamWorld.Addition
{
[DataStreamUserRespresentation (false)]
@@ -151,7 +145,6 @@ namespace BCG
private string myFilterString;
private BCG.StreamWorld.Addition.FilterStream myFilterStream;
private bool myUseNewFilter = Configuration.get<DataStreamConfig>().UseNewFilter;
private HighPerformanceTimer _timer = new HighPerformanceTimer();
#region constructors
public delegate bool OnFilter(IBlueRow r);
@@ -226,7 +219,6 @@ namespace BCG
private void myHandleCallbacks(object newValue)
{
_timer.start();
DataPacket retVal;
DataPacket arrivedPacket = newValue as DataPacket;
myLastReceivedRows = arrivedPacket.newRows;
@@ -255,7 +247,6 @@ namespace BCG
if (myFilter.filter(r))
myLastFiredRows.addRow(r);
}
_timer.stop();
myFireEvent(retVal);
}
@@ -0,0 +1,24 @@
namespace bts.SilverPine {
using BCG;
using System;
public class NullFilterStream : ViewStream {
public NullFilterStream(ViewStream parent_str, string col_name)
: this(parent_str, col_name, true) { }
public NullFilterStream(ViewStream parent_str, string col_name, bool filter_out_doublenans = false) {
ViewStream rs = new FilterStream(parent_str,
r => {
bool is_dbnull = r.is_null(col_name);
if (is_dbnull) {
return false;
}
if (r.schema[col_name].type_code() == TypeCode.Double) {
return !Double.IsNaN(r.get<double>(col_name));
}
return true;
});
mySetRealSource(rs);
}
}
}
@@ -1,37 +1,66 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Text.RegularExpressions;
using BCG.Utilities.General;
namespace BCG
{
public class TimeBasedFilter : IDynamicStreamFilter, IWorker, IDisposable
{
namespace BCG {
public class TimeBasedFilter : IDynamicStreamFilter, IWorker, IDisposable {
public static TimeSpan parse_duration(string input) {
int days = 0, hours = 0, minutes = 0, seconds = 0;
// Regular expression to match the pattern (e.g., "1d", "1h", "15m", "45s")
Regex regex = new Regex(@"(\d+)([dhms])");
MatchCollection matches = regex.Matches(input);
foreach (Match match in matches) {
int value = int.Parse(match.Groups[1].Value);
string unit = match.Groups[2].Value;
switch (unit) {
case "d":
days = value;
break;
case "h":
hours = value;
break;
case "m":
minutes = value;
break;
case "s":
seconds = value;
break;
}
}
return new TimeSpan(days, hours, minutes, seconds);
}
#region constructors
public TimeBasedFilter(string col_name, string row_time_to_live)
: this(col_name, parse_duration(row_time_to_live)) {
}
public TimeBasedFilter(string rowTimeColumnName, TimeSpan rowTimeToLive)
: this (ViewStreamDatabase.instance, rowTimeColumnName, rowTimeToLive, new TimeSpan(0, 1, 0) /* 1 minute */)
{
: this(ViewStreamDatabase.instance, rowTimeColumnName, rowTimeToLive, new TimeSpan(0, 1, 0) /* 1 minute */) {
}
public TimeBasedFilter(string rowTimeColumnName, TimeSpan rowTimeToLive, TimeSpan filterFrequency)
: this (ViewStreamDatabase.instance, rowTimeColumnName, rowTimeToLive, filterFrequency)
{
: this(ViewStreamDatabase.instance, rowTimeColumnName, rowTimeToLive, filterFrequency) {
}
public TimeBasedFilter(ViewStreamDatabase vsd, string rowTimeColumnName, TimeSpan rowTimeToLive)
: this (vsd, rowTimeColumnName, rowTimeToLive, new TimeSpan(0, 1, 0) /* 1 minute */)
{
: this(vsd, rowTimeColumnName, rowTimeToLive, new TimeSpan(0, 1, 0) /* 1 minute */) {
}
public TimeBasedFilter(ViewStreamDatabase vsd, string rowTimeColumnName, TimeSpan rowTimeToLive, TimeSpan filterFrequency)
{
myVsd = vsd;
myRowTimeColumnName = rowTimeColumnName;
myRowTimeToLive = rowTimeToLive;
myFilterFrequency = filterFrequency;
myNextFilter = DateTime.MinValue;
public TimeBasedFilter(ViewStreamDatabase vsd, string rowTimeColumnName, TimeSpan rowTimeToLive, TimeSpan filterFrequency) {
myVsd = vsd;
_time_col = rowTimeColumnName;
_ttl = rowTimeToLive;
myFilterFrequency = filterFrequency;
myNextFilter = DateTime.MinValue;
// add worker
myVsd.addWorker(this);
@@ -41,32 +70,25 @@ namespace BCG
public event FilterChangeDelegate onFilterChange;
#region IStreamFilter
public bool filter(IBlueRow row)
{
DateTime now = DateTime.Now;
DateTime timeStamp = (DateTime)row[myRowTimeColumnName];
public bool filter(IBlueRow row) {
DateTime now = DateTime.Now;
if (now > timeStamp)
{
TimeSpan span = now - timeStamp;
if (span >= myRowTimeToLive)
{
DateTime row_time = row.get_datetime(_time_col, DateTime.Now);
if (now > row_time) {
TimeSpan span = now - row_time;
if (span >= _ttl) {
return (false);
}
}
return (true);
}
#endregion
#region IWorker
public void doWork()
{
public void doWork() {
DateTime now = DateTime.Now;
if (now > myNextFilter)
{
if (now > myNextFilter) {
// fire event
onFilterChange();
@@ -76,8 +98,7 @@ namespace BCG
#endregion
#region IDisposable
public void Dispose()
{
public void Dispose() {
// remove worker
myVsd.removeWorker(this);
}
@@ -85,10 +106,20 @@ namespace BCG
#region state
private ViewStreamDatabase myVsd;
private string myRowTimeColumnName;
private TimeSpan myRowTimeToLive;
private TimeSpan myFilterFrequency;
private DateTime myNextFilter;
private string _time_col;
private TimeSpan _ttl;
private TimeSpan myFilterFrequency;
private DateTime myNextFilter;
#endregion
}
[DataStreamUserRespresentation("timefilter")]
public class TimeBasedFilterStream : ViewStream {
public TimeBasedFilterStream(ViewStream base_stream, string time_col, string time_span)
:
this(ViewStreamDatabase.instance, base_stream, time_col, TimeBasedFilter.parse_duration(time_span)) { }
public TimeBasedFilterStream(ViewStreamDatabase vsd, ViewStream base_stream, string time_col, TimeSpan time_span) {
TimeBasedFilter filter = new TimeBasedFilter(vsd, time_col, time_span);
mySetRealSource(new FilterStream(base_stream, filter));
}
}
}
@@ -1,102 +1,102 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
// using System;
// using System.Collections.Generic;
// using System.Linq;
// using System.Text;
namespace BCG
{
// namespace BCG
// {
public class AverageGroupsStream : ViewStream
{
public AverageGroupsStream(ViewStream input, string colToAverage, string keyColumn)
{
// public class AverageGroupsStream : ViewStream
// {
// public AverageGroupsStream(ViewStream input, string colToAverage, string keyColumn)
// {
myColToAverage = colToAverage;
myInput = input;
myKeyColumn = keyColumn;
}
// myColToAverage = colToAverage;
// myInput = input;
// myKeyColumn = keyColumn;
// }
private ViewStream myInput;
private string myColToAverage;
private BlueTableSchema mySchema;
private string myKeyColumn;
// private ViewStream myInput;
// private string myColToAverage;
// private BlueTableSchema mySchema;
// private string myKeyColumn;
protected override void myOnFirstSubscriber()
{
myInput.onChange += new ChangeDelegate(myInput_onChange);
}
protected override void myOnLastSubscriber()
{
myInput.onChange -= myInput_onChange;
}
private void myInput_onChange(object newValue)
{
if (mySchema == null)
myBuildSchema(((DataPacket)newValue).schema);
// protected override void myOnFirstSubscriber()
// {
// myInput.onChange += new ChangeDelegate(myInput_onChange);
// }
// protected override void myOnLastSubscriber()
// {
// myInput.onChange -= myInput_onChange;
// }
// private void myInput_onChange(object newValue)
// {
// if (mySchema == null)
// myBuildSchema(((DataPacket)newValue).schema);
IBlueRowCollection newRows = myEvaluate((DataPacket)newValue);
// IBlueRowCollection newRows = myEvaluate((DataPacket)newValue);
if (myLastValue == null)
myFireEvent(new DataPacket(newRows, newRows, new BlueTable(mySchema)));
else
{
IBlueRowCollection added, deleted;
BlueDataUtility.computeDifferences(newRows, ((DataPacket) myLastValue).newRows, out deleted, out added);
myFireEvent(new DataPacket(newRows, added, deleted));
}
}
// if (myLastValue == null)
// myFireEvent(new DataPacket(newRows, newRows, new BlueTable(mySchema)));
// else
// {
// IBlueRowCollection added, deleted;
// BlueDataUtility.computeDifferences(newRows, ((DataPacket) myLastValue).newRows, out deleted, out added);
// myFireEvent(new DataPacket(newRows, added, deleted));
// }
// }
private void myBuildSchema(IBlueTableSchema schema)
{
List<ColumnInfo> columns = new List<ColumnInfo>();
// private void myBuildSchema(IBlueTableSchema schema)
// {
// List<ColumnInfo> columns = new List<ColumnInfo>();
foreach (ColumnInfo ci in schema.columnInfo)
columns.Add(ci);
// foreach (ColumnInfo ci in schema.columnInfo)
// columns.Add(ci);
columns.Add(new ColumnInfo("average_"+myColToAverage, columns.Count, typeof(double)));
mySchema = new BlueTableSchema("average_of_" + schema.tableName, columns.ToArray());
}
// columns.Add(new ColumnInfo("average_"+myColToAverage, columns.Count, typeof(double)));
// mySchema = new BlueTableSchema("average_of_" + schema.tableName, columns.ToArray());
// }
private IBlueRowCollection myEvaluate(DataPacket packet)
{
// private IBlueRowCollection myEvaluate(DataPacket packet)
// {
IDictionary<string, double> colToRunningTotal = new Dictionary<string, double>();
IDictionary<string, int> colToCount = new Dictionary<string, int>();
IDictionary<string, IBlueRow> colToLastRow = new Dictionary<string, IBlueRow>();
// IDictionary<string, double> colToRunningTotal = new Dictionary<string, double>();
// IDictionary<string, int> colToCount = new Dictionary<string, int>();
// IDictionary<string, IBlueRow> colToLastRow = new Dictionary<string, IBlueRow>();
foreach (IBlueRow r in packet.newRows)
{
double thisVal = Convert.ToDouble(r[myColToAverage]);
// foreach (IBlueRow r in packet.newRows)
// {
// double thisVal = Convert.ToDouble(r[myColToAverage]);
string keyVal = r[myKeyColumn].ToString();
if (!colToCount.ContainsKey(keyVal))
{
colToRunningTotal[keyVal] = thisVal;
colToCount[keyVal] = 1;
}
else
{
colToRunningTotal[keyVal] += thisVal;
colToCount[keyVal] += 1;
}
colToLastRow[keyVal] = r;
}
// string keyVal = r[myKeyColumn].ToString();
// if (!colToCount.ContainsKey(keyVal))
// {
// colToRunningTotal[keyVal] = thisVal;
// colToCount[keyVal] = 1;
// }
// else
// {
// colToRunningTotal[keyVal] += thisVal;
// colToCount[keyVal] += 1;
// }
// colToLastRow[keyVal] = r;
// }
BlueTable result = new BlueTable(mySchema);
foreach (string key in colToCount.Keys)
{
object[] values = new object[mySchema.columnInfo.Length];
// BlueTable result = new BlueTable(mySchema);
// foreach (string key in colToCount.Keys)
// {
// object[] values = new object[mySchema.columnInfo.Length];
colToLastRow[key].CopyTo(values, 0);
values[values.Length - 1] = packet.newRows.Count > 0 ? colToRunningTotal[key] / packet.newRows.Count : 0.0;
result.addRow(new BlueRow(mySchema, values));
}
// colToLastRow[key].CopyTo(values, 0);
// values[values.Length - 1] = packet.newRows.Count > 0 ? colToRunningTotal[key] / packet.newRows.Count : 0.0;
// result.addRow(new BlueRow(mySchema, values));
// }
return result;
}
// return result;
// }
}
}
// }
// }
@@ -0,0 +1,31 @@
namespace bts.SilverPine {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
[DataStreamUserRespresentation("Average")]
public class AverageNonIncGroupsStream : ViewStream {
public AverageNonIncGroupsStream(ViewStream parent_stream, string inp_col_name, params string[] group_by_cols) {
NonIncGroupByStream rs = new NonIncGroupByStream(parent_stream, () => group_by_cols,
(g_rows) => _find_mean(inp_col_name, g_rows));
mySetRealSource(rs);
}
private List<IBlueRow> _find_mean(string inp_col_name, List<IBlueRow> g_rows) {
IBlueRow inp_row = g_rows.ElementAt(0);
IEnumerable<double> inp_vals = BlueDataUtility.get_colvalues<double>(g_rows, inp_col_name);
double sum = 0.0;
inp_vals.ToList().ForEach(d => sum += d);
string out_col_name = $"average_{inp_col_name}";
double average = sum / inp_vals.Count();
IBlueTableSchema schema_out = inp_row.schema.add_column(TypeCode.Double, out_col_name);
MutableBlueRow out_row = new MutableBlueRow(schema_out, inp_row);
out_row.setValue(out_col_name, average);
List<IBlueRow> rv = new List<IBlueRow>();
rv.Add(out_row);
return rv;
}
}
}
@@ -0,0 +1,91 @@
namespace bts.SilverPine {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
using ZstdSharp.Unsafe;
public enum GroupByBundleOp {
Mean,
Median,
Mode,
StdDev,
Max,
Min,
First,
Last,
Sum
}
public class GroupByBundle {
public readonly List<Tuple<string, GroupByBundleOp>> operations;
public static GroupByBundle parse(string text) {
// text is inp_col: op, inp_col: op, inp_col:op
List<Tuple<string, GroupByBundleOp>> rv = new List<Tuple<string, GroupByBundleOp>>();
string[] calcs = text.Split(',');
foreach (string c in calcs) {
string[] toks = c.Split(':');
string inp_col = toks[0].Trim();
string op_txt = toks[1].Trim();
GroupByBundleOp op = Enum.Parse<GroupByBundleOp>(op_txt, true);
rv.Add(Tuple.Create(inp_col, op));
}
return new GroupByBundle(rv);
}
public GroupByBundle(List<Tuple<string, GroupByBundleOp>> operations_) {
operations = operations_;
}
public static IBlueRow group_by(List<IBlueRow> rows, GroupByBundle parameters) {
if (rows.Count() == 0) {
return null;
}
IBlueRow ir = rows.ElementAt(0);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
IDictionary<string, Tuple<string, GroupByBundleOp>> out_col_map =
new Dictionary<string, Tuple<string, GroupByBundleOp>>();
foreach (var t in parameters.operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
GroupByBundleOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
}
return or;
}
public static double compute_op(IEnumerable<double> col_vals, GroupByBundleOp op) {
switch (op) {
case GroupByBundleOp.Max:
return col_vals.Max<double>();
case GroupByBundleOp.Min:
return col_vals.Min<double>();
case GroupByBundleOp.Mean:
return col_vals.Sum() / col_vals.Count();
case GroupByBundleOp.Sum:
return col_vals.Sum();
case GroupByBundleOp.First:
return col_vals.First();
case GroupByBundleOp.Last:
return col_vals.Last();
default:
// TODO
Log.assert(false);
return Double.NaN;
}
}
}
}
@@ -4,18 +4,14 @@ using BCG.Utilities;
using System.Collections.Generic;
using System.Linq;
namespace BCG
{
public class GroupByStream : MethodDrivenStream
{
private class MyFuncGroupByEvaluator : IGroupByEvaluator
{
namespace BCG {
public class GroupByStream : MethodDrivenStream {
private class MyFuncGroupByEvaluator : IGroupByEvaluator {
private string[] _groupby_cols;
private Func<DataPacket, IBlueRow> _groupby_func;
public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, 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;
_groupby_func = groupby_func;
}
public IBlueRow evaluate(DataPacket packet) { return _groupby_func(packet); }
@@ -29,7 +25,7 @@ namespace BCG
/// Serves as a quick way to access all rows belonging to the same group
/// </summary>
private bool myIdGuard = true;
private RowDictionaryTable myBookKeepingTable ;
private RowDictionaryTable myBookKeepingTable;
private IGroupByEvaluator myGroupByEvaluator;
private IBlueTableSchema mySchema; //input schema, as output schema can differ (IGroupByEvaluator's
//can map a schema to another
@@ -37,112 +33,98 @@ namespace BCG
private int myIdGenerator = 0;
public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func)
: this(stream, new MyFuncGroupByEvaluator(groupby_cols, groupby_func))
{ }
: this(stream, new MyFuncGroupByEvaluator(groupby_cols, groupby_func)) { }
public GroupByStream (ViewStream stream, IGroupByEvaluator groupByEvaluator)
: this (stream, groupByEvaluator, true)
{}
public GroupByStream(ViewStream stream, IGroupByEvaluator groupByEvaluator)
: this(stream, groupByEvaluator, true) { }
public GroupByStream (ViewStream stream, IGroupByEvaluator groupbyEvaluator, bool idGuard)
: base (stream)
{
public GroupByStream(ViewStream stream, IGroupByEvaluator groupbyEvaluator, bool idGuard)
: base(stream) {
myGroupByEvaluator = groupbyEvaluator;
myIdGuard = idGuard;
}
protected override void myHandleFirstCall ()
{
protected override void myHandleFirstCall() {
mySchema = myLastArrivedPacket.schema;
myOutputSchema = myGroupByEvaluator.getOutputSchema (mySchema);
myBookKeepingTable = new RowDictionaryTable (myLastArrivedPacket.newRows,
myOutputSchema = myGroupByEvaluator.getOutputSchema(mySchema);
myBookKeepingTable = new RowDictionaryTable(myLastArrivedPacket.newRows,
myGroupByEvaluator.groupByColumns);
GroupByOutputTable temp = new GroupByOutputTable (myOutputSchema);
foreach (IBlueRowCollection rowGroup in myBookKeepingTable.getGroups())
{
IBlueRow newRow = myEvaluate (new DataPacket (rowGroup,
rowGroup, new BlueTable (mySchema)));
GroupByOutputTable temp = new GroupByOutputTable(myOutputSchema);
foreach (IBlueRowCollection rowGroup in myBookKeepingTable.getGroups()) {
IBlueRow newRow = myEvaluate(new DataPacket(rowGroup,
rowGroup, new BlueTable(mySchema)));
if (newRow != null)
temp.addRow (newRow, myGetGroupString (rowGroup));
temp.addRow(newRow, myGetGroupString(rowGroup));
}
myLastFiredPacket = new DataPacket (temp, new BlueTable(temp), new BlueTable (temp.schema));
myLastFiredPacket = new DataPacket(temp, new BlueTable(temp), new BlueTable(temp.schema));
}
/// <summary>
/// Adding need not to anything as deletion already takes care
/// of addition
/// </summary>
protected override void myHandleIncrementalAdd() {}
protected override void myHandleIncrementalAdd() { }
/// <summary>
/// Both deletes and adds are handled here to make the intermediate results not
/// appear in the spitted fired DataPacket (note this is done only in GroupByStream
/// because of the nature of it)
/// </summary>
protected override void myHandleIncrementalDelete()
{
protected override void myHandleIncrementalDelete() {
myFireSwitch = false;
RowDictionaryTable delGroups, addGroups;
//form groups for deleted and added rows
myInitIncrementalChangeData (out delGroups, out addGroups);
ArrayList handledAddGroups = new ArrayList ();
myInitIncrementalChangeData(out delGroups, out addGroups);
ArrayList handledAddGroups = new ArrayList();
string groupRepString;
foreach (IBlueRowCollection delGroup in delGroups.getGroups ())
{
foreach (IBlueRowCollection delGroup in delGroups.getGroups()) {
// BlueEventLog.logAssert (delGroup.Count > 0);
groupRepString = myGetGroupString (delGroup);
IBlueRowCollection addGroup = addGroups.getGroup (groupRepString) == null ?
new BlueTable (mySchema) : addGroups.getGroup (groupRepString);
handledAddGroups.Add (addGroup);
IBlueRowCollection aggGroup = myBookKeepingTable.getGroup (groupRepString) == null ?
new BlueTable (mySchema) : myBookKeepingTable.getGroup (groupRepString);
IBlueRow newRow = myEvaluate (new DataPacket (aggGroup, addGroup, delGroup));
myFireSwitch |= myMergeRow (newRow, groupRepString);
groupRepString = myGetGroupString(delGroup);
IBlueRowCollection addGroup = addGroups.getGroup(groupRepString) == null ?
new BlueTable(mySchema) : addGroups.getGroup(groupRepString);
handledAddGroups.Add(addGroup);
IBlueRowCollection aggGroup = myBookKeepingTable.getGroup(groupRepString) == null ?
new BlueTable(mySchema) : myBookKeepingTable.getGroup(groupRepString);
IBlueRow newRow = myEvaluate(new DataPacket(aggGroup, addGroup, delGroup));
myFireSwitch |= myMergeRow(newRow, groupRepString);
}
foreach (IBlueRowCollection addGroup in addGroups.getGroups ())
{
foreach (IBlueRowCollection addGroup in addGroups.getGroups()) {
// BlueEventLog.logAssert (addGroup.Count > 0);
if (!handledAddGroups.Contains (addGroup))
{
if (!handledAddGroups.Contains(addGroup)) {
//this is the case when there are rows added to a group and none
//have been removed, hence it 'escapes' from being dealt with in
//the loop above
groupRepString = myGetGroupString (addGroup);
IBlueRowCollection aggGroup = myBookKeepingTable.getGroup (groupRepString);
groupRepString = myGetGroupString(addGroup);
IBlueRowCollection aggGroup = myBookKeepingTable.getGroup(groupRepString);
// BlueEventLog.logAssert (aggGroup != null && aggGroup.Count > 0);
IBlueRow newRow = myEvaluate (new DataPacket (aggGroup, addGroup,
new BlueTable (aggGroup.schema)));
myFireSwitch |= myMergeRow (newRow, groupRepString);
IBlueRow newRow = myEvaluate(new DataPacket(aggGroup, addGroup,
new BlueTable(aggGroup.schema)));
myFireSwitch |= myMergeRow(newRow, groupRepString);
}
}
}
private bool myMergeRow (IBlueRow newRow, string groupRepString)
{
IBlueRow existingRow = ((GroupByOutputTable) myLastFiredPacket.newRows).getRow (groupRepString);
private bool myMergeRow(IBlueRow newRow, string groupRepString) {
IBlueRow existingRow = ((GroupByOutputTable)myLastFiredPacket.newRows).getRow(groupRepString);
//BlueEventLog.logAssert (newRow != null || existingRow != null);
if (existingRow == null && newRow == null)
return false;
else if (existingRow != null && newRow != null && BlueDataUtility.computeRowEquality (existingRow, newRow))
else if (existingRow != null && newRow != null && BlueDataUtility.compute_equality(existingRow, newRow))
return false;
else if (existingRow == null)
{
else if (existingRow == null) {
//row added for the first time
((GroupByOutputTable) myLastFiredPacket.newRows).addRow (newRow, groupRepString);
((BlueTable) myLastFiredPacket.addedRows).addRow (newRow);
((GroupByOutputTable)myLastFiredPacket.newRows).addRow(newRow, groupRepString);
((BlueTable)myLastFiredPacket.addedRows).addRow(newRow);
return true;
}
else
{
((GroupByOutputTable) myLastFiredPacket.newRows).removeRow (groupRepString);
((BlueTable) myLastFiredPacket.deletedRows).addRow (existingRow);
if (newRow != null)
{
((GroupByOutputTable) myLastFiredPacket.newRows).addRow (newRow, groupRepString);
((BlueTable) myLastFiredPacket.addedRows).addRow (newRow);
} else {
((GroupByOutputTable)myLastFiredPacket.newRows).removeRow(groupRepString);
((BlueTable)myLastFiredPacket.deletedRows).addRow(existingRow);
if (newRow != null) {
((GroupByOutputTable)myLastFiredPacket.newRows).addRow(newRow, groupRepString);
((BlueTable)myLastFiredPacket.addedRows).addRow(newRow);
}
return true;
}
@@ -154,77 +136,68 @@ namespace BCG
/// </summary>
/// <param name="delGroups"></param>
/// <param name="addGroups"></param>
private void myInitIncrementalChangeData (out RowDictionaryTable delGroups, out RowDictionaryTable addGroups)
{
private void myInitIncrementalChangeData(out RowDictionaryTable delGroups, out RowDictionaryTable addGroups) {
delGroups =
new RowDictionaryTable (myLastArrivedPacket.deletedRows, myGroupByEvaluator.groupByColumns);
new RowDictionaryTable(myLastArrivedPacket.deletedRows, myGroupByEvaluator.groupByColumns);
addGroups =
new RowDictionaryTable (myLastArrivedPacket.addedRows, myGroupByEvaluator.groupByColumns);
new RowDictionaryTable(myLastArrivedPacket.addedRows, myGroupByEvaluator.groupByColumns);
foreach (IBlueRow deletedRow in myLastArrivedPacket.deletedRows)
myBookKeepingTable.removeRow (deletedRow);
myBookKeepingTable.removeRow(deletedRow);
foreach (IBlueRow addedRow in myLastArrivedPacket.addedRows)
myBookKeepingTable.addRow (addedRow);
myLastFiredPacket.addedRows = new BlueTable (myOutputSchema);
myLastFiredPacket.deletedRows = new BlueTable (myOutputSchema);
myBookKeepingTable.addRow(addedRow);
myLastFiredPacket.addedRows = new BlueTable(myOutputSchema);
myLastFiredPacket.deletedRows = new BlueTable(myOutputSchema);
}
protected override void myOnTableClear ()
{
protected override void myOnTableClear() {
if (myBookKeepingTable.Count == 0)
return; //ie there arent any rows, so no need to optimize the 'cleansing' process
myLastFiredPacket.deletedRows = new BlueTable (myLastFiredPacket.newRows);
myLastFiredPacket.addedRows = new BlueTable (myLastFiredPacket.deletedRows.schema);
(myLastFiredPacket.newRows as GroupByOutputTable).clear ();
myBookKeepingTable.clear ();
myGroupByEvaluator.clear ();
myLastFiredPacket.deletedRows = new BlueTable(myLastFiredPacket.newRows);
myLastFiredPacket.addedRows = new BlueTable(myLastFiredPacket.deletedRows.schema);
(myLastFiredPacket.newRows as GroupByOutputTable).clear();
myBookKeepingTable.clear();
myGroupByEvaluator.clear();
}
private IBlueRow myEvaluate (DataPacket dp)
{
IBlueRow evalRow = myGroupByEvaluator.evaluate (dp);
return evalRow == null ? null :
private IBlueRow myEvaluate(DataPacket dp) {
IBlueRow evalRow = myGroupByEvaluator.evaluate(dp);
return evalRow == null ? null :
myIdGuard ?
BlueDataUtility.getNewReplacedRow (evalRow, myIdGenerator++, "id") : evalRow;
BlueDataUtility.getNewReplacedRow(evalRow, myIdGenerator++, "id") : evalRow;
}
private string myGetGroupString (IBlueRowCollection group)
{
return BlueDataUtility.rowToString(BlueDataUtility.extractRow (group, 0), myGroupByEvaluator.groupByColumns);
private string myGetGroupString(IBlueRowCollection group) {
return BlueDataUtility.rowToString(BlueDataUtility.extractRow(group, 0), myGroupByEvaluator.groupByColumns);
}
protected override void myOnLastSubscriber ()
{
protected override void myOnLastSubscriber() {
//the packets are initialzed to null, so that if the subscription count goes to 0, and then this stream
//gets resubscribed, we start the process of building data again, and treat the callback as the first
//callback.
myInit ();
myStream.onChange -= new DataStream.ChangeDelegate (myChangeHandler);
myInit();
myStream.onChange -= new DataStream.ChangeDelegate(myChangeHandler);
}
protected override void myInit ()
{
base.myInit ();
if (myBookKeepingTable != null)
{
protected override void myInit() {
base.myInit();
if (myBookKeepingTable != null) {
//to avoid calling init before the first callback
myBookKeepingTable.clear ();
myGroupByEvaluator.clear ();
myBookKeepingTable.clear();
myGroupByEvaluator.clear();
}
}
public static string getRepString (DataPacket dp, string[] colNames)
{
return BlueDataUtility.rowToString (getRepRow (dp), colNames);
public static string getRepString(DataPacket dp, string[] colNames) {
return BlueDataUtility.rowToString(getRepRow(dp), colNames);
}
public static IBlueRow getRepRow (DataPacket dp)
{
public static IBlueRow getRepRow(DataPacket dp) {
if (dp.newRows.Count > 0)
return BlueDataUtility.extractRow (dp.newRows, 0);
return BlueDataUtility.extractRow(dp.newRows, 0);
else if (dp.addedRows.Count > 0)
return BlueDataUtility.extractRow (dp.addedRows, 0);
return BlueDataUtility.extractRow(dp.addedRows, 0);
else if (dp.deletedRows.Count > 0)
return BlueDataUtility.extractRow (dp.deletedRows, 0);
return BlueDataUtility.extractRow(dp.deletedRows, 0);
// BlueEventLog.logAssert (false, "Illegal Data Packet");
return null;
}
@@ -237,22 +210,21 @@ namespace BCG
/// <param name="newValue"></param>
/// <param name="isAdd"></param>
/// <returns></returns>
public static object incrementalAdd (object lastValue, object newValue, bool isAdd)
{
if (lastValue == null || lastValue.Equals (DBNull.Value))
public static object incrementalAdd(object lastValue, object newValue, bool isAdd) {
if (lastValue == null || lastValue.Equals(DBNull.Value))
return newValue;
// BlueEventLog.logAssert (lastValue.GetType().Equals (typeof(Int32)) && newValue.GetType().Equals (typeof(Int32)) ||
// lastValue.GetType().Equals (typeof(Double)) && newValue.GetType().Equals (typeof(Double)) ||
// lastValue.GetType().Equals (typeof(Decimal)) && newValue.GetType().Equals (typeof(Decimal)));
// lastValue.GetType().Equals (typeof(Double)) && newValue.GetType().Equals (typeof(Double)) ||
// lastValue.GetType().Equals (typeof(Decimal)) && newValue.GetType().Equals (typeof(Decimal)));
Object retVal = null;
if (newValue.GetType().Equals (typeof(int)))
if (newValue.GetType().Equals(typeof(int)))
retVal = isAdd ? (int)lastValue + (int)newValue : (int)lastValue - (int)newValue;
else if (newValue.GetType().Equals (typeof(Double)))
else if (newValue.GetType().Equals(typeof(Double)))
retVal = isAdd ? (Double)lastValue + (Double)newValue : (Double)lastValue - (Double)newValue;
else if (lastValue.GetType().Equals (typeof(Decimal)))
else if (lastValue.GetType().Equals(typeof(Decimal)))
retVal = isAdd ? (Decimal)lastValue + (Decimal)newValue : (Decimal)lastValue - (Decimal)newValue;
else{}
// BlueEventLog.logAssert (false, "Illegal type");
else { }
// BlueEventLog.logAssert (false, "Illegal type");
return retVal;
}
@@ -22,8 +22,8 @@ namespace BCG {
IBlueRow maxRow = BlueDataUtility.computeMaxRow(dp.deletedRows, myOutputColumn);
if (maxRow != null) {
bts.Log.assert(currMaxRow != null);
bts.Log.assert(BlueDataUtility.compareRows(maxRow, currMaxRow, myOutputColumn) <= 0);
if (BlueDataUtility.compareRows(maxRow, currMaxRow, myOutputColumn) == 0) {
bts.Log.assert(BlueDataUtility.compare_rows(maxRow, currMaxRow, myOutputColumn) <= 0);
if (BlueDataUtility.compare_rows(maxRow, currMaxRow, myOutputColumn) == 0) {
maxRow = BlueDataUtility.computeMaxRow(dp.newRows, myOutputColumn);
if (maxRow == null)
myOutputTable.removeRow(hashString);
@@ -34,7 +34,7 @@ namespace BCG {
maxRow = BlueDataUtility.computeMaxRow(dp.addedRows, myOutputColumn);
// if the row was replaced in the above lines, then currMaxRow < maxRow, so the if below would never return a true,
// otherwise if maxRow > currMaxRow then its replaced
if (maxRow != null && (currMaxRow == null || BlueDataUtility.compareRows(maxRow, currMaxRow, myOutputColumn) > 0))
if (maxRow != null && (currMaxRow == null || BlueDataUtility.compare_rows(maxRow, currMaxRow, myOutputColumn) > 0))
myOutputTable.addRow(maxRow, hashString);
return myProject(myOutputTable.getRow(hashString));
}
@@ -10,6 +10,6 @@ namespace BCG {
}
public MaxStream(ViewStream stream, string outputCol)
: this(new AddColumnsStream(stream, "fakeCol=0"), outputCol, new string[] { "fakeCol" }) { }
: this(new AddColumnsStream(stream, "fake_col: 0"), outputCol, new string[] { "fake_col" }) { }
}
}
@@ -18,7 +18,7 @@ namespace BCG {
if (minRow != null) {
// BlueEventLog.logAssert (currMinRow != null);
// BlueEventLog.logAssert (BlueDataUtility.compareRows (minRow, currMinRow, myOutputColumn) >= 0);
if (BlueDataUtility.compareRows(minRow, currMinRow, myOutputColumn) == 0) {
if (BlueDataUtility.compare_rows(minRow, currMinRow, myOutputColumn) == 0) {
minRow = BlueDataUtility.computeMinRow(dp.newRows, myOutputColumn);
if (minRow == null)
myOutputTable.removeRow(stringRep);
@@ -27,7 +27,7 @@ namespace BCG {
}
}
minRow = BlueDataUtility.computeMinRow(dp.addedRows, myOutputColumn);
if (minRow != null && (currMinRow == null || BlueDataUtility.compareRows(minRow, currMinRow, myOutputColumn) < 0))
if (minRow != null && (currMinRow == null || BlueDataUtility.compare_rows(minRow, currMinRow, myOutputColumn) < 0))
myOutputTable.addRow(minRow, stringRep);
return myOutputTable.getRow(stringRep);
}
@@ -1,53 +1,108 @@
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using mbts;
using mbts.spark;
using System.Text.Json;
namespace BCG
{
public class NonIncGroupByStream : ViewStream
{
using bts;
using bts.SilverPine;
namespace BCG {
[DataStreamUserRespresentation("aggregate")]
public class NonIncGroupByStream : ViewStream {
private class DelNonIncGroupByEvaluator : INonIncGroupByEvaluator {
Func<string[]> _groupby_cols_func;
Func<List<IBlueRow>, List<IBlueRow>> _evaluate_func;
public DelNonIncGroupByEvaluator(Func<string[]> groupby_cols_func,
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func) {
_groupby_cols_func = groupby_cols_func;
_evaluate_func = evaluate_func;
}
public IBlueRowCollection evaluate(IDictionary<int, List<IBlueRow>> grouped_rows) {
BlueTable rv = null;
foreach (var kv in grouped_rows) {
List<IBlueRow> g_rows = kv.Value;
List<IBlueRow> out_rows = _evaluate_func.Invoke(g_rows);
if (out_rows != null && out_rows.Count > 0) {
rv = rv ?? new BlueTable(out_rows.ElementAt(0).schema);
}
rv.addRows(out_rows);
}
return rv;
}
public string[] get_group_by_cols() {
return _groupby_cols_func();
}
}
private ViewStream _main_stream;
private INonIncGroupByEvaluator _groupby_func;
private BlueRowHasher _row_hasher;
private string[] _groupby_cols;
private HighPerformanceTimer _timer = new HighPerformanceTimer();
private Stopwatch _timer = new();
private int _n_total_fires = 0, _n_expensive_fires = 0;
public NonIncGroupByStream(ViewStream main_stream, INonIncGroupByEvaluator groupby_func)
{
public NonIncGroupByStream(ViewStream main_stream, INonIncGroupByEvaluator groupby_func) {
_main_stream = main_stream;
_groupby_func = groupby_func;
_groupby_cols = _groupby_func.get_group_by_cols();
_row_hasher = new BlueRowHasher(_groupby_cols.Length);
_row_hasher = new BlueRowHasher(_groupby_cols == null ? 0 : _groupby_cols.Length);
}
public NonIncGroupByStream(ViewStream main_stream, Func<string[]> groupby_cols_func,
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func)
: this(main_stream, new DelNonIncGroupByEvaluator(groupby_cols_func, evaluate_func)) { }
public NonIncGroupByStream(ViewStream parent_str, string groupby_col, string standard_group_by_text, string optional_sort_col = null) {
GroupByBundle std_group_by = GroupByBundle.parse(standard_group_by_text);
Func<string[]> groupby_cols_func = () => {
return String.IsNullOrEmpty(groupby_col) ? null : new string[] { groupby_col };
};
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func = (group_rows) => {
if (!String.IsNullOrEmpty(optional_sort_col))
group_rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, optional_sort_col));
IBlueRow rv = GroupByBundle.group_by(group_rows, std_group_by);
return new IBlueRow[] { rv }.ToList();
};
ViewStream rs = new NonIncGroupByStream(parent_str, groupby_cols_func, evaluate_func);
mySetRealSource(rs);
}
public NonIncGroupByStream(ViewStream parent_str, string standard_group_by_text) :
this(parent_str, String.Empty, standard_group_by_text) {
}
protected override void myOnFirstSubscriber() { _main_stream.onChange += _main_stream_onchange; }
protected override void myOnLastSubscriber() { _main_stream.onChange -= _main_stream_onchange; }
private void _main_stream_onchange(object nv)
{
private void _main_stream_onchange(object nv) {
DataPacket dp = nv as DataPacket;
///grouping together
_timer.start();
IDictionary<int, List<IBlueRow>> grouped_rows = BlueDataUtility.group_together (dp.newRows, _groupby_cols, ref _row_hasher);
_timer.stop();
// mbts.Logger.log(bts.log.Level.Info, bts.log.Subsystem.gen, String.Format("Time to group {0} rows into {1} groups = {2}", dp.newRows.Count, grouped_rows.Count, _timer.lastIntervalTime));
_timer.Restart();
IDictionary<int, List<IBlueRow>> grouped_rows = (_groupby_cols == null || _groupby_cols.Length == 0) ?
new Dictionary<int, List<IBlueRow>>() { { 0, dp.newRows.to_list() } } :
BlueDataUtility.group_together(dp.newRows, _groupby_cols, ref _row_hasher);
_timer.Stop();
var groupElapsedMs = _timer.ElapsedMilliseconds;
if (groupElapsedMs >= 50) {
Log.DataFlow.info($"Time to group {dp.newRows.Count} rows into {grouped_rows.Count} groups: {_timer.ElapsedMilliseconds}ms");
}
// Log.log(bts.Log.Level.Info, bts.log.Subsystem.gen, String.Format("Time to group {0} rows into {1} groups = {2}", dp.newRows.Count, grouped_rows.Count, _timer.lastIntervalTime));
/// reducing
_timer.start();
_timer.Restart();
IBlueRowCollection total_state = _groupby_func.evaluate(grouped_rows);
_timer.stop();
_n_total_fires++;
if (_timer.lastIntervalTime > 50)
{
_timer.Stop();
var applyElapsedMs = _timer.ElapsedMilliseconds;
_n_total_fires++;
if (applyElapsedMs >= 50) {
_n_expensive_fires++;
// mbts.Logger.log(bts.log.Level.Info, bts.log.Subsystem.gen, String.Format("Time to evaluate {0} groups {1} , ratio {2}/{3}", grouped_rows.Count, _timer.lastIntervalTime, _n_expensive_fires, _n_total_fires));
}
myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
}
Log.DataFlow.info(
$"Time to evaluate {grouped_rows.Count} groups {_timer.ElapsedMilliseconds}ms, ratio {_n_expensive_fires}/{_n_total_fires}");
}
// TODO,
if (total_state != null)
myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
}
}
}
@@ -27,7 +27,8 @@ namespace BCG
string prependString = isLeft ? "left" : "right";
return String.Concat (prependString, colName).GetHashCode ();
}
public override bool Equals (object obj) {return GetHashCode () == obj.GetHashCode ();}
public override bool Equals (object? obj) =>
GetHashCode() == obj?.GetHashCode();
}
@@ -10,9 +10,9 @@ namespace BCG
{
public class JoinStream : ViewStream
{
protected InternalJoinStream myIjs;
protected ProjectStream myPs;
protected ColumnMap myLeftCm, myRightCm;
protected InternalJoinStream? myIjs;
protected ProjectStream? myPs;
protected ColumnMap? myLeftCm, myRightCm;
protected bool myIsProject = true;
private bool myUseSuperJoin = DataStreamLoadFileConfig.instance.useNewJoin;
@@ -1,15 +1,16 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using mbts;
using mbts.spark;
using bts;
using bts.collections;
namespace BCG
{
public class NonIncJoinBookkeeper : IDisposable
{
using mbts;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Security.Cryptography;
namespace BCG {
public class NonIncJoinBookkeeper : IDisposable {
public Action on_new_data;
private readonly NonIncJoinSpec _join_spec;
private readonly int _join_position;
@@ -26,54 +27,82 @@ namespace BCG
private int[] _join_col_indices = null,
_data_col_indices = null;
public NonIncJoinBookkeeper(NonIncJoinSpec the_join_spec, int join_position, int start_index_in_output, BlueRowHasher row_hasher)
{
public NonIncJoinBookkeeper(NonIncJoinSpec the_join_spec, int join_position, int start_index_in_output, BlueRowHasher row_hasher) {
_join_spec = the_join_spec;
_join_position = join_position;
_start_index_in_output = start_index_in_output;
_row_hasher = row_hasher;
_is_left_most = _join_position == 0;
_is_tag_along = _join_spec.join_col_names.Length == 0;
}
private bool _filled_missing_data = false;
private void _fill_missing_data(DataPacket dp) {
if (_filled_missing_data)
return;
Func<string[], bool> null_or_empty = (str_arr) => {
if (str_arr == null || str_arr.Length == 0)
return true;
foreach (string s in str_arr) {
if (!String.IsNullOrEmpty(s)) {
return false;
}
}
return true;
};
Func<string[], string[]> remove_bad_cols = (col_names) => {
HashSet<string> schema_col_map = new HashSet<string>(dp.schema.columnNames);
List<string> cols_list = new List<string>(col_names);
cols_list.RemoveWhere(c => !schema_col_map.Contains(c));
return cols_list.ToArray();
};
if (null_or_empty(_join_spec.data_col_names)) {
_join_spec.data_col_names = dp.schema.columnNames;
}
_join_spec.data_col_names = remove_bad_cols(_join_spec.data_col_names);
if (null_or_empty(_join_spec.data_col_names)) {
_join_spec.data_col_names = dp.schema.columnNames;
}
if (null_or_empty(_join_spec.projected_col_names)) {
_join_spec.projected_col_names = _join_spec.data_col_names;
}
}
public void init() {
_join_spec.stream.onChange += _on_stream_cb;
}
public void _on_stream_cb(object dp_obj)
{
HighPerformanceTimer timer = new HighPerformanceTimer();
timer.start();
public void _on_stream_cb(object dp_obj) {
Log.Gen.info($"NonIncJoinBookkeeper._on_stream_cb dp_obj: {dp_obj}");
var timer = Stopwatch.StartNew();
DataPacket dp = (DataPacket)dp_obj;
if (_schema == null)
{
_fill_missing_data(dp);
if (_schema == null) {
_schema = dp.schema;
_join_col_indices = BlueDataUtility.get_column_indices(_schema, _join_spec.join_col_names);
_data_col_indices = BlueDataUtility.get_column_indices(_schema, _join_spec.data_col_names);
}
if (_is_left_most)
{
if (_is_left_most) {
_row_list.Clear();
foreach (IBlueRow r in dp.newRows)
_row_list.Add(new Pair<int, IBlueRow>(_row_hasher.get_hash(r, _join_col_indices), r));
}
else
{
_row_list.Add(new Pair<int, IBlueRow>(_row_hasher.get_hash(r, _join_col_indices), r));
} else {
if (_is_tag_along)
_solitary_row = BlueDataUtility.extractRow(dp.newRows, 0);
else
{
else {
_row_map.Clear();
foreach (IBlueRow r in dp.newRows)
_row_map[_row_hasher.get_hash(r, _join_col_indices)] = r;
}
}
timer.stop();
timer.Stop();
_n_total_fires++;
if (timer.lastIntervalTime > 50)
{
if (timer.ElapsedMilliseconds >= 50) {
_n_expensive_fires++;
string log_msg = String.Format("NonIncJoinBookkeepingData._on_stream_cb {0} rows {1} key cols {2} join pos time {3} ratio {4}/{5}", dp.newRows.Count, _join_col_indices.Length, _join_position, timer.lastIntervalTime, _n_expensive_fires, _n_total_fires);
// mbts.Logger.log(bts.log.Level.Info, bts.log.Subsystem.gen, log_msg);
Log.Gen.info($"NonIncJoinBookkeepingData._on_stream_cb {dp.newRows.Count} rows {_join_col_indices.Length} "
+ $"key cols {_join_position} join pos time {timer.Elapsed} ratio {_n_expensive_fires}/{_n_total_fires}");
}
if (on_new_data != null)
on_new_data();
@@ -81,31 +110,25 @@ namespace BCG
public bool is_ready { get { return _schema != null; } }
public void constribute_cols_to_schema(List<ColumnInfo> cis)
{
public void constribute_cols_to_schema(List<ColumnInfo> cis) {
for (int i = 0; i < _join_spec.data_col_names.Length; i++)
cis.Add(new ColumnInfo(_join_spec.projected_col_names[i], cis.Count, _schema[_join_spec.data_col_names[i]].colType));
}
public List<Pair<int, IBlueRow>> get_list() { return _row_list; }
public void copy_master_row_to_output_row(int row_index, object[] output_row)
{
public void copy_master_row_to_output_row(int row_index, object[] output_row) {
IBlueRow this_row = _row_list[row_index].second;
BlueDataUtility.copy_to_row(this_row, _data_col_indices, output_row, _start_index_in_output);
}
public void copy_matching_row_to_output_row(int row_hash, object[] output_row)
{
if (_is_tag_along)
{
public void copy_matching_row_to_output_row(int row_hash, object[] output_row) {
if (_is_tag_along) {
if (_solitary_row != null)
BlueDataUtility.copy_to_row(_solitary_row, _data_col_indices, output_row, _start_index_in_output);
else
copy_dbnull_to_output_row(output_row);
}
else
{
} else {
IBlueRow this_row = null;
if (_row_map.TryGetValue(row_hash, out this_row))
BlueDataUtility.copy_to_row(this_row, _data_col_indices, output_row, _start_index_in_output);
@@ -114,8 +137,7 @@ namespace BCG
}
}
private void copy_dbnull_to_output_row(object[] output_row)
{
private void copy_dbnull_to_output_row(object[] output_row) {
for (int i = 0; i < _data_col_indices.Length; i++)
output_row[i + _start_index_in_output] = DBNull.Value;
}
@@ -3,63 +3,63 @@ using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using mbts;
namespace BCG
{
public class NonIncJoinSpec
{
namespace BCG {
// this a collection of data, theres no joining logic in here
public class NonIncJoinSpec {
public ViewStream stream;
// join col names are the names on which the streams are joined (for equality),
// data col names are the names in the original stream
// projected col names are their new names, ie if its x:l_x, then x is in the
// data_col_names and l_x in projected cols
public string[] join_col_names, data_col_names, projected_col_names;
public NonIncJoinSpec() { }
public NonIncJoinSpec(ViewStream the_stream, string[] the_join_col_names, string[] the_data_col_names)
: this (the_stream, the_join_col_names, the_data_col_names, the_data_col_names)
{ }
: this(the_stream, the_join_col_names, the_data_col_names, the_data_col_names) { }
public NonIncJoinSpec(ViewStream the_stream, string[] the_join_col_names, string[] the_data_col_names, string[] the_projected_col_names)
{
public NonIncJoinSpec(ViewStream the_stream, string[] the_join_col_names, string[] the_data_col_names, string[] the_projected_col_names) {
stream = the_stream;
join_col_names = the_join_col_names;
data_col_names = the_data_col_names;
projected_col_names = the_projected_col_names;
}
public static NonIncJoinSpec[] from_triplet(params Triplet<ViewStream, string, string>[] join_specs)
{
public static NonIncJoinSpec[] from_triplet(params Triplet<ViewStream, string, string>[] join_specs) {
List<NonIncJoinSpec> rv = new List<NonIncJoinSpec>();
foreach (Triplet<ViewStream, string, string> r in join_specs)
{
string[] keys = String.IsNullOrEmpty (r.second) ? new string[] {} : r.second.Split(' ');
foreach (Triplet<ViewStream, string, string> r in join_specs) {
string[] keys = String.IsNullOrEmpty(r.second) ? new string[] { } : r.second.Split(' ');
string[] visible_cols = r.third.Split(' ');
List<string> data_col_names = new List<string>(), mapped_col_names = new List<string>();
foreach (string s in visible_cols)
{
foreach (string s in visible_cols) {
string[] toks = s.Split(':');
if (toks.Length == 1)
{
if (toks.Length == 1) {
data_col_names.Add(toks[0]);
mapped_col_names.Add(toks[0]);
}
else if (toks.Length == 2)
{
} else if (toks.Length == 2) {
data_col_names.Add(toks[0]);
mapped_col_names.Add(toks[1]);
}
}
rv.Add (new NonIncJoinSpec (r.first, keys, data_col_names.ToArray (), mapped_col_names.ToArray()));
rv.Add(new NonIncJoinSpec(r.first, keys, data_col_names.ToArray(), mapped_col_names.ToArray()));
}
return rv.ToArray ();
return rv.ToArray();
}
public override string ToString() {
Func<string[], string> arr_txt = (a) => {
string rv = "";
foreach (string s in a) {
rv += "{s} ";
}
rv = rv.Trim();
return rv;
};
string rv = $"stream: {stream} join_col_names: {arr_txt(join_col_names)} data_col_names: {arr_txt(data_col_names)} projected_col_names: {arr_txt(projected_col_names)}";
return rv;
}
}
//[DataStreamUserRespresentation("ninctest")]
//public class NonIncJoinTestStream : ViewStream
//{
// public NonIncJoinTestStream (string key_cols, string data_cols)
// {
// NonIncJoinSpec.from_triplet(new Triplet<ViewStream, string, string>(null, key_cols, data_cols));
// }
//}
}
@@ -1,16 +1,14 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using mbts;
using mbts.spark;
using bts;
namespace BCG
{
using mbts;
using System;
using System.Collections.Generic;
using System.Diagnostics;
namespace BCG {
[DataStreamUserRespresentation("fastJoin")]
public class NonIncJoinStream : ViewStream, BCG.Utilities.General.IWorker
{
public class NonIncJoinStream : ViewStream, BCG.Utilities.General.IWorker {
private readonly NonIncJoinSpec[] _join_specs;
private readonly INonIncJoinInlineMapper _output_mapper;
private readonly BlueRowHasher _row_hasher;
@@ -28,24 +26,19 @@ namespace BCG
{
new Triplet<ViewStream, string, string> (left, left_join_cols, left_proj),
new Triplet<ViewStream, string, string> (right, right_join_cols, right_proj)
})
{ }
}) { }
public NonIncJoinStream(params Triplet<ViewStream, string, string>[] join_specs)
: this(NonIncJoinSpec.from_triplet(join_specs), null, 0)
{ }
: this(NonIncJoinSpec.from_triplet(join_specs), null, 0) { }
public NonIncJoinStream(ViewStreamDatabase vsd, INonIncJoinInlineMapper output_mapper, int throttles_ms,
params Triplet<ViewStream, string, string>[] join_specs)
: this(vsd, NonIncJoinSpec.from_triplet(join_specs), output_mapper, throttles_ms)
{ }
: this(vsd, NonIncJoinSpec.from_triplet(join_specs), output_mapper, throttles_ms) { }
public NonIncJoinStream(NonIncJoinSpec[] join_specs, INonIncJoinInlineMapper output_mapper, int throttles_ms = 0)
: this(ViewStreamDatabase.instance, join_specs, output_mapper, throttles_ms)
{ }
: this(ViewStreamDatabase.instance, join_specs, output_mapper, throttles_ms) { }
public NonIncJoinStream(ViewStreamDatabase vsd, NonIncJoinSpec[] join_specs, INonIncJoinInlineMapper output_mapper, int throttles_ms = 0)
{
public NonIncJoinStream(ViewStreamDatabase vsd, NonIncJoinSpec[] join_specs, INonIncJoinInlineMapper output_mapper, int throttles_ms = 0) {
_join_specs = join_specs;
_output_mapper = output_mapper;
_row_hasher = new BlueRowHasher(_join_specs[0].join_col_names.Length);
@@ -53,12 +46,11 @@ namespace BCG
_vsd = vsd;
}
protected override void myOnFirstSubscriber()
{
protected override void myOnFirstSubscriber() {
int data_col_no = 1;
for (int jp = 0; jp < _join_specs.Length; jp++)
{
for (int jp = 0; jp < _join_specs.Length; jp++) {
NonIncJoinBookkeeper s = new NonIncJoinBookkeeper(_join_specs[jp], jp, data_col_no, _row_hasher);
Log.Gen.info($"NonIncJoinStream.myOnFirstSubscriber jp: {jp} spec: {_join_specs[jp]}");
data_col_no += _join_specs[jp].data_col_names.Length;
s.on_new_data += _stream_callback;
_book_keeping_data.Add(s);
@@ -66,10 +58,11 @@ namespace BCG
if (_output_mapper != null)
_output_mapper.onMapperChange += _on_mapper_change;
_vsd.addWorker(this);
foreach (var bkd in _book_keeping_data)
bkd.init();
}
protected override void myOnLastSubscriber()
{
protected override void myOnLastSubscriber() {
foreach (NonIncJoinBookkeeper d in _book_keeping_data)
d.Dispose();
if (_output_mapper != null)
@@ -77,30 +70,26 @@ namespace BCG
_vsd.removeWorker(this);
}
private void _stream_callback()
{
private void _stream_callback() {
Log.Gen.info("NonIncJoinStream._stream_callback received callback");
_is_dirty = true;
doWork();
}
private void _on_mapper_change()
{
private void _on_mapper_change() {
_is_dirty = true;
doWork();
}
private bool _is_ready()
{
private bool _is_ready() {
bool rv = true;
foreach (NonIncJoinBookkeeper d in _book_keeping_data)
rv &= d.is_ready;
return rv;
}
private void _construct_schema()
{
if (_output_schema == null)
{
private void _construct_schema() {
if (_output_schema == null) {
List<ColumnInfo> cis = new List<ColumnInfo>(new ColumnInfo[] { new ColumnInfo("id", 0, typeof(int)) });
foreach (NonIncJoinBookkeeper d in _book_keeping_data)
d.constribute_cols_to_schema(cis);
@@ -109,28 +98,23 @@ namespace BCG
}
private int _n_total_fires = 0, _n_expensive_fires = 0;
private void _form_and_fire()
{
if (_is_ready())
{
private void _form_and_fire() {
Log.Gen.info($"NonIncJoinStream._form_and_fire _is_ready(): {_is_ready()}");
if (_is_ready()) {
_construct_schema();
HighPerformanceTimer timer = new HighPerformanceTimer();
timer.start();
var timer = Stopwatch.StartNew();
IList<Pair<int, IBlueRow>> left_row_list = _book_keeping_data[0].get_list();
List<object[]> output_rows = new List<object[]>();
for (int i = 0; i < left_row_list.Count; i++)
{
for (int i = 0; i < left_row_list.Count; i++) {
object[] or = new object[_output_schema.columnInfo.Length];
or[0] = i;
output_rows.Add(or);
}
for (int ji = 0; ji < _book_keeping_data.Count; ji++)
{
for (int ji = 0; ji < _book_keeping_data.Count; ji++) {
NonIncJoinBookkeeper bk_data = _book_keeping_data[ji];
for (int i = 0; i < left_row_list.Count; i++)
{
for (int i = 0; i < left_row_list.Count; i++) {
if (ji == 0)
bk_data.copy_master_row_to_output_row(i, output_rows[i]);
else
@@ -138,44 +122,38 @@ namespace BCG
}
}
IBlueRowCollection dp_output_rows = _apply_map(new SequentialIDBlueTable(_output_schema, output_rows));
timer.stop();
timer.Stop();
_n_total_fires++;
if (timer.lastIntervalTime >= 250)
{
_n_expensive_fires++;
string log_msg = String.Format("Join and map time for {0} tables {1} ratio {2}/{3}", _book_keeping_data.Count, timer.lastIntervalTime, _n_expensive_fires, _n_total_fires);
// mbts.Logger.log(bts.log.Level.Info, bts.log.Subsystem.gen, log_msg);
}
myFireEvent(new DataPacket(dp_output_rows, dp_output_rows, myLastValue == null ? new BlueTable(_output_schema) : (myLastValue as DataPacket).newRows));
//if (timer.ElapsedMilliseconds >= 250) {
_n_expensive_fires++;
string log_msg = $"Join and map time for {_book_keeping_data.Count} "
+ $"tables {timer.Elapsed.TotalMilliseconds} msecs, ratio {_n_expensive_fires}/{_n_total_fires}";
Log.Gen.info(log_msg);
//}
var dp_out = BlueDataUtility.build_dp_inc(dp_output_rows, myLastValue as DataPacket);
myFireEvent(dp_out);
//myFireEvent(new DataPacket(dp_output_rows, dp_output_rows, myLastValue == null ? new BlueTable(_output_schema) : (myLastValue as DataPacket).newRows));
}
}
private IBlueRowCollection _apply_map(IBlueRowCollection unmapped_rows)
{
if (_output_mapper != null)
{
HighPerformanceTimer timer = new HighPerformanceTimer();
private IBlueRowCollection _apply_map(IBlueRowCollection unmapped_rows) {
if (_output_mapper != null) {
IBlueRowCollection output_rows;
timer.start();
var timer = Stopwatch.StartNew();
output_rows = _output_mapper.map_rows(unmapped_rows);
timer.stop();
if (timer.lastIntervalTime >= 50)
{
// string log_msg = String.Format("Time to map {0} rows into {1} rows {2}", unmapped_rows.Count, output_rows.Count, timer.lastIntervalTime);
// mbts.Logger.log(bts.log.Level.Info, bts.log.Subsystem.gen, log_msg);
timer.Stop();
if (timer.ElapsedMilliseconds >= 50) {
Log.Gen.info($"Time to map {unmapped_rows.Count} rows into {output_rows.Count} rows {timer.Elapsed}");
}
return output_rows;
}
else
{
} else {
return unmapped_rows;
}
}
public void doWork()
{
if (DateTime.Now - _last_fire_time >= _throttle_period && _is_dirty)
{
public void doWork() {
Log.Gen.info($"NonIncJoinStream.doWork _last_fire_time: {_last_fire_time} _is_dirty: {_is_dirty}");
if (DateTime.Now - _last_fire_time >= _throttle_period && _is_dirty) {
_is_dirty = false;
_last_fire_time = DateTime.Now;
_form_and_fire();
@@ -0,0 +1,68 @@
namespace bts {
using BCG;
using BCG.Utilities.General;
using System;
using System.Diagnostics;
using ZstdSharp.Unsafe;
// functon that joins the 2 rows and returns the outputput row. The function
// can return a null which means the 2 rows dont need to be joined
using JoinFunc = System.Func<BCG.IBlueRow, BCG.IBlueRow, BCG.IBlueRow>;
public class ProximityJoinStream : ViewStream, IWorker {
private ViewStream _lvs, _rvs;
private JoinFunc _join_func;
private bool _dirty = false;
private Stopwatch _stopwatch = new Stopwatch();
private ViewStreamDatabase _vsd = ViewStreamDatabase.instance;
public ProximityJoinStream(ViewStream lvs, ViewStream rvs, JoinFunc join_func) {
_lvs = lvs;
_rvs = rvs;
_join_func = join_func;
}
protected override void myOnFirstSubscriber() {
_lvs.onChange += _handle_data;
_rvs.onChange += _handle_data;
_vsd.addWorker(this);
}
protected override void myOnLastSubscriber() {
_lvs.onChange -= _handle_data;
_rvs.onChange -= _handle_data;
_vsd.removeWorker(this);
}
private void _handle_data(object dp_obj) {
_dirty = true;
doWork();
}
public void doWork() {
Func<bool> all_data_revcd = () => {
return _lvs.rows != null && _rvs.rows != null;
};
_stopwatch.Start();
if (_dirty && all_data_revcd()) {
_dirty = false;
BlueTable rv = null;
foreach (IBlueRow lr in _lvs.rows) {
foreach (IBlueRow rr in _rvs.rows) {
IBlueRow resr = _join_func(lr, rr);
if (resr == null)
continue;
rv = rv ?? new BlueTable(resr.schema);
rv.addRow(resr);
}
}
_stopwatch.Stop();
Log.Gen.info($"ProximityJoinStream left_count: {_lvs.rows.Count} right_count: {_rvs.rows.Count} result_count: {rv.Count} time: {_stopwatch.ElapsedMilliseconds} msecs");
var dp = BlueDataUtility.build_dp_inc(rv, myLastValue as DataPacket);
myFireEvent(dp);
}
}
}
}
@@ -0,0 +1,47 @@
namespace bts.SilverPine {
using BCG;
using System;
using System.CodeDom;
using System.Configuration;
using System.Reactive.Disposables;
public class TimeProximityJoinStream : ViewStream {
private int _id = 0;
public TimeProximityJoinStream(ViewStream ls, string l_time_col, ViewStream rs, string r_time_col,
string pre_join_period, string post_join_period) :
this(ls, l_time_col, rs, r_time_col, TimeBasedFilter.parse_duration(pre_join_period),
TimeBasedFilter.parse_duration(post_join_period)) { }
public TimeProximityJoinStream(ViewStream ls, string l_time_col, ViewStream rs, string r_time_col,
TimeSpan pre_join_period, TimeSpan post_join_period) {
Func<IBlueRow, IBlueRow, IBlueRow> create_row = (lr, rr) => {
var id = 0;
lock (this) {
id = _id++;
}
IBlueRow rv = BlueDataUtility.create_composite_row(lr, rr, id);
return rv;
};
Func<IBlueRow, IBlueRow, IBlueRow> join_func = (lr, rr) => {
DateTime ldt = lr.get_datetime(l_time_col);
DateTime rdt = rr.get_datetime(r_time_col);
TimeSpan diff = ldt - rdt;
if (ldt < rdt) {
if (diff.Duration() > pre_join_period) {
return null;
}
} else {
if (diff > post_join_period)
return null;
}
return create_row(lr, rr);
};
ViewStream rstr = new ProximityJoinStream(ls, rs, join_func);
mySetRealSource(rstr);
}
}
}
@@ -1,11 +1,7 @@
using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using BCG.Utilities.General;
using BCG.Utilities;
using mbts;
using mbts.spark;
using Spark.Core.Collections;
namespace BCG
@@ -226,7 +222,8 @@ namespace BCG
#region IDictionary Members
public void Add(object key, object value) { { throw new NotSupportedException("IBlueRow is readonly"); } }
public void Add(object key, object? value) =>
throw new NotSupportedException("IBlueRow is readonly");
public void Clear() { throw new NotSupportedException("IBlueRow is readonly"); }
@@ -256,10 +253,9 @@ namespace BCG
}
}
public object this[object key]
{
get { return key is string ? this[key.ToString()] : this[(int)key]; }
set { throw new NotSupportedException("IBlueRow is readonly"); }
public object? this[object key] {
get => key is string str ? this[str] : this[(int)key];
set => throw new NotSupportedException("IBlueRow is readonly");
}
#endregion
@@ -294,7 +290,6 @@ namespace BCG
protected Dictionary<int, IBlueRow> myLeftUnmatchedRowsAdds = new Dictionary<int, IBlueRow>(),
myLeftUnmatchedRowsDels = new Dictionary<int, IBlueRow>();
private bool myManageUnmappedLeftRows = false;
protected HighPerformanceTimer myTimer = new HighPerformanceTimer();
protected string myLeftProj = String.Empty, myRightProj = String.Empty;
protected IBlueTableSchema myLeftSchema, myRightSchema;
protected JoinProjectHelper myJoinProjectHelper;
@@ -361,7 +356,6 @@ namespace BCG
private void myHandleStreamChanges(DataPacket dp, bool isLeft)
{
myTimer.start();
myInitSchema(dp.schema, isLeft);
BlueTable dels = null, adds = null;
if (myState != null)
@@ -371,7 +365,6 @@ namespace BCG
}
myDeleteRows(dp.deletedRows, isLeft, myState, dels);
myAddRows(dp.addedRows, isLeft, myState, adds);
myTimer.stop();
if (myState != null)
{
myFireEvent(new DataPacket(myState, adds, dels));
@@ -91,7 +91,8 @@ namespace BCG
}
}
public void Add (object key, object value) {throw new NotSupportedException ("The IBlueRow is readonly");}
public void Add (object key, object? value) =>
throw new NotSupportedException ("The IBlueRow is readonly");
public void Clear () {throw new NotSupportedException ("The IBlueRow is readonly");}
@@ -1,51 +1,96 @@
using System;
using System.Collections;
using System.Collections.Generic;
using Amazon.Runtime.Internal.Util;
using BCG;
using BCG.Utilities;
namespace BCG
{
public class LiteralStream : ViewStream
{
public LiteralStream(string tableName, string schema, string value)
{
string [] columns = schema.Split(' ');
using bts;
namespace BCG {
public class LiteralStream : ViewStream {
public static List<Tuple<ColumnInfo, object>> parse_columns(string key_value_pairs) {
List<Tuple<ColumnInfo, object>> rv = new List<Tuple<ColumnInfo, object>>();
string[] pairs = key_value_pairs.Split(' ');
foreach (string p in pairs) {
string[] kvp = p.Split(':');
string col_name = kvp[0];
string val = kvp[1];
var tup = BlueDataUtility.guess_type(val);
var ci = new ColumnInfo(col_name, rv.Count, tup.Item1);
rv.Add(Tuple.Create(ci, tup.Item2));
}
return rv;
}
//literal("table1", "x:123, y:1.001, z:abc;x:123, y:1.001, z:abc")
public LiteralStream(string table_name, string rows) {
Func<string, int, IBlueRow> get_row = (json_row, id) => {
Dictionary<string, object> map = new Dictionary<string, object>();
string[] toks = json_row.Split(',', StringSplitOptions.TrimEntries);
//Logger.assert(col_vals.Length == 2);
foreach (string t in toks) {
var col_vals = t.Split(':', StringSplitOptions.TrimEntries);
string col = col_vals[0];
string val = col_vals[1];
map.Add(col, val);
}
map["id"] = id;
return new BlueRow(map);
};
string[] row_arr = rows.Split(';', StringSplitOptions.TrimEntries);
BlueTable table = null;
foreach (string json_string in row_arr) {
IBlueRow r = //BlueDataUtility.convert_json_to_row(json_string, table == null ? 0 : table.Count);
get_row(json_string, table == null ? 0 : table.Count);
table = table ?? new BlueTable(r.schema);
table.addRow(r);
}
ViewStream str = new BlueTableStream(table);
str = new SchemaGuesserStream(str);
mySetRealSource(str);
}
public LiteralStream(string tableName, string schema, string value) {
string[] columns = schema.Split(' ');
ColumnInfo [] ci = new ColumnInfo[columns.Length + 1];
ci[0] = new ColumnInfo("id",0,typeof(int));
ColumnInfo[] ci = new ColumnInfo[columns.Length + 1];
ci[0] = new ColumnInfo("id", 0, typeof(int));
int n = 1;
foreach (string c in columns)
{
string [] columnAndType = c.Split('/');
foreach (string c in columns) {
string[] columnAndType = c.Split('/');
if (columnAndType.Length == 1)
ci[n] = new ColumnInfo(c,n,typeof(double));
ci[n] = new ColumnInfo(c, n, typeof(double));
else
ci[n] = new ColumnInfo(columnAndType[0],n,Type.GetType("System." + columnAndType[1],true));
ci[n] = new ColumnInfo(columnAndType[0], n, Type.GetType("System." + columnAndType[1], true));
n++;
}
BlueTable t = new BlueTable(new BlueTableSchema(tableName,ci));
string [] rows = value.Split(';');
BlueTable t = new BlueTable(new BlueTableSchema(tableName, ci));
string[] rows = value.Split(';');
n = 0;
foreach (string r in rows)
try
{
if(r == string.Empty)
foreach (string r in rows)
try {
if (r == string.Empty)
continue;
t.addRow(
BlueDataUtility.createRowFromCSVFileRow (r, t.schema,++n));
}
catch (Exception e)
{
BlueDataUtility.createRowFromCSVFileRow(r, t.schema, ++n));
} catch (Exception e) {
throw (new Exception("Error occured at line: " + n.ToString() + " " + e.Message));
}
mySetRealSource(new BlueRowCollectionStaticStream(t));
}
public LiteralStream(string schema, string value) : this ("literal",schema, value)
{}
// public LiteralStream(string schema, string value) : this("literal", schema, value) { }
// public LiteralStream(string value) {
// }
}
}
@@ -1,24 +1,24 @@
using System;
// using System;
namespace BCG
{
public class DynamicUntypedToTypedMapper : IDynamicStreamMapper
{
IBlueTableSchema mySchema;
// namespace BCG
// {
// public class DynamicUntypedToTypedMapper : IDynamicStreamMapper
// {
// IBlueTableSchema mySchema;
public IBlueRow map (IBlueRow row)
{
if (mySchema == null)
{
ColumnInfo[] cis = new ColumnInfo [row.schema.columnInfo.Length];
int i = 0;
foreach (ColumnInfo ci in row.schema.columnInfo)
cis[i++] = ci.colType == null ?
new ColumnInfo (ci.colName, ci.colNo, row[ci.colNo].GetType()) :
new ColumnInfo (ci.colName, ci.colNo, row[ci.colNo].GetType(), ci.colValue);
mySchema = new BlueTableSchema (row.schema.tableName, cis);
}
return new BlueRow (mySchema, row);
}
}
}
// public IBlueRow map (IBlueRow row)
// {
// if (mySchema == null)
// {
// ColumnInfo[] cis = new ColumnInfo [row.schema.columnInfo.Length];
// int i = 0;
// foreach (ColumnInfo ci in row.schema.columnInfo)
// cis[i++] = ci.colType == null ?
// new ColumnInfo (ci.colName, ci.colNo, row[ci.colNo].GetType()) :
// new ColumnInfo (ci.colName, ci.colNo, row[ci.colNo].GetType(), ci.colValue);
// mySchema = new BlueTableSchema (row.schema.tableName, cis);
// }
// return new BlueRow (mySchema, row);
// }
// }
// }
@@ -0,0 +1,72 @@
using BCG;
using MongoDB.Driver.Core.WireProtocol.Messages;
using System;
using System.Collections.Generic;
using System.Linq;
// the first arg is all the rows, the second arg is the index of the row that needs mapping, and
// the func returns the mapped row (ie mapped version of the index row)
using GlobalMap = System.Func<System.Collections.Generic.List<BCG.IBlueRow>, uint, BCG.IBlueRow>;
namespace bts {
// In GlobalMap, each row is mapped with the full view of all rows, ie the map functions for a row
// can use the state fo all rows.
public class GlobalMapStream : ViewStream {
private ViewStream _base_stream;
private readonly string _sort_col_name, _group_by_col;
private GlobalMap _map_func;
public GlobalMapStream(ViewStream base_stream, string sort_col_name, string group_by_col, GlobalMap map_func) {
_base_stream = base_stream;
_sort_col_name = sort_col_name;
_group_by_col = group_by_col;
_map_func = map_func;
}
public GlobalMapStream(ViewStream base_stream, string sort_col_name, GlobalMap map_func) :
this(base_stream, sort_col_name, null, map_func) {
}
protected override void myOnFirstSubscriber() {
_base_stream.onChange += _handle_stream_update;
}
protected override void myOnLastSubscriber() {
_base_stream.onChange -= _handle_stream_update;
}
void _handle_stream_update(object 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 })
:
new Dictionary<int, List<IBlueRow>>() { { 0, dp.newRows.to_list() } };
BlueTable out_table = null;
foreach (var kv in groups) {
List<IBlueRow> group_rows = kv.Value;
group_rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, _sort_col_name));
uint i = 0;
foreach (IBlueRow r in group_rows) {
IBlueRow nr = _map_func(group_rows, i++);
out_table = out_table ?? new BlueTable(nr.schema);
out_table.addRow(nr);
}
}
// List<IBlueRow> rows = dp.newRows.to_ienum().ToList();
// rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r1, r2, _sort_col_name));
// uint i = 0;
// BlueTable out_table = null;
// foreach (IBlueRow r in rows) {
// IBlueRow nr = _map_func(rows, i++);
// out_table = out_table ?? new BlueTable(nr.schema);
// out_table.addRow(nr);
// }
DataPacket dp_out = BlueDataUtility.build_dp_inc(out_table, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
@@ -1,15 +1,10 @@
using System;
using System.Data;
using System.Collections;
using Bts.DataStream;
using mbts;
using mbts.spark;
using mbts.config;
namespace BCG
{
using System;
namespace BCG {
/// <summary>
@@ -21,24 +16,45 @@ namespace BCG
[DataStreamUserRespresentation (false)]
public class MapStream : MethodDrivenStream
{
private HighPerformanceTimer t = new HighPerformanceTimer ();
protected IStreamMapper myMapper;
protected IChangeableStreamMapper myChangeableMapper = null;
private bool myUseNewMap = Configuration.get<DataStreamConfig>().UseNewMap;
public MapStream(ViewStream vs, IStreamMapper mapper) : base (vs)
{
if (myUseNewMap)
mySetRealSource (new SuperMapStream (vs, mapper));
else
myMapper = mapper;
public class FuncWrapper : IStreamMapper {
private Func<IBlueTableSchema, IBlueTableSchema> _schema_map_func;
Func<IBlueRow, IBlueRow> _row_map_func;
public FuncWrapper(Func<IBlueTableSchema, IBlueTableSchema> schema_map_func,
Func<IBlueRow, IBlueRow> row_map_func) {
_schema_map_func = schema_map_func;
_row_map_func = row_map_func;
}
public IBlueTableSchema getOutputSchema(IBlueTableSchema input_schema) {
return _schema_map_func(input_schema);
}
public IBlueRow map(IBlueRow row) {
return _row_map_func(row);
}
}
public MapStream(ViewStream vs, IChangeableStreamMapper mapper) : this (vs,(IStreamMapper)mapper)
{
public MapStream(ViewStream vs, IStreamMapper mapper) : base(vs) {
if (myUseNewMap)
mySetRealSource(new SuperMapStream(vs, mapper));
else
{
myMapper = mapper;
}
public MapStream(ViewStream vs, Func<IBlueTableSchema, IBlueTableSchema> schema_map_func,
Func<IBlueRow, IBlueRow> row_map_func)
:
this(vs, new FuncWrapper(schema_map_func, row_map_func)) {
}
public MapStream(ViewStream vs, IChangeableStreamMapper mapper) : this(vs, (IStreamMapper)mapper) {
if (myUseNewMap)
mySetRealSource(new SuperMapStream(vs, mapper));
else {
mapper.onMapperChange += new MapperChangeDelegate(myMapperChanged);
myChangeableMapper = mapper;
}
@@ -47,77 +63,68 @@ namespace BCG
/// <summary>
/// Gets or sets the value of the mapper. Setting the value will result in re
/// </summary>
private void myMapperChanged ()
{
private void myMapperChanged() {
if (myLastArrivedPacket != null)
myChangeHandler (new DataPacket (myLastArrivedPacket.newRows,
myChangeHandler(new DataPacket(myLastArrivedPacket.newRows,
myLastArrivedPacket.newRows,
myLastArrivedPacket.newRows));
}
protected override void myHandleFirstCall ()
{
IBlueTableSchema outputSchema = myMapper.getOutputSchema (myLastArrivedPacket.newRows.schema);
myLastFiredPacket = new DataPacket ();
myLastFiredPacket.newRows = new BlueTable (outputSchema);
myLastFiredPacket.deletedRows = new BlueTable (outputSchema);
protected override void myHandleFirstCall() {
IBlueTableSchema outputSchema = myMapper.getOutputSchema(myLastArrivedPacket.newRows.schema);
myLastFiredPacket = new DataPacket();
myLastFiredPacket.newRows = new BlueTable(outputSchema);
myLastFiredPacket.deletedRows = new BlueTable(outputSchema);
foreach (IBlueRow row in myLastArrivedPacket.newRows)
((BlueTable)(myLastFiredPacket.newRows)).addRow (myMapper.map(row));
((BlueTable)(myLastFiredPacket.newRows)).addRow(myMapper.map(row));
myLastFiredPacket.addedRows = new BlueTable(myLastFiredPacket.newRows);
}
protected override void myHandleIncrementalAdd()
{
protected override void myHandleIncrementalAdd() {
//t.start ();
myLastFiredPacket.addedRows = new BlueTable (myLastFiredPacket.newRows.schema);
foreach (IBlueRow row in myLastArrivedPacket.addedRows)
{
IBlueRow newRow = myMapper.map (row);
(myLastFiredPacket.newRows as BlueTable).addRow (newRow);
(myLastFiredPacket.addedRows as BlueTable).addRow (newRow);
myLastFiredPacket.addedRows = new BlueTable(myLastFiredPacket.newRows.schema);
foreach (IBlueRow row in myLastArrivedPacket.addedRows) {
IBlueRow newRow = myMapper.map(row);
(myLastFiredPacket.newRows as BlueTable).addRow(newRow);
(myLastFiredPacket.addedRows as BlueTable).addRow(newRow);
}
//t.stop ();
//System.Diagnostics.Trace.WriteLine ("adding " + myLastFiredPacket.addedRows.Count.ToString () + " : " + t.lastIntervalTime);
//System.Diagnostics.Trace.WriteLine (" ");
}
protected override void myHandleIncrementalDelete()
{
protected override void myHandleIncrementalDelete() {
//t.start ();
myLastFiredPacket.deletedRows = new BlueTable (myLastFiredPacket.newRows.schema);
foreach (IBlueRow row in myLastArrivedPacket.deletedRows)
{
myLastFiredPacket.deletedRows = new BlueTable(myLastFiredPacket.newRows.schema);
foreach (IBlueRow row in myLastArrivedPacket.deletedRows) {
IBlueRow delRow = (myLastFiredPacket.newRows as BlueTable)[(int)row["id"]];
(myLastFiredPacket.deletedRows as BlueTable).addRow (delRow);
(myLastFiredPacket.newRows as BlueTable).deleteRow (row);
(myLastFiredPacket.deletedRows as BlueTable).addRow(delRow);
(myLastFiredPacket.newRows as BlueTable).deleteRow(row);
}
//t.stop ();
//System.Diagnostics.Trace.WriteLine ("deleting " + myLastFiredPacket.deletedRows.Count.ToString () + " : " + t.lastIntervalTime);
}
protected override void myOnFirstSubscriber()
{
myStream.onChange += new DataStream.ChangeDelegate (myChangeHandler);
protected override void myOnFirstSubscriber() {
myStream.onChange += new DataStream.ChangeDelegate(myChangeHandler);
}
protected override void myOnLastSubscriber ()
{
myInit ();
protected override void myOnLastSubscriber() {
myInit();
if (myStream != null)
myStream.onChange -= new DataStream.ChangeDelegate (myChangeHandler);
myStream.onChange -= new DataStream.ChangeDelegate(myChangeHandler);
}
protected override void myOnTableClear ()
{
protected override void myOnTableClear() {
myLastFiredPacket.deletedRows = myLastFiredPacket.newRows;
myLastFiredPacket.newRows = new BlueTable (myLastFiredPacket.deletedRows.schema);
myLastFiredPacket.addedRows = new BlueTable (myLastFiredPacket.deletedRows.schema);
myLastFiredPacket.newRows = new BlueTable(myLastFiredPacket.deletedRows.schema);
myLastFiredPacket.addedRows = new BlueTable(myLastFiredPacket.deletedRows.schema);
}
}
/*
@@ -1,12 +1,13 @@
using System;
using System.Collections.Generic;
using System.Text;
using BCG.Utilities;
using BCG.Utilities.General;
using mbts;
namespace BCG
{
namespace BCG {
/// <summary>
/// SuperMap gives the user the ability
/// to map one row to one or more rows
@@ -17,13 +18,11 @@ namespace BCG
/// can chage itself and raise an event causing
/// a remapping to happen
/// </summary>
public class SuperMapStream : ViewStream
{
public class SuperMapStream : ViewStream {
#region super mapper that wraps around stream mapper
private class MyMappingWrapper : ISuperStreamMapper
{
private class MyMappingWrapper : ISuperStreamMapper {
private IStreamMapper myMapper;
public MyMappingWrapper(IStreamMapper mapper) { myMapper = mapper; }
#region ISuperStreamMapper Members
@@ -32,8 +31,7 @@ namespace BCG
public IBlueRow[] map(IBlueRow inputRow) { return new IBlueRow[] { myMapper.map(inputRow) }; }
public event MapperChangeDelegate onMapperChange
{
public event MapperChangeDelegate onMapperChange {
add { }
remove { }
}
@@ -42,21 +40,18 @@ namespace BCG
}
#endregion
private class MyFuncWrapper : ISuperStreamMapper
{
private class MyFuncWrapper : ISuperStreamMapper {
private Func<IBlueTableSchema, IBlueTableSchema> _get_schema;
private Func<IBlueRow, IEnumerable<IBlueRow>> _map_rows;
public MyFuncWrapper(Func<IBlueTableSchema, IBlueTableSchema> get_schema,
Func<IBlueRow, IEnumerable<IBlueRow>> map_rows)
{
Func<IBlueRow, IEnumerable<IBlueRow>> map_rows) {
_get_schema = get_schema;
_map_rows = map_rows;
}
public IBlueTableSchema getOutputSchema(IBlueTableSchema schema) { return _get_schema(schema); }
public IBlueRow[] map(IBlueRow r)
{
public IBlueRow[] map(IBlueRow r) {
IEnumerable<IBlueRow> rows = _map_rows(r);
return rows == null ? new IBlueRow[] { } : new List<IBlueRow>(rows).ToArray();
}
@@ -76,19 +71,15 @@ namespace BCG
public SuperMapStream(ViewStream vs, Func<IBlueTableSchema, IBlueTableSchema> get_schema,
Func<IBlueRow, IEnumerable<IBlueRow>> map_rows)
: this(vs, new MyFuncWrapper(get_schema, map_rows))
{ }
: this(vs, new MyFuncWrapper(get_schema, map_rows)) { }
public SuperMapStream(ViewStream vs, IBlueTableSchema out_schema, Func<IBlueRow, IEnumerable<IBlueRow>> map_rows)
: this(vs, s => out_schema, map_rows)
{ }
: this(vs, s => out_schema, map_rows) { }
public SuperMapStream(ViewStream vs, IStreamMapper mapper)
: this(vs, new MyMappingWrapper(mapper))
{ }
: this(vs, new MyMappingWrapper(mapper)) { }
public SuperMapStream(ViewStream vs, ISuperStreamMapper mapper)
{
public SuperMapStream(ViewStream vs, ISuperStreamMapper mapper) {
myStream = vs;
myMapper = mapper;
myMapper.onMapperChange += new MapperChangeDelegate(myHandleMapChange);
@@ -96,8 +87,7 @@ namespace BCG
protected override void myOnFirstSubscriber() { myStream.onChange += new ChangeDelegate(myHandleData); }
protected override void myOnLastSubscriber()
{
protected override void myOnLastSubscriber() {
myStream.onChange -= new ChangeDelegate(myHandleData);
myRows = null;
myBaseRows = null;
@@ -105,8 +95,7 @@ namespace BCG
//myMapper.onMapperChange -= new MapperChangeDelegate(myHandleMapChange);
}
private void myHandleData(object newValue)
{
private void myHandleData(object newValue) {
DataPacket idp = newValue as DataPacket;
//HighPerformanceTimer timer = new HighPerformanceTimer();
//timer.start();
@@ -117,24 +106,19 @@ namespace BCG
BlueTable dels = new BlueTable(myRows.schema),
adds = new BlueTable(myRows.schema);
foreach (IBlueRow r in dp.deletedRows)
{
foreach (IBlueRow r in dp.deletedRows) {
List<IBlueRow> mappedRows = myMap[(int)r["id"]];
foreach (IBlueRow mr in mappedRows)
{
foreach (IBlueRow mr in mappedRows) {
dels.addRow(mr);
myRows.deleteRow(mr);
}
myMap.Remove((int)r["id"]);
}
foreach (IBlueRow r in dp.addedRows)
{
foreach (IBlueRow r in dp.addedRows) {
IBlueRow[] mappedRows = myMapper.map(r);
foreach (IBlueRow mr in mappedRows)
{
foreach (IBlueRow mr in mappedRows) {
IBlueRow idChangedMapRow = generate_ids ? BlueDataUtility.getNewReplacedRow(mr, myID++, "id") : mr;
if (!myMap.ContainsKey((int)r["id"]))
{
if (!myMap.ContainsKey((int)r["id"])) {
myMap.Add((int)r["id"], new List<IBlueRow>());
}
myMap[(int)r["id"]].Add(idChangedMapRow);
@@ -145,13 +129,12 @@ namespace BCG
//timer.stop();
// if (timer.lastIntervalTime > 20)
// {}//mbts.Logger.log(bts.log.Level.Info, bts.log.Subsystem.gen, String.Format("SuperMapper:myHandlerData for mapper {0} took {1} msecs", myMapper.GetType().ToString(), timer.lastIntervalTime));
// myFireEvent(new DataPacket(myRows, adds, dels));
myFireEvent(new DataPacket(myRows, adds, dels));
}
private void myHandleMapChange()
{
private void myHandleMapChange() {
if (myBaseRows != null)
myHandleData(new DataPacket(myBaseRows, new BlueTable (myBaseRows), new BlueTable (myBaseRows)));
myHandleData(new DataPacket(myBaseRows, new BlueTable(myBaseRows), new BlueTable(myBaseRows)));
}
}
}
@@ -0,0 +1,142 @@
using BCG;
using System;
using System.IO;
using MongoDB.Bson;
using BCG.Utilities.General;
using System.Linq;
using System.Collections.Generic;
using System.Runtime.Intrinsics.X86;
namespace bts {
// listens to the underlying stream, and writes each seriialized packet in a
// seperate file
[DataStreamUserRespresentation("dp_recorder")]
public class DataPacketRecorderStream : ViewStream {
private ViewStream _base_stream;
private readonly string _folder;
StreamIOSerializationController _serializer = new StreamIOSerializationController();
private UInt32 _n_updates = 0;
public DataPacketRecorderStream(ViewStream base_stream, string folder) {
_base_stream = base_stream;
_folder = folder;
}
protected override void myOnFirstSubscriber() {
_base_stream.onChange += _handle_update;
}
protected override void myOnLastSubscriber() {
_base_stream.onChange -= _handle_update;
}
private void _handle_update(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
byte[] ser_data = null;
if (_n_updates == 0) {
StreamIOMessage.CreateMessage cr_msg = new StreamIOMessage.CreateMessage(dp.newRows);
ser_data = _serializer.serialize(new StreamIOMessage(cr_msg));
} else {
StreamIOMessage.MultipleRemoveAddMessage mra = new StreamIOMessage.MultipleRemoveAddMessage(dp.deletedRows, dp.addedRows);
ser_data = _serializer.serialize(new StreamIOMessage(mra));
}
Log.assert(ser_data != null);
_n_updates++;
string file_name = $"{_folder}\\{_n_updates}.bin";
_write_to_file(ser_data, file_name);
myFireEvent(dp);
}
private static void _write_to_file(byte[] data, string file_name) {
using (FileStream fs = new FileStream(file_name, FileMode.Create)) {
// Write the byte array to the file
fs.Write(data, 0, data.Length);
}
}
}
[DataStreamUserRespresentation("dp_replay")]
public class DataPacketReplayStream : ViewStream, IWorker {
private ViewStreamDatabase _vsd;
private readonly string _folder_path;
private readonly TimeSpan _fire_period;
IStreamMsgDeserilizer _deser = new StreamIODeserializationController();
private int _file_ptr = 0;
private List<Tuple<string, byte[]>> _file_data = new List<Tuple<string, byte[]>>();
private BlueTable _state = null;
public DataPacketReplayStream(string folder_path, string fire_period)
:
this(ViewStreamDatabase.instance, folder_path, TimeBasedFilter.parse_duration(fire_period)) {
}
public DataPacketReplayStream(ViewStreamDatabase vsd, string folder_path, TimeSpan fire_period) {
_vsd = vsd;
_folder_path = folder_path;
_fire_period = fire_period;
}
protected override void myOnFirstSubscriber() {
MasterWorker.getInstance(false).addWorker(this, _fire_period);
_load_all_files();
}
protected override void myOnLastSubscriber() {
MasterWorker.getInstance(false).removeWorker(this);
}
public void doWork() {
if (_file_ptr >= _file_data.Count())
// we can set _file_ptr to 0 and keep going as well
return;
var curr_d = _file_data[_file_ptr++];
var hext_txt = StreamSerializationUtils.to_hex(curr_d.Item2);
StreamIOMessage msg = _deser.deserialize(curr_d.Item2);
Log.Gen.info($"DataPacketReplayStream.doWork packet no : {_file_ptr} file : {curr_d.Item1} data: {hext_txt}");
switch (msg.op) {
case StreamIOMessage.StreamOp.CREATE: {
_state = new BlueTable(msg.create_message.rows);
break;
}
case StreamIOMessage.StreamOp.MULTIPLE_REMOVE_ADD: {
var mra = msg.multiple_remove_add_message;
foreach (IBlueRow r in mra.removed_rows)
_state.deleteRow(r);
foreach (IBlueRow r in mra.added_rows)
_state.addRow(r);
break;
}
}
var dp = BlueDataUtility.build_dp_inc(_state, myLastValue == null ? null : myLastValue as DataPacket, false);
myFireEvent(dp);
}
private void _load_all_files() {
Func<string, string> extract_file_name = (string full_path) => {
string fn = full_path.Split("\\").Last();
fn = fn.Split(".").First();
return fn;
};
string[] bin_files = Directory.GetFiles(_folder_path, "*.bin");
// Iterate over the .bin files and perform an action
foreach (string file in bin_files) {
byte[] file_data = File.ReadAllBytes(file);
_file_data.Add(Tuple.Create(file, file_data));
}
_file_data.Sort((Tuple<string, byte[]> t1, Tuple<string, byte[]> t2) => {
string fn1 = extract_file_name(t1.Item1);
string fn2 = extract_file_name(t2.Item1);
int fn_i1 = Int32.Parse(fn1);
int fn_i2 = Int32.Parse(fn2);
if (fn_i1 < fn_i2)
return -1;
else if (fn_i1 == fn_i2)
return 0;
else if (fn_i1 > fn_i2)
return 1;
return 0;
});
}
}
}
@@ -0,0 +1,227 @@
using BCG;
using BCG.Utilities.General;
using System.Collections.Generic;
//using MongoDB.Driver;
using System;
using System.IO;
using System.Linq;
namespace bts
{
public class PubSubTestingStream : ViewStream, IWorker
{
public class PayloadMessage
{
public int msg_id = 0;
public string guid;
public Int64 travel_epoch_ms = 0;
public byte[] payload = null;
public PayloadMessage(int msg_id_args, Int64 send_epoch_args, int payload_size, byte payload_byte)
{
msg_id = msg_id_args;
travel_epoch_ms = send_epoch_args;
payload = new byte[payload_size];
for (int i = 0; i < payload_size; i++)
{
payload[i] = payload_byte;
}
}
private PayloadMessage() { }
public PayloadMessage(int msg_id, int payload_size, byte payload_byte) :
this(msg_id, PubSubTestingStream.epoch_now(), payload_size, payload_byte)
{ }
public byte[] serialize()
{
var str = new MemoryStream();
BinaryWriter bw = new BinaryWriter(str);
bw.Write(msg_id);
bw.Write(guid);
bw.Write(travel_epoch_ms);
bw.Write(payload.Length);
bw.Write(payload);
str.Position = 0;
var bytes = str.ToArray();
return bytes;
}
public static PayloadMessage deserialize(byte[] ser_bytes)
{
var str = new MemoryStream(ser_bytes);
BinaryReader br = new BinaryReader(str);
int msg_id = br.ReadInt32();
string guid = br.ReadString();
Int64 epoch = br.ReadInt64();
int len = br.ReadInt32();
var payload = br.ReadBytes(len);
return new PayloadMessage()
{
msg_id = msg_id,
guid = guid,
travel_epoch_ms = epoch,
payload = payload
};
}
}
//public void
private readonly int _msg_size;
private readonly TimeSpan _publish_period;
private DateTime _last_publish_time = DateTime.MinValue;
private PublisherCore _pub_core = new PublisherCore();
private BlueTable _table;
private int _n_pubs = 0;
private readonly int _max_pubs;
private int _n_updates = 0;
private bool _continue_sub_thread = true;
private ViewStreamDatabase _vsd;
private bool _fire_dirty = false;
private PayloadMessage _last_sent_msg, _last_recvd_msg;
private readonly int _payload_sz;
private const byte _payload_byte = (byte)'A';
private readonly string _tag_name;
public PubSubTestingStream(int publish_period_msecs, int max_pubs, int payload_size, string tag_name, ViewStreamDatabase vsd)
{
_vsd = vsd;
_payload_sz = payload_size;
var schema = BlueDataUtility.form_schema("PubSubTest",
Tuple.Create("id", TypeCode.Int32),
Tuple.Create("n_pubs", TypeCode.Int32),
Tuple.Create("n_recvs", TypeCode.Int32),
Tuple.Create("last_sent_id", TypeCode.Int32),
Tuple.Create("last_recv_id", TypeCode.Int32),
Tuple.Create("last_sent_guid", TypeCode.String),
Tuple.Create("last_recv_guid", TypeCode.String),
Tuple.Create("match", TypeCode.Boolean),
Tuple.Create("echo_time", TypeCode.Int32));
_table = new BlueTable(schema);
_publish_period = TimeSpan.FromMilliseconds(publish_period_msecs);
_msg_size = payload_size;
_max_pubs = max_pubs;
_tag_name = tag_name;
}
public PubSubTestingStream(int publish_period_seconds, int max_pubs, int msg_size, string tag_name)
: this(publish_period_seconds, max_pubs, msg_size, tag_name, ViewStreamDatabase.instance) { }
protected override void myOnFirstSubscriber()
{
_vsd.addWorker(this);
System.Threading.Thread th = new System.Threading.Thread(_subscribe_thread_func);
th.IsBackground = true;
th.Start();
}
protected override void myOnLastSubscriber()
{
_vsd.removeWorker(this);
_continue_sub_thread = false;
}
void _log_updates(IEnumerable<PubSubServerMessage> updates)
{
var idx = 0;
foreach (var msg in updates)
{
bts.Log.Gen.info($"PubSubTesStream._subscribe_thread_func idx: {idx} msg: {msg}");
idx++;
}
}
private void _subscribe_thread_func()
{
// subscription is done in another thread
SubscriberCore sub_core = new SubscriberCore();
sub_core.subscribe(_tag_name);
while (_continue_sub_thread)
{
// TODO recv_id
var updates = sub_core.get_updates(TimeSpan.FromMilliseconds(250));
if (updates == null || updates.Count() == 0)
continue;
_log_updates(updates);
_n_updates += updates.Count();
if (updates.Count() > 0)
{
var server_msg = updates.Last();
if (server_msg.data != null && server_msg.data.Length > 0)
{
_last_recvd_msg = PayloadMessage.deserialize(server_msg.data);
_last_recvd_msg.travel_epoch_ms = epoch_now();
}
else
{
// why are we getting empty or null data ? (server is sending data regardless?)
}
_fire_dirty = true;
}
}
}
private void _publish_next_packet()
{
if (_last_sent_msg == null)
{
_last_sent_msg = new PayloadMessage(0, _payload_sz, _payload_byte)
{
guid = Guid.NewGuid().ToString()
};
}
else
{
_last_sent_msg.msg_id++;
_last_sent_msg.guid = Guid.NewGuid().ToString();
_last_sent_msg.travel_epoch_ms = epoch_now();
}
var ser_bytes = _last_sent_msg.serialize();
_n_pubs++;
_pub_core.publish("Blob", _tag_name, ser_bytes);
_fire_dirty = true;
}
private void _fire_dp()
{
object last_sent_id = _last_sent_msg == null ? (object)DBNull.Value : (object)_last_sent_msg.msg_id;
object last_recv_id = _last_recvd_msg == null ? (object)DBNull.Value : (object)_last_recvd_msg.msg_id;
object echo_time = DBNull.Value;
object last_sent_guid = _last_sent_msg == null ? (object)DBNull.Value : (object)_last_sent_msg.guid;
object last_recv_guid = _last_recvd_msg == null ? (object)DBNull.Value : (object)_last_recvd_msg.guid;
if (_last_sent_msg != null && _last_recvd_msg != null)
{
echo_time = _last_recvd_msg.travel_epoch_ms - _last_sent_msg.travel_epoch_ms;
}
var match = last_sent_id.Equals(last_recv_id) && last_sent_guid.Equals(last_recv_guid);
IBlueRow nr = new BlueRow(_table.schema, 0, _n_pubs, _n_updates,
last_sent_id, last_recv_id, last_sent_guid, last_recv_guid, match, echo_time);
BlueTable table = new BlueTable(_table.schema);
table.addRow(nr);
var dp = BlueDataUtility.build_dp_inc(table, myLastValue as DataPacket, true);
myFireEvent(dp);
}
public void doWork()
{
if (DateTime.Now - _last_publish_time > _publish_period)
if (_n_pubs <= _max_pubs)
{
_publish_next_packet();
_last_publish_time = DateTime.Now;
}
// publish
// TODO: send id
if (_fire_dirty)
{
_fire_dirty = false;
_fire_dp();
}
}
public static long epoch_now()
{
return DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
}
}
}
@@ -0,0 +1,223 @@
using BCG;
using BCG.Utilities.General;
using System.Collections.Generic;
using System;
using System.IO;
using System.Linq;
using System.Runtime.CompilerServices;
using bts.api;
namespace bts
{
[DataStreamUserRespresentation("pss_echo")]
public class PubsubEchoTestStream : ViewStream, IWorker
{
public class PayloadMessage
{
public readonly string msg_id;
public readonly Int64 timestamp = 0;
public readonly byte[] payload = null;
public static byte[] create_data(int payload_size, byte payload_byte)
{
var rv = new byte[payload_size];
for (int i = 0; i < payload_size; i++)
{
rv[i] = payload_byte;
}
return rv;
}
// public PayloadMessage(string guid_, Int64 timestamp_, int payload_size, byte payload_byte)
// {
// guid = guid_;
// timestamp = timestamp_;
// payload = new byte[payload_size];
// for (int i = 0; i < payload_size; i++)
// {
// payload[i] = payload_byte;
// }
// }
public PayloadMessage(string guid_, Int64 timestamp_, byte[] payload_)
{
msg_id = guid_;
timestamp = timestamp_;
payload = payload_;
}
private PayloadMessage() { }
public byte[] serialize()
{
var str = new MemoryStream();
BinaryWriter bw = new BinaryWriter(str);
bw.Write(msg_id);
bw.Write(timestamp);
bw.Write(payload.Length);
bw.Write(payload);
str.Position = 0;
var bytes = str.ToArray();
return bytes;
}
public static PayloadMessage deserialize(byte[] ser_bytes)
{
var str = new MemoryStream(ser_bytes);
BinaryReader br = new BinaryReader(str);
string guid = br.ReadString();
Int64 timestamp_ = br.ReadInt64();
int len = br.ReadInt32();
var payload = br.ReadBytes(len);
return new PayloadMessage(guid, timestamp_, payload);
}
}
//public void
private readonly int _msg_size;
private readonly TimeSpan _publish_period;
private DateTime _last_publish_time = DateTime.MinValue;
private PublisherCore _pub_core;
private ISubscriberCore _sub_core;
private BlueTable _table;
private int _n_pubs = 0;
private readonly int _max_pubs;
private int _n_updates = 0;
private ViewStreamDatabase _vsd;
private PayloadMessage _last_sent_msg, _last_recvd_msg;
private const byte _payload_byte = (byte)'A';
private readonly string _tag_name;
private readonly int _payload_sz;
private readonly IPubSubRouter _router;
private enum IOState
{
SEND = 0,
RECV = 1
};
IOState _state = IOState.SEND;
public PubsubEchoTestStream(string server_url, TimeSpan publish_period, int payload_size, string tag_name, ViewStreamDatabase vsd)
{
var route = new PubSubRoute(server_url, ".*");
_router = new PubSubRouter(route);
_vsd = vsd;
_payload_sz = payload_size;
var schema = BlueDataUtility.form_schema("PubSubTest",
Tuple.Create("id", TypeCode.Int32),
Tuple.Create("sent_id", TypeCode.String),
Tuple.Create("sent_time", TypeCode.Int64),
Tuple.Create("recv_id", TypeCode.String),
Tuple.Create("recv_time", TypeCode.Int64),
Tuple.Create("match", TypeCode.Boolean),
Tuple.Create("echo_time", TypeCode.Int32));
_table = new BlueTable(schema);
_publish_period = publish_period;
_tag_name = tag_name;
}
public PubsubEchoTestStream(string server_url, int publish_period_msecs, int payload_size, string tag_name)
: this(server_url, TimeSpan.FromMilliseconds(publish_period_msecs), payload_size, tag_name, ViewStreamDatabase.instance) { }
protected override void myOnFirstSubscriber()
{
_pub_core = new PublisherCore(_router);
_sub_core = new SubscriberCore(_router);
_sub_core.subscribe(_tag_name);
_vsd.addWorker(this);
}
protected override void myOnLastSubscriber()
{
_vsd.removeWorker(this);
_sub_core.unsubscribe(_tag_name);
}
private void _fire_dp_after_send()
{
// as soon as the data is published, its reflected in the stream state
Log.assert(_last_sent_msg != null);
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 DataPacket);
myFireEvent(dp_out);
}
private void _fire_dp_after_recv()
{
Log.assert(_last_recvd_msg != null);
// update the last publish row
int id = _table.Count - 1;
IBlueRow last_row = _table[id];
_table.deleteRow(last_row);
var recv_ts = epoch_now();
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 DataPacket);
myFireEvent(dp_out);
}
private string _get_next_id()
{
return _table.Count.ToString();
}
private void _publish_next_packet()
{
var bytes = PayloadMessage.create_data(_payload_sz, _payload_byte);
_last_sent_msg = new PayloadMessage(_get_next_id(), epoch_now(), bytes);
var ser_bytes = _last_sent_msg.serialize();
_n_pubs++;
_pub_core.publish("Blob", _tag_name, ser_bytes);
_last_publish_time = DateTime.Now;
}
public void doWork()
{
Func<IEnumerable<PubSubServerMessage>, PayloadMessage> find_packet = (updates) =>
{
foreach (var u in updates)
{
var recv_msg = PayloadMessage.deserialize(u.data);
if (recv_msg.msg_id == _last_sent_msg.msg_id)
{
return recv_msg;
}
}
return null;
};
switch (_state)
{
case IOState.SEND:
if (DateTime.Now - _last_publish_time >= _publish_period)
{
_publish_next_packet();
_last_publish_time = DateTime.Now;
_fire_dp_after_send();
_state = IOState.RECV;
return;
}
break;
case IOState.RECV:
var updates = _sub_core.get_updates(TimeSpan.Zero);
updates = updates.Where(u => u.tag == _tag_name);
var recv_msg = find_packet(updates);
if (recv_msg != null)
{
_last_recvd_msg = recv_msg;
_fire_dp_after_recv();
_state = IOState.SEND;
break;
}
break;
}
}
public static long epoch_now()
{
return DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
}
}
}
@@ -0,0 +1,58 @@
namespace bts {
using BCG;
using BCG.Utilities.General;
using System;
public class SimpleTCPEchoStream : ViewStream, IWorker {
private string _ip;
private int _port;
private SimpleTCPClient _tcp_client;
private IBlueTableSchema _schema = BlueDataUtility.form_schema("SimpleTCPEchoStream",
Tuple.Create("id", TypeCode.Int32),
Tuple.Create("event", TypeCode.String));
private BlueTable _table;
private SyncQueue<string> _action_queue = new SyncQueue<string>();
public SimpleTCPEchoStream(string ip, int port, int msg_sz, int send_wait_period_ms)
: this(ip, port, msg_sz, send_wait_period_ms, Int32.MaxValue) { }
public SimpleTCPEchoStream(string ip, int port, int msg_sz, int send_wait_period_ms, int max_n_msgs) {
_ip = ip;
_port = port;
_table = new BlueTable(_schema);
_tcp_client = new SimpleTCPClient(_ip, _port, Convert.ToUInt32(msg_sz), send_wait_period_ms, max_n_msgs);
}
protected override void myOnFirstSubscriber() {
ViewStreamDatabase.instance.addWorker(this);
_tcp_client.register_listener((msg) => { _on_msg(msg); });
_tcp_client.start();
}
private void _on_msg(string msg) {
_action_queue.enqueue(msg);
}
public void doWork() {
if (_action_queue.getCount() == 0)
return;
BlueTable added_rows = new BlueTable(_schema);
var sz = _action_queue.getCount();
for (int i = 0; i < sz; i++) {
string msg = _action_queue.dequeue();
if (msg == null)
break;
IBlueRow nr = new BlueRow(_schema, _table.Count, msg);
_table.addRow(nr);
added_rows.addRow(nr);
}
if (added_rows.Count == 0)
return;
DataPacket dp = new DataPacket(_table, added_rows, new BlueTable(_schema));
myFireEvent(dp);
}
}
}
@@ -0,0 +1,77 @@
using System.Net.Sockets;
using System.Net;
using BCG;
using System;
using System.Collections.Generic;
using MongoDB.Bson;
using BCG.Utilities.General;
using System.Linq;
namespace bts {
// this class, a little specialized, takes the first snapshot thats fired
// from the base stream sorts them by a given column, and fires one row at a time
public class SnapshotReplayStream : ViewStream, IWorker {
private ViewStreamDatabase _vsd;
private ViewStream _snapshot_stream;
private readonly string _sort_col;
private readonly int _buffer_size;
private TimeSpan _fire_period;
private int _in_row_ptr = 0;
private List<IBlueRow> _in_rows = new List<IBlueRow>();
private CircularBufferTable _out_table;
public SnapshotReplayStream(ViewStream base_str, string sort_col, int buffer_size, string fire_period)
: this(ViewStreamDatabase.instance, base_str, sort_col, buffer_size, TimeBasedFilter.parse_duration(fire_period)) { }
public SnapshotReplayStream(ViewStreamDatabase vsd, ViewStream base_str, string sort_col, int buffer_size, TimeSpan fire_period) {
_vsd = vsd;
_snapshot_stream = base_str;
_sort_col = sort_col;
_buffer_size = buffer_size;
_fire_period = fire_period;
}
protected override void myOnFirstSubscriber() {
_snapshot_stream.onChange += _handle_stream_update;
MasterWorker.getInstance(false).addWorker(this, _fire_period);
}
protected override void myOnLastSubscriber() {
base.myOnLastSubscriber();
}
private void _handle_stream_update(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
if (_in_rows.Count > 0)
return;
_out_table = new CircularBufferTable(dp.schema, _buffer_size);
// _in_rows is filled up only once
foreach (IBlueRow r in dp.newRows) {
_in_rows.Add(r);
}
_in_rows.Sort((IBlueRow r1, IBlueRow r2) => {
return BlueDataUtility.compare_rows(r1, r2, _sort_col);
});
}
public void doWork() {
if (_in_row_ptr >= _in_rows.Count) {
// we can loop around or not here
return;
}
if (_in_rows.Count > 0) {
// fire row
IBlueRow curr_row = _in_rows.ElementAt(_in_row_ptr++);
_out_table.add_row(curr_row);
DataPacket dp = BlueDataUtility.build_dp_inc(_out_table,
myLastValue == null ? null : myLastValue as DataPacket, false);
myFireEvent(dp);
}
}
}
}
@@ -0,0 +1,809 @@
using bts;
using System;
using System.Collections.Generic;
using System.IO;
using System.Reflection;
namespace BCG {
/// <summary>
/// This stream (not for prod) provides a way to run tests - that could otherwise be run in NUnits.
/// (truth is stream rpovide a RDE for quickly coding and running, so it was eaiser to run tests here)
/// </summary>
[DataStreamUserRespresentation("tests")]
public class TesStream : ViewStream {
static byte[] create_byte_array() {
Random random = new Random();
var sz = random.Next(1, 1000);// % 1000;
// Generate a random byte
byte randomByte = (byte)random.Next(byte.MinValue, byte.MaxValue + 1);
byte[] rv = new byte[sz];
for (int i = 0; i < sz; i++) {
rv[i] = (byte)random.Next(byte.MinValue, byte.MaxValue + 1);
}
return rv;
}
private IBlueTableSchema _schema;
class TestResult {
public string test_name = MethodBase.GetCurrentMethod()?.Name
?? throw new InvalidOperationException("Failed to get test name from method");
public bool test_result;
}
private List<Func<TestResult>> _tests = new
List<Func<TestResult>>();
public TesStream() {
_schema = BlueDataUtility.form_schema("Tests",
Tuple.Create("id", TypeCode.Int32),
Tuple.Create("test", TypeCode.String),
Tuple.Create("result", TypeCode.Boolean),
Tuple.Create("exception", TypeCode.String)
);
// register tests here
_tests.Add(new Func<TestResult>(_run_sub_msg_test));
_tests.Add(new Func<TestResult>(_run_pub_msg_test));
_tests.Add(new Func<TestResult>(_run_pubsub_server_msg_test));
_tests.Add(new Func<TestResult>(_run_pubsub_client_msg_test));
_tests.Add(new Func<TestResult>(_run_columninfo_serialization_test));
// _tests.Add(new Func<TestResult>(_run_schema_serialization_test));
// _tests.Add(new Func<TestResult>(_row_serialization_tests_no_dbnulls));
// _tests.Add(new Func<TestResult>(_row_serialization_tests_with_dbnulls));
//_tests.Add(new Func<TestResult>(_row_serialization_tests_all_types));
// _tests.Add(new Func<TestResult>(_run_full_stream_serialization_test));
// _tests.Add(new Func<TestResult>(_run_full_stream_serialization_with_controller_test));
// _tests.Add(new Func<TestResult>(_run_pubsub_server_stream_tag_handler_test));
// _tests.Add(new Func<TestResult>(_run_single_tag_data_test_clean));
//_tests.Add(new Func<TestResult>(_cpp_data_test));
//_tests.Add(new Func<TestResult>(_write_stream_updates_to_files));
_tests.Add(new Func<TestResult>(_deserialize_pub_msg_test));
}
protected override void myOnFirstSubscriber() {
BlueTable rows = new BlueTable(_schema);
// u the tests here
foreach (var test in _tests) {
string ex_msg = String.Empty;
TestResult tr = new TestResult() {
test_name = test.Method.Name,
test_result = false
};
try {
tr = test();
} catch (Exception ex) {
ex_msg = ex.Message + "\n" + ex.StackTrace;
}
IBlueRow r = new BlueRow(_schema, rows.Count, tr.test_name, tr.test_result, ex_msg);
rows.addRow(r);
}
var dp = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket, true);
myFireEvent(dp);
}
protected override void myOnLastSubscriber() {
}
private TestResult _run_sub_msg_test() {
bts.SubscribeMsg sub_msg = new bts.SubscribeMsg() {
connection = Guid.NewGuid().ToString(),
subscribing_app = Guid.NewGuid().ToString(),
tags = new string[] { "one", "two", "three" }
};
MemoryStream str = new MemoryStream();
sub_msg.serialize_into_str(str);
str.Position = 0;
bts.SubscribeMsg sub_msg_ = new bts.SubscribeMsg();
sub_msg_.consruct_deserialize(str);
bool res = sub_msg.Equals(sub_msg_);
return new TestResult {
test_name = "SubscribeMsg",
test_result = res
};
}
private TestResult _run_pub_msg_test() {
var pub_msg = new bts.PublishMsg() {
connection = Guid.NewGuid().ToString(),
publishing_app = Guid.NewGuid().ToString(),
tag = Guid.NewGuid().ToString(),
tag_type = "DS_",
is_compressed = false,
publish_time_epoch_ms = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds(),
data_to_publish = create_byte_array(),
};
MemoryStream str = new MemoryStream();
pub_msg.serialize_into_str(str);
str.Position = 0;
var pub_msg_ = new bts.PublishMsg();
pub_msg_.consruct_deserialize(str);
bool res = pub_msg.Equals(pub_msg_);
return new TestResult {
test_name = "PublishMsg",
test_result = res
};
}
private TestResult _run_pubsub_server_msg_test() {
var msg = new bts.PubSubServerMessage() {
tag = Guid.NewGuid().ToString(),
tag_type = Guid.NewGuid().ToString(),
data = create_byte_array()
};
MemoryStream str = new MemoryStream();
msg.serialize_into_str(str);
str.Position = 0;
var msg_ = new bts.PubSubServerMessage();
msg_.consruct_deserialize(str);
bool res = msg.Equals(msg_);
return new TestResult {
test_name = "PubSubServerMessage",
test_result = res
};
}
private TestResult _run_pubsub_client_msg_test() {
PubSubClientMessage msg = new PubSubClientMessage() {
msg_type = PubSubMessageType.SUBSCRIBE,
sub_msg = new bts.SubscribeMsg() {
connection = Guid.NewGuid().ToString(),
subscribing_app = Guid.NewGuid().ToString(),
tags = new string[] { "one", "two", "three" }
}
};
var str = new MemoryStream();
msg.serialize_into_str(str);
str.Position = 0;
var msg_ = new PubSubClientMessage();
msg_.consruct_deserialize(str);
var res = msg.Equals(msg_);
return new TestResult {
test_name = "PubSubClientMessage",
test_result = res
};
}
private TestResult _run_columninfo_serialization_test() {
Func<ColumnInfo, bool> test_ci = (ci) => {
MemoryStream str = new MemoryStream();
BinaryWriter bw = new BinaryWriter(str);
StreamSerializationUtils.serialize_column_info(ci, ref bw);
str.Position = 0;
//var ci_txt = BlueDataUtility.to_string(ci);
//var ci_ser =
//bts.Log.Gen.info("ci: {}")
BinaryReader br = new BinaryReader(str);
var ci_prime = StreamSerializationUtils.deserialize_column_info(ref br);
return BlueDataUtility.compute_equality(ci, ci_prime);
};
int i = 0;
foreach (Type t in BlueDataUtility.valid_column_types()) {
ColumnInfo ci = new ColumnInfo(Guid.NewGuid().ToString(),
i++, t);
var res = test_ci(ci);
if (!res) {
return new TestResult {
test_name = "ColumnInfoSerialization",
test_result = false
};
}
}
return new TestResult {
test_name = "ColumnInfoSerialization",
test_result = true
};
}
private TestResult _run_schema_serialization_test() {
var table_name = "test_table";
var excluded_types = new HashSet<Type>() { typeof(DateTime), typeof(Decimal) };
IBlueTableSchema schema = create_schema_with_all_types(excluded_types);
MemoryStream str = new MemoryStream();
BinaryWriter bw = new BinaryWriter(str);
StreamSerializationUtils.serialize_schema(schema, ref bw);
_write_to_file(str, @"c:\Temp\tests\schema.bin");
var hex_txt = StreamSerializationUtils.to_hex(str);
bts.Log.Gen.info($"_run_schema_serialization_test ser: {hex_txt}");
str.Position = 0;
BinaryReader br = new BinaryReader(str);
var schema_prime = StreamSerializationUtils.deserialize_schema(ref br);
var res = BlueDataUtility.compute_equality(schema, schema_prime);
return new TestResult {
test_name = "SchemaSerialization",
test_result = res
};
}
private TestResult _run_datetime_seriliaztion_test() {
DateTime dt = DateTime.Now;
DateTimeOffset dt_off = new DateTimeOffset(dt);
long dt_epoch_ms = dt_off.ToUnixTimeMilliseconds();
DateTimeOffset dt_off_pr = DateTimeOffset.FromUnixTimeMilliseconds(dt_epoch_ms);
DateTime dt_p = dt_off_pr.DateTime;
var passes = dt.Equals(dt_p);
return new TestResult {
test_name = "_run_datetime_seriliaztion_test",
test_result = false
};
}
private TestResult _run_full_stream_serialization_test() {
// create message
var schema = create_schema_with_all_types();
BlueTable cr_rows = new BlueTable(schema);
// 100 rows
int n_rows = 100;
for (int i = 0; i < n_rows; i++) {
var nr = generate_random_row(schema, i);
cr_rows.addRow(nr);
}
MemoryStream str = new MemoryStream();
BinaryWriter bw = new BinaryWriter(str);
bts.StreamIOMessage.CreateMessage cr_msg = new bts.StreamIOMessage.CreateMessage(cr_rows);
bts.StreamIOMessage stream_io_msg = new bts.StreamIOMessage(cr_msg);
UniversalStreamIOSerializer ser = new UniversalStreamIOSerializer();
ser.serialize(stream_io_msg, ref bw);
str.Position = 0;
BinaryReader br = new System.IO.BinaryReader(str);
UniversalStreamIODeserializer deser = new bts.UniversalStreamIODeserializer();
var stream_io_msg_prime = deser.deserialize(ref br);
bool passes = stream_io_msg.Equals(stream_io_msg_prime);
var n_dels = 50;
BlueTable del_rows = new BlueTable(cr_rows.schema);
foreach (IBlueRow r in cr_rows) {
del_rows.addRow(r);
if (del_rows.Count == n_dels)
break;
}
IBlueRowCollection added_rows = del_rows;
bts.StreamIOMessage.MultipleRemoveAddMessage mra_msg = new bts.StreamIOMessage.MultipleRemoveAddMessage(del_rows, added_rows);
str = new MemoryStream();
bw = new BinaryWriter(str);
stream_io_msg = new bts.StreamIOMessage(mra_msg);
ser.serialize(stream_io_msg, ref bw);
bw.BaseStream.Position = 0;
br = new BinaryReader(str);
//deser = new UniversalStreamIODeserializer();
stream_io_msg_prime = deser.deserialize(ref br);
passes = passes && stream_io_msg.Equals(stream_io_msg_prime);
return new TestResult {
test_name = "UniversalSerialization",
test_result = passes
};
}
private TestResult _run_full_stream_serialization_with_controller_test() {
// create message
var schema = create_schema_with_all_types();
BlueTable cr_rows = new BlueTable(schema);
// 100 rows
int n_rows = 100;
for (int i = 0; i < n_rows; i++) {
var nr = generate_random_row(schema, i);
cr_rows.addRow(nr);
}
bts.StreamIOMessage.CreateMessage cr_msg = new bts.StreamIOMessage.CreateMessage(cr_rows);
bts.StreamIOMessage stream_io_msg = new bts.StreamIOMessage(cr_msg);
IStreamIOMsgSerializer ser = new StreamIOSerializationController();
var ser_bytes = ser.serialize(stream_io_msg);
IStreamMsgDeserilizer deser = new bts.StreamIODeserializationController();
var stream_io_msg_prime = deser.deserialize(ser_bytes);
bool passes = stream_io_msg.Equals(stream_io_msg_prime);
//mult remove adds
// remove all rows and add 50 more
BlueTable del_rows = new BlueTable(cr_rows);
BlueTable added_rows = new BlueTable(cr_rows.schema);
var n_adds = 50;
for (int i = 0; i < n_adds; i++) {
var nr = generate_random_row(schema, i);
added_rows.addRow(nr);
}
bts.StreamIOMessage.MultipleRemoveAddMessage mra_msg = new bts.StreamIOMessage.MultipleRemoveAddMessage(del_rows, added_rows);
stream_io_msg = new bts.StreamIOMessage(mra_msg);
ser_bytes = ser.serialize(stream_io_msg);
var ser_bytes_hex = StreamSerializationUtils.to_hex(ser_bytes);
Log.Gen.info($"ser_bytes: {ser_bytes_hex}");
stream_io_msg_prime = deser.deserialize(ser_bytes);
passes = passes && stream_io_msg.Equals(stream_io_msg_prime);
return new TestResult {
test_name = "UniversalSerializationController",
test_result = passes
};
}
private TestResult _row_serialization_tests_no_dbnulls() {
// IBlueTableSchema schema = BlueDataUtility.form_schema("test_table",
// new Tuple<string, TypeCode>("id", TypeCode.Int32),
// new Tuple<string, TypeCode>("i1", TypeCode.Int32),
// new Tuple<string, TypeCode>("d1", TypeCode.Double),
// new Tuple<string, TypeCode>("string_1", TypeCode.String));
// bts.UniversalRowSerializer row_ser = new bts.UniversalRowSerializer(schema);
// IBlueRow r = new BlueRow(schema, 0, 100, 123.45, "test_string");
var schema = create_schema_with_all_types(new HashSet<Type>() { typeof(DateTime), typeof(Decimal) });
bts.UniversalRowSerializer row_ser = new bts.UniversalRowSerializer(schema);
MemoryStream str = new MemoryStream();
IBlueRow r = generate_random_row(schema, 0, false);
BinaryWriter bw = new BinaryWriter(str);
row_ser.serialize_row(r, 0, ref bw);
_write_to_file(str, @"C:\Temp\tests\row.bin");
str.Position = 0;
byte[] raw_byte_array = str.ToArray();
var hex_txt = StreamSerializationUtils.to_hex(raw_byte_array);
Log.Gen.info($"TestStream._row_serialization_tests_no_dbnulls Row bytes: {hex_txt}");
BinaryReader br = new BinaryReader(str);
bts.UniversalRowDeserializer des = new UniversalRowDeserializer(schema);
IBlueRow r_prime = des.deserialize_row(ref br);
string row_str = r_prime.to_string();
Log.Gen.info($"TestStream._row_serialization_tests_no_dbnulls r_prime: {row_str}");
var passes = BlueDataUtility.compute_equality(r, r_prime);
return new TestResult {
test_name = "UniversalRowSerialization_NonNull",
test_result = passes
};
}
private TestResult _deserialize_pub_msg_test() {
var pub_msg_ser = _read_from_file(@"C:\Temp\tests\pubsub_raw_msgs\publish_msg.bin");
PubSubClientMessage ps_client_msg = new PubSubClientMessage();
ps_client_msg.consruct_deserialize(pub_msg_ser);
bool passes = ps_client_msg.msg_type == PubSubMessageType.PUBLISH;
return new TestResult {
test_name = "_deserialize_pub_msg_test",
test_result = passes
};
}
private TestResult _cpp_data_test() {
//create and write schema
IBlueTableSchema schema = BlueDataUtility.form_schema("test_table",
new Tuple<string, TypeCode>("id", TypeCode.Int32),
new Tuple<string, TypeCode>("i_1", TypeCode.Int32),
new Tuple<string, TypeCode>("i_2", TypeCode.Int32),
new Tuple<string, TypeCode>("d_1", TypeCode.Double),
new Tuple<string, TypeCode>("string_1", TypeCode.String)
);
bts.UniversalRowSerializer row_ser = new bts.UniversalRowSerializer(schema);
UniversalRowDeserializer row_deser = new UniversalRowDeserializer(schema);
StreamIOSerializationController ser_controller = new StreamIOSerializationController();
StreamIODeserializationController deser_controller = new StreamIODeserializationController();
IBlueTableSchema schema_p = null;
var schema_file = @"c:\Temp\tests\schema.bin";
var row_file = @"C:\Temp\tests\row.bin";
var create_op_file = @"C:\Temp\tests\create_op.bin";
var mra_op_file = @"C:\Temp\tests\mra_op.bin";
IBlueRow row = new BlueRow(schema, 0, 100, 200, 123.45, "test_string");
//serialize schema, write it to a file, read it back, deserialize it and match schemas
byte[] ser_schema_bytes = StreamSerializationUtils.serialize_schema(schema);
_write_to_file(ser_schema_bytes, schema_file);
byte[] schema_file_bytes = _read_from_file(schema_file);
schema_p = StreamSerializationUtils.deserialize_schema(schema_file_bytes);
bool passes = BlueDataUtility.compute_equality(schema, schema_p);
//serialize row, write it to a file, read it back, deserialize it and match schemas
byte[] ser_row_bytes = row_ser.serialize_row(row);
_write_to_file(ser_row_bytes, row_file);
byte[] row_file_bytes = _read_from_file(row_file);
var row_file_bytes_txt = StreamSerializationUtils.to_hex(row_file_bytes);
Log.Gen.info($"TestsStream._cpp_data_test row_file_bytes_txt: {row_file_bytes_txt}");
IBlueRow row_p = row_deser.deserialize_row(row_file_bytes);
passes = passes && BlueDataUtility.compute_equality(row, row_p);
{
// serialize a create operation
int n_rows = 100;
BlueTable table = new BlueTable(schema);
for (int i = 0; i < n_rows; i++) {
IBlueRow nr = new BlueRow(schema, i, 100, 200, 123.45, "test_string");
table.addRow(nr);
}
StreamIOMessage cr_msg = new StreamIOMessage(new StreamIOMessage.CreateMessage(table));
//StreamIOSerializationController ser_controller = new StreamIOSerializationController();
byte[] create_ser_bytes = ser_controller.serialize(cr_msg);
_write_to_file(create_ser_bytes, create_op_file);
// read it and make sure its right
byte[] create_op_file_bytes = _read_from_file(create_op_file);
//StreamIODeserializationController deser_controller = new StreamIODeserializationController();
var cr_msg_p = deser_controller.deserialize(create_op_file_bytes);
_write_to_file(create_ser_bytes, mra_op_file);
passes = passes && cr_msg.Equals(cr_msg_p);
}
//multiple remove adds
{
// remove all rows and add them again
int n_rows = 100;
BlueTable table = new BlueTable(schema);
for (int i = 0; i < n_rows; i++) {
IBlueRow nr = new BlueRow(schema, i, 100, 200, 123.45, "test_string");
table.addRow(nr);
}
StreamIOMessage mra_msg = new StreamIOMessage(new StreamIOMessage.MultipleRemoveAddMessage(table, table));
//StreamIOSerializationController ser_controller = new StreamIOSerializationController();
byte[] mra_ser_bytes = ser_controller.serialize(mra_msg);
_write_to_file(mra_ser_bytes, mra_op_file);
// reasd it and make sure it matches
byte[] mra_op_file_bytes = _read_from_file(mra_op_file);
//StreamIODeserializationController deser_controller = new StreamIODeserializationController();
StreamIOMessage mra_msg_p = deser_controller.deserialize(mra_op_file_bytes);
passes = passes && mra_msg.Equals(mra_msg_p);
}
return new TestResult {
test_name = "_cpp_data_test",
test_result = passes
};
}
private TestResult _write_stream_updates_to_files() {
IBlueTableSchema schema = BlueDataUtility.form_schema("test_table",
new Tuple<string, TypeCode>("id", TypeCode.Int32),
new Tuple<string, TypeCode>("i_1", TypeCode.Int32),
new Tuple<string, TypeCode>("i_2", TypeCode.Int32),
new Tuple<string, TypeCode>("d_1", TypeCode.Double),
new Tuple<string, TypeCode>("string_1", TypeCode.String)
);
var packets_path = @"C:\Temp\tests\stream_packets\";
Func<long> now_epochs = () => {
DateTimeOffset now = DateTimeOffset.UtcNow;
// Convert to Unix time in milliseconds
long unix_time_milliseconds = now.ToUnixTimeMilliseconds();
return unix_time_milliseconds;
};
Func<int, bool, string> curr_file_path = (id, create) => {
//var epoch_ms = now_epochs();
var file_path = $"{packets_path}{id}.bin";
if (create)
file_path = $"{packets_path}create_{id}.bin";
return file_path;
};
// write 1000 stream updates
{
int init_sz = 100;
BlueTable table = new BlueTable(schema);
StreamIOSerializationController ser_controller = new StreamIOSerializationController();
// create table of 100 rows
for (int i = 0; i < init_sz; i++) {
IBlueRow nr = new BlueRow(schema, i, i * 100, i * 200, i * 123.45, "test_string");
table.addRow(nr);
}
// write create msg
StreamIOMessage cr_msg = new StreamIOMessage(new StreamIOMessage.CreateMessage(table));
byte[] create_ser_bytes = ser_controller.serialize(cr_msg);
var create_file_path = curr_file_path(table.Count, true);
_write_to_file(create_ser_bytes, create_file_path);
// add 1000 rows and write an io msg for each update and write it to a file
int n_updates = 1000;
int period_ms = 50;
// write a create
for (int i = 0; i < n_updates; i++) {
// addition
BlueTable adds = new BlueTable(schema);
int id = table.Count;
IBlueRow nr = new BlueRow(schema, id, i * 100, i * 200, i * 123.45, "test_string");
adds.addRow(nr);
BlueTable dels = new BlueTable(schema);
table.addRow(nr);
StreamIOMessage mra_msg = new StreamIOMessage(new StreamIOMessage.MultipleRemoveAddMessage(dels, adds));
byte[] mra_ser_bytes = ser_controller.serialize(mra_msg);
var mra_file_path = curr_file_path(id, false);
_write_to_file(mra_ser_bytes, mra_file_path);
System.Threading.Thread.Sleep(TimeSpan.FromMilliseconds(period_ms));
}
// now start writing increments and add 1 row at a time
}
return new TestResult {
test_name = "_write_updates_as_files",
test_result = true
};
}
private TestResult _row_serialization_tests_with_dbnulls() {
IBlueTableSchema schema = BlueDataUtility.form_schema("test_table",
new Tuple<string, TypeCode>("id", TypeCode.Int32),
new Tuple<string, TypeCode>("i1", TypeCode.Int32),
new Tuple<string, TypeCode>("d1", TypeCode.Double),
new Tuple<string, TypeCode>("string_1", TypeCode.String));
bts.UniversalRowSerializer row_ser = new bts.UniversalRowSerializer(schema);
IBlueRow r = new BlueRow(schema, 0, DBNull.Value, 123.45, "test_string");
MemoryStream str = new MemoryStream();
BinaryWriter bw = new BinaryWriter(str);
row_ser.serialize_row(r, 0, ref bw);
str.Position = 0;
BinaryReader br = new BinaryReader(str);
bts.UniversalRowDeserializer des = new UniversalRowDeserializer(schema);
IBlueRow r_prime = des.deserialize_row(ref br);
var passes = BlueDataUtility.compute_equality(r, r_prime);
return new TestResult {
test_name = "UniversalRowSerialization_WithDBNulls",
test_result = passes
};
}
private TestResult _row_serialization_tests_all_types() {
var schema = create_schema_with_all_types();
bts.UniversalRowSerializer row_ser = new bts.UniversalRowSerializer(schema);
IBlueRow r = generate_random_row(schema, 0, false);
MemoryStream str = new MemoryStream();
BinaryWriter bw = new BinaryWriter(str);
row_ser.serialize_row(r, 0, ref bw);
_write_to_file(str, @"C:\Temp\tests\row.bin");
str.Position = 0;
BinaryReader br = new BinaryReader(str);
bts.UniversalRowDeserializer des = new UniversalRowDeserializer(schema);
IBlueRow r_prime = des.deserialize_row(ref br);
var passes = BlueDataUtility.compute_equality(r, r_prime);
return new TestResult {
test_name = "UniversalRowSerialization_AllTypes",
test_result = passes
};
}
private static TestResult _run_pubsub_server_stream_tag_handler_test() {
// create message
var schema = create_schema_with_all_types();
var tag = "DS_" + schema.tableName;
BlueTable cr_rows = new BlueTable(schema);
// 100 rows
int n_rows = 100;
for (int i = 0; i < n_rows; i++) {
var nr = generate_random_row(schema, i);
cr_rows.addRow(nr);
}
PubsubServerSingleStreamTagHandler handler = new PubsubServerSingleStreamTagHandler();
bts.StreamIOMessage.CreateMessage cr_msg = new bts.StreamIOMessage.CreateMessage(cr_rows);
bts.StreamIOMessage str_io_msg = new bts.StreamIOMessage(cr_msg);
IStreamIOMsgSerializer ser = new StreamIOSerializationController();
byte[] msg_bytes = ser.serialize(str_io_msg);
handler.update(tag, msg_bytes);
//now get it back for the handler
byte[] content = handler.get_content(tag);
IStreamMsgDeserilizer deser = new StreamIODeserializationController();
bts.StreamIOMessage str_io_msg_p = deser.deserialize(content);
// test here
var passes = str_io_msg.Equals(str_io_msg_p);
// delete all rows
BlueTable del_rows = new BlueTable(cr_rows);
cr_rows.clear();
// added 50 new rows
BlueTable added_rows = new BlueTable(del_rows.schema);
int new_state_sz = 50;
for (int i = 0; i < new_state_sz; i++) {
var nr = generate_random_row(schema, i);
added_rows.addRow(nr);
}
cr_rows.addRows(added_rows);
// the sequence of operations are ops, ser, update, get_content, deser, maake sure the get_content state is good
// 1. generate op
bts.StreamIOMessage.MultipleRemoveAddMessage mra = new bts.StreamIOMessage.MultipleRemoveAddMessage(del_rows, added_rows);
str_io_msg = new bts.StreamIOMessage(mra);
// 2. serialize it into bytes
msg_bytes = ser.serialize(str_io_msg);
// 3. send it to handler
handler.update(tag, msg_bytes);
// 4. get the state from the handler
byte[] content_p = handler.get_content(tag);
// 5. deserialize the state into a stream op
str_io_msg_p = deser.deserialize(content_p);
// 6. check to make sure the state's rows are good
passes = passes && str_io_msg_p.op == bts.StreamIOMessage.StreamOp.CREATE &&
BlueDataUtility.compute_equality(cr_rows, str_io_msg_p.create_message.rows);
return new TestResult {
test_result = passes,
test_name = "run_pubsub_server_stream_tag_handler_test"
};
}
private static TestResult _run_single_tag_data_test_clean() {
// create message
var test_name = MethodBase.GetCurrentMethod().Name;
var schema = create_schema_with_all_types();
var tag = "DS_" + schema.tableName;
BlueTable table = new BlueTable(schema);
IStreamIOMsgSerializer serializer = new StreamIOSerializationController();
IStreamMsgDeserilizer deser = new StreamIODeserializationController();
bts.SingleTagData st_data = new bts.SingleTagData(tag, DSTagManager.DataStreamTagType);
// create with 100 rows
int n_rows = 100;
bool is_succ = true;
for (int i = 0; i < n_rows; i++) {
var nr = generate_random_row(schema, i);
// perform the same action SingletagData, and verify the states match
PublishMsg pub_msg = build_pub_msg(nr, null, table.Count == 0, ref serializer);
table.addRow(nr);
st_data.handle_publish(pub_msg);
var table_p = get_rows_from_single_tag_state(ref st_data, ref deser);
is_succ = is_succ && BlueDataUtility.compute_equality(table, table_p);
}
// change all rows
for (int i = 0; i < n_rows; i++) {
var nr = generate_random_row(schema, i);
var dr = table[i];
table.deleteRow(dr);
table.addRow(nr);
PublishMsg pub_msg = build_pub_msg(nr, dr, false, ref serializer);
st_data.handle_publish(pub_msg);
var table_p = get_rows_from_single_tag_state(ref st_data, ref deser);
is_succ = is_succ && BlueDataUtility.compute_equality(table, table_p);
}
// delete all rows
var aux_table = new BlueTable(table);
foreach (IBlueRow r in aux_table) {
table.deleteRow(r);
PublishMsg pub_msg = build_pub_msg(null, r, false, ref serializer);
st_data.handle_publish(pub_msg);
var table_p = get_rows_from_single_tag_state(ref st_data, ref deser);
is_succ = is_succ && BlueDataUtility.compute_equality(table, table_p);
}
return new TestResult() {
test_result = is_succ,
test_name = test_name
};
}
#region Helper functions
private static void _write_to_file(byte[] ser_bytes, string file_name) {
_write_to_file(new MemoryStream(ser_bytes), file_name);
}
private static void _write_to_file(MemoryStream str, string file_name) {
if (String.IsNullOrEmpty(file_name))
return;
byte[] str_bytes = str.ToArray();
using (FileStream fs = new FileStream(file_name, FileMode.Create)) {
// Write the byte array to the file
fs.Write(str_bytes, 0, str_bytes.Length);
}
}
private static byte[] _read_from_file(string file_path) {
var rv = File.ReadAllBytes(file_path);
return rv;
}
public static IBlueRowCollection get_rows_from_single_tag_state(ref SingleTagData st_data, ref IStreamMsgDeserilizer deser) {
var content = st_data.get_current_content();
var msg_p = deser.deserialize(content);
Log.assert(msg_p.op == bts.StreamIOMessage.StreamOp.CREATE);
return msg_p.create_message.rows;
}
public static PublishMsg build_pub_msg(IBlueRow added_row, IBlueRow removed_row, bool is_create,
ref IStreamIOMsgSerializer serializer) {
Func<IBlueTableSchema> get_schema = () => {
return (added_row != null ? added_row : removed_row).schema;
};
bts.StreamIOMessage str_io_msg = null;
if (is_create) {
Log.assert(added_row != null);
var aux_new = new BlueTable(added_row.schema);
aux_new.addRow(added_row);
var cr_msg = new bts.StreamIOMessage.CreateMessage(aux_new);
str_io_msg = new bts.StreamIOMessage(cr_msg);
} else {
var schema = get_schema();
BlueTable added_table = new BlueTable(schema);
if (added_row != null)
added_table.addRow(added_row);
BlueTable rem_table = new BlueTable(schema);
if (removed_row != null)
rem_table.addRow(removed_row);
bts.StreamIOMessage.MultipleRemoveAddMessage mra_msg =
new bts.StreamIOMessage.MultipleRemoveAddMessage(rem_table, added_table);
str_io_msg = new bts.StreamIOMessage(mra_msg);
}
byte[] msg_bytes = serializer.serialize(str_io_msg);
PublishMsg pub_msg = new PublishMsg() {
connection = "test_connection",
tag = $"DS_{get_schema()}",
tag_type = "DS",
data_to_publish = msg_bytes
};
return pub_msg;
}
public static IBlueTableSchema create_schema_with_all_types(HashSet<Type> excluded_col_map = null) {
excluded_col_map = excluded_col_map == null ? new HashSet<Type>() : excluded_col_map;
var table_name = "test_table";
BlueTableSchema schema = new BlueTableSchema();
List<ColumnInfo> cis = new List<ColumnInfo>();
foreach (Type t in BlueDataUtility.valid_column_types()) {
if (t == null || t == typeof(DateTime) || excluded_col_map.Contains(t))
continue;
var col_name = t.ToString() + "_" + cis.Count.ToString(); // Guid.NewGuid().ToString();
ColumnInfo ci = new ColumnInfo(col_name, cis.Count, t);
cis.Add(ci);
}
cis.Add(new ColumnInfo("id", cis.Count, typeof(int)));
schema = new BlueTableSchema(table_name, cis.ToArray());
return schema;
}
public static IBlueRow generate_random_row(IBlueTableSchema schema, int id, bool include_dbnulls = true) {
Random rnd = new Random();
object[] row_vals = new object[schema.columnInfo.Length];
foreach (ColumnInfo ci in schema.columnInfo) {
if (ci.colName == "id") {
row_vals[ci.colNo] = id;
continue;
}
object v = get_random_object(ci.type_code());
if (include_dbnulls && rnd.NextSingle() % 4 == 0)
v = DBNull.Value;
row_vals[ci.colNo] = v;
}
return new BlueRow(schema, row_vals);
}
public static object get_random_object(TypeCode type_code) {
Random random = new Random();
switch (type_code) {
case TypeCode.Boolean:
return random.Next(2) == 0; // Random boolean value (true or false)
case TypeCode.Byte:
return (byte)random.Next(byte.MinValue, byte.MaxValue + 1); // Random byte value
case TypeCode.Char:
return (char)random.Next(65, 65 + 27); // Random char value
case TypeCode.Decimal:
Decimal dec = 100.123M;
return dec;
case TypeCode.DateTime:
return DateTime.Now;
case TypeCode.Double:
return random.NextDouble() * (double.MaxValue - double.MinValue) + double.MinValue; // Random double value
case TypeCode.Int16:
return (short)random.Next(short.MinValue, short.MaxValue + 1); // Random short value
case TypeCode.Int32:
return random.Next(int.MinValue, int.MaxValue); // Random int value
case TypeCode.Int64:
return random.NextInt64(long.MinValue, long.MaxValue); // Random long value
case TypeCode.SByte:
return (sbyte)random.Next(sbyte.MinValue, sbyte.MaxValue + 1); // Random sbyte value
case TypeCode.Single:
return (float)(random.NextDouble() * (float.MaxValue - float.MinValue) + float.MinValue); // Random float value
case TypeCode.String:
return Guid.NewGuid().ToString();
case TypeCode.UInt16:
return (ushort)random.Next(ushort.MinValue, ushort.MaxValue + 1); // Random ushort value
case TypeCode.UInt32:
return (uint)random.Next(int.MinValue, int.MaxValue) + (uint)int.MaxValue; // Random uint value
case TypeCode.UInt64:
byte[] ulongBuffer = new byte[8];
random.NextBytes(ulongBuffer);
return BitConverter.ToUInt64(ulongBuffer, 0);
default:
throw new ArgumentException($"Unsupported TypeCode: {type_code}");
return null;
}
}
#endregion
}
}
@@ -0,0 +1,31 @@
namespace BCG {
using System;
public class TickingTestStream : ViewStream {
public TickingTestStream(int ticking_period_msecs)
:
this(ViewStreamDatabase.instance, TimeSpan.FromSeconds(ticking_period_msecs)) { }
public TickingTestStream(ViewStreamDatabase vsd, TimeSpan ticking_period_msecs) {
ViewStream vs = new DisplayableMillisecondStream(Convert.ToInt32(ticking_period_msecs.TotalMilliseconds), 10);
vs = new MathStream(vs, "x=id*123 y=x*x");
mySetRealSource(vs);
//vs.onChange += _on_str_update;
}
// private void _on_str_update(object dp_obj) {
// DataPacket dp = dp_obj as DataPacket;
// IBlueTableSchema out_schema = BlueDataUtility.add_column(dp.schema, "time_txt", typeof(string));
// BlueTable state = new BlueTable(out_schema);
// foreach (IBlueRow r in dp.newRows) {
// MutableBlueRow nr = new MutableBlueRow(out_schema, r);
// DateTime time = r.get_datetime("time");
// var time_txt = time.ToString("yyyy-MM-dd HH:mm:ss.fff");
// nr.setValue("time_txt", time_txt);
// state.addRow(nr);
// }
// var dp_out = BlueDataUtility.build_dp_inc(state, myLastValue == null ? null : myLastValue as DataPacket);
// myFireEvent(dp_out);
// }
}
}
@@ -1,9 +1,8 @@
using Google.Protobuf.WellKnownTypes;
using System;
using BCG.Utilities.General;
namespace BCG {
using BCG;
namespace bts.SilverPine {
// Keeps adding changing rows to the stream, hence preserving the history
// and creating a time series, for example this can be used to make bbo updates
// into a time series of prices/qty
@@ -41,7 +40,6 @@ namespace BCG {
}
_table.addRows(added_rows);
myFireEvent(new DataPacket(_table, added_rows, new BlueTable(_table.schema)));
}
}
@@ -0,0 +1,194 @@
namespace Bts.DataStream;
using BCG;
using bts;
using Bts.DataStreamCore;
using mbts;
using MongoDB.Bson;
using MongoDB.Driver;
using Spark.Core.Disposables;
using System;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Reactive.Subjects;
using System.Threading;
using System.Threading.Tasks;
public class MongoCollectionStream : ViewStream, IObservable<DataPacket> {
readonly string collectionName;
readonly string databaseName;
readonly string url;
readonly object syncRoot = new();
readonly CancellationTokenSource cts = new();
readonly Subject<DataPacket> subject = new();
bool hasStarted = false;
IBlueRowFactory<BsonDocument>? rowFactory;
MongoClient? clientBacking;
IMongoDatabase? databaseBacking;
IMongoCollection<BsonDocument>? collectionBacking = null;
BlueTableImmutable? table = null;
public MongoCollectionStream(string collectionName)
: this(
collectionName,
Environment.GetEnvironmentVariable("MONGO_DB_NAME") ?? string.Empty,
Environment.GetEnvironmentVariable("MONGO_DB_URL") ?? string.Empty) {
}
public MongoCollectionStream(string collectionName, string databaseName)
: this(
collectionName,
databaseName,
Environment.GetEnvironmentVariable("MONGO_DB_URL") ?? string.Empty) {
}
public MongoCollectionStream(string collectionName, string databaseName, string url)
: this(collectionName, databaseName, url, null) { }
internal MongoCollectionStream(
string collectionName, string databaseName, string url, IBlueRowFactory<BsonDocument>? rowFactory) {
this.collectionName = collectionName;
this.databaseName = databaseName;
this.url = url;
this.rowFactory = rowFactory;
mySetRealSource(new ObservableViewStream(this));
}
MongoClient client => clientBacking ??= new(url);
IMongoDatabase database => databaseBacking ??= client.GetDatabase(databaseName);
IMongoCollection<BsonDocument>? collection {
get => Volatile.Read(ref collectionBacking);
set => Volatile.Write(ref collectionBacking, value);
}
public IDisposable Subscribe(IObserver<DataPacket> observer) {
lock (syncRoot) {
if (hasStarted) {
if (table is not null) {
// The first update has already been fired. Seed observer w/ current state.
observer.OnNext(new DataPacket(table, table, new BlueTable(table.schema)));
}
return subject.Subscribe(observer);
}
hasStarted = true;
}
var subscription = subject.Subscribe(observer);
// Retrieve collection snapshot to bootstrap sequence
initTable().ignore();
// Watch changes
Task.Run(watchChanges);
return Disposable.Create(Dispose);
void Dispose() {
Log.Gen.info("Disposing MongoDbChangeObservable subscription");
subscription.Dispose();
cts.Cancel();
cts.Dispose();
}
}
protected virtual IBlueRowFactory<BsonDocument> getRowFactory(IEnumerable<BsonDocument> docs) =>
MongoSchemaAdaptor.InferSchema(docs);
async Task watchChanges() {
Log.Gen.info(
$"MongoCollectionStream. Watching changes. thread: {Environment.CurrentManagedThreadId}");
while (collection is null) {
await Task.Delay(100);
}
Log.notnull(collection);
using var cursor = collection.Watch(new ChangeStreamOptions {
FullDocument = ChangeStreamFullDocumentOption.UpdateLookup
});
try {
while (await cursor.MoveNextAsync(cts.Token)) {
/// Ignore while waiting for init.
lock (syncRoot) {
/// Note: <see cref="rowFactory"/> and <see cref="table"/> are initialized together
/// in the <see cref="initTable"/> fn since both depend on the schema, which is
/// inferred from the first incoming BsonDocument(s).
if (table is null || rowFactory is null) {
continue;
}
}
var bd = table.ToDataPacketBuilder();
foreach (var ch in cursor.Current) {
var opDescJson = ch.OperationDescription?.ToJson() ?? string.Empty;
var updDescJson = ch.UpdateDescription?.ToJson() ?? string.Empty;
Log.Gen.info(
$"MongoCollectionStream.watchChanges. Doc changed. type: {ch.OperationType} " +
$"changes:\n\t\t{updDescJson}");
switch (ch.OperationType) {
case ChangeStreamOperationType.Insert: {
bd.AddOrUpdate(Row());
break;
}
case ChangeStreamOperationType.Update: {
bd.Remove(OldRow().Id());
bd.AddOrUpdate(Row());
break;
}
case ChangeStreamOperationType.Replace: {
bd.Remove(OldRow().Id());
bd.AddOrUpdate(Row());
break;
}
case ChangeStreamOperationType.Delete: {
bd.Remove(OldRow().Id());
break;
}
default:
Log.assert(false, $"Unsupported op type '{ch.OperationType}'");
break;
}
IBlueRow Row() =>
rowFactory.GetBlueRow(ch.FullDocument);
IBlueRow OldRow() =>
rowFactory.GetBlueRow(ch.FullDocumentBeforeChange);
}
var dp = bd.ToDataPacket();
if (!dp.HasChanges()) {
Log.Gen.warn(
$"MongoCollectionStream. Ignoring update because it didn't change any rows.");
continue;
}
lock (syncRoot) {
table = (BlueTableImmutable)dp.newRows;
subject.OnNext(dp);
}
}
} catch (TaskCanceledException ex) {
Log.Gen.warn(
$"MongoCollectionStream. 'Watch' task cancelled (this is expected if subscription was disposed). {ex}");
}
}
[MemberNotNull(nameof(collection))]
async Task initTable() {
collection = database.GetCollection<BsonDocument>(collectionName);
var cursor = collection.Find(Builders<BsonDocument>.Filter.Empty).ToCursor();
var docList = await cursor.ToListAsync();
rowFactory ??= getRowFactory(docList);
var firstTable = new BlueTableImmutable(rowFactory.Schema).ToDataPacketBuilder();
foreach (var doc in docList) {
var row = rowFactory.GetBlueRow(doc);
firstTable.AddOrUpdate(row);
}
var dp = firstTable.ToDataPacket();
lock (syncRoot) {
table = (BlueTableImmutable)dp.newRows;
subject.OnNext(dp);
}
}
}
@@ -1,128 +1,133 @@
using System;
using System.Collections.Generic;
using MongoDB.Driver;
using MongoDB.Bson;
using BCG;
using BCG.Utilities.General;
using ZstdSharp.Unsafe;
using System.Runtime.CompilerServices;
using mbts.spark;
using MongoDB.Bson;
using MongoDB.Driver;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Threading.Tasks;
using System.Threading;
namespace bts {
// [DataStreamUserRespresentation("mongodb_sql")]
// public class MongoDBSQLStream : ViewStream, IWorker {
// private ViewStreamDatabase _vsd;
// private readonly string _connection_string, _db_name, _collection_name;
// private MongoClient _client;
// // make this a sorted table
// private BlueTable _table;
namespace BCG {
[DataStreamUserRespresentation("mongodb_sql")]
public class MongoDBSQLStream : ViewStream, IWorker {
private ViewStreamDatabase _vsd;
private readonly string _connection_string, _db_name, _collection_name;
private MongoClient _client;
private BlueTable _table;
// // Access the database
// private IMongoDatabase _database;
// private IDictionary<string, int> _id_map = new Dictionary<string, int>();
// // mongodb://192.168.1.80:27017
// Access the database
private IMongoDatabase _database;
private IDictionary<string, int> _id_map = new Dictionary<string, int>();
// mongodb://192.168.1.80:27017
// public MongoDBSQLStream(string connection_string, string db_name, string collection_name)
// : this(connection_string, db_name, collection_name, ViewStreamDatabase.instance) {
public MongoDBSQLStream(string connection_string, string db_name, string collection_name)
: this(connection_string, db_name, collection_name, ViewStreamDatabase.instance) {
// }
// public MongoDBSQLStream(string connection_string, string db_name, string collection_name, ViewStreamDatabase vsd) {
// bts.Log.Gen.info($"MongoDBStream constructed connection_string: {connection_string} " +
// $"db_name: {db_name}");
// _connection_string = connection_string;
// _db_name = db_name;
// _collection_name = collection_name;
// _vsd = vsd;
// _client = new MongoClient(_connection_string);
// _database = _client.GetDatabase(_db_name);
// }
}
public MongoDBSQLStream(string connection_string, string db_name, string collection_name, ViewStreamDatabase vsd) {
bts.Log.Gen.info($"MongoDBStream constructed connection_string: {connection_string} " +
$"db_name: {db_name}");
_connection_string = connection_string;
_db_name = db_name;
_collection_name = collection_name;
_vsd = vsd;
_client = new MongoClient(_connection_string);
_database = _client.GetDatabase(_db_name);
}
// protected override void myOnFirstSubscriber() {
// MasterWorker.getInstance(false).addWorker(this, TimeSpan.FromSeconds(10));
// }
protected override void myOnFirstSubscriber() {
MasterWorker.getInstance(false).addWorker(this, TimeSpan.FromSeconds(1));
}
// protected override void myOnLastSubscriber() {
// MasterWorker.getInstance(false).removeWorker(this);
// }
protected override void myOnLastSubscriber() {
MasterWorker.getInstance(false).removeWorker(this);
}
// public void doWork() {
// _read_mogodb();
// }
public void doWork() {
_read_mogodb();
}
// private void _read_mogodb() {
// var timer = Stopwatch.StartNew();
// // Access the collection
// IMongoCollection<BsonDocument> collection = _database.GetCollection<BsonDocument>(name: _collection_name);
private void _read_mogodb() {
HighPerformanceTimer timer = new HighPerformanceTimer();
timer.start();
// Access the collection
IMongoCollection<BsonDocument> collection = _database.GetCollection<BsonDocument>(name: _collection_name);
// // Fetch all documents from the collection
// var documents = collection.Find(Builders<BsonDocument>.Filter.Empty).ToCursor();
// _table = _table == null ? null : new BlueTable(_table.schema);
// // Iterate through the documents and print values
// foreach (var document in documents.ToEnumerable()) {
// bts.Log.Gen.info($"document: {document} json: {document.ToJson()}");
// if (_table == null) {
// _init_table(document);
// }
// _add_row(document);
// }
// timer.Stop();
// Log.Gen.info($"MongoDBStream time to read {_collection_name} {timer.ElapsedMilliseconds}ms");
// timer.Restart();
// var dp = BlueDataUtility.build_dp_inc(_table, myLastValue == null ? null : myLastValue as DataPacket, true);
// timer.Stop();
// Log.Gen.info($"MongoDBStream time to compare tables :{timer.ElapsedMilliseconds}ms");
// if (dp.addedRows.Count == 0 && dp.deletedRows.Count == 0)
// return;
// myFireEvent(dp);
// }
// Fetch all documents from the collection
var documents = collection.Find(Builders<BsonDocument>.Filter.Empty).ToCursor();
_table = _table == null ? null : new BlueTable(_table.schema);
// Iterate through the documents and print values
foreach (var document in documents.ToEnumerable()) {
bts.Log.Gen.info($"document: {document} json: {document.ToJson()}");
if (_table == null) {
_init_table(document);
}
_add_row(document);
}
timer.stop();
bts.Log.Gen.info($"MongoDBStream time to read {_collection_name} {timer.lastIntervalTime} msecs");
timer.start();
var dp = BlueDataUtility.build_dp_inc(_table, myLastValue == null ? null : myLastValue as DataPacket, true);
timer.stop();
bts.Log.Gen.info($"MongoDBStream time to compare tables :{timer.lastIntervalTime} msecs");
if (dp.addedRows.Count == 0 && dp.deletedRows.Count == 0)
return;
myFireEvent(dp);
}
// private void _init_table(BsonDocument doc_row) {
// bts.Log.assert(_table == null);
// List<ColumnInfo> cis = new List<ColumnInfo>();
// cis.Add((new ColumnInfo("id", 0, typeof(Int32))));
// foreach (var n in doc_row.Names) {
// cis.Add(new ColumnInfo(n, cis.Count, typeof(string)));
// }
// IBlueTableSchema schema = new BlueTableSchema(cis.ToArray(), _collection_name);
// _table = new BlueTable(schema);
// }
private void _init_table(BsonDocument doc_row) {
bts.Log.assert(_table == null);
List<ColumnInfo> cis = new List<ColumnInfo>();
cis.Add((new ColumnInfo("id", 0, typeof(Int32))));
foreach (var n in doc_row.Names) {
cis.Add(new ColumnInfo(n, cis.Count, typeof(string)));
}
IBlueTableSchema schema = new BlueTableSchema(cis.ToArray(), _collection_name);
_table = new BlueTable(schema);
}
private void _add_row(BsonDocument doc) {
var key_val = doc["_id"];
var key = key_val.ToString();
int id;
if (!_id_map.TryGetValue(key, out id)) {
id = _id_map.Count;
_id_map.Add(key, id);
}
MutableBlueRow nr = new MutableBlueRow(_table.schema);
nr.setValue("id", id);
foreach (var n in doc.Names) {
var val = doc[n].ToString();
nr.setValue(n, val);
}
_table.addRow(nr);
}
}
// private void _add_row(BsonDocument doc) {
// var key_val = doc["_id"];
// var key = key_val.ToString();
// int id;
// if (!_id_map.TryGetValue(key, out id)) {
// id = _id_map.Count;
// _id_map.Add(key, id);
// }
// MutableBlueRow nr = new MutableBlueRow(_table.schema);
// nr.setValue("id", id);
// foreach (var n in doc.Names) {
// var val = doc[n].ToString();
// nr.setValue(n, val);
// }
// _table.addRow(nr);
// }
// }
[DataStreamUserRespresentation("mongodb")]
public class MongoDBStream : ViewStream, IWorker {
private ViewStreamDatabase _vsd;
private readonly string _connection_string, _db_name, _collection_name;
private readonly TimeSpan _poll_period;
private MongoClient _client;
private BlueTable _table;
private SyncQueue<DataPacket> _table_queue = new SyncQueue<DataPacket>();
private BlockingQueue _work_queue = new BlockingQueue();
// Access the database
private IMongoDatabase _database;
private IDictionary<string, int> _id_map = new Dictionary<string, int>();
// mongodb://192.168.1.80:27017
public MongoDBStream(string connection_string, string db_name, string collection_name)
: this(connection_string, db_name, collection_name, ViewStreamDatabase.instance) {
public MongoDBStream(string connection_string, string db_name, string collection_name, string poll_period)
: this(connection_string, db_name, collection_name, TimeBasedFilter.parse_duration(poll_period), ViewStreamDatabase.instance) {
}
public MongoDBStream(string connection_string, string db_name, string collection_name, ViewStreamDatabase vsd) {
public MongoDBStream(string connection_string, string db_name, string collection_name, TimeSpan poll_period, ViewStreamDatabase vsd) {
bts.Log.Gen.info($"MongoDBStream constructed connection_string: {connection_string} " +
$"db_name: {db_name}");
_connection_string = connection_string;
@@ -130,24 +135,34 @@ namespace BCG {
_collection_name = collection_name;
_vsd = vsd;
_client = new MongoClient(_connection_string);
_poll_period = poll_period;
_database = _client.GetDatabase(_db_name);
}
protected override void myOnFirstSubscriber() {
MasterWorker.getInstance(false).addWorker(this, TimeSpan.FromSeconds(1));
_vsd.addWorker(this);
//MasterWorker.getInstance(false).addWorker(this, _poll_period);
}
protected override void myOnLastSubscriber() {
MasterWorker.getInstance(false).removeWorker(this);
_vsd.removeWorker(this);
//MasterWorker.getInstance(false).removeWorker(this);
}
private DateTime _last_poll_time = DateTime.MinValue;
public void doWork() {
_read_mogodb();
var now = DateTime.Now;
if (now - _last_poll_time > _poll_period) {
ThreadPool.QueueUserWorkItem(_ => _read_mogodb());
_last_poll_time = DateTime.Now;
}
var dp = _table_queue.dequeue(0);
if (dp != null)
myFireEvent(dp);
}
private void _read_mogodb() {
HighPerformanceTimer timer = new HighPerformanceTimer();
timer.start();
var timer = Stopwatch.StartNew();
// Access the collection
IMongoCollection<BsonDocument> collection = _database.GetCollection<BsonDocument>(name: _collection_name);
@@ -156,21 +171,22 @@ namespace BCG {
_table = _table == null ? null : new BlueTable(_table.schema);
// Iterate through the documents and print values
foreach (var document in documents.ToEnumerable()) {
bts.Log.Gen.info($"document: {document} json: {document.ToJson()}");
//bts.Log.Gen.info($"document: {document} json: {document.ToJson()}");
if (_table == null) {
_init_table(document);
}
_add_doc(document);
}
timer.stop();
bts.Log.Gen.info($"MongoDBStream time to read {_collection_name} {timer.lastIntervalTime} msecs");
timer.start();
timer.Stop();
Log.Gen.info($"MongoDBStream time to read {_collection_name}: {timer.ElapsedMilliseconds}ms");
timer.Restart();
var dp = BlueDataUtility.build_dp_inc(_table, myLastValue == null ? null : myLastValue as DataPacket, true);
timer.stop();
bts.Log.Gen.info($"MongoDBStream time to compare tables :{timer.lastIntervalTime} msecs");
timer.Stop();
Log.Gen.info($"MongoDBStream time to compare tables: {timer.ElapsedMilliseconds}ms"); ;
if (dp.addedRows.Count == 0 && dp.deletedRows.Count == 0)
return;
myFireEvent(dp);
_table_queue.enqueue(dp);
//myFireEvent(dp);
}
private void _init_table(BsonDocument doc_row) {
@@ -209,4 +225,46 @@ namespace BCG {
}
}
}
// [DataStreamUserRespresentation("mongodb_flat")]
// public class MongoDBFlatStream : ViewStream {
// public MongoDBFlatStream(string connection_string, string db_name, string collection_name, string timestamp_col, string ttl_duration)
// :
// this(ViewStreamDatabase.instance, connection_string, db_name, collection_name, timestamp_col, TimeBasedFilter.parse_duration(ttl_duration)) { }
// public MongoDBFlatStream(ViewStreamDatabase vsd, string connection_string, string db_name, string collection_name, string timestamp_col, TimeSpan ttl_duration) {
// ViewStream rs = new MongoDBStream(connection_string, db_name, collection_name, vsd);
// rs = new KeyValueToRelationalStream(rs, "doc_id", "key", "val");
// rs = new DateStandardizationStream(rs, timestamp_col, DateConversion.ISO8601);
// //rs = new TimeBasedFilterStream(vsd, rs, timestamp_col, ttl_duration);
// mySetRealSource(rs);
// }
// }
// [DataStreamUserRespresentation("newsreplay")]
// public class NewsReplayStream : ViewStream {
// public NewsReplayStream(string connection_string, string db_name, string collection_name,
// int buffer_sz, string fire_period) :
// this(ViewStreamDatabase.instance, connection_string, db_name, collection_name, buffer_sz, TimeBasedFilter.parse_duration(fire_period)) { }
// public NewsReplayStream(ViewStreamDatabase vsd, string connection_string, string db_name, string collection_name,
// int buffer_sz, TimeSpan fire_period) {
// ViewStream r;
// r = new MongoDBStream(connection_string, db_name, collection_name, vsd);
// r = new KeyValueToRelationalStream(r,
// "doc_id",
// "key",
// "value");
// r = new DateStandardizationStream(r,
// "created_at",
// "ISO8601");
// r = new SnapshotReplayStream(vsd, r, "created_at", buffer_sz, fire_period);
// mySetRealSource(r);
// }
// }
}
@@ -0,0 +1,63 @@
namespace Bts.DataStream;
using MongoDB.Bson;
using System;
public static class MongoDbExtensions {
public static BsonArray GetArray(this BsonDocument doc, string elementName) =>
doc[elementName].AsBsonArray;
public static BsonArray? GetArrayOrDefault(this BsonDocument doc, string elementName) =>
doc.TryGetValue(elementName, out var val) && val.IsBsonArray ?
val.AsBsonArray : null;
public static string GetString(this BsonDocument doc, string elementName) =>
doc[elementName].AsString;
public static string? GetStringOrDefault(this BsonDocument doc, string elementName) =>
doc.TryGetValue(elementName, out var val) && val.IsString ?
val.AsString : null;
public static int GetInt32(this BsonDocument doc, string elementName) =>
doc[elementName].AsInt32;
public static int? GetInt32OrDefault(this BsonDocument doc, string elementName) =>
doc.TryGetValue(elementName, out var val) && val.IsInt32 ?
val.AsInt32 : null;
public static long GetInt64(this BsonDocument doc, string elementName) =>
doc[elementName].AsInt64;
public static long? GetInt64OrDefault(this BsonDocument doc, string elementName) =>
doc.TryGetValue(elementName, out var val) && val.IsInt64 ?
val.AsInt64 : null;
public static double GetDouble(this BsonDocument doc, string elementName) =>
doc[elementName].AsDouble;
public static double? GetDoubleOrDefault(this BsonDocument doc, string elementName) =>
doc.TryGetValue(elementName, out var val) && val.IsDouble ?
val.AsDouble : null;
public static DateTime GetDateTime(this BsonDocument doc, string elementName) =>
doc[elementName].ToUniversalTime();
public static DateTime? GetDateTimeOrDefault(this BsonDocument doc, string elementName) =>
doc.TryGetValue(elementName, out var val) && val.IsValidDateTime ?
val.ToUniversalTime() : null;
public static DateTime GetTimestamp(this BsonDocument doc, string elementName) =>
doc[elementName].ToUniversalTime();
public static DateTime? GetTimestampOrDefault(this BsonDocument doc, string elementName) =>
doc.TryGetValue(elementName, out var val) && val.IsValidDateTime ?
val.ToUniversalTime() : null;
public static ObjectId GetObjectId(this BsonDocument doc, string elementName) =>
doc[elementName].AsObjectId;
public static ObjectId? GetObjectIdOrDefault(this BsonDocument doc, string elementName) =>
doc.TryGetValue(elementName, out var val) && val.IsObjectId ?
val.AsObjectId : null;
}
@@ -0,0 +1,55 @@
namespace Bts.DataStream;
using bts;
using MongoDB.Bson;
using System;
using System.Collections.Generic;
public static class MongoSchemaAdaptor {
public static BlueTableSchemaAdaptor<BsonDocument> InferSchema(IEnumerable<BsonDocument> docs) {
var schemaAdaptor = new BlueTableSchemaAdaptor<BsonDocument>("MongoCollectionStream");
foreach (var doc in docs) {
foreach (var el in doc) {
if (schemaAdaptor.Contains(el.Name)) {
continue;
}
switch (el.Value.BsonType) {
case BsonType.Array:
schemaAdaptor.AddColumn(el.Name, d => d.GetArrayOrDefault(el.Name)?.ToString() ?? string.Empty);
break;
case BsonType.String:
schemaAdaptor.AddColumn(el.Name, d => d.GetStringOrDefault(el.Name) ?? string.Empty);
break;
case BsonType.Int32:
schemaAdaptor.AddColumn(el.Name, d => d.GetInt32OrDefault(el.Name));
break;
case BsonType.Int64:
schemaAdaptor.AddColumn(el.Name, d => d.GetInt64OrDefault(el.Name));
break;
case BsonType.Double:
schemaAdaptor.AddColumn(el.Name, d => d.GetDoubleOrDefault(el.Name));
break;
case BsonType.DateTime:
schemaAdaptor.AddColumn(el.Name, d => d.GetDateTimeOrDefault(el.Name));
break;
case BsonType.Timestamp:
schemaAdaptor.AddColumn(el.Name, d => d.GetTimestampOrDefault(el.Name));
break;
case BsonType.ObjectId:
schemaAdaptor.AddColumn(el.Name, d => d.GetObjectIdOrDefault(el.Name)?.ToString());
break;
case BsonType.Null:
Log.Gen.warn(
$"Ignoring column '{el.Name}' because at least one element is null");
break;
default:
throw new InvalidOperationException(
$"Unsupported BsonType '{el.Value.BsonType}'");
}
}
}
return schemaAdaptor;
}
}
@@ -0,0 +1,202 @@
namespace bts {
using BCG;
using ProtoBuf;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
public class ProjectData {
// schema from the base stream
public readonly IBlueTableSchema in_schema;
// this is the projected schema
public readonly IBlueTableSchema out_schema;
// projected cols to the input cols, for cols who's names are changed
public readonly IDictionary<string, string> mapped_to_orig_col_map = new Dictionary<string, string>();
public ProjectData(IBlueTableSchema in_schema_, IBlueTableSchema out_schema_,
IDictionary<string, string> mapped_to_orig_col_map_) {
in_schema = in_schema_;
out_schema = out_schema_;
mapped_to_orig_col_map = mapped_to_orig_col_map_;
}
}
public class NewProjectRow : IBlueRow {
#region IBlueRow members
private ProjectData _project_data;
private IBlueRow _row;
public NewProjectRow(ProjectData project_data, IBlueRow row) {
_project_data = project_data;
_row = row;
}
public IBlueTableSchema schema { get { return _project_data.out_schema; } }
#endregion
#region ICollection members
public int Count { get { return schema.columnNames.Length; } }
public bool IsSynchronized { get { return false; } }
public object SyncRoot { get { return this; } }
public void CopyTo(Array array, int index) {
int i = index;
foreach (object o in this as IEnumerable)
array.SetValue(o, i++);
}
#endregion
#region IDictionary members
public bool IsFixedSize { get { return true; } }
public bool IsReadOnly { get { return true; } }
public object this[object key] {
get {
if (key is string)
return this[(string)key];
return this[(int)key];
}
set { throw new NotSupportedException("The IBlueRow is readonly"); }
}
public object this[int index] {
get {
return this[schema.columnInfo[index].colName];
}
}
public object this[string col_name] {
get {
string mapped_to_col = null;
if (_project_data.mapped_to_orig_col_map.TryGetValue(col_name, out mapped_to_col)) {
return _row[mapped_to_col];
}
return _row[col_name];
}
}
public ICollection Keys { get { return schema.columnNames; } }
public ICollection Values {
get {
object[] retVal = new object[schema.columnNames.Length];
CopyTo(retVal, 0);
return retVal;
}
}
public void Add(object key, object value) { throw new NotSupportedException("The IBlueRow is readonly"); }
public void Clear() { throw new NotSupportedException("The IBlueRow is readonly"); }
public bool Contains(object key) { return schema[(string)key] != null; }
/// <summary>
/// Note, the default enumerator is the IDictionary's enumerator, so if user needs to
/// iterate through the values, typecast this into an IEnumerable
/// </summary>
/// <returns></returns>
public IDictionaryEnumerator GetEnumerator() { return new BlueRowDictionaryEnumerator(this); }
IEnumerator IEnumerable.GetEnumerator() { return new BlueRowEnumerator(this); }
public void Remove(object key) { throw new NotSupportedException("The IBlueRow is readonly"); }
#endregion
}
public class NewProjectStream : ViewStream, IStreamMapper {
private ViewStream _stream;
private string _project_expression;
private ProjectData _project_data = null;
//public ProjectData
public NewProjectStream(ViewStream vs, string project_expression) {
_stream = vs;
_project_expression = project_expression;
_stream = new MapStream(vs, this);
mySetRealSource(_stream);
}
public IBlueTableSchema getOutputSchema(IBlueTableSchema input_schema) {
_project_data = _create_project_data(input_schema, _project_expression);
return _project_data.out_schema;
}
public IBlueRow map(IBlueRow row) {
return new NewProjectRow(_project_data, row);
}
private static ProjectData _create_project_data(IBlueTableSchema input_schema,
string project_expression) {
project_expression = project_expression.Trim();
string[] project_toks = project_expression.Split(' ');
HashSet<string> removed_cols = new HashSet<string>();
Dictionary<string, string> mapped_to_orig_map = new Dictionary<string, string>();
Dictionary<string, string> orig_to_mapped = new Dictionary<string, string>();
// by default every col will show up, so if we have the projection as (a:a1)
// it will convert a to a1,
// examples: if a schema has cols a b c
// project(parent_str, "a:aa ") -> aa b c
// project(parent_str, "a:aa !c") -> aa b
// project(parent_str, "a:aa !") -> aa
// project(parent_str, "a:aa b = (aa*aa)!") -> aa b
bool hide_all = false;
foreach (string p_tok in project_toks) {
if (p_tok.StartsWith("!")) {
if (p_tok.Length == 1) {
// if it is a "blanket "!"=> hide all cols except the one that
// are stated explicitly
hide_all = true;
} else {
string removed_col = p_tok.Substring(1);
removed_cols.Add(removed_col);
}
} else if (p_tok.Contains(":")) {
string[] map_toks = p_tok.Split(":");
string orig_col = map_toks[0];
string mapped_col = map_toks[1];
mapped_to_orig_map.Add(mapped_col, orig_col);
orig_to_mapped.Add(orig_col, mapped_col);
} else {
if (input_schema.columnNames.Contains(p_tok)) {
string orig_col = p_tok;
string mapped_col = orig_col;
orig_to_mapped.Add(orig_col, mapped_col);
}
}
}
// make the new schema
List<ColumnInfo> new_cols = new List<ColumnInfo>();
foreach (ColumnInfo ci in input_schema.columnInfo) {
if (ci.colName == "id") {
ColumnInfo nc = new ColumnInfo(ci.colName, new_cols.Count, ci.colType);
new_cols.Add(nc);
continue;
}
if (removed_cols.Contains(ci.colName)) {
continue;
} else if (orig_to_mapped.ContainsKey(ci.colName)) {
string mapped_name = orig_to_mapped[ci.colName];
ColumnInfo nc = new ColumnInfo(mapped_name, new_cols.Count, ci.colType);
new_cols.Add(nc);
} else {
if (hide_all)
continue;
//if (ci.colName == "id" || removed_cols.Count > 0) {
// unless columns are explicitely hidden, all columns show up
ColumnInfo nc = new ColumnInfo(ci.colName, new_cols.Count, ci.colType);
new_cols.Add(nc);
//}
}
}
IBlueTableSchema new_schema = new BlueTableSchema(input_schema.tableName, new_cols.ToArray());
return new ProjectData(input_schema, new_schema, mapped_to_orig_map);
}
}
}
@@ -1,20 +1,17 @@
namespace BCG {
using mbts.spark;
using Spark.Core.Collections;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
[DataStreamUserRespresentation("oldproject")]
public class ProjectStream : ViewStream
{
private ProjectHelper myHelper;
private string myColExp, myTableName;
private ViewStream myVs;
private IDictionary<string, string> myDic;
private HighPerformanceTimer _timer = new();
/// <summary>
/// </summary>
/// <param name="vs">stream to susbsribe to as the input stream</param>
@@ -70,10 +67,8 @@ namespace BCG {
DataPacket dp = newValue as DataPacket;
if (myHelper != null)
{
_timer.start();
IBlueRowCollection dels, adds;
BlueDataUtility.getTrueDeletesAndAdds (dp.deletedRows, dp.addedRows, out dels, out adds, myHelper.relevantOrigCols);
_timer.stop();
if (dels.Count + adds.Count > 0)
myFireEvent (new DataPacket (new ProjectedTable (dp.newRows, myHelper),
new ProjectedTable (adds, myHelper),
@@ -0,0 +1,122 @@
using System;
using System.Data;
using System.Data.SQLite;
using System.Diagnostics;
using System.Collections;
using BCG;
using System.Linq;
using System.Data.Entity;
using System.Collections.Generic;
using System.Data.SQLite;
namespace bts.SilverPine {
public static class SQLiteHelper {
public static string location = "C:\\Users\\m_tah\\development\\data\\";
public static string db_name = "stream_data.db";
public static DataTable execute_select_query(string connection_string, string query) {
// Create a new DataTable to store the results
DataTable dataTable = new DataTable();
// Create and open a SQLite connection using the provided connection string
using (SQLiteConnection connection = new SQLiteConnection(connection_string)) {
try {
connection.Open();
// Create a SQLite command with the provided query
using (SQLiteCommand command = new SQLiteCommand(query, connection)) {
// Use SQLiteDataAdapter to fill the DataTable
using (SQLiteDataAdapter adapter = new SQLiteDataAdapter(command)) {
adapter.Fill(dataTable);
}
}
} catch (Exception ex) {
Console.WriteLine("An error occurred: " + ex.Message);
}
}
// Return the populated DataTable
return dataTable;
}
public static List<Dictionary<string, object>> ExecuteBulkRead(string connectionString, string query) {
var result = new List<Dictionary<string, object>>();
using (var connection = new SQLiteConnection(connectionString)) {
connection.Open();
// Begin a transaction to optimize read speed
using (var transaction = connection.BeginTransaction())
using (var command = new SQLiteCommand(query, connection, transaction))
using (var reader = command.ExecuteReader()) {
while (reader.Read()) {
var row = new Dictionary<string, object>();
for (int i = 0; i < reader.FieldCount; i++) {
string columnName = reader.GetName(i);
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
row[columnName] = columnValue;
}
result.Add(row);
}
// Commit the transaction
transaction.Commit();
}
}
return result;
}
public static List<Dictionary<string, object>> get_table(string connectionString, string query) {
var result = new List<Dictionary<string, object>>();
using (var connection = new SQLiteConnection(connectionString)) {
try {
connection.Open();
using (var command = new SQLiteCommand(query, connection))
using (var reader = command.ExecuteReader()) {
while (reader.Read()) {
var row = new Dictionary<string, object>();
for (int i = 0; i < reader.FieldCount; i++) {
string columnName = reader.GetName(i);
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
row[columnName] = columnValue;
}
result.Add(row);
}
}
} catch (Exception ex) {
Console.WriteLine("An error occurred: " + ex.Message);
}
}
return result;
}
public static IEnumerable<Dictionary<string, object>> get_table_2(string connectionString, string query) {
using (var connection = new SQLiteConnection(connectionString)) {
connection.Open();
using (var command = new SQLiteCommand(query, connection))
using (var reader = command.ExecuteReader()) {
while (reader.Read()) {
var row = new Dictionary<string, object>();
for (int i = 0; i < reader.FieldCount; i++) {
string columnName = reader.GetName(i);
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
row[columnName] = columnValue;
}
yield return row;
}
}
}
}
}
}
@@ -0,0 +1,73 @@
namespace bts.SilverPine {
using System;
using System.Data;
using System.Data.SQLite;
using System.Diagnostics;
using System.Collections;
using BCG;
[DataStreamUserRespresentation("SQLite")]
public class SQLiteStream : ViewStream {
private readonly string _connection_string, _query;
private Stopwatch _stopwatch = new Stopwatch();
private SQLiteStream(string connection_string, string query, bool noop) {
_connection_string = connection_string;
_query = query;
}
public SQLiteStream(string db_name, string query)
:
this($"Data Source={SQLiteHelper.location}{db_name};Version=3", query, true) { }
public SQLiteStream(string query)
:
this(SQLiteHelper.db_name, query) {
}
private void _read_from_sqlite_and_fire() {
_stopwatch.Start();
DataTable dt = SQLiteHelper.execute_select_query(_connection_string, _query);
_stopwatch.Stop();
Log.Gen.info($"SQLiteStream.ExecuteSelectQuery time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
_stopwatch.Restart();
#region perf measures
// SQLiteHelper.get_table(_connection_string, _query);
// _stopwatch.Stop();
// Log.Gen.info($"SQLiteStream.get_table time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
// _stopwatch.Restart();
// SQLiteHelper.ExecuteBulkRead(_connection_string, _query);
// _stopwatch.Stop();
// Log.Gen.info($"SQLiteStream.ExecuteBulkRead time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
// _stopwatch.Restart();
// SQLiteHelper.get_table_2(_connection_string, _query);
// _stopwatch.Stop();
// Log.Gen.info($"SQLiteStream.get_table_2 time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
// _stopwatch.Restart();
#endregion
IBlueRowCollection rows = BCG.BlueDataUtility.toIBlueRowCollection(dt);
//IBlueRowCollection rows = new DataTableWrapperTable(dt);
_stopwatch.Stop();
Log.Gen.info($"SQLiteStream._read_from_sqlite_and_fire time to load into IBlueRowCollection: {_stopwatch.ElapsedMilliseconds} msecs");
DataPacket dp = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
myFireEvent(dp);
}
protected override void myOnFirstSubscriber() {
_read_from_sqlite_and_fire();
}
protected override void myOnLastSubscriber() {
// this value will be cleared by the base class
// but in this particular stream this behaviour
// is not usefull since any new subscribers
// would force the query to be recreated
//myLastDP = myLastValue;
}
}
}
@@ -3,12 +3,15 @@ using System.Collections.Generic;
using System.Text;
using System.IO;
using BCG.Utilities;
using System.Diagnostics;
using Microsoft.Data.Analysis;
using Parquet;
using Parquet.Data;
namespace BCG
{
namespace BCG {
[DataStreamUserRespresentation("CSVSaver")]
public class CSVSaverStream : ViewStream, ISideEffectStream
{
public class CSVSaverStream : ViewStream, ISideEffectStream {
private IBlueTableSchema myResultSchema = new BlueTableSchema("CSVResult", new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("fileName", 1, typeof(string)),
new ColumnInfo("nWrites", 2, typeof(int)),
@@ -20,11 +23,9 @@ namespace BCG
private int myNWrites = 0, myNMaxWrites = Int32.MaxValue;
public CSVSaverStream(ViewStream vs, string fullyQualifiedFileName)
: this(vs, fullyQualifiedFileName, true, Int32.MaxValue, false)
{ }
: this(vs, fullyQualifiedFileName, true, Int32.MaxValue, false) { }
public CSVSaverStream(ViewStream vs, string fullyQualifiedFileName, bool overwrite, int nMaxWrites, bool fireResultSnapshot)
{
public CSVSaverStream(ViewStream vs, string fullyQualifiedFileName, bool overwrite, int nMaxWrites, bool fireResultSnapshot) {
myStream = vs;
myFullyQualifiedFileName = fullyQualifiedFileName;
myOverwrite = overwrite;
@@ -36,18 +37,14 @@ namespace BCG
protected override void myOnLastSubscriber() { myStream.onChange -= new ChangeDelegate(myHandleChanges); }
private void myHandleChanges(object newValue)
{
private void myHandleChanges(object newValue) {
IBlueRowCollection totalState = (newValue as DataPacket).newRows;
if (totalState.Count > 0 && myNWrites < myNMaxWrites)
{
if (totalState.Count > 0 && myNWrites < myNMaxWrites) {
myNWrites++;
int i = 0;
StreamWriter writer = new StreamWriter(new FileStream(myGetNewFileName(), FileMode.Create, FileAccess.Write));
foreach (IBlueRow r in totalState)
{
if (i++ == 0)
{
foreach (IBlueRow r in totalState) {
if (i++ == 0) {
string header = String.Empty;
foreach (string col in r.schema.columnNames)
if (col != "id")
@@ -59,20 +56,17 @@ namespace BCG
writer.Flush();
}
writer.Close();
if (myFireResultSnapshot)
{
if (myFireResultSnapshot) {
IBlueRow nr = new BlueRow(myResultSchema, 0, myFullyQualifiedFileName, myNWrites, totalState.Count);
BlueTable nRows = new BlueTable(myResultSchema);
nRows.addRow(nr);
myFireEvent(new DataPacket(nRows, nRows, new BlueTable(myLastValue == null ? new BlueTable(myResultSchema) : (myLastValue as DataPacket).newRows)));
}
else
} else
myFireEvent(newValue);
}
}
private string myGetNewFileName()
{
private string myGetNewFileName() {
string[] tags = myFullyQualifiedFileName.Split('.');
if (myOverwrite)
return tags[0] + ".csv";
@@ -80,14 +74,11 @@ namespace BCG
return tags[0] + "_" + myFormateDateTime(DateTime.Now) + ".csv";
}
private static string myGetCSVRow(IBlueRow r)
{
private static string myGetCSVRow(IBlueRow r) {
string rv = String.Empty;
int i = 0;
foreach (string col in r.schema.columnNames)
{
if (col != "id")
{
foreach (string col in r.schema.columnNames) {
if (col != "id") {
string colText = String.Empty;
if (r[col] != null && r[col] != DBNull.Value)
colText = r[col].ToString();
@@ -99,8 +90,7 @@ namespace BCG
return rv;
}
private string myFormateDateTime(DateTime dt)
{
private string myFormateDateTime(DateTime dt) {
return
string.Format("{0}-{1}-{2}-{3}-{4}-{5}-{6}",
dt.Year.ToString("0000"),
@@ -114,52 +104,49 @@ namespace BCG
}
[DataStreamUserRespresentation("CSVReader")]
public class CSVReaderStream : ViewStream
{
private IBlueRowCollection myRows;
public CSVReaderStream(string fileAddress)
{
myRows = BlueDataUtility.createRowsFromCSVFileWithoutTypes(fileAddress);
public class CSVReaderStream : ViewStream {
private readonly string _file_address;
Stopwatch _stopwatch = new Stopwatch();
public CSVReaderStream(string fileAddress) {
_file_address = fileAddress;
}
protected override void myOnFirstSubscriber()
{
myFireEvent(new DataPacket(myRows, myRows, new BlueTable(myRows.schema)));
protected override void myOnFirstSubscriber() {
_stopwatch.Start();
DataFrame df = DataFrame.LoadCsv(_file_address);
_stopwatch.Stop();
bts.Log.Gen.info($"CSVReaderStream.myOnFirstSubscriber stream csv load col_count: {df.Columns.Count} rows, time: {_stopwatch.ElapsedMilliseconds} msecs");
_stopwatch.Start();
IBlueRowCollection rows = BlueDataUtility.createRowsFromCSVFileWithoutTypes(_file_address);
_stopwatch.Stop();
bts.Log.Gen.info($"CSVReaderStream.myOnFirstSubscriber stream csv load count: {rows.Count} rows, time: {_stopwatch.ElapsedMilliseconds} msecs");
DataPacket dp_out = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
[DataStreamUserRespresentation ("CSVReaderStreamMapper")]
public class CSVReaderStreamMapperStream : ViewStream
{
public CSVReaderStreamMapperStream(ViewStream stream, string output_schema)
{
[DataStreamUserRespresentation("CSVReaderStreamMapper")]
public class CSVReaderStreamMapperStream : ViewStream {
public CSVReaderStreamMapperStream(ViewStream stream, string output_schema) {
mySetRealSource(new MapStream(stream, new CSVReaderStreamMapper(output_schema)));
}
}
public class CSVReaderStreamMapper : IStreamMapper
{
public class CSVReaderStreamMapper : IStreamMapper {
private IBlueTableSchema mySchema;
private readonly string[] myOutputSchemaStringArray;
public CSVReaderStreamMapper(string outputSchema)
{
public CSVReaderStreamMapper(string outputSchema) {
myOutputSchemaStringArray = outputSchema.Split(' ');
}
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema)
{
if (mySchema == null)
{
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema) {
if (mySchema == null) {
ColumnInfo[] ci = inputSchema.columnInfo;
foreach (string col in myOutputSchemaStringArray)
{
foreach (string col in myOutputSchemaStringArray) {
string colName = col.Substring(0, col.IndexOf('\\')).ToLower();
for (int i = 0; i < ci.Length; i++)
{
if (ci[i].colName.ToLower().Equals(colName))
{
for (int i = 0; i < ci.Length; i++) {
if (ci[i].colName.ToLower().Equals(colName)) {
Type t = myGetType(col.Substring(col.IndexOf('\\') + 1));
ci[i] = new ColumnInfo(ci[i].colName, i, t);
break;
@@ -171,74 +158,52 @@ namespace BCG
return mySchema;
}
public IBlueRow map(IBlueRow row)
{
public IBlueRow map(IBlueRow row) {
object[] vals = new object[row.schema.columnInfo.Length];
row.Values.CopyTo(vals, 0);
for (int i = 0; i < mySchema.columnInfo.Length; i++)
{
for (int i = 0; i < mySchema.columnInfo.Length; i++) {
Type t = mySchema.columnInfo[i].colType;
try
{
try {
vals[i] = System.Convert.ChangeType(vals[i], mySchema.columnInfo[i].colType, System.Globalization.CultureInfo.InvariantCulture);
}
catch
{
if (t.Equals(typeof(Int16)))
{
} catch {
if (t.Equals(typeof(Int16))) {
Int16 result;
if (Int16.TryParse((string)vals[i], out result))
{
if (Int16.TryParse((string)vals[i], out result)) {
vals[i] = result;
continue;
}
double r2;
if (Double.TryParse((string)vals[i], out r2))
{
try
{
if (Double.TryParse((string)vals[i], out r2)) {
try {
vals[i] = (Int16)r2;
continue;
}
catch { }
} catch { }
}
}
else if (t.Equals(typeof(Int32)))
{
} else if (t.Equals(typeof(Int32))) {
Int32 result;
if (Int32.TryParse((string)vals[i], out result))
{
if (Int32.TryParse((string)vals[i], out result)) {
vals[i] = result;
continue;
}
double r2;
if (Double.TryParse((string)vals[i], out r2))
{
try
{
if (Double.TryParse((string)vals[i], out r2)) {
try {
vals[i] = (Int32)r2;
continue;
}
catch { }
} catch { }
}
}
else if (t.Equals(typeof(Int64)))
{
} else if (t.Equals(typeof(Int64))) {
Int64 result;
if (Int64.TryParse((string)vals[i], out result))
{
if (Int64.TryParse((string)vals[i], out result)) {
vals[i] = result;
continue;
}
double r2;
if (Double.TryParse((string)vals[i], out r2))
{
try
{
if (Double.TryParse((string)vals[i], out r2)) {
try {
vals[i] = (Int64)r2;
continue;
}
catch { }
} catch { }
}
}
vals[i] = DBNull.Value;
@@ -247,8 +212,7 @@ namespace BCG
return new BlueRow(mySchema, vals);
}
private Type myGetType(string type)
{
private Type myGetType(string type) {
type = type.ToLower();
if (type.Contains("int"))
return typeof(int);
@@ -24,7 +24,6 @@ namespace bts {
var dp_out = BlueDataUtility.build_dp_inc(_rows, myLastValue as DataPacket);
myFireEvent(dp_out);
}
@@ -69,18 +69,14 @@ public class SortRow : IComparable, IBlueRow {
/// The key can either be the string corrsponding to the column name or
/// the order of the column
/// </summary>
public object this[object key] {
get {
if (key is string)
return this[(string)key];
return this[(int)key];
}
set { throw new NotSupportedException("The IBlueRow is readonly"); }
public object? this[object key] {
get => key is string str ? this[str] : this[(int)key];
set => throw new NotSupportedException("The IBlueRow is readonly");
}
public object this[int index] => row[index];
public object? this[int index] => row[index];
public object this[string colName] => row[colName];
public object? this[string colName] => row[colName];
public ICollection Keys => row.Keys;
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